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hsbc13f-0606.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: 30 June 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        11 August 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:     6,265

FORM 13F INFORMATION TABLE VALUE TOTAL:      $21,462,259

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: 30 June 2006





                                                                                    SHARES OR
          NAME OF ISSUER             TITLE OF CLASS       CUSIP      FAIR MARKET    PRINCIPAL
                                                                     VALUE (x1000)  AMOUNT
                               		                        
ABB LTD                           SPONSORED ADR       000375204              41       3,150
ABB LTD                           SPONSORED ADR       000375204              50       3,835
ABB LTD                           SPONSORED ADR       000375204             166      12,800
ABB LTD                           SPONSORED ADR       000375204             389      30,000
A D C TELECOMMUNICATIONS          COM NEW             000886309               2         139
A D C TELECOMMUNICATIONS          COM NEW             000886309               3         204
A D C TELECOMMUNICATIONS          COM NEW             000886309              30       1,800
A D C TELECOMMUNICATIONS          COM NEW             000886309             110       6,534
A D C TELECOMMUNICATIONS          COM NEW             000886309             405      24,025
ABN AMRO HLDG NV                  SPONSORED ADR       000937102               8         300
ABN AMRO HLDG NV                  SPONSORED ADR       000937102              56        2053
ABN AMRO HLDG NV                  SPONSORED ADR       000937102             251        9176
ABN AMRO HLDG NV                  SPONSORED ADR       000937102           1,362      49,763
ABM INDS INC                      COM                 000957100             529      30,931
AFLAC INC                         COM                 001055102              10         207
AFLAC INC                         COM                 001055102              56       1,200
AFLAC INC                         COM                 001055102              97        2085
AFLAC INC                         COM                 001055102             321       6,927
AFLAC INC                         COM                 001055102           5,273     113,764
AFLAC INC                         COM                 001055102           16101      347376
AES CORP                          COM                 00130H105               5         280
AES CORP                          COM                 00130H105              10         528
AES CORP                          COM                 00130H105              76       4,100
AES CORP                          COM                 00130H105           2,254     122,194
AES CORP                          COM                 00130H105            9225      500000
AMB PROPERTY CORP                 COM                 00163T109             465       9,190
AMR CORP                          COM                 001765106              16         611
AMR CORP                          COM                 001765106             203        8000
ATI TECHNOLOGIES INC              COM                 001941103             175       12000
ATI TECHNOLOGIES INC              COM                 001941103           1,591     108,975
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              42       1,500
AT&T INC                          COM                 00206R102              44       1,560
AT&T INC                          COM                 00206R102              58        2083
AT&T INC                          COM                 00206R102              61       2,182
AT&T INC                          COM                 00206R102             117        4190
AT&T INC                          COM                 00206R102             136       4,867
AT&T INC                          COM                 00206R102             318      11,398
AT&T INC                          COM                 00206R102             496       17800
AT&T INC                          COM                 00206R102             606      21,718
AT&T INC                          COM                 00206R102           1,640      58,800
AT&T INC                          COM                 00206R102           1,810      64,900
AT&T INC                          COM                 00206R102           3,613     129,544
AT&T INC                          COM                 00206R102           4,059     145,520
AT&T INC                          COM                 00206R102            4556      163363
AT&T INC                          COM                 00206R102           8,496     304,643
AT&T INC                          COM                 00206R102          20,793     745,537
AT&T INC                          COM                 00206R102         176,655   6,334,000
AU OPTRONICS CORP                 SPONSORED ADR       002255107               1          92
AU OPTRONICS CORP                 SPONSORED ADR       002255107               1          66
AU OPTRONICS CORP                 SPONSORED ADR       002255107               4         289
AU OPTRONICS CORP                 SPONSORED ADR       002255107              39       2,725
AU OPTRONICS CORP                 SPONSORED ADR       002255107              61        4300
AU OPTRONICS CORP                 SPONSORED ADR       002255107             110       7,712
AU OPTRONICS CORP                 SPONSORED ADR       002255107             215      15,108
AU OPTRONICS CORP                 SPONSORED ADR       002255107             577      40,500
AU OPTRONICS CORP                 SPONSORED ADR       002255107            3921      275377
AU OPTRONICS CORP                 SPONSORED ADR       002255107            4671      328000
AVX CORP NEW                      COM                 002444107              16        1000
AVX CORP NEW                      COM                 002444107             106       6,700
AVX CORP NEW                      COM                 002444107             136       8,628
AARON RENTS INC                   COM                 002535201             561      20,864
ABAXIS INC                        COM                 002567105             600      26,805
ABBOTT LABS                       COM                 002824100              10         230
ABBOTT LABS                       COM                 002824100              38         875
ABBOTT LABS                       COM                 002824100              87       2,000
ABBOTT LABS                       COM                 002824100             131       3,000
ABBOTT LABS                       COM                 002824100             163       3,732
ABBOTT LABS                       COM                 002824100             270       6,200
ABBOTT LABS                       COM                 002824100             288       6,601
ABBOTT LABS                       COM                 002824100             319        7315
ABBOTT LABS                       COM                 002824100             482      11,060
ABBOTT LABS                       COM                 002824100             521       11950
ABBOTT LABS                       COM                 002824100             950      21,780
ABBOTT LABS                       COM                 002824100           2,181      50,000
ABBOTT LABS                       COM                 002824100           4,242      97,282
ABBOTT LABS                       COM                 002824100            7739      177465
ABBOTT LABS                       COM                 002824100          10,203     233,960
ABBOTT LABS                       COM                 002824100          13,070     299,691
ABERCROMBIE & FITCH CO            CL A                002896207               6         100
ABERCROMBIE & FITCH CO            CL A                002896207              90       1,618
ABERCROMBIE & FITCH CO            CL A                002896207             756      13,630
ABBEY NATL PLC                    ADR PRF B7.375      002920700              52       2,000
ABBEY NATL PLC                    ADR PRF B7.375      002920700           5,469     209,050
ACTIVIDENTITY CORP                COM                 00506P103               4         772
ACTIVIDENTITY CORP                COM                 00506P103               5        1025
ACTIVIDENTITY CORP                COM                 00506P103              91      20,000
ADOBE SYS INC                     COM                 00724F101               8         250
ADOBE SYS INC                     COM                 00724F101              12         380
ADOBE SYS INC                     COM                 00724F101              18         584
ADOBE SYS INC                     COM                 00724F101              21         701
ADOBE SYS INC                     COM                 00724F101              30       1,000
ADOBE SYS INC                     COM                 00724F101             106       3,500
ADOBE SYS INC                     COM                 00724F101             362      11,931
ADOBE SYS INC                     COM                 00724F101           2,278      75,045
ADOBE SYS INC                     COM                 00724F101           3,370     111,012
ADOBE SYS INC                     COM                 00724F101           3,838     126,427
ADVANCED DIGITAL INFORMATION      COM                 007525108             844      71,700
ADVANCED SEMICONDUCTOR ENGR       SPONSORED ADR       00756M404             964     193,900
ADVANTAGE ENERGY INCOME FD        TR UNIT             00762L101              35        2000
ADVANTAGE ENERGY INCOME FD        TR UNIT             00762L101             216      12,350
ADVANCED MICRO DEVICES INC        COM                 007903107               4         160
ADVANCED MICRO DEVICES INC        COM                 007903107              24        1000
ADVANCED MICRO DEVICES INC        COM                 007903107              29       1,200
ADVANCED MICRO DEVICES INC        COM                 007903107              56       2,300
ADVANCED MICRO DEVICES INC        COM                 007903107              99        4054
ADVANCED MICRO DEVICES INC        COM                 007903107             116       4,740
ADVANCED MICRO DEVICES INC        COM                 007903107             451      18,460
ADVANCED MICRO DEVICES INC        COM                 007903107           1,446      59,224
ADVANCED MICRO DEVICES INC        COM                 007903107           2,979     121,996
AEGON N V                         ORD AMER REG        007924103               0          16
AEGON N V                         ORD AMER REG        007924103               5         313
AEGON N V                         ORD AMER REG        007924103              24       1,409
AEGON N V                         ORD AMER REG        007924103              29        1686
AEGON N V                         ORD AMER REG        007924103             122        7176
AEGON N V                         ORD AMER REG        007924103             477      27,915
AETNA INC NEW                     COM                 00817Y108               3          78
AETNA INC NEW                     COM                 00817Y108               4         112
AETNA INC NEW                     COM                 00817Y108               8         197
AETNA INC NEW                     COM                 00817Y108              16         400
AETNA INC NEW                     COM                 00817Y108              36         900
AETNA INC NEW                     COM                 00817Y108             317        7931
AETNA INC NEW                     COM                 00817Y108             407       10200
AETNA INC NEW                     COM                 00817Y108           1,108      27,739
AETNA INC NEW                     COM                 00817Y108           1,390      34,800
AETNA INC NEW                     COM                 00817Y108           2,244      56,200
AETNA INC NEW                     COM                 00817Y108           4,473     112,020
AFFILIATED COMPUTER SERVICES      CL A                008190100               8         155
AFFILIATED COMPUTER SERVICES      CL A                008190100              77       1,500
AFFILIATED COMPUTER SERVICES      CL A                008190100              91       1,755
AFFILIATED COMPUTER SERVICES      CL A                008190100             410        7944
AFFILIATED COMPUTER SERVICES      CL A                008190100             702      13,609
AFFILIATED COMPUTER SERVICES      CL A                008190100           1,167      22,617
AFFILIATED COMPUTER SERVICES      CL A                008190100            1581       30625
AFFILIATED COMPUTER SERVICES      CL A                008190100           1,910      37,000
AGERE SYS INC                     COM                 00845V308               0           8
AGERE SYS INC                     COM                 00845V308               0           7
AGERE SYS INC                     COM                 00845V308               0          26
AGERE SYS INC                     COM                 00845V308               1          38
AGERE SYS INC                     COM                 00845V308               1          87
AGERE SYS INC                     COM                 00845V308               3         201
AGERE SYS INC                     COM                 00845V308               7         478
AGERE SYS INC                     COM                 00845V308              18       1,224
AGERE SYS INC                     COM                 00845V308              48        3289
AGERE SYS INC                     COM                 00845V308             257      17,491
AGILENT TECHNOLOGIES INC          COM                 00846U101               2          76
AGILENT TECHNOLOGIES INC          COM                 00846U101              32       1,000
AGILENT TECHNOLOGIES INC          COM                 00846U101              36       1,143
AGILENT TECHNOLOGIES INC          COM                 00846U101              47        1500
AGILENT TECHNOLOGIES INC          COM                 00846U101              63       2,000
AGILENT TECHNOLOGIES INC          COM                 00846U101              70       2,213
AGILENT TECHNOLOGIES INC          COM                 00846U101             116       3,676
AGILENT TECHNOLOGIES INC          COM                 00846U101             200       6,326
AGILENT TECHNOLOGIES INC          COM                 00846U101             432      13,704
AGILENT TECHNOLOGIES INC          COM                 00846U101           2,472      78,312
AGRIUM INC                        COM                 008916108            5965      256873
AIR PRODS & CHEMS INC             COM                 009158106              26         400
AIR PRODS & CHEMS INC             COM                 009158106              85       1,332
AIR PRODS & CHEMS INC             COM                 009158106             182        2850
AIR PRODS & CHEMS INC             COM                 009158106             352       5,500
AIR PRODS & CHEMS INC             COM                 009158106           2,423      37,907
AIRGAS INC                        COM                 009363102             207       5,562
AKAMAI TECHNOLOGIES INC           COM                 00971T101             224       6,200
AKAMAI TECHNOLOGIES INC           COM                 00971T101             253        7000
AKAMAI TECHNOLOGIES INC           COM                 00971T101             362      10,000
AKAMAI TECHNOLOGIES INC           COM                 00971T101             715      19,752
AKAMAI TECHNOLOGIES INC           COM                 00971T101           1,430      39,501
AKORN INC                         COM                 009728106              80      20,000
AKZO NOBEL NV                     SPONSORED ADR       010199305               8         150
AKZO NOBEL NV                     SPONSORED ADR       010199305              19         350
AKZO NOBEL NV                     SPONSORED ADR       010199305             174       3,240
AKZO NOBEL NV                     SPONSORED ADR       010199305             207        3850
ALBERTO CULVER CO                 COM                 013068101              47         961
ALBERTO CULVER CO                 COM                 013068101             522      10,705
ALCAN INC                         COM                 013716105               7         150
ALCAN INC                         COM                 013716105              24         508
ALCAN INC                         COM                 013716105              87       1,851
ALCAN INC                         COM                 013716105           4,280      91,182
ALCOA INC                         COM                 013817101               3         100
ALCOA INC                         COM                 013817101              11         325
ALCOA INC                         COM                 013817101              12         380
ALCOA INC                         COM                 013817101              19         600
ALCOA INC                         COM                 013817101              35       1,077
ALCOA INC                         COM                 013817101              77       2,366
ALCOA INC                         COM                 013817101              91       2,815
ALCOA INC                         COM                 013817101             178       5,486
ALCOA INC                         COM                 013817101             213       6,580
ALCOA INC                         COM                 013817101             262       8,100
ALCOA INC                         COM                 013817101             372       11500
ALCOA INC                         COM                 013817101             564      17,435
ALCOA INC                         COM                 013817101             861      26,621
ALCOA INC                         COM                 013817101           1,575      48,669
ALCOA INC                         COM                 013817101           5,243     162,006
ALCOA INC                         COM                 013817101            5288      163413
ALCATEL                           SPONSORED ADR       013904305               1         101
ALCATEL                           SPONSORED ADR       013904305               9         729
ALCATEL                           SPONSORED ADR       013904305              11         850
ALCATEL                           SPONSORED ADR       013904305              20        1585
ALCATEL                           SPONSORED ADR       013904305             165      13,057
ALCATEL                           SPONSORED ADR       013904305             268       21245
ALDERWOODS GROUP INC              COM                 014383103           1,426      73,300
ALLEGHENY ENERGY INC              COM                 017361106              48       1,300
ALLEGHENY ENERGY INC              COM                 017361106             368       9,916
ALLEGHENY TECHNOLOGIES INC        COM                 01741R102               7         100
ALLEGHENY TECHNOLOGIES INC        COM                 01741R102              53         765
ALLEGHENY TECHNOLOGIES INC        COM                 01741R102              69         990
ALLEGHENY TECHNOLOGIES INC        COM                 01741R102             358       5,170
ALLEGHENY TECHNOLOGIES INC        COM                 01741R102           3,946      56,989
ALLERGAN INC                      COM                 018490102               0           2
ALLERGAN INC                      COM                 018490102             139       1,300
ALLERGAN INC                      COM                 018490102             219       2,042
ALLERGAN INC                      COM                 018490102           3,269      30,474
ALLIANCE DATA SYSTEMS CORP        COM                 018581108              35         600
ALLIANCE DATA SYSTEMS CORP        COM                 018581108              46         785
ALLIANCE DATA SYSTEMS CORP        COM                 018581108             312       5,300
ALLIANT ENERGY CORP               COM                 018802108              91       2,664
ALLIANT ENERGY CORP               COM                 018802108             710      20,700
ALLIANT TECHSYSTEMS INC           COM                 018804104             441       5,770
ALLIANCEBERNSTEIN HOLDING LP      UNIT LTD PARTN      01881G106             153        2500
ALLIANCEBERNSTEIN HOLDING LP      UNIT LTD PARTN      01881G106             164       2,675
ALLIANCEBERNSTEIN HOLDING LP      UNIT LTD PARTN      01881G106             232       3,800
ALLIED CAP CORP NEW               COM                 01903Q108             403      14,000
ALLIED CAP CORP NEW               COM                 01903Q108             518      18,000
ALLIED CAP CORP NEW               COM                 01903Q108             529      18,400
ALLIED IRISH BKS P L C            SPON ADR ORD        019228402               6         115
ALLIED IRISH BKS P L C            SPON ADR ORD        019228402              40         825
ALLIED IRISH BKS P L C            SPON ADR ORD        019228402             235       4,860
ALLIED IRISH BKS P L C            SPON ADR ORD        019228402             652      13,488
ALLIED WASTE INDS INC             COM PAR$.01NEW      019589308               2         215
ALLIED WASTE INDS INC             COM PAR$.01NEW      019589308               3         230
ALLIED WASTE INDS INC             COM PAR$.01NEW      019589308               8         718
ALLIED WASTE INDS INC             COM PAR$.01NEW      019589308             181      15,890
ALLSTATE CORP                     COM                 020002101               1          10
ALLSTATE CORP                     COM                 020002101               7         125
ALLSTATE CORP                     COM                 020002101               8         140
ALLSTATE CORP                     COM                 020002101              13         240
ALLSTATE CORP                     COM                 020002101             111        2020
ALLSTATE CORP                     COM                 020002101             582      10,635
ALLSTATE CORP                     COM                 020002101             720      13,164
ALLSTATE CORP                     COM                 020002101           1,631      29,804
ALLSTATE CORP                     COM                 020002101           2,842      51,928
ALLSTATE CORP                     COM                 020002101           6,850     125,154
ALLTEL CORP                       COM                 020039103              17         260
ALLTEL CORP                       COM                 020039103              72       1,130
ALLTEL CORP                       COM                 020039103              89        1400
ALLTEL CORP                       COM                 020039103             117       1,836
ALLTEL CORP                       COM                 020039103             198       3,105
ALLTEL CORP                       COM                 020039103             324       5,081
ALLTEL CORP                       COM                 020039103             558        8736
ALLTEL CORP                       COM                 020039103             638      10,000
ALLTEL CORP                       COM                 020039103            1155       18093
ALLTEL CORP                       COM                 020039103            4609       72210
ALTERA CORP                       COM                 021441100             140       8,000
ALTERA CORP                       COM                 021441100             305      17,351
ALTERA CORP                       COM                 021441100             330       18800
ALTERA CORP                       COM                 021441100             453      25,839
ALTERA CORP                       COM                 021441100            1024       58337
ALTRIA GROUP INC                  COM                 02209S103              15         210
ALTRIA GROUP INC                  COM                 02209S103              15         200
ALTRIA GROUP INC                  COM                 02209S103              55         743
ALTRIA GROUP INC                  COM                 02209S103              81       1,100
ALTRIA GROUP INC                  COM                 02209S103             189       2,580
ALTRIA GROUP INC                  COM                 02209S103             206       2,800
ALTRIA GROUP INC                  COM                 02209S103             507       6,900
ALTRIA GROUP INC                  COM                 02209S103             683       9,300
ALTRIA GROUP INC                  COM                 02209S103             969      13,200
ALTRIA GROUP INC                  COM                 02209S103           1,093      14,885
ALTRIA GROUP INC                  COM                 02209S103            1140       15525
ALTRIA GROUP INC                  COM                 02209S103           1,491      20,300
ALTRIA GROUP INC                  COM                 02209S103            1522       20728
ALTRIA GROUP INC                  COM                 02209S103           1,667      22,703
ALTRIA GROUP INC                  COM                 02209S103           2,757      37,548
ALTRIA GROUP INC                  COM                 02209S103           4,158      56,630
ALTRIA GROUP INC                  COM                 02209S103           4,486      61,095
ALTRIA GROUP INC                  COM                 02209S103           5,337      72,680
ALTRIA GROUP INC                  COM                 02209S103          11,006     149,884
ALTRIA GROUP INC                  COM                 02209S103          23,413     318,848
ALTRIA GROUP INC                  COM                 02209S103          30,324     412,969
ALTRIA GROUP INC                  COM                 02209S103         493,817   6,725,000
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              43        1113
AMAZON COM INC                    COM                 023135106              57        1470
AMAZON COM INC                    COM                 023135106             232       6,000
AMAZON COM INC                    COM                 023135106             313       8,103
AMAZON COM INC                    COM                 023135106             390      10,070
AMAZON COM INC                    COM                 023135106           1,947      50,338
AMBAC FINL GROUP INC              COM                 023139108              19         239
AMBAC FINL GROUP INC              COM                 023139108              39         487
AMBAC FINL GROUP INC              COM                 023139108              59         730
AMBAC FINL GROUP INC              COM                 023139108             152       1,871
AMBAC FINL GROUP INC              COM                 023139108             300        3700
AMBAC FINL GROUP INC              COM                 023139108           1,498      18,472
AMEREN CORP                       COM                 023608102               9         176
AMEREN CORP                       COM                 023608102             106       2,107
AMEREN CORP                       COM                 023608102             746      14,766
AMEREN CORP                       COM                 023608102           1,327      26,274
AMEREN CORP                       COM                 023608102           2,026      40,121
AMEREN CORP                       COM                 023608102          70,700   1,400,000
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105               1          44
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               3         100
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             100        3000
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105             140        4200
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105             180        5400
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105             671      20,164
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105           1,241      37,300
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105           1,589      47,762
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105           1,691      50,834
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105           2,016      60,600
AMERICAN AXLE & MFG HLDGS IN      COM                 024061103               3         200
AMERICAN AXLE & MFG HLDGS IN      COM                 024061103               9         540
AMERICAN AXLE & MFG HLDGS IN      COM                 024061103           1,112      65,000
AMERICAN CAPITAL STRATEGIES       COM                 024937104              26         775
AMERICAN CAPITAL STRATEGIES       COM                 024937104             178       5,320
AMERICAN CAPITAL STRATEGIES       COM                 024937104             907      27,093
AMERICAN CAPITAL STRATEGIES       COM                 024937104           2,062      61,600
AMERICAN ECOLOGY CORP             COM NEW             025533407             490      18,500
AMERICAN ELEC PWR INC             COM                 025537101              14         400
AMERICAN ELEC PWR INC             COM                 025537101              91       2,645
AMERICAN ELEC PWR INC             COM                 025537101           2,413      70,459
AMERICAN ELEC PWR INC             COM                 025537101           22263      650000
AMERICAN EAGLE OUTFITTERS NE      COM                 02553E106               4         120
AMERICAN EAGLE OUTFITTERS NE      COM                 02553E106             123       3,618
AMERICAN EAGLE OUTFITTERS NE      COM                 02553E106             453      13,300
AMERICAN EXPRESS CO               COM                 025816109               0           5
AMERICAN EXPRESS CO               COM                 025816109              30         570
AMERICAN EXPRESS CO               COM                 025816109              40         760
AMERICAN EXPRESS CO               COM                 025816109              63        1190
AMERICAN EXPRESS CO               COM                 025816109              64       1,200
AMERICAN EXPRESS CO               COM                 025816109              84       1,582
AMERICAN EXPRESS CO               COM                 025816109              86       1,610
AMERICAN EXPRESS CO               COM                 025816109             239       4,500
AMERICAN EXPRESS CO               COM                 025816109             389        7300
AMERICAN EXPRESS CO               COM                 025816109             486       9,135
AMERICAN EXPRESS CO               COM                 025816109             581      10,913
AMERICAN EXPRESS CO               COM                 025816109           1,113      20,920
AMERICAN EXPRESS CO               COM                 025816109           1,509      28,353
AMERICAN EXPRESS CO               COM                 025816109            1607       30201
AMERICAN EXPRESS CO               COM                 025816109            5208       97860
AMERICAN EXPRESS CO               COM                 025816109          12,339     231,854
AMERICAN INTL GROUP INC           COM                 026874107               9         150
AMERICAN INTL GROUP INC           COM                 026874107              13         225
AMERICAN INTL GROUP INC           COM                 026874107              17         280
AMERICAN INTL GROUP INC           COM                 026874107              59       1,000
AMERICAN INTL GROUP INC           COM                 026874107              59       1,000
AMERICAN INTL GROUP INC           COM                 026874107             277        4692
AMERICAN INTL GROUP INC           COM                 026874107             353       5,982
AMERICAN INTL GROUP INC           COM                 026874107             354       5,992
AMERICAN INTL GROUP INC           COM                 026874107             580       9,820
AMERICAN INTL GROUP INC           COM                 026874107             631      10,685
AMERICAN INTL GROUP INC           COM                 026874107             779      13,192
AMERICAN INTL GROUP INC           COM                 026874107             821      13,900
AMERICAN INTL GROUP INC           COM                 026874107             998      16,900
AMERICAN INTL GROUP INC           COM                 026874107            1017       17221
AMERICAN INTL GROUP INC           COM                 026874107           1,268      21,475
AMERICAN INTL GROUP INC           COM                 026874107           2,460      41,659
AMERICAN INTL GROUP INC           COM                 026874107           2,495      42,259
AMERICAN INTL GROUP INC           COM                 026874107           9,963     168,713
AMERICAN INTL GROUP INC           COM                 026874107           11418      193370
AMERICAN INTL GROUP INC           COM                 026874107          11,474     194,308
AMERICAN INTL GROUP INC           COM                 026874107           21708      367620
AMERICAN INTL GROUP INC           COM                 026874107          27,163     460,000
AMERICAN INTL GROUP INC           COM                 026874107           27516      465980
AMERICAN INTL GROUP INC           COM                 026874107          28,419     481,272
AMERICAN PWR CONVERSION CORP      COM                 029066107             443      22,712
AMERICAN PWR CONVERSION CORP      COM                 029066107             614      31,520
AMERICAN STD COS INC DEL          COM                 029712106               9         200
AMERICAN STD COS INC DEL          COM                 029712106             173       4,000
AMERICAN STD COS INC DEL          COM                 029712106           1,426      32,954
AMERICAN TOWER CORP               CL A                029912201               1          20
AMERICAN TOWER CORP               CL A                029912201             311      10,000
AMERICAN TOWER CORP               CL A                029912201           1,376      44,200
AMERICREDIT CORP                  COM                 03060R101               5         165
AMERICREDIT CORP                  COM                 03060R101              74       2,667
AMERICREDIT CORP                  COM                 03060R101             400      14,310
AMERISOURCEBERGEN CORP            COM                 03073E105               1          20
AMERISOURCEBERGEN CORP            COM                 03073E105              21         500
AMERISOURCEBERGEN CORP            COM                 03073E105              99       2,355
AMERISOURCEBERGEN CORP            COM                 03073E105             193       4,600
AMERISOURCEBERGEN CORP            COM                 03073E105            1641       39140
AMERIPRISE FINL INC               COM                 03076C106               3          69
AMERIPRISE FINL INC               COM                 03076C106               7         147
AMERIPRISE FINL INC               COM                 03076C106              11         240
AMERIPRISE FINL INC               COM                 03076C106              14         322
AMERIPRISE FINL INC               COM                 03076C106              14         323
AMERIPRISE FINL INC               COM                 03076C106              15         336
AMERIPRISE FINL INC               COM                 03076C106              54       1,201
AMERIPRISE FINL INC               COM                 03076C106              60       1,339
AMERIPRISE FINL INC               COM                 03076C106             191       4,270
AMERIPRISE FINL INC               COM                 03076C106           2,162      48,395
AMERIPRISE FINL INC               COM                 03076C106           2,544      56,951
AMGEN INC                         COM                 031162100              18         280
AMGEN INC                         COM                 031162100             176        2694
AMGEN INC                         COM                 031162100             234       3,591
AMGEN INC                         COM                 031162100             326       4,995
AMGEN INC                         COM                 031162100             908      13,916
AMGEN INC                         COM                 031162100             927       14217
AMGEN INC                         COM                 031162100            1075       16483
AMGEN INC                         COM                 031162100           1,160      17,776
AMGEN INC                         COM                 031162100           2,218      34,000
AMGEN INC                         COM                 031162100            2556       39185
AMGEN INC                         COM                 031162100           2,970      45,531
AMGEN INC                         COM                 031162100           3,536      54,215
AMGEN INC                         COM                 031162100           7,720     118,358
AMGEN INC                         COM                 031162100          15,454     236,920
AMGEN INC                         NOTE         3/0    031162AE0               8       11000
AMKOR TECHNOLOGY INC              COM                 031652100              43       4,550
AMKOR TECHNOLOGY INC              COM                 031652100             135       14300
AMKOR TECHNOLOGY INC              COM                 031652100             459      48,500
AMKOR TECHNOLOGY INC              COM                 031652100             870      92,000
AMPHENOL CORP NEW                 CL A                032095101               3          61
AMPHENOL CORP NEW                 CL A                032095101             923      16,490
AMSOUTH BANCORPORATION            COM                 032165102           1,065      40,274
AMSOUTH BANCORPORATION            COM                 032165102           1,798      67,983
AMSOUTH BANCORPORATION            COM                 032165102           1,862      70,400
AMSURG CORP                       COM                 03232P405             200        8800
AMYLIN PHARMACEUTICALS INC        COM                 032346108             286       5,800
ANADARKO PETE CORP                COM                 032511107               7         140
ANADARKO PETE CORP                COM                 032511107              61       1,284
ANADARKO PETE CORP                COM                 032511107              85       1,778
ANADARKO PETE CORP                COM                 032511107              95        2000
ANADARKO PETE CORP                COM                 032511107             162       3,400
ANADARKO PETE CORP                COM                 032511107             278        5838
ANADARKO PETE CORP                COM                 032511107             465        9753
ANADARKO PETE CORP                COM                 032511107           3,404      71,380
ANADARKO PETE CORP                COM                 032511107           5,516     115,672
ANALOG DEVICES INC                COM                 032654105             137       4,252
ANALOG DEVICES INC                COM                 032654105           2,072      64,482
ANALOG DEVICES INC                COM                 032654105           2,934      91,289
ANDREW CORP                       COM                 034425108              84       9,500
ANDREW CORP                       COM                 034425108             213      24,000
ANDRX CORP DEL                    ANDRX GROUP         034553107            4174      180000
ANGLO AMERN PLC                   ADR                 03485P102               4         219
ANGLO AMERN PLC                   ADR                 03485P102              14         688
ANGLO AMERN PLC                   ADR                 03485P102              23       1,120
ANGLO AMERN PLC                   ADR                 03485P102             155        7591
ANGLO AMERN PLC                   ADR                 03485P102           2,228     109,000
ANGLO AMERN PLC                   ADR                 03485P102           5,174     253,120
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206              16         330
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206              20         406
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206              28         580
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206              32         656
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206             128       2,650
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206             974      20,250
ANHEUSER BUSCH COS INC            COM                 035229103               5         100
ANHEUSER BUSCH COS INC            COM                 035229103              13         290
ANHEUSER BUSCH COS INC            COM                 035229103              55       1,214
ANHEUSER BUSCH COS INC            COM                 035229103              55       1,200
ANHEUSER BUSCH COS INC            COM                 035229103              55        1200
ANHEUSER BUSCH COS INC            COM                 035229103             182       4,000
ANHEUSER BUSCH COS INC            COM                 035229103             228       4,996
ANHEUSER BUSCH COS INC            COM                 035229103             313        6865
ANHEUSER BUSCH COS INC            COM                 035229103             437       9,582
ANHEUSER BUSCH COS INC            COM                 035229103             692      15,169
ANHEUSER BUSCH COS INC            COM                 035229103           1,164      25,530
ANHEUSER BUSCH COS INC            COM                 035229103           3,191      70,000
ANHEUSER BUSCH COS INC            COM                 035229103           6,402     140,432
ANOORAQ RES CORP                  COM                 03633E108              53      65,000
AO TATNEFT                        SPON ADR REG S      03737P306             539       7,000
AON CORP                          COM                 037389103               3          95
AON CORP                          COM                 037389103               5         130
AON CORP                          COM                 037389103              11         315
AON CORP                          COM                 037389103              38        1100
AON CORP                          COM                 037389103              41       1,170
AON CORP                          COM                 037389103           1,791      51,426
AON CORP                          COM                 037389103           2,171      62,363
APACHE CORP                       COM                 037411105              14         200
APACHE CORP                       COM                 037411105              79       1,162
APACHE CORP                       COM                 037411105             102       1,500
APACHE CORP                       COM                 037411105             162       2,375
APACHE CORP                       COM                 037411105             257        3767
APACHE CORP                       COM                 037411105             333       4,886
APACHE CORP                       COM                 037411105             994      14,562
APACHE CORP                       COM                 037411105           1,003      14,700
APACHE CORP                       COM                 037411105            1131       16572
APACHE CORP                       COM                 037411105           1,148      16,815
APACHE CORP                       COM                 037411105           1,766      25,878
APACHE CORP                       COM                 037411105           2,181      31,960
APACHE CORP                       COM                 037411105           3,736      54,734
APACHE CORP                       COM                 037411105           9,284     136,028
APARTMENT INVT & MGMT CO          CL A                03748R101              87       2,000
APARTMENT INVT & MGMT CO          CL A                03748R101             926       21310
APOLLO GROUP INC                  CL A                037604105              93        1800
APOLLO GROUP INC                  CL A                037604105             103        2000
APOLLO GROUP INC                  CL A                037604105             517      10,000
APOLLO GROUP INC                  CL A                037604105           1,649      31,913
APOLLO GROUP INC                  CL A                037604105          16,018     310,000
APPLE COMPUTER INC                COM                 037833100              19         335
APPLE COMPUTER INC                COM                 037833100              29         500
APPLE COMPUTER INC                COM                 037833100              57       1,000
APPLE COMPUTER INC                COM                 037833100              57       1,000
APPLE COMPUTER INC                COM                 037833100              68       1,188
APPLE COMPUTER INC                COM                 037833100              90       1,564
APPLE COMPUTER INC                COM                 037833100             172       3,000
APPLE COMPUTER INC                COM                 037833100             195        3400
APPLE COMPUTER INC                COM                 037833100             204        3567
APPLE COMPUTER INC                COM                 037833100             235        4100
APPLE COMPUTER INC                COM                 037833100             458       8,000
APPLE COMPUTER INC                COM                 037833100             890      15,545
APPLE COMPUTER INC                COM                 037833100            1411       24643
APPLE COMPUTER INC                COM                 037833100           1,972      34,429
APPLE COMPUTER INC                COM                 037833100           2,106      36,770
APPLE COMPUTER INC                COM                 037833100           2,482      43,339
APPLE COMPUTER INC                COM                 037833100           9,805     171,214
APPLE COMPUTER INC                COM                 037833100          49,566     865,477
APPLERA CORP                      COM AP BIO GRP      038020103             120       3,705
APPLERA CORP                      COM AP BIO GRP      038020103             382       11810
APPLERA CORP                      COM AP BIO GRP      038020103           1,129      34,892
APPLIED MATLS INC                 COM                 038222105               2         100
APPLIED MATLS INC                 COM                 038222105              11         680
APPLIED MATLS INC                 COM                 038222105              41       2,522
APPLIED MATLS INC                 COM                 038222105             117       7,160
APPLIED MATLS INC                 COM                 038222105             267      16,396
APPLIED MATLS INC                 COM                 038222105             479      29,400
APPLIED MATLS INC                 COM                 038222105             504      30,932
APPLIED MATLS INC                 COM                 038222105            1785      109660
APPLIED MATLS INC                 COM                 038222105           2,569     157,778
APPLIED MATLS INC                 COM                 038222105            5293      325104
AQUILA INC                        COM                 03840P102              57      13,500
ARAMARK CORP                      CL B                038521100             321       9,686
ARAMARK CORP                      CL B                038521100             414      12,500
ARCHER DANIELS MIDLAND CO         COM                 039483102              50        1200
ARCHER DANIELS MIDLAND CO         COM                 039483102              74       1,800
ARCHER DANIELS MIDLAND CO         COM                 039483102             168       4,070
ARCHER DANIELS MIDLAND CO         COM                 039483102             190       4,594
ARCHER DANIELS MIDLAND CO         COM                 039483102             310        7516
ARCHER DANIELS MIDLAND CO         COM                 039483102             830      20,100
ARCHER DANIELS MIDLAND CO         COM                 039483102           1,126      27,275
ARCHER DANIELS MIDLAND CO         COM                 039483102           2,347      56,845
ARCHER DANIELS MIDLAND CO         COM                 039483102           3,009      72,891
ARCHER DANIELS MIDLAND CO         COM                 039483102           4,739     114,800
ARCHER DANIELS MIDLAND CO         COM                 039483102           4,919     119,153
ARCHER DANIELS MIDLAND CO         COM                 039483102           5,310     128,623
ARCHER DANIELS MIDLAND CO         COM                 039483102           8,069     195,478
ARCHSTONE SMITH TR                COM                 039583109           1,910      37,550
ARIBA INC                         COM NEW             04033V203               0          50
ARIBA INC                         COM NEW             04033V203              16       2,000
ARIBA INC                         COM NEW             04033V203              28       3,398
ARIBA INC                         COM NEW             04033V203             419      50,898
ARIZONA STAR RESOURCE CORP        COM                 04059G106             154      13,600
ARROW ELECTRS INC                 COM                 042735100              35        1100
ARROW ELECTRS INC                 COM                 042735100              45       1,400
ARROW ELECTRS INC                 COM                 042735100             379      11,780
ASHLAND INC NEW                   COM                 044209104             733      10,988
ASIAINFO HLDGS INC                COM                 04518A104             205       47847
ASPEN TECHNOLOGY INC              COM                 045327103              58       4,400
ASPEN TECHNOLOGY INC              COM                 045327103             262       20000
ASSOCIATED BANC CORP              COM                 045487105             450      14,280
ASSURANT INC                      COM                 04621X108              29         600
ASSURANT INC                      COM                 04621X108              58       1,200
ASSURANT INC                      COM                 04621X108             347       7,173
ASSURANT INC                      COM                 04621X108             639       13200
ASTORIA FINL CORP                 COM                 046265104               0           5
ASTORIA FINL CORP                 COM                 046265104               4         140
ASTORIA FINL CORP                 COM                 046265104             391      12,855
ASTRAZENECA PLC                   SPONSORED ADR       046353108              36         600
ASTRAZENECA PLC                   SPONSORED ADR       046353108              60        1000
ASTRAZENECA PLC                   SPONSORED ADR       046353108             529       8,845
ATLAS AMER INC                    COM                 049167109             224       5,000
AUTODESK INC                      COM                 052769106               3          80
AUTODESK INC                      COM                 052769106               6         160
AUTODESK INC                      COM                 052769106              14         400
AUTODESK INC                      COM                 052769106              21         605
AUTODESK INC                      COM                 052769106             141       4,100
AUTODESK INC                      COM                 052769106             252        7300
AUTODESK INC                      COM                 052769106             830      24,100
AUTODESK INC                      COM                 052769106           1,713      49,700
AUTODESK INC                      COM                 052769106           2,061      59,821
AUTOLIV INC                       COM                 052800109               1          25
AUTOLIV INC                       COM                 052800109              14         249
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              42         921
AUTOMATIC DATA PROCESSING IN      COM                 053015103             336        7400
AUTOMATIC DATA PROCESSING IN      COM                 053015103             369       8,138
AUTOMATIC DATA PROCESSING IN      COM                 053015103             533      11,760
AUTOMATIC DATA PROCESSING IN      COM                 053015103             886      19,541
AUTOMATIC DATA PROCESSING IN      COM                 053015103            2120       46747
AUTOMATIC DATA PROCESSING IN      COM                 053015103           2,705      59,640
AUTOMATIC DATA PROCESSING IN      COM                 053015103           3,352      73,925
AUTOMATIC DATA PROCESSING IN      COM                 053015103           4,894     107,917
AUTOMATIC DATA PROCESSING IN      COM                 053015103           4,984     109,900
AUTONATION INC                    COM                 05329W102             790      36,830
AUTOZONE INC                      COM                 053332102               7          82
AUTOZONE INC                      COM                 053332102             921      10,444
AVALONBAY CMNTYS INC              COM                 053484101           1,284      11,605
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               8         689
AVAYA INC                         COM                 053499109              13       1,123
AVAYA INC                         COM                 053499109              14        1207
AVAYA INC                         COM                 053499109              23       2,057
AVAYA INC                         COM                 053499109             845      73,984
AVERY DENNISON CORP               COM                 053611109              39         670
AVERY DENNISON CORP               COM                 053611109             206       3,544
AVERY DENNISON CORP               COM                 053611109             267       4,601
AVERY DENNISON CORP               COM                 053611109             302       5,200
AVERY DENNISON CORP               COM                 053611109           1,053      18,142
AVIALL INC NEW                    COM                 05366B102               4          94
AVIALL INC NEW                    COM                 05366B102             946      19,900
AVNET INC                         COM                 053807103              37       1,839
AVNET INC                         COM                 053807103              44        2200
AVNET INC                         COM                 053807103             535      26,710
AVON PRODS INC                    COM                 054303102              26         835
AVON PRODS INC                    COM                 054303102              40       1,300
AVON PRODS INC                    COM                 054303102              72       2,314
AVON PRODS INC                    COM                 054303102              86        2780
AVON PRODS INC                    COM                 054303102           2,656      85,692
AXA                               SPONSORED ADR       054536107              23         708
AXA                               SPONSORED ADR       054536107              24         730
AXA                               SPONSORED ADR       054536107              43        1310
AXA                               SPONSORED ADR       054536107              69       2,120
AXA                               SPONSORED ADR       054536107             801      24,448
BB&T CORP                         COM                 054937107             223       5,372
BB&T CORP                         COM                 054937107             266       6,400
BB&T CORP                         COM                 054937107             454       10910
BB&T CORP                         COM                 054937107           3,975      95,570
BCE INC                           COM                 05534B109              52       2,200
BCE INC                           COM                 05534B109              80       3,400
BCE INC                           COM                 05534B109             526       22221
BCE INC                           COM                 05534B109            8304      351126
BJ SVCS CO                        COM                 055482103              10         270
BJ SVCS CO                        COM                 055482103              13         355
BJ SVCS CO                        COM                 055482103              17         444
BJ SVCS CO                        COM                 055482103              27         735
BJ SVCS CO                        COM                 055482103              39        1050
BJ SVCS CO                        COM                 055482103              89        2400
BJ SVCS CO                        COM                 055482103             149       4,000
BJ SVCS CO                        COM                 055482103             306       8,200
BJ SVCS CO                        COM                 055482103             931      24,998
BJ SVCS CO                        COM                 055482103           1,342      36,009
BJ SVCS CO                        COM                 055482103           2,111      56,658
BP PLC                            SPONSORED ADR       055622104              12         173
BP PLC                            SPONSORED ADR       055622104              14         200
BP PLC                            SPONSORED ADR       055622104              78       1,120
BP PLC                            SPONSORED ADR       055622104             553        7944
BP PLC                            SPONSORED ADR       055622104            1284       18440
BP PLC                            SPONSORED ADR       055622104            1506       21637
BP PLC                            SPONSORED ADR       055622104            3507       50375
BP PLC                            SPONSORED ADR       055622104           9,310     133,743
BP PLC                            SPONSORED ADR       055622104            9666      138855
BP PLC                            SPONSORED ADR       055622104          44,898     645,000
BRT RLTY TR                       SH BEN INT NEW      055645303           1,946      75,850
BT GROUP PLC                      ADR                 05577E101              10         220
BT GROUP PLC                      ADR                 05577E101              13         283
BT GROUP PLC                      ADR                 05577E101             164       3,694
BT GROUP PLC                      ADR                 05577E101             273        6175
BT GROUP PLC                      ADR                 05577E101           1,045      23,600
BMC SOFTWARE INC                  COM                 055921100               4         150
BMC SOFTWARE INC                  COM                 055921100              15         609
BMC SOFTWARE INC                  COM                 055921100              38       1,600
BMC SOFTWARE INC                  COM                 055921100              40       1,653
BMC SOFTWARE INC                  COM                 055921100             188       7,856
BMC SOFTWARE INC                  COM                 055921100             761       31860
BAKER HUGHES INC                  COM                 057224107              16         200
BAKER HUGHES INC                  COM                 057224107              45         550
BAKER HUGHES INC                  COM                 057224107              57         700
BAKER HUGHES INC                  COM                 057224107              82       1,000
BAKER HUGHES INC                  COM                 057224107             231        2825
BAKER HUGHES INC                  COM                 057224107             450        5500
BAKER HUGHES INC                  COM                 057224107             924      11,290
BAKER HUGHES INC                  COM                 057224107           4,538      55,445
BALCHEM CORP                      COM                 057665200             460      20,466
BALL CORP                         COM                 058498106               8         224
BALL CORP                         COM                 058498106             504      13,600
BALL CORP                         COM                 058498106             813      21,960
BALLARD PWR SYS INC               COM                 05858H104               4         635
BALLARD PWR SYS INC               COM                 05858H104               5         800
BALLARD PWR SYS INC               COM                 05858H104               6       1,000
BALLARD PWR SYS INC               COM                 05858H104              18        3075
BALLARD PWR SYS INC               COM                 05858H104              88       15000
BANCO BRADESCO S A                SP ADR PFD NEW      059460303             192       6,162
BANCO BRADESCO S A                SP ADR PFD NEW      059460303             218       7,000
BANCO BRADESCO S A                SP ADR PFD NEW      059460303          19,215     618,055
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201               1          27
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201               2          52
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201               5         161
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201             254        8700
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201             746       25570
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201           1,009      34,600
BANCO SANTANDER CENT HISPANO      ADR                 05964H105              19        1269
BANCO SANTANDER CENT HISPANO      ADR                 05964H105              20       1,358
BANCO SANTANDER CENT HISPANO      ADR                 05964H105              94       6,457
BANCO SANTANDER CENT HISPANO      ADR                 05964H105             614      42,011
BANK OF AMERICA CORPORATION       COM                 060505104              24         500
BANK OF AMERICA CORPORATION       COM                 060505104              29         600
BANK OF AMERICA CORPORATION       COM                 060505104              93       1,942
BANK OF AMERICA CORPORATION       COM                 060505104              94       1,962
BANK OF AMERICA CORPORATION       COM                 060505104             187       3,880
BANK OF AMERICA CORPORATION       COM                 060505104             489       10160
BANK OF AMERICA CORPORATION       COM                 060505104             515      10,700
BANK OF AMERICA CORPORATION       COM                 060505104            1602       33314
BANK OF AMERICA CORPORATION       COM                 060505104            1854       38555
BANK OF AMERICA CORPORATION       COM                 060505104           1,933      40,179
BANK OF AMERICA CORPORATION       COM                 060505104           2,056      42,750
BANK OF AMERICA CORPORATION       COM                 060505104           3,811      79,225
BANK OF AMERICA CORPORATION       COM                 060505104           6,495     135,031
BANK OF AMERICA CORPORATION       COM                 060505104           12133      252240
BANK OF AMERICA CORPORATION       COM                 060505104          17,796     369,987
BANK OF AMERICA CORPORATION       COM                 060505104          43,826     911,146
BANK MONTREAL QUE                 COM                 063671101             173        3200
BANK MONTREAL QUE                 COM                 063671101          14,073     261,003
BANK NEW YORK INC                 COM                 064057102              26         800
BANK NEW YORK INC                 COM                 064057102              92       2,860
BANK NEW YORK INC                 COM                 064057102              97       3,000
BANK NEW YORK INC                 COM                 064057102             230        7150
BANK NEW YORK INC                 COM                 064057102             255       7,907
BANK NEW YORK INC                 COM                 064057102             315       9,772
BANK NEW YORK INC                 COM                 064057102           1,113      34,554
BANK NEW YORK INC                 COM                 064057102           1,197      37,183
BANK NEW YORK INC                 COM                 064057102           4,667     144,940
BANK NOVA SCOTIA HALIFAX          COM                 064149107              20         500
BANK NOVA SCOTIA HALIFAX          COM                 064149107          20,843     524,364
BARD C R INC                      COM                 067383109               9         120
BARD C R INC                      COM                 067383109              29         400
BARD C R INC                      COM                 067383109              29         400
BARD C R INC                      COM                 067383109              37         500
BARD C R INC                      COM                 067383109             306       4,180
BARD C R INC                      COM                 067383109             830      11,335
BARD C R INC                      COM                 067383109           1,423      19,420
BARCLAYS PLC                      ADR                 06738E204              20         440
BARCLAYS PLC                      ADR                 06738E204             195        4250
BARCLAYS PLC                      ADR                 06738E204           1,009      22,050
BARCLAYS PLC                      ADR                 06738E204           1,268      27,700
BARRICK GOLD CORP                 COM                 067901108               3         100
BARRICK GOLD CORP                 COM                 067901108              34        1145
BARRICK GOLD CORP                 COM                 067901108              59        2000
BARRICK GOLD CORP                 COM                 067901108             122       4,131
BARRICK GOLD CORP                 COM                 067901108             136       4,600
BARRICK GOLD CORP                 COM                 067901108             175       5,929
BARRICK GOLD CORP                 COM                 067901108             228       7,691
BARRICK GOLD CORP                 COM                 067901108             624      21,091
BARRICK GOLD CORP                 COM                 067901108           2,842      96,000
BARRICK GOLD CORP                 COM                 067901108           3,546     119,812
BARRICK GOLD CORP                 COM                 067901108           3,963     133,874
BARR PHARMACEUTICALS INC          COM                 068306109               2          45
BARR PHARMACEUTICALS INC          COM                 068306109              11         225
BARR PHARMACEUTICALS INC          COM                 068306109              86       1,800
BARR PHARMACEUTICALS INC          COM                 068306109             148       3,100
BARR PHARMACEUTICALS INC          COM                 068306109             749       15710
BARR PHARMACEUTICALS INC          COM                 068306109           1,477      30,975
BARR PHARMACEUTICALS INC          COM                 068306109           3,367      70,597
BAUSCH & LOMB INC                 COM                 071707103               4          81
BAUSCH & LOMB INC                 COM                 071707103               5         101
BAUSCH & LOMB INC                 COM                 071707103              17         345
BAUSCH & LOMB INC                 COM                 071707103             383       7,820
BAUSCH & LOMB INC                 COM                 071707103             490      10,000
BAXTER INTL INC                   COM                 071813109              10         270
BAXTER INTL INC                   COM                 071813109              26         700
BAXTER INTL INC                   COM                 071813109              37       1,000
BAXTER INTL INC                   COM                 071813109              72       1,959
BAXTER INTL INC                   COM                 071813109             137       3,724
BAXTER INTL INC                   COM                 071813109             281       7,650
BAXTER INTL INC                   COM                 071813109           1,000      27,191
BAXTER INTL INC                   COM                 071813109           1,985      54,000
BAXTER INTL INC                   COM                 071813109           4,439     120,756
BAYTEX ENERGY TR                  TRUST UNIT          073176109             486      22,405
BBVA BANCO FRANCES S A            SPONSORED ADR       07329M100           5,726     787,563
BEA SYS INC                       COM                 073325102              65        5000
BEA SYS INC                       COM                 073325102              74        5640
BEA SYS INC                       COM                 073325102              82       6,300
BEA SYS INC                       COM                 073325102             753      57,524
BEAR STEARNS COS INC              COM                 073902108              79         565
BEAR STEARNS COS INC              COM                 073902108             112         800
BEAR STEARNS COS INC              COM                 073902108             188       1,340
BEAR STEARNS COS INC              COM                 073902108             336        2400
BEAR STEARNS COS INC              COM                 073902108             524       3,742
BEAR STEARNS COS INC              COM                 073902108             688       4,912
BEAR STEARNS COS INC              COM                 073902108           2,907      20,753
BEAR STEARNS COS INC              COM                 073902108           4,356      31,100
BECKMAN COULTER INC               COM                 075811109              11         200
BECKMAN COULTER INC               COM                 075811109              52         945
BECKMAN COULTER INC               COM                 075811109             344       6,200
BECTON DICKINSON & CO             COM                 075887109               4          60
BECTON DICKINSON & CO             COM                 075887109              79        1300
BECTON DICKINSON & CO             COM                 075887109             196       3,200
BECTON DICKINSON & CO             COM                 075887109             219        3582
BECTON DICKINSON & CO             COM                 075887109             397        6500
BECTON DICKINSON & CO             COM                 075887109             428       7,000
BECTON DICKINSON & CO             COM                 075887109             501        8200
BECTON DICKINSON & CO             COM                 075887109           2,940      48,094
BED BATH & BEYOND INC             COM                 075896100               7         200
BED BATH & BEYOND INC             COM                 075896100              15         460
BED BATH & BEYOND INC             COM                 075896100              18         530
BED BATH & BEYOND INC             COM                 075896100              31         920
BED BATH & BEYOND INC             COM                 075896100              63        1910
BED BATH & BEYOND INC             COM                 075896100             305       9,182
BED BATH & BEYOND INC             COM                 075896100             465      14,023
BED BATH & BEYOND INC             COM                 075896100           1,852      55,848
BED BATH & BEYOND INC             COM                 075896100           4,421     133,292
BELDEN CDT INC                    COM                 077454106               1          16
BELDEN CDT INC                    COM                 077454106             704      21,286
BELLSOUTH CORP                    COM                 079860102              36       1,000
BELLSOUTH CORP                    COM                 079860102              70        1920
BELLSOUTH CORP                    COM                 079860102             178        4930
BELLSOUTH CORP                    COM                 079860102             296        8170
BELLSOUTH CORP                    COM                 079860102             547      15,106
BELLSOUTH CORP                    COM                 079860102             997      27,549
BELLSOUTH CORP                    COM                 079860102           1,491      41,201
BELLSOUTH CORP                    COM                 079860102           2,292      63,320
BELLSOUTH CORP                    COM                 079860102          12,643     349,241
BELLSOUTH CORP                    COM                 079860102         235,300   6,500,000
BEMA GOLD CORP                    COM                 08135F107               1         143
BEMA GOLD CORP                    COM                 08135F107              42       8,300
BEMA GOLD CORP                    COM                 08135F107              52       10400
BEMIS INC                         COM                 081437105              24         800
BEMIS INC                         COM                 081437105              80        2600
BEMIS INC                         COM                 081437105             539      17,614
BERKLEY W R CORP                  COM                 084423102             247       7,229
BERKLEY W R CORP                  COM                 084423102             933      27,330
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             183           2
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             183           2
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             183           2
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             275           3
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             275           3
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             458           5
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             733           8
BERKSHIRE HATHAWAY INC DEL        CL A                084670108            4033          44
BERKSHIRE HATHAWAY INC DEL        CL A                084670108            8524          93
BERKSHIRE HATHAWAY INC DEL        CL A                084670108           9,166         100
BERKSHIRE HATHAWAY INC DEL        CL B                084670207              43          14
BERKSHIRE HATHAWAY INC DEL        CL B                084670207              79          26
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             170          56
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             176          58
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             198          65
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             280          92
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             313         103
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             438         144
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             578         190
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             776         255
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             855         281
BERKSHIRE HATHAWAY INC DEL        CL B                084670207           1,448         476
BERKSHIRE HATHAWAY INC DEL        CL B                084670207           1,649         542
BERKSHIRE HATHAWAY INC DEL        CL B                084670207           2,428         798
BEST BUY INC                      COM                 086516101               8         150
BEST BUY INC                      COM                 086516101              59       1,072
BEST BUY INC                      COM                 086516101             617      11,250
BEST BUY INC                      COM                 086516101           1,483      27,036
BEST BUY INC                      COM                 086516101            1588       28950
BEST BUY INC                      COM                 086516101           2,295      41,843
BEST BUY INC                      COM                 086516101            4907       89470
BHP BILLITON LTD                  SPONSORED ADR       088606108              17         397
BHP BILLITON LTD                  SPONSORED ADR       088606108              65       1,500
BHP BILLITON LTD                  SPONSORED ADR       088606108             113       2,625
BHP BILLITON LTD                  SPONSORED ADR       088606108             129       3,000
BHP BILLITON LTD                  SPONSORED ADR       088606108            8511      197600
BIOMET INC                        COM                 090613100               6         180
BIOMET INC                        COM                 090613100              25         800
BIOMET INC                        COM                 090613100              28         910
BIOMET INC                        COM                 090613100              28         900
BIOMET INC                        COM                 090613100             194       6,200
BIOMET INC                        COM                 090613100           1,297      41,449
BIOGEN IDEC INC                   COM                 09062X103               9         200
BIOGEN IDEC INC                   COM                 09062X103              15         325
BIOGEN IDEC INC                   COM                 09062X103             157        3400
BIOGEN IDEC INC                   COM                 09062X103             158       3,402
BIOGEN IDEC INC                   COM                 09062X103             268       5,785
BIOGEN IDEC INC                   COM                 09062X103             412        8900
BIOGEN IDEC INC                   COM                 09062X103             693      14,961
BIOGEN IDEC INC                   COM                 09062X103           1,464      31,613
BIOGEN IDEC INC                   COM                 09062X103           3,221      69,531
BIOTECH HOLDERS TR                DEPOSTRY RCPTS      09067D201              35         200
BIOTECH HOLDERS TR                DEPOSTRY RCPTS      09067D201             106         600
BIOTECH HOLDERS TR                DEPOSTRY RCPTS      09067D201             247       1,400
BIOTECH HOLDERS TR                DEPOSTRY RCPTS      09067D201             335       1,900
BIOVAIL CORP                      COM                 09067J109              15         630
BIOVAIL CORP                      COM                 09067J109           1,738      74,233
BLACK & DECKER CORP               COM                 091797100              23         275
BLACK & DECKER CORP               COM                 091797100             144       1,700
BLACK & DECKER CORP               COM                 091797100             189       2,237
BLACK & DECKER CORP               COM                 091797100             238       2,823
BLACK & DECKER CORP               COM                 091797100           1,169      13,835
BLACK & DECKER CORP               COM                 091797100           1,413      16,724
BLACK & DECKER CORP               COM                 091797100            1875       22200
BLOCK H & R INC                   COM                 093671105               8         340
BLOCK H & R INC                   COM                 093671105              19         800
BLOCK H & R INC                   COM                 093671105             139       5,818
BLOCK H & R INC                   COM                 093671105             369      15,470
BLOCK H & R INC                   COM                 093671105           1,459      61,136
BLOCK H & R INC                   COM                 093671105           2,386     100,000
BOEING CO                         COM                 097023105              24         294
BOEING CO                         COM                 097023105              37         450
BOEING CO                         COM                 097023105              41         500
BOEING CO                         COM                 097023105              41         500
BOEING CO                         COM                 097023105             121        1480
BOEING CO                         COM                 097023105             149        1820
BOEING CO                         COM                 097023105             246       3,000
BOEING CO                         COM                 097023105             393       4,800
BOEING CO                         COM                 097023105             491       6,000
BOEING CO                         COM                 097023105             518       6,321
BOEING CO                         COM                 097023105             727       8,870
BOEING CO                         COM                 097023105             737       9,001
BOEING CO                         COM                 097023105           1,638      20,000
BOEING CO                         COM                 097023105           1,640      20,021
BOEING CO                         COM                 097023105          13,154     160,594
BORDERS GROUP INC                 COM                 099709107             385      20,835
BORG WARNER INC                   COM                 099724106             228        3500
BOSTON PROPERTIES INC             COM                 101121101           1,403      15,520
BOSTON SCIENTIFIC CORP            COM                 101137107               3         167
BOSTON SCIENTIFIC CORP            COM                 101137107              10         600
BOSTON SCIENTIFIC CORP            COM                 101137107              34       2,000
BOSTON SCIENTIFIC CORP            COM                 101137107              50       2,951
BOSTON SCIENTIFIC CORP            COM                 101137107              72       4,273
BOSTON SCIENTIFIC CORP            COM                 101137107              72       4,275
BOSTON SCIENTIFIC CORP            COM                 101137107             203       12039
BOSTON SCIENTIFIC CORP            COM                 101137107             733       43500
BOSTON SCIENTIFIC CORP            COM                 101137107            3349      198870
BOSTON SCIENTIFIC CORP            COM                 101137107           3,872     229,945
BOSTON SCIENTIFIC CORP            COM                 101137107          56,579   3,359,800
BOYD GAMING CORP                  COM                 103304101               4          90
BOYD GAMING CORP                  COM                 103304101              12         300
BOYD GAMING CORP                  COM                 103304101             207       5,130
BOYKIN LODGING CO                 COM                 103430104             468      43,000
BRIGHT HORIZON FAMILY SOLUTI      COM                 109195107               1          15
BRIGHT HORIZON FAMILY SOLUTI      COM                 109195107             289       7,674
BRINKER INTL INC                  COM                 109641100               3          75
BRINKER INTL INC                  COM                 109641100               8         225
BRINKER INTL INC                  COM                 109641100             590      16,240
BRISTOL MYERS SQUIBB CO           COM                 110122108               5         200
BRISTOL MYERS SQUIBB CO           COM                 110122108               9         350
BRISTOL MYERS SQUIBB CO           COM                 110122108              21         800
BRISTOL MYERS SQUIBB CO           COM                 110122108             239        9230
BRISTOL MYERS SQUIBB CO           COM                 110122108             468       18080
BRISTOL MYERS SQUIBB CO           COM                 110122108             783       30260
BRISTOL MYERS SQUIBB CO           COM                 110122108             880      34,018
BRISTOL MYERS SQUIBB CO           COM                 110122108             959      37,100
BRISTOL MYERS SQUIBB CO           COM                 110122108           1,462      56,549
BRISTOL MYERS SQUIBB CO           COM                 110122108           4,921     190,284
BRISTOL MYERS SQUIBB CO           COM                 110122108          10,099     390,533
BRISTOL MYERS SQUIBB CO           COM                 110122108           19288      745868
BRISTOL MYERS SQUIBB CO           COM                 110122108          69,693   2,695,000
BRITISH AMERN TOB PLC             SPONSORED ADR       110448107              28         555
BRITISH AMERN TOB PLC             SPONSORED ADR       110448107             175       3,449
BRITISH AMERN TOB PLC             SPONSORED ADR       110448107             828       16335
BROADCOM CORP                     CL A                111320107               4         145
BROADCOM CORP                     CL A                111320107             103       3,400
BROADCOM CORP                     CL A                111320107             124       4,100
BROADCOM CORP                     CL A                111320107             133       4,396
BROADCOM CORP                     CL A                111320107             516       17000
BROADCOM CORP                     CL A                111320107           1,151      37,946
BROADCOM CORP                     CL A                111320107           2,904      95,746
BROOKFIELD ASSET MGMT INC         CL A LTD VT SH      112585104             487      12,000
BROOKFIELD ASSET MGMT INC         CL A LTD VT SH      112585104           4,771     117,466
BROWN & BROWN INC                 COM                 115236101               1          40
BROWN & BROWN INC                 COM                 115236101             351      12,000
BROWN FORMAN CORP                 CL B                115637209             712       9,968
BRUNSWICK CORP                    COM                 117043109               5         155
BRUNSWICK CORP                    COM                 117043109              47       1,400
BRUNSWICK CORP                    COM                 117043109             462      13,890
BURLINGTON NORTHN SANTA FE C      COM                 12189T104               8          95
BURLINGTON NORTHN SANTA FE C      COM                 12189T104              38         475
BURLINGTON NORTHN SANTA FE C      COM                 12189T104              79       1,000
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             113       1,430
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             213       2,686
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             272       3,426
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             330       4,160
BURLINGTON NORTHN SANTA FE C      COM                 12189T104            1281       16160
BURLINGTON NORTHN SANTA FE C      COM                 12189T104           4,066      51,300
BURLINGTON NORTHN SANTA FE C      COM                 12189T104           5,690      71,796
BURLINGTON NORTHN SANTA FE C      COM                 12189T104           9,750     123,027
CAE INC                           COM                 124765108           2,654     347,400
CBS CORP NEW                      CL B                124857202               9         350
CBS CORP NEW                      CL B                124857202              10         370
CBS CORP NEW                      CL B                124857202              12         457
CBS CORP NEW                      CL B                124857202              14         500
CBS CORP NEW                      CL B                124857202              14         508
CBS CORP NEW                      CL B                124857202              15         542
CBS CORP NEW                      CL B                124857202              21         782
CBS CORP NEW                      CL B                124857202              33        1235
CBS CORP NEW                      CL B                124857202             192       7,083
CBS CORP NEW                      CL B                124857202             261       9,647
CBS CORP NEW                      CL B                124857202             716      26,459
CBS CORP NEW                      CL B                124857202             733      27,080
CBS CORP NEW                      CL B                124857202           2,439      90,148
CBS CORP NEW                      CL B                124857202           3,735     138,087
CB RICHARD ELLIS GROUP INC        CL A                12497T101              21         830
CB RICHARD ELLIS GROUP INC        CL A                12497T101             259      10,400
C D W CORP                        COM                 12512N105              19         340
C D W CORP                        COM                 12512N105             159        2916
C D W CORP                        COM                 12512N105             638      11,670
C D W CORP                        COM                 12512N105             783      14,333
C D W CORP                        COM                 12512N105             988      18,070
C D W CORP                        COM                 12512N105           1,711      31,300
C D W CORP                        COM                 12512N105           2,386      43,655
C H ROBINSON WORLDWIDE INC        COM NEW             12541W209               3          59
C H ROBINSON WORLDWIDE INC        COM NEW             12541W209            1193       22390
CIGNA CORP                        COM                 125509109             154       1,560
CIGNA CORP                        COM                 125509109             302       3,062
CIGNA CORP                        COM                 125509109           1,584      16,082
CIGNA CORP                        COM                 125509109           2,251      22,851
CIT GROUP INC                     COM                 125581108               2          41
CIT GROUP INC                     COM                 125581108               8         155
CIT GROUP INC                     COM                 125581108             157       3,000
CIT GROUP INC                     COM                 125581108             467       8,924
CIT GROUP INC                     COM                 125581108           1,960      37,478
CMGI INC                          COM                 125750109               0         100
CMGI INC                          COM                 125750109               0          20
CMGI INC                          COM                 125750109               1         570
CMGI INC                          COM                 125750109               1         800
CMGI INC                          COM                 125750109              78       65300
CMS ENERGY CORP                   COM                 125896100              78        6000
CMS ENERGY CORP                   COM                 125896100             171      13,190
CSK AUTO CORP                     COM                 125965103             348      29,045
CNA FINL CORP                     COM                 126117100               1          21
CNA FINL CORP                     COM                 126117100              43        1300
CNA FINL CORP                     COM                 126117100              49       1,500
CNA FINL CORP                     COM                 126117100             198       6,000
CSX CORP                          COM                 126408103               2          25
CSX CORP                          COM                 126408103              92       1,300
CSX CORP                          COM                 126408103             192       2,725
CSX CORP                          COM                 126408103             197       2,800
CSX CORP                          COM                 126408103             393       5,580
CSX CORP                          COM                 126408103           2,927      41,557
CVS CORP                          COM                 126650100              37       1,200
CVS CORP                          COM                 126650100              73       2,380
CVS CORP                          COM                 126650100              73       2,369
CVS CORP                          COM                 126650100              86        2795
CVS CORP                          COM                 126650100            1203       39200
CVS CORP                          COM                 126650100           2,044      66,586
CVS CORP                          COM                 126650100            2058       67025
CVS CORP                          COM                 126650100           2,652      86,400
CVS CORP                          COM                 126650100           3,099     100,960
CVS CORP                          COM                 126650100           3,508     114,259
CVS CORP                          COM                 126650100           4,578     149,132
CVS CORP                          COM                 126650100          11,601     377,886
CA INC                            COM                 12673P105               5         260
CA INC                            COM                 12673P105               7         325
CA INC                            COM                 12673P105              51       2,465
CA INC                            COM                 12673P105              70       3,386
CA INC                            COM                 12673P105              92        4500
CA INC                            COM                 12673P105           1,421      69,152
CABLEVISION SYS CORP              CL A NY CABLVS      12686C109               2         110
CABLEVISION SYS CORP              CL A NY CABLVS      12686C109              42       1,965
CABLEVISION SYS CORP              CL A NY CABLVS      12686C109             501       23340
CABOT CORP                        COM                 127055101             222       6,420
CABOT MICROELECTRONICS CORP       COM                 12709P103             448      14,769
CADBURY SCHWEPPES PLC             ADR                 127209302              10         265
CADBURY SCHWEPPES PLC             ADR                 127209302              16         417
CADBURY SCHWEPPES PLC             ADR                 127209302             194       5,000
CADBURY SCHWEPPES PLC             ADR                 127209302             717      18,482
CADENCE DESIGN SYSTEM INC         COM                 127387108               9         541
CADENCE DESIGN SYSTEM INC         COM                 127387108             621      36,260
CALLAWAY GOLF CO                  COM                 131193104              82        6328
CALLAWAY GOLF CO                  COM                 131193104             130       10000
CAMECO CORP                       COM                 13321L108               1          28
CAMECO CORP                       COM                 13321L108              21         523
CAMECO CORP                       COM                 13321L108             108       2,700
CAMECO CORP                       COM                 13321L108             152        3800
CAMECO CORP                       COM                 13321L108             172       4,300
CAMECO CORP                       COM                 13321L108             673      16,850
CAMECO CORP                       COM                 13321L108           1,372      34,314
CAMECO CORP                       COM                 13321L108           8,867     221,850
CAMPBELL SOUP CO                  COM                 134429109               7         190
CAMPBELL SOUP CO                  COM                 134429109             163       4,400
CAMPBELL SOUP CO                  COM                 134429109             423      11,390
CAMPBELL SOUP CO                  COM                 134429109           2,175      58,612
CDN IMPERIAL BK OF COMMERCE       COM                 136069101             107       1,600
CDN IMPERIAL BK OF COMMERCE       COM                 136069101             168        2500
CDN IMPERIAL BK OF COMMERCE       COM                 136069101           4,049      60,324
CANADIAN NATL RY CO               COM                 136375102              33         750
CANADIAN NATL RY CO               COM                 136375102             131       3,000
CANADIAN NATL RY CO               COM                 136375102             328        7500
CANADIAN NATL RY CO               COM                 136375102          10,131     231,565
CANADIAN NAT RES LTD              COM                 136385101              13         239
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           8,855     159,889
CANADIAN PAC RY LTD               COM                 13645T100               3          50
CANADIAN PAC RY LTD               COM                 13645T100              81        1587
CANADIAN PAC RY LTD               COM                 13645T100            1516       29642
CANETIC RES TR                    COM                 137513107           2,664     128,006
CANON INC                         ADR                 138006309              12         160
CANON INC                         ADR                 138006309              18         242
CANON INC                         ADR                 138006309              37         506
CANON INC                         ADR                 138006309              45         615
CANON INC                         ADR                 138006309           1,003      13,689
CANON INC                         ADR                 138006309           6,893      94,076
CAPITAL ONE FINL CORP             COM                 14040H105               8          90
CAPITAL ONE FINL CORP             COM                 14040H105              42         490
CAPITAL ONE FINL CORP             COM                 14040H105              85       1,000
CAPITAL ONE FINL CORP             COM                 14040H105              86       1,010
CAPITAL ONE FINL CORP             COM                 14040H105             256       2,991
CAPITAL ONE FINL CORP             COM                 14040H105             342       4,000
CAPITAL ONE FINL CORP             COM                 14040H105             558        6530
CAPITAL ONE FINL CORP             COM                 14040H105             624       7,300
CAPITAL ONE FINL CORP             COM                 14040H105             722       8,445
CAPITAL ONE FINL CORP             COM                 14040H105           1,399      16,369
CAPITAL ONE FINL CORP             COM                 14040H105           1,835      21,471
CAPITAL ONE FINL CORP             COM                 14040H105           5,195      60,790
CARBO CERAMICS INC                COM                 140781105             489       9,952
CAPITAL TITLE GROUP INC           COM                 140919101           1,446     196,160
CARDINAL HEALTH INC               COM                 14149Y108              15         240
CARDINAL HEALTH INC               COM                 14149Y108              17         261
CARDINAL HEALTH INC               COM                 14149Y108              37         580
CARDINAL HEALTH INC               COM                 14149Y108              77       1,200
CARDINAL HEALTH INC               COM                 14149Y108             327       5,079
CARDINAL HEALTH INC               COM                 14149Y108             374        5815
CARDINAL HEALTH INC               COM                 14149Y108             442       6,872
CARDINAL HEALTH INC               COM                 14149Y108             779      12,103
CARDINAL HEALTH INC               COM                 14149Y108             841      13,072
CARDINAL HEALTH INC               COM                 14149Y108             964      14,990
CARDINAL HEALTH INC               COM                 14149Y108           1,527      23,738
CARDINAL HEALTH INC               COM                 14149Y108           5,540      86,116
CARDIOTECH INTL INC               COM                 14160C100              24       12000
CAREER EDUCATION CORP             COM                 141665109               1          40
CAREER EDUCATION CORP             COM                 141665109             415      13,885
CAREER EDUCATION CORP             COM                 141665109             448      15,000
CAREER EDUCATION CORP             COM                 141665109             572       19150
CAREER EDUCATION CORP             COM                 141665109           3,273     109,509
CAREMARK RX INC                   COM                 141705103              11         230
CAREMARK RX INC                   COM                 141705103              31         620
CAREMARK RX INC                   COM                 141705103              46         920
CAREMARK RX INC                   COM                 141705103              85        1700
CAREMARK RX INC                   COM                 141705103             145        2915
CAREMARK RX INC                   COM                 141705103             169       3,393
CAREMARK RX INC                   COM                 141705103             180       3,600
CAREMARK RX INC                   COM                 141705103             603      12,095
CAREMARK RX INC                   COM                 141705103           1,438      28,829
CAREMARK RX INC                   COM                 141705103           1,838      36,853
CAREMARK RX INC                   COM                 141705103           2,349      47,100
CAREMARK RX INC                   COM                 141705103           4,392      88,063
CARNIVAL CORP                     PAIRED CTF          143658300               6         140
CARNIVAL CORP                     PAIRED CTF          143658300              19         460
CARNIVAL CORP                     PAIRED CTF          143658300              31         750
CARNIVAL CORP                     PAIRED CTF          143658300              50        1195
CARNIVAL CORP                     PAIRED CTF          143658300              63        1500
CARNIVAL CORP                     PAIRED CTF          143658300             142        3403
CARNIVAL CORP                     PAIRED CTF          143658300             256       6,125
CARNIVAL CORP                     PAIRED CTF          143658300             472       11305
CARNIVAL CORP                     PAIRED CTF          143658300             899      21,540
CARNIVAL CORP                     PAIRED CTF          143658300           1,539      36,864
CARNIVAL CORP                     PAIRED CTF          143658300            1960       46960
CARPENTER TECHNOLOGY CORP         COM                 144285103              61         530
CARPENTER TECHNOLOGY CORP         COM                 144285103             205       1,777
CARRAMERICA RLTY CORP             COM                 144418100           1,426      32,000
CATERPILLAR INC DEL               COM                 149123101              30         400
CATERPILLAR INC DEL               COM                 149123101              36         490
CATERPILLAR INC DEL               COM                 149123101              37         500
CATERPILLAR INC DEL               COM                 149123101              74       1,000
CATERPILLAR INC DEL               COM                 149123101              74       1,000
CATERPILLAR INC DEL               COM                 149123101              93       1,250
CATERPILLAR INC DEL               COM                 149123101             104       1,400
CATERPILLAR INC DEL               COM                 149123101             118        1590
CATERPILLAR INC DEL               COM                 149123101             236       3,170
CATERPILLAR INC DEL               COM                 149123101             298       4,000
CATERPILLAR INC DEL               COM                 149123101             399        5360
CATERPILLAR INC DEL               COM                 149123101             670        9000
CATERPILLAR INC DEL               COM                 149123101             761      10,211
CATERPILLAR INC DEL               COM                 149123101             991      13,308
CATERPILLAR INC DEL               COM                 149123101           1,541      20,685
CATERPILLAR INC DEL               COM                 149123101           3,727      50,042
CATERPILLAR INC DEL               COM                 149123101           4,283      57,509
CATERPILLAR INC DEL               COM                 149123101           4,586      61,580
CATERPILLAR INC DEL               COM                 149123101          12,077     162,148
CATHAY GENERAL BANCORP            COM                 149150104             262        7212
CATHAY GENERAL BANCORP            COM                 149150104             542      14,890
CELESTICA INC                     SUB VTG SHS         15101Q108              22        2299
CELESTICA INC                     SUB VTG SHS         15101Q108              74       7,794
CELGENE CORP                      COM                 151020104             110        2320
CELGENE CORP                      COM                 151020104             137        2880
CELGENE CORP                      COM                 151020104             190        4000
CELGENE CORP                      COM                 151020104           2,058      43,400
CEMEX S A                         SPON ADR 5 ORD      151290889               1          24
CEMEX S A                         SPON ADR 5 ORD      151290889               1          15
CEMEX S A                         SPON ADR 5 ORD      151290889               4          75
CEMEX S A                         SPON ADR 5 ORD      151290889              38         674
CEMEX S A                         SPON ADR 5 ORD      151290889              74       1,300
CEMEX S A                         SPON ADR 5 ORD      151290889              85        1500
CEMEX S A                         SPON ADR 5 ORD      151290889             396        6944
CEMEX S A                         SPON ADR 5 ORD      151290889             673      11,811
CENDANT CORP                      COM                 151313103              19       1,140
CENDANT CORP                      COM                 151313103              60       3,695
CENDANT CORP                      COM                 151313103             302      18,550
CENDANT CORP                      COM                 151313103           1,205      74,000
CENDANT CORP                      COM                 151313103           1,303      80,000
CENDANT CORP                      COM                 151313103           1,629     100,000
CENDANT CORP                      COM                 151313103           3,008     184,671
CENTERPOINT ENERGY INC            COM                 15189T107               8         600
CENTERPOINT ENERGY INC            COM                 15189T107              10         800
CENTERPOINT ENERGY INC            COM                 15189T107              49       3,900
CENTERPOINT ENERGY INC            COM                 15189T107             829      66,333
CENTEX CORP                       COM                 152312104              18         355
CENTEX CORP                       COM                 152312104             130       2,581
CENTEX CORP                       COM                 152312104             439       8,734
CENTEX CORP                       COM                 152312104            1411       28042
CENTRAL FD CDA LTD                CL A                153501101             404      46,930
CENTRAL PKG CORP                  COM                 154785109             174      10,900
CENTURYTEL INC                    COM                 156700106               7         183
CENTURYTEL INC                    COM                 156700106             823      22,147
CENTURYTEL INC                    COM                 156700106           1,847      49,719
CENTURYTEL INC                    COM                 156700106           6,873     185,000
CEPHALON INC                      COM                 156708109               2          31
CEPHALON INC                      COM                 156708109               4          60
CEPHALON INC                      COM                 156708109             351       5,840
CERIDIAN CORP NEW                 COM                 156779100               1          50
CERIDIAN CORP NEW                 COM                 156779100             301      12,300
CERIDIAN CORP NEW                 COM                 156779100             440      18,020
CERNER CORP                       COM                 156782104               6         160
CERNER CORP                       COM                 156782104              37       1,000
CERNER CORP                       COM                 156782104             628      16,921
CHECKFREE CORP NEW                COM                 162813109             263       5,300
CHEESECAKE FACTORY INC            COM                 163072101               2          71
CHEESECAKE FACTORY INC            COM                 163072101               8         300
CHEESECAKE FACTORY INC            COM                 163072101              71       2,616
CHEESECAKE FACTORY INC            COM                 163072101           3,429     127,244
CHEROKEE INC DEL NEW              COM                 16444H102             437      10,569
CHESAPEAKE ENERGY CORP            COM                 165167107               6         200
CHESAPEAKE ENERGY CORP            COM                 165167107              30       1,000
CHESAPEAKE ENERGY CORP            COM                 165167107             166       5,500
CHESAPEAKE ENERGY CORP            COM                 165167107             227       7,500
CHESAPEAKE ENERGY CORP            COM                 165167107             400       13208
CHESAPEAKE ENERGY CORP            COM                 165167107             423       13985
CHESAPEAKE ENERGY CORP            COM                 165167107             542      17,915
CHESAPEAKE ENERGY CORP            COM                 165167107             773      25,565
CHESAPEAKE ENERGY CORP            COM                 165167107           1,966      65,000
CHESAPEAKE ENERGY CORP            COM                 165167107           5,778     191,000
CHEVRON CORP NEW                  COM                 166764100              34         540
CHEVRON CORP NEW                  COM                 166764100              52         840
CHEVRON CORP NEW                  COM                 166764100              62       1,000
CHEVRON CORP NEW                  COM                 166764100              76        1232
CHEVRON CORP NEW                  COM                 166764100              99       1,600
CHEVRON CORP NEW                  COM                 166764100             116       1,876
CHEVRON CORP NEW                  COM                 166764100             217       3,500
CHEVRON CORP NEW                  COM                 166764100             266       4,290
CHEVRON CORP NEW                  COM                 166764100             275        4427
CHEVRON CORP NEW                  COM                 166764100             392       6,314
CHEVRON CORP NEW                  COM                 166764100             447       7,200
CHEVRON CORP NEW                  COM                 166764100             514       8,275
CHEVRON CORP NEW                  COM                 166764100             559        9000
CHEVRON CORP NEW                  COM                 166764100           1,127      18,162
CHEVRON CORP NEW                  COM                 166764100           1,660      26,749
CHEVRON CORP NEW                  COM                 166764100           2,414      38,903
CHEVRON CORP NEW                  COM                 166764100           2,600      41,890
CHEVRON CORP NEW                  COM                 166764100           3,103      50,000
CHEVRON CORP NEW                  COM                 166764100            5767       92934
CHEVRON CORP NEW                  COM                 166764100           8,892     143,275
CHEVRON CORP NEW                  COM                 166764100          10,604     170,867
CHEVRON CORP NEW                  COM                 166764100          12,388     199,612
CHEVRON CORP NEW                  COM                 166764100          23,921     385,455
CHICAGO MERCANTILE HLDGS INC      CL A                167760107               9          19
CHICAGO MERCANTILE HLDGS INC      CL A                167760107              61         125
CHICAGO MERCANTILE HLDGS INC      CL A                167760107             196         400
CHICAGO MERCANTILE HLDGS INC      CL A                167760107             344         701
CHICAGO MERCANTILE HLDGS INC      CL A                167760107             702       1,430
CHICOS FAS INC                    COM                 168615102               3         100
CHICOS FAS INC                    COM                 168615102               6         212
CHICOS FAS INC                    COM                 168615102              22         823
CHICOS FAS INC                    COM                 168615102              27       1,000
CHICOS FAS INC                    COM                 168615102             618       22900
CHICOS FAS INC                    COM                 168615102             716      26,552
CHINA GRENTECH CORP LTD           ADR                 16938P107            107      10,000
CHINA GRENTECH CORP LTD           ADR                 16938P107            853      80,000
CHINA NETCOM GROUP CORP HK L      SPONSORED ADR       16940Q101             434      12,335
CHINA MOBILE LIMITED              SPONSORED ADR       16941M109               2          61
CHINA MOBILE LIMITED              SPONSORED ADR       16941M109               4         135
CHINA MOBILE LIMITED              SPONSORED ADR       16941M109               5         190
CHINA MOBILE LIMITED              SPONSORED ADR       16941M109              12         426
CHINA MOBILE LIMITED              SPONSORED ADR       16941M109             232       8,100
CHINA PETE & CHEM CORP            SPON ADR H SHS      16941R108             145       2,525
CHINA PETE & CHEM CORP            SPON ADR H SHS      16941R108             260       4,550
CHINA TECHFAITH WIRLS COMM T      SPONSORED ADR       169424108      5,935,856 401,885,960
CHIQUITA BRANDS INTL INC          COM                 170032809             164      11,900
CHOICEPOINT INC                   COM                 170388102               1          16
CHOICEPOINT INC                   COM                 170388102             520      12,450
CHUBB CORP                        COM                 171232101              24         480
CHUBB CORP                        COM                 171232101              30         600
CHUBB CORP                        COM                 171232101              70       1,400
CHUBB CORP                        COM                 171232101              95       1,900
CHUBB CORP                        COM                 171232101             184        3680
CHUBB CORP                        COM                 171232101             318       6,375
CHUBB CORP                        COM                 171232101           1,098      22,000
CHUBB CORP                        COM                 171232101           1,255      25,157
CHUBB CORP                        COM                 171232101           3,884      77,830
CHUBB CORP                        COM                 171232101            8859      177537
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205               2          95
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205               4         200
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205               6         350
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205              18         970
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205              26        1429
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205           1,086      58,800
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205           1,321      71,500
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205           3,585     194,100
CIBER INC                         COM                 17163B102              86      13,000
CIENA CORP                        COM                 171779101               4         823
CIENA CORP                        COM                 171779101              20       4,100
CIENA CORP                        COM                 171779101              48      10,000
CIENA CORP                        COM                 171779101             166      34,560
CIMAREX ENERGY CO                 COM                 171798101              36         830
CIMAREX ENERGY CO                 COM                 171798101              86       2,000
CIMAREX ENERGY CO                 COM                 171798101             645      15,000
CINCINNATI FINL CORP              COM                 172062101           1,242      26,430
CIRCUIT CITY STORE INC            COM                 172737108             692      25,430
CIRCUIT CITY STORE INC            COM                 172737108           2,411      88,561
CISCO SYS INC                     COM                 17275R102               2         100
CISCO SYS INC                     COM                 17275R102              17         855
CISCO SYS INC                     COM                 17275R102              26       1,330
CISCO SYS INC                     COM                 17275R102              32       1,615
CISCO SYS INC                     COM                 17275R102              59       3,000
CISCO SYS INC                     COM                 17275R102              68       3,480
CISCO SYS INC                     COM                 17275R102             133        6800
CISCO SYS INC                     COM                 17275R102             172       8,800
CISCO SYS INC                     COM                 17275R102             196      10,042
CISCO SYS INC                     COM                 17275R102             427       21850
CISCO SYS INC                     COM                 17275R102             726      37,183
CISCO SYS INC                     COM                 17275R102             859       43960
CISCO SYS INC                     COM                 17275R102           1,054      53,972
CISCO SYS INC                     COM                 17275R102           1,075      55,034
CISCO SYS INC                     COM                 17275R102           1,239      63,441
CISCO SYS INC                     COM                 17275R102            3823      195744
CISCO SYS INC                     COM                 17275R102           4,539     232,419
CISCO SYS INC                     COM                 17275R102            5286      270683
CISCO SYS INC                     COM                 17275R102           9,417     482,203
CISCO SYS INC                     COM                 17275R102          13,825     707,868
CISCO SYS INC                     COM                 17275R102          24,248   1,241,586
CISCO SYS INC                     COM                 17275R102         432,590  22,150,000
CINTAS CORP                       COM                 172908105              16         390
CINTAS CORP                       COM                 172908105             290        7300
CINTAS CORP                       COM                 172908105             795      20,006
CITIGROUP INC                     COM                 172967101              10         200
CITIGROUP INC                     COM                 172967101              24         500
CITIGROUP INC                     COM                 172967101              48       1,000
CITIGROUP INC                     COM                 172967101              92        1900
CITIGROUP INC                     COM                 172967101             232       4,800
CITIGROUP INC                     COM                 172967101             238       4,928
CITIGROUP INC                     COM                 172967101             379       7,850
CITIGROUP INC                     COM                 172967101             458        9500
CITIGROUP INC                     COM                 172967101             560       11600
CITIGROUP INC                     COM                 172967101             840      17,400
CITIGROUP INC                     COM                 172967101             854      17,700
CITIGROUP INC                     COM                 172967101             905      18,763
CITIGROUP INC                     COM                 172967101           1,192      24,700
CITIGROUP INC                     COM                 172967101           1,285      26,640
CITIGROUP INC                     COM                 172967101           1,942      40,254
CITIGROUP INC                     COM                 172967101           2,920      60,516
CITIGROUP INC                     COM                 172967101           3,223      66,800
CITIGROUP INC                     COM                 172967101           3,291      68,201
CITIGROUP INC                     COM                 172967101            3340       69220
CITIGROUP INC                     COM                 172967101            8077      167393
CITIGROUP INC                     COM                 172967101           9,607     199,101
CITIGROUP INC                     COM                 172967101          27,649     573,027
CITIGROUP INC                     COM                 172967101          47,552     985,535
CITIGROUP INC                     COM                 172967101          48,009     995,000
CITIGROUP INC                     COM                 172967101          58,107   1,204,296
CITIZENS COMMUNICATIONS CO        COM                 17453B101               3         215
CITIZENS COMMUNICATIONS CO        COM                 17453B101              26       2,000
CITIZENS COMMUNICATIONS CO        COM                 17453B101              98       7,490
CITIZENS COMMUNICATIONS CO        COM                 17453B101             693      53,091
CITIZENS COMMUNICATIONS CO        COM                 17453B101           2,699     206,855
CITIZENS COMMUNICATIONS CO        COM                 17453B101           2,786     213,450
CITIZENS COMMUNICATIONS CO        COM                 17453B101           3,916     300,076
CITIZENS COMMUNICATIONS CO        COM                 17453B101          91,350   7,000,000
CITRIX SYS INC                    COM                 177376100               9         220
CITRIX SYS INC                    COM                 177376100              23         570
CITRIX SYS INC                    COM                 177376100              64       1,585
CITRIX SYS INC                    COM                 177376100             135       3,370
CITRIX SYS INC                    COM                 177376100           1,328      33,110
CITRIX SYS INC                    COM                 177376100           3,254      81,149
CITY BK LYNNWOOD WASH             COM                 17770A109            1057       22654
CITY NATL CORP                    COM                 178566105             415       6,370
CLARCOR INC                       COM                 179895107             496      16,646
CLEAR CHANNEL COMMUNICATIONS      COM                 184502102               6         200
CLEAR CHANNEL COMMUNICATIONS      COM                 184502102              71       2,300
CLEAR CHANNEL COMMUNICATIONS      COM                 184502102             134       4,330
CLEAR CHANNEL COMMUNICATIONS      COM                 184502102             357       11550
CLEAR CHANNEL COMMUNICATIONS      COM                 184502102           2,841      91,781
CLOROX CO DEL                     COM                 189054109              12         200
CLOROX CO DEL                     COM                 189054109              27         450
CLOROX CO DEL                     COM                 189054109             146        2400
CLOROX CO DEL                     COM                 189054109             216       3,540
CLOROX CO DEL                     COM                 189054109             408       6,692
CLOROX CO DEL                     COM                 189054109             565       9,264
CLOROX CO DEL                     COM                 189054109           1,954      32,056
COACH INC                         COM                 189754104              10         325
COACH INC                         COM                 189754104              74       2,468
COACH INC                         COM                 189754104             120        4000
COACH INC                         COM                 189754104            2036       68110
COACH INC                         COM                 189754104           4,354     145,607
COCA COLA CO                      COM                 191216100              12         280
COCA COLA CO                      COM                 191216100              13         310
COCA COLA CO                      COM                 191216100              22         500
COCA COLA CO                      COM                 191216100              28         657
COCA COLA CO                      COM                 191216100              31         730
COCA COLA CO                      COM                 191216100             108       2,500
COCA COLA CO                      COM                 191216100             124       2,891
COCA COLA CO                      COM                 191216100             141        3285
COCA COLA CO                      COM                 191216100             222       5,170
COCA COLA CO                      COM                 191216100             243       5,653
COCA COLA CO                      COM                 191216100             611       14200
COCA COLA CO                      COM                 191216100             637      14,800
COCA COLA CO                      COM                 191216100           1,669      38,805
COCA COLA CO                      COM                 191216100           2,744      63,774
COCA COLA CO                      COM                 191216100            3591       83480
COCA COLA CO                      COM                 191216100            4103       95366
COCA COLA CO                      COM                 191216100           5,112     118,817
COCA COLA CO                      COM                 191216100           7,032     163,466
COCA COLA CO                      COM                 191216100           7,240     168,285
COCA COLA CO                      COM                 191216100          19,357     449,943
COCA COLA ENTERPRISES INC         COM                 191219104           1,170      57,448
COEUR D ALENE MINES CORP IDA      COM                 192108108              43       8,850
COEUR D ALENE MINES CORP IDA      COM                 192108108              49      10,250
COEUR D ALENE MINES CORP IDA      COM                 192108108              70      14,500
COEUR D ALENE MINES CORP IDA      COM                 192108108             101      21,000
COGNIZANT TECHNOLOGY SOLUTIO      CL A                192446102               7         100
COGNIZANT TECHNOLOGY SOLUTIO      CL A                192446102               7         105
COGNIZANT TECHNOLOGY SOLUTIO      CL A                192446102              23         340
COGNIZANT TECHNOLOGY SOLUTIO      CL A                192446102             452       6,711
COGNIZANT TECHNOLOGY SOLUTIO      CL A                192446102           1,132      16,800
COGNIZANT TECHNOLOGY SOLUTIO      CL A                192446102           9,294     137,956
COGNOS INC                        COM                 19244C109             102        3600
COGNOS INC                        COM                 19244C109             122       4,300
COLGATE PALMOLIVE CO              COM                 194162103              26         440
COLGATE PALMOLIVE CO              COM                 194162103              37         625
COLGATE PALMOLIVE CO              COM                 194162103              84       1,400
COLGATE PALMOLIVE CO              COM                 194162103             150       2,500
COLGATE PALMOLIVE CO              COM                 194162103             162       2,708
COLGATE PALMOLIVE CO              COM                 194162103             238       3,969
COLGATE PALMOLIVE CO              COM                 194162103             395       6,600
COLGATE PALMOLIVE CO              COM                 194162103             518        8650
COLGATE PALMOLIVE CO              COM                 194162103             762      12,724
COLGATE PALMOLIVE CO              COM                 194162103             936       15620
COLGATE PALMOLIVE CO              COM                 194162103           2,559      42,714
COLGATE PALMOLIVE CO              COM                 194162103           5,371      89,665
COLGATE PALMOLIVE CO              COM                 194162103          11,212     187,175
COLONIAL BANCGROUP INC            COM                 195493309             141       5,479
COLONIAL BANCGROUP INC            COM                 195493309             375      14,600
COMCAST CORP NEW                  CL A                20030N101              29         900
COMCAST CORP NEW                  CL A                20030N101              57        1732
COMCAST CORP NEW                  CL A                20030N101              84       2,566
COMCAST CORP NEW                  CL A                20030N101              85       2,597
COMCAST CORP NEW                  CL A                20030N101             158       4,827
COMCAST CORP NEW                  CL A                20030N101             266        8122
COMCAST CORP NEW                  CL A                20030N101             333       10165
COMCAST CORP NEW                  CL A                20030N101             335      10,243
COMCAST CORP NEW                  CL A                20030N101           1,161      35,456
COMCAST CORP NEW                  CL A                20030N101           1,322      40,373
COMCAST CORP NEW                  CL A                20030N101           9,908     302,628
COMCAST CORP NEW                  CL A SPL            20030N200               9         270
COMCAST CORP NEW                  CL A SPL            20030N200              21         655
COMCAST CORP NEW                  CL A SPL            20030N200              44        1345
COMCAST CORP NEW                  CL A SPL            20030N200              49       1,500
COMCAST CORP NEW                  CL A SPL            20030N200             368       11237
COMCAST CORP NEW                  CL A SPL            20030N200             393      12,000
COMCAST CORP NEW                  CL A SPL            20030N200             495       15086
COMCAST CORP NEW                  CL A SPL            20030N200           1,104      33,670
COMCAST CORP NEW                  CL A SPL            20030N200            3184       97121
COMERICA INC                      COM                 200340107               2          35
COMERICA INC                      COM                 200340107              35         680
COMERICA INC                      COM                 200340107             541       10400
COMERICA INC                      COM                 200340107           1,726      33,208
COMMERCE BANCORP INC NJ           COM                 200519106               4         123
COMMERCE BANCORP INC NJ           COM                 200519106               9         250
COMMERCE BANCORP INC NJ           COM                 200519106              30         851
COMMERCE BANCORP INC NJ           COM                 200519106             143        4000
COMMERCE BANCORP INC NJ           COM                 200519106             970      27,180
COMMERCE BANCSHARES INC           COM                 200525103              11         210
COMMERCE BANCSHARES INC           COM                 200525103             368       7,352
COMMERCIAL CAP BANCORP INC        COM                 20162L105           1,536      97,500
COMMUNITY HEALTH SYS INC NEW      COM                 203668108             325       8,850
COMMUNITY HEALTH SYS INC NEW      COM                 203668108             424       11540
COMPANHIA ENERGETICA DE MINA      SP ADR N-V PFD      204409601           1,168      27,400
COMPANHIA SIDERURGICA NACION      SPONSORED ADR       20440W105             264       8,200
COMPANHIA VALE DO RIO DOCE        SPON ADR PFD        204412100               5         260
COMPANHIA VALE DO RIO DOCE        SPON ADR PFD        204412100               8         390
COMPANHIA VALE DO RIO DOCE        SPON ADR PFD        204412100           1,550      75,300
COMPANHIA VALE DO RIO DOCE        SPON ADR PFD        204412100           3,416     166,000
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209               7         309
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209               8         350
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209              20         842
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209              49       2,050
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209              64       2,680
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209             267      11,100
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209             479      19,924
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209             594      24,700
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209           1,442      60,000
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209            1836       76380
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209            2404      100000
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209           11949      497034
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203               1          18
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203               1          23
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203               2          56
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203              83       2,000
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203             289       7,000
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203           2,372      57,500
COMPASS BANCSHARES INC            COM                 20449H109               3          45
COMPASS BANCSHARES INC            COM                 20449H109           1,013      18,220
COMPUTER SCIENCES CORP            COM                 205363104               5          98
COMPUTER SCIENCES CORP            COM                 205363104              49        1000
COMPUTER SCIENCES CORP            COM                 205363104             141       2,900
COMPUTER SCIENCES CORP            COM                 205363104            1729       35600
COMPUTER SCIENCES CORP            COM                 205363104            1743       35890
COMPUTER SCIENCES CORP            COM                 205363104            4168       85834
COMPUWARE CORP                    COM                 205638109              79      11,785
COMPUWARE CORP                    COM                 205638109             399      59,490
COMVERSE TECHNOLOGY INC           COM PAR $0.10       205862402             605      30,610
COMVERSE TECHNOLOGY INC           COM PAR $0.10       205862402           1,065      53,845
CONAGRA FOODS INC                 COM                 205887102               5         220
CONAGRA FOODS INC                 COM                 205887102               6         250
CONAGRA FOODS INC                 COM                 205887102              12         535
CONAGRA FOODS INC                 COM                 205887102              30       1,350
CONAGRA FOODS INC                 COM                 205887102             342      15,448
CONAGRA FOODS INC                 COM                 205887102            1865       84354
CONAGRA FOODS INC                 COM                 205887102           53064     2400000
CONCORD CAMERA CORP               COM                 206156101             326     509,054
CONOCOPHILLIPS                    COM                 20825C104               7         110
CONOCOPHILLIPS                    COM                 20825C104              13         200
CONOCOPHILLIPS                    COM                 20825C104              17         260
CONOCOPHILLIPS                    COM                 20825C104              79        1200
CONOCOPHILLIPS                    COM                 20825C104             334       5,100
CONOCOPHILLIPS                    COM                 20825C104             347       5,300
CONOCOPHILLIPS                    COM                 20825C104             405       6,185
CONOCOPHILLIPS                    COM                 20825C104             409       6,235
CONOCOPHILLIPS                    COM                 20825C104             511        7805
CONOCOPHILLIPS                    COM                 20825C104             643       9,810
CONOCOPHILLIPS                    COM                 20825C104             709      10,813
CONOCOPHILLIPS                    COM                 20825C104           1,158      17,677
CONOCOPHILLIPS                    COM                 20825C104            1543       23552
CONOCOPHILLIPS                    COM                 20825C104           1,931      29,462
CONOCOPHILLIPS                    COM                 20825C104            3223       49191
CONOCOPHILLIPS                    COM                 20825C104          18,865     287,889
CONOCOPHILLIPS                    COM                 20825C104         163,708   2,498,212
CONSOL ENERGY INC                 COM                 20854P109               2          48
CONSOL ENERGY INC                 COM                 20854P109               7         140
CONSOL ENERGY INC                 COM                 20854P109             107       2,300
CONSOL ENERGY INC                 COM                 20854P109             467      10,000
CONSOL ENERGY INC                 COM                 20854P109           1,614      34,550
CONSOLIDATED EDISON INC           COM                 209115104              89       2,000
CONSOLIDATED EDISON INC           COM                 209115104             284       6,400
CONSOLIDATED EDISON INC           COM                 209115104           1,327      29,865
CONSOLIDATED EDISON INC           COM                 209115104           1,642      36,938
CONSOLIDATED EDISON INC           COM                 209115104           1,945      43,771
CONSOLIDATED EDISON INC           COM                 209115104          23,998     540,000
CONSTELLATION BRANDS INC          CL A                21036P108             205        8200
CONSTELLATION BRANDS INC          CL A                21036P108             542      21,662
CONSTELLATION BRANDS INC          CL A                21036P108             920       36800
CONSTELLATION ENERGY GROUP I      COM                 210371100              22         406
CONSTELLATION ENERGY GROUP I      COM                 210371100             109       2,000
CONSTELLATION ENERGY GROUP I      COM                 210371100             114       2,100
CONSTELLATION ENERGY GROUP I      COM                 210371100            1613       29591
CONSTELLATION ENERGY GROUP I      COM                 210371100           3,751      68,800
CONVERGYS CORP                    COM                 212485106               7         347
CONVERGYS CORP                    COM                 212485106             168       8,600
CONVERGYS CORP                    COM                 212485106             384      19,673
CONVERGYS CORP                    COM                 212485106             555      28,460
COOPER TIRE & RUBR CO             COM                 216831107               8         740
COOPER TIRE & RUBR CO             COM                 216831107              36       3,270
COOPER TIRE & RUBR CO             COM                 216831107             350      31,411
COPART INC                        COM                 217204106             152        6200
COPART INC                        COM                 217204106             246      10,000
CORNING INC                       COM                 219350105               7         300
CORNING INC                       COM                 219350105              12         510
CORNING INC                       COM                 219350105              36       1,500
CORNING INC                       COM                 219350105              97       4,000
CORNING INC                       COM                 219350105             183       7,572
CORNING INC                       COM                 219350105             340      14,049
CORNING INC                       COM                 219350105             363       15000
CORNING INC                       COM                 219350105             473      19,544
CORNING INC                       COM                 219350105             748      30,929
CORNING INC                       COM                 219350105             772       31923
CORNING INC                       COM                 219350105            1093       45175
CORNING INC                       COM                 219350105           7,510     310,475
CORUS ENTERTAINMENT INC           COM CL B NON VTG    220874101           2,540      78,627
CORUS GROUP PLC                   SPONSORED ADR       22087M101               3         200
CORUS GROUP PLC                   SPONSORED ADR       22087M101             388      22,810
COSTCO WHSL CORP NEW              COM                 22160K105              23         400
COSTCO WHSL CORP NEW              COM                 22160K105             119       2,075
COSTCO WHSL CORP NEW              COM                 22160K105             171       3,000
COSTCO WHSL CORP NEW              COM                 22160K105             261        4560
COSTCO WHSL CORP NEW              COM                 22160K105             314       5,500
COSTCO WHSL CORP NEW              COM                 22160K105             812      14,210
COSTCO WHSL CORP NEW              COM                 22160K105           6,336     110,909
COUNTRYWIDE FINANCIAL CORP        COM                 222372104               7         174
COUNTRYWIDE FINANCIAL CORP        COM                 222372104              11         290
COUNTRYWIDE FINANCIAL CORP        COM                 222372104              11         300
COUNTRYWIDE FINANCIAL CORP        COM                 222372104              66       1,730
COUNTRYWIDE FINANCIAL CORP        COM                 222372104              78        2050
COUNTRYWIDE FINANCIAL CORP        COM                 222372104              89       2,332
COUNTRYWIDE FINANCIAL CORP        COM                 222372104              99        2600
COUNTRYWIDE FINANCIAL CORP        COM                 222372104             187       4,900
COUNTRYWIDE FINANCIAL CORP        COM                 222372104             884       23220
COUNTRYWIDE FINANCIAL CORP        COM                 222372104           1,093      28,710
COUNTRYWIDE FINANCIAL CORP        COM                 222372104           1,675      43,981
COUNTRYWIDE FINANCIAL CORP        COM                 222372104           3,040      79,830
COUNTRYWIDE FINANCIAL CORP        COM                 222372104           4,612     121,104
COUNTRYWIDE FINANCIAL CORP        COM                 222372104           5,589     146,769
COVANCE INC                       COM                 222816100               6          90
COVANCE INC                       COM                 222816100              16         260
COVANCE INC                       COM                 222816100           1,037      16,947
COVANCE INC                       COM                 222816100           3,061      50,000
COVANCE INC                       COM                 222816100           5,252      85,785
COVENTRY HEALTH CARE INC          COM                 222862104             143       2,600
COVENTRY HEALTH CARE INC          COM                 222862104             156       2,837
COVENTRY HEALTH CARE INC          COM                 222862104             255        4650
COVENTRY HEALTH CARE INC          COM                 222862104           1,804      32,829
CRANE CO                          COM                 224399105             291       7,000
CREDIT SUISSE GROUP               SPONSORED ADR       225401108              26         473
CREDIT SUISSE GROUP               SPONSORED ADR       225401108              31         560
CREDIT SUISSE GROUP               SPONSORED ADR       225401108             663      11,847
CREDIT SUISSE GROUP               SPONSORED ADR       225401108           1,276      22,785
CRESCENT REAL ESTATE EQUITIE      COM                 225756105               2         115
CRESCENT REAL ESTATE EQUITIE      COM                 225756105              37       2,000
CRESCENT REAL ESTATE EQUITIE      COM                 225756105             223      12,000
CRESUD S A C I F Y A              SPONSORED ADR       226406106             406      30,000
CROSSTEX ENERGY INC               COM                 22765Y104             644        6771
CROWN CASTLE INTL CORP            COM                 228227104               2          45
CROWN CASTLE INTL CORP            COM                 228227104               5         146
CROWN CASTLE INTL CORP            COM                 228227104               7         213
CROWN CASTLE INTL CORP            COM                 228227104             811      23,480
CRYPTOLOGIC INC                   COM                 228906103             264      10,905
CRYSTALLEX INTL CORP              COM                 22942F101              63       22000
CUMBERLAND RES LTD                COM                 23077R100               7        1425
CUMBERLAND RES LTD                COM                 23077R100              56      11,700
CUMMINS INC                       COM                 231021106               5          40
CUMMINS INC                       COM                 231021106               8          64
CUMMINS INC                       COM                 231021106              12         100
CUMMINS INC                       COM                 231021106              59         480
CUMMINS INC                       COM                 231021106             122        1000
CUMMINS INC                       COM                 231021106           1,172       9,590
CURIS INC                         COM                 231269101              35      26,000
CYPRESS SEMICONDUCTOR CORP        COM                 232806109              22        1500
CYPRESS SEMICONDUCTOR CORP        COM                 232806109             205      14,100
DNP SELECT INCOME FD              COM                 23325P104             197      19,360
D R HORTON INC                    COM                 23331A109              89       3,750
D R HORTON INC                    COM                 23331A109             102       4,300
D R HORTON INC                    COM                 23331A109           1,324      55,583
DST SYS INC DEL                   COM                 233326107               9         150
DST SYS INC DEL                   COM                 233326107              24         400
DST SYS INC DEL                   COM                 233326107             482       8,100
DST SYS INC DEL                   COM                 233326107           1,015      17,063
DST SYS INC DEL                   DBCV  4.125% 8/1    233326AB3              13       10000
DTE ENERGY CO                     COM                 233331107               5         130
DTE ENERGY CO                     COM                 233331107              14         335
DTE ENERGY CO                     COM                 233331107           1,096      26,901
DTE ENERGY CO                     COM                 233331107           65184     1600000
DAKTRONICS INC                    COM                 234264109              81       2,800
DAKTRONICS INC                    COM                 234264109             695      24,087
DANAHER CORP DEL                  COM                 235851102               6          90
DANAHER CORP DEL                  COM                 235851102              13         200
DANAHER CORP DEL                  COM                 235851102              14         215
DANAHER CORP DEL                  COM                 235851102              42         660
DANAHER CORP DEL                  COM                 235851102             154       2,400
DANAHER CORP DEL                  COM                 235851102             161        2500
DANAHER CORP DEL                  COM                 235851102             174        2700
DANAHER CORP DEL                  COM                 235851102             277       4,300
DANAHER CORP DEL                  COM                 235851102             379       5,900
DANAHER CORP DEL                  COM                 235851102             937       14573
DANAHER CORP DEL                  COM                 235851102           3,224      50,132
DARDEN RESTAURANTS INC            COM                 237194105              11         278
DARDEN RESTAURANTS INC            COM                 237194105              59        1500
DARDEN RESTAURANTS INC            COM                 237194105              71       1,800
DARDEN RESTAURANTS INC            COM                 237194105             142       3,600
DARDEN RESTAURANTS INC            COM                 237194105           1,378      34,982
DAVITA INC                        COM                 23918K108               0          10
DAVITA INC                        COM                 23918K108             492       9,900
DB COMMODITY INDEX TRACKING       UNIT BEN INT        240225102              38       1,500
DB COMMODITY INDEX TRACKING       UNIT BEN INT        240225102           2,511      99,258
DEAN FOODS CO NEW                 COM                 242370104               2          45
DEAN FOODS CO NEW                 COM                 242370104             557      14,982
DEAN FOODS CO NEW                 COM                 242370104           1,112      29,910
DEERE & CO                        COM                 244199105              13         155
DEERE & CO                        COM                 244199105              29         350
DEERE & CO                        COM                 244199105              58         700
DEERE & CO                        COM                 244199105              81         973
DEERE & CO                        COM                 244199105              83        1000
DEERE & CO                        COM                 244199105             221       2,650
DEERE & CO                        COM                 244199105             256       3,072
DEERE & CO                        COM                 244199105             576       6,898
DEERE & CO                        COM                 244199105             792       9,490
DEERE & CO                        COM                 244199105           1,411      16,900
DEERE & CO                        COM                 244199105           1,569      18,795
DEERE & CO                        COM                 244199105           4,075      48,805
DEL MONTE FOODS CO                COM                 24522P103               1         133
DEL MONTE FOODS CO                COM                 24522P103               1          60
DEL MONTE FOODS CO                COM                 24522P103               3         223
DEL MONTE FOODS CO                COM                 24522P103             252      22,430
DEL MONTE FOODS CO                COM                 24522P103             618       55000
DELL INC                          COM                 24702R101               3         114
DELL INC                          COM                 24702R101              37       1,495
DELL INC                          COM                 24702R101              50       2,025
DELL INC                          COM                 24702R101              93       3,800
DELL INC                          COM                 24702R101              95       3,894
DELL INC                          COM                 24702R101             110       4,500
DELL INC                          COM                 24702R101             130       5,330
DELL INC                          COM                 24702R101             166        6788
DELL INC                          COM                 24702R101             255       10420
DELL INC                          COM                 24702R101             346      14,160
DELL INC                          COM                 24702R101             382      15,600
DELL INC                          COM                 24702R101             498      20,358
DELL INC                          COM                 24702R101             515      21,074
DELL INC                          COM                 24702R101             520      21,239
DELL INC                          COM                 24702R101             677      27,673
DELL INC                          COM                 24702R101           1,391      56,884
DELL INC                          COM                 24702R101           2,394      97,878
DELL INC                          COM                 24702R101           3,669     150,000
DELL INC                          COM                 24702R101           8,122     332,062
DELL INC                          COM                 24702R101          11,239     459,472
DELPHI FINL GROUP INC             CL A                247131105               2          45
DELPHI FINL GROUP INC             CL A                247131105               3          92
DELPHI FINL GROUP INC             CL A                247131105           1,134      31,200
DENBURY RES INC                   COM NEW             247916208               0           4
DENBURY RES INC                   COM NEW             247916208             412       13000
DENTSPLY INTL INC NEW             COM                 249030107              36         600
DENTSPLY INTL INC NEW             COM                 249030107             161       2,658
DENTSPLY INTL INC NEW             COM                 249030107             242       4,000
DENTSPLY INTL INC NEW             COM                 249030107             486       8,025
DENTSPLY INTL INC NEW             COM                 249030107             671      11,070
DENTSPLY INTL INC NEW             COM                 249030107           1,231      20,313
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105               6         375
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105              13         830
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105              43        2690
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105              93       5,800
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105             264      16,440
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105             303       18920
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105          48,120   3,000,000
DEVELOPERS DIVERSIFIED RLTY       COM                 251591103               4          82
DEVELOPERS DIVERSIFIED RLTY       COM                 251591103             757      14,500
DEVELOPERS DIVERSIFIED RLTY       COM                 251591103             830      15,900
DEVON ENERGY CORP NEW             COM                 25179M103              14         240
DEVON ENERGY CORP NEW             COM                 25179M103              17         275
DEVON ENERGY CORP NEW             COM                 25179M103              21         350
DEVON ENERGY CORP NEW             COM                 25179M103              33         540
DEVON ENERGY CORP NEW             COM                 25179M103             341       5,637
DEVON ENERGY CORP NEW             COM                 25179M103             411       6,800
DEVON ENERGY CORP NEW             COM                 25179M103             613      10,145
DEVON ENERGY CORP NEW             COM                 25179M103           1,417      23,450
DEVON ENERGY CORP NEW             COM                 25179M103           4,404      72,908
DIAGEO P L C                      SPON ADR NEW        25243Q205              34         510
DIAGEO P L C                      SPON ADR NEW        25243Q205              63         940
DIAGEO P L C                      SPON ADR NEW        25243Q205           1,102      16,320
DIAGEO P L C                      SPON ADR NEW        25243Q205           4,937      73,090
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102               1          15
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102              42         500
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102             218       2,596
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102             252       3,000
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102             306        3650
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102             614       7,310
DIAMONDS TR                       UNIT SER 1          252787106             108         970
DIAMONDS TR                       UNIT SER 1          252787106             124        1110
DIAMONDS TR                       UNIT SER 1          252787106             171        1533
DIAMONDS TR                       UNIT SER 1          252787106             355       3,172
DIAMONDS TR                       UNIT SER 1          252787106             415       3,709
DIAMONDS TR                       UNIT SER 1          252787106             481       4,300
DIAMONDS TR                       UNIT SER 1          252787106           2,582      23,100
DIAMONDS TR                       UNIT SER 1          252787106           9,367      83,790
DIEBOLD INC                       COM                 253651103              10         258
DIEBOLD INC                       COM                 253651103             340       8,375
DIEBOLD INC                       COM                 253651103             409       10060
DIME CMNTY BANCSHARES             COM                 253922108           4,114     303,137
DILLARDS INC                      CL A                254067101              64       2,000
DILLARDS INC                      CL A                254067101              70       2,200
DILLARDS INC                      CL A                254067101             131       4,110
DIONEX CORP                       COM                 254546104             219       4,000
DIRECTV GROUP INC                 COM                 25459L106               0           2
DIRECTV GROUP INC                 COM                 25459L106              75       4,545
DIRECTV GROUP INC                 COM                 25459L106            2275      137896
DISNEY WALT CO                    COM DISNEY          254687106               6         200
DISNEY WALT CO                    COM DISNEY          254687106               8         270
DISNEY WALT CO                    COM DISNEY          254687106              39       1,299
DISNEY WALT CO                    COM DISNEY          254687106             103       3,445
DISNEY WALT CO                    COM DISNEY          254687106             179       5,980
DISNEY WALT CO                    COM DISNEY          254687106             237        7890
DISNEY WALT CO                    COM DISNEY          254687106             300       10000
DISNEY WALT CO                    COM DISNEY          254687106             417       13887
DISNEY WALT CO                    COM DISNEY          254687106             627      20,885
DISNEY WALT CO                    COM DISNEY          254687106             687      22,904
DISNEY WALT CO                    COM DISNEY          254687106             963      32,100
DISNEY WALT CO                    COM DISNEY          254687106             993      33,100
DISNEY WALT CO                    COM DISNEY          254687106            1863       62100
DISNEY WALT CO                    COM DISNEY          254687106           3,212     107,083
DISNEY WALT CO                    COM DISNEY          254687106           5,713     190,420
DISNEY WALT CO                    COM DISNEY          254687106           8,596     286,524
DISNEY WALT CO                    COM DISNEY          254687106          13,868     462,261
DISNEY WALT CO                    NOTE  2.125% 4/1    254687AU0              13       12000
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               7         445
DISCOVERY HOLDING CO              CL A COM            25468Y107              14         936
DISCOVERY HOLDING CO              CL A COM            25468Y107             489      33,413
DR REDDYS LABS LTD                ADR                 256135203               7         270
DR REDDYS LABS LTD                ADR                 256135203              11         400
DR REDDYS LABS LTD                ADR                 256135203          48,503   1,751,000
DOLLAR GEN CORP                   COM                 256669102              21       1,482
DOLLAR GEN CORP                   COM                 256669102              52       3,700
DOLLAR GEN CORP                   COM                 256669102             509      36,385
DOLLAR GEN CORP                   COM                 256669102             659      47,172
DOLLAR TREE STORES INC            COM                 256747106               3         105
DOLLAR TREE STORES INC            COM                 256747106             282      10,640
DOLLAR TREE STORES INC            COM                 256747106             685      25,850
DOMINION RES INC VA NEW           COM                 25746U109               2          30
DOMINION RES INC VA NEW           COM                 25746U109              11         150
DOMINION RES INC VA NEW           COM                 25746U109              19         260
DOMINION RES INC VA NEW           COM                 25746U109              22         293
DOMINION RES INC VA NEW           COM                 25746U109              37         500
DOMINION RES INC VA NEW           COM                 25746U109             121       1,617
DOMINION RES INC VA NEW           COM                 25746U109             357        4770
DOMINION RES INC VA NEW           COM                 25746U109             373        4992
DOMINION RES INC VA NEW           COM                 25746U109           4,990      66,723
DONNELLEY R R & SONS CO           COM                 257867101               4         130
DONNELLEY R R & SONS CO           COM                 257867101               6         185
DONNELLEY R R & SONS CO           COM                 257867101               9         267
DONNELLEY R R & SONS CO           COM                 257867101              14         445
DONNELLEY R R & SONS CO           COM                 257867101              18         560
DONNELLEY R R & SONS CO           COM                 257867101             272       8,500
DONNELLEY R R & SONS CO           COM                 257867101            1436       44937
DOVER CORP                        COM                 260003108              15         300
DOVER CORP                        COM                 260003108              50        1020
DOVER CORP                        COM                 260003108              75       1,515
DOVER CORP                        COM                 260003108             178       3,600
DOVER CORP                        COM                 260003108             356       7,200
DOVER CORP                        COM                 260003108           1,565      31,669
DOW CHEM CO                       COM                 260543103               5         130
DOW CHEM CO                       COM                 260543103               6         150
DOW CHEM CO                       COM                 260543103              16         420
DOW CHEM CO                       COM                 260543103              20         504
DOW CHEM CO                       COM                 260543103              27         700
DOW CHEM CO                       COM                 260543103              96        2470
DOW CHEM CO                       COM                 260543103             100       2,550
DOW CHEM CO                       COM                 260543103             144       3,700
DOW CHEM CO                       COM                 260543103             180       4,600
DOW CHEM CO                       COM                 260543103             193       4,953
DOW CHEM CO                       COM                 260543103             305       7,811
DOW CHEM CO                       COM                 260543103             517      13,236
DOW CHEM CO                       COM                 260543103             651      16,680
DOW CHEM CO                       COM                 260543103           3,301      84,580
DOW CHEM CO                       COM                 260543103            4785      122586
DOW CHEM CO                       COM                 260543103           7,479     191,625
DOW CHEM CO                       COM                 260543103          10,381     265,978
DOW JONES & CO INC                COM                 260561105             248       7,075
DRDGOLD LTD                       SPONSORED ADR       26152H103             480     350,000
DU PONT E I DE NEMOURS & CO       COM                 263534109              21         500
DU PONT E I DE NEMOURS & CO       COM                 263534109              87       2,100
DU PONT E I DE NEMOURS & CO       COM                 263534109              93       2,230
DU PONT E I DE NEMOURS & CO       COM                 263534109             126       3,020
DU PONT E I DE NEMOURS & CO       COM                 263534109             235        5650
DU PONT E I DE NEMOURS & CO       COM                 263534109             301       7,234
DU PONT E I DE NEMOURS & CO       COM                 263534109             437      10,500
DU PONT E I DE NEMOURS & CO       COM                 263534109             583      14,025
DU PONT E I DE NEMOURS & CO       COM                 263534109             773       18580
DU PONT E I DE NEMOURS & CO       COM                 263534109             798       19175
DU PONT E I DE NEMOURS & CO       COM                 263534109           1,209      29,052
DU PONT E I DE NEMOURS & CO       COM                 263534109            1264       30385
DU PONT E I DE NEMOURS & CO       COM                 263534109           1,443      34,695
DU PONT E I DE NEMOURS & CO       COM                 263534109            3340       80285
DU PONT E I DE NEMOURS & CO       COM                 263534109           4,079      98,054
DU PONT E I DE NEMOURS & CO       COM                 263534109           4,814     115,721
DU PONT E I DE NEMOURS & CO       COM                 263534109           7,335     176,327
DUKE REALTY CORP                  COM NEW             264411505               7         195
DUKE REALTY CORP                  COM NEW             264411505              16         465
DUKE REALTY CORP                  COM NEW             264411505              49       1,400
DUKE REALTY CORP                  COM NEW             264411505             652       18560
DUKE ENERGY CORP NEW              COM                 26441C105              12         400
DUKE ENERGY CORP NEW              COM                 26441C105             119       4,040
DUKE ENERGY CORP NEW              COM                 26441C105             120       4,100
DUKE ENERGY CORP NEW              COM                 26441C105             134       4,560
DUKE ENERGY CORP NEW              COM                 26441C105             136       4,620
DUKE ENERGY CORP NEW              COM                 26441C105             151        5130
DUKE ENERGY CORP NEW              COM                 26441C105             172       5,865
DUKE ENERGY CORP NEW              COM                 26441C105             425      14,476
DUKE ENERGY CORP NEW              COM                 26441C105             973      33,122
DUKE ENERGY CORP NEW              COM                 26441C105           7,352     250,313
DUKE ENERGY CORP NEW              COM                 26441C105          93,984   3,200,000
DUN & BRADSTREET CORP DEL NE      COM                 26483E100               6          90
DUN & BRADSTREET CORP DEL NE      COM                 26483E100              14         200
DUN & BRADSTREET CORP DEL NE      COM                 26483E100              14         200
DUN & BRADSTREET CORP DEL NE      COM                 26483E100              31         450
DUN & BRADSTREET CORP DEL NE      COM                 26483E100              52         750
DUN & BRADSTREET CORP DEL NE      COM                 26483E100             650       9,330
DYNEGY INC NEW                    CL A                26816Q101               4         820
DYNEGY INC NEW                    CL A                26816Q101               7       1,360
DYNEGY INC NEW                    CL A                26816Q101              16        2980
DYNEGY INC NEW                    CL A                26816Q101              22       4,000
DYNEGY INC NEW                    CL A                26816Q101             114      20,750
DYNEGY INC NEW                    CL A                26816Q101             118      21,604
DYNEGY INC NEW                    CL A                26816Q101           4,961     906,912
E M C CORP MASS                   COM                 268648102               2         210
E M C CORP MASS                   COM                 268648102               3         300
E M C CORP MASS                   COM                 268648102              15        1400
E M C CORP MASS                   COM                 268648102              22       2,000
E M C CORP MASS                   COM                 268648102              32       2,900
E M C CORP MASS                   COM                 268648102              77       6,980
E M C CORP MASS                   COM                 268648102             173      15,791
E M C CORP MASS                   COM                 268648102             278      25,343
E M C CORP MASS                   COM                 268648102             834      76,064
E M C CORP MASS                   COM                 268648102             835      76,148
E M C CORP MASS                   COM                 268648102           1,098     100,100
E M C CORP MASS                   COM                 268648102            1563      142505
E M C CORP MASS                   COM                 268648102           5,383     490,731
E M C CORP MASS                   COM                 268648102           6,235     568,407
ENSCO INTL INC                    COM                 26874Q100               1          30
ENSCO INTL INC                    COM                 26874Q100               8         177
ENSCO INTL INC                    COM                 26874Q100              46       1,000
ENSCO INTL INC                    COM                 26874Q100              84       1,828
ENSCO INTL INC                    COM                 26874Q100              87       1,900
ENSCO INTL INC                    COM                 26874Q100             101       2,200
ENSCO INTL INC                    COM                 26874Q100             769      16,700
ENSCO INTL INC                    COM                 26874Q100            2669       58000
ENSCO INTL INC                    COM                 26874Q100           4,651     101,070
ENI S P A                         SPONSORED ADR       26874R108              15         250
ENI S P A                         SPONSORED ADR       26874R108              33         569
ENI S P A                         SPONSORED ADR       26874R108             315       5,361
ENI S P A                         SPONSORED ADR       26874R108             876      14,915
ENI S P A                         SPONSORED ADR       26874R108           1,238      21,078
EOG RES INC                       COM                 26875P101              15         215
EOG RES INC                       COM                 26875P101              39         565
EOG RES INC                       COM                 26875P101             278       4,014
EOG RES INC                       COM                 26875P101             282       4,067
EOG RES INC                       COM                 26875P101           1,373      19,799
EOG RES INC                       COM                 26875P101           2,845      41,032
EOG RES INC                       COM                 26875P101           10581      152600
E ON AG                           SPONSORED ADR       268780103              52       1,350
E ON AG                           SPONSORED ADR       268780103           1,242      32,380
E ON AG                           SPONSORED ADR       268780103         249,275   6,500,000
EPIQ SYS INC                      COM                 26882D109             369      22,157
E TRADE FINANCIAL CORP            COM                 269246104              11         500
E TRADE FINANCIAL CORP            COM                 269246104             137       6,000
E TRADE FINANCIAL CORP            COM                 269246104             234      10,276
E TRADE FINANCIAL CORP            COM                 269246104            1683       73730
EASTERN CO                        COM                 276317104             346      16,750
EASTMAN CHEM CO                   COM                 277432100              11         202
EASTMAN CHEM CO                   COM                 277432100              22         400
EASTMAN CHEM CO                   COM                 277432100             343       6,361
EASTMAN CHEM CO                   COM                 277432100             668      12,377
EASTMAN CHEM CO                   COM                 277432100             894      16,562
EASTMAN KODAK CO                  COM                 277461109               7         300
EASTMAN KODAK CO                  COM                 277461109              10         400
EASTMAN KODAK CO                  COM                 277461109              16         660
EASTMAN KODAK CO                  COM                 277461109              24       1,000
EASTMAN KODAK CO                  COM                 277461109              40        1690
EASTMAN KODAK CO                  COM                 277461109             117        4907
EASTMAN KODAK CO                  COM                 277461109             163       6,865
EASTMAN KODAK CO                  COM                 277461109             549       23083
EASTMAN KODAK CO                  COM                 277461109           1,186      49,856
EATON CORP                        COM                 278058102              16         210
EATON CORP                        COM                 278058102              72         950
EATON CORP                        COM                 278058102              87       1,160
EATON CORP                        COM                 278058102             136       1,800
EATON CORP                        COM                 278058102             151       2,000
EATON CORP                        COM                 278058102             199        2645
EATON CORP                        COM                 278058102             605       8,030
EATON CORP                        COM                 278058102           1,094      14,511
EATON CORP                        COM                 278058102           1,372      18,200
EATON CORP                        COM                 278058102           1,423      18,873
EATON CORP                        COM                 278058102           2,100      27,847
EBAY INC                          COM                 278642103              47       1,600
EBAY INC                          COM                 278642103              56       1,920
EBAY INC                          COM                 278642103              70       2,376
EBAY INC                          COM                 278642103             200        6816
EBAY INC                          COM                 278642103             214       7,310
EBAY INC                          COM                 278642103             715      24,406
EBAY INC                          COM                 278642103             802       27370
EBAY INC                          COM                 278642103             952      32,495
EBAY INC                          COM                 278642103           2,107      71,930
EBAY INC                          COM                 278642103           6,057     206,784
ECHOSTAR COMMUNICATIONS NEW       CL A                278762109               4         140
ECHOSTAR COMMUNICATIONS NEW       CL A                278762109               7         231
ECHOSTAR COMMUNICATIONS NEW       CL A                278762109           1,054      34,211
ECOLAB INC                        COM                 278865100              12         300
ECOLAB INC                        COM                 278865100           1,384      34,115
ECOLAB INC                        COM                 278865100           1,809      44,572
ECOLAB INC                        COM                 278865100           2,427      59,797
EDISON INTL                       COM                 281020107             109       2,800
EDISON INTL                       COM                 281020107           2,016      51,700
EDISON INTL                       COM                 281020107           2,470      63,331
EDWARDS AG INC                    COM                 281760108             408       7,370
EDWARDS LIFESCIENCES CORP         COM                 28176E108               2          55
EDWARDS LIFESCIENCES CORP         COM                 28176E108             227       5,000
EL PASO CORP                      COM                 28336L109               2         150
EL PASO CORP                      COM                 28336L109               8         540
EL PASO CORP                      COM                 28336L109              10         650
EL PASO CORP                      COM                 28336L109              17        1150
EL PASO CORP                      COM                 28336L109              47       3,100
EL PASO CORP                      COM                 28336L109             163      10,872
EL PASO CORP                      COM                 28336L109           1,794     119,615
ELDORADO GOLD CORP NEW            COM                 284902103              14        2881
ELDORADO GOLD CORP NEW            COM                 284902103             106       22000
ELECTRONIC ARTS INC               COM                 285512109               6         140
ELECTRONIC ARTS INC               COM                 285512109              11         265
ELECTRONIC ARTS INC               COM                 285512109              11         260
ELECTRONIC ARTS INC               COM                 285512109              25         590
ELECTRONIC ARTS INC               COM                 285512109              73        1700
ELECTRONIC ARTS INC               COM                 285512109              79       1,834
ELECTRONIC ARTS INC               COM                 285512109              99        2290
ELECTRONIC ARTS INC               COM                 285512109             121       2,815
ELECTRONIC ARTS INC               COM                 285512109             629       14603
ELECTRONIC ARTS INC               COM                 285512109           2,806      65,189
ELECTRONIC ARTS INC               COM                 285512109           6,019     139,837
ELECTRONIC DATA SYS NEW           COM                 285661104               5         210
ELECTRONIC DATA SYS NEW           COM                 285661104              10         425
ELECTRONIC DATA SYS NEW           COM                 285661104              36        1490
ELECTRONIC DATA SYS NEW           COM                 285661104              72       3,000
ELECTRONIC DATA SYS NEW           COM                 285661104             150       6,247
ELECTRONIC DATA SYS NEW           COM                 285661104             265      11,000
ELECTRONIC DATA SYS NEW           COM                 285661104             284      11,786
ELECTRONIC DATA SYS NEW           COM                 285661104           2,375      98,716
ELITE PHARMACEUTICALS INC         CL A NEW            28659T200             228      99,000
EMBARQ CORP                       COM                 29078E105               0           8
EMBARQ CORP                       COM                 29078E105               1          22
EMBARQ CORP                       COM                 29078E105               4         100
EMBARQ CORP                       COM                 29078E105               8         200
EMBARQ CORP                       COM                 29078E105              16         399
EMBARQ CORP                       COM                 29078E105              20         479
EMBARQ CORP                       COM                 29078E105              28         690
EMBARQ CORP                       COM                 29078E105              32         769
EMBARQ CORP                       COM                 29078E105              35         856
EMBARQ CORP                       COM                 29078E105             181       4,414
EMBARQ CORP                       COM                 29078E105           1,079      26,326
EMBARQ CORP                       COM                 29078E105           8,249     201,250
EMBRAER-EMPRESA BRASILEIRA D      SP ADR COM SHS      29081M102           1,182      32,400
EMDEON CORP                       COM                 290849108               1          46
EMDEON CORP                       COM                 290849108               4         300
EMDEON CORP                       COM                 290849108              57        4606
EMDEON CORP                       COM                 290849108              62       4,999
EMDEON CORP                       COM                 290849108             365       29390
EMERSON ELEC CO                   COM                 291011104             103       1,227
EMERSON ELEC CO                   COM                 291011104             109        1300
EMERSON ELEC CO                   COM                 291011104             226       2,700
EMERSON ELEC CO                   COM                 291011104             516       6,152
EMERSON ELEC CO                   COM                 291011104             555       6,618
EMERSON ELEC CO                   COM                 291011104             715       8,528
EMERSON ELEC CO                   COM                 291011104             997       11900
EMERSON ELEC CO                   COM                 291011104           1,765      21,065
EMERSON ELEC CO                   COM                 291011104           2,729      32,565
EMERSON ELEC CO                   COM                 291011104           7,290      86,987
EMPRESA NACIONAL DE ELCTRCID      SPONSORED ADR       29244T101             935      35,400
ENCANA CORP                       COM                 292505104              11         200
ENCANA CORP                       COM                 292505104              47         900
ENCANA CORP                       COM                 292505104              53        1000
ENCANA CORP                       COM                 292505104             174       3,303
ENCANA CORP                       COM                 292505104             179       3,400
ENCANA CORP                       COM                 292505104             887       16851
ENCANA CORP                       COM                 292505104           8,491     161,300
ENCANA CORP                       COM                 292505104          13,596     258,285
ENBRIDGE INC                      COM                 29250N105           11493      375944
ENBRIDGE ENERGY MANAGEMENT L      SHS UNITS LLI       29250X103             232       5,585
ENDESA S A                        SPONSORED ADR       29258N107             913      28,413
ENERGY CONVERSION DEVICES IN      COM                 292659109             765      21,000
ENERGEN CORP                      COM                 29265N108              46       1,200
ENERGEN CORP                      COM                 29265N108             198        5164
ENERGY EAST CORP                  COM                 29266M109             293      12,241
ENERGY EAST CORP                  COM                 29266M109             314      13,110
ENERGIZER HLDGS INC               COM                 29266R108             445       7,590
ENERPLUS RES FD                   UNIT TR G NEW       29274D604             112       2,000
ENERPLUS RES FD                   UNIT TR G NEW       29274D604           8,053     143,183
ENTERGY CORP NEW                  COM                 29364G103               2          30
ENTERGY CORP NEW                  COM                 29364G103           2,606      36,831
ENTERTAINMENT PPTYS TR            COM SH BEN INT      29380T105             521      12,092
ENTREE GOLD INC                   COM                 29383G100              12      12,000
EQUIFAX INC                       COM                 294429105              48       1,400
EQUIFAX INC                       COM                 294429105             354      10,300
EQUIFAX INC                       COM                 294429105             933      27,158
EQUITABLE RES INC                 COM                 294549100               4         134
EQUITABLE RES INC                 COM                 294549100             389      11,600
EQUITY OFFICE PROPERTIES TRU      COM                 294741103               4         103
EQUITY OFFICE PROPERTIES TRU      COM                 294741103             305       8,350
EQUITY OFFICE PROPERTIES TRU      COM                 294741103             511       14000
EQUITY OFFICE PROPERTIES TRU      COM                 294741103           2,540      69,576
EQUITY RESIDENTIAL                SH BEN INT          29476L107              45       1,000
EQUITY RESIDENTIAL                SH BEN INT          29476L107             378       8,454
EQUITY RESIDENTIAL                SH BEN INT          29476L107            2392       53475
ERESEARCHTECHNOLOGY INC           COM                 29481V108               1         100
ERESEARCHTECHNOLOGY INC           COM                 29481V108              90       9,940
ERICSSON L M TEL CO               ADR B SEK 10        294821608               9         260
ERICSSON L M TEL CO               ADR B SEK 10        294821608              13         400
ERICSSON L M TEL CO               ADR B SEK 10        294821608              66       2,000
ERICSSON L M TEL CO               ADR B SEK 10        294821608             165       5,000
ERICSSON L M TEL CO               ADR B SEK 10        294821608             177        5350
ERICSSON L M TEL CO               ADR B SEK 10        294821608             264        8000
ERICSSON L M TEL CO               ADR B SEK 10        294821608             418      12,650
ERICSSON L M TEL CO               ADR B SEK 10        294821608             635      19,210
ERICSSON L M TEL CO               ADR B SEK 10        294821608             885      26,800
ETABLISSEMENTS DELHAIZE FRER      SPONSORED ADR       29759W101              23         333
ETABLISSEMENTS DELHAIZE FRER      SPONSORED ADR       29759W101              40         575
ETABLISSEMENTS DELHAIZE FRER      SPONSORED ADR       29759W101             404       5,851
EUROZINC MNG CORP                 COM                 298804105           1,767     733,326
EVERGREEN SOLAR INC               COM                 30033R108              13       1,000
EVERGREEN SOLAR INC               COM                 30033R108             454      35,000
EXELON CORP                       COM                 30161N101              10         170
EXELON CORP                       COM                 30161N101              34         600
EXELON CORP                       COM                 30161N101             715      12,586
EXELON CORP                       COM                 30161N101           1,047      18,425
EXELON CORP                       COM                 30161N101           1,121      19,722
EXELON CORP                       COM                 30161N101           2,614      46,000
EXELON CORP                       COM                 30161N101            2788       49061
EXELON CORP                       COM                 30161N101           3,242      57,055
EXELON CORP                       COM                 30161N101           3,289      57,876
EXELON CORP                       COM                 30161N101           6,533     114,957
EXELON CORP                       COM                 30161N101           7,236     127,320
EXPEDIA INC DEL                   COM                 30212P105               4         280
EXPEDIA INC DEL                   COM                 30212P105               5         322
EXPEDIA INC DEL                   COM                 30212P105               8         535
EXPEDIA INC DEL                   COM                 30212P105              10         700
EXPEDIA INC DEL                   COM                 30212P105              25       1,665
EXPEDIA INC DEL                   COM                 30212P105             690      46,018
EXPEDITORS INTL WASH INC          COM                 302130109               6         115
EXPEDITORS INTL WASH INC          COM                 302130109             112        2000
EXPEDITORS INTL WASH INC          COM                 302130109             168        3000
EXPEDITORS INTL WASH INC          COM                 302130109             181        3229
EXPEDITORS INTL WASH INC          COM                 302130109             621      11,090
EXPEDITORS INTL WASH INC          COM                 302130109           1,038      18,526
EXPRESS SCRIPTS INC               COM                 302182100             100       1,400
EXPRESS SCRIPTS INC               COM                 302182100             129       1,800
EXPRESS SCRIPTS INC               COM                 302182100             138        1922
EXPRESS SCRIPTS INC               COM                 302182100           1,954      27,236
EXXON MOBIL CORP                  COM                 30231G102              18         290
EXXON MOBIL CORP                  COM                 30231G102              18         300
EXXON MOBIL CORP                  COM                 30231G102              27         434
EXXON MOBIL CORP                  COM                 30231G102              43         700
EXXON MOBIL CORP                  COM                 30231G102              61         999
EXXON MOBIL CORP                  COM                 30231G102             119       1,938
EXXON MOBIL CORP                  COM                 30231G102             120       1,950
EXXON MOBIL CORP                  COM                 30231G102             180       2,937
EXXON MOBIL CORP                  COM                 30231G102             184       3,000
EXXON MOBIL CORP                  COM                 30231G102             249       4,058
EXXON MOBIL CORP                  COM                 30231G102             337       5,500
EXXON MOBIL CORP                  COM                 30231G102             383       6,235
EXXON MOBIL CORP                  COM                 30231G102             804      13,100
EXXON MOBIL CORP                  COM                 30231G102            1261       20548
EXXON MOBIL CORP                  COM                 30231G102           1,295      21,110
EXXON MOBIL CORP                  COM                 30231G102           1,344      21,910
EXXON MOBIL CORP                  COM                 30231G102            2496       40689
EXXON MOBIL CORP                  COM                 30231G102           3,086      50,300
EXXON MOBIL CORP                  COM                 30231G102           3,212      52,356
EXXON MOBIL CORP                  COM                 30231G102           3,703      60,366
EXXON MOBIL CORP                  COM                 30231G102           4,921      80,215
EXXON MOBIL CORP                  COM                 30231G102           8,589     140,000
EXXON MOBIL CORP                  COM                 30231G102          36,419     593,621
EXXON MOBIL CORP                  COM                 30231G102          42,843     698,342
EXXON MOBIL CORP                  COM                 30231G102          45,681     744,593
EXXON MOBIL CORP                  COM                 30231G102           68053     1109251
FPL GROUP INC                     COM                 302571104              17         400
FPL GROUP INC                     COM                 302571104              25         600
FPL GROUP INC                     COM                 302571104             239       5,782
FPL GROUP INC                     COM                 302571104             469      11,329
FPL GROUP INC                     COM                 302571104             832      20,100
FPL GROUP INC                     COM                 302571104            2966       71676
FACTSET RESH SYS INC              COM                 303075105             603      12,738
FAIR ISAAC CORP                   COM                 303250104              18         500
FAIR ISAAC CORP                   COM                 303250104             176        4835
FAIR ISAAC CORP                   COM                 303250104             264       7,260
FAIRFAX FINL HLDGS LTD            SUB VTG             303901102              15         160
FAIRFAX FINL HLDGS LTD            SUB VTG             303901102              57         600
FAIRFAX FINL HLDGS LTD            SUB VTG             303901102             105        1100
FAIRFAX FINL HLDGS LTD            SUB VTG             303901102             814       8,570
FALCONBRIDGE LTD NEW 2005         COM                 306104100              20         371
FALCONBRIDGE LTD NEW 2005         COM                 306104100              53       1,000
FALCONBRIDGE LTD NEW 2005         COM                 306104100            2073       39228
FAMILY DLR STORES INC             COM                 307000109              23         930
FAMILY DLR STORES INC             COM                 307000109              88        3600
FAMILY DLR STORES INC             COM                 307000109              93        3790
FAMILY DLR STORES INC             COM                 307000109             630      25,791
FARGO ELECTRONICS INC             COM                 30744P102             247       9,717
FASTENAL CO                       COM                 311900104             573      14,220
FEDERAL HOME LN MTG CORP          COM                 313400301              11         200
FEDERAL HOME LN MTG CORP          COM                 313400301              14         240
FEDERAL HOME LN MTG CORP          COM                 313400301              14         240
FEDERAL HOME LN MTG CORP          COM                 313400301             111       1,950
FEDERAL HOME LN MTG CORP          COM                 313400301             120       2,100
FEDERAL HOME LN MTG CORP          COM                 313400301             275       4,815
FEDERAL HOME LN MTG CORP          COM                 313400301             302       5,300
FEDERAL HOME LN MTG CORP          COM                 313400301             428       7,500
FEDERAL HOME LN MTG CORP          COM                 313400301             573      10,046
FEDERAL HOME LN MTG CORP          COM                 313400301             627       11000
FEDERAL HOME LN MTG CORP          COM                 313400301           1,934      33,916
FEDERAL HOME LN MTG CORP          COM                 313400301           2,296      40,270
FEDERAL HOME LN MTG CORP          COM                 313400301           7,353     128,982
FEDERAL NATL MTG ASSN             COM                 313586109               1          14
FEDERAL NATL MTG ASSN             COM                 313586109               5         110
FEDERAL NATL MTG ASSN             COM                 313586109              13         260
FEDERAL NATL MTG ASSN             COM                 313586109             255       5,300
FEDERAL NATL MTG ASSN             COM                 313586109             370       7,700
FEDERAL NATL MTG ASSN             COM                 313586109             452       9,388
FEDERAL NATL MTG ASSN             COM                 313586109             680      14,135
FEDERAL NATL MTG ASSN             COM                 313586109             756      15,726
FEDERAL NATL MTG ASSN             COM                 313586109            1714       35634
FEDERAL NATL MTG ASSN             COM                 313586109            9054      188235
FEDERAL NATL MTG ASSN             COM                 313586109         577,378  12,003,700
FEDERATED DEPT STORES INC DE      COM                 31410H101               4         122
FEDERATED DEPT STORES INC DE      COM                 31410H101             345       9,432
FEDERATED DEPT STORES INC DE      COM                 31410H101           4,000     109,278
FEDERATED INVS INC PA             CL B                314211103              44       1,400
FEDERATED INVS INC PA             CL B                314211103             369      11,711
FEDEX CORP                        COM                 31428X106              12         100
FEDEX CORP                        COM                 31428X106              35         300
FEDEX CORP                        COM                 31428X106              42         360
FEDEX CORP                        COM                 31428X106              47         400
FEDEX CORP                        COM                 31428X106              70         600
FEDEX CORP                        COM                 31428X106             269       2,301
FEDEX CORP                        COM                 31428X106           1,282      10,970
FEDEX CORP                        COM                 31428X106           2,279      19,500
FEDEX CORP                        COM                 31428X106           6,707      57,391
FIDELITY NATL INFORMATION SV      COM                 31620M106             441      12,470
FIDELITY NATL FINL INC            COM                 316326107           1,029      26,431
FIFTH THIRD BANCORP               COM                 316773100               9         255
FIFTH THIRD BANCORP               COM                 316773100              14         390
FIFTH THIRD BANCORP               COM                 316773100              30         810
FIFTH THIRD BANCORP               COM                 316773100              57       1,540
FIFTH THIRD BANCORP               COM                 316773100             342       9,265
FIFTH THIRD BANCORP               COM                 316773100           3,646      98,663
FINISAR                           COM                 31787A101              38       11600
FIRST AMERN CORP CALIF            COM                 318522307             505      11,940
FIRST DATA CORP                   COM                 319963104              42         940
FIRST DATA CORP                   COM                 319963104              49        1095
FIRST DATA CORP                   COM                 319963104              62       1,370
FIRST DATA CORP                   COM                 319963104             189       4,200
FIRST DATA CORP                   COM                 319963104             283       6,275
FIRST DATA CORP                   COM                 319963104             354       7,860
FIRST DATA CORP                   COM                 319963104             403       8,952
FIRST DATA CORP                   COM                 319963104             993       22044
FIRST DATA CORP                   COM                 319963104           1,069      23,726
FIRST DATA CORP                   COM                 319963104           1,280      28,420
FIRST DATA CORP                   COM                 319963104           6,529     144,970
FIRST HORIZON NATL CORP           COM                 320517105             195       4,860
FIRST HORIZON NATL CORP           COM                 320517105             249       6,200
FIRST HORIZON NATL CORP           COM                 320517105             915      22,753
FIRST INDUSTRIAL REALTY TRUS      COM                 32054K103             277       7,300
FIRST MARBLEHEAD CORP             COM                 320771108               5          93
FIRST MARBLEHEAD CORP             COM                 320771108             159       2,800
FIRST MARBLEHEAD CORP             COM                 320771108             198       3,475
FIRST MARBLEHEAD CORP             COM                 320771108             668       11725
FISERV INC                        COM                 337738108               3          60
FISERV INC                        COM                 337738108              73       1,600
FISERV INC                        COM                 337738108             150       3,300
FISERV INC                        COM                 337738108             966      21,305
FISERV INC                        COM                 337738108            1837       40504
FISERV INC                        COM                 337738108           1,912      42,143
FIRSTENERGY CORP                  COM                 337932107              17         319
FIRSTENERGY CORP                  COM                 337932107              27         499
FIRSTENERGY CORP                  COM                 337932107             179       3,300
FIRSTENERGY CORP                  COM                 337932107            3609       66577
FISHER SCIENTIFIC INTL INC        COM NEW             338032204              73       1,000
FISHER SCIENTIFIC INTL INC        COM NEW             338032204              84       1,150
FISHER SCIENTIFIC INTL INC        COM NEW             338032204             110        1500
FISHER SCIENTIFIC INTL INC        COM NEW             338032204             167       2,290
FISHER SCIENTIFIC INTL INC        COM NEW             338032204           1,291      17,674
FISHER SCIENTIFIC INTL INC        COM NEW             338032204           1,603      21,950
FISHER SCIENTIFIC INTL INC        COM NEW             338032204           2,351      32,190
FISHER SCIENTIFIC INTL INC        COM NEW             338032204           3,872      53,010
FISHER SCIENTIFIC INTL INC        COM NEW             338032204           9,778     133,854
FLEXIBLE SOLUTIONS INTL INC       COM                 33938T104             254     103,500
FLUOR CORP NEW                    COM                 343412102              19         200
FLUOR CORP NEW                    COM                 343412102              23         252
FLUOR CORP NEW                    COM                 343412102              59         640
FLUOR CORP NEW                    COM                 343412102              62         664
FLUOR CORP NEW                    COM                 343412102             418        4500
FLUOR CORP NEW                    COM                 343412102           1,257      13,530
FLUSHING FINL CORP                COM                 343873105           6,511     362,539
FOMENTO ECONOMICO MEXICANO S      SPON ADR UNITS      344419106              31         375
FOMENTO ECONOMICO MEXICANO S      SPON ADR UNITS      344419106              84        1005
FOMENTO ECONOMICO MEXICANO S      SPON ADR UNITS      344419106             126       1,500
FOOT LOCKER INC                   COM                 344849104               4         160
FOOT LOCKER INC                   COM                 344849104              11         439
FOOT LOCKER INC                   COM                 344849104              39       1,601
FOOT LOCKER INC                   COM                 344849104             421      17,200
FORD MTR CO DEL                   COM PAR $0.01       345370860               1         100
FORD MTR CO DEL                   COM PAR $0.01       345370860              13       1,860
FORD MTR CO DEL                   COM PAR $0.01       345370860             227       32730
FORD MTR CO DEL                   COM PAR $0.01       345370860             241       34815
FORD MTR CO DEL                   COM PAR $0.01       345370860             263      37,984
FORD MTR CO DEL                   COM PAR $0.01       345370860             450      64,888
FORD MTR CO DEL                   COM PAR $0.01       345370860            2303      332272
FORD MTR CO DEL                   COM PAR $0.01       345370860           2,377     343,000
FORD MTR CO DEL                   COM PAR $0.01       345370860         110,880  16,000,000
FORDING CDN COAL TR               TR UNIT             345425102              13         405
FORDING CDN COAL TR               TR UNIT             345425102             252        7955
FOREST CITY ENTERPRISES INC       CL A                345550107             404       8,100
FOREST LABS INC                   COM                 345838106               2          60
FOREST LABS INC                   COM                 345838106               3          85
FOREST LABS INC                   COM                 345838106              19         490
FOREST LABS INC                   COM                 345838106             139       3,600
FOREST LABS INC                   COM                 345838106           2,142      55,358
FORTUNE BRANDS INC                COM                 349631101               6          80
FORTUNE BRANDS INC                COM                 349631101              23         330
FORTUNE BRANDS INC                COM                 349631101             199       2,796
FORTUNE BRANDS INC                COM                 349631101             238       3,355
FORTUNE BRANDS INC                COM                 349631101           1,924      27,089
FRANCE TELECOM                    SPONSORED ADR       35177Q105              10         460
FRANCE TELECOM                    SPONSORED ADR       35177Q105              12         540
FRANCE TELECOM                    SPONSORED ADR       35177Q105             264       12085
FRANCE TELECOM                    SPONSORED ADR       35177Q105             311      14,245
FRANKLIN ELEC INC                 COM                 353514102             386       7,471
FRANKLIN RES INC                  COM                 354613101               3          40
FRANKLIN RES INC                  COM                 354613101               9         105
FRANKLIN RES INC                  COM                 354613101              30         350
FRANKLIN RES INC                  COM                 354613101              32         370
FRANKLIN RES INC                  COM                 354613101             191       2,200
FRANKLIN RES INC                  COM                 354613101             945      10,884
FRANKLIN RES INC                  COM                 354613101           2,855      32,891
FRANKLIN RES INC                  COM                 354613101           3,454      39,787
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857              25         445
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857              40         716
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857              47         842
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857             139       2,500
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857             153       2,757
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857             224        4050
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857           2,155      38,890
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857           2,159      38,961
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857           4,710      85,000
FREESCALE SEMICONDUCTOR INC       COM CL A            35687M107               4         130
FREESCALE SEMICONDUCTOR INC       COM CL A            35687M107              78       2,700
FREESCALE SEMICONDUCTOR INC       COM CL A            35687M107             120       4,127
FREESCALE SEMICONDUCTOR INC       COM CL A            35687M107             354      12,200
FREESCALE SEMICONDUCTOR INC       CL B                35687M206               3          99
FREESCALE SEMICONDUCTOR INC       CL B                35687M206               4         132
FREESCALE SEMICONDUCTOR INC       CL B                35687M206               5         164
FREESCALE SEMICONDUCTOR INC       CL B                35687M206               6         198
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              11         381
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              13         458
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              23         789
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              28         966
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              78        2650
FREESCALE SEMICONDUCTOR INC       CL B                35687M206             112       3,804
FREESCALE SEMICONDUCTOR INC       CL B                35687M206             122       4,150
FREESCALE SEMICONDUCTOR INC       CL B                35687M206             218       7,418
FREESCALE SEMICONDUCTOR INC       CL B                35687M206           1,902      64,688
FREESCALE SEMICONDUCTOR INC       CL B                35687M206            3153      107228
FRIEDMAN BILLINGS RAMSEY GRO      CL A                358434108               3         266
FRIEDMAN BILLINGS RAMSEY GRO      CL A                358434108               3         260
FRIEDMAN BILLINGS RAMSEY GRO      CL A                358434108              16       1,500
FRIEDMAN BILLINGS RAMSEY GRO      CL A                358434108             137      12,500
FUJI PHOTO FILM LTD               ADR                 359586302              52        1538
FUJI PHOTO FILM LTD               ADR                 359586302             256        7625
FUJI PHOTO FILM LTD               ADR                 359586302             517      15,400
FULTON FINL CORP PA               COM                 360271100             293       18395
GALLAGHER ARTHUR J & CO           COM                 363576109             287      11,330
GALLAHER GROUP PLC                SPONSORED ADR       363595109              10         165
GALLAHER GROUP PLC                SPONSORED ADR       363595109             163       2,600
GALLAHER GROUP PLC                SPONSORED ADR       363595109             734      11,740
GANNETT INC                       COM                 364730101               9         160
GANNETT INC                       COM                 364730101              14         255
GANNETT INC                       COM                 364730101              53         950
GANNETT INC                       COM                 364730101              92       1,645
GANNETT INC                       COM                 364730101             143       2,560
GANNETT INC                       COM                 364730101             322        5750
GANNETT INC                       COM                 364730101             876       15660
GANNETT INC                       COM                 364730101           2,664      47,626
GAP INC DEL                       COM                 364760108               5         300
GAP INC DEL                       COM                 364760108              13         768
GAP INC DEL                       COM                 364760108              14         800
GAP INC DEL                       COM                 364760108              23       1,333
GAP INC DEL                       COM                 364760108              56        3220
GAP INC DEL                       COM                 364760108              79       4,561
GAP INC DEL                       COM                 364760108              90       5,200
GAP INC DEL                       COM                 364760108             104        6000
GAP INC DEL                       COM                 364760108             418      24,000
GAP INC DEL                       COM                 364760108           1,044      60,000
GAP INC DEL                       COM                 364760108           1,767     101,537
GATEWAY INC                       COM                 367626108               0         193
GATEWAY INC                       COM                 367626108               9        4550
GATEWAY INC                       COM                 367626108              31       16535
GEHL CO                           COM                 368483103           1,915      75,000
GENENTECH INC                     COM NEW             368710406              13         160
GENENTECH INC                     COM NEW             368710406              18         220
GENENTECH INC                     COM NEW             368710406              25         300
GENENTECH INC                     COM NEW             368710406              33         400
GENENTECH INC                     COM NEW             368710406              43         524
GENENTECH INC                     COM NEW             368710406             115       1,400
GENENTECH INC                     COM NEW             368710406             172       2,100
GENENTECH INC                     COM NEW             368710406             216        2644
GENENTECH INC                     COM NEW             368710406             254       3,100
GENENTECH INC                     COM NEW             368710406             959      11,723
GENENTECH INC                     COM NEW             368710406             999       12218
GENENTECH INC                     COM NEW             368710406           4,426      54,112
GENENTECH INC                     COM NEW             368710406           4,815      58,869
GENERAL DYNAMICS CORP             COM                 369550108              13         195
GENERAL DYNAMICS CORP             COM                 369550108              22         340
GENERAL DYNAMICS CORP             COM                 369550108              26         404
GENERAL DYNAMICS CORP             COM                 369550108              26         400
GENERAL DYNAMICS CORP             COM                 369550108              52         800
GENERAL DYNAMICS CORP             COM                 369550108             170       2,600
GENERAL DYNAMICS CORP             COM                 369550108           3,027      46,238
GENERAL DYNAMICS CORP             COM                 369550108           4,994      76,298
GENERAL ELECTRIC CO               COM                 369604103               4         115
GENERAL ELECTRIC CO               COM                 369604103              81       2,470
GENERAL ELECTRIC CO               COM                 369604103             154       4,664
GENERAL ELECTRIC CO               COM                 369604103             316       9,600
GENERAL ELECTRIC CO               COM                 369604103             418      12,692
GENERAL ELECTRIC CO               COM                 369604103             483      14,663
GENERAL ELECTRIC CO               COM                 369604103             485      14,724
GENERAL ELECTRIC CO               COM                 369604103             492       14930
GENERAL ELECTRIC CO               COM                 369604103             952       28891
GENERAL ELECTRIC CO               COM                 369604103            1058       32100
GENERAL ELECTRIC CO               COM                 369604103            1430       43400
GENERAL ELECTRIC CO               COM                 369604103           1,632      49,527
GENERAL ELECTRIC CO               COM                 369604103           2,000      60,682
GENERAL ELECTRIC CO               COM                 369604103           2,076      63,000
GENERAL ELECTRIC CO               COM                 369604103           2,680      81,325
GENERAL ELECTRIC CO               COM                 369604103           2,997      90,917
GENERAL ELECTRIC CO               COM                 369604103            3320      100740
GENERAL ELECTRIC CO               COM                 369604103           3,626     110,000
GENERAL ELECTRIC CO               COM                 369604103            3721      112909
GENERAL ELECTRIC CO               COM                 369604103            9707      294510
GENERAL ELECTRIC CO               COM                 369604103          16,960     514,571
GENERAL ELECTRIC CO               COM                 369604103          23,672     718,199
GENERAL ELECTRIC CO               COM                 369604103          32,266     978,951
GENERAL ELECTRIC CO               COM                 369604103          35,944   1,090,529
GENERAL ELECTRIC CO               COM                 369604103          37,593   1,140,565
GENERAL ELECTRIC CO               COM                 369604103           65359     1982990
GENERAL GROWTH PPTYS INC          COM                 370021107           1,513      33,577
GENERAL MLS INC                   COM                 370334104               9         180
GENERAL MLS INC                   COM                 370334104              91        1755
GENERAL MLS INC                   COM                 370334104             124       2,400
GENERAL MLS INC                   COM                 370334104             181       3,500
GENERAL MLS INC                   COM                 370334104             271        5255
GENERAL MLS INC                   COM                 370334104             544      10,534
GENERAL MLS INC                   COM                 370334104           1,488      28,800
GENERAL MLS INC                   COM                 370334104           3,278      63,463
GENERAL MLS INC                   COM                 370334104           4,635      89,725
GENERAL MTRS CORP                 COM                 370442105               3         105
GENERAL MTRS CORP                 COM                 370442105               5         175
GENERAL MTRS CORP                 COM                 370442105              14         474
GENERAL MTRS CORP                 COM                 370442105              16         550
GENERAL MTRS CORP                 COM                 370442105              42       1,400
GENERAL MTRS CORP                 COM                 370442105              42        1425
GENERAL MTRS CORP                 COM                 370442105              43       1,438
GENERAL MTRS CORP                 COM                 370442105             103        3455
GENERAL MTRS CORP                 COM                 370442105             262       8,789
GENERAL MTRS CORP                 COM                 370442105           2,841      95,370
GENERAL MTRS CORP                 COM                 370442105           3,317     111,347
GENTEX CORP                       COM                 371901109             282       20110
GENUINE PARTS CO                  COM                 372460105               9         224
GENUINE PARTS CO                  COM                 372460105             528      12,665
GENUINE PARTS CO                  COM                 372460105           1,408      33,800
GENUINE PARTS CO                  COM                 372460105           1,741      41,800
GENWORTH FINL INC                 COM CL A            37247D106               2          50
GENWORTH FINL INC                 COM CL A            37247D106              10         279
GENWORTH FINL INC                 COM CL A            37247D106              38        1085
GENWORTH FINL INC                 COM CL A            37247D106              73        2100
GENWORTH FINL INC                 COM CL A            37247D106              80       2,300
GENWORTH FINL INC                 COM CL A            37247D106             542       15570
GENWORTH FINL INC                 COM CL A            37247D106           3,029      86,940
GENZYME CORP                      COM                 372917104               4          65
GENZYME CORP                      COM                 372917104               9         140
GENZYME CORP                      COM                 372917104              19         306
GENZYME CORP                      COM                 372917104             122       2,000
GENZYME CORP                      COM                 372917104             289       4,735
GENZYME CORP                      COM                 372917104             354       5,798
GENZYME CORP                      COM                 372917104           3,130      51,267
GERDAU S A                        SPONSORED ADR       373737105               1          46
GERDAU S A                        SPONSORED ADR       373737105               2         146
GERDAU S A                        SPONSORED ADR       373737105             125       8,400
GERDAU S A                        SPONSORED ADR       373737105            746      50,000
GERDAU S A                        SPONSORED ADR       373737105             930      62,400
GETTY IMAGES INC                  COM                 374276103              14         221
GETTY IMAGES INC                  COM                 374276103             539       8,490
GILEAD SCIENCES INC               COM                 375558103             118       2,000
GILEAD SCIENCES INC               COM                 375558103             176       2,975
GILEAD SCIENCES INC               COM                 375558103             177       3,000
GILEAD SCIENCES INC               COM                 375558103             448       7,575
GILEAD SCIENCES INC               COM                 375558103           5,155      87,130
GILEAD SCIENCES INC               COM                 375558103            5357       90554
GILDAN ACTIVEWEAR INC             COM                 375916103             262       5,576
GLAMIS GOLD LTD                   COM                 376775102              19         500
GLAMIS GOLD LTD                   COM                 376775102              45       1,200
GLAMIS GOLD LTD                   COM                 376775102              96       2,525
GLAMIS GOLD LTD                   COM                 376775102             368       9,713
GLAMIS GOLD LTD                   COM                 376775102             521      13,760
GLATFELTER                        COM                 377316104               2         104
GLATFELTER                        COM                 377316104             409      25,770
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105              32         567
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105              67       1,200
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105              84       1,500
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105             205        3670
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105             303        5422
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105             845      15,151
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105           1,119      20,059
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105           2,535      45,425
GLENCAIRN GOLD CORP               COM                 377903109              49       74000
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106               1          54
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106               2         104
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106               8         331
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106              11         500
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106              44       1,935
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106              69       3,000
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106             315      13,770
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106             581      25,350
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106             641       28000
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106           1,145      50,000
GOLDCORP INC NEW                  COM                 380956409              14         456
GOLDCORP INC NEW                  COM                 380956409              97       3,200
GOLDCORP INC NEW                  COM                 380956409             586      19,405
GOLDEN STAR RES LTD CDA           COM                 38119T104               2         817
GOLDEN STAR RES LTD CDA           COM                 38119T104              18       6,000
GOLDEN STAR RES LTD CDA           COM                 38119T104              30       10000
GOLDEN WEST FINL CORP DEL         COM                 381317106               1           8
GOLDEN WEST FINL CORP DEL         COM                 381317106               6          75
GOLDEN WEST FINL CORP DEL         COM                 381317106              22         295
GOLDEN WEST FINL CORP DEL         COM                 381317106              46         615
GOLDEN WEST FINL CORP DEL         COM                 381317106             260       3,503
GOLDEN WEST FINL CORP DEL         COM                 381317106             928      12,500
GOLDEN WEST FINL CORP DEL         COM                 381317106           3,723      50,180
GOLDFIELD CORP                    COM                 381370105              50      28,200
GOLDMAN SACHS GROUP INC           COM                 38141G104              30         200
GOLDMAN SACHS GROUP INC           COM                 38141G104              57         380
GOLDMAN SACHS GROUP INC           COM                 38141G104              75         500
GOLDMAN SACHS GROUP INC           COM                 38141G104             150       1,000
GOLDMAN SACHS GROUP INC           COM                 38141G104             192       1,277
GOLDMAN SACHS GROUP INC           COM                 38141G104             406        2700
GOLDMAN SACHS GROUP INC           COM                 38141G104             425        2825
GOLDMAN SACHS GROUP INC           COM                 38141G104             722       4,799
GOLDMAN SACHS GROUP INC           COM                 38141G104             876       5,825
GOLDMAN SACHS GROUP INC           COM                 38141G104            1210        8045
GOLDMAN SACHS GROUP INC           COM                 38141G104           2,819      18,739
GOLDMAN SACHS GROUP INC           COM                 38141G104           3,009      20,000
GOLDMAN SACHS GROUP INC           COM                 38141G104            3156       20979
GOLDMAN SACHS GROUP INC           COM                 38141G104           3,555      23,632
GOLDMAN SACHS GROUP INC           COM                 38141G104           5,109      33,961
GOLDMAN SACHS GROUP INC           COM                 38141G104          12,333      81,983
GOLDMAN SACHS GROUP INC           COM                 38141G104           26963      179240
GOODRICH CORP                     COM                 382388106              77        1900
GOODRICH CORP                     COM                 382388106             754      18,715
GOODYEAR TIRE & RUBR CO           COM                 382550101              11        1000
GOODYEAR TIRE & RUBR CO           COM                 382550101              17       1,500
GOODYEAR TIRE & RUBR CO           COM                 382550101              32        2855
GOODYEAR TIRE & RUBR CO           COM                 382550101              40       3,600
GOODYEAR TIRE & RUBR CO           COM                 382550101              91       8,214
GOODYEAR TIRE & RUBR CO           COM                 382550101             119      10,691
GOOGLE INC                        CL A                38259P508              29          70
GOOGLE INC                        CL A                38259P508              34          80
GOOGLE INC                        CL A                38259P508              46         110
GOOGLE INC                        CL A                38259P508              92         220
GOOGLE INC                        CL A                38259P508             126         300
GOOGLE INC                        CL A                38259P508             126         300
GOOGLE INC                        CL A                38259P508             273         650
GOOGLE INC                        CL A                38259P508             296         705
GOOGLE INC                        CL A                38259P508             425        1013
GOOGLE INC                        CL A                38259P508           3,431       8,183
GOOGLE INC                        CL A                38259P508            3539        8440
GOOGLE INC                        CL A                38259P508          18,323      43,697
GORMAN RUPP CO                    COM                 383082104             200        7500
GRAINGER W W INC                  COM                 384802104               8         106
GRAINGER W W INC                  COM                 384802104             140       1,862
GRAINGER W W INC                  COM                 384802104           1,183      15,729
GRAINGER W W INC                  COM                 384802104           1,309      17,400
GRANT PRIDECO INC                 COM                 38821G101               3          60
GRANT PRIDECO INC                 COM                 38821G101               6         130
GRANT PRIDECO INC                 COM                 38821G101              37         820
GRANT PRIDECO INC                 COM                 38821G101              48       1,070
GRANT PRIDECO INC                 COM                 38821G101              49       1,100
GRANT PRIDECO INC                 COM                 38821G101             120       2,680
GRANT PRIDECO INC                 COM                 38821G101             652      14,575
GRANT PRIDECO INC                 COM                 38821G101             843       18848
GRANT PRIDECO INC                 COM                 38821G101           3,065      68,500
GRANT PRIDECO INC                 COM                 38821G101            5035      112515
GREAT LAKES BANCORP INC NEW       COM                 390914109           1,330      76,111
GROUPE DANONE                     SPONSORED ADR       399449107             104       3,890
GROUPE DANONE                     SPONSORED ADR       399449107             144        5400
GROUPE CGI INC                    CL A SUB VTG        39945C109             294       47520
GRUPO TELEVISA SA DE CV           SP ADR REP ORD      40049J206              77       4,000
GRUPO TELEVISA SA DE CV           SP ADR REP ORD      40049J206             178       9,200
GRUPO TELEVISA SA DE CV           SP ADR REP ORD      40049J206           1,031      53,400
GRUPO AEROPORTUARIO DEL PAC       SPON ADR B          400506101               1          21
GRUPO AEROPORTUARIO DEL PAC       SPON ADR B          400506101               2          68
GRUPO AEROPORTUARIO DEL PAC       SPON ADR B          400506101           1,523      47,817
GTECH HLDGS CORP                  COM                 400518106             706      20,300
GYRODYNE CO AMER INC              COM                 403820103           3,256      60,580
HCA INC                           COM                 404119109              10         235
HCA INC                           COM                 404119109             354       8,201
HCA INC                           COM                 404119109             459      10,639
HCA INC                           COM                 404119109             468       10850
HCA INC                           COM                 404119109             480       11120
HCA INC                           COM                 404119109           1,307      30,300
HCA INC                           COM                 404119109            3303       76553
HCC INS HLDGS INC                 COM                 404132102             208       7,050
HSBC HLDGS PLC                    SPON ADR NEW        404280406              42         475
HSBC HLDGS PLC                    SPON ADR NEW        404280406              44         495
HSBC HLDGS PLC                    SPON ADR NEW        404280406              69         785
HSBC HLDGS PLC                    SPON ADR NEW        404280406             212       2,400
HSBC HLDGS PLC                    SPON ADR NEW        404280406             228       2,578
HSBC HLDGS PLC                    SPON ADR NEW        404280406            1199       13575
HSBC HLDGS PLC                    SPON ADR NEW        404280406            3478       39365
HSBC HLDGS PLC                    SPON ADR NEW        404280406           3,763      42,594
HSBC HLDGS PLC                    SPON ADR NEW        404280406           6,265      70,914
HSBC HLDGS PLC                    ADR A 1/40PF A      404280604             359      15,450
HSBC HLDGS PLC                    ADR A 1/40PF A      404280604             418       18000
HSBC HLDGS PLC                    ADR A 1/40PF A      404280604            1580       68000
HALLIBURTON CO                    COM                 406216101              37         500
HALLIBURTON CO                    COM                 406216101              43         585
HALLIBURTON CO                    COM                 406216101              48         650
HALLIBURTON CO                    COM                 406216101              74       1,000
HALLIBURTON CO                    COM                 406216101             111       1,500
HALLIBURTON CO                    COM                 406216101             133        1790
HALLIBURTON CO                    COM                 406216101             141       1,900
HALLIBURTON CO                    COM                 406216101             154       2,070
HALLIBURTON CO                    COM                 406216101             223       3,000
HALLIBURTON CO                    COM                 406216101             594       8,000
HALLIBURTON CO                    COM                 406216101             874      11,774
HALLIBURTON CO                    COM                 406216101             898      12,100
HALLIBURTON CO                    COM                 406216101            1250       16843
HALLIBURTON CO                    COM                 406216101           5,584      75,244
HALLIBURTON CO                    COM                 406216101           6,355      85,640
HANCOCK JOHN PATRIOT PREM DI      COM                 41013Q101             171      21,307
HARDINGE INC                      COM                 412324303             410      26,550
HARKEN ENERGY CORP                COM NEW             412552309               6      10,000
HARLEY DAVIDSON INC               COM                 412822108               8         145
HARLEY DAVIDSON INC               COM                 412822108              13         235
HARLEY DAVIDSON INC               COM                 412822108              18         325
HARLEY DAVIDSON INC               COM                 412822108              22         400
HARLEY DAVIDSON INC               COM                 412822108              77       1,405
HARLEY DAVIDSON INC               COM                 412822108             109       1,985
HARLEY DAVIDSON INC               COM                 412822108             115       2,100
HARLEY DAVIDSON INC               COM                 412822108             277       5,054
HARLEY DAVIDSON INC               COM                 412822108             326       5,940
HARLEY DAVIDSON INC               COM                 412822108             454       8,270
HARLEY DAVIDSON INC               COM                 412822108           3,161      57,589
HARMAN INTL INDS INC              COM                 413086109               4          50
HARMAN INTL INDS INC              COM                 413086109             216        2533
HARMAN INTL INDS INC              COM                 413086109             324       3,800
HARMAN INTL INDS INC              COM                 413086109           1,106      12,950
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300               2         116
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300              10         620
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300              16       1,000
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300             142       8,700
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300             244      15,000
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300             358      22,000
HARRAHS ENTMT INC                 COM                 413619107              50         700
HARRAHS ENTMT INC                 COM                 413619107              52         731
HARRAHS ENTMT INC                 COM                 413619107             157       2,200
HARRAHS ENTMT INC                 COM                 413619107             568       7,980
HARRAHS ENTMT INC                 COM                 413619107           2,557      35,917
HARRIS CORP DEL                   COM                 413875105               5         128
HARRIS CORP DEL                   COM                 413875105             533      12,840
HARTFORD FINL SVCS GROUP INC      COM                 416515104              20         232
HARTFORD FINL SVCS GROUP INC      COM                 416515104              89       1,056
HARTFORD FINL SVCS GROUP INC      COM                 416515104             398       4,700
HARTFORD FINL SVCS GROUP INC      COM                 416515104             446       5,277
HARTFORD FINL SVCS GROUP INC      COM                 416515104             714       8,437
HARTFORD FINL SVCS GROUP INC      COM                 416515104             783       9,250
HARTFORD FINL SVCS GROUP INC      COM                 416515104             894       10570
HARTFORD FINL SVCS GROUP INC      COM                 416515104            1068       12629
HARTFORD FINL SVCS GROUP INC      COM                 416515104            5042       59599
HARVEST ENERGY TR                 TRUST UNIT          41752X101              65       2,180
HARVEST ENERGY TR                 TRUST UNIT          41752X101           1,088      36,543
HASBRO INC                        COM                 418056107              14         800
HASBRO INC                        COM                 418056107             640      35,330
HEALTH CARE PPTY INVS INC         COM                 421915109             345      12,900
HEALTH MGMT ASSOC INC NEW         CL A                421933102              16         800
HEALTH MGMT ASSOC INC NEW         CL A                421933102             127       6,453
HEALTH MGMT ASSOC INC NEW         CL A                421933102             158       8,000
HEALTH MGMT ASSOC INC NEW         CL A                421933102             331       16800
HEALTH MGMT ASSOC INC NEW         CL A                421933102             442      22,413
HEALTH MGMT ASSOC INC NEW         CL A                421933102             922      46,769
HEALTH MGMT ASSOC INC NEW         CL A                421933102           4,814     244,239
HEALTHCARE RLTY TR                COM                 421946104             287       9,000
HEALTH CARE REIT INC              COM                 42217K106             315       9,000
HEALTH NET INC                    COM                 42222G108             678      15,000
HEALTH NET INC                    COM                 42222G108             765      16,940
HECLA MNG CO                      COM                 422704106               8        1500
HECLA MNG CO                      COM                 422704106              67      12,700
HEINZ H J CO                      COM                 423074103              10         240
HEINZ H J CO                      COM                 423074103              15         360
HEINZ H J CO                      COM                 423074103              21         500
HEINZ H J CO                      COM                 423074103             222       5,377
HEINZ H J CO                      COM                 423074103             227        5500
HEINZ H J CO                      COM                 423074103             360        8740
HEINZ H J CO                      COM                 423074103             536       13000
HEINZ H J CO                      COM                 423074103             579      14,045
HEINZ H J CO                      COM                 423074103             584      14,160
HEINZ H J CO                      COM                 423074103           2,254      54,673
HELIX ENERGY SOLUTIONS GRP I      COM                 42330P107              19         480
HELIX ENERGY SOLUTIONS GRP I      COM                 42330P107              36         900
HELIX ENERGY SOLUTIONS GRP I      COM                 42330P107              83       2,050
HELIX ENERGY SOLUTIONS GRP I      COM                 42330P107             339       8,400
HELIX ENERGY SOLUTIONS GRP I      COM                 42330P107            1621       40155
HERSHEY CO                        COM                 427866108               5          95
HERSHEY CO                        COM                 427866108              11         200
HERSHEY CO                        COM                 427866108              11         195
HERSHEY CO                        COM                 427866108              39         700
HERSHEY CO                        COM                 427866108             220       4,000
HERSHEY CO                        COM                 427866108             816      14,811
HERSHEY CO                        COM                 427866108           1,524      27,682
HERSHEY CO                        COM                 427866108          10,427     189,348
HESS CORP                         COM                 42809H107              91        1719
HESS CORP                         COM                 42809H107             174        3300
HESS CORP                         COM                 42809H107           1,796      33,990
HESS CORP                         COM                 42809H107           4,724      89,384
HEWLETT PACKARD CO                COM                 428236103               4         126
HEWLETT PACKARD CO                COM                 428236103               5         153
HEWLETT PACKARD CO                COM                 428236103              10         310
HEWLETT PACKARD CO                COM                 428236103              62        1970
HEWLETT PACKARD CO                COM                 428236103              80       2,514
HEWLETT PACKARD CO                COM                 428236103             135       4,266
HEWLETT PACKARD CO                COM                 428236103             183        5765
HEWLETT PACKARD CO                COM                 428236103             313       9,876
HEWLETT PACKARD CO                COM                 428236103             475       15000
HEWLETT PACKARD CO                COM                 428236103             857      27,060
HEWLETT PACKARD CO                COM                 428236103             859      27,115
HEWLETT PACKARD CO                COM                 428236103             955      30,141
HEWLETT PACKARD CO                COM                 428236103            1587       50099
HEWLETT PACKARD CO                COM                 428236103            1865       58871
HEWLETT PACKARD CO                COM                 428236103           4,775     150,716
HEWLETT PACKARD CO                COM                 428236103           7,980     251,885
HEWLETT PACKARD CO                COM                 428236103          18,167     573,439
HILLENBRAND INDS INC              COM                 431573104             255       5,260
HILTON HOTELS CORP                COM                 432848109             221       7,800
HILTON HOTELS CORP                COM                 432848109             385      13,610
HILTON HOTELS CORP                COM                 432848109           1,887      66,716
HIMAX TECHNOLOGIES INC            SPONSORED ADR       43289P106              57       10000
HITACHI LIMITED                   ADR 10 COM          433578507               7         113
HITACHI LIMITED                   ADR 10 COM          433578507              28         421
HITACHI LIMITED                   ADR 10 COM          433578507             156       2,367
HITACHI LIMITED                   ADR 10 COM          433578507             265        4015
HOME DEPOT INC                    COM                 437076102              11         305
HOME DEPOT INC                    COM                 437076102              36       1,000
HOME DEPOT INC                    COM                 437076102              36        1000
HOME DEPOT INC                    COM                 437076102              50       1,400
HOME DEPOT INC                    COM                 437076102              54        1500
HOME DEPOT INC                    COM                 437076102              57       1,605
HOME DEPOT INC                    COM                 437076102              71        1996
HOME DEPOT INC                    COM                 437076102              81       2,250
HOME DEPOT INC                    COM                 437076102              86       2,413
HOME DEPOT INC                    COM                 437076102              89       2,475
HOME DEPOT INC                    COM                 437076102             179        5000
HOME DEPOT INC                    COM                 437076102             220       6,135
HOME DEPOT INC                    COM                 437076102             612      17,100
HOME DEPOT INC                    COM                 437076102             668       18675
HOME DEPOT INC                    COM                 437076102             830       23182
HOME DEPOT INC                    COM                 437076102             887      24,793
HOME DEPOT INC                    COM                 437076102           1,666      46,539
HOME DEPOT INC                    COM                 437076102            3372       94220
HOME DEPOT INC                    COM                 437076102           4,001     111,783
HOME DEPOT INC                    COM                 437076102           6,684     186,759
HOME DEPOT INC                    COM                 437076102          15,681     438,130
HONDA MOTOR LTD                   AMERN SHS           438128308               6         200
HONDA MOTOR LTD                   AMERN SHS           438128308            5700      179148
HONEYWELL INTL INC                COM                 438516106              12         310
HONEYWELL INTL INC                COM                 438516106              20         500
HONEYWELL INTL INC                COM                 438516106              28         700
HONEYWELL INTL INC                COM                 438516106              35         870
HONEYWELL INTL INC                COM                 438516106              64        1600
HONEYWELL INTL INC                COM                 438516106              69        1700
HONEYWELL INTL INC                COM                 438516106              82        2030
HONEYWELL INTL INC                COM                 438516106             339       8,400
HONEYWELL INTL INC                COM                 438516106             366        9079
HONEYWELL INTL INC                COM                 438516106             385        9560
HONEYWELL INTL INC                COM                 438516106             643      15,956
HONEYWELL INTL INC                COM                 438516106             841      20,869
HONEYWELL INTL INC                COM                 438516106           1,084      26,890
HONEYWELL INTL INC                COM                 438516106           1,274      31,607
HONEYWELL INTL INC                COM                 438516106           8,378     207,896
HORMEL FOODS CORP                 COM                 440452100             364       9,810
HOSPIRA INC                       COM                 441060100               1          23
HOSPIRA INC                       COM                 441060100              13         300
HOSPIRA INC                       COM                 441060100              27         620
HOSPIRA INC                       COM                 441060100              50        1170
HOSPIRA INC                       COM                 441060100              86       1,992
HOSPIRA INC                       COM                 441060100             299       6,956
HOSPIRA INC                       COM                 441060100           1,098      25,567
HOSPITALITY PPTYS TR              COM SH BEN INT      44106M102             255        5800
HOST HOTELS & RESORTS INC         COM                 44107P104               6         273
HOST HOTELS & RESORTS INC         COM                 44107P104              11         493
HOST HOTELS & RESORTS INC         COM                 44107P104             117        5372
HOST HOTELS & RESORTS INC         COM                 44107P104             126       5,777
HOST HOTELS & RESORTS INC         COM                 44107P104             470       21506
HOST HOTELS & RESORTS INC         COM                 44107P104             490      22,406
HOST HOTELS & RESORTS INC         COM                 44107P104           1,391      63,587
HUBBELL INC                       CL B                443510201             443        9301
HUDSON CITY BANCORP               COM                 443683107             931      69,864
HUGOTON RTY TR TEX                UNIT BEN INT        444717102               0           5
HUGOTON RTY TR TEX                UNIT BEN INT        444717102               1          24
HUGOTON RTY TR TEX                UNIT BEN INT        444717102              30       1,000
HUGOTON RTY TR TEX                UNIT BEN INT        444717102             216       7,281
HUGOTON RTY TR TEX                UNIT BEN INT        444717102             406      13,664
HUMANA INC                        COM                 444859102              56       1,050
HUMANA INC                        COM                 444859102           1,559      29,040
HUMAN GENOME SCIENCES INC         COM                 444903108               4         400
HUMAN GENOME SCIENCES INC         COM                 444903108              30        2800
HUMAN GENOME SCIENCES INC         COM                 444903108           28462     2660000
HUNT J B TRANS SVCS INC           COM                 445658107               3         105
HUNT J B TRANS SVCS INC           COM                 445658107               6         223
HUNT J B TRANS SVCS INC           COM                 445658107              98       3,936
HUNT J B TRANS SVCS INC           COM                 445658107             361      14,480
HUNTINGTON BANCSHARES INC         COM                 446150104               2          70
HUNTINGTON BANCSHARES INC         COM                 446150104           1,143      48,486
HUTCHISON TELECOMM INTL LTD       SPONSORED ADR       44841T107          172535     7216000
HYPERCOM CORP                     COM                 44913M105             202      21,600
IAC INTERACTIVECORP               COM NEW             44919P300               7         280
IAC INTERACTIVECORP               COM NEW             44919P300               9         322
IAC INTERACTIVECORP               COM NEW             44919P300              14         535
IAC INTERACTIVECORP               COM NEW             44919P300              20         765
IAC INTERACTIVECORP               COM NEW             44919P300              44       1,665
IAC INTERACTIVECORP               COM NEW             44919P300              95       3,605
IAC INTERACTIVECORP               COM NEW             44919P300           1,032      38,950
IPCS INC                          COM NEW             44980Y305            370       7,665
IPIX CORP                         COM                 44982L103              17       20000
IMS HEALTH INC                    COM                 449934108              21         800
IMS HEALTH INC                    COM                 449934108              54        2000
IMS HEALTH INC                    COM                 449934108             430       16000
IMS HEALTH INC                    COM                 449934108             483      18,000
IMS HEALTH INC                    COM                 449934108           1,186      44,163
ISTAR FINL INC                    COM                 45031U101             516      13,670
ITT INDS INC IND                  COM                 450911102               6         120
ITT INDS INC IND                  COM                 450911102              10         200
ITT INDS INC IND                  COM                 450911102              18         360
ITT INDS INC IND                  COM                 450911102              29         580
ITT INDS INC IND                  COM                 450911102             116       2,350
ITT INDS INC IND                  COM                 450911102             198       4,000
ITT INDS INC IND                  COM                 450911102           1,194      24,130
ITT INDS INC IND                  COM                 450911102           1,241      25,080
ITT INDS INC IND                  COM                 450911102           1,258      25,409
ITT INDS INC IND                  COM                 450911102           1,532      30,947
ITT INDS INC IND                  COM                 450911102           1,764      35,632
ITT INDS INC IND                  COM                 450911102           2,536      51,240
ITT INDS INC IND                  COM                 450911102           5,103     103,088
ITT INDS INC IND                  COM                 450911102           8,608     173,899
ICICI BK LTD                      ADR                 45104G104               2         100
ICICI BK LTD                      ADR                 45104G104              35       1,500
ICICI BK LTD                      ADR                 45104G104              38        1600
ICICI BK LTD                      ADR                 45104G104              79       3,360
ICICI BK LTD                      ADR                 45104G104             154       6,500
ICICI BK LTD                      ADR                 45104G104             343      14,522
ICICI BK LTD                      ADR                 45104G104           5,068     214,300
ILLINOIS TOOL WKS INC             COM                 452308109               5         115
ILLINOIS TOOL WKS INC             COM                 452308109               7         150
ILLINOIS TOOL WKS INC             COM                 452308109              24         510
ILLINOIS TOOL WKS INC             COM                 452308109              38         800
ILLINOIS TOOL WKS INC             COM                 452308109             343       7,225
ILLINOIS TOOL WKS INC             COM                 452308109             925      19,481
ILLINOIS TOOL WKS INC             COM                 452308109             980      20,624
ILLINOIS TOOL WKS INC             COM                 452308109           1,204      25,345
ILLINOIS TOOL WKS INC             COM                 452308109           3,122      65,720
ILLINOIS TOOL WKS INC             COM                 452308109           4,180      88,000
ILLINOIS TOOL WKS INC             COM                 452308109           4,591      96,656
ILLINOIS TOOL WKS INC             COM                 452308109           4,675      98,416
ILLINOIS TOOL WKS INC             COM                 452308109          11,952     251,624
IMCLONE SYS INC                   COM                 45245W109               8         200
IMCLONE SYS INC                   COM                 45245W109              23         600
IMCLONE SYS INC                   COM                 45245W109             209       5,400
IMPERIAL OIL LTD                  COM NEW             453038408              11         300
IMPERIAL OIL LTD                  COM NEW             453038408             279       7,650
IMPERIAL OIL LTD                  COM NEW             453038408           8,616     235,980
IMPERIAL TOBACCO GROUP PLC        SPONSORED ADR       453142101               7         120
IMPERIAL TOBACCO GROUP PLC        SPONSORED ADR       453142101              27         430
IMPERIAL TOBACCO GROUP PLC        SPONSORED ADR       453142101              99       1,609
IMPERIAL TOBACCO GROUP PLC        SPONSORED ADR       453142101             773       12515
INCO LTD                          COM                 453258402               1          22
INCO LTD                          COM                 453258402              51         775
INCO LTD                          COM                 453258402             100       1,520
INCO LTD                          COM                 453258402             461       7,000
INCO LTD                          COM                 453258402           2,560      38,841
INFINEON TECHNOLOGIES AG          SPONSORED ADR       45662N103               9         780
INFINEON TECHNOLOGIES AG          SPONSORED ADR       45662N103              43        3845
INFINEON TECHNOLOGIES AG          SPONSORED ADR       45662N103             183       16400
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               1          13
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               2          25
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               3          40
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               6          81
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               6          85
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               8         100
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108              94        1230
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108             160       2,100
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108           1,543      20,200
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108          44,214     578,641
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              69        1759
ING GROEP N V                     SPONSORED ADR       456837103           2,136      54,316
ING GROEP N V                     SPONSORED ADR       456837103           4,657     118,450
INTEL CORP                        COM                 458140100               3         170
INTEL CORP                        COM                 458140100               6         300
INTEL CORP                        COM                 458140100               8         440
INTEL CORP                        COM                 458140100              10         528
INTEL CORP                        COM                 458140100              45       2,377
INTEL CORP                        COM                 458140100              61       3,214
INTEL CORP                        COM                 458140100              76        4000
INTEL CORP                        COM                 458140100              77       4,048
INTEL CORP                        COM                 458140100             230      12,080
INTEL CORP                        COM                 458140100             241       12700
INTEL CORP                        COM                 458140100             383      20,139
INTEL CORP                        COM                 458140100             883       46482
INTEL CORP                        COM                 458140100             931      49,021
INTEL CORP                        COM                 458140100           1,546      81,382
INTEL CORP                        COM                 458140100            2372      124850
INTEL CORP                        COM                 458140100           2,434     128,120
INTEL CORP                        COM                 458140100           4,364     229,674
INTEL CORP                        COM                 458140100            5035      264988
INTEL CORP                        COM                 458140100           7,125     375,019
INTEL CORP                        COM                 458140100           7,764     408,649
INTEL CORP                        COM                 458140100           9,815     516,588
INTEL CORP                        COM                 458140100          11,834     622,832
INTEL CORP                        COM                 458140100           12948      681495
INTEL CORP                        COM                 458140100          22,183   1,167,515
INTERNATIONAL BUSINESS MACHS      COM                 459200101              15         200
INTERNATIONAL BUSINESS MACHS      COM                 459200101              31         400
INTERNATIONAL BUSINESS MACHS      COM                 459200101              32         416
INTERNATIONAL BUSINESS MACHS      COM                 459200101              69         900
INTERNATIONAL BUSINESS MACHS      COM                 459200101             178       2,320
INTERNATIONAL BUSINESS MACHS      COM                 459200101             223       2,900
INTERNATIONAL BUSINESS MACHS      COM                 459200101             229       2,979
INTERNATIONAL BUSINESS MACHS      COM                 459200101             236        3076
INTERNATIONAL BUSINESS MACHS      COM                 459200101             288        3746
INTERNATIONAL BUSINESS MACHS      COM                 459200101             312        4065
INTERNATIONAL BUSINESS MACHS      COM                 459200101             318       4,146
INTERNATIONAL BUSINESS MACHS      COM                 459200101             323        4200
INTERNATIONAL BUSINESS MACHS      COM                 459200101             639       8,323
INTERNATIONAL BUSINESS MACHS      COM                 459200101             686       8,932
INTERNATIONAL BUSINESS MACHS      COM                 459200101            1229       16000
INTERNATIONAL BUSINESS MACHS      COM                 459200101           3,073      40,000
INTERNATIONAL BUSINESS MACHS      COM                 459200101            4807       62576
INTERNATIONAL BUSINESS MACHS      COM                 459200101           9,133     118,886
INTERNATIONAL BUSINESS MACHS      COM                 459200101          10,791     140,467
INTERNATIONAL BUSINESS MACHS      COM                 459200101          10,802     140,617
INTERNATIONAL BUSINESS MACHS      COM                 459200101          13,515     175,936
INTERNATIONAL BUSINESS MACHS      COM                 459200101          15,471     201,391
INTERNATIONAL BUSINESS MACHS      COM                 459200101          24,296     316,274
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101              16         450
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101              22         620
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101              56       1,600
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101             113        3200
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101             178       5,065
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101             468      13,290
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101             587      16,655
INTERNATIONAL GAME TECHNOLOG      COM                 459902102               6         155
INTERNATIONAL GAME TECHNOLOG      COM                 459902102               9         225
INTERNATIONAL GAME TECHNOLOG      COM                 459902102               9         225
INTERNATIONAL GAME TECHNOLOG      COM                 459902102              30         790
INTERNATIONAL GAME TECHNOLOG      COM                 459902102              57        1500
INTERNATIONAL GAME TECHNOLOG      COM                 459902102             110        2900
INTERNATIONAL GAME TECHNOLOG      COM                 459902102             167       4,400
INTERNATIONAL GAME TECHNOLOG      COM                 459902102             228       6,000
INTERNATIONAL GAME TECHNOLOG      COM                 459902102             503      13,260
INTERNATIONAL GAME TECHNOLOG      COM                 459902102             831      21,892
INTERNATIONAL GAME TECHNOLOG      COM                 459902102           2,293      60,434
INTERNATIONAL GAME TECHNOLOG      DBCV         1/2    459902AM4               8       10000
INTL PAPER CO                     COM                 460146103              12         361
INTL PAPER CO                     COM                 460146103              71        2200
INTL PAPER CO                     COM                 460146103             428      13,246
INTL PAPER CO                     COM                 460146103             553      17,116
INTL PAPER CO                     COM                 460146103             594       18393
INTL PAPER CO                     COM                 460146103           2,908      90,029
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102              11         200
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102              48         900
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102              69       1,300
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102             176       3,300
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102            2292       43000
INTERPUBLIC GROUP COS INC         COM                 460690100               1          90
INTERPUBLIC GROUP COS INC         COM                 460690100               2         290
INTERPUBLIC GROUP COS INC         COM                 460690100               4         470
INTERPUBLIC GROUP COS INC         COM                 460690100               8         908
INTERPUBLIC GROUP COS INC         COM                 460690100             532       63682
INTERSIL CORP                     CL A                46069S109              53       2,300
INTERSIL CORP                     CL A                46069S109              84        3600
INTERSIL CORP                     CL A                46069S109           1,674      72,000
INTUIT                            COM                 461202103              11         179
INTUIT                            COM                 461202103             125       2,068
INTUIT                            COM                 461202103             168       2,770
INTUIT                            COM                 461202103             398       6,580
INTUIT                            COM                 461202103           2,313      38,212
INVERNESS MED INNOVATIONS IN      COM                 46126P106          14,115     500,000
INVITROGEN CORP                   COM                 46185R100             522       7,900
INVITROGEN CORP                   NOTE  1.500% 2/1    46185RAK6               8       10000
INVESTORS FINL SERVICES CORP      COM                 461915100             368       8,200
IPSCO INC                         COM                 462622101             105       1,100
IPSCO INC                         COM                 462622101             480       5,012
IRON MTN INC                      COM                 462846106               5         147
IRON MTN INC                      COM                 462846106               8         210
IRON MTN INC                      COM                 462846106              22         580
IRON MTN INC                      COM                 462846106             582      15,560
ISCO INTL INC                     COM                 46426P103               0       1,000
ISCO INTL INC                     COM                 46426P103               4      11,800
ISHARES COMEX GOLD TR             ISHARES             464285105               3          50
ISHARES COMEX GOLD TR             ISHARES             464285105              30         485
ISHARES COMEX GOLD TR             ISHARES             464285105             130        2123
ISHARES COMEX GOLD TR             ISHARES             464285105           2,768      45,201
ISHARES INC                       MSCI AUSTRALIA      464286103               2         100
ISHARES INC                       MSCI AUSTRALIA      464286103               6         300
ISHARES INC                       MSCI AUSTRALIA      464286103              48       2,295
ISHARES INC                       MSCI AUSTRALIA      464286103              83       4,000
ISHARES INC                       MSCI AUSTRALIA      464286103             135       6,500
ISHARES INC                       MSCI AUSTRALIA      464286103             214      10,300
ISHARES INC                       MSCI AUSTRALIA      464286103             595      28,674
ISHARES INC                       MSCI BRAZIL         464286400               1          15
ISHARES INC                       MSCI BRAZIL         464286400              55       1,400
ISHARES INC                       MSCI BRAZIL         464286400              72       1,840
ISHARES INC                       MSCI BRAZIL         464286400              78       2,000
ISHARES INC                       MSCI BRAZIL         464286400              90       2,300
ISHARES INC                       MSCI BRAZIL         464286400             249        6360
ISHARES INC                       MSCI BRAZIL         464286400            352       9,000
ISHARES INC                       MSCI BRAZIL         464286400           1,494      38,200
ISHARES INC                       MSCI BRAZIL         464286400          4,440     113,500
ISHARES INC                       MSCI CDA INDEX      464286509               9         360
ISHARES INC                       MSCI CDA INDEX      464286509              48       2,000
ISHARES INC                       MSCI CDA INDEX      464286509              52        2200
ISHARES INC                       MSCI CDA INDEX      464286509              59        2500
ISHARES INC                       MSCI CDA INDEX      464286509             285      12,000
ISHARES INC                       MSCI EMU INDEX      464286608          17,736     201,408
ISHARES INC                       MSCI PAC J IDX      464286665              37         347
ISHARES INC                       MSCI PAC J IDX      464286665             105         975
ISHARES INC                       MSCI PAC J IDX      464286665             221       2,060
ISHARES INC                       MSCI PAC J IDX      464286665             361        3362
ISHARES INC                       MSCI PAC J IDX      464286665             386       3,600
ISHARES INC                       MSCI PAC J IDX      464286665           5,715      53,265
ISHARES INC                       MSCI SINGAPORE      464286673               1         150
ISHARES INC                       MSCI SINGAPORE      464286673              19       2,110
ISHARES INC                       MSCI SINGAPORE      464286673              47       5,358
ISHARES INC                       MSCI SINGAPORE      464286673              97       11018
ISHARES INC                       MSCI SINGAPORE      464286673             113      12,800
ISHARES INC                       MSCI SINGAPORE      464286673             154      17,450
ISHARES INC                       MSCI UTD KINGD      464286699               6         300
ISHARES INC                       MSCI UTD KINGD      464286699              28       1,350
ISHARES INC                       MSCI UTD KINGD      464286699             538      25,543
ISHARES INC                       MSCI UTD KINGD      464286699           9,484     450,551
ISHARES INC                       MSCI FRANCE         464286707               9         300
ISHARES INC                       MSCI FRANCE         464286707              12         390
ISHARES INC                       MSCI FRANCE         464286707              66        2212
ISHARES INC                       MSCI FRANCE         464286707             383       12775
ISHARES INC                       MSCI FRANCE         464286707             896      29,906
ISHARES INC                       MSCI TAIWAN         464286731               1          75
ISHARES INC                       MSCI TAIWAN         464286731              12         925
ISHARES INC                       MSCI TAIWAN         464286731              97       7,550
ISHARES INC                       MSCI TAIWAN         464286731             199      15,528
ISHARES INC                       MSCI TAIWAN         464286731             261      20,333
ISHARES INC                       MSCI TAIWAN         464286731             355      27,701
ISHARES INC                       MSCI TAIWAN         464286731             468      36,500
ISHARES INC                       MSCI TAIWAN         464286731             500      39,000
ISHARES INC                       MSCI TAIWAN         464286731             586       45732
ISHARES INC                       MSCI TAIWAN         464286731             638       49800
ISHARES INC                       MSCI TAIWAN         464286731           1,239      96,650
ISHARES INC                       MSCI TAIWAN         464286731           2,417     188,525
ISHARES INC                       MSCI TAIWAN         464286731           6,074     473,760
ISHARES INC                       MSCI SWITZERLD      464286749               5         250
ISHARES INC                       MSCI SWITZERLD      464286749               9         400
ISHARES INC                       MSCI SWITZERLD      464286749             117        5500
ISHARES INC                       MSCI SWITZERLD      464286749             599      28,149
ISHARES INC                       MSCI SWEDEN         464286756               3         100
ISHARES INC                       MSCI SWEDEN         464286756               3         118
ISHARES INC                       MSCI SWEDEN         464286756              97       3,815
ISHARES INC                       MSCI SWEDEN         464286756             219       8,646
ISHARES INC                       MSCI SPAIN          464286764               4         100
ISHARES INC                       MSCI SPAIN          464286764               4         100
ISHARES INC                       MSCI SPAIN          464286764             193        4560
ISHARES INC                       MSCI SPAIN          464286764             365       8,621
ISHARES INC                       MSCI S KOREA        464286772              19         425
ISHARES INC                       MSCI S KOREA        464286772              23         516
ISHARES INC                       MSCI S KOREA        464286772              27         600
ISHARES INC                       MSCI S KOREA        464286772              68        1500
ISHARES INC                       MSCI S KOREA        464286772             102        2250
ISHARES INC                       MSCI S KOREA        464286772             211       4,686
ISHARES INC                       MSCI S KOREA        464286772             224        4975
ISHARES INC                       MSCI S KOREA        464286772             235       5,200
ISHARES INC                       MSCI S KOREA        464286772             239        5300
ISHARES INC                       MSCI S KOREA        464286772             418        9269
ISHARES INC                       MSCI S KOREA        464286772            587      13,000
ISHARES INC                       MSCI STH AFRCA      464286780               1          10
ISHARES INC                       MSCI STH AFRCA      464286780              33         335
ISHARES INC                       MSCI STH AFRCA      464286780              43         442
ISHARES INC                       MSCI STH AFRCA      464286780              90         920
ISHARES INC                       MSCI STH AFRCA      464286780             173        1770
ISHARES INC                       MSCI GERMAN         464286806               7         300
ISHARES INC                       MSCI GERMAN         464286806               8         345
ISHARES INC                       MSCI GERMAN         464286806              53       2,300
ISHARES INC                       MSCI GERMAN         464286806             177       7,725
ISHARES INC                       MSCI GERMAN         464286806             368      16,050
ISHARES INC                       MSCI GERMAN         464286806             374       16300
ISHARES INC                       MSCI GERMAN         464286806             650      28,341
ISHARES INC                       MSCI GERMAN         464286806             828       36091
ISHARES INC                       MSCI NETHERLND      464286814               2         100
ISHARES INC                       MSCI NETHERLND      464286814               6         250
ISHARES INC                       MSCI NETHERLND      464286814             151       6,680
ISHARES INC                       MSCI NETHERLND      464286814             298      13,232
ISHARES INC                       MSCI MALAYSIA       464286830               0          25
ISHARES INC                       MSCI MALAYSIA       464286830               4         513
ISHARES INC                       MSCI MALAYSIA       464286830               5         652
ISHARES INC                       MSCI MALAYSIA       464286830              11       1,497
ISHARES INC                       MSCI MALAYSIA       464286830              73      10,000
ISHARES INC                       MSCI MALAYSIA       464286830             151      20,651
ISHARES INC                       MSCI MALAYSIA       464286830             209       28614
ISHARES INC                       MSCI MALAYSIA       464286830             222      30,460
ISHARES INC                       MSCI MALAYSIA       464286830             244       33500
ISHARES INC                       MSCI MALAYSIA       464286830             768      105300
ISHARES INC                       MSCI JAPAN          464286848              16       1,150
ISHARES INC                       MSCI JAPAN          464286848              75        5500
ISHARES INC                       MSCI JAPAN          464286848             281      20,610
ISHARES INC                       MSCI JAPAN          464286848             334      24,499
ISHARES INC                       MSCI JAPAN          464286848             982      72,000
ISHARES INC                       MSCI JAPAN          464286848           1,461     107,080
ISHARES INC                       MSCI JAPAN          464286848            1463      107273
ISHARES INC                       MSCI JAPAN          464286848           1,895     138,936
ISHARES INC                       MSCI JAPAN          464286848            2102      154100
ISHARES INC                       MSCI JAPAN          464286848           2,820     206,765
ISHARES INC                       MSCI JAPAN          464286848           2,955     216,665
ISHARES INC                       MSCI JAPAN          464286848           7,321     536,697
ISHARES INC                       MSCI JAPAN          464286848           8,167     598,739
ISHARES INC                       MSCI JAPAN          464286848           17597     1290134
ISHARES INC                       MSCI ITALY          464286855               3         100
ISHARES INC                       MSCI ITALY          464286855               8         274
ISHARES INC                       MSCI ITALY          464286855             155       5,315
ISHARES INC                       MSCI ITALY          464286855             365      12,478
ISHARES INC                       MSCI HONG KONG      464286871               1          95
ISHARES INC                       MSCI HONG KONG      464286871               1          49
ISHARES INC                       MSCI HONG KONG      464286871               2         150
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             122        9051
ISHARES INC                       MSCI HONG KONG      464286871             169      12,500
ISHARES INC                       MSCI HONG KONG      464286871             190      14,020
ISHARES INC                       MSCI HONG KONG      464286871             320      23,700
ISHARES INC                       MSCI HONG KONG      464286871             655       48425
ISHARES TR                        S&P 100 IDX FD      464287101           1,406      24,200
ISHARES TR                        DJ SEL DIV INX      464287168              38         600
ISHARES TR                        DJ SEL DIV INX      464287168             290       4,596
ISHARES TR                        DJ SEL DIV INX      464287168             386        6123
ISHARES TR                        US TIPS BD FD       464287176              96         963
ISHARES TR                        US TIPS BD FD       464287176             349       3,505
ISHARES TR                        US TIPS BD FD       464287176           1,165      11,696
ISHARES TR                        FTSE XNHUA IDX      464287184               2          25
ISHARES TR                        FTSE XNHUA IDX      464287184              11         149
ISHARES TR                        FTSE XNHUA IDX      464287184              16         210
ISHARES TR                        FTSE XNHUA IDX      464287184              83       1,075
ISHARES TR                        FTSE XNHUA IDX      464287184              96       1,248
ISHARES TR                        FTSE XNHUA IDX      464287184              99       1,287
ISHARES TR                        FTSE XNHUA IDX      464287184             122       1,594
ISHARES TR                        FTSE XNHUA IDX      464287184             124        1620
ISHARES TR                        FTSE XNHUA IDX      464287184             160       2,083
ISHARES TR                        FTSE XNHUA IDX      464287184             266       3,470
ISHARES TR                        FTSE XNHUA IDX      464287184             365       4,750
ISHARES TR                        FTSE XNHUA IDX      464287184           1,700      22,130
ISHARES TR                        S&P 500 INDEX       464287200              64         500
ISHARES TR                        S&P 500 INDEX       464287200              75         585
ISHARES TR                        S&P 500 INDEX       464287200             128        1000
ISHARES TR                        S&P 500 INDEX       464287200           1,900      14,895
ISHARES TR                        S&P 500 INDEX       464287200           4,443      34,835
ISHARES TR                        S&P 500 INDEX       464287200           6,172      48,390
ISHARES TR                        LEHMAN AGG BND      464287226           1,086      11,146
ISHARES TR                        LEHMAN AGG BND      464287226           8,294      85,115
ISHARES TR                        MSCI EMERG MKT      464287234              35         369
ISHARES TR                        MSCI EMERG MKT      464287234              90         960
ISHARES TR                        MSCI EMERG MKT      464287234             167       1,775
ISHARES TR                        MSCI EMERG MKT      464287234             269       2,870
ISHARES TR                        MSCI EMERG MKT      464287234             413        4393
ISHARES TR                        MSCI EMERG MKT      464287234            451       4,800
ISHARES TR                        MSCI EMERG MKT      464287234             884       9,416
ISHARES TR                        MSCI EMERG MKT      464287234           1,657      17,650
ISHARES TR                        MSCI EMERG MKT      464287234           2,640      28,114
ISHARES TR                        MSCI EMERG MKT      464287234          4,075      43,400
ISHARES TR                        MSCI EMERG MKT      464287234           6,348      67,609
ISHARES TR                        MSCI EMERG MKT      464287234          14,295     152,241
ISHARES TR                        GS CORP BD FD       464287242             134        1295
ISHARES TR                        GS CORP BD FD       464287242             185       1,789
ISHARES TR                        GS CORP BD FD       464287242             191        1844
ISHARES TR                        GS CORP BD FD       464287242             819       7,911
ISHARES TR                        S&P GBL HLTHCR      464287325              53       1,000
ISHARES TR                        S&P GBL HLTHCR      464287325             112       2,100
ISHARES TR                        S&P GBL HLTHCR      464287325             160        3012
ISHARES TR                        S&P GBL HLTHCR      464287325             202       3,810
ISHARES TR                        S&P GBL HLTHCR      464287325             782      14,720
ISHARES TR                        S&P GBL FIN         464287333              47         600
ISHARES TR                        S&P GBL FIN         464287333             189        2406
ISHARES TR                        S&P GBL ENER        464287341               8          75
ISHARES TR                        S&P GBL ENER        464287341              53         500
ISHARES TR                        S&P GBL ENER        464287341             148       1,400
ISHARES TR                        GS NAT RES IDX      464287374              50         500
ISHARES TR                        GS NAT RES IDX      464287374              80         800
ISHARES TR                        GS NAT RES IDX      464287374             124       1,250
ISHARES TR                        GS NAT RES IDX      464287374             571        5738
ISHARES TR                        S&P LTN AM 40       464287390              27         200
ISHARES TR                        S&P LTN AM 40       464287390              96         700
ISHARES TR                        S&P LTN AM 40       464287390             127         930
ISHARES TR                        S&P LTN AM 40       464287390             684       5,000
ISHARES TR                        S&P 500 VALUE       464287408             221        3210
ISHARES TR                        S&P 500 VALUE       464287408             245       3,565
ISHARES TR                        7-10 YR TRS BD      464287440             245       3,053
ISHARES TR                        7-10 YR TRS BD      464287440             886       11025
ISHARES TR                        1-3 YR TRS BD       464287457             288       3,615
ISHARES TR                        1-3 YR TRS BD       464287457             714       8,958
ISHARES TR                        1-3 YR TRS BD       464287457             897      11,260
ISHARES TR                        1-3 YR TRS BD       464287457             950       11922
ISHARES TR                        MSCI EAFE IDX       464287465             188       2,868
ISHARES TR                        MSCI EAFE IDX       464287465             214       3,269
ISHARES TR                        MSCI EAFE IDX       464287465             344       5,265
ISHARES TR                        MSCI EAFE IDX       464287465             687      10,500
ISHARES TR                        MSCI EAFE IDX       464287465            726      11,100
ISHARES TR                        MSCI EAFE IDX       464287465            1164       17807
ISHARES TR                        MSCI EAFE IDX       464287465           1,710      26,150
ISHARES TR                        RUSSELL MCP VL      464287473             449       3,398
ISHARES TR                        RUSSELL MCP GR      464287481             215       2,237
ISHARES TR                        RUSSELL MCP GR      464287481             434       4,529
ISHARES TR                        RUSSELL MIDCAP      464287499             101       1,101
ISHARES TR                        RUSSELL MIDCAP      464287499             203       2,210
ISHARES TR                        RUSSELL MIDCAP      464287499             209       2,281
ISHARES TR                        S&P MIDCAP 400      464287507             153       2,000
ISHARES TR                        S&P MIDCAP 400      464287507             403       5,278
ISHARES TR                        S&P MIDCAP 400      464287507             552        7222
ISHARES TR                        S&P MIDCAP 400      464287507           1,196      15,659
ISHARES TR                        S&P MIDCAP 400      464287507          10,360     135,603
ISHARES TR                        GLMN SCHS SOFT      464287515             958      25,400
ISHARES TR                        GLDM SCHS NETW      464287531              38        1250
ISHARES TR                        GLDM SCHS NETW      464287531             783      26,100
ISHARES TR                        GLDM SACHS TEC      464287549               9         200
ISHARES TR                        GLDM SACHS TEC      464287549             942      21,000
ISHARES TR                        NASDQ BIO INDX      464287556              22         300
ISHARES TR                        NASDQ BIO INDX      464287556              59         811
ISHARES TR                        NASDQ BIO INDX      464287556              84       1,161
ISHARES TR                        NASDQ BIO INDX      464287556             149       2,050
ISHARES TR                        NASDQ BIO INDX      464287556             273       3,760
ISHARES TR                        NASDQ BIO INDX      464287556           1,592      21,900
ISHARES TR                        COHEN&ST RLTY       464287564              54         650
ISHARES TR                        COHEN&ST RLTY       464287564           1,341      15,996
ISHARES TR                        COHEN&ST RLTY       464287564           6,269      74,795
ISHARES TR                        S&P GLB100INDX      464287572            2104       31788
ISHARES TR                        RUSSELL1000VAL      464287598              35         475
ISHARES TR                        RUSSELL1000VAL      464287598           3,663      50,100
ISHARES TR                        S&P MC 400 GRW      464287606              94       1,230
ISHARES TR                        S&P MC 400 GRW      464287606             460       6,000
ISHARES TR                        RUSSELL1000GRW      464287614              15         300
ISHARES TR                        RUSSELL1000GRW      464287614           2,164      42,784
ISHARES TR                        RUSSELL 1000        464287622              21         300
ISHARES TR                        RUSSELL 1000        464287622             312        4510
ISHARES TR                        RUSSELL 1000        464287622           2,072      29,981
ISHARES TR                        RUSL 2000 VALU      464287630             331       4,575
ISHARES TR                        RUSL 2000 VALU      464287630           5,722      79,060
ISHARES TR                        RUSL 2000 GROW      464287648             221       3,000
ISHARES TR                        RUSL 2000 GROW      464287648             345       4,700
ISHARES TR                        RUSL 2000 GROW      464287648           1,057      14,377
ISHARES TR                        RUSSELL 2000        464287655              43         600
ISHARES TR                        RUSSELL 2000        464287655              97       1,348
ISHARES TR                        RUSSELL 2000        464287655             244       3,400
ISHARES TR                        RUSSELL 2000        464287655             416        5800
ISHARES TR                        RUSSELL 2000        464287655             557       7,770
ISHARES TR                        RUSSELL 2000        464287655           2,228      31,058
ISHARES TR                        RUSSELL 2000        464287655           3,065      42,726
ISHARES TR                        RUSSELL 3000        464287689             123       1,670
ISHARES TR                        RUSSELL 3000        464287689             127       1,725
ISHARES TR                        DJ US REAL EST      464287739             199       2,789
ISHARES TR                        DJ US REAL EST      464287739             689        9665
ISHARES TR                        DJ US REAL EST      464287739           1,060      14,875
ISHARES TR                        S&P SMLCAP 600      464287804              62       1,005
ISHARES TR                        S&P SMLCAP 600      464287804              86       1,383
ISHARES TR                        S&P SMLCAP 600      464287804           1,686      27,150
ISHARES TR                        DJ US TOTL MKT      464287846             625       10062
ISHARES TR                        S&P EURO PLUS       464287861             192       2,102
ISHARES TR                        S&P EURO PLUS       464287861             319       3,489
ISHARES TR                        S&P EURO PLUS       464287861             339       3,715
ISHARES TR                        S&P EURO PLUS       464287861           3,312      36,254
ISHARES TR                        S&P EURO PLUS       464287861            4156       45500
ISHARES SILVER TRUST              ISHARES             46428Q109              45         400
ISHARES SILVER TRUST              ISHARES             46428Q109             145        1300
ISHARES SILVER TRUST              ISHARES             46428Q109             228       2,050
IVANHOE ENERGY INC                COM                 465790103              10       4,000
IVANHOE ENERGY INC                COM                 465790103              94      38,500
IVANHOE MINES LTD                 COM                 46579N103               6         864
IVANHOE MINES LTD                 COM                 46579N103              34        5000
IVANHOE MINES LTD                 COM                 46579N103             133      19,500
IVANHOE MINES LTD                 COM                 46579N103             202      29,650
JDS UNIPHASE CORP                 COM                 46612J101               0          50
JDS UNIPHASE CORP                 COM                 46612J101               1         200
JDS UNIPHASE CORP                 COM                 46612J101               4        1664
JDS UNIPHASE CORP                 COM                 46612J101              12        4800
JDS UNIPHASE CORP                 COM                 46612J101              77      30,250
JDS UNIPHASE CORP                 COM                 46612J101              78       31000
JDS UNIPHASE CORP                 COM                 46612J101             161      63,478
JDS UNIPHASE CORP                 COM                 46612J101             609     240,578
JLG INDS INC                      COM                 466210101              88       3,900
JLG INDS INC                      COM                 466210101             270       12000
JP MORGAN CHASE & CO              COM                 46625H100               4         100
JP MORGAN CHASE & CO              COM                 46625H100              46        1100
JP MORGAN CHASE & CO              COM                 46625H100              52        1240
JP MORGAN CHASE & CO              COM                 46625H100              93        2220
JP MORGAN CHASE & CO              COM                 46625H100             156       3,710
JP MORGAN CHASE & CO              COM                 46625H100             162       3,853
JP MORGAN CHASE & CO              COM                 46625H100             336        8000
JP MORGAN CHASE & CO              COM                 46625H100             591       14080
JP MORGAN CHASE & CO              COM                 46625H100             613      14,600
JP MORGAN CHASE & CO              COM                 46625H100             779      18,550
JP MORGAN CHASE & CO              COM                 46625H100             981      23,359
JP MORGAN CHASE & CO              COM                 46625H100            1150       27386
JP MORGAN CHASE & CO              COM                 46625H100            1162       27664
JP MORGAN CHASE & CO              COM                 46625H100           1,571      37,407
JP MORGAN CHASE & CO              COM                 46625H100           1,980      47,140
JP MORGAN CHASE & CO              COM                 46625H100            6420      152850
JP MORGAN CHASE & CO              COM                 46625H100           7,351     175,020
JP MORGAN CHASE & CO              COM                 46625H100          12,467     296,843
JP MORGAN CHASE & CO              COM                 46625H100           14425      343463
JP MORGAN CHASE & CO              COM                 46625H100          15,424     367,246
JP MORGAN CHASE & CO              COM                 46625H100          27,664     658,673
JABIL CIRCUIT INC                 COM                 466313103               1          45
JABIL CIRCUIT INC                 COM                 466313103              19         750
JABIL CIRCUIT INC                 COM                 466313103              61       2,400
JABIL CIRCUIT INC                 COM                 466313103              87        3400
JABIL CIRCUIT INC                 COM                 466313103             249       9,708
JABIL CIRCUIT INC                 COM                 466313103             483      18,850
JABIL CIRCUIT INC                 COM                 466313103             761      29,708
JABIL CIRCUIT INC                 COM                 466313103            1013       39564
JABIL CIRCUIT INC                 COM                 466313103           2,022      79,000
JACOBS ENGR GROUP INC DEL         COM                 469814107              11         141
JACOBS ENGR GROUP INC DEL         COM                 469814107             418        5250
JACOBS ENGR GROUP INC DEL         COM                 469814107           1,115      14,002
JANUS CAP GROUP INC               COM                 47102X105               3         195
JANUS CAP GROUP INC               COM                 47102X105               4         250
JANUS CAP GROUP INC               COM                 47102X105              17         949
JANUS CAP GROUP INC               COM                 47102X105             650      36,300
JAPAN SMALLER CAPTLZTN FD IN      COM                 47109U104             218       15559
JOHNSON & JOHNSON                 COM                 478160104              12         200
JOHNSON & JOHNSON                 COM                 478160104              59         985
JOHNSON & JOHNSON                 COM                 478160104              60       1,000
JOHNSON & JOHNSON                 COM                 478160104             115        1920
JOHNSON & JOHNSON                 COM                 478160104             240       4,000
JOHNSON & JOHNSON                 COM                 478160104             342       5,700
JOHNSON & JOHNSON                 COM                 478160104             905      15,102
JOHNSON & JOHNSON                 COM                 478160104            1138       18985
JOHNSON & JOHNSON                 COM                 478160104           1,240      20,700
JOHNSON & JOHNSON                 COM                 478160104           1,832      30,580
JOHNSON & JOHNSON                 COM                 478160104            1931       32220
JOHNSON & JOHNSON                 COM                 478160104           2,097      35,000
JOHNSON & JOHNSON                 COM                 478160104           2,203      36,760
JOHNSON & JOHNSON                 COM                 478160104           2,541      42,400
JOHNSON & JOHNSON                 COM                 478160104           2,571      42,910
JOHNSON & JOHNSON                 COM                 478160104            3541       59095
JOHNSON & JOHNSON                 COM                 478160104           4,690      78,270
JOHNSON & JOHNSON                 COM                 478160104           7,993     133,399
JOHNSON & JOHNSON                 COM                 478160104          15,463     258,069
JOHNSON & JOHNSON                 COM                 478160104          18,582     310,106
JOHNSON & JOHNSON                 COM                 478160104          26,185     437,004
JOHNSON & JOHNSON                 COM                 478160104          36,439     608,123
JOHNSON CTLS INC                  COM                 478366107              35         430
JOHNSON CTLS INC                  COM                 478366107             210       2,550
JOHNSON CTLS INC                  COM                 478366107             346        4211
JOHNSON CTLS INC                  COM                 478366107             747       9,087
JOHNSON CTLS INC                  COM                 478366107           3,074      37,392
JONES APPAREL GROUP INC           COM                 480074103               2          78
JONES APPAREL GROUP INC           COM                 480074103              41        1290
JONES APPAREL GROUP INC           COM                 480074103             124       3,900
JONES APPAREL GROUP INC           COM                 480074103             144       4,525
JONES APPAREL GROUP INC           COM                 480074103             261       8,200
JONES APPAREL GROUP INC           COM                 480074103             635      19,984
JONES LANG LASALLE INC            COM                 48020Q107             209       2,386
JOY GLOBAL INC                    COM                 481165108               3          48
JOY GLOBAL INC                    COM                 481165108               6         112
JOY GLOBAL INC                    COM                 481165108              18         345
JOY GLOBAL INC                    COM                 481165108             104       2,000
JOY GLOBAL INC                    COM                 481165108           13023      250000
JUNIPER NETWORKS INC              COM                 48203R104               3         165
JUNIPER NETWORKS INC              COM                 48203R104              12         769
JUNIPER NETWORKS INC              COM                 48203R104              19        1180
JUNIPER NETWORKS INC              COM                 48203R104              30       1,906
JUNIPER NETWORKS INC              COM                 48203R104              46        2900
JUNIPER NETWORKS INC              COM                 48203R104            1503       94010
JUNIPER NETWORKS INC              COM                 48203R104            1753      109629
KFX INC                           COM                 48245L107             153       10000
KKR FINL CORP                     COM                 482476306              48       2,300
KKR FINL CORP                     COM                 482476306           2,293     110,180
KKR FINL CORP                     COM                 482476306           2,580     124,000
KLA-TENCOR CORP                   COM                 482480100               1          25
KLA-TENCOR CORP                   COM                 482480100              65        1562
KLA-TENCOR CORP                   COM                 482480100             127       3,055
KLA-TENCOR CORP                   COM                 482480100             898      21,600
KLA-TENCOR CORP                   COM                 482480100           1,471      35,397
KT CORP                           SPONSORED ADR       48268K101               4         165
KT CORP                           SPONSORED ADR       48268K101              30        1415
KT CORP                           SPONSORED ADR       48268K101              38        1762
KT CORP                           SPONSORED ADR       48268K101              65       3,052
KT CORP                           SPONSORED ADR       48268K101             101       4,700
KT CORP                           SPONSORED ADR       48268K101             300      14,000
KT CORP                           SPONSORED ADR       48268K101           2,773     129,300
K V PHARMACEUTICAL CO             CL A                482740206             419      22,472
KANBAY INTL INC                   COM                 48369P207          65,899   4,532,240
KAYDON CORP                       COM                 486587108               2          62
KAYDON CORP                       COM                 486587108               5         121
KAYDON CORP                       COM                 486587108             418       11200
KB HOME                           COM                 48666K109              62       1,361
KB HOME                           COM                 48666K109              69       1,500
KB HOME                           COM                 48666K109             816      17,790
KELLOGG CO                        COM                 487836108               2          35
KELLOGG CO                        COM                 487836108              24         500
KELLOGG CO                        COM                 487836108              29         600
KELLOGG CO                        COM                 487836108              36         750
KELLOGG CO                        COM                 487836108              68       1,400
KELLOGG CO                        COM                 487836108             343       7,090
KELLOGG CO                        COM                 487836108           2,573      53,137
KENSEY NASH CORP                  COM                 490057106             470       15943
KERR MCGEE CORP                   COM                 492386107               7          95
KERR MCGEE CORP                   COM                 492386107              42         600
KERR MCGEE CORP                   COM                 492386107              67         960
KERR MCGEE CORP                   COM                 492386107              69       1,000
KERR MCGEE CORP                   COM                 492386107             135       1,942
KERR MCGEE CORP                   COM                 492386107           2,627      37,882
KEYCORP NEW                       COM                 493267108               2          50
KEYCORP NEW                       COM                 493267108              14         400
KEYCORP NEW                       COM                 493267108              35         970
KEYCORP NEW                       COM                 493267108             129       3,614
KEYCORP NEW                       COM                 493267108             260        7275
KEYCORP NEW                       COM                 493267108           2,559      71,720
KEYCORP NEW                       COM                 493267108           3,559      99,746
KEYSPAN CORP                      COM                 49337W100               6         155
KEYSPAN CORP                      COM                 49337W100              15         370
KEYSPAN CORP                      COM                 49337W100             277       6,860
KEYSPAN CORP                      COM                 49337W100            1176       29103
KIMBERLY CLARK CORP               COM                 494368103               6          95
KIMBERLY CLARK CORP               COM                 494368103              14         225
KIMBERLY CLARK CORP               COM                 494368103              76       1,225
KIMBERLY CLARK CORP               COM                 494368103              93        1500
KIMBERLY CLARK CORP               COM                 494368103             116       1,877
KIMBERLY CLARK CORP               COM                 494368103             222        3597
KIMBERLY CLARK CORP               COM                 494368103             248       4,027
KIMBERLY CLARK CORP               COM                 494368103             734       11900
KIMBERLY CLARK CORP               COM                 494368103           1,186      19,226
KIMBERLY CLARK CORP               COM                 494368103           1,439      23,315
KIMBERLY CLARK CORP               COM                 494368103           3,622      58,698
KIMBERLY CLARK CORP               COM                 494368103           5,723      92,759
KIMCO REALTY CORP                 COM                 49446R109           1,688      46,250
KINDER MORGAN ENERGY PARTNER      UT LTD PARTNER      494550106              24         525
KINDER MORGAN ENERGY PARTNER      UT LTD PARTNER      494550106             275       5,975
KINDER MORGAN INC KANS            COM                 49455P101              30         300
KINDER MORGAN INC KANS            COM                 49455P101             279       2,794
KINDER MORGAN INC KANS            COM                 49455P101             300       3,000
KINDER MORGAN INC KANS            COM                 49455P101           1,583      15,851
KINETIC CONCEPTS INC              COM NEW             49460W208             190       4,300
KINETIC CONCEPTS INC              COM NEW             49460W208             883       20000
KING PHARMACEUTICALS INC          COM                 495582108               8         482
KING PHARMACEUTICALS INC          COM                 495582108              14         804
KING PHARMACEUTICALS INC          COM                 495582108              36        2100
KING PHARMACEUTICALS INC          COM                 495582108              65       3,800
KING PHARMACEUTICALS INC          COM                 495582108             128       7,544
KING PHARMACEUTICALS INC          COM                 495582108             670      39,388
KINGSWAY FINL SVCS INC            COM                 496904103             369      20,425
KNIGHT RIDDER INC                 COM                 499040103               0      13,739
KOHLS CORP                        COM                 500255104               5          90
KOHLS CORP                        COM                 500255104              35         600
KOHLS CORP                        COM                 500255104             117       1,985
KOHLS CORP                        COM                 500255104             160       2,700
KOHLS CORP                        COM                 500255104             246       4,155
KOHLS CORP                        COM                 500255104             926      15,670
KOHLS CORP                        COM                 500255104             943      15,948
KOHLS CORP                        COM                 500255104           3,061      51,780
KOHLS CORP                        COM                 500255104           3,354      56,725
KOHLS CORP                        COM                 500255104            3542       59904
KOHLS CORP                        COM                 500255104           3,796      64,203
KONINKLIJKE AHOLD N V             SPON ADR NEW        500467303              14        1670
KONINKLIJKE AHOLD N V             SPON ADR NEW        500467303              28        3245
KONINKLIJKE AHOLD N V             SPON ADR NEW        500467303             147      16,946
KONINKLIJKE AHOLD N V             SPON ADR NEW        500467303             254       29415
KONINKLIJKE PHILIPS ELECTRS       NY REG SH NEW       500472303               6         203
KONINKLIJKE PHILIPS ELECTRS       NY REG SH NEW       500472303              25         813
KONINKLIJKE PHILIPS ELECTRS       NY REG SH NEW       500472303             323      10,375
KOOKMIN BK NEW                    SPONSORED ADR       50049M109               4          47
KOOKMIN BK NEW                    SPONSORED ADR       50049M109               8          93
KOOKMIN BK NEW                    SPONSORED ADR       50049M109              76         920
KOOKMIN BK NEW                    SPONSORED ADR       50049M109             116        1400
KOOKMIN BK NEW                    SPONSORED ADR       50049M109             456        5494
KOOKMIN BK NEW                    SPONSORED ADR       50049M109             534       6,425
KOOKMIN BK NEW                    SPONSORED ADR       50049M109             581       7,000
KOOKMIN BK NEW                    SPONSORED ADR       50049M109             877       10555
KOOKMIN BK NEW                    SPONSORED ADR       50049M109             908      10,934
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           1,003      12,075
KOOKMIN BK NEW                    SPONSORED ADR       50049M109            1081       13020
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           2,218      26,700
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           2,907      35,000
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           3,263      39,280
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           3,411      41,064
KOREA ELECTRIC PWR                SPONSORED ADR       500631106               1          65
KOREA ELECTRIC PWR                SPONSORED ADR       500631106               2         107
KOREA ELECTRIC PWR                SPONSORED ADR       500631106               3         148
KOREA ELECTRIC PWR                SPONSORED ADR       500631106              12         616
KOREA ELECTRIC PWR                SPONSORED ADR       500631106              14         760
KOREA ELECTRIC PWR                SPONSORED ADR       500631106              22       1,160
KOREA ELECTRIC PWR                SPONSORED ADR       500631106              30        1598
KOREA ELECTRIC PWR                SPONSORED ADR       500631106             522      27,550
KOREA FD                          COM                 500634100             149       4,100
KOREA FD                          COM                 500634100             400      11,000
KOREA FD                          COM                 500634100            566      15,569
KOREA FD                          COM                 500634100             908       25000
KOREA EQUITY FD INC               COM                 50063B104             117      11,380
KRAFT FOODS INC                   CL A                50075N104               6         200
KRAFT FOODS INC                   CL A                50075N104              15         500
KRAFT FOODS INC                   CL A                50075N104              22         709
KRAFT FOODS INC                   CL A                50075N104              28         900
KRAFT FOODS INC                   CL A                50075N104              31       1,000
KRAFT FOODS INC                   CL A                50075N104              84       2,709
KRAFT FOODS INC                   CL A                50075N104             170        5500
KRAFT FOODS INC                   CL A                50075N104             933       30200
KRAFT FOODS INC                   CL A                50075N104           1,214      39,300
KROGER CO                         COM                 501044101               7         338
KROGER CO                         COM                 501044101              19         870
KROGER CO                         COM                 501044101              37        1715
KROGER CO                         COM                 501044101             186       8,500
KROGER CO                         COM                 501044101             317      14,500
KROGER CO                         COM                 501044101             437      19,998
KROGER CO                         COM                 501044101           3,113     142,396
KRONOS INC                        COM                 501052104             350       9,659
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102               1          65
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102               2         126
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102             542      29,900
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102             623       34369
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102           7,792     430,000
LSI LOGIC CORP                    COM                 502161102               3         317
LSI LOGIC CORP                    COM                 502161102              13        1500
LSI LOGIC CORP                    COM                 502161102              48       5,400
LSI LOGIC CORP                    COM                 502161102              63       7,000
LSI LOGIC CORP                    COM                 502161102             612      68,390
LSI LOGIC CORP                    COM                 502161102            2461      275000
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104               8         105
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104              30         400
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104              41         540
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104              63         832
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104              75       1,000
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104             151       2,000
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104             719       9,535
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104           1,636      21,690
LABORATORY CORP AMER HLDGS        COM NEW             50540R409               3          47
LABORATORY CORP AMER HLDGS        COM NEW             50540R409              10         155
LABORATORY CORP AMER HLDGS        COM NEW             50540R409             143        2300
LABORATORY CORP AMER HLDGS        COM NEW             50540R409             212       3,400
LABORATORY CORP AMER HLDGS        COM NEW             50540R409             583       9,375
LABORATORY CORP AMER HLDGS        COM NEW             50540R409           1,267      20,355
LABORATORY CORP AMER HLDGS        COM NEW             50540R409           1,630      26,190
LABORATORY CORP AMER HLDGS        COM NEW             50540R409           2,055      33,022
LABORATORY CORP AMER HLDGS        NOTE         9/1    50540RAC6              10       12000
LAM RESEARCH CORP                 COM                 512807108             125       2,680
LAM RESEARCH CORP                 COM                 512807108             948      20,300
LAMAR ADVERTISING CO              CL A                512815101               2          41
LAMAR ADVERTISING CO              CL A                512815101             513        9530
LANDAUER INC                      COM                 51476K103             349        7296
LANDSTAR SYS INC                  COM                 515098101               6         135
LANDSTAR SYS INC                  COM                 515098101             484      10,239
LAS VEGAS SANDS CORP              COM                 517834107             856      11,000
LAUDER ESTEE COS INC              CL A                518439104              11         275
LAUDER ESTEE COS INC              CL A                518439104              42       1,082
LAUDER ESTEE COS INC              CL A                518439104              68       1,750
LAUDER ESTEE COS INC              CL A                518439104              72       1,863
LAUDER ESTEE COS INC              CL A                518439104              81       2,095
LAUDER ESTEE COS INC              CL A                518439104              84       2,180
LAUDER ESTEE COS INC              CL A                518439104             135       3,500
LAUDER ESTEE COS INC              CL A                518439104             147        3800
LAUDER ESTEE COS INC              CL A                518439104             162       4,200
LAUDER ESTEE COS INC              CL A                518439104             664       17160
LAUDER ESTEE COS INC              CL A                518439104             797       20620
LEAP WIRELESS INTL INC            COM NEW             521863308               3          67
LEAP WIRELESS INTL INC            COM NEW             521863308             223       4,700
LEAR CORP                         COM                 521865105               7         300
LEAR CORP                         COM                 521865105              10         465
LEAR CORP                         COM                 521865105             308      13,860
LEGGETT & PLATT INC               COM                 524660107              97       3,900
LEGGETT & PLATT INC               COM                 524660107             232        9276
LEGGETT & PLATT INC               COM                 524660107             776      31,082
LEGG MASON INC                    COM                 524901105             109        1100
LEGG MASON INC                    COM                 524901105             289       2,900
LEGG MASON INC                    COM                 524901105             299       3,000
LEGG MASON INC                    COM                 524901105           1,179      11,851
LEGG MASON INC                    COM                 524901105           2,171      21,810
LEGG MASON INC                    COM                 524901105            4130       41500
LEHMAN BROS HLDGS INC             COM                 524908100               2          30
LEHMAN BROS HLDGS INC             COM                 524908100              13         200
LEHMAN BROS HLDGS INC             COM                 524908100              43         658
LEHMAN BROS HLDGS INC             COM                 524908100              85       1,310
LEHMAN BROS HLDGS INC             COM                 524908100             149        2294
LEHMAN BROS HLDGS INC             COM                 524908100             195        3000
LEHMAN BROS HLDGS INC             COM                 524908100             227        3490
LEHMAN BROS HLDGS INC             COM                 524908100             248       3,800
LEHMAN BROS HLDGS INC             COM                 524908100           5,230      80,270
LEHMAN BROS HLDGS INC             COM                 524908100            6599      101288
LENNAR CORP                       CL A                526057104               1          25
LENNAR CORP                       CL A                526057104              89       2,000
LENNAR CORP                       CL A                526057104             111       2,500
LENNAR CORP                       CL A                526057104           1,136      25,610
LEUCADIA NATL CORP                COM                 527288104             412      14,100
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100               9       2,000
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100              71       15898
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100             222       50000
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100             336      75,650
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100             441      99,310
LEXMARK INTL NEW                  CL A                529771107               1          25
LEXMARK INTL NEW                  CL A                529771107              11         200
LEXMARK INTL NEW                  CL A                529771107              13         240
LEXMARK INTL NEW                  CL A                529771107              21         380
LEXMARK INTL NEW                  CL A                529771107              56       1,000
LEXMARK INTL NEW                  CL A                529771107              73       1,315
LEXMARK INTL NEW                  CL A                529771107              79       1,418
LEXMARK INTL NEW                  CL A                529771107           1,292      23,134
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               1          30
LIBERTY GLOBAL INC                COM SER A           530555101               4         172
LIBERTY GLOBAL INC                COM SER A           530555101               9         425
LIBERTY GLOBAL INC                COM SER A           530555101             658      30,594
LIBERTY GLOBAL INC                COM SER A           530555101           21500     1000000
LIBERTY GLOBAL INC                COM SER C           530555309               0           9
LIBERTY GLOBAL INC                COM SER C           530555309               0           2
LIBERTY GLOBAL INC                COM SER C           530555309               1          28
LIBERTY GLOBAL INC                COM SER C           530555309               8         404
LIBERTY GLOBAL INC                COM SER C           530555309               9         431
LIBERTY GLOBAL INC                COM SER C           530555309             760      36,934
LIBERTY MEDIA HLDG CORP           INT COM SER A       53071M104               1          77
LIBERTY MEDIA HLDG CORP           INT COM SER A       53071M104               3         153
LIBERTY MEDIA HLDG CORP           INT COM SER A       53071M104               5         300
LIBERTY MEDIA HLDG CORP           INT COM SER A       53071M104              40       2,340
LIBERTY MEDIA HLDG CORP           INT COM SER A       53071M104              45       2,612
LIBERTY MEDIA HLDG CORP           INT COM SER A       53071M104            1512       87583
LIBERTY MEDIA HLDG CORP           CAP COM SER A       53071M302               1          15
LIBERTY MEDIA HLDG CORP           CAP COM SER A       53071M302               3          30
LIBERTY MEDIA HLDG CORP           CAP COM SER A       53071M302               5          60
LIBERTY MEDIA HLDG CORP           CAP COM SER A       53071M302              39         468
LIBERTY MEDIA HLDG CORP           CAP COM SER A       53071M302              49         584
LIBERTY MEDIA HLDG CORP           CAP COM SER A       53071M302           1,467      17,516
LIBERTY PPTY TR                   SH BEN INT          531172104             474      10,720
LILLY ELI & CO                    COM                 532457108              14         255
LILLY ELI & CO                    COM                 532457108              25         460
LILLY ELI & CO                    COM                 532457108              44         790
LILLY ELI & CO                    COM                 532457108              66       1,190
LILLY ELI & CO                    COM                 532457108              66        1200
LILLY ELI & CO                    COM                 532457108              72       1,300
LILLY ELI & CO                    COM                 532457108              72       1,300
LILLY ELI & CO                    COM                 532457108             105       1,900
LILLY ELI & CO                    COM                 532457108             105       1,900
LILLY ELI & CO                    COM                 532457108             551       9,968
LILLY ELI & CO                    COM                 532457108             553      10,000
LILLY ELI & CO                    COM                 532457108             987      17,866
LILLY ELI & CO                    COM                 532457108           6,887     124,603
LILLY ELI & CO                    COM                 532457108          12,050     218,018
LIMITED BRANDS INC                COM                 532716107               2          60
LIMITED BRANDS INC                COM                 532716107               3         120
LIMITED BRANDS INC                COM                 532716107               7         290
LIMITED BRANDS INC                COM                 532716107              68       2,671
LIMITED BRANDS INC                COM                 532716107             207        8100
LIMITED BRANDS INC                COM                 532716107             356      13,920
LIMITED BRANDS INC                COM                 532716107           1,956      76,453
LINCARE HLDGS INC                 COM                 532791100             100        2633
LINCARE HLDGS INC                 COM                 532791100             670      17,710
LINCOLN ELEC HLDGS INC            COM                 533900106             674      10,758
LINCOLN NATL CORP IND             COM                 534187109               8         135
LINCOLN NATL CORP IND             COM                 534187109              18         315
LINCOLN NATL CORP IND             COM                 534187109              24         420
LINCOLN NATL CORP IND             COM                 534187109             127       2,249
LINCOLN NATL CORP IND             COM                 534187109             522       9,247
LINCOLN NATL CORP IND             COM                 534187109            3050       54031
LINEAR TECHNOLOGY CORP            COM                 535678106           1,899      56,700
LIZ CLAIBORNE INC                 COM                 539320101             687      18,550
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              35         894
LLOYDS TSB GROUP PLC              SPONSORED ADR       539439109             259       6,555
LLOYDS TSB GROUP PLC              SPONSORED ADR       539439109             455      11,520
LOCKHEED MARTIN CORP              COM                 539830109               5          65
LOCKHEED MARTIN CORP              COM                 539830109              14         200
LOCKHEED MARTIN CORP              COM                 539830109              22         300
LOCKHEED MARTIN CORP              COM                 539830109              77       1,073
LOCKHEED MARTIN CORP              COM                 539830109             143       2,000
LOCKHEED MARTIN CORP              COM                 539830109           3,022      42,127
LOCKHEED MARTIN CORP              COM                 539830109           5,531      77,096
LOEWS CORP                        COM                 540424108               1          15
LOEWS CORP                        COM                 540424108              22         609
LOEWS CORP                        COM                 540424108              43       1,200
LOEWS CORP                        COM                 540424108             180       5,084
LOEWS CORP                        COM                 540424108             266       7,509
LOEWS CORP                        COM                 540424108            1749       49350
LOEWS CORP                        COM                 540424108           3,114      87,831
LOEWS CORP                        CAROLNA GP STK      540424207              16         319
LOEWS CORP                        CAROLNA GP STK      540424207              51       1,000
LOEWS CORP                        CAROLNA GP STK      540424207             139        2713
LORAL SPACE & COMMUNICATNS L      COM                 543881106           1,551      54,697
LOUISIANA PAC CORP                COM                 546347105               3         120
LOUISIANA PAC CORP                COM                 546347105              66       3,000
LOUISIANA PAC CORP                COM                 546347105             336      15,320
LOUISIANA PAC CORP                COM                 546347105             353      16,100
LOUISIANA PAC CORP                COM                 546347105            1134       51772
LOWES COS INC                     COM                 548661107               5          75
LOWES COS INC                     COM                 548661107              21         347
LOWES COS INC                     COM                 548661107              24         400
LOWES COS INC                     COM                 548661107              61       1,000
LOWES COS INC                     COM                 548661107             174        2870
LOWES COS INC                     COM                 548661107             243       4,000
LOWES COS INC                     COM                 548661107             313       5,156
LOWES COS INC                     COM                 548661107             592       9,753
LOWES COS INC                     COM                 548661107             651      10,732
LOWES COS INC                     COM                 548661107             673      11,100
LOWES COS INC                     COM                 548661107           1,192      19,646
LOWES COS INC                     COM                 548661107           1,321      21,780
LOWES COS INC                     COM                 548661107            1560       25705
LOWES COS INC                     COM                 548661107           5,221      86,053
LOWES COS INC                     COM                 548661107           8,225     135,562
LOWES COS INC                     COM                 548661107           9,478     156,217
LUCENT TECHNOLOGIES INC           COM                 549463107               0          85
LUCENT TECHNOLOGIES INC           COM                 549463107               1         300
LUCENT TECHNOLOGIES INC           COM                 549463107               1         274
LUCENT TECHNOLOGIES INC           COM                 549463107               2         680
LUCENT TECHNOLOGIES INC           COM                 549463107               5       2,023
LUCENT TECHNOLOGIES INC           COM                 549463107               8        3300
LUCENT TECHNOLOGIES INC           COM                 549463107              29      11,922
LUCENT TECHNOLOGIES INC           COM                 549463107              44      18,000
LUCENT TECHNOLOGIES INC           COM                 549463107              55       22835
LUCENT TECHNOLOGIES INC           COM                 549463107             113      46,792
LUCENT TECHNOLOGIES INC           COM                 549463107             126       52030
LUCENT TECHNOLOGIES INC           COM                 549463107             140      58,000
LUCENT TECHNOLOGIES INC           COM                 549463107             152       62930
LUCENT TECHNOLOGIES INC           COM                 549463107             213      88,160
LUCENT TECHNOLOGIES INC           COM                 549463107            1831      756792
LYONDELL CHEMICAL CO              COM                 552078107               6         250
LYONDELL CHEMICAL CO              COM                 552078107              12         540
LYONDELL CHEMICAL CO              COM                 552078107              38       1,696
LYONDELL CHEMICAL CO              COM                 552078107             150        6610
LYONDELL CHEMICAL CO              COM                 552078107             759      33,500
M & T BK CORP                     COM                 55261F104              94         800
M & T BK CORP                     COM                 55261F104           1,045       8,860
M & T BK CORP                     COM                 55261F104           1,990      16,880
MBIA INC                          COM                 55262C100               1          15
MBIA INC                          COM                 55262C100              18         300
MBIA INC                          COM                 55262C100             170        2900
MBIA INC                          COM                 55262C100           1,270      21,692
MDU RES GROUP INC                 COM                 552690109             494      13,500
MDS INC                           COM                 55269P302           6,885     377,480
MEMC ELECTR MATLS INC             COM                 552715104              65        1735
MEMC ELECTR MATLS INC             COM                 552715104              71       1,900
MEMC ELECTR MATLS INC             COM                 552715104             220       5,870
MGIC INVT CORP WIS                COM                 552848103               1          20
MGIC INVT CORP WIS                COM                 552848103              21         319
MGIC INVT CORP WIS                COM                 552848103              75       1,150
MGIC INVT CORP WIS                COM                 552848103           1,076      16,558
MGI PHARMA INC                    COM                 552880106              13         605
MGI PHARMA INC                    COM                 552880106             720      33,500
MGM MIRAGE                        COM                 552953101              45       1,100
MGM MIRAGE                        COM                 552953101              52       1,280
MGM MIRAGE                        COM                 552953101             697       17080
MACERICH CO                       COM                 554382101             498       7,100
MAGNA INTL INC                    CL A                559222401               9         124
MAGNA INTL INC                    CL A                559222401              33         460
MAGNA INTL INC                    CL A                559222401              40         550
MAGNA INTL INC                    CL A                559222401           4,238      58,886
MANOR CARE INC NEW                COM                 564055101               3          69
MANOR CARE INC NEW                COM                 564055101             601      12,810
MANPOWER INC                      COM                 56418H100              10         150
MANPOWER INC                      COM                 56418H100             129       2,000
MANPOWER INC                      COM                 56418H100             319        4945
MANPOWER INC                      COM                 56418H100             839      12,980
MANULIFE FINL CORP                COM                 56501R106              25         800
MANULIFE FINL CORP                COM                 56501R106              35       1,116
MANULIFE FINL CORP                COM                 56501R106             177        5582
MANULIFE FINL CORP                COM                 56501R106             330       10400
MANULIFE FINL CORP                COM                 56501R106             762       23985
MANULIFE FINL CORP                COM                 56501R106          15,088     474,924
MARATHON OIL CORP                 COM                 565849106               2          21
MARATHON OIL CORP                 COM                 565849106              15         180
MARATHON OIL CORP                 COM                 565849106              18         215
MARATHON OIL CORP                 COM                 565849106              39         470
MARATHON OIL CORP                 COM                 565849106              50         600
MARATHON OIL CORP                 COM                 565849106              54         650
MARATHON OIL CORP                 COM                 565849106             178       2,140
MARATHON OIL CORP                 COM                 565849106             250       3,000
MARATHON OIL CORP                 COM                 565849106             450       5,400
MARATHON OIL CORP                 COM                 565849106             553        6640
MARATHON OIL CORP                 COM                 565849106             916      11,000
MARATHON OIL CORP                 COM                 565849106           4,162      49,960
MARATHON OIL CORP                 COM                 565849106           5,122      61,492
MARKEL CORP                       COM                 570535104             312         900
MARSH & MCLENNAN COS INC          COM                 571748102               6         220
MARSH & MCLENNAN COS INC          COM                 571748102              15         570
MARSH & MCLENNAN COS INC          COM                 571748102              30        1120
MARSH & MCLENNAN COS INC          COM                 571748102              71       2,640
MARSH & MCLENNAN COS INC          COM                 571748102              76       2,809
MARSH & MCLENNAN COS INC          COM                 571748102             834      31,000
MARSH & MCLENNAN COS INC          COM                 571748102           1,056      39,274
MARSH & MCLENNAN COS INC          COM                 571748102            2566       95418
MARSHALL & ILSLEY CORP            COM                 571834100             206       4,498
MARSHALL & ILSLEY CORP            COM                 571834100           1,884      41,184
MARRIOTT INTL INC NEW             CL A                571903202             646       16946
MARRIOTT INTL INC NEW             CL A                571903202            2444       64102
MARRIOTT INTL INC NEW             CL A                571903202           2,757      72,312
MARVEL ENTERTAINMENT INC          COM                 57383T103           1,468      73,400
MARVEL ENTERTAINMENT INC          COM                 57383T103          16,000     800,000
MASCO CORP                        COM                 574599106               4         140
MASCO CORP                        COM                 574599106               6         205
MASCO CORP                        COM                 574599106              15         500
MASCO CORP                        COM                 574599106             708      23,900
MASCO CORP                        COM                 574599106           2,453      82,751
MASSEY ENERGY CORP                COM                 576206106               7         200
MASSEY ENERGY CORP                COM                 576206106              11         300
MASSEY ENERGY CORP                COM                 576206106              15         418
MASSEY ENERGY CORP                COM                 576206106             980       27220
MASSEY ENERGY CORP                COM                 576206106           2,963      82,300
MASTERCARD INC                    COM                 57636Q104              57        1180
MASTERCARD INC                    COM                 57636Q104          11,561     240,864
MATSUSHITA ELEC INDL              ADR                 576879209               7         327
MATSUSHITA ELEC INDL              ADR                 576879209               8         358
MATSUSHITA ELEC INDL              ADR                 576879209              30        1400
MATSUSHITA ELEC INDL              ADR                 576879209             903       42750
MATSUSHITA ELEC INDL              ADR                 576879209           4,357     206,218
MATTEL INC                        COM                 577081102               6         385
MATTEL INC                        COM                 577081102               7         395
MATTEL INC                        COM                 577081102              16         965
MATTEL INC                        COM                 577081102              18        1120
MATTEL INC                        COM                 577081102              83       5,000
MATTEL INC                        COM                 577081102             149       9,000
MATTEL INC                        COM                 577081102           1,138      68,939
MATTHEWS INTL CORP                CL A                577128101             434      12,581
MAXIM INTEGRATED PRODS INC        COM                 57772K101             117        3647
MAXIM INTEGRATED PRODS INC        COM                 57772K101           1,922      59,854
MCAFEE INC                        COM                 579064106               5         190
MCAFEE INC                        COM                 579064106               7         302
MCAFEE INC                        COM                 579064106              83       3,419
MCAFEE INC                        COM                 579064106             364      15,000
MCCORMICK & CO INC                COM NON VTG         579780206              84       2,500
MCCORMICK & CO INC                COM NON VTG         579780206             609      18,150
MCDONALDS CORP                    COM                 580135101               8         235
MCDONALDS CORP                    COM                 580135101               8         230
MCDONALDS CORP                    COM                 580135101              25         740
MCDONALDS CORP                    COM                 580135101              45       1,340
MCDONALDS CORP                    COM                 580135101             101       3,000
MCDONALDS CORP                    COM                 580135101             317       9,430
MCDONALDS CORP                    COM                 580135101             321       9,565
MCDONALDS CORP                    COM                 580135101             454       13500
MCDONALDS CORP                    COM                 580135101             541       16100
MCDONALDS CORP                    COM                 580135101             594      17,689
MCDONALDS CORP                    COM                 580135101           1,166      34,700
MCDONALDS CORP                    COM                 580135101           2,629      78,231
MCDONALDS CORP                    COM                 580135101           5,325     158,473
MCDONALDS CORP                    COM                 580135101           8,716     259,419
MCDONALDS CORP                    COM                 580135101         532,056  15,835,000
MCG CAPITAL CORP                  COM                 58047P107             566      35,567
MCGRATH RENTCORP                  COM                 580589109             308      11,064
MCGRAW HILL COS INC               COM                 580645109              59        1175
MCGRAW HILL COS INC               COM                 580645109             100       2,000
MCGRAW HILL COS INC               COM                 580645109             217       4,330
MCGRAW HILL COS INC               COM                 580645109             308        6136
MCGRAW HILL COS INC               COM                 580645109             389       7,750
MCGRAW HILL COS INC               COM                 580645109             471        9385
MCGRAW HILL COS INC               COM                 580645109            1145       22800
MCGRAW HILL COS INC               COM                 580645109           3,360      66,900
MCGRAW HILL COS INC               COM                 580645109           3,779      75,230
MCKESSON CORP                     COM                 58155Q103              20         433
MCKESSON CORP                     COM                 58155Q103              21         435
MCKESSON CORP                     COM                 58155Q103              47        1000
MCKESSON CORP                     COM                 58155Q103           1,716      36,300
MCKESSON CORP                     COM                 58155Q103           2,389      50,519
MEADWESTVACO CORP                 COM                 583334107               2          55
MEADWESTVACO CORP                 COM                 583334107               3          99
MEADWESTVACO CORP                 COM                 583334107               9         308
MEADWESTVACO CORP                 COM                 583334107             247       8,827
MEADWESTVACO CORP                 COM                 583334107             789       28266
MEASUREMENT SPECIALTIES INC       COM                 583421102             309       13880
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102               2          36
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102              14         242
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102              21         365
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102              49         853
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102              57       1,000
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102              66       1,155
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102              92       1,600
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102             670      11,703
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102             959      16,746
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102           3,381      59,027
MEDIMMUNE INC                     COM                 584699102              35       1,300
MEDIMMUNE INC                     COM                 584699102              54       1,981
MEDIMMUNE INC                     COM                 584699102              54        2000
MEDIMMUNE INC                     COM                 584699102           1,055      38,925
MEDICURE INC                      COM                 58469E101              20      15,000
MEDTRONIC INC                     COM                 585055106              24         521
MEDTRONIC INC                     COM                 585055106              33         700
MEDTRONIC INC                     COM                 585055106              87       1,850
MEDTRONIC INC                     COM                 585055106             131       2,800
MEDTRONIC INC                     COM                 585055106             231       4,931
MEDTRONIC INC                     COM                 585055106             240        5110
MEDTRONIC INC                     COM                 585055106             389       8,300
MEDTRONIC INC                     COM                 585055106             579       12340
MEDTRONIC INC                     COM                 585055106             591      12,606
MEDTRONIC INC                     COM                 585055106             690      14,700
MEDTRONIC INC                     COM                 585055106             741      15,796
MEDTRONIC INC                     COM                 585055106           1,479      31,527
MEDTRONIC INC                     COM                 585055106           2,593      55,270
MEDTRONIC INC                     COM                 585055106           4,472      95,318
MEDTRONIC INC                     COM                 585055106           4,615      98,364
MEDTRONIC INC                     COM                 585055106          11,110     236,791
MELLON FINL CORP                  COM                 58551A108               2          45
MELLON FINL CORP                  COM                 58551A108              34       1,000
MELLON FINL CORP                  COM                 58551A108             837      24,318
MELLON FINL CORP                  COM                 58551A108           1,078      31,319
MELLON FINL CORP                  COM                 58551A108           2,542      73,831
MENS WEARHOUSE INC                COM                 587118100               5         180
MENS WEARHOUSE INC                COM                 587118100             209       6,897
MERCANTILE BANKSHARES CORP        COM                 587405101              16         450
MERCANTILE BANKSHARES CORP        COM                 587405101             445       12465
MERCK & CO INC                    COM                 589331107               4         100
MERCK & CO INC                    COM                 589331107               7         200
MERCK & CO INC                    COM                 589331107              33         900
MERCK & CO INC                    COM                 589331107              66       1,800
MERCK & CO INC                    COM                 589331107              73       2,000
MERCK & CO INC                    COM                 589331107              84       2,305
MERCK & CO INC                    COM                 589331107             149        4087
MERCK & CO INC                    COM                 589331107             208       5,700
MERCK & CO INC                    COM                 589331107             525      14,400
MERCK & CO INC                    COM                 589331107             727       19960
MERCK & CO INC                    COM                 589331107             893      24,502
MERCK & CO INC                    COM                 589331107           1,002      27,507
MERCK & CO INC                    COM                 589331107           1,513      41,520
MERCK & CO INC                    COM                 589331107           2,032      55,780
MERCK & CO INC                    COM                 589331107           3,026      83,070
MERCK & CO INC                    COM                 589331107            3036       83348
MERCK & CO INC                    COM                 589331107            3956      108605
MERCK & CO INC                    COM                 589331107            5037      138270
MERCK & CO INC                    COM                 589331107            5273      144731
MERCK & CO INC                    COM                 589331107           16133      442839
MERCK & CO INC                    COM                 589331107          258653     7100000
MEREDITH CORP                     COM                 589433101              50       1,000
MEREDITH CORP                     COM                 589433101             119       2,400
MEREDITH CORP                     COM                 589433101             416       8,400
MERRILL LYNCH & CO INC            COM                 590188108              24         350
MERRILL LYNCH & CO INC            COM                 590188108              24         340
MERRILL LYNCH & CO INC            COM                 590188108              54         780
MERRILL LYNCH & CO INC            COM                 590188108              75       1,080
MERRILL LYNCH & CO INC            COM                 590188108              90        1300
MERRILL LYNCH & CO INC            COM                 590188108             101       1,450
MERRILL LYNCH & CO INC            COM                 590188108             209       3,000
MERRILL LYNCH & CO INC            COM                 590188108             417       6,000
MERRILL LYNCH & CO INC            COM                 590188108             427        6137
MERRILL LYNCH & CO INC            COM                 590188108            2586       37177
MERRILL LYNCH & CO INC            COM                 590188108           3,232      46,465
MERRILL LYNCH & CO INC            COM                 590188108           5,806      83,470
MERRILL LYNCH & CO INC            COM                 590188108          12,525     180,064
MERRILL LYNCH & CO INC            COM                 590188108          12,894     185,362
METHANEX CORP                     COM                 59151K108             467      22,046
METLIFE INC                       COM                 59156R108               8         158
METLIFE INC                       COM                 59156R108              24         460
METLIFE INC                       COM                 59156R108             138       2,700
METLIFE INC                       COM                 59156R108             514      10,030
METLIFE INC                       COM                 59156R108             954      18,627
METLIFE INC                       COM                 59156R108            7467      145805
METLIFE INC                       COM                 59156R108           9,140     178,474
MEXICO FD INC                     COM                 592835102             123       4,000
MEXICO FD INC                     COM                 592835102             675       22000
MICHAELS STORES INC               COM                 594087108             367        8900
MICHAELS STORES INC               COM                 594087108             495      12,000
MICHAELS STORES INC               COM                 594087108             556      13,480
MICROSOFT CORP                    COM                 594918104               5         212
MICROSOFT CORP                    COM                 594918104              14         600
MICROSOFT CORP                    COM                 594918104              43       1,840
MICROSOFT CORP                    COM                 594918104              49       2,112
MICROSOFT CORP                    COM                 594918104             143       6,150
MICROSOFT CORP                    COM                 594918104             232       9,941
MICROSOFT CORP                    COM                 594918104             275       11800
MICROSOFT CORP                    COM                 594918104             287      12,333
MICROSOFT CORP                    COM                 594918104             355      15,236
MICROSOFT CORP                    COM                 594918104             489       21000
MICROSOFT CORP                    COM                 594918104             617      26,500
MICROSOFT CORP                    COM                 594918104             655       28104
MICROSOFT CORP                    COM                 594918104             741      31,791
MICROSOFT CORP                    COM                 594918104           1,083      46,500
MICROSOFT CORP                    COM                 594918104           1,199      51,460
MICROSOFT CORP                    COM                 594918104           1,327      56,934
MICROSOFT CORP                    COM                 594918104           1,508      64,738
MICROSOFT CORP                    COM                 594918104           1,956      83,969
MICROSOFT CORP                    COM                 594918104           2,331     100,059
MICROSOFT CORP                    COM                 594918104           4,929     211,563
MICROSOFT CORP                    COM                 594918104           5,560     238,647
MICROSOFT CORP                    COM                 594918104            6194      265843
MICROSOFT CORP                    COM                 594918104           9,332     400,494
MICROSOFT CORP                    COM                 594918104          20,310     871,684
MICROSOFT CORP                    COM                 594918104          22,223     953,762
MICROSOFT CORP                    COM                 594918104          44,768   1,921,356
MICROSOFT CORP                    COM                 594918104           77822     3340000
MICROCHIP TECHNOLOGY INC          COM                 595017104               0           8
MICROCHIP TECHNOLOGY INC          COM                 595017104             428       12750
MICROCHIP TECHNOLOGY INC          COM                 595017104             924       27530
MICROCHIP TECHNOLOGY INC          COM                 595017104           5,368     160,000
MICRON TECHNOLOGY INC             COM                 595112103               3         170
MICRON TECHNOLOGY INC             COM                 595112103               3         200
MICRON TECHNOLOGY INC             COM                 595112103               5         318
MICRON TECHNOLOGY INC             COM                 595112103              32        2135
MICRON TECHNOLOGY INC             COM                 595112103              33       2,200
MICRON TECHNOLOGY INC             COM                 595112103              46        3031
MICRON TECHNOLOGY INC             COM                 595112103              81       5,360
MICRON TECHNOLOGY INC             COM                 595112103             242       16046
MICRON TECHNOLOGY INC             COM                 595112103           1,682     111,699
MIDCAP SPDR TR                    UNIT SER 1          595635103             185       1,326
MIDCAP SPDR TR                    UNIT SER 1          595635103             671       4,825
MIDCAP SPDR TR                    UNIT SER 1          595635103          41,005     294,642
MILLENNIUM PHARMACEUTICALS I      COM                 599902103               1          80
MILLENNIUM PHARMACEUTICALS I      COM                 599902103               1         110
MILLENNIUM PHARMACEUTICALS I      COM                 599902103              80       8,000
MILLENNIUM PHARMACEUTICALS I      COM                 599902103              85        8500
MILLENNIUM PHARMACEUTICALS I      COM                 599902103             107      10,714
MILLENNIUM PHARMACEUTICALS I      COM                 599902103             325      32,600
MILLEA HOLDINGS INC               ADR                 60032R106              10         111
MILLEA HOLDINGS INC               ADR                 60032R106              25         268
MILLEA HOLDINGS INC               ADR                 60032R106             173        1855
MILLEA HOLDINGS INC               ADR                 60032R106             206       2,212
MILLEA HOLDINGS INC               ADR                 60032R106             718        7717
MILLIPORE CORP                    COM                 601073109              22         350
MILLIPORE CORP                    COM                 601073109             511       8,120
MINDSPEED TECHNOLOGIES INC        COM                 602682106               0         183
MINDSPEED TECHNOLOGIES INC        COM                 602682106               0         166
MINDSPEED TECHNOLOGIES INC        COM                 602682106               1         230
MINDSPEED TECHNOLOGIES INC        COM                 602682106              31      12,900
MIRANT CORP NEW                   COM                 60467R100              13         480
MIRANT CORP NEW                   COM                 60467R100              75       2,816
MIRANT CORP NEW                   COM                 60467R100             151        5649
MIRANT CORP NEW                   COM                 60467R100             173       6,450
MIRANT CORP NEW                   COM                 60467R100          1,079      40,253
MIRANT CORP NEW                   COM                 60467R100           2,956     110,302
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104              13         945
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104              17       1,200
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104             209      15,000
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104             215       15410
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104             951      68,152
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104           1,086      77,875
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104           5,477     392,617
MOBILE TELESYSTEMS OJSC           SPONSORED ADR       607409109               1          29
MOBILE TELESYSTEMS OJSC           SPONSORED ADR       607409109               5         181
MOBILE TELESYSTEMS OJSC           SPONSORED ADR       607409109              61       2,057
MOBILE TELESYSTEMS OJSC           SPONSORED ADR       607409109           1,259      42,751
MOHAWK INDS INC                   COM                 608190104             571       8,120
MOLEX INC                         COM                 608554101              30         900
MOLEX INC                         COM                 608554101              57       1,712
MOLEX INC                         COM                 608554101              60       1,800
MOLEX INC                         COM                 608554101             247       7,349
MOLEX INC                         COM                 608554101             483      14,395
MOLEX INC                         COM                 608554101           1,874      55,830
MOLEX INC                         CL A                608554200             210       7,300
MOLEX INC                         CL A                608554200             210        7294
MOLSON COORS BREWING CO           CL B                60871R209              14         200
MOLSON COORS BREWING CO           CL B                60871R209              17         245
MOLSON COORS BREWING CO           CL B                60871R209             746      10,984
MONEYGRAM INTL INC                COM                 60935Y109             276       8,140
MONSANTO CO NEW                   COM                 61166W101               0           1
MONSANTO CO NEW                   COM                 61166W101               5          55
MONSANTO CO NEW                   COM                 61166W101               6          77
MONSANTO CO NEW                   COM                 61166W101              12         142
MONSANTO CO NEW                   COM                 61166W101              33         387
MONSANTO CO NEW                   COM                 61166W101             126       1,500
MONSANTO CO NEW                   COM                 61166W101             136       1,612
MONSANTO CO NEW                   COM                 61166W101             244        2900
MONSANTO CO NEW                   COM                 61166W101             250        2964
MONSANTO CO NEW                   COM                 61166W101             575       6,826
MONSANTO CO NEW                   COM                 61166W101             817       9,704
MONSANTO CO NEW                   COM                 61166W101            1833       21774
MONSANTO CO NEW                   COM                 61166W101            4050       48105
MONSTER WORLDWIDE INC             COM                 611742107               1          35
MONSTER WORLDWIDE INC             COM                 611742107             795      18,640
MOODYS CORP                       COM                 615369105               8         145
MOODYS CORP                       COM                 615369105              25         450
MOODYS CORP                       COM                 615369105              44         800
MOODYS CORP                       COM                 615369105             109        2009
MOODYS CORP                       COM                 615369105             152        2800
MOODYS CORP                       COM                 615369105             248        4550
MOODYS CORP                       COM                 615369105           2,980      54,724
MOOG INC                          CL A                615394202               3          95
MOOG INC                          CL A                615394202          41,312   1,207,259
MOOG INC                          CL B                615394301          79,006   2,297,358
MORGAN STANLEY                    COM NEW             617446448              23         360
MORGAN STANLEY                    COM NEW             617446448              58         925
MORGAN STANLEY                    COM NEW             617446448              70       1,115
MORGAN STANLEY                    COM NEW             617446448              73       1,150
MORGAN STANLEY                    COM NEW             617446448             164       2,595
MORGAN STANLEY                    COM NEW             617446448             190        3000
MORGAN STANLEY                    COM NEW             617446448             575        9100
MORGAN STANLEY                    COM NEW             617446448             604       9,561
MORGAN STANLEY                    COM NEW             617446448             723       11445
MORGAN STANLEY                    COM NEW             617446448           1,505      23,810
MORGAN STANLEY                    COM NEW             617446448           1,506      23,833
MORGAN STANLEY                    COM NEW             617446448           3,249      51,400
MORGAN STANLEY                    COM NEW             617446448           7,865     124,420
MORGAN STANLEY                    COM NEW             617446448           8,005     126,642
MORGAN STANLEY                    COM NEW             617446448          13,976     221,099
MOTOROLA INC                      COM                 620076109               2         100
MOTOROLA INC                      COM                 620076109              20        1000
MOTOROLA INC                      COM                 620076109              40        2000
MOTOROLA INC                      COM                 620076109              50        2500
MOTOROLA INC                      COM                 620076109              62        3100
MOTOROLA INC                      COM                 620076109              99       4,910
MOTOROLA INC                      COM                 620076109             143       7,100
MOTOROLA INC                      COM                 620076109             165       8,200
MOTOROLA INC                      COM                 620076109             216      10,742
MOTOROLA INC                      COM                 620076109             283      14,050
MOTOROLA INC                      COM                 620076109             291      14,450
MOTOROLA INC                      COM                 620076109             464       23043
MOTOROLA INC                      COM                 620076109             690       34220
MOTOROLA INC                      COM                 620076109             783      38,866
MOTOROLA INC                      COM                 620076109           1,151      57,138
MOTOROLA INC                      COM                 620076109            6569      326004
MOTOROLA INC                      COM                 620076109          10,174     504,900
MOTOROLA INC                      COM                 620076109          13,270     658,539
MURPHY OIL CORP                   COM                 626717102               7         120
MURPHY OIL CORP                   COM                 626717102              56       1,000
MURPHY OIL CORP                   COM                 626717102            1622       29030
MYLAN LABS INC                    COM                 628530107               6         280
MYLAN LABS INC                    COM                 628530107               8         378
MYLAN LABS INC                    COM                 628530107              20       1,012
MYLAN LABS INC                    COM                 628530107             198       9,900
MYLAN LABS INC                    COM                 628530107             654      32,675
NCR CORP NEW                      COM                 62886E108               1          35
NCR CORP NEW                      COM                 62886E108               5         124
NCR CORP NEW                      COM                 62886E108           1,086      29,632
NGAS RESOURCES INC                COM                 62912T103              79       10000
NII HLDGS INC                     CL B NEW            62913F201               4          74
NII HLDGS INC                     CL B NEW            62913F201              79       1,400
NII HLDGS INC                     CL B NEW            62913F201             149       2,634
NII HLDGS INC                     CL B NEW            62913F201           1,088      19,300
NTL INC DEL                       COM                 62941W101               0           2
NTL INC DEL                       COM                 62941W101             756      30,373
NUCO2 INC                         COM                 629428103             311      12,917
NTT DOCOMO INC                    SPONS ADR           62942M201             256       17434
NVR INC                           COM                 62944T105             452         920
NYSE GROUP INC                    COM                 62949W103               7         100
NYSE GROUP INC                    COM                 62949W103             110        1600
NYSE GROUP INC                    COM                 62949W103             299        4367
NASDAQ 100 TR                     UNIT SER 1          631100104               0           3
NASDAQ 100 TR                     UNIT SER 1          631100104               8         209
NASDAQ 100 TR                     UNIT SER 1          631100104              78        2000
NASDAQ 100 TR                     UNIT SER 1          631100104              88        2258
NASDAQ 100 TR                     UNIT SER 1          631100104             132       3,400
NASDAQ 100 TR                     UNIT SER 1          631100104             225       5,795
NASDAQ 100 TR                     UNIT SER 1          631100104             538      13,881
NASDAQ 100 TR                     UNIT SER 1          631100104             924      23,830
NASDAQ 100 TR                     UNIT SER 1          631100104            1550       39988
NASDAQ 100 TR                     UNIT SER 1          631100104           5,025     129,599
NASDAQ 100 TR                     UNIT SER 1          631100104           5,943     153,300
NASDAQ 100 TR                     UNIT SER 1          631100104           6,040     155,793
NASDAQ 100 TR                     UNIT SER 1          631100104           8,728     225,123
NASDAQ 100 TR                     UNIT SER 1          631100104           20704      534012
NASTECH PHARMACEUTICAL INC        COM PAR $0.006      631728409             586      37,100
NATIONAL CITY CORP                COM                 635405103              25         700
NATIONAL CITY CORP                COM                 635405103              77       2,129
NATIONAL CITY CORP                COM                 635405103             682      18,840
NATIONAL CITY CORP                COM                 635405103            3931      108622
NATIONAL FINL PARTNERS CORP       COM                 63607P208               3          67
NATIONAL FINL PARTNERS CORP       COM                 63607P208             492      11,107
NATIONAL FUEL GAS CO N J          COM                 636180101             200       5,681
NATIONAL FUEL GAS CO N J          COM                 636180101             228       6,486
NATIONAL OILWELL VARCO INC        COM                 637071101              26         418
NATIONAL OILWELL VARCO INC        COM                 637071101              63       1,000
NATIONAL OILWELL VARCO INC        COM                 637071101             111       1,750
NATIONAL OILWELL VARCO INC        COM                 637071101             254        4015
NATIONAL OILWELL VARCO INC        COM                 637071101             661      10,432
NATIONAL OILWELL VARCO INC        COM                 637071101            1047       16530
NATIONAL OILWELL VARCO INC        COM                 637071101            1709       26990
NATIONAL OILWELL VARCO INC        COM                 637071101           3,587      56,648
NATIONAL OILWELL VARCO INC        COM                 637071101           10278      162322
NATIONAL SEMICONDUCTOR CORP       COM                 637640103               3         145
NATIONAL SEMICONDUCTOR CORP       COM                 637640103              17         700
NATIONAL SEMICONDUCTOR CORP       COM                 637640103              56        2350
NATIONAL SEMICONDUCTOR CORP       COM                 637640103              72       3,000
NATIONAL SEMICONDUCTOR CORP       COM                 637640103             108       4,542
NATIONAL SEMICONDUCTOR CORP       COM                 637640103             176       7,376
NATIONAL SEMICONDUCTOR CORP       COM                 637640103           1,305      54,706
NATIONAL SEMICONDUCTOR CORP       COM                 637640103           1,446      60,628
NATIONWIDE FINL SVCS INC          CL A                638612101              24         540
NATIONWIDE FINL SVCS INC          CL A                638612101             295        6686
NAUTILUS INC                      COM                 63910B102             201      12,800
NAVTEQ CORP                       COM                 63936L100              74       1,660
NAVTEQ CORP                       COM                 63936L100              85        1900
NAVTEQ CORP                       COM                 63936L100             375       8,400
NAVTEQ CORP                       COM                 63936L100             725      16,225
NAVTEQ CORP                       COM                 63936L100           2,413      54,000
NAVTEQ CORP                       COM                 63936L100           2,768      61,948
NETEASE COM INC                   SPONSORED ADR       64110W102               1          24
NETEASE COM INC                   SPONSORED ADR       64110W102               8         340
NETEASE COM INC                   SPONSORED ADR       64110W102              21         920
NETEASE COM INC                   SPONSORED ADR       64110W102             179        8000
NETEASE COM INC                   SPONSORED ADR       64110W102             225      10,063
NETEASE COM INC                   SPONSORED ADR       64110W102           1,592      71,280
NETEASE COM INC                   SPONSORED ADR       64110W102           10410      466197
NETWORK APPLIANCE INC             COM                 64120L104               7         190
NETWORK APPLIANCE INC             COM                 64120L104              52        1469
NETWORK APPLIANCE INC             COM                 64120L104             102       2,900
NETWORK APPLIANCE INC             COM                 64120L104             600      17,010
NETWORK APPLIANCE INC             COM                 64120L104            2254       63843
NEW HAMPSHIRE THRIFT BANCSHS      COM                 644722100             754      47,707
NEW YORK CMNTY BANCORP INC        COM                 649445103              13         800
NEW YORK CMNTY BANCORP INC        COM                 649445103             239       14466
NEW YORK CMNTY BANCORP INC        COM                 649445103             569      34,466
NEW YORK TIMES CO                 CL A                650111107              25       1,000
NEW YORK TIMES CO                 CL A                650111107              35       1,420
NEW YORK TIMES CO                 CL A                650111107             586      23,876
NEWELL RUBBERMAID INC             COM                 651229106               6         239
NEWELL RUBBERMAID INC             COM                 651229106              12         465
NEWELL RUBBERMAID INC             COM                 651229106             361      13,970
NEWELL RUBBERMAID INC             COM                 651229106           1,246      48,248
NEWFIELD EXPL CO                  COM                 651290108              49        1000
NEWFIELD EXPL CO                  COM                 651290108             625      12,770
NEWMONT MINING CORP               COM                 651639106              17         325
NEWMONT MINING CORP               COM                 651639106              32         600
NEWMONT MINING CORP               COM                 651639106             122       2,307
NEWMONT MINING CORP               COM                 651639106             175       3,300
NEWMONT MINING CORP               COM                 651639106             198        3737
NEWMONT MINING CORP               COM                 651639106             241       4,556
NEWMONT MINING CORP               COM                 651639106             349       6,600
NEWMONT MINING CORP               COM                 651639106           1,883      35,568
NEWMONT MINING CORP               COM                 651639106           1,953      36,900
NEWMONT MINING CORP               COM                 651639106            4435       83797
NEWMONT MINING CORP               COM                 651639106           4,526      85,500
NEWMONT MINING CORP               COM                 651639106          38,501     727,398
NEWS CORP                         CL A                65248E104               6         310
NEWS CORP                         CL A                65248E104              13         665
NEWS CORP                         CL A                65248E104              43       2,260
NEWS CORP                         CL A                65248E104              51       2,647
NEWS CORP                         CL A                65248E104              80        4145
NEWS CORP                         CL A                65248E104             123       6,400
NEWS CORP                         CL A                65248E104             572      29,836
NEWS CORP                         CL A                65248E104           1,918     100,000
NEWS CORP                         CL A                65248E104           4,441     231,549
NEWS CORP                         CL A                65248E104           6,857     357,484
NEWS CORP                         CL B                65248E203               5         250
NEWS CORP                         CL B                65248E203               8         390
NEWS CORP                         CL B                65248E203              40        2000
NEWS CORP                         CL B                65248E203             154        7613
NEWS CORP                         CL B                65248E203             182        9000
NEWS CORP                         CL B                65248E203             421       20860
NEWS CORP                         CL B                65248E203           1,972      97,730
NEXTEL PARTNERS INC               CL A                65333F107             362      12,700
NEXEN INC                         COM                 65334H102               1          10
NEXEN INC                         COM                 65334H102              11         200
NEXEN INC                         COM                 65334H102              25         441
NEXEN INC                         COM                 65334H102              52         914
NEXEN INC                         COM                 65334H102           6,830     120,805
NICE SYS LTD                      SPONSORED ADR       653656108               3          89
NICE SYS LTD                      SPONSORED ADR       653656108             225       8,000
NICE SYS LTD                      SPONSORED ADR       653656108             867      30,800
NICOR INC                         COM                 654086107              75       1,800
NICOR INC                         COM                 654086107             125       3,010
NIKE INC                          CL B                654106103               4          46
NIKE INC                          CL B                654106103               7          89
NIKE INC                          CL B                654106103              61         750
NIKE INC                          CL B                654106103             351        4328
NIKE INC                          CL B                654106103             421        5200
NIKE INC                          CL B                654106103             486       6,000
NIKE INC                          CL B                654106103           1,678      20,713
NIKE INC                          CL B                654106103           2,447      30,209
NIKE INC                          CL B                654106103           8,748     108,000
NIPPON TELEG & TEL CORP           SPONSORED ADR       654624105              12         510
NIPPON TELEG & TEL CORP           SPONSORED ADR       654624105              13         532
NIPPON TELEG & TEL CORP           SPONSORED ADR       654624105              57        2321
NIPPON TELEG & TEL CORP           SPONSORED ADR       654624105             281       11500
NIPPON TELEG & TEL CORP           SPONSORED ADR       654624105             412      16,847
NISOURCE INC                      COM                 65473P105               9         402
NISOURCE INC                      COM                 65473P105           1,058      48,462
NISSAN MOTORS                     SPONSORED ADR       654744408              14         650
NISSAN MOTORS                     SPONSORED ADR       654744408             740      33,663
NISSAN MOTORS                     SPONSORED ADR       654744408           3,760     171,071
NOKIA CORP                        SPONSORED ADR       654902204               4         200
NOKIA CORP                        SPONSORED ADR       654902204              32        1600
NOKIA CORP                        SPONSORED ADR       654902204             106       5,250
NOKIA CORP                        SPONSORED ADR       654902204             162       8,000
NOKIA CORP                        SPONSORED ADR       654902204             207       10240
NOKIA CORP                        SPONSORED ADR       654902204             277      13,679
NOKIA CORP                        SPONSORED ADR       654902204             514      25,350
NOKIA CORP                        SPONSORED ADR       654902204           1,440      71,075
NOKIA CORP                        SPONSORED ADR       654902204           1,759      86,841
NOKIA CORP                        SPONSORED ADR       654902204            2939      145063
NOKIA CORP                        SPONSORED ADR       654902204          36,654   1,809,193
NOBLE ENERGY INC                  COM                 655044105              11         230
NOBLE ENERGY INC                  COM                 655044105              32         680
NOBLE ENERGY INC                  COM                 655044105              68       1,454
NOBLE ENERGY INC                  COM                 655044105             108       2,310
NOBLE ENERGY INC                  COM                 655044105             578      12,340
NOBLE ENERGY INC                  COM                 655044105             872      18,600
NOMURA HLDGS INC                  SPONSORED ADR       65535H208              12         635
NOMURA HLDGS INC                  SPONSORED ADR       65535H208              15         790
NOMURA HLDGS INC                  SPONSORED ADR       65535H208             837      44,496
NOMURA HLDGS INC                  SPONSORED ADR       65535H208           2,425     128,985
NORDSTROM INC                     COM                 655664100              10         274
NORDSTROM INC                     COM                 655664100              24         664
NORDSTROM INC                     COM                 655664100             135       3,700
NORDSTROM INC                     COM                 655664100           1,368      37,490
NORDSTROM INC                     COM                 655664100            2448       67068
NORFOLK SOUTHERN CORP             COM                 655844108              12         225
NORFOLK SOUTHERN CORP             COM                 655844108              38         720
NORFOLK SOUTHERN CORP             COM                 655844108             106        2000
NORFOLK SOUTHERN CORP             COM                 655844108             192        3600
NORFOLK SOUTHERN CORP             COM                 655844108             845      15,875
NORFOLK SOUTHERN CORP             COM                 655844108           2,338      43,933
NORFOLK SOUTHERN CORP             COM                 655844108           4,000      75,153
NORFOLK SOUTHERN CORP             COM                 655844108           4,398      82,636
NORSK HYDRO A S                   SPONSORED ADR       656531605             267      10,000
NORTEL NETWORKS CORP NEW          COM                 656568102               1         300
NORTEL NETWORKS CORP NEW          COM                 656568102               4       1,850
NORTEL NETWORKS CORP NEW          COM                 656568102               9       3,800
NORTEL NETWORKS CORP NEW          COM                 656568102              10       4,500
NORTEL NETWORKS CORP NEW          COM                 656568102             164       73180
NORTEL NETWORKS CORP NEW          COM                 656568102             170       75956
NORTEL NETWORKS CORP NEW          COM                 656568102            1613      719974
NORTH FORK BANCORPORATION NY      COM                 659424105              10         330
NORTH FORK BANCORPORATION NY      COM                 659424105              12         385
NORTH FORK BANCORPORATION NY      COM                 659424105              45        1500
NORTH FORK BANCORPORATION NY      COM                 659424105             100       3,325
NORTH FORK BANCORPORATION NY      COM                 659424105             536      17,750
NORTH FORK BANCORPORATION NY      COM                 659424105           2,735      90,649
NORTH FORK BANCORPORATION NY      COM                 659424105           2,810      93,150
NORTH FORK BANCORPORATION NY      COM                 659424105           3,016      99,975
NORTHEAST UTILS                   COM                 664397106               9         440
NORTHEAST UTILS                   COM                 664397106              10         460
NORTHEAST UTILS                   COM                 664397106             344      16,640
NORTHERN ORION RES INC            COM                 665575106             529     108,830
NORTHERN TR CORP                  COM                 665859104              11         200
NORTHERN TR CORP                  COM                 665859104            1908       34498
NORTHERN TR CORP                  COM                 665859104           2,201      39,798
NORTHGATE MINERALS CORP           COM                 666416102              18        5000
NORTHGATE MINERALS CORP           COM                 666416102              74      20,050
NORTHROP GRUMMAN CORP             COM                 666807102               2          25
NORTHROP GRUMMAN CORP             COM                 666807102               5          80
NORTHROP GRUMMAN CORP             COM                 666807102              26         410
NORTHROP GRUMMAN CORP             COM                 666807102             237       3,703
NORTHROP GRUMMAN CORP             COM                 666807102             384       5,996
NORTHROP GRUMMAN CORP             COM                 666807102           4,420      68,996
NORTHWEST NAT GAS CO              COM                 667655104             333       9,000
NOVA CHEMICALS CORP               COM                 66977W109           2,266      78,709
NOVARTIS A G                      SPONSORED ADR       66987V109              14         260
NOVARTIS A G                      SPONSORED ADR       66987V109              43         790
NOVARTIS A G                      SPONSORED ADR       66987V109             113       2,094
NOVARTIS A G                      SPONSORED ADR       66987V109             247       4,587
NOVARTIS A G                      SPONSORED ADR       66987V109             267        4952
NOVARTIS A G                      SPONSORED ADR       66987V109           1,015      18,816
NOVARTIS A G                      SPONSORED ADR       66987V109           1,441      26,725
NOVELL INC                        COM                 670006105               1         194
NOVELL INC                        COM                 670006105               3         500
NOVELL INC                        COM                 670006105               4         536
NOVELL INC                        COM                 670006105              96       14552
NOVELL INC                        COM                 670006105             123      18,554
NOVELL INC                        COM                 670006105             143      21,510
NOVELLUS SYS INC                  COM                 670008101              12         500
NOVELLUS SYS INC                  COM                 670008101              28        1125
NOVELLUS SYS INC                  COM                 670008101              51       2,058
NOVELLUS SYS INC                  COM                 670008101             579      23,442
NOVELLUS SYS INC                  COM                 670008101           1,064      43,057
NSTAR                             COM                 67019E107              29       1,000
NSTAR                             COM                 67019E107             319      11,160
NUCOR CORP                        COM                 670346105               6         110
NUCOR CORP                        COM                 670346105              23         428
NUCOR CORP                        COM                 670346105             173       3,180
NUCOR CORP                        COM                 670346105             247       4,552
NUCOR CORP                        COM                 670346105             719       13248
NUCOR CORP                        COM                 670346105           3,118      57,466
NVIDIA CORP                       COM                 67066G104               6         300
NVIDIA CORP                       COM                 67066G104              11         505
NVIDIA CORP                       COM                 67066G104              11         500
NVIDIA CORP                       COM                 67066G104             117        5500
NVIDIA CORP                       COM                 67066G104             147       6,900
NVIDIA CORP                       COM                 67066G104             241      11,300
NVIDIA CORP                       COM                 67066G104           1,811      85,062
OGE ENERGY CORP                   COM                 670837103              42        1200
OGE ENERGY CORP                   COM                 670837103           8,758     250,000
NUVEEN NY SELECT QUALITY MUN      COM                 670976109              15       1,073
NUVEEN NY SELECT QUALITY MUN      COM                 670976109             140      10,350
OSI PHARMACEUTICALS INC           COM                 671040103             405       12300
OSI RESTAURANT PARTNERS INC       COM                 67104A101               4         110
OSI RESTAURANT PARTNERS INC       COM                 67104A101             252       7,280
OCCIDENTAL PETE CORP DEL          COM                 674599105               8          80
OCCIDENTAL PETE CORP DEL          COM                 674599105              18         180
OCCIDENTAL PETE CORP DEL          COM                 674599105              21         200
OCCIDENTAL PETE CORP DEL          COM                 674599105              38         375
OCCIDENTAL PETE CORP DEL          COM                 674599105              38         370
OCCIDENTAL PETE CORP DEL          COM                 674599105             169       1,647
OCCIDENTAL PETE CORP DEL          COM                 674599105             195       1,900
OCCIDENTAL PETE CORP DEL          COM                 674599105             286       2,790
OCCIDENTAL PETE CORP DEL          COM                 674599105             724       7,064
OCCIDENTAL PETE CORP DEL          COM                 674599105           2,210      21,551
OCCIDENTAL PETE CORP DEL          COM                 674599105           3,584      34,953
OCCIDENTAL PETE CORP DEL          COM                 674599105           5,928      57,810
OCCIDENTAL PETE CORP DEL          COM                 674599105           7,687      74,961
ODYSSEY HEALTHCARE INC            COM                 67611V101              67       3,814
ODYSSEY HEALTHCARE INC            COM                 67611V101             433       24634
OFFICE DEPOT INC                  COM                 676220106               1          35
OFFICE DEPOT INC                  COM                 676220106              44       1,160
OFFICE DEPOT INC                  COM                 676220106             133        3500
OFFICE DEPOT INC                  COM                 676220106             141        3700
OFFICE DEPOT INC                  COM                 676220106           2,331      61,332
OFFICE DEPOT INC                  COM                 676220106           2,473      65,069
OFFICEMAX INC DEL                 COM                 67622P101               9         220
OFFICEMAX INC DEL                 COM                 67622P101             499      12,240
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106              15         100
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106              75         500
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106              90         600
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106             120         800
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106             224       1,500
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106             747       5,000
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106           1,031       6,900
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106           2,256      15,100
OLD REP INTL CORP                 COM                 680223104             463      21,656
OMNICARE INC                      COM                 681904108               4          83
OMNICARE INC                      COM                 681904108             237       5,000
OMNICARE INC                      COM                 681904108             818      17,250
OMNICOM GROUP INC                 COM                 681919106               7          80
OMNICOM GROUP INC                 COM                 681919106              93       1,040
OMNICOM GROUP INC                 COM                 681919106             163       1,835
OMNICOM GROUP INC                 COM                 681919106             178       2,000
OMNICOM GROUP INC                 COM                 681919106             241       2,704
OMNICOM GROUP INC                 COM                 681919106             367        4120
OMNICOM GROUP INC                 COM                 681919106             775        8700
OMNICOM GROUP INC                 COM                 681919106           1,111      12,475
OMNICOM GROUP INC                 COM                 681919106            2729       30630
OMNICOM GROUP INC                 COM                 681919106           2,797      31,395
OMNICOM GROUP INC                 COM                 681919106           3,291      36,945
OMNICOM GROUP INC                 COM                 681919106           4,039      45,333
ONE LIBERTY PPTYS INC             COM                 682406103           1,135      59,753
ONEOK PARTNERS LP                 UNIT LTD PARTN      68268N103             269       5,450
OPEN JT STK CO-VIMPEL COMMUN      SPONSORED ADR       68370R109            3226       70400
OPEN JT STK CO-VIMPEL COMMUN      SPONSORED ADR       68370R109          10,997     240,000
OPENWAVE SYS INC                  COM NEW             683718308             155      13,400
ORACLE CORP                       COM                 68389X105               6         400
ORACLE CORP                       COM                 68389X105              25       1,717
ORACLE CORP                       COM                 68389X105              26       1,796
ORACLE CORP                       COM                 68389X105              62        4300
ORACLE CORP                       COM                 68389X105              70       4,832
ORACLE CORP                       COM                 68389X105              80       5,500
ORACLE CORP                       COM                 68389X105              95       6,536
ORACLE CORP                       COM                 68389X105             100       6,929
ORACLE CORP                       COM                 68389X105             342      23,593
ORACLE CORP                       COM                 68389X105             462       31887
ORACLE CORP                       COM                 68389X105             606       41844
ORACLE CORP                       COM                 68389X105           1,080      74,553
ORACLE CORP                       COM                 68389X105            2312      159540
ORACLE CORP                       COM                 68389X105           2,450     169,072
ORACLE CORP                       COM                 68389X105           2,475     170,833
ORACLE CORP                       COM                 68389X105           13540      934419
OSHKOSH TRUCK CORP                COM                 688239201             257       5,400
PDL BIOPHARMA INC                 COM                 69329Y104              29       1,600
PDL BIOPHARMA INC                 COM                 69329Y104             453      24,600
PG&E CORP                         COM                 69331C108               8         200
PG&E CORP                         COM                 69331C108              14         350
PG&E CORP                         COM                 69331C108             138        3511
PG&E CORP                         COM                 69331C108             153       3,900
PG&E CORP                         COM                 69331C108           1,088      27,700
PG&E CORP                         COM                 69331C108            2799       71260
PMC-SIERRA INC                    COM                 69344F106              34        3642
PMC-SIERRA INC                    COM                 69344F106              95      10,140
PMI GROUP INC                     COM                 69344M101               4         100
PMI GROUP INC                     COM                 69344M101              26         578
PMI GROUP INC                     COM                 69344M101              37         820
PMI GROUP INC                     COM                 69344M101              53       1,200
PMI GROUP INC                     COM                 69344M101             589      13,220
PNC FINL SVCS GROUP INC           COM                 693475105             177       2,520
PNC FINL SVCS GROUP INC           COM                 693475105             265       3,770
PNC FINL SVCS GROUP INC           COM                 693475105             699       9,955
PNC FINL SVCS GROUP INC           COM                 693475105           3,998      56,983
PNC FINL SVCS GROUP INC           COM                 693475105           4,123      58,755
POSCO                             SPONSORED ADR       693483109               1          13
POSCO                             SPONSORED ADR       693483109               2          35
POSCO                             SPONSORED ADR       693483109              19         282
POSCO                             SPONSORED ADR       693483109              50         740
POSCO                             SPONSORED ADR       693483109             266       3,980
POSCO                             SPONSORED ADR       693483109             368       5,500
POSCO                             SPONSORED ADR       693483109             436        6515
POSCO                             SPONSORED ADR       693483109             674      10,075
POSCO                             SPONSORED ADR       693483109           1,228      18,355
POSCO                             SPONSORED ADR       693483109           1,513      22,610
POSCO                             SPONSORED ADR       693483109           2,751      41,122
POSCO                             SPONSORED ADR       693483109           6,616      98,900
PPG INDS INC                      COM                 693506107              15         230
PPG INDS INC                      COM                 693506107             170       2,577
PPG INDS INC                      COM                 693506107             601       9,104
PPG INDS INC                      COM                 693506107             637       9,650
PPG INDS INC                      COM                 693506107           2,073      31,413
PPL CORP                          COM                 69351T106              10         300
PPL CORP                          COM                 69351T106             174       5,400
PPL CORP                          COM                 69351T106             177       5,488
PPL CORP                          COM                 69351T106             229       7,097
PPL CORP                          COM                 69351T106           2,388      73,936
PPL CORP                          COM                 69351T106          45,220   1,400,000
PACCAR INC                        COM                 693718108              10         120
PACCAR INC                        COM                 693718108             165       2,000
PACCAR INC                        COM                 693718108             198       2,400
PACCAR INC                        COM                 693718108             247       2,997
PACCAR INC                        COM                 693718108           2,674      32,456
PACER INTL INC TENN               COM                 69373H106               4         138
PACER INTL INC TENN               COM                 69373H106               4         130
PACER INTL INC TENN               COM                 69373H106             551       16908
PACIFIC ETHANOL INC               COM                 69423U107             443      19,180
PACTIV CORP                       COM                 695257105              11         438
PACTIV CORP                       COM                 695257105             167        6728
PACTIV CORP                       COM                 695257105             578      23,352
PALL CORP                         COM                 696429307               2          80
PALL CORP                         COM                 696429307              12         435
PALL CORP                         COM                 696429307              70       2,500
PALL CORP                         COM                 696429307             611      21,820
PARKER HANNIFIN CORP              COM                 701094104              16         200
PARKER HANNIFIN CORP              COM                 701094104              31         400
PARKER HANNIFIN CORP              COM                 701094104              85       1,100
PARKER HANNIFIN CORP              COM                 701094104             349        4500
PARKER HANNIFIN CORP              COM                 701094104           1,729      22,277
PARTNER COMMUNICATIONS CO LT      ADR                 70211M109             178       21720
PATNI COMPUTER SYS                SPONS ADR           703248203              29        2000
PATNI COMPUTER SYS                SPONS ADR           703248203             357      25,000
PATNI COMPUTER SYS                SPONS ADR           703248203           8,657     606,254
PATTERSON COMPANIES INC           COM                 703395103               8         240
PATTERSON COMPANIES INC           COM                 703395103              14         400
PATTERSON COMPANIES INC           COM                 703395103              98        2800
PATTERSON COMPANIES INC           COM                 703395103             741      21,204
PATTERSON UTI ENERGY INC          COM                 703481101               5         183
PATTERSON UTI ENERGY INC          COM                 703481101              22         770
PATTERSON UTI ENERGY INC          COM                 703481101              83       2,925
PATTERSON UTI ENERGY INC          COM                 703481101             133       4,702
PATTERSON UTI ENERGY INC          COM                 703481101             509      17,980
PAYCHEX INC                       COM                 704326107             164       4,200
PAYCHEX INC                       COM                 704326107             213       5,455
PAYCHEX INC                       COM                 704326107             295       7,557
PAYCHEX INC                       COM                 704326107             570       14635
PAYCHEX INC                       COM                 704326107           2,714      69,619
PEABODY ENERGY CORP               COM                 704549104               0           7
PEABODY ENERGY CORP               COM                 704549104              56       1,000
PEABODY ENERGY CORP               COM                 704549104             165       2,960
PEABODY ENERGY CORP               COM                 704549104             195       3,500
PEABODY ENERGY CORP               COM                 704549104             226        4062
PEABODY ENERGY CORP               COM                 704549104             401       7,200
PEABODY ENERGY CORP               COM                 704549104             481       8,630
PEABODY ENERGY CORP               COM                 704549104             870      15,604
PEABODY ENERGY CORP               COM                 704549104           1,533      27,500
PENNEY J C INC                    COM                 708160106               7         100
PENNEY J C INC                    COM                 708160106              20         300
PENNEY J C INC                    COM                 708160106              41         600
PENNEY J C INC                    COM                 708160106              59         875
PENNEY J C INC                    COM                 708160106              95       1,400
PENNEY J C INC                    COM                 708160106             189        2800
PENNEY J C INC                    COM                 708160106             360        5330
PENNEY J C INC                    COM                 708160106             925      13,700
PENNEY J C INC                    COM                 708160106           1,586      23,495
PENNEY J C INC                    COM                 708160106           3,259      48,279
PENNEY J C INC                    COM                 708160106           3,785      56,067
PENTAIR INC                       COM                 709631105             130       3,800
PENTAIR INC                       COM                 709631105             297       8,700
PEOPLES BK BRIDGEPORT CONN        COM                 710198102             202        6150
PEOPLES ENERGY CORP               COM                 711030106              31         850
PEOPLES ENERGY CORP               COM                 711030106              78       2,160
PEOPLES ENERGY CORP               COM                 711030106             484      13,470
PEOPLES ENERGY CORP               COM                 711030106          17,057     475,000
PEPCO HOLDINGS INC                COM                 713291102             596      25,260
PEPSI BOTTLING GROUP INC          COM                 713409100               3         100
PEPSI BOTTLING GROUP INC          COM                 713409100             138        4300
PEPSI BOTTLING GROUP INC          COM                 713409100             866       26936
PEPSIAMERICAS INC                 COM                 71343P200             287       12990
PEPSICO INC                       COM                 713448108              13         210
PEPSICO INC                       COM                 713448108              30         500
PEPSICO INC                       COM                 713448108              30         500
PEPSICO INC                       COM                 713448108              36         593
PEPSICO INC                       COM                 713448108              57         955
PEPSICO INC                       COM                 713448108             115        1920
PEPSICO INC                       COM                 713448108             240       3,997
PEPSICO INC                       COM                 713448108             274       4,560
PEPSICO INC                       COM                 713448108             312       5,200
PEPSICO INC                       COM                 713448108             712      11,860
PEPSICO INC                       COM                 713448108             777      12,942
PEPSICO INC                       COM                 713448108             949      15,802
PEPSICO INC                       COM                 713448108            1031       17175
PEPSICO INC                       COM                 713448108           1,115      18,579
PEPSICO INC                       COM                 713448108            6918      115218
PEPSICO INC                       COM                 713448108          14,204     236,579
PEPSICO INC                       COM                 713448108          21,075     351,018
PEPSICO INC                       COM                 713448108           23323      388458
PERKINELMER INC                   COM                 714046109              23       1,100
PERKINELMER INC                   COM                 714046109              79       3,800
PERKINELMER INC                   COM                 714046109             157       7,500
P T TELEKOMUNIKASI INDONESIA      SPONSORED ADR       715684106              33       1,025
P T TELEKOMUNIKASI INDONESIA      SPONSORED ADR       715684106           3,553     110,688
PETRO-CDA                         COM                 71644E102               9         200
PETRO-CDA                         COM                 71644E102              43         900
PETRO-CDA                         COM                 71644E102             351       7,400
PETRO-CDA                         COM                 71644E102           7,365     155,351
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100               1          11
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100               7          69
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100              13         117
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100              24         225
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100             108       1,000
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100             358        3315
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100             496       4,590
PETROBRAS ENERGIA PARTCPTNS       SP ADR B SHS        71646M102          15,859   1,416,001
PETROFUND ENERGY TRUST            TR UNIT             71648W108             855      34,245
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101               3          41
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101               7          85
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              58         724
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101              67         833
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101             303       3,800
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101           1,025      12,840
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101           1,220      15,279
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101           2,571      32,200
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408               4          45
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408               5          60
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408              13         150
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408              89       1,000
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408            116       1,300
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408             170       1,900
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408             184       2,060
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408             261       2,920
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408             491       5,500
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408           1,349      15,100
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408           4,363      48,850
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408           7,299      81,725
PETROQUEST ENERGY INC             COM                 716748108            7982      650000
PETSMART INC                      COM                 716768106               3         121
PETSMART INC                      COM                 716768106              77       3,015
PETSMART INC                      COM                 716768106             284       11100
PETSMART INC                      COM                 716768106             463      18,100
PFIZER INC                        COM                 717081103               6         240
PFIZER INC                        COM                 717081103              36        1520
PFIZER INC                        COM                 717081103              53        2275
PFIZER INC                        COM                 717081103             136       5,800
PFIZER INC                        COM                 717081103             231       9,838
PFIZER INC                        COM                 717081103             299      12,750
PFIZER INC                        COM                 717081103             390      16,600
PFIZER INC                        COM                 717081103             598       25480
PFIZER INC                        COM                 717081103             626      26,656
PFIZER INC                        COM                 717081103             819      34,915
PFIZER INC                        COM                 717081103             827      35,233
PFIZER INC                        COM                 717081103             967      41,185
PFIZER INC                        COM                 717081103           1,638      69,800
PFIZER INC                        COM                 717081103            1962       83587
PFIZER INC                        COM                 717081103            2278       97045
PFIZER INC                        COM                 717081103           2,825     120,365
PFIZER INC                        COM                 717081103           3,051     130,000
PFIZER INC                        COM                 717081103           5,911     251,869
PFIZER INC                        COM                 717081103            8114      345721
PFIZER INC                        COM                 717081103           9,944     423,683
PFIZER INC                        COM                 717081103          11,312     481,989
PFIZER INC                        COM                 717081103          17,725     755,233
PFIZER INC                        COM                 717081103          20,349     867,019
PFIZER INC                        COM                 717081103          31,258   1,331,813
PFIZER INC                        COM                 717081103          34,454   1,468,009
PHARMACEUTICAL HLDRS TR           DEPOSITRY RCPT      71712A206              14         200
PHARMACEUTICAL HLDRS TR           DEPOSITRY RCPT      71712A206              21         300
PHARMACEUTICAL HLDRS TR           DEPOSITRY RCPT      71712A206             162        2300
PHARMACEUTICAL HLDRS TR           DEPOSITRY RCPT      71712A206             176       2,500
PHELPS DODGE CORP                 COM                 717265102               8         100
PHELPS DODGE CORP                 COM                 717265102              11         136
PHELPS DODGE CORP                 COM                 717265102              17         210
PHELPS DODGE CORP                 COM                 717265102              33         400
PHELPS DODGE CORP                 COM                 717265102             154       1,870
PHELPS DODGE CORP                 COM                 717265102             303       3,692
PHELPS DODGE CORP                 COM                 717265102             645       7,848
PHELPS DODGE CORP                 COM                 717265102           3,444      41,924
PHELPS DODGE CORP                 COM                 717265102           5,966      72,616
PHELPS DODGE CORP                 COM                 717265102         246,480   3,000,000
PHILIPPINE LONG DISTANCE TEL      SPONSORED ADR       718252604               7         200
PHILIPPINE LONG DISTANCE TEL      SPONSORED ADR       718252604             345      10,000
PHILIPPINE LONG DISTANCE TEL      SPONSORED ADR       718252604             463      13,400
PHILIPPINE LONG DISTANCE TEL      SPONSORED ADR       718252604           1,453      42,100
PHILIPPINE LONG DISTANCE TEL      SPONSORED ADR       718252604           1,471      42,600
PIMCO MUN INCOME FD III           COM                 72201A103             211      14,490
PINNACLE WEST CAP CORP            COM                 723484101              40       1,000
PINNACLE WEST CAP CORP            COM                 723484101             600      15,030
PIONEER NAT RES CO                COM                 723787107              49       1,058
PIONEER NAT RES CO                COM                 723787107              79       1,700
PIONEER NAT RES CO                COM                 723787107             302       6,500
PIONEER NAT RES CO                COM                 723787107             680      14,660
PITNEY BOWES INC                  COM                 724479100               5         131
PITNEY BOWES INC                  COM                 724479100              66       1,600
PITNEY BOWES INC                  COM                 724479100           1,203      29,118
PITNEY BOWES INC                  COM                 724479100           1,911      46,269
PLUG POWER INC                    COM                 72919P103               5       1,000
PLUG POWER INC                    COM                 72919P103              47       10000
PLUM CREEK TIMBER CO INC          COM                 729251108              58       1,644
PLUM CREEK TIMBER CO INC          COM                 729251108              71       2,000
PLUM CREEK TIMBER CO INC          COM                 729251108             236       6,658
PLUM CREEK TIMBER CO INC          COM                 729251108           1,131      31,861
POGO PRODUCING CO                 COM                 730448107             296       6,420
POLO RALPH LAUREN CORP            CL A                731572103              66       1,200
POLO RALPH LAUREN CORP            CL A                731572103             167        3050
POLO RALPH LAUREN CORP            CL A                731572103             571      10,400
PORTUGAL TELECOM SGPS S A         SPONSORED ADR       737273102              10         800
PORTUGAL TELECOM SGPS S A         SPONSORED ADR       737273102              13        1060
PORTUGAL TELECOM SGPS S A         SPONSORED ADR       737273102             125      10,364
PORTUGAL TELECOM SGPS S A         SPONSORED ADR       737273102             144       11960
POTASH CORP SASK INC              COM                 73755L107               4          51
POTASH CORP SASK INC              COM                 73755L107              28         320
POTASH CORP SASK INC              COM                 73755L107           3,570      41,528
POWERSHARES ETF TRUST             WATER RESOURCE      73935X575              50       3,000
POWERSHARES ETF TRUST             WATER RESOURCE      73935X575             228      13,700
POWERSHARES ETF TRUST             WATER RESOURCE      73935X575             313       18800
PRAXAIR INC                       COM                 74005P104               4          75
PRAXAIR INC                       COM                 74005P104               8         150
PRAXAIR INC                       COM                 74005P104              20         375
PRAXAIR INC                       COM                 74005P104              68        1255
PRAXAIR INC                       COM                 74005P104             153        2835
PRAXAIR INC                       COM                 74005P104             159       2,936
PRAXAIR INC                       COM                 74005P104             400       7,400
PRAXAIR INC                       COM                 74005P104           1,773      32,840
PRAXAIR INC                       COM                 74005P104           3,097      57,346
PRECISION CASTPARTS CORP          COM                 740189105              81       1,353
PRECISION CASTPARTS CORP          COM                 740189105             759      12,700
PRECISION DRILLING TR             TR UNIT             740215108              66       2,000
PRECISION DRILLING TR             TR UNIT             740215108            2105       63411
PRICE T ROWE GROUP INC            COM                 74144T108               5         140
PRICE T ROWE GROUP INC            COM                 74144T108               8         200
PRICE T ROWE GROUP INC            COM                 74144T108             159       4,200
PRICE T ROWE GROUP INC            COM                 74144T108           1,066      28,184
PRICE T ROWE GROUP INC            COM                 74144T108           1,967      52,032
PRIDE INTL INC DEL                COM                 74153Q102             474      15,170
PRIMEWEST ENERGY TR               TR UNIT NEW         741930309              30       1,000
PRIMEWEST ENERGY TR               TR UNIT NEW         741930309              30        1000
PRIMEWEST ENERGY TR               TR UNIT NEW         741930309             678      22,627
PRINCIPAL FINANCIAL GROUP IN      COM                 74251V102               5          85
PRINCIPAL FINANCIAL GROUP IN      COM                 74251V102              32         567
PRINCIPAL FINANCIAL GROUP IN      COM                 74251V102              70       1,264
PRINCIPAL FINANCIAL GROUP IN      COM                 74251V102           2,520      45,275
PRINCIPAL FINANCIAL GROUP IN      COM                 74251V102            3144       56500
PRINCIPAL FINANCIAL GROUP IN      COM                 74251V102           3,379      60,720
PROCTER & GAMBLE CO               COM                 742718109              28         500
PROCTER & GAMBLE CO               COM                 742718109             167       2,995
PROCTER & GAMBLE CO               COM                 742718109             232       4,180
PROCTER & GAMBLE CO               COM                 742718109             298       5,360
PROCTER & GAMBLE CO               COM                 742718109             313        5627
PROCTER & GAMBLE CO               COM                 742718109             605       10875
PROCTER & GAMBLE CO               COM                 742718109             714      12,837
PROCTER & GAMBLE CO               COM                 742718109             749       13465
PROCTER & GAMBLE CO               COM                 742718109             944       16972
PROCTER & GAMBLE CO               COM                 742718109           1,106      19,886
PROCTER & GAMBLE CO               COM                 742718109           1,255      22,580
PROCTER & GAMBLE CO               COM                 742718109           1,460      26,253
PROCTER & GAMBLE CO               COM                 742718109           1,600      28,769
PROCTER & GAMBLE CO               COM                 742718109           1,650      29,678
PROCTER & GAMBLE CO               COM                 742718109           1,677      30,159
PROCTER & GAMBLE CO               COM                 742718109           2,711      48,765
PROCTER & GAMBLE CO               COM                 742718109           8,391     150,912
PROCTER & GAMBLE CO               COM                 742718109           9,957     179,076
PROCTER & GAMBLE CO               COM                 742718109          11,188     201,221
PROCTER & GAMBLE CO               COM                 742718109          17,441     313,688
PROCTER & GAMBLE CO               COM                 742718109          36,313     653,107
PROGRESS ENERGY INC               COM                 743263105               6         140
PROGRESS ENERGY INC               COM                 743263105              15         345
PROGRESS ENERGY INC               COM                 743263105              39         900
PROGRESS ENERGY INC               COM                 743263105           1,600      37,326
PROGRESS ENERGY INC               COM                 743263105          21,606     504,000
PROGRESSIVE CORP OHIO             COM                 743315103              16         620
PROGRESSIVE CORP OHIO             COM                 743315103             109        4240
PROGRESSIVE CORP OHIO             COM                 743315103             175       6,800
PROGRESSIVE CORP OHIO             COM                 743315103             474      18,420
PROGRESSIVE CORP OHIO             COM                 743315103           4,062     158,006
PROLOGIS                          SH BEN INT          743410102               9         180
PROLOGIS                          SH BEN INT          743410102            1972       37830
PROTECTIVE LIFE CORP              COM                 743674103               1          30
PROTECTIVE LIFE CORP              COM                 743674103             280       6,000
PROVIDENT ENERGY TR               TR UNIT             74386K104             874      70,673
PROVIDENT NEW YORK BANCORP        COM                 744028101               0          30
PROVIDENT NEW YORK BANCORP        COM                 744028101           2,226     168,359
PRUDENTIAL FINL INC               COM                 744320102              66         850
PRUDENTIAL FINL INC               COM                 744320102             201       2,588
PRUDENTIAL FINL INC               COM                 744320102             280       3,600
PRUDENTIAL FINL INC               COM                 744320102             504       6,487
PRUDENTIAL FINL INC               COM                 744320102           7,486      96,345
PRUDENTIAL FINL INC               COM                 744320102           8,070     103,856
PRUDENTIAL PLC                    ADR                 74435K204            1407       61360
PUBLIC SVC ENTERPRISE GROUP       COM                 744573106               5          69
PUBLIC SVC ENTERPRISE GROUP       COM                 744573106              35         525
PUBLIC SVC ENTERPRISE GROUP       COM                 744573106           3,108      47,004
PUBLIC STORAGE INC                COM                 74460D109             152        2000
PUBLIC STORAGE INC                COM                 74460D109           1,430      18,840
PULTE HOMES INC                   COM                 745867101              12         400
PULTE HOMES INC                   COM                 745867101              69       2,400
PULTE HOMES INC                   COM                 745867101              89       3,086
PULTE HOMES INC                   COM                 745867101             118       4,116
PULTE HOMES INC                   COM                 745867101            1066       37030
QLOGIC CORP                       COM                 747277101               4         236
QLOGIC CORP                       COM                 747277101              69       4,000
QLOGIC CORP                       COM                 747277101             527      30,540
QUALCOMM INC                      COM                 747525103              14         340
QUALCOMM INC                      COM                 747525103              40         996
QUALCOMM INC                      COM                 747525103              60        1500
QUALCOMM INC                      COM                 747525103              80       2,000
QUALCOMM INC                      COM                 747525103              98       2,445
QUALCOMM INC                      COM                 747525103             129        3220
QUALCOMM INC                      COM                 747525103             138       3,450
QUALCOMM INC                      COM                 747525103             212       5,300
QUALCOMM INC                      COM                 747525103             458      11,441
QUALCOMM INC                      COM                 747525103             487       12154
QUALCOMM INC                      COM                 747525103             655      16,337
QUALCOMM INC                      COM                 747525103           4,002      99,874
QUALCOMM INC                      COM                 747525103           5,361     133,779
QUALCOMM INC                      COM                 747525103          13,620     339,897
QUEBECOR WORLD INC                COM NON-VTG         748203106              14        1300
QUEBECOR WORLD INC                COM NON-VTG         748203106           1,639     149,409
QUEENSTAKE RES LTD YUKON          COM                 748314101              19       50000
QUEST DIAGNOSTICS INC             COM                 74834L100               7         125
QUEST DIAGNOSTICS INC             COM                 74834L100              12         205
QUEST DIAGNOSTICS INC             COM                 74834L100              84       1,400
QUEST DIAGNOSTICS INC             COM                 74834L100             162       2,700
QUEST DIAGNOSTICS INC             COM                 74834L100           1,817      30,318
QUEST DIAGNOSTICS INC             COM                 74834L100           1,973      32,920
QUEST DIAGNOSTICS INC             COM                 74834L100           2,943      49,110
QUESTAR CORP                      COM                 748356102               1           8
QUESTAR CORP                      COM                 748356102           1,217      15,120
QUICKSILVER RESOURCES INC         COM                 74837R104              13         352
QUICKSILVER RESOURCES INC         COM                 74837R104             500       13570
QWEST COMMUNICATIONS INTL IN      COM                 749121109               1         112
QWEST COMMUNICATIONS INTL IN      COM                 749121109               6         709
QWEST COMMUNICATIONS INTL IN      COM                 749121109               7         880
QWEST COMMUNICATIONS INTL IN      COM                 749121109              11       1,313
QWEST COMMUNICATIONS INTL IN      COM                 749121109              11        1360
QWEST COMMUNICATIONS INTL IN      COM                 749121109              40        5000
QWEST COMMUNICATIONS INTL IN      COM                 749121109             185      22,900
QWEST COMMUNICATIONS INTL IN      COM                 749121109           2,977     367,967
R H DONNELLEY CORP                COM NEW             74955W307               0           9
R H DONNELLEY CORP                COM NEW             74955W307               8         150
R H DONNELLEY CORP                COM NEW             74955W307              16         300
R H DONNELLEY CORP                COM NEW             74955W307             290       5,367
RF MICRODEVICES INC               COM                 749941100              12       2,000
RF MICRODEVICES INC               COM                 749941100              17       2,833
RF MICRODEVICES INC               COM                 749941100              21       3,600
RF MICRODEVICES INC               COM                 749941100              27        4500
RADIAN GROUP INC                  COM                 750236101               5          83
RADIAN GROUP INC                  COM                 750236101              19         314
RADIAN GROUP INC                  COM                 750236101              31         500
RADIAN GROUP INC                  COM                 750236101             666      10,780
RADIAN GROUP INC                  COM                 750236101           2,130      34,470
RADIOSHACK CORP                   COM                 750438103             283      20,240
RADIOSHACK CORP                   COM                 750438103             341      24,344
RAMBUS INC DEL                    COM                 750917106             456       20000
RAND CAP CORP                     COM                 752185108             364      249207
RAYTHEON CO                       COM NEW             755111507               4          90
RAYTHEON CO                       COM NEW             755111507              13         300
RAYTHEON CO                       COM NEW             755111507              27         600
RAYTHEON CO                       COM NEW             755111507              28         620
RAYTHEON CO                       COM NEW             755111507              59       1,320
RAYTHEON CO                       COM NEW             755111507             183       4,100
RAYTHEON CO                       COM NEW             755111507             290        6500
RAYTHEON CO                       COM NEW             755111507             930      20,864
RAYTHEON CO                       COM NEW             755111507           1,738      39,000
RAYTHEON CO                       COM NEW             755111507           3,593      80,604
RAYTHEON CO                       COM NEW             755111507          10,706     240,204
RED HAT INC                       COM                 756577102              16         700
RED HAT INC                       COM                 756577102              47        2000
RED HAT INC                       COM                 756577102             328      14,000
RED HAT INC                       COM                 756577102             917      39,202
REGENCY CTRS CORP                 COM                 758849103             518       8,330
REGIS CORP MINN                   COM                 758932107             417      11,700
REGIONS FINANCIAL CORP NEW        COM                 7591EP100               1          30
REGIONS FINANCIAL CORP NEW        COM                 7591EP100              14         410
REGIONS FINANCIAL CORP NEW        COM                 7591EP100              33        1000
REGIONS FINANCIAL CORP NEW        COM                 7591EP100             423      12,778
REGIONS FINANCIAL CORP NEW        COM                 7591EP100           2,581      77,936
REPSOL YPF S A                    SPONSORED ADR       76026T205               7         255
REPSOL YPF S A                    SPONSORED ADR       76026T205             938      33,435
REPSOL YPF S A                    SPONSORED ADR       76026T205            5719      203818
REPUBLIC SVCS INC                 COM                 760759100             545       13520
REPUBLIC SVCS INC                 COM                 760759100            1004       24881
RESEARCH IN MOTION LTD            COM                 760975102              21         300
RESEARCH IN MOTION LTD            COM                 760975102             140        2000
RESEARCH IN MOTION LTD            COM                 760975102             315       4,509
REVLON INC                        CL A                761525500             201     159,767
REYNOLDS & REYNOLDS CO            CL A                761695105             318      10,367
REYNOLDS AMERICAN INC             COM                 761713106               9          75
REYNOLDS AMERICAN INC             COM                 761713106              15         133
REYNOLDS AMERICAN INC             COM                 761713106              98         846
REYNOLDS AMERICAN INC             COM                 761713106             115       1,000
REYNOLDS AMERICAN INC             COM                 761713106             133       1,150
REYNOLDS AMERICAN INC             COM                 761713106             480       4,167
REYNOLDS AMERICAN INC             COM                 761713106           1,924      16,690
REYNOLDS AMERICAN INC             COM                 761713106          86,475     750,000
RITCHIE BROS AUCTIONEERS          COM                 767744105              37         700
RITCHIE BROS AUCTIONEERS          COM                 767744105           1,718      32,300
RITE AID CORP                     COM                 767754104              22       5,095
RITE AID CORP                     COM                 767754104              83      19,500
ROBERT HALF INTL INC              COM                 770323103               9         215
ROBERT HALF INTL INC              COM                 770323103             126        3000
ROBERT HALF INTL INC              COM                 770323103             957      22,787
ROBERT HALF INTL INC              COM                 770323103           1,245      29,638
ROCKWELL AUTOMATION INC           COM                 773903109              13         175
ROCKWELL AUTOMATION INC           COM                 773903109              61         850
ROCKWELL AUTOMATION INC           COM                 773903109             756      10,498
ROCKWELL AUTOMATION INC           COM                 773903109           1,133      15,735
ROCKWELL AUTOMATION INC           COM                 773903109           2,216      30,770
ROCKWELL COLLINS INC              COM                 774341101              22         400
ROCKWELL COLLINS INC              COM                 774341101             539       9,650
ROCKWELL COLLINS INC              COM                 774341101           1,816      32,504
ROFIN SINAR TECHNOLOGIES INC      COM                 775043102           2,556      44,482
ROGERS COMMUNICATIONS INC         CL B                775109200            3707       91749
ROHM & HAAS CO                    COM                 775371107               3          53
ROHM & HAAS CO                    COM                 775371107             167       3,324
ROHM & HAAS CO                    COM                 775371107           1,716      34,241
ROHM & HAAS CO                    COM                 775371107           2,183      43,561
ROME BANCORP INC NEW              COM                 77587P103             649      50,323
ROPER INDS INC NEW                COM                 776696106             178       3,800
ROPER INDS INC NEW                COM                 776696106             262       5,600
ROSS STORES INC                   COM                 778296103              28       1,000
ROSS STORES INC                   COM                 778296103             442      15,770
ROSTELECOM OPEN JT STK LNG D      SPONSORED ADR       778529107             464      16,000
ROWAN COS INC                     COM                 779382100               1          35
ROWAN COS INC                     COM                 779382100               3          97
ROWAN COS INC                     COM                 779382100               4         114
ROWAN COS INC                     COM                 779382100              68       1,900
ROWAN COS INC                     COM                 779382100              78        2200
ROWAN COS INC                     COM                 779382100             132       3,703
ROWAN COS INC                     COM                 779382100             267        7500
ROWAN COS INC                     COM                 779382100             530      14,900
ROWAN COS INC                     COM                 779382100             754       21190
ROYAL & SUN ALLIANCE INS          SPON ADR NEW        78004V202             417      33,270
ROYAL BK CDA MONTREAL QUE         COM                 780087102              12         300
ROYAL BK CDA MONTREAL QUE         COM                 780087102              31         750
ROYAL BK CDA MONTREAL QUE         COM                 780087102             163       4,000
ROYAL BK CDA MONTREAL QUE         COM                 780087102            2674       65700
ROYAL BK CDA MONTREAL QUE         COM                 780087102          25,960     637,832
ROYAL BK SCOTLAND GROUP PLC       ADR PFD SER P       780097762           1,891      81,000
ROYAL BK SCOTLAND GROUP PLC       SP ADR L RP PF      780097788             215      10,000
ROYAL BK SCOTLAND GROUP PLC       SP ADR L RP PF      780097788             564      26,200
ROYAL DUTCH SHELL PLC             SPON ADR B          780259107               4          60
ROYAL DUTCH SHELL PLC             SPON ADR B          780259107              27         386
ROYAL DUTCH SHELL PLC             SPON ADR B          780259107             408       5,842
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206              12         176
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206              15         220
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206             178       2,655
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206             571        8524
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206             957      14,283
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206            1935       28894
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206            2452       36603
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206         334,900   5,000,000
RYDER SYS INC                     COM                 783549108              88       1,500
RYDER SYS INC                     COM                 783549108             595      10,180
SEI INVESTMENTS CO                COM                 784117103             417       8,540
SI INTL INC                       COM                 78427V102             448       14612
SK TELECOM LTD                    SPONSORED ADR       78440P108               1          63
SK TELECOM LTD                    SPONSORED ADR       78440P108               3         110
SK TELECOM LTD                    SPONSORED ADR       78440P108              43       1,848
SK TELECOM LTD                    SPONSORED ADR       78440P108              49       2,080
SK TELECOM LTD                    SPONSORED ADR       78440P108              56        2400
SK TELECOM LTD                    SPONSORED ADR       78440P108             135        5747
SK TELECOM LTD                    SPONSORED ADR       78440P108             234      10,000
SK TELECOM LTD                    SPONSORED ADR       78440P108           2,541     108,490
SK TELECOM LTD                    SPONSORED ADR       78440P108            3050      130241
SLM CORP                          COM                 78442P106              20         369
SLM CORP                          COM                 78442P106              36         675
SLM CORP                          COM                 78442P106             265        5000
SLM CORP                          COM                 78442P106             545      10,302
SLM CORP                          COM                 78442P106            1300       24564
SLM CORP                          COM                 78442P106           3,722      70,325
SPDR TR                           UNIT SER 1          78462F103              73         570
SPDR TR                           UNIT SER 1          78462F103             122         960
SPDR TR                           UNIT SER 1          78462F103            140       1,100
SPDR TR                           UNIT SER 1          78462F103             153       1,205
SPDR TR                           UNIT SER 1          78462F103             269       2,115
SPDR TR                           UNIT SER 1          78462F103             280       2,200
SPDR TR                           UNIT SER 1          78462F103             319       2,505
SPDR TR                           UNIT SER 1          78462F103             459       3,610
SPDR TR                           UNIT SER 1          78462F103             666       5,232
SPDR TR                           UNIT SER 1          78462F103             721       5,670
SPDR TR                           UNIT SER 1          78462F103             929        7300
SPDR TR                           UNIT SER 1          78462F103           2,468      19,400
SPDR TR                           UNIT SER 1          78462F103            2806       22057
SPDR TR                           UNIT SER 1          78462F103          13,049     102,560
SPDR TR                           UNIT SER 1          78462F103          13,352     104,945
SPDR TR                           UNIT SER 1          78462F103          40,067     314,914
SPX CORP                          COM                 784635104              14         245
SPX CORP                          COM                 784635104              66        1172
SPX CORP                          COM                 784635104             449       8,020
SABRE HLDGS CORP                  CL A                785905100               6         265
SABRE HLDGS CORP                  CL A                785905100               9         431
SABRE HLDGS CORP                  CL A                785905100             514      23,355
SAFECO CORP                       COM                 786429100               6         114
SAFECO CORP                       COM                 786429100             403       7,154
SAFECO CORP                       COM                 786429100           1,592      28,253
SAFEWAY INC                       COM NEW             786514208               9         350
SAFEWAY INC                       COM NEW             786514208              14         520
SAFEWAY INC                       COM NEW             786514208              47       1,800
SAFEWAY INC                       COM NEW             786514208              47        1799
SAFEWAY INC                       COM NEW             786514208              72        2765
SAFEWAY INC                       COM NEW             786514208             307      11,800
SAFEWAY INC                       COM NEW             786514208             437      16,800
SAFEWAY INC                       COM NEW             786514208             545      20,969
SAFEWAY INC                       COM NEW             786514208           1,872      72,007
ST JOE CO                         COM                 790148100             233       5,000
ST JOE CO                         COM                 790148100             366        7870
ST JUDE MED INC                   COM                 790849103               4         135
ST JUDE MED INC                   COM                 790849103              16         500
ST JUDE MED INC                   COM                 790849103              65        2000
ST JUDE MED INC                   COM                 790849103           1,892      58,344
ST PAUL TRAVELERS INC             COM                 792860108               2          47
ST PAUL TRAVELERS INC             COM                 792860108               8         171
ST PAUL TRAVELERS INC             COM                 792860108               8         170
ST PAUL TRAVELERS INC             COM                 792860108              10         215
ST PAUL TRAVELERS INC             COM                 792860108              15         326
ST PAUL TRAVELERS INC             COM                 792860108              17         390
ST PAUL TRAVELERS INC             COM                 792860108              35         785
ST PAUL TRAVELERS INC             COM                 792860108              80        1800
ST PAUL TRAVELERS INC             COM                 792860108              85        1906
ST PAUL TRAVELERS INC             COM                 792860108             127        2860
ST PAUL TRAVELERS INC             COM                 792860108             412        9245
ST PAUL TRAVELERS INC             COM                 792860108             774      17,370
ST PAUL TRAVELERS INC             COM                 792860108             961       21565
ST PAUL TRAVELERS INC             COM                 792860108           1,005      22,546
ST PAUL TRAVELERS INC             COM                 792860108           5,835     130,884
ST PAUL TRAVELERS INC             COM                 792860108           10648      238848
SAMARITAN PHARMACEUTICALS         COM                 79586Q108              11      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             766      21,719
SANDISK CORP                      COM                 80004C101               3          50
SANDISK CORP                      COM                 80004C101               8         155
SANDISK CORP                      COM                 80004C101              31         600
SANDISK CORP                      COM                 80004C101              44         870
SANDISK CORP                      COM                 80004C101           2,009      39,400
SANMINA SCI CORP                  COM                 800907107               3         555
SANMINA SCI CORP                  COM                 800907107              10       2,160
SANMINA SCI CORP                  COM                 800907107              18        4000
SANMINA SCI CORP                  COM                 800907107              56       12085
SANMINA SCI CORP                  COM                 800907107              79      17,200
SANMINA SCI CORP                  COM                 800907107              81      17,700
SANMINA SCI CORP                  COM                 800907107             348      75,631
SANMINA SCI CORP                  COM                 800907107           1,349     293,220
SANMINA SCI CORP                  COM                 800907107           1,728     375,700
SANOFI AVENTIS                    SPONSORED ADR       80105N105               9         180
SANOFI AVENTIS                    SPONSORED ADR       80105N105              25         513
SANOFI AVENTIS                    SPONSORED ADR       80105N105              73       1,500
SANOFI AVENTIS                    SPONSORED ADR       80105N105             219        4503
SANOFI AVENTIS                    SPONSORED ADR       80105N105             936      19,220
SANOFI AVENTIS                    SPONSORED ADR       80105N105           1,675      34,390
SAP AKTIENGESELLSCHAFT            SPONSORED ADR       803054204              36         693
SAP AKTIENGESELLSCHAFT            SPONSORED ADR       803054204              61       1,170
SAP AKTIENGESELLSCHAFT            SPONSORED ADR       803054204            2626       50001
SARA LEE CORP                     COM                 803111103              12         780
SARA LEE CORP                     COM                 803111103              70        4390
SARA LEE CORP                     COM                 803111103             249       15514
SARA LEE CORP                     COM                 803111103             590      36,858
SARA LEE CORP                     COM                 803111103           2,267     141,480
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              18         474
SASOL LTD                         SPONSORED ADR       803866300             282       7,300
SATYAM COMPUTER SERVICES LTD      ADR                 804098101               1          33
SATYAM COMPUTER SERVICES LTD      ADR                 804098101               1          17
SATYAM COMPUTER SERVICES LTD      ADR                 804098101               3         102
SATYAM COMPUTER SERVICES LTD      ADR                 804098101             265       8,000
SCANA CORP NEW                    COM                 80589M102               4         100
SCANA CORP NEW                    COM                 80589M102               7         180
SCANA CORP NEW                    COM                 80589M102             593      15,380
SCANSOURCE INC                    COM                 806037107             439      14,957
SCHEIN HENRY INC                  COM                 806407102              11         235
SCHEIN HENRY INC                  COM                 806407102             107        2292
SCHEIN HENRY INC                  COM                 806407102             378       8,080
SCHEIN HENRY INC                  COM                 806407102           1,128      24,135
SCHERING A G                      SPONSORED ADR       806585204              11         100
SCHERING A G                      SPONSORED ADR       806585204              42         374
SCHERING A G                      SPONSORED ADR       806585204              49         428
SCHERING A G                      SPONSORED ADR       806585204             257        2270
SCHERING PLOUGH CORP              COM                 806605101               4         200
SCHERING PLOUGH CORP              COM                 806605101               6         300
SCHERING PLOUGH CORP              COM                 806605101              29        1510
SCHERING PLOUGH CORP              COM                 806605101              30        1600
SCHERING PLOUGH CORP              COM                 806605101              42        2200
SCHERING PLOUGH CORP              COM                 806605101              49       2,584
SCHERING PLOUGH CORP              COM                 806605101              59       3,114
SCHERING PLOUGH CORP              COM                 806605101              60        3170
SCHERING PLOUGH CORP              COM                 806605101              76        4000
SCHERING PLOUGH CORP              COM                 806605101             107       5,639
SCHERING PLOUGH CORP              COM                 806605101             348      18,278
SCHERING PLOUGH CORP              COM                 806605101             365      19,200
SCHERING PLOUGH CORP              COM                 806605101             447      23,497
SCHERING PLOUGH CORP              COM                 806605101             699      36,730
SCHERING PLOUGH CORP              COM                 806605101             856      45,000
SCHERING PLOUGH CORP              COM                 806605101           4,923     258,716
SCHLUMBERGER LTD                  COM                 806857108              45         688
SCHLUMBERGER LTD                  COM                 806857108              60         914
SCHLUMBERGER LTD                  COM                 806857108             150       2,300
SCHLUMBERGER LTD                  COM                 806857108             167       2,560
SCHLUMBERGER LTD                  COM                 806857108             169        2600
SCHLUMBERGER LTD                  COM                 806857108             228       3,500
SCHLUMBERGER LTD                  COM                 806857108             260       4,000
SCHLUMBERGER LTD                  COM                 806857108             352        5400
SCHLUMBERGER LTD                  COM                 806857108             537       8,252
SCHLUMBERGER LTD                  COM                 806857108             742       11400
SCHLUMBERGER LTD                  COM                 806857108            1018       15632
SCHLUMBERGER LTD                  COM                 806857108           1,322      20,299
SCHLUMBERGER LTD                  COM                 806857108           2,433      37,360
SCHLUMBERGER LTD                  COM                 806857108           2,448      37,600
SCHLUMBERGER LTD                  COM                 806857108           3,490      53,600
SCHLUMBERGER LTD                  COM                 806857108           5,631      86,478
SCHLUMBERGER LTD                  COM                 806857108           6,507      99,936
SCHLUMBERGER LTD                  COM                 806857108           8,147     125,128
SCHLUMBERGER LTD                  COM                 806857108          42,567     653,766
SCHWAB CHARLES CORP NEW           COM                 808513105              25       1,572
SCHWAB CHARLES CORP NEW           COM                 808513105              28        1757
SCHWAB CHARLES CORP NEW           COM                 808513105              37        2300
SCHWAB CHARLES CORP NEW           COM                 808513105              40        2500
SCHWAB CHARLES CORP NEW           COM                 808513105              48       3,000
SCHWAB CHARLES CORP NEW           COM                 808513105              57       3,557
SCHWAB CHARLES CORP NEW           COM                 808513105           3,460     216,523
SCOTTS MIRACLE GRO CO             CL A                810186106               2          55
SCOTTS MIRACLE GRO CO             CL A                810186106             266       6,286
SCRIPPS E W CO OHIO               CL A                811054204              94        2190
SCRIPPS E W CO OHIO               CL A                811054204             131       3,041
SCRIPPS E W CO OHIO               CL A                811054204             377       8,738
SCRIPPS E W CO OHIO               CL A                811054204             391       9,060
SCRIPPS E W CO OHIO               CL A                811054204             626      14,500
SEALED AIR CORP NEW               COM                 81211K100              13         245
SEALED AIR CORP NEW               COM                 81211K100              17         323
SEALED AIR CORP NEW               COM                 81211K100              30         570
SEALED AIR CORP NEW               COM                 81211K100             117       2,238
SEALED AIR CORP NEW               COM                 81211K100             659      12,655
SEALED AIR CORP NEW               COM                 81211K100             717      13,774
SEARS HLDGS CORP                  COM                 812350106              47         301
SEARS HLDGS CORP                  COM                 812350106              95         612
SEARS HLDGS CORP                  COM                 812350106             259       1,669
SEARS HLDGS CORP                  COM                 812350106             345        2219
SEARS HLDGS CORP                  COM                 812350106           3,345      21,536
SELECT SECTOR SPDR TR             SBI MATERIALS       81369Y100             107       3,344
SELECT SECTOR SPDR TR             SBI MATERIALS       81369Y100             284       8,850
SELECT SECTOR SPDR TR             SBI MATERIALS       81369Y100           1,413      44,017
SELECT SECTOR SPDR TR             SBI HEALTHCARE      81369Y209              28         930
SELECT SECTOR SPDR TR             SBI HEALTHCARE      81369Y209             106        3500
SELECT SECTOR SPDR TR             SBI HEALTHCARE      81369Y209             147       4,866
SELECT SECTOR SPDR TR             SBI CONS STPLS      81369Y308              27       1,100
SELECT SECTOR SPDR TR             SBI CONS STPLS      81369Y308             118       4,893
SELECT SECTOR SPDR TR             SBI CONS STPLS      81369Y308             286      11,826
SELECT SECTOR SPDR TR             SBI INT-ENERGY      81369Y506              14         250
SELECT SECTOR SPDR TR             SBI INT-ENERGY      81369Y506             193        3398
SELECT SECTOR SPDR TR             SBI INT-ENERGY      81369Y506             908       16000
SELECT SECTOR SPDR TR             SBI INT-FINL        81369Y605               9         278
SELECT SECTOR SPDR TR             SBI INT-FINL        81369Y605             209       6,454
SELECT SECTOR SPDR TR             SBI INT-FINL        81369Y605           5,539     171,280
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           4,194     124,035
SELECT SECTOR SPDR TR             SBI INT-TECH        81369Y803              10         500
SELECT SECTOR SPDR TR             SBI INT-TECH        81369Y803             136        6710
SELECT SECTOR SPDR TR             SBI INT-TECH        81369Y803             181        8900
SEMICONDUCTOR HLDRS TR            DEP RCPT            816636203               3         100
SEMICONDUCTOR HLDRS TR            DEP RCPT            816636203             178        5400
SEMICONDUCTOR HLDRS TR            DEP RCPT            816636203             197       6,000
SEMPRA ENERGY                     COM                 816851109               7         145
SEMPRA ENERGY                     COM                 816851109              17         370
SEMPRA ENERGY                     COM                 816851109             136        2990
SEMPRA ENERGY                     COM                 816851109            2159       47475
SEPRACOR INC                      COM                 817315104              10         169
SEPRACOR INC                      COM                 817315104             543        9500
SERVICEMASTER CO                  COM                 81760N109             289      27,970
SHAW COMMUNICATIONS INC           CL B CONV           82028K200              17         600
SHAW COMMUNICATIONS INC           CL B CONV           82028K200           3,774     133,412
SHERWIN WILLIAMS CO               COM                 824348106             109        2300
SHERWIN WILLIAMS CO               COM                 824348106             147       3,100
SHERWIN WILLIAMS CO               COM                 824348106           1,064      22,402
SHINHAN FINANCIAL GROUP CO L      SPN ADR RESTRD      824596100             255       2,700
SHINHAN FINANCIAL GROUP CO L      SPN ADR RESTRD      824596100             331       3,500
SHINHAN FINANCIAL GROUP CO L      SPN ADR RESTRD      824596100             755        7990
SHINHAN FINANCIAL GROUP CO L      SPN ADR RESTRD      824596100           2,707      28,650
SHUFFLE MASTER INC                COM                 825549108             410      12,493
SIEMENS A G                       SPONSORED ADR       826197501               5          52
SIEMENS A G                       SPONSORED ADR       826197501              16         185
SIEMENS A G                       SPONSORED ADR       826197501             538       6,198
SIEMENS A G                       SPONSORED ADR       826197501             948      10,916
SIERRA HEALTH SVCS INC            COM                 826322109              50       1,100
SIERRA HEALTH SVCS INC            COM                 826322109             428       9,500
SIERRA WIRELESS INC               COM                 826516106             615      34,065
SIGMA ALDRICH CORP                COM                 826552101              44         600
SIGMA ALDRICH CORP                COM                 826552101             951      13,090
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864               1         211
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864               1         108
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864               8       1,290
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864             378       63268
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864           3,045     509,174
SILVER WHEATON CORP               COM                 828336107              50       5,300
SILVER WHEATON CORP               COM                 828336107             203      21,570
SIMON PPTY GROUP INC NEW          COM                 828806109              16         190
SIMON PPTY GROUP INC NEW          COM                 828806109             262       3,159
SIMON PPTY GROUP INC NEW          COM                 828806109           3,467      41,799
SINOPEC SHANGHAI PETROCHEMIC      SPON ADR H          82935M109             133       2,700
SINOPEC SHANGHAI PETROCHEMIC      SPON ADR H          82935M109             358       7,250
SIRIUS SATELLITE RADIO INC        COM                 82966U103              85      17,900
SIRIUS SATELLITE RADIO INC        COM                 82966U103             143       30000
SIRIUS SATELLITE RADIO INC        COM                 82966U103             727     153,020
SMART & FINAL INC                 COM                 831683107           3,705     220,000
SMITH & NEPHEW PLC                SPDN ADR NEW        83175M205             207       5,370
SMITH INTL INC                    COM                 832110100              12         270
SMITH INTL INC                    COM                 832110100             140       3,158
SMITH INTL INC                    COM                 832110100             301       6,770
SMITH INTL INC                    COM                 832110100           1,016      22,840
SMITHFIELD FOODS INC              COM                 832248108              18         625
SMITHFIELD FOODS INC              COM                 832248108             277        9600
SMUCKER J M CO                    COM NEW             832696405               3          64
SMUCKER J M CO                    COM NEW             832696405              45       1,010
SMUCKER J M CO                    COM NEW             832696405             107        2400
SMUCKER J M CO                    COM NEW             832696405             179       4,000
SMURFIT-STONE CONTAINER CORP      COM                 832727101              22       2,000
SMURFIT-STONE CONTAINER CORP      COM                 832727101              60       5,439
SMURFIT-STONE CONTAINER CORP      COM                 832727101             108       9,900
SMURFIT-STONE CONTAINER CORP      COM                 832727101             119      10,855
SMURFIT-STONE CONTAINER CORP      COM                 832727101             194      17,760
SOLECTRON CORP                    COM                 834182107              10       3,050
SOLECTRON CORP                    COM                 834182107              27       7,793
SOLECTRON CORP                    COM                 834182107              46       13435
SOLECTRON CORP                    COM                 834182107             493     144,153
SONY CORP                         ADR NEW             835699307               3          60
SONY CORP                         ADR NEW             835699307              26         600
SONY CORP                         ADR NEW             835699307              70        1595
SONY CORP                         ADR NEW             835699307             150        3409
SONY CORP                         ADR NEW             835699307             228       5,188
SONY CORP                         ADR NEW             835699307           1,101      25,000
SONY CORP                         ADR NEW             835699307            1825       41450
SOUTHERN CO                       COM                 842587107               4         120
SOUTHERN CO                       COM                 842587107             225       7,009
SOUTHERN CO                       COM                 842587107             242       7,542
SOUTHERN CO                       COM                 842587107            3194       99658
SOUTHERN CO                       COM                 842587107           3,243     101,189
SOUTHERN CO                       COM                 842587107           4,381     136,687
SOUTHERN CO                       COM                 842587107         128,200   4,000,000
SOUTHERN COPPER CORP              COM                 84265V105               3          30
SOUTHERN COPPER CORP              COM                 84265V105             169       1,900
SOUTHERN COPPER CORP              COM                 84265V105           1,355      15,200
SOUTHWEST AIRLS CO                COM                 844741108               5         275
SOUTHWEST AIRLS CO                COM                 844741108              68       4,170
SOUTHWEST AIRLS CO                COM                 844741108             147       9,000
SOUTHWEST AIRLS CO                COM                 844741108           2,112     129,032
SOVEREIGN BANCORP INC             COM                 845905108             211      10,405
SOVEREIGN BANCORP INC             COM                 845905108             307      15,126
SOVEREIGN BANCORP INC             COM                 845905108           1,328      65,404
SPRINT NEXTEL CORP                COM FON             852061100               3         165
SPRINT NEXTEL CORP                COM FON             852061100               5         260
SPRINT NEXTEL CORP                COM FON             852061100              29        1453
SPRINT NEXTEL CORP                COM FON             852061100              50       2,520
SPRINT NEXTEL CORP                COM FON             852061100              80       4,000
SPRINT NEXTEL CORP                COM FON             852061100             140       7,000
SPRINT NEXTEL CORP                COM FON             852061100             251       12542
SPRINT NEXTEL CORP                COM FON             852061100             276      13,800
SPRINT NEXTEL CORP                COM FON             852061100             298      14,907
SPRINT NEXTEL CORP                COM FON             852061100             374      18,723
SPRINT NEXTEL CORP                COM FON             852061100             509      25,474
SPRINT NEXTEL CORP                COM FON             852061100           1,485      74,309
SPRINT NEXTEL CORP                COM FON             852061100          10,984     549,462
SPRINT NEXTEL CORP                COM FON             852061100           26487     1325000
STANLEY WKS                       COM                 854616109               6         130
STANLEY WKS                       COM                 854616109              15         320
STANLEY WKS                       COM                 854616109             331       7,000
STANLEY WKS                       COM                 854616109             647      13,700
STAPLES INC                       COM                 855030102              12         500
STAPLES INC                       COM                 855030102             454      18,637
STAPLES INC                       COM                 855030102             557      22,861
STAPLES INC                       COM                 855030102           3,389     139,173
STAPLES INC                       COM                 855030102          104705     4300000
STARBUCKS CORP                    COM                 855244109              38       1,000
STARBUCKS CORP                    COM                 855244109             134       3,540
STARBUCKS CORP                    COM                 855244109             189       5,000
STARBUCKS CORP                    COM                 855244109             218       5,786
STARBUCKS CORP                    COM                 855244109             220        5821
STARBUCKS CORP                    COM                 855244109             231       6,113
STARBUCKS CORP                    COM                 855244109            1367       36200
STARBUCKS CORP                    COM                 855244109           1,573      41,660
STARBUCKS CORP                    COM                 855244109           5,545     146,844
STARWOOD HOTELS&RESORTS WRLD      COM                 85590A401              22         360
STARWOOD HOTELS&RESORTS WRLD      COM                 85590A401              27         447
STARWOOD HOTELS&RESORTS WRLD      COM                 85590A401             664      11,000
STARWOOD HOTELS&RESORTS WRLD      COM                 85590A401           1,536      25,460
STARWOOD HOTELS&RESORTS WRLD      COM                 85590A401           1,835      30,416
STARWOOD HOTELS&RESORTS WRLD      COM                 85590A401           2,208      36,600
STARWOOD HOTELS&RESORTS WRLD      COM                 85590A401           2,398      39,739
STARWOOD HOTELS&RESORTS WRLD      COM                 85590A401           9,161     151,817
STATE STR CORP                    COM                 857477103               6         100
STATE STR CORP                    COM                 857477103              10         175
STATE STR CORP                    COM                 857477103              76        1300
STATE STR CORP                    COM                 857477103              76       1,300
STATE STR CORP                    COM                 857477103             101       1,745
STATE STR CORP                    COM                 857477103           1,379      23,742
STATE STR CORP                    COM                 857477103            3643       62707
STATION CASINOS INC               COM                 857689103               9         130
STATION CASINOS INC               COM                 857689103             293       4,300
STATOIL ASA                       SPONSORED ADR       85771P102               7         239
STATOIL ASA                       SPONSORED ADR       85771P102              61       2,140
STATOIL ASA                       SPONSORED ADR       85771P102             285      10,000
STERLING BANCORP                  COM                 859158107             645       33082
STMICROELECTRONICS N V            NY REGISTRY         861012102               7         440
STMICROELECTRONICS N V            NY REGISTRY         861012102              13         800
STMICROELECTRONICS N V            NY REGISTRY         861012102              13         825
STMICROELECTRONICS N V            NY REGISTRY         861012102              32       2,000
STMICROELECTRONICS N V            NY REGISTRY         861012102             160       9,980
STMICROELECTRONICS N V            NY REGISTRY         861012102             187       11615
STRAYER ED INC                    COM                 863236105             308       3,168
STREETTRACKS GOLD TR              GOLD SHS            863307104              91       1,481
STREETTRACKS GOLD TR              GOLD SHS            863307104             153       2,500
STREETTRACKS GOLD TR              GOLD SHS            863307104             260       4,241
STREETTRACKS GOLD TR              GOLD SHS            863307104             407       6,650
STREETTRACKS GOLD TR              GOLD SHS            863307104             781      12,763
STREETTRACKS GOLD TR              GOLD SHS            863307104           1,794      29,300
STREETTRACKS GOLD TR              GOLD SHS            863307104           6,214     101,484
STREETTRACKS INDEX SHS FDS        DJ STOXX 50 FD      863308102             673      15,690
STRYKER CORP                      COM                 863667101               5         115
STRYKER CORP                      COM                 863667101              18         420
STRYKER CORP                      COM                 863667101              27         645
STRYKER CORP                      COM                 863667101              53       1,266
STRYKER CORP                      COM                 863667101             118        2800
STRYKER CORP                      COM                 863667101             310       7,357
STRYKER CORP                      COM                 863667101             367       8,724
STRYKER CORP                      COM                 863667101           2,188      51,954
STRYKER CORP                      COM                 863667101           7,653     181,730
SUEZ                              SPONSORED ADR       864686100         208,750   5,000,000
SULPHCO INC                       COM                 865378103             274       38200
SUN LIFE FINL INC                 COM                 866796105             156        3900
SUN LIFE FINL INC                 COM                 866796105          10,795     270,344
SUN MICROSYSTEMS INC              COM                 866810104               0         100
SUN MICROSYSTEMS INC              COM                 866810104               2         400
SUN MICROSYSTEMS INC              COM                 866810104              11       2,600
SUN MICROSYSTEMS INC              COM                 866810104              41       9,800
SUN MICROSYSTEMS INC              COM                 866810104              95      22,804
SUN MICROSYSTEMS INC              COM                 866810104             112      27,099
SUN MICROSYSTEMS INC              COM                 866810104             112      26,982
SUN MICROSYSTEMS INC              COM                 866810104             126       30280
SUN MICROSYSTEMS INC              COM                 866810104             305       73400
SUN MICROSYSTEMS INC              COM                 866810104             409      98,540
SUN MICROSYSTEMS INC              COM                 866810104             519     125,000
SUN MICROSYSTEMS INC              COM                 866810104             593      142893
SUN MICROSYSTEMS INC              COM                 866810104           1,018     245,300
SUN MICROSYSTEMS INC              COM                 866810104           2,759     664,704
SUNCOR ENERGY INC                 COM                 867229106               7          87
SUNCOR ENERGY INC                 COM                 867229106              13         160
SUNCOR ENERGY INC                 COM                 867229106             332        4100
SUNCOR ENERGY INC                 COM                 867229106             972      12,000
SUNCOR ENERGY INC                 COM                 867229106           4,306      53,151
SUNCOR ENERGY INC                 COM                 867229106           5,333      65,831
SUNOCO INC                        COM                 86764P109               3          45
SUNOCO INC                        COM                 86764P109               9         127
SUNOCO INC                        COM                 86764P109             207       2,994
SUNOCO INC                        COM                 86764P109           1,594      23,010
SUNRISE SENIOR LIVING INC         COM                 86768K106               3          95
SUNRISE SENIOR LIVING INC         COM                 86768K106             305      11,040
SUNTRUST BKS INC                  COM                 867914103               2          25
SUNTRUST BKS INC                  COM                 867914103              12         160
SUNTRUST BKS INC                  COM                 867914103              20         260
SUNTRUST BKS INC                  COM                 867914103              40         525
SUNTRUST BKS INC                  COM                 867914103             682       8,942
SUNTRUST BKS INC                  COM                 867914103             745        9772
SUNTRUST BKS INC                  COM                 867914103            3716       48725
SUNTRUST BKS INC                  COM                 867914103           4,825      63,265
SUNTRUST BKS INC                  COM                 867914103           5,514      72,308
SUNTECH PWR HLDGS CO LTD          ADR                 86800C104            249       8,820
SUNTECH PWR HLDGS CO LTD          ADR                 86800C104             658      23,300
SUPERVALU INC                     COM                 868536103               1          25
SUPERVALU INC                     COM                 868536103               4         115
SUPERVALU INC                     COM                 868536103               8         275
SUPERVALU INC                     COM                 868536103              43       1,400
SUPERVALU INC                     COM                 868536103              44       1,426
SUPERVALU INC                     COM                 868536103           1,084      35,316
SWISSCOM AG                       SPONSORED ADR       871013108               9         260
SWISSCOM AG                       SPONSORED ADR       871013108              15         448
SWISSCOM AG                       SPONSORED ADR       871013108              39        1175
SWISSCOM AG                       SPONSORED ADR       871013108             187        5675
SYMANTEC CORP                     COM                 871503108               3         200
SYMANTEC CORP                     COM                 871503108               6         400
SYMANTEC CORP                     COM                 871503108              31        2000
SYMANTEC CORP                     COM                 871503108              82       5,294
SYMANTEC CORP                     COM                 871503108              90       5,820
SYMANTEC CORP                     COM                 871503108             125       8,074
SYMANTEC CORP                     COM                 871503108             152        9779
SYMANTEC CORP                     COM                 871503108             153       9,839
SYMANTEC CORP                     COM                 871503108             342       22013
SYMANTEC CORP                     COM                 871503108             402      25,896
SYMANTEC CORP                     COM                 871503108             482      31,042
SYMANTEC CORP                     COM                 871503108             845      54,387
SYMANTEC CORP                     COM                 871503108           2,435     156,711
SYMANTEC CORP                     COM                 871503108           2,502     161,019
SYMANTEC CORP                     COM                 871503108           2,750     176,976
SYMANTEC CORP                     COM                 871503108           2,848     183,266
SYMANTEC CORP                     COM                 871503108           9,942     639,748
SYMBOL TECHNOLOGIES INC           COM                 871508107              11         980
SYMBOL TECHNOLOGIES INC           COM                 871508107              11        1000
SYMBOL TECHNOLOGIES INC           COM                 871508107             131      12,108
SYMBOL TECHNOLOGIES INC           COM                 871508107             374      34,690
SYMBOL TECHNOLOGIES INC           COM                 871508107           2,774     257,046
SYNOPSYS INC                      COM                 871607107              16         870
SYNOPSYS INC                      COM                 871607107              31        1627
SYNOPSYS INC                      COM                 871607107             497      26,470
SYNGENTA AG                       SPONSORED ADR       87160A100               1          54
SYNGENTA AG                       SPONSORED ADR       87160A100            1149       43250
SYNOVUS FINL CORP                 COM                 87161C105           1,622      60,561
SYNTEL INC                        COM                 87162H103              10         500
SYNTEL INC                        COM                 87162H103             432      21,097
SYSCO CORP                        COM                 871829107              37        1200
SYSCO CORP                        COM                 871829107              46       1,500
SYSCO CORP                        COM                 871829107              53        1748
SYSCO CORP                        COM                 871829107             189       6,180
SYSCO CORP                        COM                 871829107             473      15,490
SYSCO CORP                        COM                 871829107             750      24,551
SYSCO CORP                        COM                 871829107             791      25,873
SYSCO CORP                        COM                 871829107           2,003      65,550
SYSCO CORP                        COM                 871829107           2,149      70,310
SYSCO CORP                        COM                 871829107           2,512      82,200
SYSCO CORP                        COM                 871829107            3485      114032
TCF FINL CORP                     COM                 872275102              16         600
TCF FINL CORP                     COM                 872275102             418      15,810
TD BANKNORTH INC                  COM                 87235A101              22         740
TD BANKNORTH INC                  COM                 87235A101             179       6,089
TD BANKNORTH INC                  COM                 87235A101             354       12011
TD AMERITRADE HLDG CORP           COM                 87236Y108              53       3,600
TD AMERITRADE HLDG CORP           COM                 87236Y108             536      36,190
TECO ENERGY INC                   COM                 872375100             563       37704
TJX COS INC NEW                   COM                 872540109              18         800
TJX COS INC NEW                   COM                 872540109              38       1,659
TJX COS INC NEW                   COM                 872540109             133       5,800
TJX COS INC NEW                   COM                 872540109             374      16,370
TJX COS INC NEW                   COM                 872540109             830      36,303
TJX COS INC NEW                   COM                 872540109           1,927      84,286
TNT N V                           SPONSORED ADR       87260W101              19         530
TNT N V                           SPONSORED ADR       87260W101              32         880
TNT N V                           SPONSORED ADR       87260W101             358      10,003
TXU CORP                          COM                 873168108              18         300
TXU CORP                          COM                 873168108              21         356
TXU CORP                          COM                 873168108              60        1000
TXU CORP                          COM                 873168108             115       1,930
TXU CORP                          COM                 873168108             141        2364
TXU CORP                          COM                 873168108             197       3,300
TXU CORP                          COM                 873168108             299       5,000
TXU CORP                          COM                 873168108             395        6600
TXU CORP                          COM                 873168108           5,816      97,278
TXU CORP                          COM                 873168108         173,391   2,900,000
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100               2         195
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100               3         380
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100              23       2,500
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100              25       2,754
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100              36       3,875
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100              39       4,273
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             110      11,939
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             187       20367
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             227      24,760
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             243       26495
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             298      32,511
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             352      38,329
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             600      65,404
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             775      84,459
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             855      93,155
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100            1330      144896
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100           1,773     193,147
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100           5,826     634,664
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100          21,190   2,308,288
TALISMAN ENERGY INC               COM                 87425E103               3         195
TALISMAN ENERGY INC               COM                 87425E103               4         205
TALISMAN ENERGY INC               COM                 87425E103               5         300
TALISMAN ENERGY INC               COM                 87425E103             550      31,480
TALISMAN ENERGY INC               COM                 87425E103          10,185     582,649
TARGET CORP                       COM                 87612E106              29         600
TARGET CORP                       COM                 87612E106              37         750
TARGET CORP                       COM                 87612E106             293       6,000
TARGET CORP                       COM                 87612E106             314       6,433
TARGET CORP                       COM                 87612E106             430       8,800
TARGET CORP                       COM                 87612E106             445       9,100
TARGET CORP                       COM                 87612E106           2,594      53,074
TARGET CORP                       COM                 87612E106           2,828      57,867
TARGET CORP                       COM                 87612E106           4,406      90,161
TARGET CORP                       COM                 87612E106           8,376     171,386
TATA MTRS LTD                     SPONSORED ADR       876568502               1          50
TATA MTRS LTD                     SPONSORED ADR       876568502              42       2,420
TATA MTRS LTD                     SPONSORED ADR       876568502              47       2,700
TATA MTRS LTD                     SPONSORED ADR       876568502           7,622     441,850
TECHNE CORP                       COM                 878377100             117       2,300
TECHNE CORP                       COM                 878377100             271       5,327
TECHNITROL INC                    COM                 878555101              39        1700
TECHNITROL INC                    COM                 878555101             667      28,800
TEKTRONIX INC                     COM                 879131100              76       2,600
TEKTRONIX INC                     COM                 879131100             361      12,260
TELE NORTE LESTE PART S A         SPON ADR PFD        879246106               1          67
TELE NORTE LESTE PART S A         SPON ADR PFD        879246106               2         130
TELE NORTE LESTE PART S A         SPON ADR PFD        879246106               4         300
TELE NORTE LESTE PART S A         SPON ADR PFD        879246106               5         411
TELE NORTE LESTE PART S A         SPON ADR PFD        879246106               7         530
TELE NORTE LESTE PART S A         SPON ADR PFD        879246106             112        8800
TELECOM ARGENTINA S A             SPON ADR REP B      879273209               7         575
TELECOM ARGENTINA S A             SPON ADR REP B      879273209          20,158   1,737,725
TELECOM CORP NEW ZEALAND LTD      SPONSORED ADR       879278208               3         131
TELECOM CORP NEW ZEALAND LTD      SPONSORED ADR       879278208               7         374
TELECOM CORP NEW ZEALAND LTD      SPONSORED ADR       879278208              12         605
TELECOM CORP NEW ZEALAND LTD      SPONSORED ADR       879278208              28        1390
TELECOM CORP NEW ZEALAND LTD      SPONSORED ADR       879278208             239       12000
TELECOM HLDRS TR                  DEPOSITRY RCPT      87927P200              15         500
TELECOM HLDRS TR                  DEPOSITRY RCPT      87927P200             287       9,600
TELECOM ITALIA S P A NEW          SPON ADR ORD        87927Y102               9         329
TELECOM ITALIA S P A NEW          SPON ADR ORD        87927Y102              10         343
TELECOM ITALIA S P A NEW          SPON ADR ORD        87927Y102             151       5,405
TELECOM ITALIA S P A NEW          SPON ADR ORD        87927Y102             244        8724
TELECOMUNICACOES BRASILEIRAS      SPONSORED ADR       879287308               6         228
TELECOMUNICACOES BRASILEIRAS      SPONSORED ADR       879287308              11         390
TELECOMUNICACOES BRASILEIRAS      SPONSORED ADR       879287308              21         740
TELECOMUNICACOES BRASILEIRAS      SPONSORED ADR       879287308              30       1,063
TELECOMUNICACOES BRASILEIRAS      SPONSORED ADR       879287308             252       9,000
TELECOMUNICACOES DE SAO PAUL      SPON ADR PFD        87929A102             274      13,000
TELEFLEX INC                      COM                 879369106             205       3,800
TELEFONICA S A                    SPONSORED ADR       879382208              25         511
TELEFONICA S A                    SPONSORED ADR       879382208              43         867
TELEFONICA S A                    SPONSORED ADR       879382208             181        3632
TELEFONICA S A                    SPONSORED ADR       879382208             267        5360
TELEFONICA S A                    SPONSORED ADR       879382208          13,288     267,152
TELEFONICA S A                    SPONSORED ADR       879382208         248,700   5,000,000
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780               0           2
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780               8         400
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780              21         986
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780              65       3,100
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780             117       5,636
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780             153        7350
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780             171       8,199
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780             250      12,000
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780           8,037     385,844
TELEPHONE & DATA SYS INC          COM                 879433100             305       7,370
TELEPHONE & DATA SYS INC          SPL COM             879433860             248       6,370
TELLABS INC                       COM                 879664100               4         295
TELLABS INC                       COM                 879664100               7         535
TELLABS INC                       COM                 879664100              43        3202
TELLABS INC                       COM                 879664100              49        3650
TELLABS INC                       COM                 879664100           1,039      78,060
TELUS CORP                        NON-VTG SHS         87971M202           1,356      33,569
TEMPLE INLAND INC                 COM                 879868107              77       1,800
TEMPLE INLAND INC                 COM                 879868107              97       2,273
TEMPLE INLAND INC                 COM                 879868107           1,116      26,026
TEMPUR PEDIC INTL INC             COM                 88023U101              49       3,615
TEMPUR PEDIC INTL INC             COM                 88023U101             406      30,023
TENARIS S A                       SPONSORED ADR       88031M109               1          28
TENARIS S A                       SPONSORED ADR       88031M109               4          89
TENARIS S A                       SPONSORED ADR       88031M109             182        4500
TENARIS S A                       SPONSORED ADR       88031M109           1,842      45,502
TENARIS S A                       SPONSORED ADR       88031M109          56,341   1,391,479
TENET HEALTHCARE CORP             COM                 88033G100              20        2810
TENET HEALTHCARE CORP             COM                 88033G100              25        3575
TENET HEALTHCARE CORP             COM                 88033G100              82      11,806
TENET HEALTHCARE CORP             COM                 88033G100             500      71,570
TERADYNE INC                      COM                 880770102              72       5,157
TERADYNE INC                      COM                 880770102              80       5,774
TERADYNE INC                      COM                 880770102              85       6,067
TERADYNE INC                      COM                 880770102             436      31,334
TEREX CORP NEW                    COM                 880779103             151       1,530
TEREX CORP NEW                    COM                 880779103             411       4,161
TESORO CORP                       COM                 881609101               4          50
TESORO CORP                       COM                 881609101              14         187
TESORO CORP                       COM                 881609101              38         506
TESORO CORP                       COM                 881609101             257        3450
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209               2          59
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209              32       1,000
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209              34       1,076
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209              60       1,914
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209              82        2600
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             117       3,700
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             155        4900
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             156        4949
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             158       5,000
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             164        5202
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             183        5800
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             194       6,140
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             411      13,000
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209           2,006      63,500
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209           2,535      80,250
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209          11,688     370,000
TEVA PHARMACEUTICAL FIN II L      DBCV  0.500% 2/0    88164RAA5              10       10000
TEXAS INSTRS INC                  COM                 882508104               4         140
TEXAS INSTRS INC                  COM                 882508104               9         300
TEXAS INSTRS INC                  COM                 882508104              15         500
TEXAS INSTRS INC                  COM                 882508104              18         605
TEXAS INSTRS INC                  COM                 882508104              30        1000
TEXAS INSTRS INC                  COM                 882508104              52       1,705
TEXAS INSTRS INC                  COM                 882508104              65       2,130
TEXAS INSTRS INC                  COM                 882508104              79       2,600
TEXAS INSTRS INC                  COM                 882508104              94       3,100
TEXAS INSTRS INC                  COM                 882508104             227       7,485
TEXAS INSTRS INC                  COM                 882508104             437      14,415
TEXAS INSTRS INC                  COM                 882508104             699       23087
TEXAS INSTRS INC                  COM                 882508104            1099       36295
TEXAS INSTRS INC                  COM                 882508104           2,438      80,494
TEXAS INSTRS INC                  COM                 882508104           6,363     210,054
TEXAS INSTRS INC                  COM                 882508104          10,444     344,811
TEXTRON INC                       COM                 883203101              53         580
TEXTRON INC                       COM                 883203101             147       1,600
TEXTRON INC                       COM                 883203101             278       3,013
TEXTRON INC                       COM                 883203101             441        4780
TEXTRON INC                       COM                 883203101           1,299      14,096
TEXTRON INC                       COM                 883203101           1,890      20,499
TEXTRON INC                       COM                 883203101          11,156     121,027
THERMO ELECTRON CORP              COM                 883556102              31         850
THERMO ELECTRON CORP              COM                 883556102              88       2,430
THERMO ELECTRON CORP              COM                 883556102           1,043      28,789
THOMSON CORP                      COM                 884903105              40       1,050
THOMSON CORP                      COM                 884903105              50        1300
THOMSON CORP                      COM                 884903105           9,667     250,972
3COM CORP                         COM                 885535104               1         196
3COM CORP                         COM                 885535104               2         480
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              11         130
3M CO                             COM                 88579Y101              66         820
3M CO                             COM                 88579Y101              81        1000
3M CO                             COM                 88579Y101              88        1085
3M CO                             COM                 88579Y101             130       1,610
3M CO                             COM                 88579Y101             162       2,000
3M CO                             COM                 88579Y101             220       2,720
3M CO                             COM                 88579Y101             226       2,800
3M CO                             COM                 88579Y101             242        3000
3M CO                             COM                 88579Y101             271       3,357
3M CO                             COM                 88579Y101             291        3608
3M CO                             COM                 88579Y101             451       5,578
3M CO                             COM                 88579Y101             646       8,000
3M CO                             COM                 88579Y101           1,427      17,665
3M CO                             COM                 88579Y101           2,531      31,334
3M CO                             COM                 88579Y101           5,916      73,247
3M CO                             COM                 88579Y101           6,884      85,235
3M CO                             COM                 88579Y101           7,079      87,643
3M CO                             COM                 88579Y101           11840      146591
TIFFANY & CO NEW                  COM                 886547108               5         150
TIFFANY & CO NEW                  COM                 886547108               9         280
TIFFANY & CO NEW                  COM                 886547108             125       3,800
TIFFANY & CO NEW                  COM                 886547108             165       5,000
TIFFANY & CO NEW                  COM                 886547108             659      19,946
TIFFANY & CO NEW                  COM                 886547108             791      23,942
TIFFANY & CO NEW                  COM                 886547108             928      28,100
TIM HORTONS INC                   COM                 88706M103               8         300
TIM HORTONS INC                   COM                 88706M103             327      12,690
TIME WARNER INC                   COM                 887317105               5         276
TIME WARNER INC                   COM                 887317105              39        2275
TIME WARNER INC                   COM                 887317105              78       4,500
TIME WARNER INC                   COM                 887317105              80       4,600
TIME WARNER INC                   COM                 887317105             118       6,832
TIME WARNER INC                   COM                 887317105             135       7,830
TIME WARNER INC                   COM                 887317105             173       10000
TIME WARNER INC                   COM                 887317105             246      14,240
TIME WARNER INC                   COM                 887317105             302      17,440
TIME WARNER INC                   COM                 887317105             310      17,900
TIME WARNER INC                   COM                 887317105             468      27,077
TIME WARNER INC                   COM                 887317105             681       39390
TIME WARNER INC                   COM                 887317105           1,030      59,511
TIME WARNER INC                   COM                 887317105           1,588      91,776
TIME WARNER INC                   COM                 887317105           7,530     435,288
TIME WARNER INC                   COM                 887317105           8,018     463,466
TIME WARNER INC                   COM                 887317105          15,178     877,324
TIME WARNER INC                   COM                 887317105         127,415   7,365,000
TOLL BROTHERS INC                 COM                 889478103              10         400
TOLL BROTHERS INC                 COM                 889478103              22         850
TOLL BROTHERS INC                 COM                 889478103             153       6,000
TOLL BROTHERS INC                 COM                 889478103             330      12,900
TOOTSIE ROLL INDS INC             COM                 890516107              64        2181
TOOTSIE ROLL INDS INC             COM                 890516107             303      10,391
TORCHMARK CORP                    COM                 891027104               9         155
TORCHMARK CORP                    COM                 891027104             607       10000
TORCHMARK CORP                    COM                 891027104           1,314      21,641
TORONTO DOMINION BK ONT           COM NEW             891160509              25         500
TORONTO DOMINION BK ONT           COM NEW             891160509          16,644     327,841
TOTAL S A                         SPONSORED ADR       89151E109               3          50
TOTAL S A                         SPONSORED ADR       89151E109              17         254
TOTAL S A                         SPONSORED ADR       89151E109              26         400
TOTAL S A                         SPONSORED ADR       89151E109              33         510
TOTAL S A                         SPONSORED ADR       89151E109              48         736
TOTAL S A                         SPONSORED ADR       89151E109           1,072      16,360
TOTAL S A                         SPONSORED ADR       89151E109           1,149      17,544
TOTAL S A                         SPONSORED ADR       89151E109           1,679      25,628
TOTAL S A                         SPONSORED ADR       89151E109           3,492      53,299
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307              16         152
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307              24         230
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307              25         235
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307           1,541      14,731
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307           4,754      45,455
TRANSALTA CORP                    COM                 89346D107           2,132     102,979
TRANSCANADA CORP                  COM                 89353D107               3         100
TRANSCANADA CORP                  COM                 89353D107             152       5,300
TRANSCANADA CORP                  COM                 89353D107           8,703     303,441
TRANSPORTADORA DE GAS SUR         SPON ADR B          893870204             148      28,945
TRI CONTL CORP                    COM                 895436103              29       1,478
TRI CONTL CORP                    COM                 895436103             252      12,950
TRIAD HOSPITALS INC               COM                 89579K109               1          16
TRIAD HOSPITALS INC               COM                 89579K109              28         720
TRIAD HOSPITALS INC               COM                 89579K109             365       9,210
TRIBUNE CO NEW                    COM                 896047107               4         110
TRIBUNE CO NEW                    COM                 896047107              40       1,226
TRIBUNE CO NEW                    COM                 896047107           1,526      47,056
TRINITY INDS INC                  COM                 896522109               1          35
TRINITY INDS INC                  COM                 896522109             200       4,944
TRIZEC PROPERTIES INC             COM                 89687P107             400      13,980
TYCO INTL LTD NEW                 COM                 902124106               0          16
TYCO INTL LTD NEW                 COM                 902124106              14         500
TYCO INTL LTD NEW                 COM                 902124106              18         670
TYCO INTL LTD NEW                 COM                 902124106              67       2,440
TYCO INTL LTD NEW                 COM                 902124106              96       3,492
TYCO INTL LTD NEW                 COM                 902124106             117       4,248
TYCO INTL LTD NEW                 COM                 902124106             125        4560
TYCO INTL LTD NEW                 COM                 902124106             127        4600
TYCO INTL LTD NEW                 COM                 902124106             127       4,600
TYCO INTL LTD NEW                 COM                 902124106             239        8705
TYCO INTL LTD NEW                 COM                 902124106             257       9,349
TYCO INTL LTD NEW                 COM                 902124106             313       11392
TYCO INTL LTD NEW                 COM                 902124106             466      16,945
TYCO INTL LTD NEW                 COM                 902124106             537      19,511
TYCO INTL LTD NEW                 COM                 902124106             540      19,633
TYCO INTL LTD NEW                 COM                 902124106             564       20520
TYCO INTL LTD NEW                 COM                 902124106             775      28,175
TYCO INTL LTD NEW                 COM                 902124106           1,367      49,699
TYCO INTL LTD NEW                 COM                 902124106          10,767     391,541
TYSON FOODS INC                   CL A                902494103               4         299
TYSON FOODS INC                   CL A                902494103               5         320
TYSON FOODS INC                   CL A                902494103             543       36510
UST INC                           COM                 902911106              36         800
UST INC                           COM                 902911106             123       2,730
UST INC                           COM                 902911106            1144       25307
UST INC                           COM                 902911106           1,209      26,764
UST INC                           COM                 902911106          27,114     600,000
US BANCORP DEL                    COM NEW             902973304              15         495
US BANCORP DEL                    COM NEW             902973304             129       4,180
US BANCORP DEL                    COM NEW             902973304             402       13030
US BANCORP DEL                    COM NEW             902973304             484       15679
US BANCORP DEL                    COM NEW             902973304             532      17,239
US BANCORP DEL                    COM NEW             902973304             573       18544
US BANCORP DEL                    COM NEW             902973304          10,523     340,779
US LEC CORP                       CL A                90331S109              33      10,000
USEC INC                          COM                 90333E108           2,378     200,680
U S AIRWAYS GROUP INC             COM                 90341W108              5          90
U S AIRWAYS GROUP INC             COM                 90341W108             200       3,964
ULTRA PETROLEUM CORP              COM                 903914109              5          85
ULTRA PETROLEUM CORP              COM                 903914109              31         530
ULTRA PETROLEUM CORP              COM                 903914109            331       5,580
UNIBANCO-UNIAO DE BANCOS BRA      GDR REP PFD UT      90458E107               1          20
UNIBANCO-UNIAO DE BANCOS BRA      GDR REP PFD UT      90458E107               1          10
UNIBANCO-UNIAO DE BANCOS BRA      GDR REP PFD UT      90458E107              4          64
UNIBANCO-UNIAO DE BANCOS BRA      GDR REP PFD UT      90458E107             126       1,900
UNIBANCO-UNIAO DE BANCOS BRA      GDR REP PFD UT      90458E107            133       2,000
UNIBANCO-UNIAO DE BANCOS BRA      GDR REP PFD UT      90458E107            199       3,000
UNILEVER PLC                      SPON ADR NEW        904767704               9         400
UNILEVER PLC                      SPON ADR NEW        904767704             14         621
UNILEVER PLC                      SPON ADR NEW        904767704              20         875
UNILEVER PLC                      SPON ADR NEW        904767704             25       1,096
UNILEVER PLC                      SPON ADR NEW        904767704             646       28661
UNILEVER N V                      N Y SHS NEW         904784709               2         102
UNILEVER N V                      N Y SHS NEW         904784709              12         510
UNILEVER N V                      N Y SHS NEW         904784709             24       1,065
UNILEVER N V                      N Y SHS NEW         904784709              74       3,300
UNILEVER N V                      N Y SHS NEW         904784709             282      12,488
UNILEVER N V                      N Y SHS NEW         904784709            392      17,370
UNION PAC CORP                    COM                 907818108               7          75
UNION PAC CORP                    COM                 907818108              28         300
UNION PAC CORP                    COM                 907818108              39         419
UNION PAC CORP                    COM                 907818108              57         614
UNION PAC CORP                    COM                 907818108             200       2,155
UNION PAC CORP                    COM                 907818108             215        2308
UNION PAC CORP                    COM                 907818108             558       6,000
UNION PAC CORP                    COM                 907818108             623       6,702
UNION PAC CORP                    COM                 907818108           4,809      51,735
UNIONBANCAL CORP                  COM                 908906100             369       5,710
UNISYS CORP                       COM                 909214108               5         755
UNISYS CORP                       COM                 909214108              13       2,000
UNISYS CORP                       COM                 909214108             15       2,445
UNISYS CORP                       COM                 909214108              25       4,000
UNISYS CORP                       COM                 909214108             26       4,070
UNISYS CORP                       COM                 909214108              44       6,967
UNISYS CORP                       COM                 909214108             330      52,475
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207               1         474
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207               3         915
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207              9       2,892
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207             104      33,430
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207             225      72,322
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207             542     174,150
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207           2,045     657,692
UNITED PARCEL SERVICE INC         CL B                911312106               1          10
UNITED PARCEL SERVICE INC         CL B                911312106              48         585
UNITED PARCEL SERVICE INC         CL B                911312106             125       1,513
UNITED PARCEL SERVICE INC         CL B                911312106             140       1,700
UNITED PARCEL SERVICE INC         CL B                911312106             165        2000
UNITED PARCEL SERVICE INC         CL B                911312106             168       2,039
UNITED PARCEL SERVICE INC         CL B                911312106            182       2,215
UNITED PARCEL SERVICE INC         CL B                911312106             198       2,400
UNITED PARCEL SERVICE INC         CL B                911312106             393       4,775
UNITED PARCEL SERVICE INC         CL B                911312106             550       6,678
UNITED PARCEL SERVICE INC         CL B                911312106           3,543      43,040
UNITED PARCEL SERVICE INC         CL B                911312106           12361      150144
UNITED PARCEL SERVICE INC         CL B                911312106          42,812     520,000
UNITED STATES STL CORP NEW        COM                 912909108               2          31
UNITED STATES STL CORP NEW        COM                 912909108             141        2010
UNITED STATES STL CORP NEW        COM                 912909108             175       2,500
UNITED STATES STL CORP NEW        COM                 912909108             400       5,710
UNITED STATES STL CORP NEW        COM                 912909108           1,651      23,550
UNITED TECHNOLOGIES CORP          COM                 913017109              10         160
UNITED TECHNOLOGIES CORP          COM                 913017109              32         500
UNITED TECHNOLOGIES CORP          COM                 913017109              38         600
UNITED TECHNOLOGIES CORP          COM                 913017109             152       2,400
UNITED TECHNOLOGIES CORP          COM                 913017109            211       3,320
UNITED TECHNOLOGIES CORP          COM                 913017109             285       4,500
UNITED TECHNOLOGIES CORP          COM                 913017109             285       4,500
UNITED TECHNOLOGIES CORP          COM                 913017109            522       8,230
UNITED TECHNOLOGIES CORP          COM                 913017109             608        9583
UNITED TECHNOLOGIES CORP          COM                 913017109             681      10,740
UNITED TECHNOLOGIES CORP          COM                 913017109           1,138      17,940
UNITED TECHNOLOGIES CORP          COM                 913017109            2304       36337
UNITED TECHNOLOGIES CORP          COM                 913017109           3,367      53,095
UNITED TECHNOLOGIES CORP          COM                 913017109           4,361      68,757
UNITED TECHNOLOGIES CORP          COM                 913017109            6412      101105
UNITED TECHNOLOGIES CORP          COM                 913017109          11,425     180,144
UNITED TECHNOLOGIES CORP          COM                 913017109          13,009     205,123
UNITED TECHNOLOGIES CORP          COM                 913017109          28,215     444,898
UNITED UTILS PLC                  SPONSORED ADR       91311Q105             13         540
UNITED UTILS PLC                  SPONSORED ADR       91311Q105             119       5,000
UNITED UTILS PLC                  SPONSORED ADR       91311Q105             315      13,265
UNITEDHEALTH GROUP INC            COM                 91324P102               3          65
UNITEDHEALTH GROUP INC            COM                 91324P102              40         900
UNITEDHEALTH GROUP INC            COM                 91324P102              48        1070
UNITEDHEALTH GROUP INC            COM                 91324P102             269       6,000
UNITEDHEALTH GROUP INC            COM                 91324P102             301       6,720
UNITEDHEALTH GROUP INC            COM                 91324P102             608      13,570
UNITEDHEALTH GROUP INC            COM                 91324P102             717      16,016
UNITEDHEALTH GROUP INC            COM                 91324P102           1,070      23,892
UNITEDHEALTH GROUP INC            COM                 91324P102           6,261     139,825
UNITEDHEALTH GROUP INC            COM                 91324P102          10,295     229,906
UNITEDHEALTH GROUP INC            COM                 91324P102          12,240     273,334
UNITRIN INC                       COM                 913275103             264       6,060
UNIVERSAL HLTH SVCS INC           CL B                913903100              4          71
UNIVERSAL HLTH SVCS INC           CL B                913903100              10         200
UNIVERSAL HLTH SVCS INC           CL B                913903100              85       1,700
UNIVERSAL HLTH SVCS INC           CL B                913903100             335       6,660
UNIVERSAL TECHNICAL INST INC      COM                 913915104             232      10,517
UNIVISION COMMUNICATIONS INC      CL A                914906102              6         180
UNIVISION COMMUNICATIONS INC      CL A                914906102               8         250
UNIVISION COMMUNICATIONS INC      CL A                914906102             27         800
UNIVISION COMMUNICATIONS INC      CL A                914906102             159       4,748
UNIVISION COMMUNICATIONS INC      CL A                914906102           1,282      38,265
UNIVISION COMMUNICATIONS INC      CL A                914906102           2,084      62,200
UNUMPROVIDENT CORP                COM                 91529Y106             114       6,300
UNUMPROVIDENT CORP                COM                 91529Y106             332      18,329
UNUMPROVIDENT CORP                COM                 91529Y106             782      43,113
UNUMPROVIDENT CORP                COM                 91529Y106             792      43,674
UPM KYMMENE CORP                  SPONSORED ADR       915436109               8         386
UPM KYMMENE CORP                  SPONSORED ADR       915436109             22       1,015
UPM KYMMENE CORP                  SPONSORED ADR       915436109             352       16380
URBAN OUTFITTERS INC              COM                 917047102               2         114
URBAN OUTFITTERS INC              COM                 917047102              12         700
URBAN OUTFITTERS INC              COM                 917047102             203      11,600
V F CORP                          COM                 918204108               7         100
V F CORP                          COM                 918204108             17         250
V F CORP                          COM                 918204108             156       2,300
V F CORP                          COM                 918204108             372       5,480
V F CORP                          COM                 918204108           1,148      16,897
VALERO ENERGY CORP NEW            COM                 91913Y100             15         218
VALERO ENERGY CORP NEW            COM                 91913Y100             21         310
VALERO ENERGY CORP NEW            COM                 91913Y100              32         488
VALERO ENERGY CORP NEW            COM                 91913Y100              65         973
VALERO ENERGY CORP NEW            COM                 91913Y100             146       2,200
VALERO ENERGY CORP NEW            COM                 91913Y100             220       3,300
VALERO ENERGY CORP NEW            COM                 91913Y100             227       3,410
VALERO ENERGY CORP NEW            COM                 91913Y100             279        4200
VALERO ENERGY CORP NEW            COM                 91913Y100             299       4,490
VALERO ENERGY CORP NEW            COM                 91913Y100             370       5,569
VALERO ENERGY CORP NEW            COM                 91913Y100             931       14000
VALERO ENERGY CORP NEW            COM                 91913Y100           1,557      23,400
VALERO ENERGY CORP NEW            COM                 91913Y100           6,872     103,304
VALERO ENERGY CORP NEW            COM                 91913Y100           7,795     117,180
VALERO ENERGY CORP NEW            COM                 91913Y100          11,101     166,880
VALLEY NATL BANCORP               COM                 919794107             182       7,061
VALLEY NATL BANCORP               COM                 919794107             283      11,013
VARIAN MED SYS INC                COM                 92220P105              19         400
VARIAN MED SYS INC                COM                 92220P105              66       1,400
VARIAN MED SYS INC                COM                 92220P105            154       3,251
VARIAN MED SYS INC                COM                 92220P105             827      17,460
VECTREN CORP                      COM                 92240G101             330       12128
VANGUARD INDEX FDS                STK MRK VIPERS      922908769          10,162      80,451
VEOLIA ENVIRONNEMENT              SPONSORED ADR       92334N103             603       11650
VERISIGN INC                      COM                 92343E102               4         175
VERISIGN INC                      COM                 92343E102           1,201      51,830
VERISIGN INC                      COM                 92343E102           5,160     222,716
VERIZON COMMUNICATIONS            COM                 92343V104              17         500
VERIZON COMMUNICATIONS            COM                 92343V104              23         700
VERIZON COMMUNICATIONS            COM                 92343V104              87        2590
VERIZON COMMUNICATIONS            COM                 92343V104              99       2,952
VERIZON COMMUNICATIONS            COM                 92343V104             113       3,362
VERIZON COMMUNICATIONS            COM                 92343V104            113       3,371
VERIZON COMMUNICATIONS            COM                 92343V104            125       3,723
VERIZON COMMUNICATIONS            COM                 92343V104             183        5459
VERIZON COMMUNICATIONS            COM                 92343V104             220       6,562
VERIZON COMMUNICATIONS            COM                 92343V104             270       8,060
VERIZON COMMUNICATIONS            COM                 92343V104           1,500      44,791
VERIZON COMMUNICATIONS            COM                 92343V104           4,290     128,097
VERIZON COMMUNICATIONS            COM                 92343V104           5,047     150,694
VERIZON COMMUNICATIONS            COM                 92343V104           5,807     173,387
VERIZON COMMUNICATIONS            COM                 92343V104            8281      247273
VERIZON COMMUNICATIONS            COM                 92343V104           19918      594743
VERIZON COMMUNICATIONS            COM                 92343V104         267,920   8,000,000
VIACOM INC NEW                    CL B                92553P201               4         125
VIACOM INC NEW                    CL B                92553P201              13         350
VIACOM INC NEW                    CL B                92553P201              16         457
VIACOM INC NEW                    CL B                92553P201             17         465
VIACOM INC NEW                    CL B                92553P201              18         500
VIACOM INC NEW                    CL B                92553P201              19         542
VIACOM INC NEW                    CL B                92553P201             38       1,065
VIACOM INC NEW                    CL B                92553P201              85        2375
VIACOM INC NEW                    CL B                92553P201             118       3,300
VIACOM INC NEW                    CL B                92553P201             185        5171
VIACOM INC NEW                    CL B                92553P201             254       7,083
VIACOM INC NEW                    CL B                92553P201             319       8,889
VIACOM INC NEW                    CL B                92553P201             365      10,171
VIACOM INC NEW                    CL B                92553P201             785      21,909
VIACOM INC NEW                    CL B                92553P201           2,826      78,854
VIACOM INC NEW                    CL B                92553P201           4,839     135,022
VIDESH SANCHAR NIGAM LTD          SPON ADR NEW        92659G600              18       1,000
VIDESH SANCHAR NIGAM LTD          SPON ADR NEW        92659G600           1,246      71,000
VIMICRO INTL CORP                 ADR                 92718N109        339,927  27,042,690
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100               5         250
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100              10         450
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100              32       1,515
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100             37       1,745
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100              45       2,100
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100             49       2,295
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100              66       3,100
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100              81       3,800
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100           1,029      48,294
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100           1,506      70,708
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100           2,130     100,000
VORNADO RLTY TR                   SH BEN INT          929042109              10         100
VORNADO RLTY TR                   SH BEN INT          929042109             596       6,106
VORNADO RLTY TR                   SH BEN INT          929042109           2,128      21,810
VULCAN MATLS CO                   COM                 929160109              5          65
VULCAN MATLS CO                   COM                 929160109               8         100
VULCAN MATLS CO                   COM                 929160109             11         145
VULCAN MATLS CO                   COM                 929160109           1,427      18,298
WPP GROUP PLC                     SPON ADR 0905       929309409              15         246
WPP GROUP PLC                     SPON ADR 0905       929309409              91       1,505
WPP GROUP PLC                     SPON ADR 0905       929309409             725      12,022
WACHOVIA CORP 2ND NEW             COM                 929903102             20         365
WACHOVIA CORP 2ND NEW             COM                 929903102              62       1,147
WACHOVIA CORP 2ND NEW             COM                 929903102              87       1,600
WACHOVIA CORP 2ND NEW             COM                 929903102             195       3,600
WACHOVIA CORP 2ND NEW             COM                 929903102            224       4,150
WACHOVIA CORP 2ND NEW             COM                 929903102             437        8074
WACHOVIA CORP 2ND NEW             COM                 929903102             606      11,199
WACHOVIA CORP 2ND NEW             COM                 929903102           1,361      25,159
WACHOVIA CORP 2ND NEW             COM                 929903102           5,689     105,192
WACHOVIA CORP 2ND NEW             COM                 929903102          16,317     301,724
WAL MART STORES INC               COM                 931142103              15         310
WAL MART STORES INC               COM                 931142103              29         600
WAL MART STORES INC               COM                 931142103              43         900
WAL MART STORES INC               COM                 931142103              43         900
WAL MART STORES INC               COM                 931142103              48        1000
WAL MART STORES INC               COM                 931142103              82       1,700
WAL MART STORES INC               COM                 931142103             111       2,300
WAL MART STORES INC               COM                 931142103             130       2,700
WAL MART STORES INC               COM                 931142103             188       3,900
WAL MART STORES INC               COM                 931142103             255       5,287
WAL MART STORES INC               COM                 931142103             270       5,603
WAL MART STORES INC               COM                 931142103             333        6915
WAL MART STORES INC               COM                 931142103            648      13,460
WAL MART STORES INC               COM                 931142103           1,297      26,928
WAL MART STORES INC               COM                 931142103           1,467      30,460
WAL MART STORES INC               COM                 931142103          2,509      52,085
WAL MART STORES INC               COM                 931142103           3,088      64,099
WAL MART STORES INC               COM                 931142103           3,230      67,051
WAL MART STORES INC               COM                 931142103           4,592      95,323
WAL MART STORES INC               COM                 931142103           5,934     123,194
WAL MART STORES INC               COM                 931142103           26524      550639
WALGREEN CO                       COM                 931422109              7         160
WALGREEN CO                       COM                 931422109             179       4,000
WALGREEN CO                       COM                 931422109            207       4,627
WALGREEN CO                       COM                 931422109             215       4,800
WALGREEN CO                       COM                 931422109             284       6,340
WALGREEN CO                       COM                 931422109             710      15,842
WALGREEN CO                       COM                 931422109           1,187      26,464
WALGREEN CO                       COM                 931422109           1,368      30,500
WALGREEN CO                       COM                 931422109           1,448      32,300
WALGREEN CO                       COM                 931422109           8,737     194,839
WASHINGTON FED INC                COM                 938824109             217       9,337
WASHINGTON MUT INC                COM                 939322103              16         350
WASHINGTON MUT INC                COM                 939322103              55       1,200
WASHINGTON MUT INC                COM                 939322103              73       1,600
WASHINGTON MUT INC                COM                 939322103             112       2,465
WASHINGTON MUT INC                COM                 939322103             123       2,700
WASHINGTON MUT INC                COM                 939322103             241        5285
WASHINGTON MUT INC                COM                 939322103            307       6,735
WASHINGTON MUT INC                COM                 939322103           1,199      26,305
WASHINGTON MUT INC                COM                 939322103           1,681      36,876
WASHINGTON MUT INC                COM                 939322103           4,367      95,800
WASHINGTON MUT INC                COM                 939322103           8,451     185,421
WASHINGTON POST CO                CL B                939640108             320         410
WASTE MGMT INC DEL                COM                 94106L109              10         290
WASTE MGMT INC DEL                COM                 94106L109              13         362
WASTE MGMT INC DEL                COM                 94106L109             139       3,886
WASTE MGMT INC DEL                COM                 94106L109            438      12,200
WASTE MGMT INC DEL                COM                 94106L109           1,958      54,580
WASTE MGMT INC DEL                COM                 94106L109           3,678     102,499
WASTE MGMT INC DEL                COM                 94106L109            5592      155850
WATERS CORP                       COM                 941848103             849      19,120
WATSON PHARMACEUTICALS INC        COM                 942683103               9         371
WATSON PHARMACEUTICALS INC        COM                 942683103             380      16,340
WEIGHT WATCHERS INTL INC NEW      COM                 948626106              28         675
WEIGHT WATCHERS INTL INC NEW      COM                 948626106              66       1,619
WEIGHT WATCHERS INTL INC NEW      COM                 948626106              82       2,000
WEIGHT WATCHERS INTL INC NEW      COM                 948626106             176       4,300
WEINGARTEN RLTY INVS              SH BEN INT          948741103              12         310
WEINGARTEN RLTY INVS              SH BEN INT          948741103             295       7,700
WELLCARE HEALTH PLANS INC         COM                 94946T106               4          72
WELLCARE HEALTH PLANS INC         COM                 94946T106          19,620     400,000
WELLPOINT INC                     COM                 94973V107              15         200
WELLPOINT INC                     COM                 94973V107              23         310
WELLPOINT INC                     COM                 94973V107              44         600
WELLPOINT INC                     COM                 94973V107             192        2640
WELLPOINT INC                     COM                 94973V107             224       3,074
WELLPOINT INC                     COM                 94973V107             393       5,400
WELLPOINT INC                     COM                 94973V107             730      10,027
WELLPOINT INC                     COM                 94973V107           2,272      31,220
WELLPOINT INC                     COM                 94973V107           3,770      51,810
WELLPOINT INC                     COM                 94973V107           5,702      78,356
WELLPOINT INC                     COM                 94973V107           8,187     112,499
WELLPOINT INC                     COM                 94973V107          10,552     144,998
WELLS FARGO & CO NEW              COM                 949746101             15         230
WELLS FARGO & CO NEW              COM                 949746101              23         340
WELLS FARGO & CO NEW              COM                 949746101              64         950
WELLS FARGO & CO NEW              COM                 949746101              67        1000
WELLS FARGO & CO NEW              COM                 949746101             141       2,100
WELLS FARGO & CO NEW              COM                 949746101             918      13,682
WELLS FARGO & CO NEW              COM                 949746101           1,103      16,445
WELLS FARGO & CO NEW              COM                 949746101           1,129      16,831
WELLS FARGO & CO NEW              COM                 949746101           2,128      31,720
WELLS FARGO & CO NEW              COM                 949746101          2,385      35,550
WELLS FARGO & CO NEW              COM                 949746101           2,510      37,412
WELLS FARGO & CO NEW              COM                 949746101            4251       63368
WELLS FARGO & CO NEW              COM                 949746101          13,271     197,845
WELLS FARGO & CO NEW              COM                 949746101          22,825     340,269
WENDYS INTL INC                   COM                 950590109             421       7,229
WENDYS INTL INC                   COM                 950590109           1,093      18,754
WERNER ENTERPRISES INC            COM                 950755108              24       1,179
WERNER ENTERPRISES INC            COM                 950755108             466      22,965
WEST MARINE INC                   COM                 954235107             241      17,900
WESTAIM CORP                      COM                 956909105              74      15,350
WESTERN DIGITAL CORP              COM                 958102105              13         640
WESTERN DIGITAL CORP              COM                 958102105              36       1,800
WESTERN DIGITAL CORP              COM                 958102105              36        1800
WESTERN DIGITAL CORP              COM                 958102105             116       5,851
WESTERN DIGITAL CORP              COM                 958102105             273      13,800
WESTERN GAS RES INC               COM                 958259103            393       6,570
WESTERN GAS RES INC               COM                 958259103           4,980      83,200
WESTERN REFNG INC                 COM                 959319104             334      15,500
WEYERHAEUSER CO                   COM                 962166104             25         400
WEYERHAEUSER CO                   COM                 962166104              44         700
WEYERHAEUSER CO                   COM                 962166104             506       8,122
WEYERHAEUSER CO                   COM                 962166104             778      12,503
WEYERHAEUSER CO                   COM                 962166104           2,800      44,984
WHIRLPOOL CORP                    COM                 963320106               2          30
WHIRLPOOL CORP                    COM                 963320106               5          65
WHIRLPOOL CORP                    COM                 963320106               7          80
WHIRLPOOL CORP                    COM                 963320106             25         300
WHIRLPOOL CORP                    COM                 963320106           1,127      13,632
WHOLE FOODS MKT INC               COM                 966837106              49         760
WHOLE FOODS MKT INC               COM                 966837106              69       1,075
WHOLE FOODS MKT INC               COM                 966837106             82       1,272
WHOLE FOODS MKT INC               COM                 966837106            129       2,000
WHOLE FOODS MKT INC               COM                 966837106             145       2,248
WHOLE FOODS MKT INC               COM                 966837106           1,494      23,120
WILLIAMS COS INC DEL              COM                 969457100              38       1,620
WILLIAMS COS INC DEL              COM                 969457100              59       2,532
WILLIAMS COS INC DEL              COM                 969457100            126       5,380
WILLIAMS COS INC DEL              COM                 969457100             484      20,726
WILLIAMS COS INC DEL              COM                 969457100           2,262      96,830
WILLIAMS COS INC DEL              COM                 969457100           9,984     427,413
WILLIAMS SONOMA INC               COM                 969904101               7         217
WILLIAMS SONOMA INC               COM                 969904101              78       2,300
WILLIAMS SONOMA INC               COM                 969904101              95       2,800
WILLIAMS SONOMA INC               COM                 969904101             379      11,120
WINNEBAGO INDS INC                COM                 974637100              1          45
WINNEBAGO INDS INC                COM                 974637100              55       1,783
WINNEBAGO INDS INC                COM                 974637100             360      11,600
WINTRUST FINANCIAL CORP           COM                 97650W108             392       7,715
WIPRO LTD                         SPON ADR 1 SH       97651M109             154      12,000
WISCONSIN ENERGY CORP             COM                 976657106             117       2,900
WISCONSIN ENERGY CORP             COM                 976657106             337       8,360
WISCONSIN ENERGY CORP             COM                 976657106             381       9,455
WISCONSIN ENERGY CORP             COM                 976657106             557      13,830
WORLD ACCEP CORP DEL              COM                 981419104             719      20,239
WORLD FUEL SVCS CORP              COM                 981475106             584      12,777
WRIGLEY WM JR CO                  COM                 982526105               7         155
WRIGLEY WM JR CO                  COM                 982526105              10         215
WRIGLEY WM JR CO                  COM                 982526105             20         431
WRIGLEY WM JR CO                  COM                 982526105              41         902
WRIGLEY WM JR CO                  COM                 982526105             164       3,625
WRIGLEY WM JR CO                  COM                 982526105             380       8,375
WRIGLEY WM JR CO                  COM                 982526105             567      12,500
WRIGLEY WM JR CO                  COM                 982526105           1,308      28,841
WYETH                             COM                 983024100              23         520
WYETH                             COM                 983024100              47       1,055
WYETH                             COM                 983024100             100       2,250
WYETH                             COM                 983024100             107       2,400
WYETH                             COM                 983024100             174        3920
WYETH                             COM                 983024100            191       4,295
WYETH                             COM                 983024100             196        4403
WYETH                             COM                 983024100             355       8,000
WYETH                             COM                 983024100            356       8,005
WYETH                             COM                 983024100             498      11,212
WYETH                             COM                 983024100             542       12200
WYETH                             COM                 983024100             781      17,590
WYETH                             COM                 983024100           5,613     126,385
WYETH                             COM                 983024100           6,937     156,212
WYETH                             COM                 983024100          11,675     262,886
WYETH                             COM                 983024100          12,058     271,516
WYETH                             COM                 983024100          15,399     346,745
WYNN RESORTS LTD                  COM                 983134107               1           8
WYNN RESORTS LTD                  COM                 983134107              51         700
WYNN RESORTS LTD                  COM                 983134107             191       2,600
XM SATELLITE RADIO HLDGS INC      CL A                983759101              23       1,565
XM SATELLITE RADIO HLDGS INC      CL A                983759101              26       1,750
XM SATELLITE RADIO HLDGS INC      CL A                983759101             256       17500
XTO ENERGY INC                    COM                 98385X106               4         100
XTO ENERGY INC                    COM                 98385X106              20         450
XTO ENERGY INC                    COM                 98385X106             21         483
XTO ENERGY INC                    COM                 98385X106             158       3,562
XTO ENERGY INC                    COM                 98385X106           2,691      60,783
XTO ENERGY INC                    COM                 98385X106            6506      146963
XTO ENERGY INC                    COM                 98385X106           10148      229233
XCEL ENERGY INC                   COM                 98389B100               8         400
XCEL ENERGY INC                   COM                 98389B100             152       7,900
XCEL ENERGY INC                   COM                 98389B100            1337       69682
XCEL ENERGY INC                   COM                 98389B100          23,975   1,250,000
XILINX INC                        COM                 983919101               3         130
XILINX INC                        COM                 983919101              9         384
XILINX INC                        COM                 983919101              16         700
XILINX INC                        COM                 983919101              42       1,854
XILINX INC                        COM                 983919101             108       4,772
XILINX INC                        COM                 983919101             291      12,865
XILINX INC                        COM                 983919101            385      17,000
XILINX INC                        COM                 983919101           1,509      66,606
XEROX CORP                        COM                 984121103               5         350
XEROX CORP                        COM                 984121103              13         900
XEROX CORP                        COM                 984121103             16       1,125
XEROX CORP                        COM                 984121103              59       4,249
XEROX CORP                        COM                 984121103             154      11,078
XEROX CORP                        COM                 984121103            524      37,640
XEROX CORP                        COM                 984121103             840      60,420
XEROX CORP                        COM                 984121103           2,200     158,141
YPF SOCIEDAD ANONIMA              SPON ADR CL D       984245100             664       16400
YRC WORLDWIDE INC                 COM                 984249102             202        4800
YAHOO INC                         COM                 984332106               6         196
YAHOO INC                         COM                 984332106              19         562
YAHOO INC                         COM                 984332106              74       2,242
YAHOO INC                         COM                 984332106              86       2,600
YAHOO INC                         COM                 984332106              99       3,000
YAHOO INC                         COM                 984332106             548      16,613
YAHOO INC                         COM                 984332106             707      21,414
YAHOO INC                         COM                 984332106            735      22,280
YAHOO INC                         COM                 984332106             796      24,112
YAHOO INC                         COM                 984332106          1,297      39,300
YAHOO INC                         COM                 984332106           7,468     226,306
YAMANA GOLD INC                   COM                 98462Y100              64       6,480
YAMANA GOLD INC                   COM                 98462Y100             133      13,500
YUM BRANDS INC                    COM                 988498101               2          40
YUM BRANDS INC                    COM                 988498101               4          70
YUM BRANDS INC                    COM                 988498101               5         100
YUM BRANDS INC                    COM                 988498101             14         280
YUM BRANDS INC                    COM                 988498101              22         440
YUM BRANDS INC                    COM                 988498101              25         492
YUM BRANDS INC                    COM                 988498101              80        1600
YUM BRANDS INC                    COM                 988498101              95       1,890
YUM BRANDS INC                    COM                 988498101             205       4,086
YUM BRANDS INC                    COM                 988498101           2,715      54,014
ZARLINK SEMICONDUCTOR INC         COM                 989139100              4       2,000
ZARLINK SEMICONDUCTOR INC         COM                 989139100               8       3,700
ZARLINK SEMICONDUCTOR INC         COM                 989139100              27      12,200
ZEBRA TECHNOLOGIES CORP           CL A                989207105             212       6,200
ZEBRA TECHNOLOGIES CORP           CL A                989207105             351      10,275
ZEBRA TECHNOLOGIES CORP           CL A                989207105           1,708      50,000
ZIMMER HLDGS INC                  COM                 98956P102               6         100
ZIMMER HLDGS INC                  COM                 98956P102               7         130
ZIMMER HLDGS INC                  COM                 98956P102             113       2,000
ZIMMER HLDGS INC                  COM                 98956P102            116       2,050
ZIMMER HLDGS INC                  COM                 98956P102             159        2800
ZIMMER HLDGS INC                  COM                 98956P102            185       3,265
ZIMMER HLDGS INC                  COM                 98956P102             245       4,320
ZIMMER HLDGS INC                  COM                 98956P102             412       7,261
ZIMMER HLDGS INC                  COM                 98956P102             863      15,220
ZIMMER HLDGS INC                  COM                 98956P102           2,432      42,874
ZIMMER HLDGS INC                  COM                 98956P102           4,167      73,468
ZIONS BANCORPORATION              COM                 989701107              23         300
ZIONS BANCORPORATION              COM                 989701107             179       2,300
ZIONS BANCORPORATION              COM                 989701107             655       8,403
ZIONS BANCORPORATION              COM                 989701107           1,512      19,400
ZIONS BANCORPORATION              COM                 989701107           1,871      24,000
DAIMLERCHRYSLER AG                ORD                 D1668R123               1          26
DAIMLERCHRYSLER AG                ORD                 D1668R123              10         194
DAIMLERCHRYSLER AG                ORD                 D1668R123              18         365
DAIMLERCHRYSLER AG                ORD                 D1668R123             176        3560
DAIMLERCHRYSLER AG                ORD                 D1668R123           2,681      54,325
DAIMLERCHRYSLER AG                ORD                 D1668R123         110,411   2,236,861
DAIMLERCHRYSLER AG                ORD                 D1668R123         246,800   5,000,000
DEUTSCHE BANK AG NAMEN            ORD                 D18190898             180        1600
DEUTSCHE BANK AG NAMEN            ORD                 D18190898             802       7,125
DEUTSCHE BANK AG NAMEN            ORD                 D18190898         125,585   1,116,311
ACE LTD                           ORD                 G0070K103               1          20
ACE LTD                           ORD                 G0070K103              15         300
ACE LTD                           ORD                 G0070K103              35         695
ACE LTD                           ORD                 G0070K103             152       3,000
ACE LTD                           ORD                 G0070K103             167       3,300
ACCENTURE LTD BERMUDA             CL A                G1150G111              52        1835
ACCENTURE LTD BERMUDA             CL A                G1150G111             121        4290
ACCENTURE LTD BERMUDA             CL A                G1150G111             416      14,674
ACCENTURE LTD BERMUDA             CL A                G1150G111           1,051      37,119
BUNGE LIMITED                     COM                 G16962105               5          95
BUNGE LIMITED                     COM                 G16962105              10         191
BUNGE LIMITED                     COM                 G16962105              15         300
BUNGE LIMITED                     COM                 G16962105              50       1,000
BUNGE LIMITED                     COM                 G16962105              68       1,350
BUNGE LIMITED                     COM                 G16962105             764      15,213
BUNGE LIMITED                     COM                 G16962105           2,521      50,175
BUNGE LIMITED                     COM                 G16962105           3,216      64,000
BUNGE LIMITED                     COM                 G16962105           4,570      90,955
CDC CORP                          SHS A               G2022L106         26,039   5,917,843
COOPER INDS LTD                   CL A                G24182100               5          50
COOPER INDS LTD                   CL A                G24182100              46         500
COOPER INDS LTD                   CL A                G24182100             387       4,160
FOSTER WHEELER LTD                SHS NEW             G36535139              35         811
FOSTER WHEELER LTD                SHS NEW             G36535139              84       1,940
FOSTER WHEELER LTD                SHS NEW             G36535139           1,352      31,300
GLOBALSANTAFE CORP                SHS                 G3930E101               9         158
GLOBALSANTAFE CORP                SHS                 G3930E101              18         306
GLOBALSANTAFE CORP                SHS                 G3930E101              47         819
GLOBALSANTAFE CORP                SHS                 G3930E101             239       4,135
GLOBALSANTAFE CORP                SHS                 G3930E101             508       8,800
GLOBALSANTAFE CORP                SHS                 G3930E101          14,305     247,710
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101              17         395
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101             112       2,614
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101             175       4,080
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101             190        4450
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101             582       13608
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101           1,378      32,223
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101           1,548      36,189
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105              10         215
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105              40         900
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105              46        1033
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105              50       1,135
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105              66       1,500
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105             253        5710
NABORS INDUSTRIES LTD             SHS                 G6359F103              13         382
NABORS INDUSTRIES LTD             SHS                 G6359F103              47       1,400
NABORS INDUSTRIES LTD             SHS                 G6359F103              70        2085
NABORS INDUSTRIES LTD             SHS                 G6359F103             135       4,000
NABORS INDUSTRIES LTD             SHS                 G6359F103             149       4,400
NABORS INDUSTRIES LTD             SHS                 G6359F103             157       4,634
NABORS INDUSTRIES LTD             SHS                 G6359F103             277        8200
NABORS INDUSTRIES LTD             SHS                 G6359F103             343      10,145
NABORS INDUSTRIES LTD             SHS                 G6359F103             433      12,800
NABORS INDUSTRIES LTD             SHS                 G6359F103             936      27,700
NABORS INDUSTRIES LTD             SHS                 G6359F103           2,617      77,460
NABORS INDUSTRIES LTD             SHS                 G6359F103           3,755     111,114
NOBLE CORPORATION                 SHS                 G65422100               2          25
NOBLE CORPORATION                 SHS                 G65422100             405       5,445
NOBLE CORPORATION                 SHS                 G65422100             967      13,000
NOBLE CORPORATION                 SHS                 G65422100           2,480      33,330
OPENTV CORP                       CL A                G67543101             495     128,319
PARTNERRE LTD                     COM                 G6852T105               9         137
PARTNERRE LTD                     COM                 G6852T105             237       3,700
TRANSOCEAN INC                    ORD                 G90078109              11         140
TRANSOCEAN INC                    ORD                 G90078109              16         195
TRANSOCEAN INC                    ORD                 G90078109              98       1,225
TRANSOCEAN INC                    ORD                 G90078109             153       1,900
TRANSOCEAN INC                    ORD                 G90078109             173       2,157
TRANSOCEAN INC                    ORD                 G90078109             177        2200
TRANSOCEAN INC                    ORD                 G90078109             321       4,000
TRANSOCEAN INC                    ORD                 G90078109             407        5065
TRANSOCEAN INC                    ORD                 G90078109             601       7,481
TRANSOCEAN INC                    ORD                 G90078109             609       7,577
TRANSOCEAN INC                    ORD                 G90078109           3,445      42,894
WEATHERFORD INTERNATIONAL LT      COM                 G95089101               6         120
WEATHERFORD INTERNATIONAL LT      COM                 G95089101              11         220
WEATHERFORD INTERNATIONAL LT      COM                 G95089101              74        1500
WEATHERFORD INTERNATIONAL LT      COM                 G95089101             117       2,348
WEATHERFORD INTERNATIONAL LT      COM                 G95089101             172       3,463
WEATHERFORD INTERNATIONAL LT      COM                 G95089101             486        9800
WHITE MTNS INS GROUP LTD          COM                 G9618E107             244         500
WILLIS GROUP HOLDINGS LTD         SHS                 G96655108              77       2,400
WILLIS GROUP HOLDINGS LTD         SHS                 G96655108             754      23,500
WILLIS GROUP HOLDINGS LTD         SHS                 G96655108             857      26,700
WILLIS GROUP HOLDINGS LTD         SHS                 G96655108           2,822      87,925
WILLIS GROUP HOLDINGS LTD         SHS                 G96655108            5985      186459
XL CAP LTD                        CL A                G98255105               2          30
XL CAP LTD                        CL A                G98255105               7         114
XL CAP LTD                        CL A                G98255105              94       1,529
XL CAP LTD                        CL A                G98255105             270       4,400
XL CAP LTD                        CL A                G98255105             274       4,466
ALCON INC                         COM SHS             H01301102              16         162
ALCON INC                         COM SHS             H01301102              20         200
ALCON INC                         COM SHS             H01301102              99        1000
ALCON INC                         COM SHS             H01301102             158       1,600
ALCON INC                         COM SHS             H01301102             197        2000
ALCON INC                         COM SHS             H01301102             271        2747
ALCON INC                         COM SHS             H01301102           1,183      12,000
UBS AG                            NAMEN AKT           H8920M855             119       1,085
UBS AG                            NAMEN AKT           H8920M855             640       5,835
UBS AG                            NAMEN AKT           H8920M855          35,053     319,535
QIAGEN N V                        ORD                 N72482107            6951      506652
ROYAL CARIBBEAN CRUISES LTD       COM                 V7780T103               4         100
ROYAL CARIBBEAN CRUISES LTD       COM                 V7780T103            4829      126250
DIANA SHIPPING INC                COM                 Y2066G104            161      15,000
FLEXTRONICS INTL LTD              ORD                 Y2573F102              93        8799
FLEXTRONICS INTL LTD              ORD                 Y2573F102             159      15,000
FLEXTRONICS INTL LTD              ORD                 Y2573F102             160      15,100
FLEXTRONICS INTL LTD              ORD                 Y2573F102             175      16,480
FLEXTRONICS INTL LTD              ORD                 Y2573F102           1,593     150,000
GIGAMEDIA LTD                     ORD                 Y2711Y104              89      10,000


	




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                         3,150         0         0
ABB LTD                                      X                   2     3,835         0         0
ABB LTD                                      X                   3    12,800         0         0
ABB LTD                                      X                   3    30,000         0         0
A D C TELECOMMUNICATIONS                     X                   5       139         0         0
A D C TELECOMMUNICATIONS                     X                   5         0       204         0
A D C TELECOMMUNICATIONS                     X                         1,800         0         0
A D C TELECOMMUNICATIONS                     X                   7     6,534         0         0
A D C TELECOMMUNICATIONS                     X                        24,025         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      9176         0
ABN AMRO HLDG NV                             X                   2    49,763         0         0
ABM INDS INC                                 X                   4       161         0    30,770
AFLAC INC                                    X                   5         0       207         0
AFLAC INC                                    X                   4     1,200         0         0
AFLAC INC                                    X                   5      2085         0         0
AFLAC INC                                    X                   4       770         0     6,157
AFLAC INC                                    X                   7   113,764         0         0
AFLAC INC                                    X                   3    347376         0         0
AES CORP                                     X                   3       280         0         0
AES CORP                                     X                   3       528         0         0
AES CORP                                     X                   3     4,100         0         0
AES CORP                                     X                   7   122,194         0         0
AES CORP                                     X                   3    500000         0         0
AMB PROPERTY CORP                            X                   7     9,190         0         0
AMR CORP                                     X                   4         0         0       611
AMR CORP                                     X                   5      8000         0         0
ATI TECHNOLOGIES INC                         X                   5     12000         0         0
ATI TECHNOLOGIES INC                         X                   2   108,975         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     1,500         0
AT&T INC                                     X                   3     1,560         0         0
AT&T INC                                     X                   5         0      2083         0
AT&T INC                                     X                   6     2,182         0         0
AT&T INC                                     X                   5      4190         0         0
AT&T INC                                     X                   3     4,867         0         0
AT&T INC                                     X                   2    11,398         0         0
AT&T INC                                     X                   5     17800         0         0
AT&T INC                                     X                   3    21,625         0        93
AT&T INC                                     X                        58,800         0         0
AT&T INC                                     X                   5         0    64,900         0
AT&T INC                                     X                   4    55,396    28,555    45,593
AT&T INC                                     X                   3   145,520         0         0
AT&T INC                                     X                   4    136013         0     27350
AT&T INC                                     X                   3   304,229         0       414
AT&T INC                                     X                   7   745,537         0         0
AT&T INC                                     X                   3 6,334,000         0         0
AU OPTRONICS CORP                            X                             0        92         0
AU OPTRONICS CORP                            X                             0        66         0
AU OPTRONICS CORP                            X                   5         0       289         0
AU OPTRONICS CORP                            X                   3     2,725         0         0
AU OPTRONICS CORP                            X                   5      4300         0         0
AU OPTRONICS CORP                            X                   2     7,712         0         0
AU OPTRONICS CORP                            X                   3         0         0    15,108
AU OPTRONICS CORP                            X                   6    40,500         0         0
AU OPTRONICS CORP                            X                   6     31100         0    244277
AU OPTRONICS CORP                            X                   3    328000         0         0
AVX CORP NEW                                 X                   5      1000         0         0
AVX CORP NEW                                 X                         6,700         0         0
AVX CORP NEW                                 X                         8,628         0         0
AARON RENTS INC                              X                   4         0         0    20,864
ABAXIS INC                                   X                   4         0         0    26,805
ABBOTT LABS                                  X                   5       230         0         0
ABBOTT LABS                                  X                   3       875         0         0
ABBOTT LABS                                  X                   3     2,000         0         0
ABBOTT LABS                                  X                   3     3,000         0         0
ABBOTT LABS                                  X                         3,732         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                   3    11,060         0         0
ABBOTT LABS                                  X                   5     11950         0         0
ABBOTT LABS                                  X                   2    21,780         0         0
ABBOTT LABS                                  X                   3    50,000         0         0
ABBOTT LABS                                  X                   4    65,267         0    32,015
ABBOTT LABS                                  X                   3    165265         0     12200
ABBOTT LABS                                  X                   4   159,010    39,950    35,000
ABBOTT LABS                                  X                   7   299,691         0         0
ABERCROMBIE & FITCH CO                       X                   2       100         0         0
ABERCROMBIE & FITCH CO                       X                   4         0         0     1,618
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
ACTIVIDENTITY CORP                           X                   3       772         0         0
ACTIVIDENTITY CORP                           X                   5      1025         0         0
ACTIVIDENTITY CORP                           X                        20,000         0         0
ADOBE SYS INC                                X                   1       250         0         0
ADOBE SYS INC                                X                           380         0         0
ADOBE SYS INC                                X                   5         0       584         0
ADOBE SYS INC                                X                   2       701         0         0
ADOBE SYS INC                                X                         1,000         0         0
ADOBE SYS INC                                X                   5         0     3,500         0
ADOBE SYS INC                                X                   4    11,331       200       400
ADOBE SYS INC                                X                   3    75,045         0         0
ADOBE SYS INC                                X                   7   111,012         0         0
ADOBE SYS INC                                X                   4   111,713         0    14,714
ADVANCED DIGITAL INFORMATION                 X                        71,700         0         0
ADVANCED SEMICONDUCTOR ENGR                  X                   6         0         0   193,900
ADVANTAGE ENERGY INCOME FD                   X                   5      2000         0         0
ADVANTAGE ENERGY INCOME FD                   X                   2    12,350         0         0
ADVANCED MICRO DEVICES INC                   X                   1       160         0         0
ADVANCED MICRO DEVICES INC                   X                   5      1000         0         0
ADVANCED MICRO DEVICES INC                   X                   5         0     1,200         0
ADVANCED MICRO DEVICES INC                   X                   5         0     2,300         0
ADVANCED MICRO DEVICES INC                   X                   4         0         0      4054
ADVANCED MICRO DEVICES INC                   X                         4,740         0         0
ADVANCED MICRO DEVICES INC                   X                   3    18,460         0         0
ADVANCED MICRO DEVICES INC                   X                   3    59,224         0         0
ADVANCED MICRO DEVICES INC                   X                   7   121,996         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      1686         0         0
AEGON N V                                    X                   5         0      7176         0
AEGON N V                                    X                   2    27,915         0         0
AETNA INC NEW                                X                             0        78         0
AETNA INC NEW                                X                   5         0       112         0
AETNA INC NEW                                X                   5       197         0         0
AETNA INC NEW                                X                   2       400         0         0
AETNA INC NEW                                X                   5         0       900         0
AETNA INC NEW                                X                   3      7931         0         0
AETNA INC NEW                                X                   5     10200         0         0
AETNA INC NEW                                X                   4         0         0    27,739
AETNA INC NEW                                X                        34,800         0         0
AETNA INC NEW                                X                   5         0    56,200         0
AETNA INC NEW                                X                   7   112,020         0         0
AFFILIATED COMPUTER SERVICES                 X                   2       155         0         0
AFFILIATED COMPUTER SERVICES                 X                         1,500         0         0
AFFILIATED COMPUTER SERVICES                 X                   4     1,375       380         0
AFFILIATED COMPUTER SERVICES                 X                   4      7694         0       250
AFFILIATED COMPUTER SERVICES                 X                   3    13,609         0         0
AFFILIATED COMPUTER SERVICES                 X                   7    22,617         0         0
AFFILIATED COMPUTER SERVICES                 X                   2     30625         0         0
AFFILIATED COMPUTER SERVICES                 X                   3    37,000         0         0
AGERE SYS INC                                X                   3         8         0         0
AGERE SYS INC                                X                   3         7         0         0
AGERE SYS INC                                X                   3        26         0         0
AGERE SYS INC                                X                   4        38         0         0
AGERE SYS INC                                X                   5        87         0         0
AGERE SYS INC                                X                   3       201         0         0
AGERE SYS INC                                X                           478         0         0
AGERE SYS INC                                X                   2     1,224         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     1,000         0         0
AGILENT TECHNOLOGIES INC                     X                   3     1,143         0         0
AGILENT TECHNOLOGIES INC                     X                   5      1500         0         0
AGILENT TECHNOLOGIES INC                     X                   4     2,000         0         0
AGILENT TECHNOLOGIES INC                     X                   4     1,759         0       454
AGILENT TECHNOLOGIES INC                     X                   2     3,676         0         0
AGILENT TECHNOLOGIES INC                     X                         6,326         0         0
AGILENT TECHNOLOGIES INC                     X                   3    13,399         0       305
AGILENT TECHNOLOGIES INC                     X                   7    78,312         0         0
AGRIUM INC                                   X                   2    256873         0         0
AIR PRODS & CHEMS INC                        X                   5         0       400         0
AIR PRODS & CHEMS INC                        X                   3     1,332         0         0
AIR PRODS & CHEMS INC                        X                   5      2850         0         0
AIR PRODS & CHEMS INC                        X                   5         0     5,500         0
AIR PRODS & CHEMS INC                        X                   7    37,907         0         0
AIRGAS INC                                   X                   4         0         0     5,562
AKAMAI TECHNOLOGIES INC                      X                         6,200         0         0
AKAMAI TECHNOLOGIES INC                      X                   5      7000         0         0
AKAMAI TECHNOLOGIES INC                      X                   4    10,000         0         0
AKAMAI TECHNOLOGIES INC                      X                   3    19,752         0         0
AKAMAI TECHNOLOGIES INC                      X                   7    39,501         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     3,240         0         0
AKZO NOBEL NV                                X                   5         0      3850         0
ALBERTO CULVER CO                            X                   2       961         0         0
ALBERTO CULVER CO                            X                   7    10,705         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    91,182         0         0
ALCOA INC                                    X                   1       100         0         0
ALCOA INC                                    X                   5         0       325         0
ALCOA INC                                    X                           380         0         0
ALCOA INC                                    X                   3       600         0         0
ALCOA INC                                    X                   3     1,077         0         0
ALCOA INC                                    X                         2,366         0         0
ALCOA INC                                    X                   2     2,815         0         0
ALCOA INC                                    X                         5,486         0         0
ALCOA INC                                    X                   2     6,580         0         0
ALCOA INC                                    X                   3     8,100         0         0
ALCOA INC                                    X                   5     11500         0         0
ALCOA INC                                    X                   3    17,435         0         0
ALCOA INC                                    X                   4    21,941       710     3,970
ALCOA INC                                    X                   3    48,669         0         0
ALCOA INC                                    X                   4   151,120         0    10,886
ALCOA INC                                    X                   7    163413         0         0
ALCATEL                                      X                   4       101         0         0
ALCATEL                                      X                           729         0         0
ALCATEL                                      X                             0       850         0
ALCATEL                                      X                   5      1585         0         0
ALCATEL                                      X                   2    13,057         0         0
ALCATEL                                      X                   5         0     21245         0
ALDERWOODS GROUP INC                         X                        73,300         0         0
ALLEGHENY ENERGY INC                         X                   4     1,300         0         0
ALLEGHENY ENERGY INC                         X                   7     9,916         0         0
ALLEGHENY TECHNOLOGIES INC                   X                           100         0         0
ALLEGHENY TECHNOLOGIES INC                   X                   4       765         0         0
ALLEGHENY TECHNOLOGIES INC                   X                   2       990         0         0
ALLEGHENY TECHNOLOGIES INC                   X                   7     5,170         0         0
ALLEGHENY TECHNOLOGIES INC                   X                   3    56,989         0         0
ALLERGAN INC                                 X                   4         0         0         2
ALLERGAN INC                                 X                   5         0     1,300         0
ALLERGAN INC                                 X                   3     2,042         0         0
ALLERGAN INC                                 X                   7    30,474         0         0
ALLIANCE DATA SYSTEMS CORP                   X                   5         0       600         0
ALLIANCE DATA SYSTEMS CORP                   X                   2       785         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    20,700         0         0
ALLIANT TECHSYSTEMS INC                      X                   7     5,770         0         0
ALLIANCEBERNSTEIN HOLDING LP                 X                   4         0         0      2500
ALLIANCEBERNSTEIN HOLDING LP                 X                   2     2,675         0         0
ALLIANCEBERNSTEIN HOLDING LP                 X                   5         0     3,800         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       825         0
ALLIED IRISH BKS P L C                       X                   2     4,860         0         0
ALLIED IRISH BKS P L C                       X                   4         0         0    13,488
ALLIED WASTE INDS INC                        X                   5         0       215         0
ALLIED WASTE INDS INC                        X                   5       230         0         0
ALLIED WASTE INDS INC                        X                   4         0         0       718
ALLIED WASTE INDS INC                        X                   7    15,890         0         0
ALLSTATE CORP                                X                   2        10         0         0
ALLSTATE CORP                                X                             0       125         0
ALLSTATE CORP                                X                   3       140         0         0
ALLSTATE CORP                                X                   5         0       240         0
ALLSTATE CORP                                X                   5      2020         0         0
ALLSTATE CORP                                X                   2    10,635         0         0
ALLSTATE CORP                                X                   3    13,164         0         0
ALLSTATE CORP                                X                   4    27,095         0     2,709
ALLSTATE CORP                                X                   4    40,861     7,067     4,000
ALLSTATE CORP                                X                   7   125,154         0         0
ALLTEL CORP                                  X                   5       260         0         0
ALLTEL CORP                                  X                   3     1,130         0         0
ALLTEL CORP                                  X                          1400         0         0
ALLTEL CORP                                  X                   3     1,836         0         0
ALLTEL CORP                                  X                         3,000       105         0
ALLTEL CORP                                  X                   4     3,702        79     1,300
ALLTEL CORP                                  X                   2      8736         0         0
ALLTEL CORP                                  X                   3    10,000         0         0
ALLTEL CORP                                  X                   4      4222     13871         0
ALLTEL CORP                                  X                   7     72210         0         0
ALTERA CORP                                  X                         8,000         0         0
ALTERA CORP                                  X                   3    17,351         0         0
ALTERA CORP                                  X                   5     18800         0         0
ALTERA CORP                                  X                   4       554         0    25,285
ALTERA CORP                                  X                   7     58337         0         0
ALTRIA GROUP INC                             X                   1       210         0         0
ALTRIA GROUP INC                             X                   5         0       200         0
ALTRIA GROUP INC                             X                   5         0       743         0
ALTRIA GROUP INC                             X                   6     1,100         0         0
ALTRIA GROUP INC                             X                         2,400       180         0
ALTRIA GROUP INC                             X                   5     2,800         0         0
ALTRIA GROUP INC                             X                         6,900         0         0
ALTRIA GROUP INC                             X                   5         0     9,300         0
ALTRIA GROUP INC                             X                   3         0         0    13,200
ALTRIA GROUP INC                             X                   2    14,885         0         0
ALTRIA GROUP INC                             X                   5     15525         0         0
ALTRIA GROUP INC                             X                   4    19,600         0       700
ALTRIA GROUP INC                             X                   5         0     20728         0
ALTRIA GROUP INC                             X                   3    22,703         0         0
ALTRIA GROUP INC                             X                   4     7,035         0    30,513
ALTRIA GROUP INC                             X                   3    56,630         0         0
ALTRIA GROUP INC                             X                   2    61,095         0         0
ALTRIA GROUP INC                             X                   3    72,680         0         0
ALTRIA GROUP INC                             X                   3   115,626         0    34,258
ALTRIA GROUP INC                             X                   3   318,848         0         0
ALTRIA GROUP INC                             X                   7   412,969         0         0
ALTRIA GROUP INC                             X                   3 6,725,000         0         0
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         0      1113         0
AMAZON COM INC                               X                   5      1470         0         0
AMAZON COM INC                               X                   4     6,000         0         0
AMAZON COM INC                               X                   3         0         0     8,103
AMAZON COM INC                               X                   3     9,650         0       420
AMAZON COM INC                               X                   7    50,338         0         0
AMBAC FINL GROUP INC                         X                   4       220         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    18,472         0         0
AMEREN CORP                                  X                   5         0       176         0
AMEREN CORP                                  X                   3     2,107         0         0
AMEREN CORP                                  X                   4    10,629     1,387     2,750
AMEREN CORP                                  X                   4    25,113       600       561
AMEREN CORP                                  X                   7    40,121         0         0
AMEREN CORP                                  X                   3 1,400,000         0         0
AMERICA MOVIL S A DE C V                     X                             0        44         0
AMERICA MOVIL S A DE C V                     X                             0        22         0
AMERICA MOVIL S A DE C V                     X                   3       100         0         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                          3000         0         0
AMERICA MOVIL S A DE C V                     X                   5         0      4200         0
AMERICA MOVIL S A DE C V                     X                   5         0      5400         0
AMERICA MOVIL S A DE C V                     X                   3    20,164         0         0
AMERICA MOVIL S A DE C V                     X                   3    37,300         0         0
AMERICA MOVIL S A DE C V                     X                   7    47,762         0         0
AMERICA MOVIL S A DE C V                     X                   3    50,834         0         0
AMERICA MOVIL S A DE C V                     X                   2    60,600         0         0
AMERICAN AXLE & MFG HLDGS IN                 X                   2       200         0         0
AMERICAN AXLE & MFG HLDGS IN                 X                   5       540         0         0
AMERICAN AXLE & MFG HLDGS IN                 X                   3    65,000         0         0
AMERICAN CAPITAL STRATEGIES                  X                   2       775         0         0
AMERICAN CAPITAL STRATEGIES                  X                   3     5,320         0         0
AMERICAN CAPITAL STRATEGIES                  X                   4    15,574         0    11,519
AMERICAN CAPITAL STRATEGIES                  X                   3    61,600         0         0
AMERICAN ECOLOGY CORP                        X                   2    18,500         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                   7    70,459         0         0
AMERICAN ELEC PWR INC                        X                   3    650000         0         0
AMERICAN EAGLE OUTFITTERS NE                 X                   2       120         0         0
AMERICAN EAGLE OUTFITTERS NE                 X                   4         0         0     3,618
AMERICAN EAGLE OUTFITTERS NE                 X                   7    13,300         0         0
AMERICAN EXPRESS CO                          X                   2         5         0         0
AMERICAN EXPRESS CO                          X                   5       570         0         0
AMERICAN EXPRESS CO                          X                   1       760         0         0
AMERICAN EXPRESS CO                          X                   5         0      1190         0
AMERICAN EXPRESS CO                          X                   6     1,200         0         0
AMERICAN EXPRESS CO                          X                   3     1,582         0         0
AMERICAN EXPRESS CO                          X                   3     1,610         0         0
AMERICAN EXPRESS CO                          X                         4,500         0         0
AMERICAN EXPRESS CO                          X                   5         0      7300         0
AMERICAN EXPRESS CO                          X                   3     9,135         0         0
AMERICAN EXPRESS CO                          X                   3    10,913         0         0
AMERICAN EXPRESS CO                          X                   4    19,844         0     1,076
AMERICAN EXPRESS CO                          X                   3    28,353         0         0
AMERICAN EXPRESS CO                          X                   4     21651      1050      7500
AMERICAN EXPRESS CO                          X                   3     97860         0         0
AMERICAN EXPRESS CO                          X                   7   231,854         0         0
AMERICAN INTL GROUP INC                      X                   2       150         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                         1,000         0         0
AMERICAN INTL GROUP INC                      X                   5      4692         0         0
AMERICAN INTL GROUP INC                      X                   3     5,982         0         0
AMERICAN INTL GROUP INC                      X                         5,652       340         0
AMERICAN INTL GROUP INC                      X                   3     9,820         0         0
AMERICAN INTL GROUP INC                      X                        10,685         0         0
AMERICAN INTL GROUP INC                      X                   2    13,192         0         0
AMERICAN INTL GROUP INC                      X                        13,900         0         0
AMERICAN INTL GROUP INC                      X                   5         0    16,900         0
AMERICAN INTL GROUP INC                      X                         17221         0         0
AMERICAN INTL GROUP INC                      X                   3    13,475         0     8,000
AMERICAN INTL GROUP INC                      X                   4    29,841     1,368    10,450
AMERICAN INTL GROUP INC                      X                   3    42,259         0         0
AMERICAN INTL GROUP INC                      X                   3   168,713         0         0
AMERICAN INTL GROUP INC                      X                   3    174770         0     18600
AMERICAN INTL GROUP INC                      X                   4   166,960         0    27,348
AMERICAN INTL GROUP INC                      X                   5         0    367620         0
AMERICAN INTL GROUP INC                      X                   3   460,000         0         0
AMERICAN INTL GROUP INC                      X                   5    465980         0         0
AMERICAN INTL GROUP INC                      X                   7   481,272         0         0
AMERICAN PWR CONVERSION CORP                 X                   2    22,712         0         0
AMERICAN PWR CONVERSION CORP                 X                   7    31,520         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    32,954         0         0
AMERICAN TOWER CORP                          X                   2        20         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     2,667
AMERICREDIT CORP                             X                   7    14,310         0         0
AMERISOURCEBERGEN CORP                       X                   2        20         0         0
AMERISOURCEBERGEN CORP                       X                   5         0       500         0
AMERISOURCEBERGEN CORP                       X                   4         0         0     2,355
AMERISOURCEBERGEN CORP                       X                         4,600         0         0
AMERISOURCEBERGEN CORP                       X                   7     39140         0         0
AMERIPRISE FINL INC                          X                   2        69         0         0
AMERIPRISE FINL INC                          X                   5       147         0         0
AMERIPRISE FINL INC                          X                   6       240         0         0
AMERIPRISE FINL INC                          X                   3       322         0         0
AMERIPRISE FINL INC                          X                   5         0       323         0
AMERIPRISE FINL INC                          X                   3       336         0         0
AMERIPRISE FINL INC                          X                   3     1,201         0         0
AMERIPRISE FINL INC                          X                   4     1,180         0       159
AMERIPRISE FINL INC                          X                   4     3,970       120       180
AMERIPRISE FINL INC                          X                   7    48,395         0         0
AMERIPRISE FINL INC                          X                   3    56,951         0         0
AMGEN INC                                    X                             0       280         0
AMGEN INC                                    X                   5         0      2694         0
AMGEN INC                                    X                   2     3,591         0         0
AMGEN INC                                    X                   3     4,995         0         0
AMGEN INC                                    X                        13,916         0         0
AMGEN INC                                    X                   4      9967       450      3800
AMGEN INC                                    X                   5     16483         0         0
AMGEN INC                                    X                   3    17,776         0         0
AMGEN INC                                    X                   3    34,000         0         0
AMGEN INC                                    X                   2     39185         0         0
AMGEN INC                                    X                   4    26,444         0    19,087
AMGEN INC                                    X                   3    54,215         0         0
AMGEN INC                                    X                   3   110,823         0     7,535
AMGEN INC                                    X                   7   236,920         0         0
AMGEN INC                                    X                   5     11000         0         0
AMKOR TECHNOLOGY INC                         X                   2     4,550         0         0
AMKOR TECHNOLOGY INC                         X                   5     14300         0         0
AMKOR TECHNOLOGY INC                         X                        48,500         0         0
AMKOR TECHNOLOGY INC                         X                   5         0    92,000         0
AMPHENOL CORP NEW                            X                   4         0         0        61
AMPHENOL CORP NEW                            X                   7    16,490         0         0
AMSOUTH BANCORPORATION                       X                   4    28,324         0    11,950
AMSOUTH BANCORPORATION                       X                   4    16,643     9,724    41,616
AMSOUTH BANCORPORATION                       X                   7    70,400         0         0
AMSURG CORP                                  X                          8800         0         0
AMYLIN PHARMACEUTICALS INC                   X                   3         0         0     5,800
ANADARKO PETE CORP                           X                             0       140         0
ANADARKO PETE CORP                           X                         1,284         0         0
ANADARKO PETE CORP                           X                         1,778         0         0
ANADARKO PETE CORP                           X                   4         0      2000         0
ANADARKO PETE CORP                           X                   3     3,400         0         0
ANADARKO PETE CORP                           X                   5      5838         0         0
ANADARKO PETE CORP                           X                   4       664         0      9089
ANADARKO PETE CORP                           X                   7    71,380         0         0
ANADARKO PETE CORP                           X                   3    75,672         0    40,000
ANALOG DEVICES INC                           X                         4,252         0         0
ANALOG DEVICES INC                           X                   7    64,482         0         0
ANALOG DEVICES INC                           X                   3    91,289         0         0
ANDREW CORP                                  X                   7     9,500         0         0
ANDREW CORP                                  X                        24,000         0         0
ANDRX CORP DEL                               X                        180000         0         0
ANGLO AMERN PLC                              X                             0       219         0
ANGLO AMERN PLC                              X                   5         0       688         0
ANGLO AMERN PLC                              X                         1,000       120         0
ANGLO AMERN PLC                              X                   5      7591         0         0
ANGLO AMERN PLC                              X                   3         0         0   109,000
ANGLO AMERN PLC                              X                   2   253,120         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       656         0         0
ANGLOGOLD ASHANTI LTD                        X                   3         0         0     2,650
ANGLOGOLD ASHANTI LTD                        X                   2    20,250         0         0
ANHEUSER BUSCH COS INC                       X                   2       100         0         0
ANHEUSER BUSCH COS INC                       X                           150       140         0
ANHEUSER BUSCH COS INC                       X                   2     1,214         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     4,000         0         0
ANHEUSER BUSCH COS INC                       X                   3     4,996         0         0
ANHEUSER BUSCH COS INC                       X                   5      6865         0         0
ANHEUSER BUSCH COS INC                       X                   4     2,732         0     6,850
ANHEUSER BUSCH COS INC                       X                   3    15,169         0         0
ANHEUSER BUSCH COS INC                       X                   4    17,518         0     8,012
ANHEUSER BUSCH COS INC                       X                   3    70,000         0         0
ANHEUSER BUSCH COS INC                       X                   7   140,432         0         0
ANOORAQ RES CORP                             X                   2    65,000         0         0
AO TATNEFT                                   X                   3         0         0     7,000
AON CORP                                     X                             0        95         0
AON CORP                                     X                   5       130         0         0
AON CORP                                     X                   5         0       315         0
AON CORP                                     X                   3      1100         0         0
AON CORP                                     X                   4         0         0     1,170
AON CORP                                     X                   7    51,426         0         0
AON CORP                                     X                   3    62,363         0         0
APACHE CORP                                  X                   3       200         0         0
APACHE CORP                                  X                   2     1,162         0         0
APACHE CORP                                  X                   4     1,500         0         0
APACHE CORP                                  X                   3     2,375         0         0
APACHE CORP                                  X                          3767         0         0
APACHE CORP                                  X                   3     4,886         0         0
APACHE CORP                                  X                   6    14,562         0         0
APACHE CORP                                  X                   3    14,700         0         0
APACHE CORP                                  X                   5     16572         0         0
APACHE CORP                                  X                   2    16,815         0         0
APACHE CORP                                  X                   4        55         0    25,823
APACHE CORP                                  X                   3    31,960         0         0
APACHE CORP                                  X                   7    54,734         0         0
APACHE CORP                                  X                   3   136,028         0         0
APARTMENT INVT & MGMT CO                     X                         2,000         0         0
APARTMENT INVT & MGMT CO                     X                   7     21310         0         0
APOLLO GROUP INC                             X                   5         0      1800         0
APOLLO GROUP INC                             X                   5         0      2000         0
APOLLO GROUP INC                             X                   3    10,000         0         0
APOLLO GROUP INC                             X                   7    31,913         0         0
APOLLO GROUP INC                             X                   3   310,000         0         0
APPLE COMPUTER INC                           X                   1       335         0         0
APPLE COMPUTER INC                           X                   2       500         0         0
APPLE COMPUTER INC                           X                         1,000         0         0
APPLE COMPUTER INC                           X                   3     1,000         0         0
APPLE COMPUTER INC                           X                   4     1,088         0       100
APPLE COMPUTER INC                           X                   3     1,564         0         0
APPLE COMPUTER INC                           X                   5     3,000         0         0
APPLE COMPUTER INC                           X                   5         0      3400         0
APPLE COMPUTER INC                           X                          3567         0         0
APPLE COMPUTER INC                           X                   5         0      4100         0
APPLE COMPUTER INC                           X                         8,000         0         0
APPLE COMPUTER INC                           X                   2    15,545         0         0
APPLE COMPUTER INC                           X                   5     24643         0         0
APPLE COMPUTER INC                           X                   3    33,679         0       750
APPLE COMPUTER INC                           X                   3    36,770         0         0
APPLE COMPUTER INC                           X                   4    42,169         0     1,170
APPLE COMPUTER INC                           X                   7   171,214         0         0
APPLE COMPUTER INC                           X                   3   861,262         0     4,215
APPLERA CORP                                 X                         3,705         0         0
APPLERA CORP                                 X                   3     11810         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     1,930         0       592
APPLIED MATLS INC                            X                   2     7,160         0         0
APPLIED MATLS INC                            X                        16,396         0         0
APPLIED MATLS INC                            X                   4    29,400         0         0
APPLIED MATLS INC                            X                   3    24,932         0     6,000
APPLIED MATLS INC                            X                   5    109660         0         0
APPLIED MATLS INC                            X                   3   157,778         0         0
APPLIED MATLS INC                            X                   7    325104         0         0
AQUILA INC                                   X                   2    13,500         0         0
ARAMARK CORP                                 X                   2     9,686         0         0
ARAMARK CORP                                 X                        12,500         0         0
ARCHER DANIELS MIDLAND CO                    X                   5         0      1200         0
ARCHER DANIELS MIDLAND CO                    X                             0     1,800         0
ARCHER DANIELS MIDLAND CO                    X                   3     4,070         0         0
ARCHER DANIELS MIDLAND CO                    X                   4         0     4,594         0
ARCHER DANIELS MIDLAND CO                    X                   4       231         0      7285
ARCHER DANIELS MIDLAND CO                    X                   6    20,100         0         0
ARCHER DANIELS MIDLAND CO                    X                   2    27,275         0         0
ARCHER DANIELS MIDLAND CO                    X                   2    56,845         0         0
ARCHER DANIELS MIDLAND CO                    X                   3    72,891         0         0
ARCHER DANIELS MIDLAND CO                    X                   3   114,800         0         0
ARCHER DANIELS MIDLAND CO                    X                   3   119,153         0         0
ARCHER DANIELS MIDLAND CO                    X                   7   128,623         0         0
ARCHER DANIELS MIDLAND CO                    X                   3   195,478         0         0
ARCHSTONE SMITH TR                           X                   7    37,550         0         0
ARIBA INC                                    X                   2        50         0         0
ARIBA INC                                    X                         2,000         0         0
ARIBA INC                                    X                   2     3,398         0         0
ARIBA INC                                    X                   3    50,898         0         0
ARIZONA STAR RESOURCE CORP                   X                   2    13,600         0         0
ARROW ELECTRS INC                            X                   5         0      1100         0
ARROW ELECTRS INC                            X                   2     1,400         0         0
ARROW ELECTRS INC                            X                   7    11,780         0         0
ASHLAND INC NEW                              X                   7    10,988         0         0
ASIAINFO HLDGS INC                           X                   5     47847         0         0
ASPEN TECHNOLOGY INC                         X                   2     4,400         0         0
ASPEN TECHNOLOGY INC                         X                   5     20000         0         0
ASSOCIATED BANC CORP                         X                   7    14,280         0         0
ASSURANT INC                                 X                   5         0       600         0
ASSURANT INC                                 X                         1,200         0         0
ASSURANT INC                                 X                   4         0         0     7,173
ASSURANT INC                                 X                   7     13200         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      1000         0         0
ASTRAZENECA PLC                              X                   2     8,845         0         0
ATLAS AMER INC                               X                   4     5,000         0         0
AUTODESK INC                                 X                             0        80         0
AUTODESK INC                                 X                   2       160         0         0
AUTODESK INC                                 X                   5         0       400         0
AUTODESK INC                                 X                   4        90         0       515
AUTODESK INC                                 X                   3     4,100         0         0
AUTODESK INC                                 X                   5      7300         0         0
AUTODESK INC                                 X                        24,100         0         0
AUTODESK INC                                 X                   7    49,700         0         0
AUTODESK INC                                 X                   3    59,821         0         0
AUTOLIV INC                                  X                   2        25         0         0
AUTOLIV INC                                  X                   4       249         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       921         0         0
AUTOMATIC DATA PROCESSING IN                 X                   5         0      7400         0
AUTOMATIC DATA PROCESSING IN                 X                   3     8,138         0         0
AUTOMATIC DATA PROCESSING IN                 X                   3    11,760         0         0
AUTOMATIC DATA PROCESSING IN                 X                   3    14,911         0     4,630
AUTOMATIC DATA PROCESSING IN                 X                   4     33977         0     12770
AUTOMATIC DATA PROCESSING IN                 X                   3    59,640         0         0
AUTOMATIC DATA PROCESSING IN                 X                   4    33,200     7,400    33,325
AUTOMATIC DATA PROCESSING IN                 X                   7   107,917         0         0
AUTOMATIC DATA PROCESSING IN                 X                   3   109,900         0         0
AUTONATION INC                               X                   7    36,830         0         0
AUTOZONE INC                                 X                   4        82         0         0
AUTOZONE INC                                 X                   7    10,444         0         0
AVALONBAY CMNTYS INC                         X                   7    11,605         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                   5         0       689         0
AVAYA INC                                    X                   4     1,123         0         0
AVAYA INC                                    X                   5      1207         0         0
AVAYA INC                                    X                   2     2,057         0         0
AVAYA INC                                    X                   7    73,984         0         0
AVERY DENNISON CORP                          X                   4       670         0         0
AVERY DENNISON CORP                          X                         3,544         0         0
AVERY DENNISON CORP                          X                   3     4,601         0         0
AVERY DENNISON CORP                          X                   4       100     5,100         0
AVERY DENNISON CORP                          X                   7    18,142         0         0
AVIALL INC NEW                               X                             0        94         0
AVIALL INC NEW                               X                        19,900         0         0
AVNET INC                                    X                   4         0         0     1,839
AVNET INC                                    X                   2      2200         0         0
AVNET INC                                    X                   7    26,710         0         0
AVON PRODS INC                               X                   4       600         0       235
AVON PRODS INC                               X                   3     1,300         0         0
AVON PRODS INC                               X                         2,314         0         0
AVON PRODS INC                               X                   5      2780         0         0
AVON PRODS INC                               X                   7    85,692         0         0
AXA                                          X                   3       708         0         0
AXA                                          X                   5         0       730         0
AXA                                          X                   5      1310         0         0
AXA                                          X                   2     2,120         0         0
AXA                                          X                   4         0         0    24,448
BB&T CORP                                    X                   3     5,372         0         0
BB&T CORP                                    X                   4     6,400         0         0
BB&T CORP                                    X                   3     10910         0         0
BB&T CORP                                    X                   7    95,570         0         0
BCE INC                                      X                   2     2,200         0         0
BCE INC                                      X                   3     3,400         0         0
BCE INC                                      X                   5     22221         0         0
BCE INC                                      X                   2    351126         0         0
BJ SVCS CO                                   X                   2       270         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      1050         0         0
BJ SVCS CO                                   X                          2400         0         0
BJ SVCS CO                                   X                   3     4,000         0         0
BJ SVCS CO                                   X                   5         0     8,200         0
BJ SVCS CO                                   X                   3    21,798         0     3,200
BJ SVCS CO                                   X                   4       404         0    35,605
BJ SVCS CO                                   X                   7    56,658         0         0
BP PLC                                       X                             0       173         0
BP PLC                                       X                   5         0       200         0
BP PLC                                       X                   3     1,120         0         0
BP PLC                                       X                   5      7944         0         0
BP PLC                                       X                   3     18440         0         0
BP PLC                                       X                   2     21637         0         0
BP PLC                                       X                   2     50375         0         0
BP PLC                                       X                   4   108,250       180    25,313
BP PLC                                       X                   4     93800      6315     38740
BP PLC                                       X                   3   645,000         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     3,694         0         0
BT GROUP PLC                                 X                   5         0      6175         0
BT GROUP PLC                                 X                   2    23,600         0         0
BMC SOFTWARE INC                             X                   3         0         0       150
BMC SOFTWARE INC                             X                   4         0         0       609
BMC SOFTWARE INC                             X                   4     1,600         0         0
BMC SOFTWARE INC                             X                   3     1,653         0         0
BMC SOFTWARE INC                             X                         7,856         0         0
BMC SOFTWARE INC                             X                   7     31860         0         0
BAKER HUGHES INC                             X                   3       200         0         0
BAKER HUGHES INC                             X                   2       550         0         0
BAKER HUGHES INC                             X                   3       700         0         0
BAKER HUGHES INC                             X                   4     1,000         0         0
BAKER HUGHES INC                             X                   4      2690         0       135
BAKER HUGHES INC                             X                   5      5500         0         0
BAKER HUGHES INC                             X                   3    11,290         0         0
BAKER HUGHES INC                             X                   7    55,445         0         0
BALCHEM CORP                                 X                   4       127         0    20,339
BALL CORP                                    X                   5         0       224         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      3075         0         0
BALLARD PWR SYS INC                          X                   5     15000         0         0
BANCO BRADESCO S A                           X                   7     6,162         0         0
BANCO BRADESCO S A                           X                   3         0         0     7,000
BANCO BRADESCO S A                           X                   3   618,055         0         0
BANCO ITAU HLDG FINANCIERA S                 X                             0        27         0
BANCO ITAU HLDG FINANCIERA S                 X                             0        52         0
BANCO ITAU HLDG FINANCIERA S                 X                   5         0       161         0
BANCO ITAU HLDG FINANCIERA S                 X                   3         0         0      8700
BANCO ITAU HLDG FINANCIERA S                 X                   3     25570         0         0
BANCO ITAU HLDG FINANCIERA S                 X                   7    34,600         0         0
BANCO SANTANDER CENT HISPANO                 X                   5      1269         0         0
BANCO SANTANDER CENT HISPANO                 X                             0     1,358         0
BANCO SANTANDER CENT HISPANO                 X                   2     6,457         0         0
BANCO SANTANDER CENT HISPANO                 X                   1    42,011         0         0
BANK OF AMERICA CORPORATION                  X                   3       500         0         0
BANK OF AMERICA CORPORATION                  X                           600         0         0
BANK OF AMERICA CORPORATION                  X                   3     1,942         0         0
BANK OF AMERICA CORPORATION                  X                         1,777       185         0
BANK OF AMERICA CORPORATION                  X                   3     3,880         0         0
BANK OF AMERICA CORPORATION                  X                   5         0     10160         0
BANK OF AMERICA CORPORATION                  X                   5         0    10,700         0
BANK OF AMERICA CORPORATION                  X                   3     33054         0       260
BANK OF AMERICA CORPORATION                  X                   5     38555         0         0
BANK OF AMERICA CORPORATION                  X                   2    40,179         0         0
BANK OF AMERICA CORPORATION                  X                   3    42,750         0         0
BANK OF AMERICA CORPORATION                  X                   2    79,225         0         0
BANK OF AMERICA CORPORATION                  X                   4    87,964    15,447    31,620
BANK OF AMERICA CORPORATION                  X                   3    252240         0         0
BANK OF AMERICA CORPORATION                  X                   4   308,483         0    61,504
BANK OF AMERICA CORPORATION                  X                   7   911,146         0         0
BANK MONTREAL QUE                            X                   3      3200         0         0
BANK MONTREAL QUE                            X                   2   261,003         0         0
BANK NEW YORK INC                            X                   3       800         0         0
BANK NEW YORK INC                            X                   3     2,860         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                   3     7,907         0         0
BANK NEW YORK INC                            X                   2     9,772         0         0
BANK NEW YORK INC                            X                   4    24,654     5,100     4,800
BANK NEW YORK INC                            X                   4    37,173         0        10
BANK NEW YORK INC                            X                   7   144,940         0         0
BANK NOVA SCOTIA HALIFAX                     X                   2       500         0         0
BANK NOVA SCOTIA HALIFAX                     X                   2   524,364         0         0
BARD C R INC                                 X                   5       120         0         0
BARD C R INC                                 X                   3       400         0         0
BARD C R INC                                 X                   5         0       400         0
BARD C R INC                                 X                   3       500         0         0
BARD C R INC                                 X                   3     4,180         0         0
BARD C R INC                                 X                   4        43         0    11,292
BARD C R INC                                 X                   7    19,420         0         0
BARCLAYS PLC                                 X                   5         0       440         0
BARCLAYS PLC                                 X                   5      4250         0         0
BARCLAYS PLC                                 X                   2    22,050         0         0
BARCLAYS PLC                                 X                   4       100         0    27,600
BARRICK GOLD CORP                            X                   3       100         0         0
BARRICK GOLD CORP                            X                   5      1145         0         0
BARRICK GOLD CORP                            X                          2000         0         0
BARRICK GOLD CORP                            X                   4     3,268         0       863
BARRICK GOLD CORP                            X                         1,000     3,600         0
BARRICK GOLD CORP                            X                   4     5,929         0         0
BARRICK GOLD CORP                            X                   3     7,691         0         0
BARRICK GOLD CORP                            X                   3    21,091         0         0
BARRICK GOLD CORP                            X                   3    96,000         0         0
BARRICK GOLD CORP                            X                   2   119,812         0         0
BARRICK GOLD CORP                            X                   3   133,874         0         0
BARR PHARMACEUTICALS INC                     X                   5        45         0         0
BARR PHARMACEUTICALS INC                     X                   2       225         0         0
BARR PHARMACEUTICALS INC                     X                             0     1,800         0
BARR PHARMACEUTICALS INC                     X                         3,100         0         0
BARR PHARMACEUTICALS INC                     X                   7     15710         0         0
BARR PHARMACEUTICALS INC                     X                   3    30,975         0         0
BARR PHARMACEUTICALS INC                     X                   3    70,597         0         0
BAUSCH & LOMB INC                            X                   4        81         0         0
BAUSCH & LOMB INC                            X                   5         0       101         0
BAUSCH & LOMB INC                            X                   2       345         0         0
BAUSCH & LOMB INC                            X                   7     7,820         0         0
BAUSCH & LOMB INC                            X                        10,000         0         0
BAXTER INTL INC                              X                   4        50         0       220
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     7,650         0         0
BAXTER INTL INC                              X                   3    27,191         0         0
BAXTER INTL INC                              X                   3    54,000         0         0
BAXTER INTL INC                              X                   7   120,756         0         0
BAYTEX ENERGY TR                             X                   2    22,405         0         0
BBVA BANCO FRANCES S A                       X                   1   787,563         0         0
BEA SYS INC                                  X                   5      5000         0         0
BEA SYS INC                                  X                   4      2000         0      3640
BEA SYS INC                                  X                   5         0     6,300         0
BEA SYS INC                                  X                   7    57,524         0         0
BEAR STEARNS COS INC                         X                   2       565         0         0
BEAR STEARNS COS INC                         X                   5       800         0         0
BEAR STEARNS COS INC                         X                   3     1,340         0         0
BEAR STEARNS COS INC                         X                   4      2400         0         0
BEAR STEARNS COS INC                         X                   4         0         0     3,742
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    31,100         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                   5         0      1300         0
BECTON DICKINSON & CO                        X                   4     1,600         0     1,600
BECTON DICKINSON & CO                        X                   4      1000         0      2582
BECTON DICKINSON & CO                        X                   3      6500         0         0
BECTON DICKINSON & CO                        X                         7,000         0         0
BECTON DICKINSON & CO                        X                   5         0      8200         0
BECTON DICKINSON & CO                        X                   7    48,094         0         0
BED BATH & BEYOND INC                        X                             0       200         0
BED BATH & BEYOND INC                        X                           460         0         0
BED BATH & BEYOND INC                        X                   2       530         0         0
BED BATH & BEYOND INC                        X                   5       920         0         0
BED BATH & BEYOND INC                        X                   5      1910         0         0
BED BATH & BEYOND INC                        X                   3     9,182         0         0
BED BATH & BEYOND INC                        X                   4     9,573     3,500       950
BED BATH & BEYOND INC                        X                   7    55,848         0         0
BED BATH & BEYOND INC                        X                   4   126,595         0     6,697
BELDEN CDT INC                               X                   4         0         0        16
BELDEN CDT INC                               X                   2    21,286         0         0
BELLSOUTH CORP                               X                   3     1,000         0         0
BELLSOUTH CORP                               X                   5         0      1920         0
BELLSOUTH CORP                               X                   5      4930         0         0
BELLSOUTH CORP                               X                   2      8170         0         0
BELLSOUTH CORP                               X                   3    15,106         0         0
BELLSOUTH CORP                               X                   3    27,077         0       472
BELLSOUTH CORP                               X                   4    22,406    12,395     6,400
BELLSOUTH CORP                               X                   4    63,258         0        62
BELLSOUTH CORP                               X                   7   349,241         0         0
BELLSOUTH CORP                               X                   3 6,500,000         0         0
BEMA GOLD CORP                               X                   4         0         0       143
BEMA GOLD CORP                               X                   2     8,300         0         0
BEMA GOLD CORP                               X                   3     10400         0         0
BEMIS INC                                    X                           800         0         0
BEMIS INC                                    X                   3      2600         0         0
BEMIS INC                                    X                   7    17,614         0         0
BERKLEY W R CORP                             X                   4     7,110         0       119
BERKLEY W R CORP                             X                   7    27,330         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                   4         3         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                             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                   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       103         0         0
BERKSHIRE HATHAWAY INC DEL                   X                   2       144         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       387         0        89
BERKSHIRE HATHAWAY INC DEL                   X                   3       542         0         0
BERKSHIRE HATHAWAY INC DEL                   X                   3       798         0         0
BEST BUY INC                                 X                   2       150         0         0
BEST BUY INC                                 X                         1,072         0         0
BEST BUY INC                                 X                   4     6,750     4,500         0
BEST BUY INC                                 X                   4    25,761         0     1,275
BEST BUY INC                                 X                   3     28950         0         0
BEST BUY INC                                 X                   3    41,843         0         0
BEST BUY INC                                 X                   7     89470         0         0
BHP BILLITON LTD                             X                   5       397         0         0
BHP BILLITON LTD                             X                   3     1,500         0         0
BHP BILLITON LTD                             X                   2     2,625         0         0
BHP BILLITON LTD                             X                   3     3,000         0         0
BHP BILLITON LTD                             X                   3    197600         0         0
BIOMET INC                                   X                   4         0         0       180
BIOMET INC                                   X                   5       800         0         0
BIOMET INC                                   X                   2       910         0         0
BIOMET INC                                   X                   3       500         0       400
BIOMET INC                                   X                         6,200         0         0
BIOMET INC                                   X                   7    41,449         0         0
BIOGEN IDEC INC                              X                   2       200         0         0
BIOGEN IDEC INC                              X                             0       325         0
BIOGEN IDEC INC                              X                          3400         0         0
BIOGEN IDEC INC                              X                   3     3,172         0       230
BIOGEN IDEC INC                              X                   4     5,085         0       700
BIOGEN IDEC INC                              X                   5      8900         0         0
BIOGEN IDEC INC                              X                   3    14,961         0         0
BIOGEN IDEC INC                              X                   4    29,410         0     2,203
BIOGEN IDEC INC                              X                   7    69,531         0         0
BIOTECH HOLDERS TR                           X                   2       200         0         0
BIOTECH HOLDERS TR                           X                   5       600         0         0
BIOTECH HOLDERS TR                           X                   3     1,400         0         0
BIOTECH HOLDERS TR                           X                   3         0         0     1,900
BIOVAIL CORP                                 X                   3       630         0         0
BIOVAIL CORP                                 X                   2    74,233         0         0
BLACK & DECKER CORP                          X                   2       275         0         0
BLACK & DECKER CORP                          X                   3     1,700         0         0
BLACK & DECKER CORP                          X                   3     2,237         0         0
BLACK & DECKER CORP                          X                         2,823         0         0
BLACK & DECKER CORP                          X                   4    11,360     1,575       900
BLACK & DECKER CORP                          X                   7    16,724         0         0
BLACK & DECKER CORP                          X                   4     21855         0       345
BLOCK H & R INC                              X                   5       340         0         0
BLOCK H & R INC                              X                   5         0       800         0
BLOCK H & R INC                              X                   3     5,818         0         0
BLOCK H & R INC                              X                   2    15,470         0         0
BLOCK H & R INC                              X                   7    61,136         0         0
BLOCK H & R INC                              X                   3   100,000         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                   1       500         0         0
BOEING CO                                    X                   5      1480         0         0
BOEING CO                                    X                   2      1820         0         0
BOEING CO                                    X                         3,000         0         0
BOEING CO                                    X                   5         0     4,800         0
BOEING CO                                    X                   5     6,000         0         0
BOEING CO                                    X                   4     5,929         0       392
BOEING CO                                    X                   4     4,246     2,700     1,924
BOEING CO                                    X                   3     9,001         0         0
BOEING CO                                    X                   3    20,000         0         0
BOEING CO                                    X                   3    20,021         0         0
BOEING CO                                    X                   7   160,594         0         0
BORDERS GROUP INC                            X                   4         0         0    20,835
BORG WARNER INC                              X                   5         0      3500         0
BOSTON PROPERTIES INC                        X                   7    15,520         0         0
BOSTON SCIENTIFIC CORP                       X                   2       167         0         0
BOSTON SCIENTIFIC CORP                       X                   3       600         0         0
BOSTON SCIENTIFIC CORP                       X                         2,000         0         0
BOSTON SCIENTIFIC CORP                       X                   4     2,951         0         0
BOSTON SCIENTIFIC CORP                       X                   4     4,273         0         0
BOSTON SCIENTIFIC CORP                       X                   2     4,275         0         0
BOSTON SCIENTIFIC CORP                       X                   5     12039         0         0
BOSTON SCIENTIFIC CORP                       X                         43500         0         0
BOSTON SCIENTIFIC CORP                       X                   3    171570         0     27300
BOSTON SCIENTIFIC CORP                       X                   7   229,945         0         0
BOSTON SCIENTIFIC CORP                       X                   3 3,359,800         0         0
BOYD GAMING CORP                             X                   5        90         0         0
BOYD GAMING CORP                             X                   2       300         0         0
BOYD GAMING CORP                             X                   4         0         0     5,130
BOYKIN LODGING CO                            X                        43,000         0         0
BRIGHT HORIZON FAMILY SOLUTI                 X                   2        15         0         0
BRIGHT HORIZON FAMILY SOLUTI                 X                   4         0         0     7,674
BRINKER INTL INC                             X                   5        75         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       350         0         0
BRISTOL MYERS SQUIBB CO                      X                           800         0         0
BRISTOL MYERS SQUIBB CO                      X                   5         0      9230         0
BRISTOL MYERS SQUIBB CO                      X                   3     18080         0         0
BRISTOL MYERS SQUIBB CO                      X                   5     30260         0         0
BRISTOL MYERS SQUIBB CO                      X                   2    34,018         0         0
BRISTOL MYERS SQUIBB CO                      X                   3         0         0    37,100
BRISTOL MYERS SQUIBB CO                      X                   3    55,829         0       720
BRISTOL MYERS SQUIBB CO                      X                   4   163,954         0    26,330
BRISTOL MYERS SQUIBB CO                      X                   7   390,533         0         0
BRISTOL MYERS SQUIBB CO                      X                   4    480002    147302    118564
BRISTOL MYERS SQUIBB CO                      X                   3 2,695,000         0         0
BRITISH AMERN TOB PLC                        X                   5         0       555         0
BRITISH AMERN TOB PLC                        X                   4         0         0     3,449
BRITISH AMERN TOB PLC                        X                   2     16335         0         0
BROADCOM CORP                                X                   2       145         0         0
BROADCOM CORP                                X                   5         0     3,400         0
BROADCOM CORP                                X                   3     4,100         0         0
BROADCOM CORP                                X                   4         0         0     4,396
BROADCOM CORP                                X                   5     17000         0         0
BROADCOM CORP                                X                   3    37,946         0         0
BROADCOM CORP                                X                   7    95,746         0         0
BROOKFIELD ASSET MGMT INC                    X                        12,000         0         0
BROOKFIELD ASSET MGMT INC                    X                   2   117,466         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                   2       155         0         0
BRUNSWICK CORP                               X                         1,400         0         0
BRUNSWICK CORP                               X                   7    13,890         0         0
BURLINGTON NORTHN SANTA FE C                 X                   5        95         0         0
BURLINGTON NORTHN SANTA FE C                 X                   4       393         0        82
BURLINGTON NORTHN SANTA FE C                 X                             0     1,000         0
BURLINGTON NORTHN SANTA FE C                 X                   3     1,430         0         0
BURLINGTON NORTHN SANTA FE C                 X                   3     2,686         0         0
BURLINGTON NORTHN SANTA FE C                 X                         3,426         0         0
BURLINGTON NORTHN SANTA FE C                 X                   4     4,160         0         0
BURLINGTON NORTHN SANTA FE C                 X                   2     16160         0         0
BURLINGTON NORTHN SANTA FE C                 X                   3    51,300         0         0
BURLINGTON NORTHN SANTA FE C                 X                   7    71,796         0         0
BURLINGTON NORTHN SANTA FE C                 X                   3   123,027         0         0
CAE INC                                      X                   2   347,400         0         0
CBS CORP NEW                                 X                           350         0         0
CBS CORP NEW                                 X                           370         0         0
CBS CORP NEW                                 X                   3       457         0         0
CBS CORP NEW                                 X                   6       500         0         0
CBS CORP NEW                                 X                   2       508         0         0
CBS CORP NEW                                 X                   3       542         0         0
CBS CORP NEW                                 X                           600       182         0
CBS CORP NEW                                 X                   5      1235         0         0
CBS CORP NEW                                 X                   3     6,812         0       271
CBS CORP NEW                                 X                   4     5,723     2,249     1,675
CBS CORP NEW                                 X                   4    25,264         0     1,195
CBS CORP NEW                                 X                   3    27,080         0         0
CBS CORP NEW                                 X                   3    90,148         0         0
CBS CORP NEW                                 X                   7   138,087         0         0
CB RICHARD ELLIS GROUP INC                   X                   4         0         0       830
CB RICHARD ELLIS GROUP INC                   X                   7    10,400         0         0
C D W CORP                                   X                   5         0       340         0
C D W CORP                                   X                          2916         0         0
C D W CORP                                   X                   7    11,670         0         0
C D W CORP                                   X                   6    14,333         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    43,655         0         0
C H ROBINSON WORLDWIDE INC                   X                   4         0         0        59
C H ROBINSON WORLDWIDE INC                   X                   7     22390         0         0
CIGNA CORP                                   X                   3     1,560         0         0
CIGNA CORP                                   X                   4       911         0     2,151
CIGNA CORP                                   X                   3    12,182         0     3,900
CIGNA CORP                                   X                   7    22,851         0         0
CIT GROUP INC                                X                   4         0         0        41
CIT GROUP INC                                X                   2       155         0         0
CIT GROUP INC                                X                   3     3,000         0         0
CIT GROUP INC                                X                   3     8,924         0         0
CIT GROUP INC                                X                   7    37,478         0         0
CMGI INC                                     X                   4       100         0         0
CMGI INC                                     X                   2        20         0         0
CMGI INC                                     X                   3       570         0         0
CMGI INC                                     X                           800         0         0
CMGI INC                                     X                   5     65300         0         0
CMS ENERGY CORP                              X                   3      6000         0         0
CMS ENERGY CORP                              X                   7    13,190         0         0
CSK AUTO CORP                                X                   3    29,045         0         0
CNA FINL CORP                                X                   4         0         0        21
CNA FINL CORP                                X                   7      1300         0         0
CNA FINL CORP                                X                   2     1,500         0         0
CNA FINL CORP                                X                         6,000         0         0
CSX CORP                                     X                   2        25         0         0
CSX CORP                                     X                   6     1,300         0         0
CSX CORP                                     X                   4       727         0     1,998
CSX CORP                                     X                         2,800         0         0
CSX CORP                                     X                   3     5,580         0         0
CSX CORP                                     X                   7    41,557         0         0
CVS CORP                                     X                         1,200         0         0
CVS CORP                                     X                   2     2,380         0         0
CVS CORP                                     X                   3     2,369         0         0
CVS CORP                                     X                          2795         0         0
CVS CORP                                     X                   3     39200         0         0
CVS CORP                                     X                   3    66,586         0         0
CVS CORP                                     X                   2     67025         0         0
CVS CORP                                     X                   3    86,400         0         0
CVS CORP                                     X                   3   100,960         0         0
CVS CORP                                     X                   4    90,309     6,350    17,600
CVS CORP                                     X                   7   149,132         0         0
CVS CORP                                     X                   4   356,896         0    20,990
CA INC                                       X                   1       260         0         0
CA INC                                       X                             0       325         0
CA INC                                       X                         2,465         0         0
CA INC                                       X                   4         0         0     3,386
CA INC                                       X                   5      4500         0         0
CA INC                                       X                   7    69,152         0         0
CABLEVISION SYS CORP                         X                             0       110         0
CABLEVISION SYS CORP                         X                   4     1,965         0         0
CABLEVISION SYS CORP                         X                   7     23340         0         0
CABOT CORP                                   X                   7     6,420         0         0
CABOT MICROELECTRONICS CORP                  X                   4       255         0    14,514
CADBURY SCHWEPPES PLC                        X                   5         0       265         0
CADBURY SCHWEPPES PLC                        X                   5       417         0         0
CADBURY SCHWEPPES PLC                        X                         5,000         0         0
CADBURY SCHWEPPES PLC                        X                   4         0         0    18,482
CADENCE DESIGN SYSTEM INC                    X                   5         0       541         0
CADENCE DESIGN SYSTEM INC                    X                   7    36,260         0         0
CALLAWAY GOLF CO                             X                          6328         0         0
CALLAWAY GOLF CO                             X                   3     10000         0         0
CAMECO CORP                                  X                   4         0         0        28
CAMECO CORP                                  X                   5       523         0         0
CAMECO CORP                                  X                   3     2,700         0         0
CAMECO CORP                                  X                   5         0      3800         0
CAMECO CORP                                  X                   3     4,300         0         0
CAMECO CORP                                  X                   3    16,850         0         0
CAMECO CORP                                  X                   2    34,314         0         0
CAMECO CORP                                  X                   3   145,840         0    76,010
CAMPBELL SOUP CO                             X                   2       190         0         0
CAMPBELL SOUP CO                             X                   3     4,400         0         0
CAMPBELL SOUP CO                             X                   3    11,390         0         0
CAMPBELL SOUP CO                             X                   7    58,612         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    60,324         0         0
CANADIAN NATL RY CO                          X                   2       750         0         0
CANADIAN NATL RY CO                          X                         3,000         0         0
CANADIAN NATL RY CO                          X                   3      7500         0         0
CANADIAN NATL RY CO                          X                   2   231,565         0         0
CANADIAN NAT RES LTD                         X                   5       239         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   159,889         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     29642         0         0
CANETIC RES TR                               X                   2   128,006         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    13,689
CANON INC                                    X                   2    94,076         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                         1,000         0         0
CAPITAL ONE FINL CORP                        X                   3     1,010         0         0
CAPITAL ONE FINL CORP                        X                   4     2,596         0       395
CAPITAL ONE FINL CORP                        X                         4,000         0         0
CAPITAL ONE FINL CORP                        X                   5         0      6530         0
CAPITAL ONE FINL CORP                        X                   3     7,300         0         0
CAPITAL ONE FINL CORP                        X                   6     8,445         0         0
CAPITAL ONE FINL CORP                        X                   3     8,349         0     8,020
CAPITAL ONE FINL CORP                        X                   4    20,146         0     1,325
CAPITAL ONE FINL CORP                        X                   7    60,790         0         0
CARBO CERAMICS INC                           X                   4         0         0     9,952
CAPITAL TITLE GROUP INC                      X                       196,160         0         0
CARDINAL HEALTH INC                          X                   5         0       240         0
CARDINAL HEALTH INC                          X                   3       261         0         0
CARDINAL HEALTH INC                          X                   5         0       580         0
CARDINAL HEALTH INC                          X                   3     1,200         0         0
CARDINAL HEALTH INC                          X                   2     5,079         0         0
CARDINAL HEALTH INC                          X                   5      5815         0         0
CARDINAL HEALTH INC                          X                         6,872         0         0
CARDINAL HEALTH INC                          X                   4    11,253       250       600
CARDINAL HEALTH INC                          X                   4    11,997         0     1,075
CARDINAL HEALTH INC                          X                   3    14,990         0         0
CARDINAL HEALTH INC                          X                   3    23,738         0         0
CARDINAL HEALTH INC                          X                   7    86,116         0         0
CARDIOTECH INTL INC                          X                   5     12000         0         0
CAREER EDUCATION CORP                        X                   4         0         0        40
CAREER EDUCATION CORP                        X                   2    13,885         0         0
CAREER EDUCATION CORP                        X                   3    15,000         0         0
CAREER EDUCATION CORP                        X                   7     19150         0         0
CAREER EDUCATION CORP                        X                   3   109,509         0         0
CAREMARK RX INC                              X                   5         0       230         0
CAREMARK RX INC                              X                   5         0       620         0
CAREMARK RX INC                              X                   2       920         0         0
CAREMARK RX INC                              X                   5         0      1700         0
CAREMARK RX INC                              X                   5      2915         0         0
CAREMARK RX INC                              X                         3,393         0         0
CAREMARK RX INC                              X                   3     3,600         0         0
CAREMARK RX INC                              X                   4    10,845       500       750
CAREMARK RX INC                              X                   3    28,829         0         0
CAREMARK RX INC                              X                   4    35,551         0     1,302
CAREMARK RX INC                              X                   3    47,100         0         0
CAREMARK RX INC                              X                   7    88,063         0         0
CARNIVAL CORP                                X                   5         0       140         0
CARNIVAL CORP                                X                           460         0         0
CARNIVAL CORP                                X                   5         0       750         0
CARNIVAL CORP                                X                   2      1195         0         0
CARNIVAL CORP                                X                   5         0      1500         0
CARNIVAL CORP                                X                   3      3403         0         0
CARNIVAL CORP                                X                   2     6,125         0         0
CARNIVAL CORP                                X                   4     10305      1000         0
CARNIVAL CORP                                X                   4    19,445         0     2,095
CARNIVAL CORP                                X                   3    36,864         0         0
CARNIVAL CORP                                X                   3     46960         0         0
CARPENTER TECHNOLOGY CORP                    X                   2       530         0         0
CARPENTER TECHNOLOGY CORP                    X                   4         0         0     1,777
CARRAMERICA RLTY CORP                        X                        32,000         0         0
CATERPILLAR INC DEL                          X                   5         0       400         0
CATERPILLAR INC DEL                          X                   1       490         0         0
CATERPILLAR INC DEL                          X                           500         0         0
CATERPILLAR INC DEL                          X                         1,000         0         0
CATERPILLAR INC DEL                          X                   3     1,000         0         0
CATERPILLAR INC DEL                          X                   3     1,250         0         0
CATERPILLAR INC DEL                          X                   3     1,400         0         0
CATERPILLAR INC DEL                          X                   5      1590         0         0
CATERPILLAR INC DEL                          X                   2     3,170         0         0
CATERPILLAR INC DEL                          X                         4,000         0         0
CATERPILLAR INC DEL                          X                          5360         0         0
CATERPILLAR INC DEL                          X                   5      9000         0         0
CATERPILLAR INC DEL                          X                   3    10,211         0         0
CATERPILLAR INC DEL                          X                   3    13,308         0         0
CATERPILLAR INC DEL                          X                   4    13,785     3,000     3,900
CATERPILLAR INC DEL                          X                   3    50,042         0         0
CATERPILLAR INC DEL                          X                   4    56,805         0       704
CATERPILLAR INC DEL                          X                   3    61,580         0         0
CATERPILLAR INC DEL                          X                   7   162,148         0         0
CATHAY GENERAL BANCORP                       X                   5      7212         0         0
CATHAY GENERAL BANCORP                       X                   4        82         0    14,808
CELESTICA INC                                X                   5      2299         0         0
CELESTICA INC                                X                   2     7,794         0         0
CELGENE CORP                                 X                   5      2320         0         0
CELGENE CORP                                 X                          2880         0         0
CELGENE CORP                                 X                   5         0      4000         0
CELGENE CORP                                 X                   7    43,400         0         0
CEMEX S A                                    X                             0        24         0
CEMEX S A                                    X                             0        15         0
CEMEX S A                                    X                   5         0        75         0
CEMEX S A                                    X                   2       674         0         0
CEMEX S A                                    X                   3     1,300         0         0
CEMEX S A                                    X                   5         0      1500         0
CEMEX S A                                    X                   3      6944         0         0
CEMEX S A                                    X                   7    11,811         0         0
CENDANT CORP                                 X                   2     1,140         0         0
CENDANT CORP                                 X                   4     2,695         0     1,000
CENDANT CORP                                 X                   4    18,150         0       400
CENDANT CORP                                 X                        74,000         0         0
CENDANT CORP                                 X                   3    80,000         0         0
CENDANT CORP                                 X                   3   100,000         0         0
CENDANT CORP                                 X                   7   184,671         0         0
CENTERPOINT ENERGY INC                       X                   2       600         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                   2       355         0         0
CENTEX CORP                                  X                   4         0         0     2,581
CENTEX CORP                                  X                   3     8,734         0         0
CENTEX CORP                                  X                   7     28042         0         0
CENTRAL FD CDA LTD                           X                   2    46,930         0         0
CENTRAL PKG CORP                             X                        10,900         0         0
CENTURYTEL INC                               X                   5         0       183         0
CENTURYTEL INC                               X                   7    22,147         0         0
CENTURYTEL INC                               X                   3    49,719         0         0
CENTURYTEL INC                               X                   3   185,000         0         0
CEPHALON INC                                 X                   4         0         0        31
CEPHALON INC                                 X                   2        60         0         0
CEPHALON INC                                 X                   7     5,840         0         0
CERIDIAN CORP NEW                            X                   2        50         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                         1,000         0         0
CERNER CORP                                  X                   4         0         0    16,921
CHECKFREE CORP NEW                           X                   7     5,300         0         0
CHEESECAKE FACTORY INC                       X                   5        71         0         0
CHEESECAKE FACTORY INC                       X                           300         0         0
CHEESECAKE FACTORY INC                       X                   4     2,416       200         0
CHEESECAKE FACTORY INC                       X                   4   114,728         0    12,516
CHEROKEE INC DEL NEW                         X                   4        64         0    10,505
CHESAPEAKE ENERGY CORP                       X                   3       200         0         0
CHESAPEAKE ENERGY CORP                       X                   4     1,000         0         0
CHESAPEAKE ENERGY CORP                       X                   3     5,500         0         0
CHESAPEAKE ENERGY CORP                       X                   3     7,500         0         0
CHESAPEAKE ENERGY CORP                       X                   5     13208         0         0
CHESAPEAKE ENERGY CORP                       X                   3     13985         0         0
CHESAPEAKE ENERGY CORP                       X                   3    17,915         0         0
CHESAPEAKE ENERGY CORP                       X                   4         0         0    25,565
CHESAPEAKE ENERGY CORP                       X                   7    65,000         0         0
CHESAPEAKE ENERGY CORP                       X                   3   191,000         0         0
CHEVRON CORP NEW                             X                   5         0       540         0
CHEVRON CORP NEW                             X                   3       840         0         0
CHEVRON CORP NEW                             X                         1,000         0         0
CHEVRON CORP NEW                             X                   5      1232         0         0
CHEVRON CORP NEW                             X                   5     1,600         0         0
CHEVRON CORP NEW                             X                   3     1,876         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                   3     8,275         0         0
CHEVRON CORP NEW                             X                   2      9000         0         0
CHEVRON CORP NEW                             X                        18,162         0         0
CHEVRON CORP NEW                             X                   3    26,749         0         0
CHEVRON CORP NEW                             X                   2    38,903         0         0
CHEVRON CORP NEW                             X                   3    41,890         0         0
CHEVRON CORP NEW                             X                   3    50,000         0         0
CHEVRON CORP NEW                             X                   3     92934         0         0
CHEVRON CORP NEW                             X                   4    85,346    26,195    31,734
CHEVRON CORP NEW                             X                   4   141,385         0    29,482
CHEVRON CORP NEW                             X                   3   198,392         0     1,220
CHEVRON CORP NEW                             X                   7   385,455         0         0
CHICAGO MERCANTILE HLDGS INC                 X                   2        19         0         0
CHICAGO MERCANTILE HLDGS INC                 X                           125         0         0
CHICAGO MERCANTILE HLDGS INC                 X                   5       400         0         0
CHICAGO MERCANTILE HLDGS INC                 X                   4         0         0       701
CHICAGO MERCANTILE HLDGS INC                 X                   7     1,430         0         0
CHICOS FAS INC                               X                   2       100         0         0
CHICOS FAS INC                               X                   5       212         0         0
CHICOS FAS INC                               X                           823         0         0
CHICOS FAS INC                               X                   4     1,000         0         0
CHICOS FAS INC                               X                   7     22900         0         0
CHICOS FAS INC                               X                   4       100         0    26,452
CHINA GRENTECH CORP LTD                      X                       10,000         0         0
CHINA GRENTECH CORP LTD                      X                       80,000         0         0
CHINA NETCOM GROUP CORP HK L                 X                   2    12,335         0         0
CHINA MOBILE LIMITED                         X                             0        61         0
CHINA MOBILE LIMITED                         X                             0       135         0
CHINA MOBILE LIMITED                         X                   2       190         0         0
CHINA MOBILE LIMITED                         X                   5         0       426         0
CHINA MOBILE LIMITED                         X                   3     8,100         0         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                   5401,885,96        0         0
CHIQUITA BRANDS INTL INC                     X                   2    11,900         0         0
CHOICEPOINT INC                              X                   4         0         0        16
CHOICEPOINT INC                              X                   7    12,450         0         0
CHUBB CORP                                   X                           480         0         0
CHUBB CORP                                   X                   5         0       600         0
CHUBB CORP                                   X                   5         0     1,400         0
CHUBB CORP                                   X                   3     1,900         0         0
CHUBB CORP                                   X                   3      3680         0         0
CHUBB CORP                                   X                   2     6,375         0         0
CHUBB CORP                                   X                   3    22,000         0         0
CHUBB CORP                                   X                   4    21,581     2,336     1,240
CHUBB CORP                                   X                   7    77,830         0         0
CHUBB CORP                                   X                   4    167716         0      9821
CHUNGHWA TELECOM CO LTD                      X                             0        95         0
CHUNGHWA TELECOM CO LTD                      X                             0       200         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      1429         0
CHUNGHWA TELECOM CO LTD                      X                   3         0         0    58,800
CHUNGHWA TELECOM CO LTD                      X                   3    71,500         0         0
CHUNGHWA TELECOM CO LTD                      X                   6         0         0   194,100
CIBER INC                                    X                   4    13,000         0         0
CIENA CORP                                   X                   5       823         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     2,000         0         0
CIMAREX ENERGY CO                            X                   3    15,000         0         0
CINCINNATI FINL CORP                         X                   7    26,430         0         0
CIRCUIT CITY STORE INC                       X                   7    25,430         0         0
CIRCUIT CITY STORE INC                       X                   3    88,561         0         0
CISCO SYS INC                                X                   1       100         0         0
CISCO SYS INC                                X                             0       855         0
CISCO SYS INC                                X                   3     1,330         0         0
CISCO SYS INC                                X                   3     1,615         0         0
CISCO SYS INC                                X                         3,000         0         0
CISCO SYS INC                                X                   3     3,480         0         0
CISCO SYS INC                                X                   5      6800         0         0
CISCO SYS INC                                X                   5         0     8,800         0
CISCO SYS INC                                X                        10,042         0         0
CISCO SYS INC                                X                   5         0     21850         0
CISCO SYS INC                                X                   2    37,183         0         0
CISCO SYS INC                                X                         43960         0         0
CISCO SYS INC                                X                        53,972         0         0
CISCO SYS INC                                X                   3    55,034         0         0
CISCO SYS INC                                X                   3    63,441         0         0
CISCO SYS INC                                X                   5    195744         0         0
CISCO SYS INC                                X                   4   173,061    10,608    48,750
CISCO SYS INC                                X                   3    212063         0     58620
CISCO SYS INC                                X                   4   399,394         0    82,809
CISCO SYS INC                                X                   3   706,358         0     1,510
CISCO SYS INC                                X                   7 1,241,586         0         0
CISCO SYS INC                                X                   322,150,000         0         0
CINTAS CORP                                  X                   4       390         0         0
CINTAS CORP                                  X                   5         0      7300         0
CINTAS CORP                                  X                   7    20,006         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      1900         0         0
CITIGROUP INC                                X                   2     4,800         0         0
CITIGROUP INC                                X                   3     4,928         0         0
CITIGROUP INC                                X                         7,850         0         0
CITIGROUP INC                                X                   5      9500         0         0
CITIGROUP INC                                X                   5         0     11600         0
CITIGROUP INC                                X                        17,400         0         0
CITIGROUP INC                                X                        17,700         0         0
CITIGROUP INC                                X                   3    18,763         0         0
CITIGROUP INC                                X                        24,700         0         0
CITIGROUP INC                                X                        26,640         0         0
CITIGROUP INC                                X                   2    40,254         0         0
CITIGROUP INC                                X                   3    34,482         0    26,034
CITIGROUP INC                                X                   5         0    66,800         0
CITIGROUP INC                                X                   3    68,201         0         0
CITIGROUP INC                                X                   5         0     69220         0
CITIGROUP INC                                X                   5    167393         0         0
CITIGROUP INC                                X                   4   128,092    21,541    49,468
CITIGROUP INC                                X                   4   518,025         0    55,002
CITIGROUP INC                                X                   7   985,535         0         0
CITIGROUP INC                                X                   3   995,000         0         0
CITIGROUP INC                                X                   3 1,202,708         0     1,588
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                   7    53,091         0         0
CITIZENS COMMUNICATIONS CO                   X                   2   206,855         0         0
CITIZENS COMMUNICATIONS CO                   X                   3   213,450         0         0
CITIZENS COMMUNICATIONS CO                   X                   3   300,076         0         0
CITIZENS COMMUNICATIONS CO                   X                   3 7,000,000         0         0
CITRIX SYS INC                               X                   4         0         0       220
CITRIX SYS INC                               X                   3       570         0         0
CITRIX SYS INC                               X                         1,585         0         0
CITRIX SYS INC                               X                   3     3,370         0         0
CITRIX SYS INC                               X                   7    33,110         0         0
CITRIX SYS INC                               X                   3    81,149         0         0
CITY BK LYNNWOOD WASH                        X                   3     22654         0         0
CITY NATL CORP                               X                   7     6,370         0         0
CLARCOR INC                                  X                   4       107         0    16,539
CLEAR CHANNEL COMMUNICATIONS                 X                   4         0         0       200
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    91,781         0         0
CLOROX CO DEL                                X                   4       200         0         0
CLOROX CO DEL                                X                   5         0       450         0
CLOROX CO DEL                                X                   5         0      2400         0
CLOROX CO DEL                                X                   2     3,540         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    32,056         0         0
COACH INC                                    X                   4         0         0       325
COACH INC                                    X                   2     2,468         0         0
COACH INC                                    X                   5         0      4000         0
COACH INC                                    X                   7     68110         0         0
COACH INC                                    X                   3   145,607         0         0
COCA COLA CO                                 X                   3       280         0         0
COCA COLA CO                                 X                   1       310         0         0
COCA COLA CO                                 X                           500         0         0
COCA COLA CO                                 X                   3       657         0         0
COCA COLA CO                                 X                   5       730         0         0
COCA COLA CO                                 X                   3     2,500         0         0
COCA COLA CO                                 X                   2     2,891         0         0
COCA COLA CO                                 X                   5      3285         0         0
COCA COLA CO                                 X                   3     5,170         0         0
COCA COLA CO                                 X                         5,653         0         0
COCA COLA CO                                 X                   5         0     14200         0
COCA COLA CO                                 X                        14,800         0         0
COCA COLA CO                                 X                         3,200    35,605         0
COCA COLA CO                                 X                   4    31,354     7,420    25,000
COCA COLA CO                                 X                   3     83480         0         0
COCA COLA CO                                 X                   3     71976         0     23390
COCA COLA CO                                 X                   3   118,817         0         0
COCA COLA CO                                 X                   3   161,786         0     1,680
COCA COLA CO                                 X                   4   157,727         0    10,558
COCA COLA CO                                 X                   7   449,943         0         0
COCA COLA ENTERPRISES INC                    X                   7    57,448         0         0
COEUR D ALENE MINES CORP IDA                 X                   3     8,850         0         0
COEUR D ALENE MINES CORP IDA                 X                   3    10,250         0         0
COEUR D ALENE MINES CORP IDA                 X                   2    14,500         0         0
COEUR D ALENE MINES CORP IDA                 X                   3    21,000         0         0
COGNIZANT TECHNOLOGY SOLUTIO                 X                   2       100         0         0
COGNIZANT TECHNOLOGY SOLUTIO                 X                   5       105         0         0
COGNIZANT TECHNOLOGY SOLUTIO                 X                           340         0         0
COGNIZANT TECHNOLOGY SOLUTIO                 X                   4     5,991       270       450
COGNIZANT TECHNOLOGY SOLUTIO                 X                   7    16,800         0         0
COGNIZANT TECHNOLOGY SOLUTIO                 X                   4   123,978         0    13,978
COGNOS INC                                   X                   5         0      3600         0
COGNOS INC                                   X                   2     4,300         0         0
COLGATE PALMOLIVE CO                         X                           440         0         0
COLGATE PALMOLIVE CO                         X                   3       625         0         0
COLGATE PALMOLIVE CO                         X                   3     1,400         0         0
COLGATE PALMOLIVE CO                         X                   5     2,500         0         0
COLGATE PALMOLIVE CO                         X                   3     2,708         0         0
COLGATE PALMOLIVE CO                         X                   3     3,969         0         0
COLGATE PALMOLIVE CO                         X                   3     6,600         0         0
COLGATE PALMOLIVE CO                         X                   5         0      8650         0
COLGATE PALMOLIVE CO                         X                   2    12,724         0         0
COLGATE PALMOLIVE CO                         X                   5     15620         0         0
COLGATE PALMOLIVE CO                         X                   4    28,239     7,075     7,400
COLGATE PALMOLIVE CO                         X                   7    89,665         0         0
COLGATE PALMOLIVE CO                         X                   4   181,236         0     5,939
COLONIAL BANCGROUP INC                       X                   4         0         0     5,479
COLONIAL BANCGROUP INC                       X                   7    14,600         0         0
COMCAST CORP NEW                             X                           900         0         0
COMCAST CORP NEW                             X                   3      1732         0         0
COMCAST CORP NEW                             X                   3     2,566         0         0
COMCAST CORP NEW                             X                         2,597         0         0
COMCAST CORP NEW                             X                   2     4,827         0         0
COMCAST CORP NEW                             X                   5      8122         0         0
COMCAST CORP NEW                             X                   3      9971         0       194
COMCAST CORP NEW                             X                   4     7,771     2,472         0
COMCAST CORP NEW                             X                   4    12,574         0    22,882
COMCAST CORP NEW                             X                   3    40,373         0         0
COMCAST CORP NEW                             X                   7   302,628         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     11237         0         0
COMCAST CORP NEW                             X                   5         0    12,000         0
COMCAST CORP NEW                             X                   4      9812      1274      4000
COMCAST CORP NEW                             X                   4    32,844         0       826
COMCAST CORP NEW                             X                   7     97121         0         0
COMERICA INC                                 X                   2        35         0         0
COMERICA INC                                 X                   5         0       680         0
COMERICA INC                                 X                   3     10400         0         0
COMERICA INC                                 X                   7    33,208         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      4000         0
COMMERCE BANCORP INC NJ                      X                   7    27,180         0         0
COMMERCE BANCSHARES INC                      X                   4         0         0       210
COMMERCE BANCSHARES INC                      X                   7     7,352         0         0
COMMERCIAL CAP BANCORP INC                   X                        97,500         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    27,400
COMPANHIA SIDERURGICA NACION                 X                   3         0         0     8,200
COMPANHIA VALE DO RIO DOCE                   X                   5         0       260         0
COMPANHIA VALE DO RIO DOCE                   X                   5         0       390         0
COMPANHIA VALE DO RIO DOCE                   X                   3         0         0    75,300
COMPANHIA VALE DO RIO DOCE                   X                   7   166,000         0         0
COMPANHIA VALE DO RIO DOCE                   X                   5         0       309         0
COMPANHIA VALE DO RIO DOCE                   X                   5       350         0         0
COMPANHIA VALE DO RIO DOCE                   X                           744        98         0
COMPANHIA VALE DO RIO DOCE                   X                         2,000        50         0
COMPANHIA VALE DO RIO DOCE                   X                   2     2,680         0         0
COMPANHIA VALE DO RIO DOCE                   X                   5         0    11,100         0
COMPANHIA VALE DO RIO DOCE                   X                   3    19,924         0         0
COMPANHIA VALE DO RIO DOCE                   X                   2    24,700         0         0
COMPANHIA VALE DO RIO DOCE                   X                   3    60,000         0         0
COMPANHIA VALE DO RIO DOCE                   X                   3     76380         0         0
COMPANHIA VALE DO RIO DOCE                   X                   3    100000         0         0
COMPANHIA VALE DO RIO DOCE                   X                   3    497034         0         0
COMPANHIA DE BEBIDAS DAS AME                 X                             0        18         0
COMPANHIA DE BEBIDAS DAS AME                 X                             0        23         0
COMPANHIA DE BEBIDAS DAS AME                 X                   5         0        56         0
COMPANHIA DE BEBIDAS DAS AME                 X                   5         0     2,000         0
COMPANHIA DE BEBIDAS DAS AME                 X                   3         0         0     7,000
COMPANHIA DE BEBIDAS DAS AME                 X                   7    57,500         0         0
COMPASS BANCSHARES INC                       X                   4         0         0        45
COMPASS BANCSHARES INC                       X                   7    18,220         0         0
COMPUTER SCIENCES CORP                       X                   1        98         0         0
COMPUTER SCIENCES CORP                       X                   5      1000         0         0
COMPUTER SCIENCES CORP                       X                   3     2,900         0         0
COMPUTER SCIENCES CORP                       X                   3      5600         0     30000
COMPUTER SCIENCES CORP                       X                   7     35890         0         0
COMPUTER SCIENCES CORP                       X                   3     85834         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    53,845         0         0
CONAGRA FOODS INC                            X                             0       220         0
CONAGRA FOODS INC                            X                   4         0         0       250
CONAGRA FOODS INC                            X                   5       535         0         0
CONAGRA FOODS INC                            X                   4         0       900       450
CONAGRA FOODS INC                            X                   2    15,448         0         0
CONAGRA FOODS INC                            X                   7     84354         0         0
CONAGRA FOODS INC                            X                   3   2400000         0         0
CONCORD CAMERA CORP                          X                   4         0   509,054         0
CONOCOPHILLIPS                               X                             0       110         0
CONOCOPHILLIPS                               X                   5         0       200         0
CONOCOPHILLIPS                               X                   2       260         0         0
CONOCOPHILLIPS                               X                   3      1200         0         0
CONOCOPHILLIPS                               X                   5     5,100         0         0
CONOCOPHILLIPS                               X                   5         0     5,300         0
CONOCOPHILLIPS                               X                   2     6,185         0         0
CONOCOPHILLIPS                               X                   3     6,235         0         0
CONOCOPHILLIPS                               X                   5         0      7805         0
CONOCOPHILLIPS                               X                         9,810         0         0
CONOCOPHILLIPS                               X                   3    10,813         0         0
CONOCOPHILLIPS                               X                   4    17,189       144       344
CONOCOPHILLIPS                               X                   5     23552         0         0
CONOCOPHILLIPS                               X                   3    29,462         0         0
CONOCOPHILLIPS                               X                   4     25091         0     24100
CONOCOPHILLIPS                               X                   7   287,889         0         0
CONOCOPHILLIPS                               X                   3 2,498,212         0         0
CONSOL ENERGY INC                            X                   5        48         0         0
CONSOL ENERGY INC                            X                   2       140         0         0
CONSOL ENERGY INC                            X                   3     2,300         0         0
CONSOL ENERGY INC                            X                   4    10,000         0         0
CONSOL ENERGY INC                            X                   7    34,550         0         0
CONSOLIDATED EDISON INC                      X                   2     2,000         0         0
CONSOLIDATED EDISON INC                      X                   3     6,400         0         0
CONSOLIDATED EDISON INC                      X                   4    20,765     3,650     5,450
CONSOLIDATED EDISON INC                      X                   4    36,488         0       450
CONSOLIDATED EDISON INC                      X                   7    43,771         0         0
CONSOLIDATED EDISON INC                      X                   3   540,000         0         0
CONSTELLATION BRANDS INC                     X                   4      5700       500      2000
CONSTELLATION BRANDS INC                     X                   4    21,662         0         0
CONSTELLATION BRANDS INC                     X                   7     36800         0         0
CONSTELLATION ENERGY GROUP I                 X                   4       400         0         6
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                   7     29591         0         0
CONSTELLATION ENERGY GROUP I                 X                   3    68,800         0         0
CONVERGYS CORP                               X                   4         0         0       347
CONVERGYS CORP                               X                         8,600         0         0
CONVERGYS CORP                               X                   2    19,673         0         0
CONVERGYS CORP                               X                   7    28,460         0         0
COOPER TIRE & RUBR CO                        X                   5       740         0         0
COOPER TIRE & RUBR CO                        X                   7     3,270         0         0
COOPER TIRE & RUBR CO                        X                   2    31,411         0         0
COPART INC                                   X                   5      6200         0         0
COPART INC                                   X                        10,000         0         0
CORNING INC                                  X                   3       300         0         0
CORNING INC                                  X                   3       510         0         0
CORNING INC                                  X                   2     1,500         0         0
CORNING INC                                  X                         4,000         0         0
CORNING INC                                  X                         7,572         0         0
CORNING INC                                  X                   4    12,849     1,200         0
CORNING INC                                  X                   3     15000         0         0
CORNING INC                                  X                   3    19,544         0         0
CORNING INC                                  X                   3    30,929         0         0
CORNING INC                                  X                   4       354         0     31569
CORNING INC                                  X                   5     45175         0         0
CORNING INC                                  X                   7   310,475         0         0
CORUS ENTERTAINMENT INC                      X                   2    78,627         0         0
CORUS GROUP PLC                              X                             0       200         0
CORUS GROUP PLC                              X                   2    22,810         0         0
COSTCO WHSL CORP NEW                         X                   5       400         0         0
COSTCO WHSL CORP NEW                         X                   2     2,075         0         0
COSTCO WHSL CORP NEW                         X                   4     3,000         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    14,210         0         0
COSTCO WHSL CORP NEW                         X                   7   110,909         0         0
COUNTRYWIDE FINANCIAL CORP                   X                             0       174         0
COUNTRYWIDE FINANCIAL CORP                   X                   2       290         0         0
COUNTRYWIDE FINANCIAL CORP                   X                   5         0       300         0
COUNTRYWIDE FINANCIAL CORP                   X                   3     1,730         0         0
COUNTRYWIDE FINANCIAL CORP                   X                   5         0      2050         0
COUNTRYWIDE FINANCIAL CORP                   X                   4         0         0     2,332
COUNTRYWIDE FINANCIAL CORP                   X                   5         0      2600         0
COUNTRYWIDE FINANCIAL CORP                   X                   3     4,900         0         0
COUNTRYWIDE FINANCIAL CORP                   X                   6     23220         0         0
COUNTRYWIDE FINANCIAL CORP                   X                   2    28,710         0         0
COUNTRYWIDE FINANCIAL CORP                   X                   3    43,981         0         0
COUNTRYWIDE FINANCIAL CORP                   X                   3    79,830         0         0
COUNTRYWIDE FINANCIAL CORP                   X                   7   121,104         0         0
COUNTRYWIDE FINANCIAL CORP                   X                   3   146,769         0         0
COVANCE INC                                  X                   5        90         0         0
COVANCE INC                                  X                           260         0         0
COVANCE INC                                  X                   4    10,637     3,460     2,850
COVANCE INC                                  X                   3    50,000         0         0
COVANCE INC                                  X                   4    81,713         0     4,072
COVENTRY HEALTH CARE INC                     X                   3     2,600         0         0
COVENTRY HEALTH CARE INC                     X                         2,837         0         0
COVENTRY HEALTH CARE INC                     X                   3      4650         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       560         0
CREDIT SUISSE GROUP                          X                   4       110         0    11,737
CREDIT SUISSE GROUP                          X                   2    22,785         0         0
CRESCENT REAL ESTATE EQUITIE                 X                   4         0         0       115
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        39         0      6732
CROWN CASTLE INTL CORP                       X                   2        45         0         0
CROWN CASTLE INTL CORP                       X                   4         0         0       146
CROWN CASTLE INTL CORP                       X                   5       213         0         0
CROWN CASTLE INTL CORP                       X                   7    23,480         0         0
CRYPTOLOGIC INC                              X                   2    10,905         0         0
CRYSTALLEX INTL CORP                         X                   2     22000         0         0
CUMBERLAND RES LTD                           X                   5      1425         0         0
CUMBERLAND RES LTD                           X                   2    11,700         0         0
CUMMINS INC                                  X                   4         0         0        40
CUMMINS INC                                  X                   5         0        64         0
CUMMINS INC                                  X                   2       100         0         0
CUMMINS INC                                  X                   4       480         0         0
CUMMINS INC                                  X                   3      1000         0         0
CUMMINS INC                                  X                   7     9,590         0         0
CURIS INC                                    X                   3         0         0    26,000
CYPRESS SEMICONDUCTOR CORP                   X                   5      1500         0         0
CYPRESS SEMICONDUCTOR CORP                   X                   3    14,100         0         0
DNP SELECT INCOME FD                         X                   7    19,360         0         0
D R HORTON INC                               X                   4         0         0     3,750
D R HORTON INC                               X                   3     4,300         0         0
D R HORTON INC                               X                   7    55,583         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     8,100         0         0
DST SYS INC DEL                              X                   4        60         0    17,003
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    26,901         0         0
DTE ENERGY CO                                X                   3   1600000         0         0
DAKTRONICS INC                               X                   2     2,800         0         0
DAKTRONICS INC                               X                   4         0         0    24,087
DANAHER CORP DEL                             X                   5        90         0         0
DANAHER CORP DEL                             X                   3       200         0         0
DANAHER CORP DEL                             X                   5         0       215         0
DANAHER CORP DEL                             X                   2       660         0         0
DANAHER CORP DEL                             X                   5     2,400         0         0
DANAHER CORP DEL                             X                   5         0      2500         0
DANAHER CORP DEL                             X                   5         0      2700         0
DANAHER CORP DEL                             X                   3     4,300         0         0
DANAHER CORP DEL                             X                   3     5,500         0       400
DANAHER CORP DEL                             X                   4        32         0     14541
DANAHER CORP DEL                             X                   7    50,132         0         0
DARDEN RESTAURANTS INC                       X                   4         0         0       278
DARDEN RESTAURANTS INC                       X                   3      1500         0         0
DARDEN RESTAURANTS INC                       X                         1,800         0         0
DARDEN RESTAURANTS INC                       X                   4     3,600         0         0
DARDEN RESTAURANTS INC                       X                   7    34,982         0         0
DAVITA INC                                   X                   4         0         0        10
DAVITA INC                                   X                   7     9,900         0         0
DB COMMODITY INDEX TRACKING                  X                         1,500         0         0
DB COMMODITY INDEX TRACKING                  X                        99,258         0         0
DEAN FOODS CO NEW                            X                   4         0         0        45
DEAN FOODS CO NEW                            X                   3    14,982         0         0
DEAN FOODS CO NEW                            X                   7    29,910         0         0
DEERE & CO                                   X                   2       155         0         0
DEERE & CO                                   X                   5         0       350         0
DEERE & CO                                   X                   3       700         0         0
DEERE & CO                                   X                           973         0         0
DEERE & CO                                   X                   3      1000         0         0
DEERE & CO                                   X                   3     2,650         0         0
DEERE & CO                                   X                   3     3,072         0         0
DEERE & CO                                   X                   4     5,161       987       750
DEERE & CO                                   X                   4     9,490         0         0
DEERE & CO                                   X                   3    16,900         0         0
DEERE & CO                                   X                   3    18,795         0         0
DEERE & CO                                   X                   7    48,805         0         0
DEL MONTE FOODS CO                           X                   4       133         0         0
DEL MONTE FOODS CO                           X                   2        60         0         0
DEL MONTE FOODS CO                           X                   3       223         0         0
DEL MONTE FOODS CO                           X                   7    22,430         0         0
DEL MONTE FOODS CO                           X                   3     55000         0         0
DELL INC                                     X                   1       114         0         0
DELL INC                                     X                   3     1,495         0         0
DELL INC                                     X                   2     2,025         0         0
DELL INC                                     X                         3,800         0         0
DELL INC                                     X                             0     3,894         0
DELL INC                                     X                   3     4,500         0         0
DELL INC                                     X                   2     5,330         0         0
DELL INC                                     X                   5         0      6788         0
DELL INC                                     X                   5     10420         0         0
DELL INC                                     X                   3    14,160         0         0
DELL INC                                     X                   3    15,600         0         0
DELL INC                                     X                        20,358         0         0
DELL INC                                     X                        21,074         0         0
DELL INC                                     X                   3    20,439         0       800
DELL INC                                     X                   4    21,188       235     6,250
DELL INC                                     X                   3    56,884         0         0
DELL INC                                     X                   4    49,058       400    48,420
DELL INC                                     X                   3   150,000         0         0
DELL INC                                     X                   3   332,062         0         0
DELL INC                                     X                   7   459,472         0         0
DELPHI FINL GROUP INC                        X                   5        45         0         0
DELPHI FINL GROUP INC                        X                             0        92         0
DELPHI FINL GROUP INC                        X                        31,200         0         0
DENBURY RES INC                              X                   4         0         0         4
DENBURY RES INC                              X                         13000         0         0
DENTSPLY INTL INC NEW                        X                   3         0         0       600
DENTSPLY INTL INC NEW                        X                   2     2,658         0         0
DENTSPLY INTL INC NEW                        X                   3     4,000         0         0
DENTSPLY INTL INC NEW                        X                   4     3,525     2,000     2,500
DENTSPLY INTL INC NEW                        X                   7    11,070         0         0
DENTSPLY INTL INC NEW                        X                   4    20,187         0       126
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                   3     5,800         0         0
DEUTSCHE TELEKOM AG                          X                   2    16,440         0         0
DEUTSCHE TELEKOM AG                          X                   5         0     18920         0
DEUTSCHE TELEKOM AG                          X                   3 3,000,000         0         0
DEVELOPERS DIVERSIFIED RLTY                  X                   4        82         0         0
DEVELOPERS DIVERSIFIED RLTY                  X                   3    14,500         0         0
DEVELOPERS DIVERSIFIED RLTY                  X                   7    15,900         0         0
DEVON ENERGY CORP NEW                        X                   2       240         0         0
DEVON ENERGY CORP NEW                        X                   5       275         0         0
DEVON ENERGY CORP NEW                        X                           350         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     6,800         0         0
DEVON ENERGY CORP NEW                        X                   4       200         0     9,945
DEVON ENERGY CORP NEW                        X                   3    23,450         0         0
DEVON ENERGY CORP NEW                        X                   7    72,908         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                   4     1,267         0    15,053
DIAGEO P L C                                 X                   2    73,090         0         0
DIAMOND OFFSHORE DRILLING IN                 X                   2        15         0         0
DIAMOND OFFSHORE DRILLING IN                 X                           500         0         0
DIAMOND OFFSHORE DRILLING IN                 X                   4         0         0     2,596
DIAMOND OFFSHORE DRILLING IN                 X                   4     3,000         0         0
DIAMOND OFFSHORE DRILLING IN                 X                   3      3650         0         0
DIAMOND OFFSHORE DRILLING IN                 X                   7     7,310         0         0
DIAMONDS TR                                  X                             0       970         0
DIAMONDS TR                                  X                   5      1110         0         0
DIAMONDS TR                                  X                   2      1533         0         0
DIAMONDS TR                                  X                         3,172         0         0
DIAMONDS TR                                  X                   3     3,709         0         0
DIAMONDS TR                                  X                         4,300         0         0
DIAMONDS TR                                  X                        23,100         0         0
DIAMONDS TR                                  X                   3    83,790         0         0
DIEBOLD INC                                  X                   4       258         0         0
DIEBOLD INC                                  X                   2     8,375         0         0
DIEBOLD INC                                  X                   7     10060         0         0
DIME CMNTY BANCSHARES                        X                   4         0   303,137         0
DILLARDS INC                                 X                   2     2,000         0         0
DILLARDS INC                                 X                   3     2,200         0         0
DILLARDS INC                                 X                   7     4,110         0         0
DIONEX CORP                                  X                   4     4,000         0         0
DIRECTV GROUP INC                            X                   4         2         0         0
DIRECTV GROUP INC                            X                   2     4,545         0         0
DIRECTV GROUP INC                            X                   7    137896         0         0
DISNEY WALT CO                               X                   1       200         0         0
DISNEY WALT CO                               X                   3       270         0         0
DISNEY WALT CO                               X                   3     1,299         0         0
DISNEY WALT CO                               X                         3,000       445         0
DISNEY WALT CO                               X                   3     5,980         0         0
DISNEY WALT CO                               X                   5      7890         0         0
DISNEY WALT CO                               X                   5     10000         0         0
DISNEY WALT CO                               X                   5         0     13887         0
DISNEY WALT CO                               X                   3    20,884         0         1
DISNEY WALT CO                               X                   2    22,904         0         0
DISNEY WALT CO                               X                   3    32,100         0         0
DISNEY WALT CO                               X                        33,100         0         0
DISNEY WALT CO                               X                   5         0     62100         0
DISNEY WALT CO                               X                   4    77,033    13,050    17,000
DISNEY WALT CO                               X                   3   137,220         0    53,200
DISNEY WALT CO                               X                   4   272,536         0    13,988
DISNEY WALT CO                               X                   7   462,261         0         0
DISNEY WALT CO                               X                   5     12000         0         0
DISCOVERY HOLDING CO                         X                             0        28         0
DISCOVERY HOLDING CO                         X                   3        61         0         0
DISCOVERY HOLDING CO                         X                   4       441         0         4
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                   3       400         0         0
DR REDDYS LABS LTD                           X                   6 1,741,000         0    10,000
DOLLAR GEN CORP                              X                         1,482         0         0
DOLLAR GEN CORP                              X                   3     3,700         0         0
DOLLAR GEN CORP                              X                   2    36,385         0         0
DOLLAR GEN CORP                              X                   7    47,172         0         0
DOLLAR TREE STORES INC                       X                   4         0         0       105
DOLLAR TREE STORES INC                       X                   7    10,640         0         0
DOLLAR TREE STORES INC                       X                   2    25,850         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     1,617         0         0
DOMINION RES INC VA NEW                      X                   3      4770         0         0
DOMINION RES INC VA NEW                      X                   4      4509         0       483
DOMINION RES INC VA NEW                      X                   7    66,723         0         0
DONNELLEY R R & SONS CO                      X                   4       130         0         0
DONNELLEY R R & SONS CO                      X                             0       185         0
DONNELLEY R R & SONS CO                      X                   5         0       267         0
DONNELLEY R R & SONS CO                      X                   5       445         0         0
DONNELLEY R R & SONS CO                      X                   4       280         0       280
DONNELLEY R R & SONS CO                      X                   3     8,500         0         0
DONNELLEY R R & SONS CO                      X                   7     44937         0         0
DOVER CORP                                   X                   3       300         0         0
DOVER CORP                                   X                   5         0      1020         0
DOVER CORP                                   X                   3     1,515         0         0
DOVER CORP                                   X                   4     3,600         0         0
DOVER CORP                                   X                   4     2,400         0     4,800
DOVER CORP                                   X                   7    31,669         0         0
DOW CHEM CO                                  X                             0       130         0
DOW CHEM CO                                  X                   2       150         0         0
DOW CHEM CO                                  X                           420         0         0
DOW CHEM CO                                  X                   3       504         0         0
DOW CHEM CO                                  X                   5         0       700         0
DOW CHEM CO                                  X                   5      2470         0         0
DOW CHEM CO                                  X                   3     2,550         0         0
DOW CHEM CO                                  X                   2     3,700         0         0
DOW CHEM CO                                  X                         4,600         0         0
DOW CHEM CO                                  X                   3     4,953         0         0
DOW CHEM CO                                  X                         7,811         0         0
DOW CHEM CO                                  X                   3    13,236         0         0
DOW CHEM CO                                  X                   3    16,680         0         0
DOW CHEM CO                                  X                   3    84,580         0         0
DOW CHEM CO                                  X                   4     71959     17122     33505
DOW CHEM CO                                  X                   7   191,625         0         0
DOW CHEM CO                                  X                   4   250,139       450    15,389
DOW JONES & CO INC                           X                   7     7,075         0         0
DRDGOLD LTD                                  X                   3         0         0   350,000
DU PONT E I DE NEMOURS & CO                  X                   1       500         0         0
DU PONT E I DE NEMOURS & CO                  X                   3     2,100         0         0
DU PONT E I DE NEMOURS & CO                  X                   2     2,230         0         0
DU PONT E I DE NEMOURS & CO                  X                   3     3,020         0         0
DU PONT E I DE NEMOURS & CO                  X                   5         0      5650         0
DU PONT E I DE NEMOURS & CO                  X                         7,234         0         0
DU PONT E I DE NEMOURS & CO                  X                        10,500         0         0
DU PONT E I DE NEMOURS & CO                  X                        14,025         0         0
DU PONT E I DE NEMOURS & CO                  X                   3     18580         0         0
DU PONT E I DE NEMOURS & CO                  X                   2     19175         0         0
DU PONT E I DE NEMOURS & CO                  X                   3    28,990         0        62
DU PONT E I DE NEMOURS & CO                  X                   5     30385         0         0
DU PONT E I DE NEMOURS & CO                  X                   3    34,695         0         0
DU PONT E I DE NEMOURS & CO                  X                   4     47017     16868     16400
DU PONT E I DE NEMOURS & CO                  X                   4    94,771         0     3,283
DU PONT E I DE NEMOURS & CO                  X                   3   115,721         0         0
DU PONT E I DE NEMOURS & CO                  X                   7   176,327         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     18560         0         0
DUKE ENERGY CORP NEW                         X                   4       400         0         0
DUKE ENERGY CORP NEW                         X                   3     4,040         0         0
DUKE ENERGY CORP NEW                         X                   6     4,100         0         0
DUKE ENERGY CORP NEW                         X                   3     4,560         0         0
DUKE ENERGY CORP NEW                         X                   4     4,220         0       400
DUKE ENERGY CORP NEW                         X                   5      5130         0         0
DUKE ENERGY CORP NEW                         X                   2     5,865         0         0
DUKE ENERGY CORP NEW                         X                   3         0         0    14,476
DUKE ENERGY CORP NEW                         X                   3    33,122         0         0
DUKE ENERGY CORP NEW                         X                   7   250,313         0         0
DUKE ENERGY CORP NEW                         X                   3 3,200,000         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
DYNEGY INC NEW                               X                   5       820         0         0
DYNEGY INC NEW                               X                   2     1,360         0         0
DYNEGY INC NEW                               X                          2980         0         0
DYNEGY INC NEW                               X                   3     4,000         0         0
DYNEGY INC NEW                               X                   7    20,750         0         0
DYNEGY INC NEW                               X                   4    19,604         0     2,000
DYNEGY INC NEW                               X                   4   885,651         0    21,261
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                   3      1400         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                   2     6,980         0         0
E M C CORP MASS                              X                   3    13,666         0     2,125
E M C CORP MASS                              X                        25,343         0         0
E M C CORP MASS                              X                   4    48,364       750    26,950
E M C CORP MASS                              X                   3    76,047         0       101
E M C CORP MASS                              X                   3   100,100         0         0
E M C CORP MASS                              X                   5    142505         0         0
E M C CORP MASS                              X                   7   490,731         0         0
E M C CORP MASS                              X                   4   537,030         0    31,377
ENSCO INTL INC                               X                   2        30         0         0
ENSCO INTL INC                               X                   4         0         0       177
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                         2,200         0         0
ENSCO INTL INC                               X                   7    16,700         0         0
ENSCO INTL INC                               X                   3     58000         0         0
ENSCO INTL INC                               X                   3   101,070         0         0
ENI S P A                                    X                   5         0       250         0
ENI S P A                                    X                   5       569         0         0
ENI S P A                                    X                   2     5,361         0         0
ENI S P A                                    X                   2    14,915         0         0
ENI S P A                                    X                   4        75         0    21,003
EOG RES INC                                  X                   5       215         0         0
EOG RES INC                                  X                   5         0       565         0
EOG RES INC                                  X                   4       600         0     3,414
EOG RES INC                                  X                         4,067         0         0
EOG RES INC                                  X                   3    19,799         0         0
EOG RES INC                                  X                   7    41,032         0         0
EOG RES INC                                  X                   3    152600         0         0
E ON AG                                      X                   2     1,350         0         0
E ON AG                                      X                   2    32,380         0         0
E ON AG                                      X                   3 6,500,000         0         0
EPIQ SYS INC                                 X                   4       131         0    22,026
E TRADE FINANCIAL CORP                       X                   2       500         0         0
E TRADE FINANCIAL CORP                       X                   3     6,000         0         0
E TRADE FINANCIAL CORP                       X                   4         0         0    10,276
E TRADE FINANCIAL CORP                       X                   7     73730         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    16,562         0         0
EASTMAN KODAK CO                             X                   3       300         0         0
EASTMAN KODAK CO                             X                   3       400         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                   4      3807         0      1100
EASTMAN KODAK CO                             X                   2     6,865         0         0
EASTMAN KODAK CO                             X                   4      1150         0     21933
EASTMAN KODAK CO                             X                   7    49,856         0         0
EATON CORP                                   X                   2       210         0         0
EATON CORP                                   X                   3       950         0         0
EATON CORP                                   X                   4     1,160         0         0
EATON CORP                                   X                   5         0     1,800         0
EATON CORP                                   X                   3     2,000         0         0
EATON CORP                                   X                   5      2645         0         0
EATON CORP                                   X                   3     8,030         0         0
EATON CORP                                   X                   3    14,511         0         0
EATON CORP                                   X                   2    18,200         0         0
EATON CORP                                   X                   4    17,898         0       975
EATON CORP                                   X                   7    27,847         0         0
EBAY INC                                     X                         1,600         0         0
EBAY INC                                     X                   2     1,920         0         0
EBAY INC                                     X                         2,376         0         0
EBAY INC                                     X                   5         0      6816         0
EBAY INC                                     X                   3     7,310         0         0
EBAY INC                                     X                   4        64         0    24,342
EBAY INC                                     X                   5     27370         0         0
EBAY INC                                     X                   3    28,895         0     3,600
EBAY INC                                     X                   3    71,930         0         0
EBAY INC                                     X                   7   206,784         0         0
ECHOSTAR COMMUNICATIONS NEW                  X                   2       140         0         0
ECHOSTAR COMMUNICATIONS NEW                  X                   4         0         0       231
ECHOSTAR COMMUNICATIONS NEW                  X                   7    34,211         0         0
ECOLAB INC                                   X                   5       300         0         0
ECOLAB INC                                   X                   4    26,413     6,702     1,000
ECOLAB INC                                   X                   7    44,572         0         0
ECOLAB INC                                   X                   4    23,100       120    36,577
EDISON INTL                                  X                   3     2,800         0         0
EDISON INTL                                  X                   3    51,700         0         0
EDISON INTL                                  X                   7    63,331         0         0
EDWARDS AG INC                               X                   7     7,370         0         0
EDWARDS LIFESCIENCES CORP                    X                   4         0         0        55
EDWARDS LIFESCIENCES CORP                    X                   4     1,500     3,500         0
EL PASO CORP                                 X                   3       150         0         0
EL PASO CORP                                 X                   5       540         0         0
EL PASO CORP                                 X                   4       650         0         0
EL PASO CORP                                 X                   5         0      1150         0
EL PASO CORP                                 X                   3     3,100         0         0
EL PASO CORP                                 X                   2    10,872         0         0
EL PASO CORP                                 X                   7   119,615         0         0
ELDORADO GOLD CORP NEW                       X                   5      2881         0         0
ELDORADO GOLD CORP NEW                       X                   2     22000         0         0
ELECTRONIC ARTS INC                          X                             0       140         0
ELECTRONIC ARTS INC                          X                   3         0         0       265
ELECTRONIC ARTS INC                          X                           260         0         0
ELECTRONIC ARTS INC                          X                   5       590         0         0
ELECTRONIC ARTS INC                          X                   5         0      1700         0
ELECTRONIC ARTS INC                          X                   4     1,834         0         0
ELECTRONIC ARTS INC                          X                   5      2290         0         0
ELECTRONIC ARTS INC                          X                   2     2,815         0         0
ELECTRONIC ARTS INC                          X                   5         0     14603         0
ELECTRONIC ARTS INC                          X                   7    65,189         0         0
ELECTRONIC ARTS INC                          X                   4   119,297         0    20,540
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                         3,000         0         0
ELECTRONIC DATA SYS NEW                      X                   2     6,247         0         0
ELECTRONIC DATA SYS NEW                      X                   5         0    11,000         0
ELECTRONIC DATA SYS NEW                      X                   4         0         0    11,786
ELECTRONIC DATA SYS NEW                      X                   7    98,716         0         0
ELITE PHARMACEUTICALS INC                    X                   2    99,000         0         0
EMBARQ CORP                                  X                             0         8         0
EMBARQ CORP                                  X                   5         0        22         0
EMBARQ CORP                                  X                   3       100         0         0
EMBARQ CORP                                  X                   3       200         0         0
EMBARQ CORP                                  X                   4        54         0       345
EMBARQ CORP                                  X                   5       479         0         0
EMBARQ CORP                                  X                   5         0       690         0
EMBARQ CORP                                  X                   2       769         0         0
EMBARQ CORP                                  X                   3         0         0       856
EMBARQ CORP                                  X                   3     4,414         0         0
EMBARQ CORP                                  X                   7    26,326         0         0
EMBARQ CORP                                  X                   3   201,250         0         0
EMBRAER-EMPRESA BRASILEIRA D                 X                   3         0         0    32,400
EMDEON CORP                                  X                   2        46         0         0
EMDEON CORP                                  X                   2       300         0         0
EMDEON CORP                                  X                          4606         0         0
EMDEON CORP                                  X                   4     4,750         0       249
EMDEON CORP                                  X                   7     29390         0         0
EMERSON ELEC CO                              X                   3     1,227         0         0
EMERSON ELEC CO                              X                   5         0      1300         0
EMERSON ELEC CO                              X                   5         0     2,700         0
EMERSON ELEC CO                              X                   2     6,152         0         0
EMERSON ELEC CO                              X                   3     6,618         0         0
EMERSON ELEC CO                              X                   3     8,528         0         0
EMERSON ELEC CO                              X                   5     11900         0         0
EMERSON ELEC CO                              X                   4    19,815       450       800
EMERSON ELEC CO                              X                   4    32,396        60       109
EMERSON ELEC CO                              X                   7    86,987         0         0
EMPRESA NACIONAL DE ELCTRCID                 X                   7    35,400         0         0
ENCANA CORP                                  X                   4       200         0         0
ENCANA CORP                                  X                   2       900         0         0
ENCANA CORP                                  X                   5         0      1000         0
ENCANA CORP                                  X                   4         0         0     3,303
ENCANA CORP                                  X                         3,400         0         0
ENCANA CORP                                  X                   5     16851         0         0
ENCANA CORP                                  X                   2   161,300         0         0
ENCANA CORP                                  X                   3   258,285         0         0
ENBRIDGE INC                                 X                   2    375944         0         0
ENBRIDGE ENERGY MANAGEMENT L                 X                         5,585         0         0
ENDESA S A                                   X                   2    28,413         0         0
ENERGY CONVERSION DEVICES IN                 X                   5         0    21,000         0
ENERGEN CORP                                 X                   4     1,200         0         0
ENERGEN CORP                                 X                          5164         0         0
ENERGY EAST CORP                             X                   4    11,241         0     1,000
ENERGY EAST CORP                             X                   7    13,110         0         0
ENERGIZER HLDGS INC                          X                   7     7,590         0         0
ENERPLUS RES FD                              X                   3     2,000         0         0
ENERPLUS RES FD                              X                   2   143,183         0         0
ENTERGY CORP NEW                             X                   2        30         0         0
ENTERGY CORP NEW                             X                   7    36,831         0         0
ENTERTAINMENT PPTYS TR                       X                   4         0         0    12,092
ENTREE GOLD INC                              X                   2    12,000         0         0
EQUIFAX INC                                  X                   3     1,400         0         0
EQUIFAX INC                                  X                   3    10,300         0         0
EQUIFAX INC                                  X                   7    27,158         0         0
EQUITABLE RES INC                            X                           134         0         0
EQUITABLE RES INC                            X                   7    11,600         0         0
EQUITY OFFICE PROPERTIES TRU                 X                   4         0         0       103
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    69,576         0         0
EQUITY RESIDENTIAL                           X                   4     1,000         0         0
EQUITY RESIDENTIAL                           X                   4     8,454         0         0
EQUITY RESIDENTIAL                           X                   7     53475         0         0
ERESEARCHTECHNOLOGY INC                      X                   2       100         0         0
ERESEARCHTECHNOLOGY INC                      X                   3         0         0     9,940
ERICSSON L M TEL CO                          X                   5         0       260         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                   3     5,000         0         0
ERICSSON L M TEL CO                          X                   2      5350         0         0
ERICSSON L M TEL CO                          X                   5      8000         0         0
ERICSSON L M TEL CO                          X                   3         0         0    12,650
ERICSSON L M TEL CO                          X                   4     3,545         0    15,665
ERICSSON L M TEL CO                          X                        26,800         0         0
ETABLISSEMENTS DELHAIZE FRER                 X                   5       333         0         0
ETABLISSEMENTS DELHAIZE FRER                 X                   2       575         0         0
ETABLISSEMENTS DELHAIZE FRER                 X                   4     5,851         0         0
EUROZINC MNG CORP                            X                   2   733,326         0         0
EVERGREEN SOLAR INC                          X                   4     1,000         0         0
EVERGREEN SOLAR INC                          X                   3    35,000         0         0
EXELON CORP                                  X                   2       170         0         0
EXELON CORP                                  X                           600         0         0
EXELON CORP                                  X                   3    12,586         0         0
EXELON CORP                                  X                   2    18,425         0         0
EXELON CORP                                  X                   6    19,722         0         0
EXELON CORP                                  X                   3    46,000         0         0
EXELON CORP                                  X                   3     49061         0         0
EXELON CORP                                  X                   3    57,055         0         0
EXELON CORP                                  X                   4    39,340     3,536    15,000
EXELON CORP                                  X                   4   106,185         0     8,772
EXELON CORP                                  X                   7   127,320         0         0
EXPEDIA INC DEL                              X                   2       280         0         0
EXPEDIA INC DEL                              X                             0       322         0
EXPEDIA INC DEL                              X                   4       535         0         0
EXPEDIA INC DEL                              X                   5       700         0         0
EXPEDIA INC DEL                              X                   4     1,665         0         0
EXPEDIA INC DEL                              X                   7    46,018         0         0
EXPEDITORS INTL WASH INC                     X                   5       115         0         0
EXPEDITORS INTL WASH INC                     X                          2000         0         0
EXPEDITORS INTL WASH INC                     X                          3000         0         0
EXPEDITORS INTL WASH INC                     X                   5         0      3229         0
EXPEDITORS INTL WASH INC                     X                   7    11,090         0         0
EXPEDITORS INTL WASH INC                     X                   4        68         0    18,458
EXPRESS SCRIPTS INC                          X                         1,400         0         0
EXPRESS SCRIPTS INC                          X                   3     1,800         0         0
EXPRESS SCRIPTS INC                          X                   4         0         0      1922
EXPRESS SCRIPTS INC                          X                   7    27,236         0         0
EXXON MOBIL CORP                             X                   1       290         0         0
EXXON MOBIL CORP                             X                   3       300         0         0
EXXON MOBIL CORP                             X                   5       434         0         0
EXXON MOBIL CORP                             X                           700         0         0
EXXON MOBIL CORP                             X                   6       999         0         0
EXXON MOBIL CORP                             X                   3     1,938         0         0
EXXON MOBIL CORP                             X                   2     1,950         0         0
EXXON MOBIL CORP                             X                         2,937         0         0
EXXON MOBIL CORP                             X                         3,000         0         0
EXXON MOBIL CORP                             X                         4,018        40         0
EXXON MOBIL CORP                             X                   5     5,500         0         0
EXXON MOBIL CORP                             X                   3     6,235         0         0
EXXON MOBIL CORP                             X                   3    13,100         0         0
EXXON MOBIL CORP                             X                   5     20548         0         0
EXXON MOBIL CORP                             X                   2    21,110         0         0
EXXON MOBIL CORP                             X                   3    21,910         0         0
EXXON MOBIL CORP                             X                   3     40689         0         0
EXXON MOBIL CORP                             X                        50,300         0         0
EXXON MOBIL CORP                             X                   3    50,636         0     1,720
EXXON MOBIL CORP                             X                   3    60,366         0         0
EXXON MOBIL CORP                             X                   3    80,215         0         0
EXXON MOBIL CORP                             X                   3   140,000         0         0
EXXON MOBIL CORP                             X                   3   585,531         0     8,090
EXXON MOBIL CORP                             X                   4   640,823     5,420    52,099
EXXON MOBIL CORP                             X                   4   498,256    90,056   156,281
EXXON MOBIL CORP                             X                   7   1109251         0         0
FPL GROUP INC                                X                   5         0       400         0
FPL GROUP INC                                X                   2       600         0         0
FPL GROUP INC                                X                   3     5,782         0         0
FPL GROUP INC                                X                   4     4,240         0     7,089
FPL GROUP INC                                X                   4     6,400     1,200    12,500
FPL GROUP INC                                X                   7     71676         0         0
FACTSET RESH SYS INC                         X                   4         0         0    12,738
FAIR ISAAC CORP                              X                   3       500         0         0
FAIR ISAAC CORP                              X                          4835         0         0
FAIR ISAAC CORP                              X                   7     7,260         0         0
FAIRFAX FINL HLDGS LTD                       X                   5       160         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     8,570         0         0
FALCONBRIDGE LTD NEW 2005                    X                   5       371         0         0
FALCONBRIDGE LTD NEW 2005                    X                   3     1,000         0         0
FALCONBRIDGE LTD NEW 2005                    X                   2     39228         0         0
FAMILY DLR STORES INC                        X                   5         0       930         0
FAMILY DLR STORES INC                        X                          3600         0         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     9,717
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       240         0         0
FEDERAL HOME LN MTG CORP                     X                   4       750       400       800
FEDERAL HOME LN MTG CORP                     X                         2,000       100         0
FEDERAL HOME LN MTG CORP                     X                   2     4,815         0         0
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                   3    10,046         0         0
FEDERAL HOME LN MTG CORP                     X                   5         0     11000         0
FEDERAL HOME LN MTG CORP                     X                   4    10,627         0    23,289
FEDERAL HOME LN MTG CORP                     X                   3    40,270         0         0
FEDERAL HOME LN MTG CORP                     X                   7   128,982         0         0
FEDERAL NATL MTG ASSN                        X                            14         0         0
FEDERAL NATL MTG ASSN                        X                             0       110         0
FEDERAL NATL MTG ASSN                        X                   3       260         0         0
FEDERAL NATL MTG ASSN                        X                   3     5,300         0         0
FEDERAL NATL MTG ASSN                        X                   5         0     7,700         0
FEDERAL NATL MTG ASSN                        X                   4     5,168     2,570     1,650
FEDERAL NATL MTG ASSN                        X                   3    14,135         0         0
FEDERAL NATL MTG ASSN                        X                   2    15,726         0         0
FEDERAL NATL MTG ASSN                        X                   4     12181         0     23453
FEDERAL NATL MTG ASSN                        X                   7    188235         0         0
FEDERAL NATL MTG ASSN                        X                   312,003,700         0         0
FEDERATED DEPT STORES INC DE                 X                   5         0       122         0
FEDERATED DEPT STORES INC DE                 X                   4         0         0     9,432
FEDERATED DEPT STORES INC DE                 X                   7   109,278         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                   2       300         0         0
FEDEX CORP                                   X                   3       360         0         0
FEDEX CORP                                   X                   5       400         0         0
FEDEX CORP                                   X                   3       600         0         0
FEDEX CORP                                   X                   3     2,301         0         0
FEDEX CORP                                   X                   3    10,970         0         0
FEDEX CORP                                   X                   3    18,700         0       800
FEDEX CORP                                   X                   7    57,391         0         0
FIDELITY NATL INFORMATION SV                 X                   7    12,470         0         0
FIDELITY NATL FINL INC                       X                   7    26,431         0         0
FIFTH THIRD BANCORP                          X                   5       255         0         0
FIFTH THIRD BANCORP                          X                   3       390         0         0
FIFTH THIRD BANCORP                          X                   5         0       810         0
FIFTH THIRD BANCORP                          X                   4     1,540         0         0
FIFTH THIRD BANCORP                          X                   2     9,265         0         0
FIFTH THIRD BANCORP                          X                   7    98,663         0         0
FINISAR                                      X                   2     11600         0         0
FIRST AMERN CORP CALIF                       X                   7    11,940         0         0
FIRST DATA CORP                              X                   5       940         0         0
FIRST DATA CORP                              X                   5      1095         0         0
FIRST DATA CORP                              X                   2     1,370         0         0
FIRST DATA CORP                              X                         4,200         0         0
FIRST DATA CORP                              X                   3     6,275         0         0
FIRST DATA CORP                              X                   3     7,860         0         0
FIRST DATA CORP                              X                   4     6,220     1,632     1,100
FIRST DATA CORP                              X                   3     22044         0         0
FIRST DATA CORP                              X                   4    22,929         0       797
FIRST DATA CORP                              X                   3    28,420         0         0
FIRST DATA CORP                              X                   7   144,970         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 INDUSTRIAL REALTY TRUS                 X                   3     7,300         0         0
FIRST MARBLEHEAD CORP                        X                   5        93         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     11725         0         0
FISERV INC                                   X                   4         0         0        60
FISERV INC                                   X                   5         0     1,600         0
FISERV INC                                   X                   3         0         0     3,300
FISERV INC                                   X                   2    21,305         0         0
FISERV INC                                   X                   7     40504         0         0
FISERV INC                                   X                   3    42,143         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     66577         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     2,290
FISHER SCIENTIFIC INTL INC                   X                   6    17,674         0         0
FISHER SCIENTIFIC INTL INC                   X                   7    21,950         0         0
FISHER SCIENTIFIC INTL INC                   X                   2    32,190         0         0
FISHER SCIENTIFIC INTL INC                   X                   3    53,010         0         0
FISHER SCIENTIFIC INTL INC                   X                   3   133,854         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       235         0        17
FLUOR CORP NEW                               X                   2       640         0         0
FLUOR CORP NEW                               X                           664         0         0
FLUOR CORP NEW                               X                   5      4500         0         0
FLUOR CORP NEW                               X                   7    13,530         0         0
FLUSHING FINL CORP                           X                   4         0   362,539         0
FOMENTO ECONOMICO MEXICANO S                 X                   2       375         0         0
FOMENTO ECONOMICO MEXICANO S                 X                   4         0         0      1005
FOMENTO ECONOMICO MEXICANO S                 X                   3     1,500         0         0
FOOT LOCKER INC                              X                   4         0         0       160
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     1,860         0         0
FORD MTR CO DEL                              X                   5     32730         0         0
FORD MTR CO DEL                              X                   5         0     34815         0
FORD MTR CO DEL                              X                   2    37,984         0         0
FORD MTR CO DEL                              X                   3    64,888         0         0
FORD MTR CO DEL                              X                   7    332272         0         0
FORD MTR CO DEL                              X                   3   342,000         0     1,000
FORD MTR CO DEL                              X                   316,000,000         0         0
FORDING CDN COAL TR                          X                   5       405         0         0
FORDING CDN COAL TR                          X                   2      7955         0         0
FOREST CITY ENTERPRISES INC                  X                   7     8,100         0         0
FOREST LABS INC                              X                             0        60         0
FOREST LABS INC                              X                   2        85         0         0
FOREST LABS INC                              X                   4       490         0         0
FOREST LABS INC                              X                         3,600         0         0
FOREST LABS INC                              X                   7    55,358         0         0
FORTUNE BRANDS INC                           X                   2        80         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     1,300         0
FORTUNE BRANDS INC                           X                   7    27,089         0         0
FRANCE TELECOM                               X                             0       460         0
FRANCE TELECOM                               X                   5       540         0         0
FRANCE TELECOM                               X                   5         0     12085         0
FRANCE TELECOM                               X                   2    14,245         0         0
FRANKLIN ELEC INC                            X                   4         0         0     7,471
FRANKLIN RES INC                             X                   2        40         0         0
FRANKLIN RES INC                             X                   5       105         0         0
FRANKLIN RES INC                             X                   6       350         0         0
FRANKLIN RES INC                             X                   3       370         0         0
FRANKLIN RES INC                             X                   5         0     2,200         0
FRANKLIN RES INC                             X                   4        40         0    10,844
FRANKLIN RES INC                             X                   7    32,891         0         0
FRANKLIN RES INC                             X                   3    39,787         0         0
FREEPORT-MCMORAN COPPER & GO                 X                   2       445         0         0
FREEPORT-MCMORAN COPPER & GO                 X                           716         0         0
FREEPORT-MCMORAN COPPER & GO                 X                   3       842         0         0
FREEPORT-MCMORAN COPPER & GO                 X                         2,500         0         0
FREEPORT-MCMORAN COPPER & GO                 X                   4       668         0     2,089
FREEPORT-MCMORAN COPPER & GO                 X                   3      4050         0         0
FREEPORT-MCMORAN COPPER & GO                 X                   7    38,890         0         0
FREEPORT-MCMORAN COPPER & GO                 X                   3    38,961         0         0
FREEPORT-MCMORAN COPPER & GO                 X                   3    85,000         0         0
FREESCALE SEMICONDUCTOR INC                  X                             0       130         0
FREESCALE SEMICONDUCTOR INC                  X                         2,700         0         0
FREESCALE SEMICONDUCTOR INC                  X                   4         0         0     4,127
FREESCALE SEMICONDUCTOR INC                  X                   7    12,200         0         0
FREESCALE SEMICONDUCTOR INC                  X                   3        99         0         0
FREESCALE SEMICONDUCTOR INC                  X                   3       132         0         0
FREESCALE SEMICONDUCTOR INC                  X                   4       163         0         1
FREESCALE SEMICONDUCTOR INC                  X                   5       198         0         0
FREESCALE SEMICONDUCTOR INC                  X                           381         0         0
FREESCALE SEMICONDUCTOR INC                  X                   3       458         0         0
FREESCALE SEMICONDUCTOR INC                  X                   4       370       320        99
FREESCALE SEMICONDUCTOR INC                  X                   2       966         0         0
FREESCALE SEMICONDUCTOR INC                  X                   5      2650         0         0
FREESCALE SEMICONDUCTOR INC                  X                         3,804         0         0
FREESCALE SEMICONDUCTOR INC                  X                         4,150         0         0
FREESCALE SEMICONDUCTOR INC                  X                   3     7,346         0        72
FREESCALE SEMICONDUCTOR INC                  X                   7    64,688         0         0
FREESCALE SEMICONDUCTOR INC                  X                   3    107228         0         0
FRIEDMAN BILLINGS RAMSEY GRO                 X                   4         0         0       266
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
FUJI PHOTO FILM LTD                          X                   5      1538         0         0
FUJI PHOTO FILM LTD                          X                   5         0      7625         0
FUJI PHOTO FILM LTD                          X                   2    15,400         0         0
FULTON FINL CORP PA                          X                   7     18395         0         0
GALLAGHER ARTHUR J & CO                      X                   7    11,330         0         0
GALLAHER GROUP PLC                           X                   5         0       165         0
GALLAHER GROUP PLC                           X                   4     1,100     1,500         0
GALLAHER GROUP PLC                           X                   4       300         0    11,440
GANNETT INC                                  X                   5         0       160         0
GANNETT INC                                  X                   5       255         0         0
GANNETT INC                                  X                   3       950         0         0
GANNETT INC                                  X                   2     1,645         0         0
GANNETT INC                                  X                   3         0         0     2,560
GANNETT INC                                  X                   4      5050         0       700
GANNETT INC                                  X                   4     11460         0      4200
GANNETT INC                                  X                   7    47,626         0         0
GAP INC DEL                                  X                   4         0       300         0
GAP INC DEL                                  X                   4       500         0       268
GAP INC DEL                                  X                   2       800         0         0
GAP INC DEL                                  X                   3     1,333         0         0
GAP INC DEL                                  X                   5         0      3220         0
GAP INC DEL                                  X                         4,561         0         0
GAP INC DEL                                  X                   5         0     5,200         0
GAP INC DEL                                  X                   5      6000         0         0
GAP INC DEL                                  X                   3    24,000         0         0
GAP INC DEL                                  X                   3         0         0    60,000
GAP INC DEL                                  X                   7   101,537         0         0
GATEWAY INC                                  X                   1       193         0         0
GATEWAY INC                                  X                   2      4550         0         0
GATEWAY INC                                  X                   5     16535         0         0
GEHL CO                                      X                   3         0         0    75,000
GENENTECH INC                                X                             0       160         0
GENENTECH INC                                X                           220         0         0
GENENTECH INC                                X                   3       300         0         0
GENENTECH INC                                X                   2       400         0         0
GENENTECH INC                                X                   5         0       524         0
GENENTECH INC                                X                   3     1,400         0         0
GENENTECH INC                                X                         2,100         0         0
GENENTECH INC                                X                   4      2644         0         0
GENENTECH INC                                X                   5         0     3,100         0
GENENTECH INC                                X                   3     4,423         0     7,300
GENENTECH INC                                X                   5     12218         0         0
GENENTECH INC                                X                   7    54,112         0         0
GENENTECH INC                                X                   4    49,621         0     9,248
GENERAL DYNAMICS CORP                        X                   2       195         0         0
GENERAL DYNAMICS CORP                        X                   3       340         0         0
GENERAL DYNAMICS CORP                        X                   4       400         0         4
GENERAL DYNAMICS CORP                        X                   5         0       400         0
GENERAL DYNAMICS CORP                        X                   3       800         0         0
GENERAL DYNAMICS CORP                        X                         2,600         0         0
GENERAL DYNAMICS CORP                        X                   3    46,238         0         0
GENERAL DYNAMICS CORP                        X                   7    76,298         0         0
GENERAL ELECTRIC CO                          X                   1       115         0         0
GENERAL ELECTRIC CO                          X                   3     2,470         0         0
GENERAL ELECTRIC CO                          X                   3     4,664         0         0
GENERAL ELECTRIC CO                          X                         9,600         0         0
GENERAL ELECTRIC CO                          X                        12,692         0         0
GENERAL ELECTRIC CO                          X                   3    14,663         0         0
GENERAL ELECTRIC CO                          X                        14,724         0         0
GENERAL ELECTRIC CO                          X                         14500       430         0
GENERAL ELECTRIC CO                          X                   5         0     28891         0
GENERAL ELECTRIC CO                          X                   5     32100         0         0
GENERAL ELECTRIC CO                          X                   5         0     43400         0
GENERAL ELECTRIC CO                          X                   3    49,527         0         0
GENERAL ELECTRIC CO                          X                   3    60,682         0         0
GENERAL ELECTRIC CO                          X                        63,000         0         0
GENERAL ELECTRIC CO                          X                   2    81,325         0         0
GENERAL ELECTRIC CO                          X                   2    90,917         0         0
GENERAL ELECTRIC CO                          X                   3    100740         0         0
GENERAL ELECTRIC CO                          X                   5         0   110,000         0
GENERAL ELECTRIC CO                          X                   3     81488         0     31421
GENERAL ELECTRIC CO                          X                   5    294510         0         0
GENERAL ELECTRIC CO                          X                   3   514,571         0         0
GENERAL ELECTRIC CO                          X                   3   718,199         0         0
GENERAL ELECTRIC CO                          X                   4   622,700   138,911   217,340
GENERAL ELECTRIC CO                          X                   3 1,056,220         0    34,309
GENERAL ELECTRIC CO                          X                   4 1,017,903       700   121,962
GENERAL ELECTRIC CO                          X                   7   1982990         0         0
GENERAL GROWTH PPTYS INC                     X                   7    33,577         0         0
GENERAL MLS INC                              X                   5         0       180         0
GENERAL MLS INC                              X                   4      1600         0       155
GENERAL MLS INC                              X                         2,400         0         0
GENERAL MLS INC                              X                   3     3,500         0         0
GENERAL MLS INC                              X                   3      5255         0         0
GENERAL MLS INC                              X                   2    10,534         0         0
GENERAL MLS INC                              X                   3    28,800         0         0
GENERAL MLS INC                              X                   7    63,463         0         0
GENERAL MLS INC                              X                   4    89,725         0         0
GENERAL MTRS CORP                            X                   1       105         0         0
GENERAL MTRS CORP                            X                   3       175         0         0
GENERAL MTRS CORP                            X                   4       462         0        12
GENERAL MTRS CORP                            X                   5       550         0         0
GENERAL MTRS CORP                            X                   4     1,400         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      3455         0
GENERAL MTRS CORP                            X                   2     8,789         0         0
GENERAL MTRS CORP                            X                   7    95,370         0         0
GENERAL MTRS CORP                            X                   3   110,947         0       400
GENTEX CORP                                  X                   7     20110         0         0
GENUINE PARTS CO                             X                   5         0       224         0
GENUINE PARTS CO                             X                   2    12,665         0         0
GENUINE PARTS CO                             X                   7    33,800         0         0
GENUINE PARTS CO                             X                   3    41,800         0         0
GENWORTH FINL INC                            X                   2        50         0         0
GENWORTH FINL INC                            X                   4         0         0       279
GENWORTH FINL INC                            X                          1000        85         0
GENWORTH FINL INC                            X                   5         0      2100         0
GENWORTH FINL INC                            X                   3     2,300         0         0
GENWORTH FINL INC                            X                   5         0     15570         0
GENWORTH FINL INC                            X                   7    86,940         0         0
GENZYME CORP                                 X                             0        65         0
GENZYME CORP                                 X                   2       140         0         0
GENZYME CORP                                 X                   5         0       306         0
GENZYME CORP                                 X                         2,000         0         0
GENZYME CORP                                 X                   4       895         0     3,840
GENZYME CORP                                 X                   3     5,798         0         0
GENZYME CORP                                 X                   7    51,267         0         0
GERDAU S A                                   X                             0        46         0
GERDAU S A                                   X                   5         0       146         0
GERDAU S A                                   X                   3     8,400         0         0
GERDAU S A                                   X                       50,000         0         0
GERDAU S A                                   X                   7    62,400         0         0
GETTY IMAGES INC                             X                   5         0       221         0
GETTY IMAGES INC                             X                   7     8,490         0         0
GILEAD SCIENCES INC                          X                         2,000         0         0
GILEAD SCIENCES INC                          X                   4       380         0     2,595
GILEAD SCIENCES INC                          X                   5         0     3,000         0
GILEAD SCIENCES INC                          X                   3     7,575         0         0
GILEAD SCIENCES INC                          X                   3    87,130         0         0
GILEAD SCIENCES INC                          X                   7     90554         0         0
GILDAN ACTIVEWEAR INC                        X                   2     5,576         0         0
GLAMIS GOLD LTD                              X                   2       500         0         0
GLAMIS GOLD LTD                              X                   3     1,200         0         0
GLAMIS GOLD LTD                              X                   3     2,525         0         0
GLAMIS GOLD LTD                              X                   2     9,713         0         0
GLAMIS GOLD LTD                              X                   4    13,760         0         0
GLATFELTER                                   X                   4         0         0       104
GLATFELTER                                   X                   2    25,770         0         0
GLAXOSMITHKLINE PLC                          X                             0       567         0
GLAXOSMITHKLINE PLC                          X                   4     1,200         0         0
GLAXOSMITHKLINE PLC                          X                   3     1,500         0         0
GLAXOSMITHKLINE PLC                          X                   5         0      3670         0
GLAXOSMITHKLINE PLC                          X                   5      5422         0         0
GLAXOSMITHKLINE PLC                          X                   2    15,151         0         0
GLAXOSMITHKLINE PLC                          X                   4     1,200         0    18,859
GLAXOSMITHKLINE PLC                          X                   2    45,425         0         0
GLENCAIRN GOLD CORP                          X                   2     74000         0         0
GOLD FIELDS LTD NEW                          X                             0        54         0
GOLD FIELDS LTD NEW                          X                             0       104         0
GOLD FIELDS LTD NEW                          X                   5         0       331         0
GOLD FIELDS LTD NEW                          X                   3       500         0         0
GOLD FIELDS LTD NEW                          X                   2     1,935         0         0
GOLD FIELDS LTD NEW                          X                   4     3,000         0         0
GOLD FIELDS LTD NEW                          X                   3     1,770         0    12,000
GOLD FIELDS LTD NEW                          X                   3    25,350         0         0
GOLD FIELDS LTD NEW                          X                   3     28000         0         0
GOLD FIELDS LTD NEW                          X                   3    50,000         0         0
GOLDCORP INC NEW                             X                   5       456         0         0
GOLDCORP INC NEW                             X                   3     3,200         0         0
GOLDCORP INC NEW                             X                   2    19,405         0         0
GOLDEN STAR RES LTD CDA                      X                   5       817         0         0
GOLDEN STAR RES LTD CDA                      X                   2     6,000         0         0
GOLDEN STAR RES LTD CDA                      X                   3     10000         0         0
GOLDEN WEST FINL CORP DEL                    X                   4         0         0         8
GOLDEN WEST FINL CORP DEL                    X                   2        75         0         0
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    50,180         0         0
GOLDFIELD CORP                               X                   3    28,200         0         0
GOLDMAN SACHS GROUP INC                      X                   5         0       200         0
GOLDMAN SACHS GROUP INC                      X                   2       380         0         0
GOLDMAN SACHS GROUP INC                      X                           500         0         0
GOLDMAN SACHS GROUP INC                      X                         1,000         0         0
GOLDMAN SACHS GROUP INC                      X                   4       877       300       100
GOLDMAN SACHS GROUP INC                      X                   5         0      2700         0
GOLDMAN SACHS GROUP INC                      X                          2825         0         0
GOLDMAN SACHS GROUP INC                      X                   3     4,799         0         0
GOLDMAN SACHS GROUP INC                      X                   3     5,825         0         0
GOLDMAN SACHS GROUP INC                      X                   2      8045         0         0
GOLDMAN SACHS GROUP INC                      X                   4    17,704         0     1,035
GOLDMAN SACHS GROUP INC                      X                   3    20,000         0         0
GOLDMAN SACHS GROUP INC                      X                   3     20979         0         0
GOLDMAN SACHS GROUP INC                      X                   3    23,632         0         0
GOLDMAN SACHS GROUP INC                      X                   3    33,961         0         0
GOLDMAN SACHS GROUP INC                      X                   7    81,983         0         0
GOLDMAN SACHS GROUP INC                      X                   5    179240         0         0
GOODRICH CORP                                X                   3      1900         0         0
GOODRICH CORP                                X                   7    18,715         0         0
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      2855         0         0
GOODYEAR TIRE & RUBR CO                      X                   3     3,600         0         0
GOODYEAR TIRE & RUBR CO                      X                   7     8,214         0         0
GOODYEAR TIRE & RUBR CO                      X                   2    10,691         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                   4        70         0       150
GOOGLE INC                                   X                   3       300         0         0
GOOGLE INC                                   X                   5       300         0         0
GOOGLE INC                                   X                   5         0       650         0
GOOGLE INC                                   X                           705         0         0
GOOGLE INC                                   X                   3       963         0        50
GOOGLE INC                                   X                   3     8,183         0         0
GOOGLE INC                                   X                   5      8440         0         0
GOOGLE INC                                   X                   7    43,697         0         0
GORMAN RUPP CO                               X                   4         0      7500         0
GRAINGER W W INC                             X                   5         0       106         0
GRAINGER W W INC                             X                         1,862         0         0
GRAINGER W W INC                             X                   7    15,729         0         0
GRAINGER W W INC                             X                   3    17,400         0         0
GRANT PRIDECO INC                            X                   5        60         0         0
GRANT PRIDECO INC                            X                   2       130         0         0
GRANT PRIDECO INC                            X                             0       820         0
GRANT PRIDECO INC                            X                   4     1,070         0         0
GRANT PRIDECO INC                            X                         1,100         0         0
GRANT PRIDECO INC                            X                   3     2,680         0         0
GRANT PRIDECO INC                            X                   2    14,575         0         0
GRANT PRIDECO INC                            X                   6     18848         0         0
GRANT PRIDECO INC                            X                   3    68,500         0         0
GRANT PRIDECO INC                            X                   3    112515         0         0
GREAT LAKES BANCORP INC NEW                  X                   4    76,111         0         0
GROUPE DANONE                                X                   2     3,890         0         0
GROUPE DANONE                                X                   5      5400         0         0
GROUPE CGI INC                               X                   2     47520         0         0
GRUPO TELEVISA SA DE CV                      X                         4,000         0         0
GRUPO TELEVISA SA DE CV                      X                   3     9,200         0         0
GRUPO TELEVISA SA DE CV                      X                   7    53,400         0         0
GRUPO AEROPORTUARIO DEL PAC                  X                             0        21         0
GRUPO AEROPORTUARIO DEL PAC                  X                   5         0        68         0
GRUPO AEROPORTUARIO DEL PAC                  X                   7    47,817         0         0
GTECH HLDGS CORP                             X                   7    20,300         0         0
GYRODYNE CO AMER INC                         X                   4         0    60,580         0
HCA INC                                      X                   5       235         0         0
HCA INC                                      X                   4     1,333         0     6,868
HCA INC                                      X                   3    10,639         0         0
HCA INC                                      X                   5         0     10850         0
HCA INC                                      X                   2     11120         0         0
HCA INC                                      X                   3    30,300         0         0
HCA INC                                      X                   7     76553         0         0
HCC INS HLDGS INC                            X                   3     7,050         0         0
HSBC HLDGS PLC                               X                   3         0         0       475
HSBC HLDGS PLC                               X                           495         0         0
HSBC HLDGS PLC                               X                   3       785         0         0
HSBC HLDGS PLC                               X                   2     2,400         0         0
HSBC HLDGS PLC                               X                   4     2,578         0         0
HSBC HLDGS PLC                               X                   5         0     13575         0
HSBC HLDGS PLC                               X                   5     39365         0         0
HSBC HLDGS PLC                               X                   2    42,594         0         0
HSBC HLDGS PLC                               X                   4    59,973         0    10,941
HSBC HLDGS PLC                               X                   3         0         0    15,450
HSBC HLDGS PLC                               X                         18000         0         0
HSBC HLDGS PLC                               X                   5     68000         0         0
HALLIBURTON CO                               X                           500         0         0
HALLIBURTON CO                               X                           585         0         0
HALLIBURTON CO                               X                   5         0       650         0
HALLIBURTON CO                               X                         1,000         0         0
HALLIBURTON CO                               X                   3     1,500         0         0
HALLIBURTON CO                               X                   5         0      1790         0
HALLIBURTON CO                               X                   3     1,900         0         0
HALLIBURTON CO                               X                   2     2,070         0         0
HALLIBURTON CO                               X                   4     3,000         0         0
HALLIBURTON CO                               X                   3     8,000         0         0
HALLIBURTON CO                               X                   4     1,037         0    10,737
HALLIBURTON CO                               X                   5         0    12,100         0
HALLIBURTON CO                               X                   5     16843         0         0
HALLIBURTON CO                               X                   3    74,844         0       400
HALLIBURTON CO                               X                   7    85,640         0         0
HANCOCK JOHN PATRIOT PREM DI                 X                   4         0         0    21,307
HARDINGE INC                                 X                   4    26,550         0         0
HARKEN ENERGY CORP                           X                   2    10,000         0         0
HARLEY DAVIDSON INC                          X                   2       145         0         0
HARLEY DAVIDSON INC                          X                   5       235         0         0
HARLEY DAVIDSON INC                          X                   5         0       325         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                   3     2,100         0         0
HARLEY DAVIDSON INC                          X                   4     4,754       300         0
HARLEY DAVIDSON INC                          X                   4     1,665         0     4,275
HARLEY DAVIDSON INC                          X                   3     1,150         0     7,120
HARLEY DAVIDSON INC                          X                   7    57,589         0         0
HARMAN INTL INDS INC                         X                   5        50         0         0
HARMAN INTL INDS INC                         X                   4         0         0      2533
HARMAN INTL INDS INC                         X                   3         0         0     3,800
HARMAN INTL INDS INC                         X                   7    12,950         0         0
HARMONY GOLD MNG LTD                         X                   4       116         0         0
HARMONY GOLD MNG LTD                         X                   3       620         0         0
HARMONY GOLD MNG LTD                         X                   4     1,000         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    22,000         0         0
HARRAHS ENTMT INC                            X                   3       700         0         0
HARRAHS ENTMT INC                            X                   4         0         0       731
HARRAHS ENTMT INC                            X                   3     2,200         0         0
HARRAHS ENTMT INC                            X                   3     4,980         0     3,000
HARRAHS ENTMT INC                            X                   7    35,917         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                   3       232         0         0
HARTFORD FINL SVCS GROUP INC                 X                         1,001        55         0
HARTFORD FINL SVCS GROUP INC                 X                   5         0     4,700         0
HARTFORD FINL SVCS GROUP INC                 X                   3     5,277         0         0
HARTFORD FINL SVCS GROUP INC                 X                   3     8,437         0         0
HARTFORD FINL SVCS GROUP INC                 X                   4     5,650       350     3,250
HARTFORD FINL SVCS GROUP INC                 X                   2     10570         0         0
HARTFORD FINL SVCS GROUP INC                 X                   4      8160         0      4469
HARTFORD FINL SVCS GROUP INC                 X                   7     59599         0         0
HARVEST ENERGY TR                            X                   4     2,180         0         0
HARVEST ENERGY TR                            X                   2    36,543         0         0
HASBRO INC                                   X                   4       800         0         0
HASBRO INC                                   X                   7    35,330         0         0
HEALTH CARE PPTY INVS INC                    X                   7    12,900         0         0
HEALTH MGMT ASSOC INC NEW                    X                   4         0         0       800
HEALTH MGMT ASSOC INC NEW                    X                         6,453         0         0
HEALTH MGMT ASSOC INC NEW                    X                         8,000         0         0
HEALTH MGMT ASSOC INC NEW                    X                   5         0     16800         0
HEALTH MGMT ASSOC INC NEW                    X                   2    22,413         0         0
HEALTH MGMT ASSOC INC NEW                    X                   7    46,769         0         0
HEALTH MGMT ASSOC INC NEW                    X                   3   244,239         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      1500
HECLA MNG CO                                 X                   3    12,700         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                   2     5,377         0         0
HEINZ H J CO                                 X                   5      5500         0         0
HEINZ H J CO                                 X                   3      8740         0         0
HEINZ H J CO                                 X                   3     13000         0         0
HEINZ H J CO                                 X                   4    13,045         0     1,000
HEINZ H J CO                                 X                   4     6,207     4,003     3,950
HEINZ H J CO                                 X                   7    54,673         0         0
HELIX ENERGY SOLUTIONS GRP I                 X                   2       480         0         0
HELIX ENERGY SOLUTIONS GRP I                 X                           900         0         0
HELIX ENERGY SOLUTIONS GRP I                 X                   4     1,850         0       200
HELIX ENERGY SOLUTIONS GRP I                 X                         8,400         0         0
HELIX ENERGY SOLUTIONS GRP I                 X                   4     39266         0       889
HERSHEY CO                                   X                   5        95         0         0
HERSHEY CO                                   X                   2       200         0         0
HERSHEY CO                                   X                   5         0       195         0
HERSHEY CO                                   X                   3         0         0       700
HERSHEY CO                                   X                   2     4,000         0         0
HERSHEY CO                                   X                   4     8,429     1,492     4,890
HERSHEY CO                                   X                   7    27,682         0         0
HERSHEY CO                                   X                   4   184,883         0     4,465
HESS CORP                                    X                   4      1719         0         0
HESS CORP                                    X                   3         0         0      3300
HESS CORP                                    X                   7    33,990         0         0
HESS CORP                                    X                   4    85,428         0     3,956
HEWLETT PACKARD CO                           X                   3       126         0         0
HEWLETT PACKARD CO                           X                   1       153         0         0
HEWLETT PACKARD CO                           X                   3       310         0         0
HEWLETT PACKARD CO                           X                   5         0      1970         0
HEWLETT PACKARD CO                           X                   3     2,514         0         0
HEWLETT PACKARD CO                           X                   3     4,266         0         0
HEWLETT PACKARD CO                           X                   5      5765         0         0
HEWLETT PACKARD CO                           X                         9,876         0         0
HEWLETT PACKARD CO                           X                   5         0     15000         0
HEWLETT PACKARD CO                           X                   2    27,060         0         0
HEWLETT PACKARD CO                           X                   4    24,115     3,000         0
HEWLETT PACKARD CO                           X                        30,141         0         0
HEWLETT PACKARD CO                           X                   3     49657         0       442
HEWLETT PACKARD CO                           X                   4     42210         0     16661
HEWLETT PACKARD CO                           X                   3   150,296         0       420
HEWLETT PACKARD CO                           X                   3   251,885         0         0
HEWLETT PACKARD CO                           X                   7   573,439         0         0
HILLENBRAND INDS INC                         X                   7     5,260         0         0
HILTON HOTELS CORP                           X                   5         0     7,800         0
HILTON HOTELS CORP                           X                   3    13,610         0         0
HILTON HOTELS CORP                           X                   7    66,716         0         0
HIMAX TECHNOLOGIES INC                       X                   5     10000         0         0
HITACHI LIMITED                              X                             0       113         0
HITACHI LIMITED                              X                   5       421         0         0
HITACHI LIMITED                              X                   2     2,367         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      1000         0         0
HOME DEPOT INC                               X                         1,400         0         0
HOME DEPOT INC                               X                   5         0      1500         0
HOME DEPOT INC                               X                         1,200       405         0
HOME DEPOT INC                               X                   5         0      1996         0
HOME DEPOT INC                               X                   3     2,250         0         0
HOME DEPOT INC                               X                   3     2,413         0         0
HOME DEPOT INC                               X                   2     2,475         0         0
HOME DEPOT INC                               X                   3      5000         0         0
HOME DEPOT INC                               X                   2     6,135         0         0
HOME DEPOT INC                               X                        17,100         0         0
HOME DEPOT INC                               X                   5     18675         0         0
HOME DEPOT INC                               X                   3     23182         0         0
HOME DEPOT INC                               X                        24,793         0         0
HOME DEPOT INC                               X                   4    40,051     4,088     2,400
HOME DEPOT INC                               X                   3     94220         0         0
HOME DEPOT INC                               X                   4    79,367       700    31,716
HOME DEPOT INC                               X                   3   173,759         0    13,000
HOME DEPOT INC                               X                   7   438,130         0         0
HONDA MOTOR LTD                              X                   4         0         0       200
HONDA MOTOR LTD                              X                   2    179148         0         0
HONEYWELL INTL INC                           X                   1       310         0         0
HONEYWELL INTL INC                           X                           500         0         0
HONEYWELL INTL INC                           X                   5       700         0         0
HONEYWELL INTL INC                           X                   3       870         0         0
HONEYWELL INTL INC                           X                          1600         0         0
HONEYWELL INTL INC                           X                   3      1700         0         0
HONEYWELL INTL INC                           X                   2      2030         0         0
HONEYWELL INTL INC                           X                   3     8,400         0         0
HONEYWELL INTL INC                           X                   5      9079         0         0
HONEYWELL INTL INC                           X                   5         0      9560         0
HONEYWELL INTL INC                           X                   3    15,956         0         0
HONEYWELL INTL INC                           X                   4    20,119       550       200
HONEYWELL INTL INC                           X                   3     7,890         0    19,000
HONEYWELL INTL INC                           X                   4    27,137         0     4,470
HONEYWELL INTL INC                           X                   7   207,896         0         0
HORMEL FOODS CORP                            X                   7     9,810         0         0
HOSPIRA INC                                  X                   5        23         0         0
HOSPIRA INC                                  X                   3       300         0         0
HOSPIRA INC                                  X                           620         0         0
HOSPIRA INC                                  X                   5      1170         0         0
HOSPIRA INC                                  X                   4     1,992         0         0
HOSPIRA INC                                  X                   4     4,096     1,060     1,800
HOSPIRA INC                                  X                   7    25,567         0         0
HOSPITALITY PPTYS TR                         X                   7      5800         0         0
HOST HOTELS & RESORTS INC                    X                   3       273         0         0
HOST HOTELS & RESORTS INC                    X                   5         0       493         0
HOST HOTELS & RESORTS INC                    X                   5      5372         0         0
HOST HOTELS & RESORTS INC                    X                   4     4,681       683       413
HOST HOTELS & RESORTS INC                    X                   4     13958         0      7548
HOST HOTELS & RESORTS INC                    X                   3    22,406         0         0
HOST HOTELS & RESORTS INC                    X                   7    63,587         0         0
HUBBELL INC                                  X                   5         0      9301         0
HUDSON CITY BANCORP                          X                   7    69,864         0         0
HUGOTON RTY TR TEX                           X                   3         0         0         5
HUGOTON RTY TR TEX                           X                   2        24         0         0
HUGOTON RTY TR TEX                           X                   4         0     1,000         0
HUGOTON RTY TR TEX                           X                   3     7,281         0         0
HUGOTON RTY TR TEX                           X                   3    13,664         0         0
HUMANA INC                                   X                         1,050         0         0
HUMANA INC                                   X                   7    29,040         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   2660000         0         0
HUNT J B TRANS SVCS INC                      X                   4         0         0       105
HUNT J B TRANS SVCS INC                      X                   5       223         0         0
HUNT J B TRANS SVCS INC                      X                         3,936         0         0
HUNT J B TRANS SVCS INC                      X                   7    14,480         0         0
HUNTINGTON BANCSHARES INC                    X                   2        70         0         0
HUNTINGTON BANCSHARES INC                    X                   7    48,486         0         0
HUTCHISON TELECOMM INTL LTD                  X                   6   7076800         0    139200
HYPERCOM CORP                                X                   3    21,600         0         0
IAC INTERACTIVECORP                          X                   2       280         0         0
IAC INTERACTIVECORP                          X                             0       322         0
IAC INTERACTIVECORP                          X                   4       535         0         0
IAC INTERACTIVECORP                          X                   5       765         0         0
IAC INTERACTIVECORP                          X                   4     1,665         0         0
IAC INTERACTIVECORP                          X                         3,605         0         0
IAC INTERACTIVECORP                          X                   7    38,950         0         0
IPCS INC                                     X                        7,665         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    18,000
IMS HEALTH INC                               X                   7    44,163         0         0
ISTAR FINL INC                               X                   7    13,670         0         0
ITT INDS INC IND                             X                   2       120         0         0
ITT INDS INC IND                             X                   5         0       200         0
ITT INDS INC IND                             X                           360         0         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                   6    24,130         0         0
ITT INDS INC IND                             X                   2    25,080         0         0
ITT INDS INC IND                             X                   4    18,209       300     6,900
ITT INDS INC IND                             X                   3    30,947         0         0
ITT INDS INC IND                             X                   7    35,632         0         0
ITT INDS INC IND                             X                   3    51,240         0         0
ITT INDS INC IND                             X                   3   103,088         0         0
ITT INDS INC IND                             X                   4   165,867         0     8,032
ICICI BK LTD                                 X                   4         0         0       100
ICICI BK LTD                                 X                   6     1,500         0         0
ICICI BK LTD                                 X                   3      1600         0         0
ICICI BK LTD                                 X                   2     3,360         0         0
ICICI BK LTD                                 X                         6,500         0         0
ICICI BK LTD                                 X                   7    14,522         0         0
ICICI BK LTD                                 X                   6   214,300         0         0
ILLINOIS TOOL WKS INC                        X                   5       115         0         0
ILLINOIS TOOL WKS INC                        X                   2       150         0         0
ILLINOIS TOOL WKS INC                        X                             0       510         0
ILLINOIS TOOL WKS INC                        X                   4       800         0         0
ILLINOIS TOOL WKS INC                        X                   3     7,225         0         0
ILLINOIS TOOL WKS INC                        X                   4        72         0    19,409
ILLINOIS TOOL WKS INC                        X                   6    20,624         0         0
ILLINOIS TOOL WKS INC                        X                   2    25,345         0         0
ILLINOIS TOOL WKS INC                        X                   3    65,720         0         0
ILLINOIS TOOL WKS INC                        X                   3    88,000         0         0
ILLINOIS TOOL WKS INC                        X                   3    96,656         0         0
ILLINOIS TOOL WKS INC                        X                   7    98,416         0         0
ILLINOIS TOOL WKS INC                        X                   3   251,624         0         0
IMCLONE SYS INC                              X                   3         0         0       200
IMCLONE SYS INC                              X                   2       600         0         0
IMCLONE SYS INC                              X                   7     5,400         0         0
IMPERIAL OIL LTD                             X                   3       300         0         0
IMPERIAL OIL LTD                             X                   4     7,650         0         0
IMPERIAL OIL LTD                             X                   2   235,980         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     12515
INCO LTD                                     X                   4         0         0        22
INCO LTD                                     X                   3       775         0         0
INCO LTD                                     X                   3     1,520         0         0
INCO LTD                                     X                   3     7,000         0         0
INCO LTD                                     X                   2    38,841         0         0
INFINEON TECHNOLOGIES AG                     X                             0       780         0
INFINEON TECHNOLOGIES AG                     X                   2      3845         0         0
INFINEON TECHNOLOGIES AG                     X                   5         0     16400         0
INFOSYS TECHNOLOGIES LTD                     X                             0        13         0
INFOSYS TECHNOLOGIES LTD                     X                             0        25         0
INFOSYS TECHNOLOGIES LTD                     X                   4         0         0        40
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                          1230         0         0
INFOSYS TECHNOLOGIES LTD                     X                   3     2,100         0         0
INFOSYS TECHNOLOGIES LTD                     X                   5         0    20,200         0
INFOSYS TECHNOLOGIES LTD                     X                   6   578,641         0         0
ING GROEP N V                                X                   5         0       385         0
ING GROEP N V                                X                             0       454         0
ING GROEP N V                                X                   5      1759         0         0
ING GROEP N V                                X                   2    54,316         0         0
ING GROEP N V                                X                   2   118,450         0         0
INTEL CORP                                   X                   1       170         0         0
INTEL CORP                                   X                   2       300         0         0
INTEL CORP                                   X                   5         0       440         0
INTEL CORP                                   X                   3       528         0         0
INTEL CORP                                   X                         2,377         0         0
INTEL CORP                                   X                         2,304       910         0
INTEL CORP                                   X                   3      4000         0         0
INTEL CORP                                   X                   3     4,048         0         0
INTEL CORP                                   X                        12,080         0         0
INTEL CORP                                   X                   5     12700         0         0
INTEL CORP                                   X                   3    20,139         0         0
INTEL CORP                                   X                         46482         0         0
INTEL CORP                                   X                        49,021         0         0
INTEL CORP                                   X                   2    81,382         0         0
INTEL CORP                                   X                   5         0    124850         0
INTEL CORP                                   X                       128,120         0         0
INTEL CORP                                   X                   3   229,674         0         0
INTEL CORP                                   X                   3    193512         0     71476
INTEL CORP                                   X                   4   271,546    25,148    78,325
INTEL CORP                                   X                   4   334,740         0    73,909
INTEL CORP                                   X                   3   507,446         0     9,142
INTEL CORP                                   X                   3   622,832         0         0
INTEL CORP                                   X                   5    681495         0         0
INTEL CORP                                   X                   7 1,167,515         0         0
INTERNATIONAL BUSINESS MACHS                 X                   3       200         0         0
INTERNATIONAL BUSINESS MACHS                 X                   2       400         0         0
INTERNATIONAL BUSINESS MACHS                 X                   5         0       416         0
INTERNATIONAL BUSINESS MACHS                 X                   1       900         0         0
INTERNATIONAL BUSINESS MACHS                 X                         2,320         0         0
INTERNATIONAL BUSINESS MACHS                 X                   5         0     2,900         0
INTERNATIONAL BUSINESS MACHS                 X                   3     2,979         0         0
INTERNATIONAL BUSINESS MACHS                 X                          3076         0         0
INTERNATIONAL BUSINESS MACHS                 X                   5         0      3746         0
INTERNATIONAL BUSINESS MACHS                 X                   2      4065         0         0
INTERNATIONAL BUSINESS MACHS                 X                   3     4,146         0         0
INTERNATIONAL BUSINESS MACHS                 X                   5      4200         0         0
INTERNATIONAL BUSINESS MACHS                 X                         8,323         0         0
INTERNATIONAL BUSINESS MACHS                 X                   3     8,932         0         0
INTERNATIONAL BUSINESS MACHS                 X                         16000         0         0
INTERNATIONAL BUSINESS MACHS                 X                   3    40,000         0         0
INTERNATIONAL BUSINESS MACHS                 X                   5     62576         0         0
INTERNATIONAL BUSINESS MACHS                 X                   3    78,332         0    40,554
INTERNATIONAL BUSINESS MACHS                 X                   4   128,263         0    12,204
INTERNATIONAL BUSINESS MACHS                 X                   3   140,617         0         0
INTERNATIONAL BUSINESS MACHS                 X                   4   123,472    24,037    28,427
INTERNATIONAL BUSINESS MACHS                 X                   3   196,688         0     4,703
INTERNATIONAL BUSINESS MACHS                 X                   7   316,274         0         0
INTERNATIONAL FLAVORS&FRAGRA                 X                   3       450         0         0
INTERNATIONAL FLAVORS&FRAGRA                 X                   3       620         0         0
INTERNATIONAL FLAVORS&FRAGRA                 X                   3     1,600         0         0
INTERNATIONAL FLAVORS&FRAGRA                 X                   6      3200         0         0
INTERNATIONAL FLAVORS&FRAGRA                 X                   2     5,065         0         0
INTERNATIONAL FLAVORS&FRAGRA                 X                   7    13,290         0         0
INTERNATIONAL FLAVORS&FRAGRA                 X                   2    16,655         0         0
INTERNATIONAL GAME TECHNOLOG                 X                   2       155         0         0
INTERNATIONAL GAME TECHNOLOG                 X                   5         0       225         0
INTERNATIONAL GAME TECHNOLOG                 X                   5       225         0         0
INTERNATIONAL GAME TECHNOLOG                 X                   5         0       790         0
INTERNATIONAL GAME TECHNOLOG                 X                   5      1500         0         0
INTERNATIONAL GAME TECHNOLOG                 X                   5         0      2900         0
INTERNATIONAL GAME TECHNOLOG                 X                   3     4,400         0         0
INTERNATIONAL GAME TECHNOLOG                 X                   4     6,000         0         0
INTERNATIONAL GAME TECHNOLOG                 X                   3    13,260         0         0
INTERNATIONAL GAME TECHNOLOG                 X                   4        71         0    21,821
INTERNATIONAL GAME TECHNOLOG                 X                   7    60,434         0         0
INTERNATIONAL GAME TECHNOLOG                 X                   5     10000         0         0
INTL PAPER CO                                X                   5       361         0         0
INTL PAPER CO                                X                   3      2200         0         0
INTL PAPER CO                                X                   3    13,246         0         0
INTL PAPER CO                                X                   4    16,446         0       670
INTL PAPER CO                                X                   4      8083      2410      7900
INTL PAPER CO                                X                   7    90,029         0         0
INTERNET HOLDRS TR                           X                   3       200         0         0
INTERNET HOLDRS TR                           X                   5       900         0         0
INTERNET HOLDRS TR                           X                   3     1,300         0         0
INTERNET HOLDRS TR                           X                   3     3,300         0         0
INTERNET HOLDRS TR                           X                   3     43000         0         0
INTERPUBLIC GROUP COS INC                    X                   2        90         0         0
INTERPUBLIC GROUP COS INC                    X                   3       290         0         0
INTERPUBLIC GROUP COS INC                    X                   4       330         0       140
INTERPUBLIC GROUP COS INC                    X                   5         0       908         0
INTERPUBLIC GROUP COS INC                    X                   7     63682         0         0
INTERSIL CORP                                X                         2,300         0         0
INTERSIL CORP                                X                   5         0      3600         0
INTERSIL CORP                                X                   3    72,000         0         0
INTUIT                                       X                   4         0         0       179
INTUIT                                       X                         2,068         0         0
INTUIT                                       X                   3     2,770         0         0
INTUIT                                       X                   3     6,580         0         0
INTUIT                                       X                   7    38,212         0         0
INVERNESS MED INNOVATIONS IN                 X                   3   500,000         0         0
INVITROGEN CORP                              X                   7     7,900         0         0
INVITROGEN CORP                              X                   5     10000         0         0
INVESTORS FINL SERVICES CORP                 X                   7     8,200         0         0
IPSCO INC                                    X                   4         0         0     1,100
IPSCO INC                                    X                   2     5,012         0         0
IRON MTN INC                                 X                   4         0         0       147
IRON MTN INC                                 X                   5       210         0         0
IRON MTN INC                                 X                   5         0       580         0
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                   3         0         0        50
ISHARES COMEX GOLD TR                        X                   2       485         0         0
ISHARES COMEX GOLD TR                        X                   5      2123         0         0
ISHARES COMEX GOLD TR                        X                        45,201         0         0
ISHARES INC                                  X                   4         0         0       100
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    10,300         0         0
ISHARES INC                                  X                   4         0         0    28,674
ISHARES INC                                  X                   4         0         0        15
ISHARES INC                                  X                   2     1,400         0         0
ISHARES INC                                  X                   4         0         0     1,840
ISHARES INC                                  X                         2,000         0         0
ISHARES INC                                  X                   3     2,300         0         0
ISHARES INC                                  X                   5      6360         0         0
ISHARES INC                                  X                        9,000         0         0
ISHARES INC                                  X                   3    38,200         0         0
ISHARES INC                                  X                      113,500         0         0
ISHARES INC                                  X                   2       360         0         0
ISHARES INC                                  X                         2,000         0         0
ISHARES INC                                  X                   3      2200         0         0
ISHARES INC                                  X                   5      2500         0         0
ISHARES INC                                  X                   3    12,000         0         0
ISHARES INC                                  X                       201,408         0         0
ISHARES INC                                  X                   4         0         0       347
ISHARES INC                                  X                   2       975         0         0
ISHARES INC                                  X                   3     2,060         0         0
ISHARES INC                                  X                   5      3362         0         0
ISHARES INC                                  X                   3     3,600         0         0
ISHARES INC                                  X                        53,265         0         0
ISHARES INC                                  X                   4         0         0       150
ISHARES INC                                  X                   2     2,110         0         0
ISHARES INC                                  X                   3     5,358         0         0
ISHARES INC                                  X                   4         0         0     11018
ISHARES INC                                  X                   3    12,800         0         0
ISHARES INC                                  X                   3    17,450         0         0
ISHARES INC                                  X                   4         0         0       300
ISHARES INC                                  X                   2     1,350         0         0
ISHARES INC                                  X                   4         0         0    25,543
ISHARES INC                                  X                       450,551         0         0
ISHARES INC                                  X                   4         0         0       300
ISHARES INC                                  X                   2       390         0         0
ISHARES INC                                  X                   5      2212         0         0
ISHARES INC                                  X                         12775         0         0
ISHARES INC                                  X                   4         0         0    29,906
ISHARES INC                                  X                   4         0         0        75
ISHARES INC                                  X                   5         0       925         0
ISHARES INC                                  X                         7,550         0         0
ISHARES INC                                  X                   4         0         0    15,528
ISHARES INC                                  X                        20,040       293         0
ISHARES INC                                  X                        27,600       101         0
ISHARES INC                                  X                   3    36,500         0         0
ISHARES INC                                  X                   6    39,000         0         0
ISHARES INC                                  X                   5     45732         0         0
ISHARES INC                                  X                   5         0     49800         0
ISHARES INC                                  X                   3    96,650         0         0
ISHARES INC                                  X                   3   188,525         0         0
ISHARES INC                                  X                   3   473,760         0         0
ISHARES INC                                  X                   4         0         0       250
ISHARES INC                                  X                   2       400         0         0
ISHARES INC                                  X                          5500         0         0
ISHARES INC                                  X                   4         0         0    28,149
ISHARES INC                                  X                   4         0         0       100
ISHARES INC                                  X                   2       118         0         0
ISHARES INC                                  X                         3,815         0         0
ISHARES INC                                  X                   4         0         0     8,646
ISHARES INC                                  X                   4         0         0       100
ISHARES INC                                  X                   2       100         0         0
ISHARES INC                                  X                          4560         0         0
ISHARES INC                                  X                   4         0         0     8,621
ISHARES INC                                  X                   4         0         0       425
ISHARES INC                                  X                           500        16         0
ISHARES INC                                  X                   3       600         0         0
ISHARES INC                                  X                   2      1500         0         0
ISHARES INC                                  X                   3      2250         0         0
ISHARES INC                                  X                   4         0         0     4,686
ISHARES INC                                  X                   3      4975         0         0
ISHARES INC                                  X                         5,200         0         0
ISHARES INC                                  X                   5         0      5300         0
ISHARES INC                                  X                   5      9269         0         0
ISHARES INC                                  X                       13,000         0         0
ISHARES INC                                  X                   4         0         0        10
ISHARES INC                                  X                   4         0         0       335
ISHARES INC                                  X                           442         0         0
ISHARES INC                                  X                           920         0         0
ISHARES INC                                  X                   3      1770         0         0
ISHARES INC                                  X                   4         0         0       300
ISHARES INC                                  X                   2       345         0         0
ISHARES INC                                  X                         2,300         0         0
ISHARES INC                                  X                         7,725         0         0
ISHARES INC                                  X                   3    16,050         0         0
ISHARES INC                                  X                   5         0     16300         0
ISHARES INC                                  X                   4         0         0    28,341
ISHARES INC                                  X                   5     36091         0         0
ISHARES INC                                  X                   4         0         0       100
ISHARES INC                                  X                   2       250         0         0
ISHARES INC                                  X                         6,680         0         0
ISHARES INC                                  X                   4         0         0    13,232
ISHARES INC                                  X                   4         0         0        25
ISHARES INC                                  X                             0       513         0
ISHARES INC                                  X                           450       202         0
ISHARES INC                                  X                   4         0         0     1,497
ISHARES INC                                  X                   3    10,000         0         0
ISHARES INC                                  X                   3    20,651         0         0
ISHARES INC                                  X                   5         0     28614         0
ISHARES INC                                  X                   3    30,460         0         0
ISHARES INC                                  X                   5     33500         0         0
ISHARES INC                                  X                   5         0    105300         0
ISHARES INC                                  X                   4         0         0     1,150
ISHARES INC                                  X                   5      5500         0         0
ISHARES INC                                  X                   3    20,610         0         0
ISHARES INC                                  X                        24,499         0         0
ISHARES INC                                  X                   3    72,000         0         0
ISHARES INC                                  X                   3   107,080         0         0
ISHARES INC                                  X                   5    107273         0         0
ISHARES INC                                  X                   4         0         0   138,936
ISHARES INC                                  X                   5         0    154100         0
ISHARES INC                                  X                   3   206,765         0         0
ISHARES INC                                  X                   3   216,665         0         0
ISHARES INC                                  X                   2   536,697         0         0
ISHARES INC                                  X                       598,739         0         0
ISHARES INC                                  X                   6   1290134         0         0
ISHARES INC                                  X                   4         0         0       100
ISHARES INC                                  X                   2       274         0         0
ISHARES INC                                  X                         5,315         0         0
ISHARES INC                                  X                   4         0         0    12,478
ISHARES INC                                  X                             0        95         0
ISHARES INC                                  X                             0        49         0
ISHARES INC                                  X                   4         0         0       150
ISHARES INC                                  X                   5         0       299         0
ISHARES INC                                  X                           917         0         0
ISHARES INC                                  X                   2     1,130         0         0
ISHARES INC                                  X                   5      9051         0         0
ISHARES INC                                  X                   3    12,500         0         0
ISHARES INC                                  X                   4         0         0    14,020
ISHARES INC                                  X                   3    23,700         0         0
ISHARES INC                                  X                   3     48425         0         0
ISHARES TR                                   X                   6    24,200         0         0
ISHARES TR                                   X                   3       600         0         0
ISHARES TR                                   X                   3     4,596         0         0
ISHARES TR                                   X                   5      6123         0         0
ISHARES TR                                   X                           963         0         0
ISHARES TR                                   X                   3     3,505         0         0
ISHARES TR                                   X                   4         0         0    11,696
ISHARES TR                                   X                             0        25         0
ISHARES TR                                   X                   5         0       149         0
ISHARES TR                                   X                   4         0         0       210
ISHARES TR                                   X                   2     1,075         0         0
ISHARES TR                                   X                             0     1,248         0
ISHARES TR                                   X                   3     1,287         0         0
ISHARES TR                                   X                   3     1,594         0         0
ISHARES TR                                   X                   5      1620         0         0
ISHARES TR                                   X                   4         0         0     2,083
ISHARES TR                                   X                         3,470         0         0
ISHARES TR                                   X                   3     4,750         0         0
ISHARES TR                                   X                   3    22,130         0         0
ISHARES TR                                   X                           500         0         0
ISHARES TR                                   X                   2       585         0         0
ISHARES TR                                   X                   5         0      1000         0
ISHARES TR                                   X                   4         0         0    14,895
ISHARES TR                                   X                   6    34,835         0         0
ISHARES TR                                   X                   7    48,390         0         0
ISHARES TR                                   X                        11,146         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      4393         0         0
ISHARES TR                                   X                        4,800         0         0
ISHARES TR                                   X                   4         0         0     9,416
ISHARES TR                                   X                   3    17,650         0         0
ISHARES TR                                   X                   3    28,114         0         0
ISHARES TR                                   X                       43,400         0         0
ISHARES TR                                   X                        67,609         0         0
ISHARES TR                                   X                   4         0         0   152,241
ISHARES TR                                   X                   3      1295         0         0
ISHARES TR                                   X                             0     1,789         0
ISHARES TR                                   X                   5      1844         0         0
ISHARES TR                                   X                         7,911         0         0
ISHARES TR                                   X                   4         0         0     1,000
ISHARES TR                                   X                   3     2,100         0         0
ISHARES TR                                   X                   5      3012         0         0
ISHARES TR                                   X                   3     3,810         0         0
ISHARES TR                                   X                   3    14,720         0         0
ISHARES TR                                   X                   2       600         0         0
ISHARES TR                                   X                   5      2406         0         0
ISHARES TR                                   X                   2        75         0         0
ISHARES TR                                   X                   3       500         0         0
ISHARES TR                                   X                   4         0         0     1,400
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      5738         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                   3     5,000         0         0
ISHARES TR                                   X                          3210         0         0
ISHARES TR                                   X                   6     3,565         0         0
ISHARES TR                                   X                         3,053         0         0
ISHARES TR                                   X                   5     11025         0         0
ISHARES TR                                   X                   3     3,615         0         0
ISHARES TR                                   X                         8,958         0         0
ISHARES TR                                   X                   4         0         0    11,260
ISHARES TR                                   X                   5     11922         0         0
ISHARES TR                                   X                   4         0         0     2,868
ISHARES TR                                   X                   2     3,269         0         0
ISHARES TR                                   X                         5,265         0         0
ISHARES TR                                   X                   3    10,500         0         0
ISHARES TR                                   X                       11,100         0         0
ISHARES TR                                   X                   5     17807         0         0
ISHARES TR                                   X                   4         0         0    26,150
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     2,210         0         0
ISHARES TR                                   X                   4         0         0     2,281
ISHARES TR                                   X                         2,000         0         0
ISHARES TR                                   X                   6     5,278         0         0
ISHARES TR                                   X                   5      7222         0         0
ISHARES TR                                   X                   4         0         0    15,659
ISHARES TR                                   X                   4         0         0   135,603
ISHARES TR                                   X                        25,400         0         0
ISHARES TR                                   X                   5      1250         0         0
ISHARES TR                                   X                        26,100         0         0
ISHARES TR                                   X                   2       200         0         0
ISHARES TR                                   X                   3    21,000         0         0
ISHARES TR                                   X                   2       300         0         0
ISHARES TR                                   X                   5       811         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    21,900         0         0
ISHARES TR                                   X                   3       650         0         0
ISHARES TR                                   X                   4         0         0    15,996
ISHARES TR                                   X                   4         0         0    74,795
ISHARES TR                                   X                         31788         0         0
ISHARES TR                                   X                   4         0         0       475
ISHARES TR                                   X                        50,100         0         0
ISHARES TR                                   X                   4         0         0     1,230
ISHARES TR                                   X                         6,000         0         0
ISHARES TR                                   X                   2       300         0         0
ISHARES TR                                   X                        42,784         0         0
ISHARES TR                                   X                   2       300         0         0
ISHARES TR                                   X                   5      4510         0         0
ISHARES TR                                   X                   4         0         0    29,981
ISHARES TR                                   X                   4         0         0     4,575
ISHARES TR                                   X                   4         0         0    79,060
ISHARES TR                                   X                         3,000         0         0
ISHARES TR                                   X                   3     4,700         0         0
ISHARES TR                                   X                   4         0         0    14,377
ISHARES TR                                   X                   2       600         0         0
ISHARES TR                                   X                         1,348         0         0
ISHARES TR                                   X                   3     3,400         0         0
ISHARES TR                                   X                   5      5800         0         0
ISHARES TR                                   X                   4         0         0     7,770
ISHARES TR                                   X                        31,058         0         0
ISHARES TR                                   X                   4         0         0    42,726
ISHARES TR                                   X                   4         0         0     1,670
ISHARES TR                                   X                   2     1,725         0         0
ISHARES TR                                   X                   4         0         0     2,789
ISHARES TR                                   X                          9665         0         0
ISHARES TR                                   X                   3    14,875         0         0
ISHARES TR                                   X                   4         0         0     1,005
ISHARES TR                                   X                   4         0         0     1,383
ISHARES TR                                   X                        27,150         0         0
ISHARES TR                                   X                   5     10062         0         0
ISHARES TR                                   X                   3     2,102         0         0
ISHARES TR                                   X                   2     3,489         0         0
ISHARES TR                                   X                         3,715         0         0
ISHARES TR                                   X                   6    36,254         0         0
ISHARES TR                                   X                         45500         0         0
ISHARES SILVER TRUST                         X                   5       400         0         0
ISHARES SILVER TRUST                         X                   5      1300         0         0
ISHARES SILVER TRUST                         X                   3     2,050         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       864         0         0
IVANHOE MINES LTD                            X                             0      5000         0
IVANHOE MINES LTD                            X                   2    19,500         0         0
IVANHOE MINES LTD                            X                   3    29,650         0         0
JDS UNIPHASE CORP                            X                   4        50         0         0
JDS UNIPHASE CORP                            X                   2       200         0         0
JDS UNIPHASE CORP                            X                   5         0      1664         0
JDS UNIPHASE CORP                            X                   5      4800         0         0
JDS UNIPHASE CORP                            X                   2    30,250         0         0
JDS UNIPHASE CORP                            X                   5     31000         0         0
JDS UNIPHASE CORP                            X                   3    54,478         0     9,000
JDS UNIPHASE CORP                            X                   7   240,578         0         0
JLG INDS INC                                 X                         3,900         0         0
JLG INDS INC                                 X                   3     12000         0         0
JP MORGAN CHASE & CO                         X                   1       100         0         0
JP MORGAN CHASE & CO                         X                   6      1100         0         0
JP MORGAN CHASE & CO                         X                   3      1240         0         0
JP MORGAN CHASE & CO                         X                   3      2220         0         0
JP MORGAN CHASE & CO                         X                   3     3,710         0         0
JP MORGAN CHASE & CO                         X                         1,448     2,405         0
JP MORGAN CHASE & CO                         X                          8000         0         0
JP MORGAN CHASE & CO                         X                   5         0     14080         0
JP MORGAN CHASE & CO                         X                   5         0    14,600         0
JP MORGAN CHASE & CO                         X                   2    18,550         0         0
JP MORGAN CHASE & CO                         X                   2    23,359         0         0
JP MORGAN CHASE & CO                         X                   5         0     27386         0
JP MORGAN CHASE & CO                         X                   5     27664         0         0
JP MORGAN CHASE & CO                         X                   3    37,407         0         0
JP MORGAN CHASE & CO                         X                   3    24,140         0    23,000
JP MORGAN CHASE & CO                         X                   4     89931     17496     45423
JP MORGAN CHASE & CO                         X                   3   175,020         0         0
JP MORGAN CHASE & CO                         X                   3   296,843         0         0
JP MORGAN CHASE & CO                         X                   3    343463         0         0
JP MORGAN CHASE & CO                         X                   4   326,282     5,250    35,714
JP MORGAN CHASE & CO                         X                   7   658,673         0         0
JABIL CIRCUIT INC                            X                   2        45         0         0
JABIL CIRCUIT INC                            X                   3       750         0         0
JABIL CIRCUIT INC                            X                         2,400         0         0
JABIL CIRCUIT INC                            X                   3      3400         0         0
JABIL CIRCUIT INC                            X                   4         0         0     9,708
JABIL CIRCUIT INC                            X                   3    18,850         0         0
JABIL CIRCUIT INC                            X                   6    29,708         0         0
JABIL CIRCUIT INC                            X                   7     39564         0         0
JABIL CIRCUIT INC                            X                   3    79,000         0         0
JACOBS ENGR GROUP INC DEL                    X                   5       141         0         0
JACOBS ENGR GROUP INC DEL                    X                   7      5250         0         0
JACOBS ENGR GROUP INC DEL                    X                   4        49         0    13,953
JANUS CAP GROUP INC                          X                   5       195         0         0
JANUS CAP GROUP INC                          X                   4       250         0         0
JANUS CAP GROUP INC                          X                   4       850         0        99
JANUS CAP GROUP INC                          X                   7    36,300         0         0
JAPAN SMALLER CAPTLZTN FD IN                 X                   3     15559         0         0
JOHNSON & JOHNSON                            X                   1       200         0         0
JOHNSON & JOHNSON                            X                   3       985         0         0
JOHNSON & JOHNSON                            X                         1,000         0         0
JOHNSON & JOHNSON                            X                          1920         0         0
JOHNSON & JOHNSON                            X                         4,000         0         0
JOHNSON & JOHNSON                            X                   3     5,700         0         0
JOHNSON & JOHNSON                            X                   3    15,102         0         0
JOHNSON & JOHNSON                            X                   5     18985         0         0
JOHNSON & JOHNSON                            X                        20,700         0         0
JOHNSON & JOHNSON                            X                   3    25,065         0     5,515
JOHNSON & JOHNSON                            X                   5         0     32220         0
JOHNSON & JOHNSON                            X                   3    35,000         0         0
JOHNSON & JOHNSON                            X                   2    36,760         0         0
JOHNSON & JOHNSON                            X                         4,150    38,250         0
JOHNSON & JOHNSON                            X                   2    42,910         0         0
JOHNSON & JOHNSON                            X                   3     59095         0         0
JOHNSON & JOHNSON                            X                   3    78,270         0         0
JOHNSON & JOHNSON                            X                   4    99,069    17,180    17,150
JOHNSON & JOHNSON                            X                   3   256,469         0     1,600
JOHNSON & JOHNSON                            X                   3   310,106         0         0
JOHNSON & JOHNSON                            X                   4   390,485       400    46,119
JOHNSON & JOHNSON                            X                   7   608,123         0         0
JOHNSON CTLS INC                             X                   3       430         0         0
JOHNSON CTLS INC                             X                   4       350     2,000       200
JOHNSON CTLS INC                             X                   3      4211         0         0
JOHNSON CTLS INC                             X                   4     5,445         0     3,642
JOHNSON CTLS INC                             X                   7    37,392         0         0
JONES APPAREL GROUP INC                      X                   4         0         0        78
JONES APPAREL GROUP INC                      X                   5         0      1290         0
JONES APPAREL GROUP INC                      X                   5         0     3,900         0
JONES APPAREL GROUP INC                      X                   2     4,525         0         0
JONES APPAREL GROUP INC                      X                         8,200         0         0
JONES APPAREL GROUP INC                      X                   7    19,984         0         0
JONES LANG LASALLE INC                       X                   4         0         0     2,386
JOY GLOBAL INC                               X                   4         0         0        48
JOY GLOBAL INC                               X                   5       112         0         0
JOY GLOBAL INC                               X                   2       345         0         0
JOY GLOBAL INC                               X                         2,000         0         0
JOY GLOBAL INC                               X                   3    250000         0         0
JUNIPER NETWORKS INC                         X                   2       165         0         0
JUNIPER NETWORKS INC                         X                   4         0         0       769
JUNIPER NETWORKS INC                         X                   3      1180         0         0
JUNIPER NETWORKS INC                         X                         1,906         0         0
JUNIPER NETWORKS INC                         X                   5         0      2900         0
JUNIPER NETWORKS INC                         X                   7     94010         0         0
JUNIPER NETWORKS INC                         X                   3    109629         0         0
KFX INC                                      X                         10000         0         0
KKR FINL CORP                                X                   3     2,300         0         0
KKR FINL CORP                                X                   3   110,180         0         0
KKR FINL CORP                                X                   3   124,000         0         0
KLA-TENCOR CORP                              X                   4         0         0        25
KLA-TENCOR CORP                              X                   3      1562         0         0
KLA-TENCOR CORP                              X                         3,055         0         0
KLA-TENCOR CORP                              X                   4    21,600         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      1762         0         0
KT CORP                                      X                   2     3,052         0         0
KT CORP                                      X                   6     4,700         0         0
KT CORP                                      X                   3         0         0    14,000
KT CORP                                      X                   6   129,300         0         0
K V PHARMACEUTICAL CO                        X                   4         0         0    22,472
KANBAY INTL INC                              X                     4,532,240         0         0
KAYDON CORP                                  X                   4         0         0        62
KAYDON CORP                                  X                             0       121         0
KAYDON CORP                                  X                   4     11200         0         0
KB HOME                                      X                   4         0         0     1,361
KB HOME                                      X                   3     1,500         0         0
KB HOME                                      X                   7    17,790         0         0
KELLOGG CO                                   X                   2        35         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                   3     1,400         0         0
KELLOGG CO                                   X                   4     6,900         0       190
KELLOGG CO                                   X                   7    53,137         0         0
KENSEY NASH CORP                             X                   4         0         0     15943
KERR MCGEE CORP                              X                             0        95         0
KERR MCGEE CORP                              X                           600         0         0
KERR MCGEE CORP                              X                   5         0       960         0
KERR MCGEE CORP                              X                   3     1,000         0         0
KERR MCGEE CORP                              X                   4         0         0     1,942
KERR MCGEE CORP                              X                   7    37,882         0         0
KEYCORP NEW                                  X                   2        50         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      1430         0      5845
KEYCORP NEW                                  X                   7    71,720         0         0
KEYCORP NEW                                  X                   3    99,746         0         0
KEYSPAN CORP                                 X                             0       155         0
KEYSPAN CORP                                 X                   5       370         0         0
KEYSPAN CORP                                 X                   4     6,860         0         0
KEYSPAN CORP                                 X                   7     29103         0         0
KIMBERLY CLARK CORP                          X                             0        95         0
KIMBERLY CLARK CORP                          X                   5       225         0         0
KIMBERLY CLARK CORP                          X                   3     1,225         0         0
KIMBERLY CLARK CORP                          X                   3      1500         0         0
KIMBERLY CLARK CORP                          X                   3     1,877         0         0
KIMBERLY CLARK CORP                          X                          3597         0         0
KIMBERLY CLARK CORP                          X                   3     4,027         0         0
KIMBERLY CLARK CORP                          X                   5         0     11900         0
KIMBERLY CLARK CORP                          X                   2    19,226         0         0
KIMBERLY CLARK CORP                          X                   4    18,915       400     4,000
KIMBERLY CLARK CORP                          X                   4    41,988     4,100    12,610
KIMBERLY CLARK CORP                          X                   7    92,759         0         0
KIMCO REALTY CORP                            X                   7    46,250         0         0
KINDER MORGAN ENERGY PARTNER                 X                   4       525         0         0
KINDER MORGAN ENERGY PARTNER                 X                   4     5,975         0         0
KINDER MORGAN INC KANS                       X                   3       300         0         0
KINDER MORGAN INC KANS                       X                   2     2,794         0         0
KINDER MORGAN INC KANS                       X                         3,000         0         0
KINDER MORGAN INC KANS                       X                   7    15,851         0         0
KINETIC CONCEPTS INC                         X                   7     4,300         0         0
KINETIC CONCEPTS INC                         X                   3     20000         0         0
KING PHARMACEUTICALS INC                     X                   5         0       482         0
KING PHARMACEUTICALS INC                     X                   4         0         0       804
KING PHARMACEUTICALS INC                     X                   5         0      2100         0
KING PHARMACEUTICALS INC                     X                   3         0         0     3,800
KING PHARMACEUTICALS INC                     X                         7,544         0         0
KING PHARMACEUTICALS INC                     X                   7    39,388         0         0
KINGSWAY FINL SVCS INC                       X                   2    20,425         0         0
KNIGHT RIDDER INC                            X                   7    13,739         0         0
KOHLS CORP                                   X                   2        90         0         0
KOHLS CORP                                   X                   4       600         0         0
KOHLS CORP                                   X                   3     1,985         0         0
KOHLS CORP                                   X                   5         0     2,700         0
KOHLS CORP                                   X                   4         0         0     4,155
KOHLS CORP                                   X                   3    15,670         0         0
KOHLS CORP                                   X                   6    15,948         0         0
KOHLS CORP                                   X                   3    51,780         0         0
KOHLS CORP                                   X                   2    56,725         0         0
KOHLS CORP                                   X                   3     59904         0         0
KOHLS CORP                                   X                   7    64,203         0         0
KONINKLIJKE AHOLD N V                        X                             0      1670         0
KONINKLIJKE AHOLD N V                        X                   5      3245         0         0
KONINKLIJKE AHOLD N V                        X                   2    16,946         0         0
KONINKLIJKE AHOLD N V                        X                   5         0     29415         0
KONINKLIJKE PHILIPS ELECTRS                  X                   5       203         0         0
KONINKLIJKE PHILIPS ELECTRS                  X                   4         0         0       813
KONINKLIJKE PHILIPS ELECTRS                  X                   2    10,375         0         0
KOOKMIN BK NEW                               X                             0        47         0
KOOKMIN BK NEW                               X                             0        93         0
KOOKMIN BK NEW                               X                   3       920         0         0
KOOKMIN BK NEW                               X                   5         0      1400         0
KOOKMIN BK NEW                               X                   5         0      5494         0
KOOKMIN BK NEW                               X                   3     6,425         0         0
KOOKMIN BK NEW                               X                   3         0         0     7,000
KOOKMIN BK NEW                               X                   2     10555         0         0
KOOKMIN BK NEW                               X                   7    10,934         0         0
KOOKMIN BK NEW                               X                   2    12,075         0         0
KOOKMIN BK NEW                               X                   3     13020         0         0
KOOKMIN BK NEW                               X                   6    26,700         0         0
KOOKMIN BK NEW                               X                   3    35,000         0         0
KOOKMIN BK NEW                               X                   3    39,280         0         0
KOOKMIN BK NEW                               X                   6         0         0    41,064
KOREA ELECTRIC PWR                           X                             0        65         0
KOREA ELECTRIC PWR                           X                             0       107         0
KOREA ELECTRIC PWR                           X                   4         0         0       148
KOREA ELECTRIC PWR                           X                   5       616         0         0
KOREA ELECTRIC PWR                           X                   2       760         0         0
KOREA ELECTRIC PWR                           X                   3     1,160         0         0
KOREA ELECTRIC PWR                           X                   5         0      1598         0
KOREA ELECTRIC PWR                           X                   6         0         0    27,550
KOREA FD                                     X                   3     4,100         0         0
KOREA FD                                     X                        11,000         0         0
KOREA FD                                     X                   5   15,569         0         0
KOREA FD                                     X                   5         0     25000         0
KOREA EQUITY FD INC                          X                   3    11,380         0         0
KRAFT FOODS INC                              X                   2       200         0         0
KRAFT FOODS INC                              X                   3       500         0         0
KRAFT FOODS INC                              X                   4       700         0         9
KRAFT FOODS INC                              X                   5         0       900         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     30200         0         0
KRAFT FOODS INC                              X                   7    39,300         0         0
KROGER CO                                    X                   4       100         0       238
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                   5         0    14,500         0
KROGER CO                                    X                   2    19,998         0         0
KROGER CO                                    X                   7   142,396         0         0
KRONOS INC                                   X                   4         0         0     9,659
LG PHILIP LCD CO LTD                         X                             0        65         0
LG PHILIP LCD CO LTD                         X                             0       126         0
LG PHILIP LCD CO LTD                         X                   6    29,900         0         0
LG PHILIP LCD CO LTD                         X                   5         0     34369         0
LG PHILIP LCD CO LTD                         X                   3   430,000         0         0
LSI LOGIC CORP                               X                   3       317         0         0
LSI LOGIC CORP                               X                   5      1500         0         0
LSI LOGIC CORP                               X                         5,400         0         0
LSI LOGIC CORP                               X                   2     7,000         0         0
LSI LOGIC CORP                               X                   7    68,390         0         0
LSI LOGIC CORP                               X                   3    275000         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       540         0         0
L-3 COMMUNICATIONS HLDGS INC                 X                           787        45         0
L-3 COMMUNICATIONS HLDGS INC                 X                   4     1,000         0         0
L-3 COMMUNICATIONS HLDGS INC                 X                   3     2,000         0         0
L-3 COMMUNICATIONS HLDGS INC                 X                   4       652         0     8,883
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                   2       155         0         0
LABORATORY CORP AMER HLDGS                   X                   3      2300         0         0
LABORATORY CORP AMER HLDGS                   X                         3,400         0         0
LABORATORY CORP AMER HLDGS                   X                   4     3,880     2,745     2,750
LABORATORY CORP AMER HLDGS                   X                   3    20,355         0         0
LABORATORY CORP AMER HLDGS                   X                   7    26,190         0         0
LABORATORY CORP AMER HLDGS                   X                   4    25,858         0     7,164
LABORATORY CORP AMER HLDGS                   X                   5     12000         0         0
LAM RESEARCH CORP                            X                         2,680         0         0
LAM RESEARCH CORP                            X                   7    20,300         0         0
LAMAR ADVERTISING CO                         X                   5        41         0         0
LAMAR ADVERTISING CO                         X                   7      9530         0         0
LANDAUER INC                                 X                   4        38         0      7258
LANDSTAR SYS INC                             X                   2       135         0         0
LANDSTAR SYS INC                             X                   4        64         0    10,175
LAS VEGAS SANDS CORP                         X                   7    11,000         0         0
LAUDER ESTEE COS INC                         X                   4       275         0         0
LAUDER ESTEE COS INC                         X                   4     1,082         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                   2     2,095         0         0
LAUDER ESTEE COS INC                         X                   3     2,180         0         0
LAUDER ESTEE COS INC                         X                   3     3,500         0         0
LAUDER ESTEE COS INC                         X                   5         0      3800         0
LAUDER ESTEE COS INC                         X                         4,200         0         0
LAUDER ESTEE COS INC                         X                   7     17160         0         0
LAUDER ESTEE COS INC                         X                   5         0     20620         0
LEAP WIRELESS INTL INC                       X                   5        67         0         0
LEAP WIRELESS INTL INC                       X                         4,700         0         0
LEAR CORP                                    X                   2       300         0         0
LEAR CORP                                    X                   5       465         0         0
LEAR CORP                                    X                   7    13,860         0         0
LEGGETT & PLATT INC                          X                         3,900         0         0
LEGGETT & PLATT INC                          X                   4      9276         0         0
LEGGETT & PLATT INC                          X                   7    31,082         0         0
LEGG MASON INC                               X                   5         0      1100         0
LEGG MASON INC                               X                   5         0     2,900         0
LEGG MASON INC                               X                   4     1,400         0     1,600
LEGG MASON INC                               X                   4    10,546         0     1,305
LEGG MASON INC                               X                   7    21,810         0         0
LEGG MASON INC                               X                   3     41500         0         0
LEHMAN BROS HLDGS INC                        X                             0        30         0
LEHMAN BROS HLDGS INC                        X                   5         0       200         0
LEHMAN BROS HLDGS INC                        X                   2       658         0         0
LEHMAN BROS HLDGS INC                        X                   3     1,310         0         0
LEHMAN BROS HLDGS INC                        X                   4      1618         0       676
LEHMAN BROS HLDGS INC                        X                   5      3000         0         0
LEHMAN BROS HLDGS INC                        X                   3      3280         0       210
LEHMAN BROS HLDGS INC                        X                   4     3,200         0       600
LEHMAN BROS HLDGS INC                        X                   3    80,270         0         0
LEHMAN BROS HLDGS INC                        X                   7    101288         0         0
LENNAR CORP                                  X                   4         0         0        25
LENNAR CORP                                  X                   4     2,000         0         0
LENNAR CORP                                  X                   3     2,500         0         0
LENNAR CORP                                  X                   7    25,610         0         0
LEUCADIA NATL CORP                           X                   7    14,100         0         0
LEVEL 3 COMMUNICATIONS INC                   X                   3     2,000         0         0
LEVEL 3 COMMUNICATIONS INC                   X                   4         0         0     15898
LEVEL 3 COMMUNICATIONS INC                   X                   5     50000         0         0
LEVEL 3 COMMUNICATIONS INC                   X                   3    75,350         0       300
LEVEL 3 COMMUNICATIONS INC                   X                   7    99,310         0         0
LEXMARK INTL NEW                             X                   4        25         0         0
LEXMARK INTL NEW                             X                   5       200         0         0
LEXMARK INTL NEW                             X                   5         0       240         0
LEXMARK INTL NEW                             X                   5         0       380         0
LEXMARK INTL NEW                             X                   3     1,000         0         0
LEXMARK INTL NEW                             X                   2     1,315         0         0
LEXMARK INTL NEW                             X                         1,418         0         0
LEXMARK INTL NEW                             X                   7    23,134         0         0
LIBERTY GLOBAL INC                           X                             0         9         0
LIBERTY GLOBAL INC                           X                   3         2         0         0
LIBERTY GLOBAL INC                           X                   3        30         0         0
LIBERTY GLOBAL INC                           X                   4       172         0         0
LIBERTY GLOBAL INC                           X                   4         0         0       425
LIBERTY GLOBAL INC                           X                   7    30,594         0         0
LIBERTY GLOBAL INC                           X                   3   1000000         0         0
LIBERTY GLOBAL INC                           X                             0         9         0
LIBERTY GLOBAL INC                           X                   3         2         0         0
LIBERTY GLOBAL INC                           X                   3        28         0         0
LIBERTY GLOBAL INC                           X                   4       172         0       232
LIBERTY GLOBAL INC                           X                   4         0         0       431
LIBERTY GLOBAL INC                           X                   7    36,934         0         0
LIBERTY MEDIA HLDG CORP                      X                             0        77         0
LIBERTY MEDIA HLDG CORP                      X                   3       153         0         0
LIBERTY MEDIA HLDG CORP                      X                   2       300         0         0
LIBERTY MEDIA HLDG CORP                      X                   4         0         0     2,340
LIBERTY MEDIA HLDG CORP                      X                   4     2,263         0       349
LIBERTY MEDIA HLDG CORP                      X                   7     87583         0         0
LIBERTY MEDIA HLDG CORP                      X                             0        15         0
LIBERTY MEDIA HLDG CORP                      X                   3        30         0         0
LIBERTY MEDIA HLDG CORP                      X                   2        60         0         0
LIBERTY MEDIA HLDG CORP                      X                   4         0         0       468
LIBERTY MEDIA HLDG CORP                      X                   4       451         0       133
LIBERTY MEDIA HLDG CORP                      X                   7    17,516         0         0
LIBERTY PPTY TR                              X                   7    10,720         0         0
LILLY ELI & CO                               X                   5         0       255         0
LILLY ELI & CO                               X                   2       460         0         0
LILLY ELI & CO                               X                   3       790         0         0
LILLY ELI & CO                               X                   3     1,190         0         0
LILLY ELI & CO                               X                   5      1200         0         0
LILLY ELI & CO                               X                   2     1,300         0         0
LILLY ELI & CO                               X                         1,300         0         0
LILLY ELI & CO                               X                   3     1,900         0         0
LILLY ELI & CO                               X                   5         0     1,900         0
LILLY ELI & CO                               X                   4     8,368       800       800
LILLY ELI & CO                               X                   3    10,000         0         0
LILLY ELI & CO                               X                   4    17,723         0       143
LILLY ELI & CO                               X                   3   124,603         0         0
LILLY ELI & CO                               X                   7   218,018         0         0
LIMITED BRANDS INC                           X                   2        60         0         0
LIMITED BRANDS INC                           X                             0       120         0
LIMITED BRANDS INC                           X                   5       290         0         0
LIMITED BRANDS INC                           X                   4     2,000         0       671
LIMITED BRANDS INC                           X                   5         0      8100         0
LIMITED BRANDS INC                           X                   3    13,920         0         0
LIMITED BRANDS INC                           X                   7    76,453         0         0
LINCARE HLDGS INC                            X                          2633         0         0
LINCARE HLDGS INC                            X                   7    17,710         0         0
LINCOLN ELEC HLDGS INC                       X                   4        64         0    10,694
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     2,249
LINCOLN NATL CORP IND                        X                   3     9,247         0         0
LINCOLN NATL CORP IND                        X                   7     54031         0         0
LINEAR TECHNOLOGY CORP                       X                   7    56,700         0         0
LIZ CLAIBORNE INC                            X                   7    18,550         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                   4         0         0     6,555
LLOYDS TSB GROUP PLC                         X                   2    11,520         0         0
LOCKHEED MARTIN CORP                         X                             0        65         0
LOCKHEED MARTIN CORP                         X                   2       200         0         0
LOCKHEED MARTIN CORP                         X                   5         0       300         0
LOCKHEED MARTIN CORP                         X                   4       125         0       948
LOCKHEED MARTIN CORP                         X                   4     2,000         0         0
LOCKHEED MARTIN CORP                         X                   3    42,127         0         0
LOCKHEED MARTIN CORP                         X                   7    77,096         0         0
LOEWS CORP                                   X                             0        15         0
LOEWS CORP                                   X                   5       609         0         0
LOEWS CORP                                   X                   3         0         0     1,200
LOEWS CORP                                   X                   2     5,084         0         0
LOEWS CORP                                   X                   4         0         0     7,509
LOEWS CORP                                   X                   5         0     49350         0
LOEWS CORP                                   X                   7    87,831         0         0
LOEWS CORP                                   X                   3       319         0         0
LOEWS CORP                                   X                   3     1,000         0         0
LOEWS CORP                                   X                   4         0         0      2713
LORAL SPACE & COMMUNICATNS L                 X                             0         0    54,697
LOUISIANA PAC CORP                           X                   4         0         0       120
LOUISIANA PAC CORP                           X                   3     3,000         0         0
LOUISIANA PAC CORP                           X                   7    15,320         0         0
LOUISIANA PAC CORP                           X                   2    16,100         0         0
LOUISIANA PAC CORP                           X                   3     51772         0         0
LOWES COS INC                                X                   5        75         0         0
LOWES COS INC                                X                   2       347         0         0
LOWES COS INC                                X                   5         0       400         0
LOWES COS INC                                X                   3     1,000         0         0
LOWES COS INC                                X                   5         0      2870         0
LOWES COS INC                                X                   5         0     4,000         0
LOWES COS INC                                X                   3     5,156         0         0
LOWES COS INC                                X                   3     9,753         0         0
LOWES COS INC                                X                        10,732         0         0
LOWES COS INC                                X                   3    11,100         0         0
LOWES COS INC                                X                   3    19,646         0         0
LOWES COS INC                                X                   3    21,780         0         0
LOWES COS INC                                X                   2     25705         0         0
LOWES COS INC                                X                   4    66,849     5,454    13,750
LOWES COS INC                                X                   4   120,649         0    14,913
LOWES COS INC                                X                   7   156,217         0         0
LUCENT TECHNOLOGIES INC                      X                   4         0        85         0
LUCENT TECHNOLOGIES INC                      X                   3       300         0         0
LUCENT TECHNOLOGIES INC                      X                   3       274         0         0
LUCENT TECHNOLOGIES INC                      X                   3       680         0         0
LUCENT TECHNOLOGIES INC                      X                   3       648         0     1,375
LUCENT TECHNOLOGIES INC                      X                   5      3300         0         0
LUCENT TECHNOLOGIES INC                      X                   4    11,922         0         0
LUCENT TECHNOLOGIES INC                      X                        18,000         0         0
LUCENT TECHNOLOGIES INC                      X                   5         0     22835         0
LUCENT TECHNOLOGIES INC                      X                   3    46,792         0         0
LUCENT TECHNOLOGIES INC                      X                   3     47160         0      4870
LUCENT TECHNOLOGIES INC                      X                   2    58,000         0         0
LUCENT TECHNOLOGIES INC                      X                   5     62930         0         0
LUCENT TECHNOLOGIES INC                      X                   2    88,160         0         0
LUCENT TECHNOLOGIES INC                      X                   7    756792         0         0
LYONDELL CHEMICAL CO                         X                             0       250         0
LYONDELL CHEMICAL CO                         X                   3       540         0         0
LYONDELL CHEMICAL CO                         X                   3     1,696         0         0
LYONDELL CHEMICAL CO                         X                   5      6610         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                   2        15         0         0
MBIA INC                                     X                   4       300         0         0
MBIA INC                                     X                   3      2900         0         0
MBIA INC                                     X                   7    21,692         0         0
MDU RES GROUP INC                            X                   7    13,500         0         0
MDS INC                                      X                   2   377,480         0         0
MEMC ELECTR MATLS INC                        X                   2      1735         0         0
MEMC ELECTR MATLS INC                        X                   3     1,900         0         0
MEMC ELECTR MATLS INC                        X                         5,870         0         0
MGIC INVT CORP WIS                           X                             0        20         0
MGIC INVT CORP WIS                           X                   4       275         0        44
MGIC INVT CORP WIS                           X                   3     1,150         0         0
MGIC INVT CORP WIS                           X                   7    16,558         0         0
MGI PHARMA INC                               X                   4         0         0       605
MGI PHARMA INC                               X                   3    10,200         0    23,300
MGM MIRAGE                                   X                   4         0         0     1,100
MGM MIRAGE                                   X                   3     1,280         0         0
MGM MIRAGE                                   X                   7     17080         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       550         0         0
MAGNA INTL INC                               X                   2    58,886         0         0
MANOR CARE INC NEW                           X                   5        69         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      4945         0         0
MANPOWER INC                                 X                   7    12,980         0         0
MANULIFE FINL CORP                           X                   2       800         0         0
MANULIFE FINL CORP                           X                   4     1,116         0         0
MANULIFE FINL CORP                           X                   4      5582         0         0
MANULIFE FINL CORP                           X                   5     10400         0         0
MANULIFE FINL CORP                           X                   5     23985         0         0
MANULIFE FINL CORP                           X                   2   474,924         0         0
MARATHON OIL CORP                            X                   4         0         0        21
MARATHON OIL CORP                            X                             0       180         0
MARATHON OIL CORP                            X                   2       215         0         0
MARATHON OIL CORP                            X                   6       470         0         0
MARATHON OIL CORP                            X                           600         0         0
MARATHON OIL CORP                            X                           650         0         0
MARATHON OIL CORP                            X                   3     2,140         0         0
MARATHON OIL CORP                            X                   4     3,000         0         0
MARATHON OIL CORP                            X                   3     5,400         0         0
MARATHON OIL CORP                            X                   5      6640         0         0
MARATHON OIL CORP                            X                   3    11,000         0         0
MARATHON OIL CORP                            X                   3    49,960         0         0
MARATHON OIL CORP                            X                   7    61,492         0         0
MARKEL CORP                                  X                   7       900         0         0
MARSH & MCLENNAN COS INC                     X                   3       220         0         0
MARSH & MCLENNAN COS INC                     X                   2       570         0         0
MARSH & MCLENNAN COS INC                     X                   5      1120         0         0
MARSH & MCLENNAN COS INC                     X                   3     2,640         0         0
MARSH & MCLENNAN COS INC                     X                   4     2,400         0       409
MARSH & MCLENNAN COS INC                     X                   3         0         0    31,000
MARSH & MCLENNAN COS INC                     X                   3    39,274         0         0
MARSH & MCLENNAN COS INC                     X                   7     95418         0         0
MARSHALL & ILSLEY CORP                       X                   3     4,498         0         0
MARSHALL & ILSLEY CORP                       X                   7    41,184         0         0
MARRIOTT INTL INC NEW                        X                   4         0         0     16946
MARRIOTT INTL INC NEW                        X                   3     53402         0     10700
MARRIOTT INTL INC NEW                        X                   7    72,312         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       500         0         0
MASCO CORP                                   X                   3    23,900         0         0
MASCO CORP                                   X                   7    82,751         0         0
MASSEY ENERGY CORP                           X                   4       200         0         0
MASSEY ENERGY CORP                           X                   4       300         0         0
MASSEY ENERGY CORP                           X                   5       418         0         0
MASSEY ENERGY CORP                           X                   3     27220         0         0
MASSEY ENERGY CORP                           X                   3    82,300         0         0
MASTERCARD INC                               X                   5      1180         0         0
MASTERCARD INC                               X                             0         0   240,864
MATSUSHITA ELEC INDL                         X                             0       327         0
MATSUSHITA ELEC INDL                         X                   5       358         0         0
MATSUSHITA ELEC INDL                         X                   5         0      1400         0
MATSUSHITA ELEC INDL                         X                   2     42750         0         0
MATSUSHITA ELEC INDL                         X                   4         0   206,218         0
MATTEL INC                                   X                   4       385         0         0
MATTEL INC                                   X                             0       395         0
MATTEL INC                                   X                   5       965         0         0
MATTEL INC                                   X                   2      1120         0         0
MATTEL INC                                   X                   4     5,000         0         0
MATTEL INC                                   X                         9,000         0         0
MATTEL INC                                   X                   7    68,939         0         0
MATTHEWS INTL CORP                           X                   4        79         0    12,502
MAXIM INTEGRATED PRODS INC                   X                   5         0      3647         0
MAXIM INTEGRATED PRODS INC                   X                   7    59,854         0         0
MCAFEE INC                                   X                   4         0         0       190
MCAFEE INC                                   X                   5         0       302         0
MCAFEE INC                                   X                         3,419         0         0
MCAFEE INC                                   X                   7    15,000         0         0
MCCORMICK & CO INC                           X                   4     2,500         0         0
MCCORMICK & CO INC                           X                   7    18,150         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                   3     9,430         0         0
MCDONALDS CORP                               X                   2     9,565         0         0
MCDONALDS CORP                               X                   5         0     13500         0
MCDONALDS CORP                               X                   5         0     16100         0
MCDONALDS CORP                               X                   3    11,539         0     6,150
MCDONALDS CORP                               X                   4     9,426     3,174    22,100
MCDONALDS CORP                               X                   4    44,419         0    33,812
MCDONALDS CORP                               X                   3   158,473         0         0
MCDONALDS CORP                               X                   7   259,419         0         0
MCDONALDS CORP                               X                   315,835,000         0         0
MCG CAPITAL CORP                             X                   4       119         0    35,448
MCGRATH RENTCORP                             X                   4         0         0    11,064
MCGRAW HILL COS INC                          X                   2      1175         0         0
MCGRAW HILL COS INC                          X                         2,000         0         0
MCGRAW HILL COS INC                          X                   3     3,330         0     1,000
MCGRAW HILL COS INC                          X                   4       300         0      5836
MCGRAW HILL COS INC                          X                   4     3,750     4,000         0
MCGRAW HILL COS INC                          X                   5         0      9385         0
MCGRAW HILL COS INC                          X                   5     22800         0         0
MCGRAW HILL COS INC                          X                   3    66,900         0         0
MCGRAW HILL COS INC                          X                   7    75,230         0         0
MCKESSON CORP                                X                   4        50         0       383
MCKESSON CORP                                X                   3       435         0         0
MCKESSON CORP                                X                   5      1000         0         0
MCKESSON CORP                                X                   3    36,300         0         0
MCKESSON CORP                                X                   7    50,519         0         0
MEADWESTVACO CORP                            X                   2        55         0         0
MEADWESTVACO CORP                            X                   5        99         0         0
MEADWESTVACO CORP                            X                   5         0       308         0
MEADWESTVACO CORP                            X                   4         0     8,827         0
MEADWESTVACO CORP                            X                   7     28266         0         0
MEASUREMENT SPECIALTIES INC                  X                   4         0         0     13880
MEDCO HEALTH SOLUTIONS INC                   X                   2        36         0         0
MEDCO HEALTH SOLUTIONS INC                   X                             0       242         0
MEDCO HEALTH SOLUTIONS INC                   X                   2       365         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     1,155         0         0
MEDCO HEALTH SOLUTIONS INC                   X                   3     1,600         0         0
MEDCO HEALTH SOLUTIONS INC                   X                   4     8,256         0     3,447
MEDCO HEALTH SOLUTIONS INC                   X                   4    11,561     1,943     3,242
MEDCO HEALTH SOLUTIONS INC                   X                   7    59,027         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                   7    38,925         0         0
MEDICURE INC                                 X                   2    15,000         0         0
MEDTRONIC INC                                X                   3       521         0         0
MEDTRONIC INC                                X                           700         0         0
MEDTRONIC INC                                X                   3     1,850         0         0
MEDTRONIC INC                                X                   3     2,800         0         0
MEDTRONIC INC                                X                   2     4,931         0         0
MEDTRONIC INC                                X                   5         0      5110         0
MEDTRONIC INC                                X                         8,300         0         0
MEDTRONIC INC                                X                   5     12340         0         0
MEDTRONIC INC                                X                   3    11,696         0       910
MEDTRONIC INC                                X                   3    14,700         0         0
MEDTRONIC INC                                X                        15,796         0         0
MEDTRONIC INC                                X                   4    27,971     1,381     2,175
MEDTRONIC INC                                X                   3    55,270         0         0
MEDTRONIC INC                                X                   4    68,975         0    26,343
MEDTRONIC INC                                X                   3    85,664         0    12,700
MEDTRONIC INC                                X                   7   236,791         0         0
MELLON FINL CORP                             X                   2        45         0         0
MELLON FINL CORP                             X                         1,000         0         0
MELLON FINL CORP                             X                   4    24,193         0       125
MELLON FINL CORP                             X                   4    24,749       470     6,100
MELLON FINL CORP                             X                   7    73,831         0         0
MENS WEARHOUSE INC                           X                             0       180         0
MENS WEARHOUSE INC                           X                         6,897         0         0
MERCANTILE BANKSHARES CORP                   X                   4         0         0       450
MERCANTILE BANKSHARES CORP                   X                   7     12465         0         0
MERCK & CO INC                               X                   1       100         0         0
MERCK & CO INC                               X                   2       200         0         0
MERCK & CO INC                               X                   5       900         0         0
MERCK & CO INC                               X                   6     1,800         0         0
MERCK & CO INC                               X                             0     2,000         0
MERCK & CO INC                               X                   3     2,305         0         0
MERCK & CO INC                               X                          4087         0         0
MERCK & CO INC                               X                   3     5,700         0         0
MERCK & CO INC                               X                   5         0    14,400         0
MERCK & CO INC                               X                   5         0     19960         0
MERCK & CO INC                               X                        24,502         0         0
MERCK & CO INC                               X                   2    27,507         0         0
MERCK & CO INC                               X                   3    10,470         0    31,050
MERCK & CO INC                               X                         5,315    50,465         0
MERCK & CO INC                               X                   3    83,070         0         0
MERCK & CO INC                               X                   5     83348         0         0
MERCK & CO INC                               X                   4     74971         0     33634
MERCK & CO INC                               X                   3    123699         0     14571
MERCK & CO INC                               X                   4     88935     34052     21744
MERCK & CO INC                               X                   7    442839         0         0
MERCK & CO INC                               X                   3   7100000         0         0
MEREDITH CORP                                X                   3     1,000         0         0
MEREDITH CORP                                X                   7     2,400         0         0
MEREDITH CORP                                X                   3         0         0     8,400
MERRILL LYNCH & CO INC                       X                   3       350         0         0
MERRILL LYNCH & CO INC                       X                           340         0         0
MERRILL LYNCH & CO INC                       X                           500       280         0
MERRILL LYNCH & CO INC                       X                   2     1,080         0         0
MERRILL LYNCH & CO INC                       X                   5         0      1300         0
MERRILL LYNCH & CO INC                       X                         1,450         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      6137         0         0
MERRILL LYNCH & CO INC                       X                   5     37177         0         0
MERRILL LYNCH & CO INC                       X                   4    33,643     5,850     6,972
MERRILL LYNCH & CO INC                       X                   3    83,470         0         0
MERRILL LYNCH & CO INC                       X                   7   180,064         0         0
MERRILL LYNCH & CO INC                       X                   4   170,178         0    15,184
METHANEX CORP                                X                   2    22,046         0         0
METLIFE INC                                  X                   4         0         0       158
METLIFE INC                                  X                   5         0       460         0
METLIFE INC                                  X                   5         0     2,700         0
METLIFE INC                                  X                   2    10,030         0         0
METLIFE INC                                  X                   3    18,627         0         0
METLIFE INC                                  X                   3    128805         0     17000
METLIFE INC                                  X                   7   178,474         0         0
MEXICO FD INC                                X                         4,000         0         0
MEXICO FD INC                                X                   5         0     22000         0
MICHAELS STORES INC                          X                   3         0         0      8900
MICHAELS STORES INC                          X                   3    12,000         0         0
MICHAELS STORES INC                          X                   7    13,480         0         0
MICROSOFT CORP                               X                   1       212         0         0
MICROSOFT CORP                               X                   5         0       600         0
MICROSOFT CORP                               X                   6     1,840         0         0
MICROSOFT CORP                               X                   3     2,112         0         0
MICROSOFT CORP                               X                         5,400       750         0
MICROSOFT CORP                               X                   3     9,941         0         0
MICROSOFT CORP                               X                   5     11800         0         0
MICROSOFT CORP                               X                   2    12,333         0         0
MICROSOFT CORP                               X                   3    15,236         0         0
MICROSOFT CORP                               X                   5         0     21000         0
MICROSOFT CORP                               X                        26,500         0         0
MICROSOFT CORP                               X                   5         0     28104         0
MICROSOFT CORP                               X                        31,791         0         0
MICROSOFT CORP                               X                        46,500         0         0
MICROSOFT CORP                               X                   5         0    51,460         0
MICROSOFT CORP                               X                   2    56,934         0         0
MICROSOFT CORP                               X                   3    64,738         0         0
MICROSOFT CORP                               X                        83,969         0         0
MICROSOFT CORP                               X                   3   100,059         0         0
MICROSOFT CORP                               X                   3   211,563         0         0
MICROSOFT CORP                               X                   3   199,469         0    39,178
MICROSOFT CORP                               X                   5    265843         0         0
MICROSOFT CORP                               X                   4   296,769    37,055    66,670
MICROSOFT CORP                               X                   4   757,927     1,000   112,757
MICROSOFT CORP                               X                   3   938,728         0    15,034
MICROSOFT CORP                               X                   7 1,921,356         0         0
MICROSOFT CORP                               X                   3   3340000         0         0
MICROCHIP TECHNOLOGY INC                     X                   4         0         0         8
MICROCHIP TECHNOLOGY INC                     X                   5     12750         0         0
MICROCHIP TECHNOLOGY INC                     X                   7     27530         0         0
MICROCHIP TECHNOLOGY INC                     X                   3   160,000         0         0
MICRON TECHNOLOGY INC                        X                             0       170         0
MICRON TECHNOLOGY INC                        X                   3       200         0         0
MICRON TECHNOLOGY INC                        X                   1       318         0         0
MICRON TECHNOLOGY INC                        X                   5         0      2135         0
MICRON TECHNOLOGY INC                        X                   3     2,200         0         0
MICRON TECHNOLOGY INC                        X                   5      3031         0         0
MICRON TECHNOLOGY INC                        X                   4     1,125         0     4,235
MICRON TECHNOLOGY INC                        X                   2     16046         0         0
MICRON TECHNOLOGY INC                        X                   7   111,699         0         0
MIDCAP SPDR TR                               X                   4         0         0     1,326
MIDCAP SPDR TR                               X                   2     4,825         0         0
MIDCAP SPDR TR                               X                   4         0         0   294,642
MILLENNIUM PHARMACEUTICALS I                 X                   4        80         0         0
MILLENNIUM PHARMACEUTICALS I                 X                             0       110         0
MILLENNIUM PHARMACEUTICALS I                 X                   3         0         0     8,000
MILLENNIUM PHARMACEUTICALS I                 X                   5      8500         0         0
MILLENNIUM PHARMACEUTICALS I                 X                        10,714         0         0
MILLENNIUM PHARMACEUTICALS I                 X                   7    32,600         0         0
MILLEA HOLDINGS INC                          X                             0       111         0
MILLEA HOLDINGS INC                          X                   5       268         0         0
MILLEA HOLDINGS INC                          X                   5         0      1855         0
MILLEA HOLDINGS INC                          X                   2     2,212         0         0
MILLEA HOLDINGS INC                          X                   4         0      7717         0
MILLIPORE CORP                               X                   4       350         0         0
MILLIPORE CORP                               X                   7     8,120         0         0
MINDSPEED TECHNOLOGIES INC                   X                   3       183         0         0
MINDSPEED TECHNOLOGIES INC                   X                   5       166         0         0
MINDSPEED TECHNOLOGIES INC                   X                   4       230         0         0
MINDSPEED TECHNOLOGIES INC                   X                   4    12,900         0         0
MIRANT CORP NEW                              X                           480         0         0
MIRANT CORP NEW                              X                   4     2,816         0         0
MIRANT CORP NEW                              X                   5      5649         0         0
MIRANT CORP NEW                              X                   3     6,450         0         0
MIRANT CORP NEW                              X                       40,253         0         0
MIRANT CORP NEW                              X                   4   107,134         0     3,168
MITSUBISHI UFJ FINL GROUP IN                 X                   5       945         0         0
MITSUBISHI UFJ FINL GROUP IN                 X                   3         0         0     1,200
MITSUBISHI UFJ FINL GROUP IN                 X                   3    15,000         0         0
MITSUBISHI UFJ FINL GROUP IN                 X                   5         0     15410         0
MITSUBISHI UFJ FINL GROUP IN                 X                   4         0         0    68,152
MITSUBISHI UFJ FINL GROUP IN                 X                   2    77,875         0         0
MITSUBISHI UFJ FINL GROUP IN                 X                   2   392,617         0         0
MOBILE TELESYSTEMS OJSC                      X                             0        29         0
MOBILE TELESYSTEMS OJSC                      X                   5         0       181         0
MOBILE TELESYSTEMS OJSC                      X                             0     2,057         0
MOBILE TELESYSTEMS OJSC                      X                   7    42,751         0         0
MOHAWK INDS INC                              X                   7     8,120         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                         7,349         0         0
MOLEX INC                                    X                   7    14,395         0         0
MOLEX INC                                    X                   3    55,830         0         0
MOLEX INC                                    X                   7     7,300         0         0
MOLEX INC                                    X                          7294         0         0
MOLSON COORS BREWING CO                      X                   4       200         0         0
MOLSON COORS BREWING CO                      X                   2       245         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                   5         0        77         0
MONSANTO CO NEW                              X                   3       142         0         0
MONSANTO CO NEW                              X                   4       355         0        32
MONSANTO CO NEW                              X                         1,500         0         0
MONSANTO CO NEW                              X                   4     1,490         0       122
MONSANTO CO NEW                              X                   5      2900         0         0
MONSANTO CO NEW                              X                   5      2964         0         0
MONSANTO CO NEW                              X                   3     6,826         0         0
MONSANTO CO NEW                              X                         9,704         0         0
MONSANTO CO NEW                              X                   5         0     21774         0
MONSANTO CO NEW                              X                   7     48105         0         0
MONSTER WORLDWIDE INC                        X                   4         0         0        35
MONSTER WORLDWIDE INC                        X                   7    18,640         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      2000         0         9
MOODYS CORP                                  X                   4      2800         0         0
MOODYS CORP                                  X                   5         0      4550         0
MOODYS CORP                                  X                   7    54,724         0         0
MOOG INC                                     X                   5        95         0         0
MOOG INC                                     X                   4       300 1,206,940        19
MOOG INC                                     X                   4         0 2,297,358         0
MORGAN STANLEY                               X                           360         0         0
MORGAN STANLEY                               X                   5         0       925         0
MORGAN STANLEY                               X                         1,000       115         0
MORGAN STANLEY                               X                   3     1,150         0         0
MORGAN STANLEY                               X                   2     2,595         0         0
MORGAN STANLEY                               X                          3000         0         0
MORGAN STANLEY                               X                   5         0      9100         0
MORGAN STANLEY                               X                   3     8,561         0     1,000
MORGAN STANLEY                               X                   5     11445         0         0
MORGAN STANLEY                               X                   3    23,810         0         0
MORGAN STANLEY                               X                   4    22,896       137       800
MORGAN STANLEY                               X                   3    51,400         0         0
MORGAN STANLEY                               X                   4    98,505         0    25,915
MORGAN STANLEY                               X                   3   126,642         0         0
MORGAN STANLEY                               X                   7   221,099         0         0
MOTOROLA INC                                 X                   1       100         0         0
MOTOROLA INC                                 X                   5         0      1000         0
MOTOROLA INC                                 X                   6      2000         0         0
MOTOROLA INC                                 X                   5      2500         0         0
MOTOROLA INC                                 X                   3      3100         0         0
MOTOROLA INC                                 X                         4,910         0         0
MOTOROLA INC                                 X                   3     7,100         0         0
MOTOROLA INC                                 X                   5         0     8,200         0
MOTOROLA INC                                 X                   2    10,742         0         0
MOTOROLA INC                                 X                   3    14,050         0         0
MOTOROLA INC                                 X                   3    14,450         0         0
MOTOROLA INC                                 X                         23043         0         0
MOTOROLA INC                                 X                   5     34220         0         0
MOTOROLA INC                                 X                   3    32,216         0     6,650
MOTOROLA INC                                 X                   4    28,811     5,427    22,900
MOTOROLA INC                                 X                   4    261963         0     64041
MOTOROLA INC                                 X                   7   504,900         0         0
MOTOROLA INC                                 X                   3   658,539         0         0
MURPHY OIL CORP                              X                   4       120         0         0
MURPHY OIL CORP                              X                         1,000         0         0
MURPHY OIL CORP                              X                   7     29030         0         0
MYLAN LABS INC                               X                   5       280         0         0
MYLAN LABS INC                               X                   5         0       378         0
MYLAN LABS INC                               X                   4     1,012         0         0
MYLAN LABS INC                               X                         9,900         0         0
MYLAN LABS INC                               X                   7    32,675         0         0
NCR CORP NEW                                 X                   4         0         0        35
NCR CORP NEW                                 X                   3       124         0         0
NCR CORP NEW                                 X                   7    29,632         0         0
NGAS RESOURCES INC                           X                   5     10000         0         0
NII HLDGS INC                                X                   5        74         0         0
NII HLDGS INC                                X                         1,400         0         0
NII HLDGS INC                                X                   4         0         0     2,634
NII HLDGS INC                                X                   7    19,300         0         0
NTL INC DEL                                  X                   3         2         0         0
NTL INC DEL                                  X                   7    30,373         0         0
NUCO2 INC                                    X                   4         0         0    12,917
NTT DOCOMO INC                               X                   2     17434         0         0
NVR INC                                      X                   7       920         0         0
NYSE GROUP INC                               X                   2       100         0         0
NYSE GROUP INC                               X                   2      1600         0         0
NYSE GROUP INC                               X                   5      4367         0         0
NASDAQ 100 TR                                X                   3         3         0         0
NASDAQ 100 TR                                X                   6       209         0         0
NASDAQ 100 TR                                X                          2000         0         0
NASDAQ 100 TR                                X                   2      2258         0         0
NASDAQ 100 TR                                X                             0     3,400         0
NASDAQ 100 TR                                X                   3     5,795         0         0
NASDAQ 100 TR                                X                        13,881         0         0
NASDAQ 100 TR                                X                   3    23,830         0         0
NASDAQ 100 TR                                X                   5     39988         0         0
NASDAQ 100 TR                                X                   3   129,599         0         0
NASDAQ 100 TR                                X                       153,300         0         0
NASDAQ 100 TR                                X                   3   155,793         0         0
NASDAQ 100 TR                                X                   3   225,123         0         0
NASDAQ 100 TR                                X                   3    534012         0         0
NASTECH PHARMACEUTICAL INC                   X                   3    37,100         0         0
NATIONAL CITY CORP                           X                   4       700         0         0
NATIONAL CITY CORP                           X                   4     1,974         0       155
NATIONAL CITY CORP                           X                   2    18,840         0         0
NATIONAL CITY CORP                           X                   7    108622         0         0
NATIONAL FINL PARTNERS CORP                  X                             0        67         0
NATIONAL FINL PARTNERS CORP                  X                   4        62         0    11,045
NATIONAL FUEL GAS CO N J                     X                   4     5,681         0         0
NATIONAL FUEL GAS CO N J                     X                   4     5,422     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     1,750         0         0
NATIONAL OILWELL VARCO INC                   X                   5         0      4015         0
NATIONAL OILWELL VARCO INC                   X                   6    10,432         0         0
NATIONAL OILWELL VARCO INC                   X                   2     16530         0         0
NATIONAL OILWELL VARCO INC                   X                   7     26990         0         0
NATIONAL OILWELL VARCO INC                   X                   3    56,648         0         0
NATIONAL OILWELL VARCO INC                   X                   3    162322         0         0
NATIONAL SEMICONDUCTOR CORP                  X                   1       145         0         0
NATIONAL SEMICONDUCTOR CORP                  X                   5         0       700         0
NATIONAL SEMICONDUCTOR CORP                  X                          2350         0         0
NATIONAL SEMICONDUCTOR CORP                  X                   4     3,000         0         0
NATIONAL SEMICONDUCTOR CORP                  X                   4         0         0     4,542
NATIONAL SEMICONDUCTOR CORP                  X                         7,376         0         0
NATIONAL SEMICONDUCTOR CORP                  X                   7    54,706         0         0
NATIONAL SEMICONDUCTOR CORP                  X                   3    60,628         0         0
NATIONWIDE FINL SVCS INC                     X                   2       540         0         0
NATIONWIDE FINL SVCS INC                     X                   3      6686         0         0
NAUTILUS INC                                 X                   2    12,800         0         0
NAVTEQ CORP                                  X                   3     1,660         0         0
NAVTEQ CORP                                  X                   5         0      1900         0
NAVTEQ CORP                                  X                   7     8,400         0         0
NAVTEQ CORP                                  X                   2    16,225         0         0
NAVTEQ CORP                                  X                   3    54,000         0         0
NAVTEQ CORP                                  X                   3    61,948         0         0
NETEASE COM INC                              X                   4         0         0        24
NETEASE COM INC                              X                   6       340         0         0
NETEASE COM INC                              X                   3       920         0         0
NETEASE COM INC                              X                   5      8000         0         0
NETEASE COM INC                              X                   6    10,063         0         0
NETEASE COM INC                              X                   3    71,280         0         0
NETEASE COM INC                              X                   6     57600         0    408597
NETWORK APPLIANCE INC                        X                   5       190         0         0
NETWORK APPLIANCE INC                        X                   5         0      1469         0
NETWORK APPLIANCE INC                        X                   5         0     2,900         0
NETWORK APPLIANCE INC                        X                   4        63         0    16,947
NETWORK APPLIANCE INC                        X                   7     63843         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     14466         0         0
NEW YORK CMNTY BANCORP INC                   X                   7    34,466         0         0
NEW YORK TIMES CO                            X                   2     1,000         0         0
NEW YORK TIMES CO                            X                   4       250         0     1,170
NEW YORK TIMES CO                            X                   7    23,876         0         0
NEWELL RUBBERMAID INC                        X                   5         0       239         0
NEWELL RUBBERMAID INC                        X                   4       285         0       180
NEWELL RUBBERMAID INC                        X                   3    13,970         0         0
NEWELL RUBBERMAID INC                        X                   7    48,248         0         0
NEWFIELD EXPL CO                             X                          1000         0         0
NEWFIELD EXPL CO                             X                   7    12,770         0         0
NEWMONT MINING CORP                          X                   4       325         0         0
NEWMONT MINING CORP                          X                   4       600         0         0
NEWMONT MINING CORP                          X                   3       350         0     1,957
NEWMONT MINING CORP                          X                   2     3,300         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    35,568         0         0
NEWMONT MINING CORP                          X                   3    36,900         0         0
NEWMONT MINING CORP                          X                   3     83547         0       250
NEWMONT MINING CORP                          X                   7    85,500         0         0
NEWMONT MINING CORP                          X                   3   727,398         0         0
NEWS CORP                                    X                   5       310         0         0
NEWS CORP                                    X                   5         0       665         0
NEWS CORP                                    X                   3     2,260         0         0
NEWS CORP                                    X                         2,647         0         0
NEWS CORP                                    X                          4145         0         0
NEWS CORP                                    X                   3     6,400         0         0
NEWS CORP                                    X                   4       477         0    29,359
NEWS CORP                                    X                   3   100,000         0         0
NEWS CORP                                    X                   3   231,453         0        96
NEWS CORP                                    X                   7   357,484         0         0
NEWS CORP                                    X                   2       250         0         0
NEWS CORP                                    X                   4       390         0         0
NEWS CORP                                    X                   4      2000         0         0
NEWS CORP                                    X                          7613         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                   5         0       200         0
NEXEN INC                                    X                   3       441         0         0
NEXEN INC                                    X                           914         0         0
NEXEN INC                                    X                   2   120,805         0         0
NICE SYS LTD                                 X                             0        89         0
NICE SYS LTD                                 X                         8,000         0         0
NICE SYS LTD                                 X                   7    30,800         0         0
NICOR INC                                    X                   3     1,800         0         0
NICOR INC                                    X                   7     3,010         0         0
NIKE INC                                     X                   3        46         0         0
NIKE INC                                     X                   3        89         0         0
NIKE INC                                     X                           750         0         0
NIKE INC                                     X                          4328         0         0
NIKE INC                                     X                   5         0      5200         0
NIKE INC                                     X                   4     6,000         0         0
NIKE INC                                     X                   3    20,713         0         0
NIKE INC                                     X                   7    30,209         0         0
NIKE INC                                     X                   3   108,000         0         0
NIPPON TELEG & TEL CORP                      X                   4       510         0         0
NIPPON TELEG & TEL CORP                      X                             0       532         0
NIPPON TELEG & TEL CORP                      X                   5      2321         0         0
NIPPON TELEG & TEL CORP                      X                   5         0     11500         0
NIPPON TELEG & TEL CORP                      X                   2    16,847         0         0
NISOURCE INC                                 X                   5         0       402         0
NISOURCE INC                                 X                   7    48,462         0         0
NISSAN MOTORS                                X                   5         0       650         0
NISSAN MOTORS                                X                   4         0         0    33,663
NISSAN MOTORS                                X                   2   171,071         0         0
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                         8,000         0         0
NOKIA CORP                                   X                   5         0     10240         0
NOKIA CORP                                   X                   2    13,679         0         0
NOKIA CORP                                   X                   3    25,350         0         0
NOKIA CORP                                   X                   2    71,075         0         0
NOKIA CORP                                   X                   4     2,480         0    84,361
NOKIA CORP                                   X                   5    145063         0         0
NOKIA CORP                                   X                   3 1,809,193         0         0
NOBLE ENERGY INC                             X                             0       230         0
NOBLE ENERGY INC                             X                           680         0         0
NOBLE ENERGY INC                             X                   4       180         0     1,274
NOBLE ENERGY INC                             X                   3     2,310         0         0
NOBLE ENERGY INC                             X                   5         0    12,340         0
NOBLE ENERGY INC                             X                   7    18,600         0         0
NOMURA HLDGS INC                             X                   5       635         0         0
NOMURA HLDGS INC                             X                   5         0       790         0
NOMURA HLDGS INC                             X                   4         0         0    44,496
NOMURA HLDGS INC                             X                   2   128,985         0         0
NORDSTROM INC                                X                   4         0         0       274
NORDSTROM INC                                X                           664         0         0
NORDSTROM INC                                X                   3         0         0     3,700
NORDSTROM INC                                X                   7    37,490         0         0
NORDSTROM INC                                X                   3     67068         0         0
NORFOLK SOUTHERN CORP                        X                   2       225         0         0
NORFOLK SOUTHERN CORP                        X                           720         0         0
NORFOLK SOUTHERN CORP                        X                   5         0      2000         0
NORFOLK SOUTHERN CORP                        X                   3      3600         0         0
NORFOLK SOUTHERN CORP                        X                   4    11,475         0     4,400
NORFOLK SOUTHERN CORP                        X                   3    43,000         0       933
NORFOLK SOUTHERN CORP                        X                   4    69,846         0     5,307
NORFOLK SOUTHERN CORP                        X                   7    82,636         0         0
NORSK HYDRO A S                              X                   3    10,000         0         0
NORTEL NETWORKS CORP NEW                     X                           300         0         0
NORTEL NETWORKS CORP NEW                     X                   3       600         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     73180         0
NORTEL NETWORKS CORP NEW                     X                   5     75956         0         0
NORTEL NETWORKS CORP NEW                     X                   2    719974         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      1500         0         0
NORTH FORK BANCORPORATION NY                 X                   3     3,325         0         0
NORTH FORK BANCORPORATION NY                 X                   2    17,750         0         0
NORTH FORK BANCORPORATION NY                 X                   7    90,649         0         0
NORTH FORK BANCORPORATION NY                 X                   3    93,150         0         0
NORTH FORK BANCORPORATION NY                 X                   3    99,975         0         0
NORTHEAST UTILS                              X                   4         0         0       440
NORTHEAST UTILS                              X                   5         0       460         0
NORTHEAST UTILS                              X                   7    16,640         0         0
NORTHERN ORION RES INC                       X                   2   108,830         0         0
NORTHERN TR CORP                             X                   4       200         0         0
NORTHERN TR CORP                             X                   7     34498         0         0
NORTHERN TR CORP                             X                   3    39,798         0         0
NORTHGATE MINERALS CORP                      X                   3      5000         0         0
NORTHGATE MINERALS CORP                      X                   2    20,050         0         0
NORTHROP GRUMMAN CORP                        X                   2        25         0         0
NORTHROP GRUMMAN CORP                        X                             0        80         0
NORTHROP GRUMMAN CORP                        X                   4       210         0       200
NORTHROP GRUMMAN CORP                        X                   3     3,703         0         0
NORTHROP GRUMMAN CORP                        X                   4     5,140       856         0
NORTHROP GRUMMAN CORP                        X                   7    68,996         0         0
NORTHWEST NAT GAS CO                         X                   4     7,500     1,500         0
NOVA CHEMICALS CORP                          X                   2    78,709         0         0
NOVARTIS A G                                 X                   5         0       260         0
NOVARTIS A G                                 X                   4       390         0       400
NOVARTIS A G                                 X                   7     2,094         0         0
NOVARTIS A G                                 X                   2     4,587         0         0
NOVARTIS A G                                 X                   5      4952         0         0
NOVARTIS A G                                 X                   4     1,135         0    17,681
NOVARTIS A G                                 X                   2    26,725         0         0
NOVELL INC                                   X                   1       194         0         0
NOVELL INC                                   X                   3       500         0         0
NOVELL INC                                   X                   4         0         0       536
NOVELL INC                                   X                   5     14552         0         0
NOVELL INC                                   X                   3    18,554         0         0
NOVELL INC                                   X                   7    21,510         0         0
NOVELLUS SYS INC                             X                   3       500         0         0
NOVELLUS SYS INC                             X                   5      1125         0         0
NOVELLUS SYS INC                             X                         2,058         0         0
NOVELLUS SYS INC                             X                   7    23,442         0         0
NOVELLUS SYS INC                             X                   3    43,057         0         0
NSTAR                                        X                   4         0     1,000         0
NSTAR                                        X                   7    11,160         0         0
NUCOR CORP                                   X                   2       110         0         0
NUCOR CORP                                   X                   4       400         0        28
NUCOR CORP                                   X                   3         0         0     3,180
NUCOR CORP                                   X                         4,552         0         0
NUCOR CORP                                   X                   3     13248         0         0
NUCOR CORP                                   X                   7    57,466         0         0
NVIDIA CORP                                  X                   2       300         0         0
NVIDIA CORP                                  X                   4         0         0       505
NVIDIA CORP                                  X                   5       500         0         0
NVIDIA CORP                                  X                          5500         0         0
NVIDIA CORP                                  X                   3     6,900         0         0
NVIDIA CORP                                  X                   3    11,300         0         0
NVIDIA CORP                                  X                   7    85,062         0         0
OGE ENERGY CORP                              X                   5         0      1200         0
OGE ENERGY CORP                              X                   3   250,000         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     12300
OSI RESTAURANT PARTNERS INC                  X                   5         0       110         0
OSI RESTAURANT PARTNERS INC                  X                   7     7,280         0         0
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                   5         0       375         0
OCCIDENTAL PETE CORP DEL                     X                   5       370         0         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     2,790         0         0
OCCIDENTAL PETE CORP DEL                     X                   3     7,064         0         0
OCCIDENTAL PETE CORP DEL                     X                   4    17,501       950     3,100
OCCIDENTAL PETE CORP DEL                     X                   4    29,285         0     5,668
OCCIDENTAL PETE CORP DEL                     X                   3    46,310         0    11,500
OCCIDENTAL PETE CORP DEL                     X                   7    74,961         0         0
ODYSSEY HEALTHCARE INC                       X                         3,814         0         0
ODYSSEY HEALTHCARE INC                       X                   4         0         0     24634
OFFICE DEPOT INC                             X                   2        35         0         0
OFFICE DEPOT INC                             X                   4     1,100         0        60
OFFICE DEPOT INC                             X                          3500         0         0
OFFICE DEPOT INC                             X                   5         0      3700         0
OFFICE DEPOT INC                             X                   3    61,332         0         0
OFFICE DEPOT INC                             X                   7    65,069         0         0
OFFICEMAX INC DEL                            X                   5         0       220         0
OFFICEMAX INC DEL                            X                   7    12,240         0         0
OIL SVC HOLDRS TR                            X                   3       100         0         0
OIL SVC HOLDRS TR                            X                   5       500         0         0
OIL SVC HOLDRS TR                            X                   3       600         0         0
OIL SVC HOLDRS TR                            X                   5       800         0         0
OIL SVC HOLDRS TR                            X                   3     1,500         0         0
OIL SVC HOLDRS TR                            X                   3         0         0     5,000
OIL SVC HOLDRS TR                            X                         6,900         0         0
OIL SVC HOLDRS TR                            X                   3    15,100         0         0
OLD REP INTL CORP                            X                   7    21,656         0         0
OMNICARE INC                                 X                   5        83         0         0
OMNICARE INC                                 X                   4     5,000         0         0
OMNICARE INC                                 X                   7    17,250         0         0
OMNICOM GROUP INC                            X                   2        80         0         0
OMNICOM GROUP INC                            X                   3     1,040         0         0
OMNICOM GROUP INC                            X                   4     1,400       185       250
OMNICOM GROUP INC                            X                   3     2,000         0         0
OMNICOM GROUP INC                            X                   4       300         0     2,404
OMNICOM GROUP INC                            X                   5         0      4120         0
OMNICOM GROUP INC                            X                   3      8700         0         0
OMNICOM GROUP INC                            X                   2    12,475         0         0
OMNICOM GROUP INC                            X                   3     30630         0         0
OMNICOM GROUP INC                            X                   3    31,395         0         0
OMNICOM GROUP INC                            X                   7    36,945         0         0
OMNICOM GROUP INC                            X                   3    45,333         0         0
ONE LIBERTY PPTYS INC                        X                   4    59,753         0         0
ONEOK PARTNERS LP                            X                   4         0         0     5,450
OPEN JT STK CO-VIMPEL COMMUN                 X                   7     70400         0         0
OPEN JT STK CO-VIMPEL COMMUN                 X                       240,000         0         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      4300         0         0
ORACLE CORP                                  X                   3     4,832         0         0
ORACLE CORP                                  X                         5,500         0         0
ORACLE CORP                                  X                   3     6,536         0         0
ORACLE CORP                                  X                   2     6,929         0         0
ORACLE CORP                                  X                        23,593         0         0
ORACLE CORP                                  X                   3     31887         0         0
ORACLE CORP                                  X                   5         0     41844         0
ORACLE CORP                                  X                   4    65,629     6,824     2,100
ORACLE CORP                                  X                   5    159540         0         0
ORACLE CORP                                  X                   3   167,772         0     1,300
ORACLE CORP                                  X                   4   142,222         0    28,611
ORACLE CORP                                  X                   7    934419         0         0
OSHKOSH TRUCK CORP                           X                   3     5,400         0         0
PDL BIOPHARMA INC                            X                         1,600         0         0
PDL BIOPHARMA INC                            X                   3         0         0    24,600
PG&E CORP                                    X                   4       200         0         0
PG&E CORP                                    X                   3       350         0         0
PG&E CORP                                    X                   3      3511         0         0
PG&E CORP                                    X                   3     3,900         0         0
PG&E CORP                                    X                   3    27,700         0         0
PG&E CORP                                    X                   7     71260         0         0
PMC-SIERRA INC                               X                   5      3642         0         0
PMC-SIERRA INC                               X                   7    10,140         0         0
PMI GROUP INC                                X                   5         0       100         0
PMI GROUP INC                                X                   4       570         0         8
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                   3     2,520         0         0
PNC FINL SVCS GROUP INC                      X                   4     1,670     2,100         0
PNC FINL SVCS GROUP INC                      X                   4     7,180         0     2,775
PNC FINL SVCS GROUP INC                      X                   3    56,983         0         0
PNC FINL SVCS GROUP INC                      X                   7    58,755         0         0
POSCO                                        X                             0        13         0
POSCO                                        X                             0        35         0
POSCO                                        X                   4         0         0       282
POSCO                                        X                   3       740         0         0
POSCO                                        X                   3     3,980         0         0
POSCO                                        X                   3     5,500         0         0
POSCO                                        X                   5      6515         0         0
POSCO                                        X                   3         0         0    10,075
POSCO                                        X                   2    18,355         0         0
POSCO                                        X                   6         0         0    22,610
POSCO                                        X                   7    41,122         0         0
POSCO                                        X                   3    98,900         0         0
PPG INDS INC                                 X                   2       230         0         0
PPG INDS INC                                 X                   3     2,577         0         0
PPG INDS INC                                 X                   4     6,604         0     2,500
PPG INDS INC                                 X                   4     3,150         0     6,500
PPG INDS INC                                 X                   7    31,413         0         0
PPL CORP                                     X                   4       300         0         0
PPL CORP                                     X                   3     5,400         0         0
PPL CORP                                     X                   3     5,488         0         0
PPL CORP                                     X                   4       400         0     6,697
PPL CORP                                     X                   7    73,936         0         0
PPL CORP                                     X                   3 1,400,000         0         0
PACCAR INC                                   X                   2       120         0         0
PACCAR INC                                   X                   3     2,000         0         0
PACCAR INC                                   X                   3     2,400         0         0
PACCAR INC                                   X                   4        30         0     2,967
PACCAR INC                                   X                   7    32,456         0         0
PACER INTL INC TENN                          X                             0       138         0
PACER INTL INC TENN                          X                   5       130         0         0
PACER INTL INC TENN                          X                   4         0         0     16908
PACIFIC ETHANOL INC                          X                   3    18,180         0     1,000
PACTIV CORP                                  X                   5         0       438         0
PACTIV CORP                                  X                          6728         0         0
PACTIV CORP                                  X                   7    23,352         0         0
PALL CORP                                    X                             0        80         0
PALL CORP                                    X                   4       435         0         0
PALL CORP                                    X                   4     2,500         0         0
PALL CORP                                    X                   7    21,820         0         0
PARKER HANNIFIN CORP                         X                   4       200         0         0
PARKER HANNIFIN CORP                         X                   3       400         0         0
PARKER HANNIFIN CORP                         X                         1,100         0         0
PARKER HANNIFIN CORP                         X                   5         0      4500         0
PARKER HANNIFIN CORP                         X                   7    22,277         0         0
PARTNER COMMUNICATIONS CO LT                 X                   5     21720         0         0
PATNI COMPUTER SYS                           X                   2      2000         0         0
PATNI COMPUTER SYS                           X                   6    25,000         0         0
PATNI COMPUTER SYS                           X                   6   606,254         0         0
PATTERSON COMPANIES INC                      X                   4       240         0         0
PATTERSON COMPANIES INC                      X                   2       400         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       183         0         0
PATTERSON UTI ENERGY INC                     X                   2       770         0         0
PATTERSON UTI ENERGY INC                     X                   3     2,925         0         0
PATTERSON UTI ENERGY INC                     X                         4,702         0         0
PATTERSON UTI ENERGY INC                     X                   7    17,980         0         0
PAYCHEX INC                                  X                   3     4,200         0         0
PAYCHEX INC                                  X                   4     5,455         0         0
PAYCHEX INC                                  X                   3     7,557         0         0
PAYCHEX INC                                  X                   4      6476         0      8159
PAYCHEX INC                                  X                   7    69,619         0         0
PEABODY ENERGY CORP                          X                   4         0         0         7
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                   5      4062         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    27,500         0         0
PENNEY J C INC                               X                   4       100         0         0
PENNEY J C INC                               X                   5         0       300         0
PENNEY J C INC                               X                   5         0       600         0
PENNEY J C INC                               X                   2       875         0         0
PENNEY J C INC                               X                   3     1,400         0         0
PENNEY J C INC                               X                   3      2800         0         0
PENNEY J C INC                               X                   4       443         0      4887
PENNEY J C INC                               X                   3    13,700         0         0
PENNEY J C INC                               X                   3    23,495         0         0
PENNEY J C INC                               X                   7    48,279         0         0
PENNEY J C INC                               X                   3    56,067         0         0
PENTAIR INC                                  X                   3         0         0     3,800
PENTAIR INC                                  X                   7     8,700         0         0
PEOPLES BK BRIDGEPORT CONN                   X                   7      6150         0         0
PEOPLES ENERGY CORP                          X                   4       850         0         0
PEOPLES ENERGY CORP                          X                   7     2,160         0         0
PEOPLES ENERGY CORP                          X                   2    13,470         0         0
PEOPLES ENERGY CORP                          X                   3   475,000         0         0
PEPCO HOLDINGS INC                           X                   7    25,260         0         0
PEPSI BOTTLING GROUP INC                     X                   2       100         0         0
PEPSI BOTTLING GROUP INC                     X                   3      4300         0         0
PEPSI BOTTLING GROUP INC                     X                   7     26936         0         0
PEPSIAMERICAS INC                            X                   7     12990         0         0
PEPSICO INC                                  X                             0       210         0
PEPSICO INC                                  X                   3       500         0         0
PEPSICO INC                                  X                   3       500         0         0
PEPSICO INC                                  X                   3       593         0         0
PEPSICO INC                                  X                   6       955         0         0
PEPSICO INC                                  X                   5         0      1920         0
PEPSICO INC                                  X                   3     3,997         0         0
PEPSICO INC                                  X                         4,560         0         0
PEPSICO INC                                  X                   5     5,200         0         0
PEPSICO INC                                  X                        11,860         0         0
PEPSICO INC                                  X                   3    12,942         0         0
PEPSICO INC                                  X                   3    15,802         0         0
PEPSICO INC                                  X                   5     17175         0         0
PEPSICO INC                                  X                   2    18,579         0         0
PEPSICO INC                                  X                   3    115218         0         0
PEPSICO INC                                  X                   4   145,195    37,384    54,000
PEPSICO INC                                  X                   7   351,018         0         0
PEPSICO INC                                  X                   4    345977        60     42421
PERKINELMER INC                              X                         1,100         0         0
PERKINELMER INC                              X                   4       800     3,000         0
PERKINELMER INC                              X                   7     7,500         0         0
P T TELEKOMUNIKASI INDONESIA                 X                         1,025         0         0
P T TELEKOMUNIKASI INDONESIA                 X                   7   110,688         0         0
PETRO-CDA                                    X                   4         0         0       200
PETRO-CDA                                    X                   2       900         0         0
PETRO-CDA                                    X                   3     6,600         0       800
PETRO-CDA                                    X                   2   155,351         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                   3     1,000         0         0
PETROCHINA CO LTD                            X                   2      3315         0         0
PETROCHINA CO LTD                            X                   3     4,590         0         0
PETROBRAS ENERGIA PARTCPTNS                  X                   1 1,416,001         0         0
PETROFUND ENERGY TRUST                       X                   2    34,245         0         0
PETROLEO BRASILEIRO SA PETRO                 X                             0        41         0
PETROLEO BRASILEIRO SA PETRO                 X                             0        85         0
PETROLEO BRASILEIRO SA PETRO                 X                   5         0       150         0
PETROLEO BRASILEIRO SA PETRO                 X                   5       166         0         0
PETROLEO BRASILEIRO SA PETRO                 X                   5         0       724         0
PETROLEO BRASILEIRO SA PETRO                 X                   3       833         0         0
PETROLEO BRASILEIRO SA PETRO                 X                   5         0     3,800         0
PETROLEO BRASILEIRO SA PETRO                 X                   2    12,840         0         0
PETROLEO BRASILEIRO SA PETRO                 X                   7    15,279         0         0
PETROLEO BRASILEIRO SA PETRO                 X                   3         0         0    32,200
PETROLEO BRASILEIRO SA PETRO                 X                   2        45         0         0
PETROLEO BRASILEIRO SA PETRO                 X                             0        60         0
PETROLEO BRASILEIRO SA PETRO                 X                   5       150         0         0
PETROLEO BRASILEIRO SA PETRO                 X                         1,000         0         0
PETROLEO BRASILEIRO SA PETRO                 X                        1,300         0         0
PETROLEO BRASILEIRO SA PETRO                 X                   3     1,900         0         0
PETROLEO BRASILEIRO SA PETRO                 X                   3     2,060         0         0
PETROLEO BRASILEIRO SA PETRO                 X                   3     2,920         0         0
PETROLEO BRASILEIRO SA PETRO                 X                   3         0         0     5,500
PETROLEO BRASILEIRO SA PETRO                 X                   3    15,100         0         0
PETROLEO BRASILEIRO SA PETRO                 X                   3    48,850         0         0
PETROLEO BRASILEIRO SA PETRO                 X                   7    81,725         0         0
PETROQUEST ENERGY INC                        X                   3    650000         0         0
PETSMART INC                                 X                   5       121         0         0
PETSMART INC                                 X                   2     3,015         0         0
PETSMART INC                                 X                   7     11100         0         0
PETSMART INC                                 X                   3         0         0    18,100
PFIZER INC                                   X                   1       240         0         0
PFIZER INC                                   X                   5         0      1520         0
PFIZER INC                                   X                   5      2275         0         0
PFIZER INC                                   X                   5         0     5,800         0
PFIZER INC                                   X                   3     9,838         0         0
PFIZER INC                                   X                        11,500     1,250         0
PFIZER INC                                   X                   2    16,600         0         0
PFIZER INC                                   X                         25480         0         0
PFIZER INC                                   X                   6    26,656         0         0
PFIZER INC                                   X                        34,915         0         0
PFIZER INC                                   X                   3    35,233         0         0
PFIZER INC                                   X                   3    41,185         0         0
PFIZER INC                                   X                        69,800         0         0
PFIZER INC                                   X                   5         0     83587         0
PFIZER INC                                   X                         97045         0         0
PFIZER INC                                   X                   2   120,365         0         0
PFIZER INC                                   X                   3   130,000         0         0
PFIZER INC                                   X                   3   251,869         0         0
PFIZER INC                                   X                   5    345721         0         0
PFIZER INC                                   X                   4   351,259    20,529    51,895
PFIZER INC                                   X                   3   295,371         0   186,618
PFIZER INC                                   X                   4   652,818         0   102,415
PFIZER INC                                   X                   3   845,544         0    21,475
PFIZER INC                                   X                   3 1,331,813         0         0
PFIZER INC                                   X                   7 1,468,009         0         0
PHARMACEUTICAL HLDRS TR                      X                   2       200         0         0
PHARMACEUTICAL HLDRS TR                      X                   5       300         0         0
PHARMACEUTICAL HLDRS TR                      X                   5         0      2300         0
PHARMACEUTICAL HLDRS TR                      X                   3     2,500         0         0
PHELPS DODGE CORP                            X                   2       100         0         0
PHELPS DODGE CORP                            X                   5       136         0         0
PHELPS DODGE CORP                            X                   2       210         0         0
PHELPS DODGE CORP                            X                   4         0         0       400
PHELPS DODGE CORP                            X                   3     1,870         0         0
PHELPS DODGE CORP                            X                         3,692         0         0
PHELPS DODGE CORP                            X                   4     6,289         0     1,559
PHELPS DODGE CORP                            X                   7    41,924         0         0
PHELPS DODGE CORP                            X                   3    72,616         0         0
PHELPS DODGE CORP                            X                   3 3,000,000         0         0
PHILIPPINE LONG DISTANCE TEL                 X                   5       200         0         0
PHILIPPINE LONG DISTANCE TEL                 X                   2    10,000         0         0
PHILIPPINE LONG DISTANCE TEL                 X                   5         0    13,400         0
PHILIPPINE LONG DISTANCE TEL                 X                   3         0         0    42,100
PHILIPPINE LONG DISTANCE TEL                 X                   3    42,600         0         0
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    14,660         0         0
PITNEY BOWES INC                             X                   4         0         0       131
PITNEY BOWES INC                             X                   4     1,600         0         0
PITNEY BOWES INC                             X                   3    29,118         0         0
PITNEY BOWES INC                             X                   7    46,269         0         0
PLUG POWER INC                               X                   3         0         0     1,000
PLUG POWER INC                               X                   5     10000         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     6,658         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                         1,200         0         0
POLO RALPH LAUREN CORP                       X                   5      3050         0         0
POLO RALPH LAUREN CORP                       X                        10,400         0         0
PORTUGAL TELECOM SGPS S A                    X                             0       800         0
PORTUGAL TELECOM SGPS S A                    X                   5      1060         0         0
PORTUGAL TELECOM SGPS S A                    X                   2    10,364         0         0
PORTUGAL TELECOM SGPS S A                    X                   5         0     11960         0
POTASH CORP SASK INC                         X                   5         0        51         0
POTASH CORP SASK INC                         X                   3       320         0         0
POTASH CORP SASK INC                         X                   2    41,528         0         0
POWERSHARES ETF TRUST                        X                   3     3,000         0         0
POWERSHARES ETF TRUST                        X                   2    13,700         0         0
POWERSHARES ETF TRUST                        X                   5     18800         0         0
PRAXAIR INC                                  X                   2        75         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      2835         0         0
PRAXAIR INC                                  X                   3     2,936         0         0
PRAXAIR INC                                  X                         7,400         0         0
PRAXAIR INC                                  X                   4    18,583         0    14,257
PRAXAIR INC                                  X                   7    57,346         0         0
PRECISION CASTPARTS CORP                     X                   4         0         0     1,353
PRECISION CASTPARTS CORP                     X                   7    12,700         0         0
PRECISION DRILLING TR                        X                   4     2,000         0         0
PRECISION DRILLING TR                        X                   2     63411         0         0
PRICE T ROWE GROUP INC                       X                   5       140         0         0
PRICE T ROWE GROUP INC                       X                   4         0       200         0
PRICE T ROWE GROUP INC                       X                   3     4,200         0         0
PRICE T ROWE GROUP INC                       X                   4        94         0    28,090
PRICE T ROWE GROUP INC                       X                   7    52,032         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      1000         0         0
PRIMEWEST ENERGY TR                          X                   2    22,627         0         0
PRINCIPAL FINANCIAL GROUP IN                 X                   2        85         0         0
PRINCIPAL FINANCIAL GROUP IN                 X                   4       567         0         0
PRINCIPAL FINANCIAL GROUP IN                 X                   4       475         0       789
PRINCIPAL FINANCIAL GROUP IN                 X                   7    45,275         0         0
PRINCIPAL FINANCIAL GROUP IN                 X                   5     56500         0         0
PRINCIPAL FINANCIAL GROUP IN                 X                   3    60,720         0         0
PROCTER & GAMBLE CO                          X                   1       500         0         0
PROCTER & GAMBLE CO                          X                   2     2,995         0         0
PROCTER & GAMBLE CO                          X                         3,900       280         0
PROCTER & GAMBLE CO                          X                   3     5,360         0         0
PROCTER & GAMBLE CO                          X                   5      5627         0         0
PROCTER & GAMBLE CO                          X                         10875         0         0
PROCTER & GAMBLE CO                          X                        12,837         0         0
PROCTER & GAMBLE CO                          X                   5         0     13465         0
PROCTER & GAMBLE CO                          X                   5     16972         0         0
PROCTER & GAMBLE CO                          X                        19,886         0         0
PROCTER & GAMBLE CO                          X                   3    22,580         0         0
PROCTER & GAMBLE CO                          X                   5         0    26,253         0
PROCTER & GAMBLE CO                          X                   3    28,769         0         0
PROCTER & GAMBLE CO                          X                   2    29,678         0         0
PROCTER & GAMBLE CO                          X                   3    24,400         0     5,759
PROCTER & GAMBLE CO                          X                   3    48,765         0         0
PROCTER & GAMBLE CO                          X                   3   146,637         0     4,275
PROCTER & GAMBLE CO                          X                   4   114,552    40,105    24,419
PROCTER & GAMBLE CO                          X                   3   201,221         0         0
PROCTER & GAMBLE CO                          X                   4   270,248        40    43,400
PROCTER & GAMBLE CO                          X                   7   653,107         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    37,326         0         0
PROGRESS ENERGY INC                          X                   3   504,000         0         0
PROGRESSIVE CORP OHIO                        X                   5       620         0         0
PROGRESSIVE CORP OHIO                        X                   5         0      4240         0
PROGRESSIVE CORP OHIO                        X                   3     6,800         0         0
PROGRESSIVE CORP OHIO                        X                   3    18,420         0         0
PROGRESSIVE CORP OHIO                        X                   7   158,006         0         0
PROLOGIS                                     X                   4         0         0       180
PROLOGIS                                     X                   7     37830         0         0
PROTECTIVE LIFE CORP                         X                   5        30         0         0
PROTECTIVE LIFE CORP                         X                   7     6,000         0         0
PROVIDENT ENERGY TR                          X                   2    70,673         0         0
PROVIDENT NEW YORK BANCORP                   X                   4         0         0        30
PROVIDENT NEW YORK BANCORP                   X                   4         0   168,359         0
PRUDENTIAL FINL INC                          X                   2       850         0         0
PRUDENTIAL FINL INC                          X                   4         0         0     2,588
PRUDENTIAL FINL INC                          X                   5     3,600         0         0
PRUDENTIAL FINL INC                          X                   3     6,487         0         0
PRUDENTIAL FINL INC                          X                   3    96,345         0         0
PRUDENTIAL FINL INC                          X                   7   103,856         0         0
PRUDENTIAL PLC                               X                   2     61360         0         0
PUBLIC SVC ENTERPRISE GROUP                  X                   4         0         0        69
PUBLIC SVC ENTERPRISE GROUP                  X                   4         0         0       525
PUBLIC SVC ENTERPRISE GROUP                  X                   7    47,004         0         0
PUBLIC STORAGE INC                           X                          2000         0         0
PUBLIC STORAGE INC                           X                   7    18,840         0         0
PULTE HOMES INC                              X                   2       400         0         0
PULTE HOMES INC                              X                   5         0     2,400         0
PULTE HOMES INC                              X                   4         0         0     3,086
PULTE HOMES INC                              X                   3     4,116         0         0
PULTE HOMES INC                              X                   7     37030         0         0
QLOGIC CORP                                  X                   4         0         0       236
QLOGIC CORP                                  X                   3     4,000         0         0
QLOGIC CORP                                  X                   7    30,540         0         0
QUALCOMM INC                                 X                           340         0         0
QUALCOMM INC                                 X                   5         0       996         0
QUALCOMM INC                                 X                   5         0      1500         0
QUALCOMM INC                                 X                         2,000         0         0
QUALCOMM INC                                 X                   2     2,445         0         0
QUALCOMM INC                                 X                   5      3220         0         0
QUALCOMM INC                                 X                         3,450         0         0
QUALCOMM INC                                 X                   5         0     5,300         0
QUALCOMM INC                                 X                   4    11,441         0         0
QUALCOMM INC                                 X                         12154         0         0
QUALCOMM INC                                 X                   3    15,537         0       800
QUALCOMM INC                                 X                   4    68,596         0    31,278
QUALCOMM INC                                 X                   3   133,779         0         0
QUALCOMM INC                                 X                   7   339,897         0         0
QUEBECOR WORLD INC                           X                   5      1300         0         0
QUEBECOR WORLD INC                           X                   2   149,409         0         0
QUEENSTAKE RES LTD YUKON                     X                   2     50000         0         0
QUEST DIAGNOSTICS INC                        X                   2       125         0         0
QUEST DIAGNOSTICS INC                        X                   5       205         0         0
QUEST DIAGNOSTICS INC                        X                   4     1,400         0         0
QUEST DIAGNOSTICS INC                        X                   3     2,700         0         0
QUEST DIAGNOSTICS INC                        X                   7    30,318         0         0
QUEST DIAGNOSTICS INC                        X                   4       363         0    32,557
QUEST DIAGNOSTICS INC                        X                   3    41,270         0     7,840
QUESTAR CORP                                 X                   4         0         0         8
QUESTAR CORP                                 X                   7    15,120         0         0
QUICKSILVER RESOURCES INC                    X                   5       352         0         0
QUICKSILVER RESOURCES INC                    X                   5         0     13570         0
QWEST COMMUNICATIONS INTL IN                 X                   4         0       112         0
QWEST COMMUNICATIONS INTL IN                 X                   3       709         0         0
QWEST COMMUNICATIONS INTL IN                 X                   2       880         0         0
QWEST COMMUNICATIONS INTL IN                 X                   4         0         0     1,313
QWEST COMMUNICATIONS INTL IN                 X                   5         0      1360         0
QWEST COMMUNICATIONS INTL IN                 X                   5         0      5000         0
QWEST COMMUNICATIONS INTL IN                 X                   3    22,900         0         0
QWEST COMMUNICATIONS INTL IN                 X                   7   367,967         0         0
R H DONNELLEY CORP                           X                   4         0         0         9
R H DONNELLEY CORP                           X                   5         0       150         0
R H DONNELLEY CORP                           X                   2       300         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     2,833         0         0
RF MICRODEVICES INC                          X                         3,600         0         0
RF MICRODEVICES INC                          X                   5      4500         0         0
RADIAN GROUP INC                             X                             0        83         0
RADIAN GROUP INC                             X                   4         0         0       314
RADIAN GROUP INC                             X                   5         0       500         0
RADIAN GROUP INC                             X                   7    10,780         0         0
RADIAN GROUP INC                             X                   2    34,470         0         0
RADIOSHACK CORP                              X                   2    20,240         0         0
RADIOSHACK CORP                              X                   7    24,344         0         0
RAMBUS INC DEL                               X                   5     20000         0         0
RAND CAP CORP                                X                   4         0         0    249207
RAYTHEON CO                                  X                             0        90         0
RAYTHEON CO                                  X                   2       300         0         0
RAYTHEON CO                                  X                   5         0       600         0
RAYTHEON CO                                  X                           620         0         0
RAYTHEON CO                                  X                   3     1,320         0         0
RAYTHEON CO                                  X                   3     4,100         0         0
RAYTHEON CO                                  X                   5      6500         0         0
RAYTHEON CO                                  X                   4    19,501     1,163       200
RAYTHEON CO                                  X                   3    39,000         0         0
RAYTHEON CO                                  X                   7    80,604         0         0
RAYTHEON CO                                  X                   4   234,140         0     6,064
RED HAT INC                                  X                           700         0         0
RED HAT INC                                  X                   5      2000         0         0
RED HAT INC                                  X                   3    14,000         0         0
RED HAT INC                                  X                   3    37,202         0     2,000
REGENCY CTRS CORP                            X                   7     8,330         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    77,936         0         0
REPSOL YPF S A                               X                   5       255         0         0
REPSOL YPF S A                               X                   2    33,435         0         0
REPSOL YPF S A                               X                   1    203818         0         0
REPUBLIC SVCS INC                            X                   7     13520         0         0
REPUBLIC SVCS INC                            X                   3     24881         0         0
RESEARCH IN MOTION LTD                       X                   6       300         0         0
RESEARCH IN MOTION LTD                       X                   3      2000         0         0
RESEARCH IN MOTION LTD                       X                   2     4,509         0         0
REVLON INC                                   X                   3   159,767         0         0
REYNOLDS & REYNOLDS CO                       X                   4        62         0    10,305
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                   4       100         0     4,067
REYNOLDS AMERICAN INC                        X                   7    16,690         0         0
REYNOLDS AMERICAN INC                        X                   3   750,000         0         0
RITCHIE BROS AUCTIONEERS                     X                   2       700         0         0
RITCHIE BROS AUCTIONEERS                     X                   2    32,300         0         0
RITE AID CORP                                X                   3     5,095         0         0
RITE AID CORP                                X                   2    19,500         0         0
ROBERT HALF INTL INC                         X                   5       215         0         0
ROBERT HALF INTL INC                         X                   3      3000         0         0
ROBERT HALF INTL INC                         X                   4        81         0    22,706
ROBERT HALF INTL INC                         X                   7    29,638         0         0
ROCKWELL AUTOMATION INC                      X                   5       175         0         0
ROCKWELL AUTOMATION INC                      X                   4       850         0         0
ROCKWELL AUTOMATION INC                      X                   3    10,498         0         0
ROCKWELL AUTOMATION INC                      X                   4        53         0    15,682
ROCKWELL AUTOMATION INC                      X                   7    30,770         0         0
ROCKWELL COLLINS INC                         X                   4       400         0         0
ROCKWELL COLLINS INC                         X                   3     9,650         0         0
ROCKWELL COLLINS INC                         X                   7    32,504         0         0
ROFIN SINAR TECHNOLOGIES INC                 X                   3    44,482         0         0
ROGERS COMMUNICATIONS INC                    X                   2     91749         0         0
ROHM & HAAS CO                               X                   4        53         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
ROPER INDS INC NEW                           X                   3     3,800         0         0
ROPER INDS INC NEW                           X                   7     5,600         0         0
ROSS STORES INC                              X                         1,000         0         0
ROSS STORES INC                              X                   7    15,770         0         0
ROSTELECOM OPEN JT STK LNG D                 X                   3         0         0    16,000
ROWAN COS INC                                X                   2        35         0         0
ROWAN COS INC                                X                   4         0         0        97
ROWAN COS INC                                X                   5       114         0         0
ROWAN COS INC                                X                   3     1,900         0         0
ROWAN COS INC                                X                   4      2200         0         0
ROWAN COS INC                                X                         3,703         0         0
ROWAN COS INC                                X                          7500         0         0
ROWAN COS INC                                X                   3    14,900         0         0
ROWAN COS INC                                X                   7     21190         0         0
ROYAL & SUN ALLIANCE INS                     X                   2    33,270         0         0
ROYAL BK CDA MONTREAL QUE                    X                   3       300         0         0
ROYAL BK CDA MONTREAL QUE                    X                   2       750         0         0
ROYAL BK CDA MONTREAL QUE                    X                   3     4,000         0         0
ROYAL BK CDA MONTREAL QUE                    X                   5     65700         0         0
ROYAL BK CDA MONTREAL QUE                    X                   2   637,832         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                             0         0    26,200
ROYAL DUTCH SHELL PLC                        X                   2        60         0         0
ROYAL DUTCH SHELL PLC                        X                   5       386         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                   2     2,655         0         0
ROYAL DUTCH SHELL PLC                        X                   5      8524         0         0
ROYAL DUTCH SHELL PLC                        X                   3    14,283         0         0
ROYAL DUTCH SHELL PLC                        X                   4     15790       200     12904
ROYAL DUTCH SHELL PLC                        X                   4     20622         0     15981
ROYAL DUTCH SHELL PLC                        X                   3 5,000,000         0         0
RYDER SYS INC                                X                   3     1,500         0         0
RYDER SYS INC                                X                   7    10,180         0         0
SEI INVESTMENTS CO                           X                   7     8,540         0         0
SI INTL INC                                  X                   4         0         0     14612
SK TELECOM LTD                               X                             0        63         0
SK TELECOM LTD                               X                             0       110         0
SK TELECOM LTD                               X                   3     1,848         0         0
SK TELECOM LTD                               X                   2     2,080         0         0
SK TELECOM LTD                               X                   5      2400         0         0
SK TELECOM LTD                               X                   5         0      5747         0
SK TELECOM LTD                               X                   3         0         0    10,000
SK TELECOM LTD                               X                   3   108,490         0         0
SK TELECOM LTD                               X                   6    100135         0     30106
SLM CORP                                     X                   3       369         0         0
SLM CORP                                     X                   4       675         0         0
SLM CORP                                     X                          5000         0         0
SLM CORP                                     X                   4     4,000         0     6,302
SLM CORP                                     X                   5         0     24564         0
SLM CORP                                     X                   7    70,325         0         0
SPDR TR                                      X                   4         0         0       570
SPDR TR                                      X                   5         0       960         0
SPDR TR                                      X                   5        0     1,100         0
SPDR TR                                      X                         1,205         0         0
SPDR TR                                      X                   4         0         0     2,115
SPDR TR                                      X                             0     2,200         0
SPDR TR                                      X                   2     2,505         0         0
SPDR TR                                      X                   3     3,610         0         0
SPDR TR                                      X                         5,232         0         0
SPDR TR                                      X                   3     5,670         0         0
SPDR TR                                      X                   5      7300         0         0
SPDR TR                                      X                        19,400         0         0
SPDR TR                                      X                   3     22057         0         0
SPDR TR                                      X                   6   102,560         0         0
SPDR TR                                      X                   3   104,945         0         0
SPDR TR                                      X                   3   314,914         0         0
SPX CORP                                     X                   2       245         0         0
SPX CORP                                     X                          1172         0         0
SPX CORP                                     X                   7     8,020         0         0
SABRE HLDGS CORP                             X                   4       265         0         0
SABRE HLDGS CORP                             X                   5         0       431         0
SABRE HLDGS CORP                             X                   7    23,355         0         0
SAFECO CORP                                  X                   5         0       114         0
SAFECO CORP                                  X                   3     7,154         0         0
SAFECO CORP                                  X                   7    28,253         0         0
SAFEWAY INC                                  X                   3       350         0         0
SAFEWAY INC                                  X                   4       360         0       160
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    20,969         0         0
SAFEWAY INC                                  X                   7    72,007         0         0
ST JOE CO                                    X                         5,000         0         0
ST JOE CO                                    X                   7      7870         0         0
ST JUDE MED INC                              X                   4         0         0       135
ST JUDE MED INC                              X                   2       500         0         0
ST JUDE MED INC                              X                   5      2000         0         0
ST JUDE MED INC                              X                   7    58,344         0         0
ST PAUL TRAVELERS INC                        X                   3        47         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                   2       326         0         0
ST PAUL TRAVELERS INC                        X                   3       390         0         0
ST PAUL TRAVELERS INC                        X                           785         0         0
ST PAUL TRAVELERS INC                        X                   5         0      1800         0
ST PAUL TRAVELERS INC                        X                   3      1900         0         6
ST PAUL TRAVELERS INC                        X                   3      2860         0         0
ST PAUL TRAVELERS INC                        X                   5      9245         0         0
ST PAUL TRAVELERS INC                        X                   3    17,370         0         0
ST PAUL TRAVELERS INC                        X                   5         0     21565         0
ST PAUL TRAVELERS INC                        X                   4    17,304     1,342     3,900
ST PAUL TRAVELERS INC                        X                   7   130,884         0         0
ST PAUL TRAVELERS INC                        X                   4    212957         0     25891
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    21,719
SANDISK CORP                                 X                             0        50         0
SANDISK CORP                                 X                   2       155         0         0
SANDISK CORP                                 X                   6       600         0         0
SANDISK CORP                                 X                   4       870         0         0
SANDISK CORP                                 X                   7    39,400         0         0
SANMINA SCI CORP                             X                   2       555         0         0
SANMINA SCI CORP                             X                   3     2,160         0         0
SANMINA SCI CORP                             X                   6      4000         0         0
SANMINA SCI CORP                             X                   5     12085         0         0
SANMINA SCI CORP                             X                   3    17,200         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   375,700         0         0
SANOFI AVENTIS                               X                             0       180         0
SANOFI AVENTIS                               X                   5       513         0         0
SANOFI AVENTIS                               X                   4     1,500         0         0
SANOFI AVENTIS                               X                   5         0      4503         0
SANOFI AVENTIS                               X                   4       100         0    19,120
SANOFI AVENTIS                               X                   2    34,390         0         0
SAP AKTIENGESELLSCHAFT                       X                   4         0         0       693
SAP AKTIENGESELLSCHAFT                       X                   2     1,170         0         0
SAP AKTIENGESELLSCHAFT                       X                   3     50001         0         0
SARA LEE CORP                                X                   5       780         0         0
SARA LEE CORP                                X                   2      4390         0         0
SARA LEE CORP                                X                   4     14475         0      1039
SARA LEE CORP                                X                   4     7,058         0    29,800
SARA LEE CORP                                X                   7   141,480         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       474         0         0
SASOL LTD                                    X                   3         0         0     7,300
SATYAM COMPUTER SERVICES LTD                 X                             0        33         0
SATYAM COMPUTER SERVICES LTD                 X                             0        17         0
SATYAM COMPUTER SERVICES LTD                 X                   5         0       102         0
SATYAM COMPUTER SERVICES LTD                 X                   6         0         0     8,000
SCANA CORP NEW                               X                   4       100         0         0
SCANA CORP NEW                               X                   4         0         0       180
SCANA CORP NEW                               X                   7    15,380         0         0
SCANSOURCE INC                               X                   4         0         0    14,957
SCHEIN HENRY INC                             X                   5       235         0         0
SCHEIN HENRY INC                             X                   2      2292         0         0
SCHEIN HENRY INC                             X                   7     8,080         0         0
SCHEIN HENRY INC                             X                   4        78         0    24,057
SCHERING A G                                 X                   5       100         0         0
SCHERING A G                                 X                   4         0         0       374
SCHERING A G                                 X                   2       428         0         0
SCHERING A G                                 X                   5         0      2270         0
SCHERING PLOUGH CORP                         X                   4         0         0       200
SCHERING PLOUGH CORP                         X                   3       300         0         0
SCHERING PLOUGH CORP                         X                   5      1510         0         0
SCHERING PLOUGH CORP                         X                   5         0      1600         0
SCHERING PLOUGH CORP                         X                   2      2200         0         0
SCHERING PLOUGH CORP                         X                   3     2,584         0         0
SCHERING PLOUGH CORP                         X                   3     3,114         0         0
SCHERING PLOUGH CORP                         X                   5         0      3170         0
SCHERING PLOUGH CORP                         X                   3      4000         0         0
SCHERING PLOUGH CORP                         X                         5,639         0         0
SCHERING PLOUGH CORP                         X                   2    18,278         0         0
SCHERING PLOUGH CORP                         X                        19,200         0         0
SCHERING PLOUGH CORP                         X                   3    23,497         0         0
SCHERING PLOUGH CORP                         X                   4    36,730         0         0
SCHERING PLOUGH CORP                         X                   3    45,000         0         0
SCHERING PLOUGH CORP                         X                   7   258,716         0         0
SCHLUMBERGER LTD                             X                   5         0       688         0
SCHLUMBERGER LTD                             X                           914         0         0
SCHLUMBERGER LTD                             X                         2,300         0         0
SCHLUMBERGER LTD                             X                   2     2,560         0         0
SCHLUMBERGER LTD                             X                   5         0      2600         0
SCHLUMBERGER LTD                             X                         3,500         0         0
SCHLUMBERGER LTD                             X                   3     4,000         0         0
SCHLUMBERGER LTD                             X                   5      5400         0         0
SCHLUMBERGER LTD                             X                   3     8,252         0         0
SCHLUMBERGER LTD                             X                   5     11400         0         0
SCHLUMBERGER LTD                             X                   5     15632         0         0
SCHLUMBERGER LTD                             X                   3    20,299         0         0
SCHLUMBERGER LTD                             X                   3    37,360         0         0
SCHLUMBERGER LTD                             X                        37,600         0         0
SCHLUMBERGER LTD                             X                   5         0    53,600         0
SCHLUMBERGER LTD                             X                   4    75,876         0    10,602
SCHLUMBERGER LTD                             X                   4    87,386     9,500     3,050
SCHLUMBERGER LTD                             X                   3   125,128         0         0
SCHLUMBERGER LTD                             X                   3   653,766         0         0
SCHWAB CHARLES CORP NEW                      X                   4       300         0     1,272
SCHWAB CHARLES CORP NEW                      X                   3      1757         0         0
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                         3,557         0         0
SCHWAB CHARLES CORP NEW                      X                   7   216,523         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      2190         0         0
SCRIPPS E W CO OHIO                          X                   4         0         0     3,041
SCRIPPS E W CO OHIO                          X                   2     8,738         0         0
SCRIPPS E W CO OHIO                          X                   3         0         0     9,060
SCRIPPS E W CO OHIO                          X                   7    14,500         0         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    12,655         0         0
SEALED AIR CORP NEW                          X                   4    13,774         0         0
SEARS HLDGS CORP                             X                   4       301         0         0
SEARS HLDGS CORP                             X                           612         0         0
SEARS HLDGS CORP                             X                   4     1,669         0         0
SEARS HLDGS CORP                             X                   5      2219         0         0
SEARS HLDGS CORP                             X                   7    21,536         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    44,017         0         0
SELECT SECTOR SPDR TR                        X                   5       930         0         0
SELECT SECTOR SPDR TR                        X                   5         0      3500         0
SELECT SECTOR SPDR TR                        X                   4         0         0     4,866
SELECT SECTOR SPDR TR                        X                   3     1,100         0         0
SELECT SECTOR SPDR TR                        X                   4         0         0     4,893
SELECT SECTOR SPDR TR                        X                   3    11,826         0         0
SELECT SECTOR SPDR TR                        X                   2       250         0         0
SELECT SECTOR SPDR TR                        X                   4         0         0      3398
SELECT SECTOR SPDR TR                        X                   5     16000         0         0
SELECT SECTOR SPDR TR                        X                   2       278         0         0
SELECT SECTOR SPDR TR                        X                   4         0         0     6,454
SELECT SECTOR SPDR TR                        X                   3   171,280         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   124,035         0         0
SELECT SECTOR SPDR TR                        X                   2       500         0         0
SELECT SECTOR SPDR TR                        X                   3      6710         0         0
SELECT SECTOR SPDR TR                        X                   4         0         0      8900
SEMICONDUCTOR HLDRS TR                       X                   2       100         0         0
SEMICONDUCTOR HLDRS TR                       X                   5      5400         0         0
SEMICONDUCTOR HLDRS TR                       X                   3     6,000         0         0
SEMPRA ENERGY                                X                             0       145         0
SEMPRA ENERGY                                X                   5       370         0         0
SEMPRA ENERGY                                X                   3      2990         0         0
SEMPRA ENERGY                                X                   7     47475         0         0
SEPRACOR INC                                 X                   4         0         0       169
SEPRACOR INC                                 X                   7      9500         0         0
SERVICEMASTER CO                             X                   7    27,970         0         0
SHAW COMMUNICATIONS INC                      X                   2       600         0         0
SHAW COMMUNICATIONS INC                      X                   2   133,412         0         0
SHERWIN WILLIAMS CO                          X                   3      2300         0         0
SHERWIN WILLIAMS CO                          X                         3,100         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                   3         0         0     3,500
SHINHAN FINANCIAL GROUP CO L                 X                   5         0      7990         0
SHINHAN FINANCIAL GROUP CO L                 X                   6         0         0    28,650
SHUFFLE MASTER INC                           X                   4         0         0    12,493
SIEMENS A G                                  X                   5        52         0         0
SIEMENS A G                                  X                   5         0       185         0
SIEMENS A G                                  X                   2     6,198         0         0
SIEMENS A G                                  X                   4        22         0    10,894
SIERRA HEALTH SVCS INC                       X                         1,100         0         0
SIERRA HEALTH SVCS INC                       X                   3         0         0     9,500
SIERRA WIRELESS INC                          X                   2    34,065         0         0
SIGMA ALDRICH CORP                           X                   4       600         0         0
SIGMA ALDRICH CORP                           X                   7    13,090         0         0
SILICONWARE PRECISION INDS L                 X                             0       211         0
SILICONWARE PRECISION INDS L                 X                             0       108         0
SILICONWARE PRECISION INDS L                 X                   2     1,290         0         0
SILICONWARE PRECISION INDS L                 X                   5         0     63268         0
SILICONWARE PRECISION INDS L                 X                   6    83,069         0   426,105
SILVER WHEATON CORP                          X                   3         0         0     5,300
SILVER WHEATON CORP                          X                   2    21,570         0         0
SIMON PPTY GROUP INC NEW                     X                   4       190         0         0
SIMON PPTY GROUP INC NEW                     X                   3     3,159         0         0
SIMON PPTY GROUP INC NEW                     X                   7    41,799         0         0
SINOPEC SHANGHAI PETROCHEMIC                 X                   3     2,700         0         0
SINOPEC SHANGHAI PETROCHEMIC                 X                   2     7,250         0         0
SIRIUS SATELLITE RADIO INC                   X                   2    17,900         0         0
SIRIUS SATELLITE RADIO INC                   X                   3     30000         0         0
SIRIUS SATELLITE RADIO INC                   X                   7   153,020         0         0
SMART & FINAL INC                            X                   3         0         0   220,000
SMITH & NEPHEW PLC                           X                   2     5,370         0         0
SMITH INTL INC                               X                   5       270         0         0
SMITH INTL INC                               X                         3,158         0         0
SMITH INTL INC                               X                   4         0         0     6,770
SMITH INTL INC                               X                   7    22,840         0         0
SMITHFIELD FOODS INC                         X                   3       625         0         0
SMITHFIELD FOODS INC                         X                   7      9600         0         0
SMUCKER J M CO                               X                   5        64         0         0
SMUCKER J M CO                               X                   2     1,010         0         0
SMUCKER J M CO                               X                          2400         0         0
SMUCKER J M CO                               X                   4     4,000         0         0
SMURFIT-STONE CONTAINER CORP                 X                         2,000         0         0
SMURFIT-STONE CONTAINER CORP                 X                   3     5,439         0         0
SMURFIT-STONE CONTAINER CORP                 X                   5         0     9,900         0
SMURFIT-STONE CONTAINER CORP                 X                   2    10,855         0         0
SMURFIT-STONE CONTAINER CORP                 X                   7    17,760         0         0
SOLECTRON CORP                               X                   4     2,595         0       455
SOLECTRON CORP                               X                   2     7,793         0         0
SOLECTRON CORP                               X                   5     13435         0         0
SOLECTRON CORP                               X                   7   144,153         0         0
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      3409         0         0
SONY CORP                                    X                   2     5,188         0         0
SONY CORP                                    X                   3    25,000         0         0
SONY CORP                                    X                   3     41450         0         0
SOUTHERN CO                                  X                   2       120         0         0
SOUTHERN CO                                  X                   3     7,009         0         0
SOUTHERN CO                                  X                   3     7,542         0         0
SOUTHERN CO                                  X                   4     66080     15678     17900
SOUTHERN CO                                  X                   4    93,508     1,000     6,681
SOUTHERN CO                                  X                   7   136,687         0         0
SOUTHERN CO                                  X                   3 4,000,000         0         0
SOUTHERN COPPER CORP                         X                   2        30         0         0
SOUTHERN COPPER CORP                         X                         1,900         0         0
SOUTHERN COPPER CORP                         X                   3         0         0    15,200
SOUTHWEST AIRLS CO                           X                   4       275         0         0
SOUTHWEST AIRLS CO                           X                   3     4,170         0         0
SOUTHWEST AIRLS CO                           X                         9,000         0         0
SOUTHWEST AIRLS CO                           X                   7   129,032         0         0
SOVEREIGN BANCORP INC                        X                   2    10,405         0         0
SOVEREIGN BANCORP INC                        X                   4       339         0    14,787
SOVEREIGN BANCORP INC                        X                   7    65,404         0         0
SPRINT NEXTEL CORP                           X                             0       165         0
SPRINT NEXTEL CORP                           X                   5         0       260         0
SPRINT NEXTEL CORP                           X                   5         0      1453         0
SPRINT NEXTEL CORP                           X                   3     2,520         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     12542         0         0
SPRINT NEXTEL CORP                           X                   5         0    13,800         0
SPRINT NEXTEL CORP                           X                   3    14,907         0         0
SPRINT NEXTEL CORP                           X                   2    18,723         0         0
SPRINT NEXTEL CORP                           X                   4     1,161         0    24,313
SPRINT NEXTEL CORP                           X                   3    73,295         0     1,014
SPRINT NEXTEL CORP                           X                   7   549,462         0         0
SPRINT NEXTEL CORP                           X                   3   1325000         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    13,700         0         0
STAPLES INC                                  X                   5         0       500         0
STAPLES INC                                  X                   3    18,637         0         0
STAPLES INC                                  X                   4     1,330         0    21,531
STAPLES INC                                  X                   7   139,173         0         0
STAPLES INC                                  X                   3   4300000         0         0
STARBUCKS CORP                               X                   3     1,000         0         0
STARBUCKS CORP                               X                   2     3,540         0         0
STARBUCKS CORP                               X                         5,000         0         0
STARBUCKS CORP                               X                   3     5,786         0         0
STARBUCKS CORP                               X                   5         0      5821         0
STARBUCKS CORP                               X                   4         0         0     6,113
STARBUCKS CORP                               X                   5     36200         0         0
STARBUCKS CORP                               X                   3    41,660         0         0
STARBUCKS CORP                               X                   7   146,844         0         0
STARWOOD HOTELS&RESORTS WRLD                 X                           360         0         0
STARWOOD HOTELS&RESORTS WRLD                 X                   3       447         0         0
STARWOOD HOTELS&RESORTS WRLD                 X                   2    11,000         0         0
STARWOOD HOTELS&RESORTS WRLD                 X                   4    20,966     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    39,739         0         0
STARWOOD HOTELS&RESORTS WRLD                 X                   4   145,987         0     5,830
STATE STR CORP                               X                   2       100         0         0
STATE STR CORP                               X                   5       175         0         0
STATE STR CORP                               X                   3         0         0      1300
STATE STR CORP                               X                   5         0     1,300         0
STATE STR CORP                               X                   4     1,745         0         0
STATE STR CORP                               X                   4     3,076         0    20,666
STATE STR CORP                               X                   7     62707         0         0
STATION CASINOS INC                          X                   4         0         0       130
STATION CASINOS INC                          X                   7     4,300         0         0
STATOIL ASA                                  X                   5       239         0         0
STATOIL ASA                                  X                   2     2,140         0         0
STATOIL ASA                                  X                   3    10,000         0         0
STERLING BANCORP                             X                   4     33082         0         0
STMICROELECTRONICS N V                       X                             0       440         0
STMICROELECTRONICS N V                       X                   3       800         0         0
STMICROELECTRONICS N V                       X                   5       825         0         0
STMICROELECTRONICS N V                       X                         2,000         0         0
STMICROELECTRONICS N V                       X                   2     9,980         0         0
STMICROELECTRONICS N V                       X                   5         0     11615         0
STRAYER ED INC                               X                   4         0         0     3,168
STREETTRACKS GOLD TR                         X                   3         0         0     1,481
STREETTRACKS GOLD TR                         X                   4         0         0     2,500
STREETTRACKS GOLD TR                         X                   3         0         0     4,241
STREETTRACKS GOLD TR                         X                   3     6,650         0         0
STREETTRACKS GOLD TR                         X                   2    12,763         0         0
STREETTRACKS GOLD TR                         X                        29,300         0         0
STREETTRACKS GOLD TR                         X                   3   101,484         0         0
STREETTRACKS INDEX SHS FDS                   X                   3    15,690         0         0
STRYKER CORP                                 X                   5       115         0         0
STRYKER CORP                                 X                           420         0         0
STRYKER CORP                                 X                   2       645         0         0
STRYKER CORP                                 X                         1,266         0         0
STRYKER CORP                                 X                   3      2800         0         0
STRYKER CORP                                 X                   3     7,357         0         0
STRYKER CORP                                 X                   4     7,384       490       850
STRYKER CORP                                 X                   7    51,954         0         0
STRYKER CORP                                 X                   4   160,360         0    21,370
SUEZ                                         X                   3 5,000,000         0         0
SULPHCO INC                                  X                   3     28200         0     10000
SUN LIFE FINL INC                            X                   3      3900         0         0
SUN LIFE FINL INC                            X                   2   270,344         0         0
SUN MICROSYSTEMS INC                         X                   1       100         0         0
SUN MICROSYSTEMS INC                         X                   4       400         0         0
SUN MICROSYSTEMS INC                         X                   3     2,600         0         0
SUN MICROSYSTEMS INC                         X                   4     9,800         0         0
SUN MICROSYSTEMS INC                         X                        22,804         0         0
SUN MICROSYSTEMS INC                         X                   2    27,099         0         0
SUN MICROSYSTEMS INC                         X                   3    25,732         0     1,250
SUN MICROSYSTEMS INC                         X                   5         0     30280         0
SUN MICROSYSTEMS INC                         X                   5     73400         0         0
SUN MICROSYSTEMS INC                         X                   3    92,000         0     6,540
SUN MICROSYSTEMS INC                         X                       125,000         0         0
SUN MICROSYSTEMS INC                         X                   5    142893         0         0
SUN MICROSYSTEMS INC                         X                   5         0   245,300         0
SUN MICROSYSTEMS INC                         X                   7   664,704         0         0
SUNCOR ENERGY INC                            X                   5        87         0         0
SUNCOR ENERGY INC                            X                   5         0       160         0
SUNCOR ENERGY INC                            X                   3      4100         0         0
SUNCOR ENERGY INC                            X                        12,000         0         0
SUNCOR ENERGY INC                            X                   2    53,151         0         0
SUNCOR ENERGY INC                            X                   3    65,831         0         0
SUNOCO INC                                   X                   4         0         0        45
SUNOCO INC                                   X                   5       127         0         0
SUNOCO INC                                   X                   4         0     2,994         0
SUNOCO INC                                   X                   7    23,010         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                           260         0         0
SUNTRUST BKS INC                             X                   5         0       525         0
SUNTRUST BKS INC                             X                   3     8,942         0         0
SUNTRUST BKS INC                             X                   4      8262       125      1385
SUNTRUST BKS INC                             X                   3     48725         0         0
SUNTRUST BKS INC                             X                   4    62,553         0       712
SUNTRUST BKS INC                             X                   7    72,308         0         0
SUNTECH PWR HLDGS CO LTD                     X                   5    8,820         0         0
SUNTECH PWR HLDGS CO LTD                     X                        23,300         0         0
SUPERVALU INC                                X                   4        25         0         0
SUPERVALU INC                                X                             0       115         0
SUPERVALU INC                                X                   5       275         0         0
SUPERVALU INC                                X                   3     1,400         0         0
SUPERVALU INC                                X                   2     1,426         0         0
SUPERVALU INC                                X                   7    35,316         0         0
SWISSCOM AG                                  X                             0       260         0
SWISSCOM AG                                  X                   5       448         0         0
SWISSCOM AG                                  X                   2      1175         0         0
SWISSCOM AG                                  X                   5         0      5675         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                         5,294         0         0
SYMANTEC CORP                                X                   2     5,820         0         0
SYMANTEC CORP                                X                             0     8,074         0
SYMANTEC CORP                                X                   4      7959       620      1200
SYMANTEC CORP                                X                   3     9,839         0         0
SYMANTEC CORP                                X                   4     15936         0      6077
SYMANTEC CORP                                X                        25,896         0         0
SYMANTEC CORP                                X                   6    31,042         0         0
SYMANTEC CORP                                X                   2    54,387         0         0
SYMANTEC CORP                                X                   3   156,711         0         0
SYMANTEC CORP                                X                   3   161,019         0         0
SYMANTEC CORP                                X                   7   176,976         0         0
SYMANTEC CORP                                X                   3   183,266         0         0
SYMANTEC CORP                                X                   3   639,748         0         0
SYMBOL TECHNOLOGIES INC                      X                           980         0         0
SYMBOL TECHNOLOGIES INC                      X                   5      1000         0         0
SYMBOL TECHNOLOGIES INC                      X                   4    12,108         0         0
SYMBOL TECHNOLOGIES INC                      X                   7    34,690         0         0
SYMBOL TECHNOLOGIES INC                      X                   4   251,251         0     5,795
SYNOPSYS INC                                 X                   5         0       870         0
SYNOPSYS INC                                 X                          1627         0         0
SYNOPSYS INC                                 X                   7    26,470         0         0
SYNGENTA AG                                  X                   3        54         0         0
SYNGENTA AG                                  X                   2     43250         0         0
SYNOVUS FINL CORP                            X                   7    60,561         0         0
SYNTEL INC                                   X                   2       500         0         0
SYNTEL INC                                   X                   4         0         0    21,097
SYSCO CORP                                   X                   5         0      1200         0
SYSCO CORP                                   X                         1,500         0         0
SYSCO CORP                                   X                   2      1748         0         0
SYSCO CORP                                   X                   3     6,180         0         0
SYSCO CORP                                   X                   3    15,490         0         0
SYSCO CORP                                   X                   4    24,551         0         0
SYSCO CORP                                   X                   6    25,873         0         0
SYSCO CORP                                   X                   3    65,550         0         0
SYSCO CORP                                   X                   2    70,310         0         0
SYSCO CORP                                   X                   3    82,200         0         0
SYSCO CORP                                   X                   7    114032         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       594
TD BANKNORTH INC                             X                   4         0     6,089         0
TD BANKNORTH INC                             X                   7     12011         0         0
TD AMERITRADE HLDG CORP                      X                         3,600         0         0
TD AMERITRADE HLDG CORP                      X                   7    36,190         0         0
TECO ENERGY INC                              X                   7     37704         0         0
TJX COS INC NEW                              X                   2       800         0         0
TJX COS INC NEW                              X                   3     1,659         0         0
TJX COS INC NEW                              X                         5,800         0         0
TJX COS INC NEW                              X                   4       169         0    16,201
TJX COS INC NEW                              X                   3    36,303         0         0
TJX COS INC NEW                              X                   7    84,286         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    10,003
TXU CORP                                     X                   2       300         0         0
TXU CORP                                     X                   3       356         0         0
TXU CORP                                     X                   4      1000         0         0
TXU CORP                                     X                   3     1,930         0         0
TXU CORP                                     X                   4       104         0      2260
TXU CORP                                     X                   3     3,300         0         0
TXU CORP                                     X                   3     5,000         0         0
TXU CORP                                     X                   5      4600         0      2000
TXU CORP                                     X                   7    97,278         0         0
TXU CORP                                     X                   3 2,900,000         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                             0       195         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                             0       380         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                         2,500         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3     2,754         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3     3,875         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3     4,273         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   6    11,939         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   5     20367         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   4    24,060         0       700
TAIWAN SEMICONDUCTOR MFG LTD                 X                   5     26495         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   7    32,511         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3    38,329         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3         0         0    65,404
TAIWAN SEMICONDUCTOR MFG LTD                 X                        84,459         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   2    93,155         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   5         0    144896         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3   193,147         0         0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   4   618,209         0    16,455
TAIWAN SEMICONDUCTOR MFG LTD                 X                   6   389,837         0 1,918,451
TALISMAN ENERGY INC                          X                   5       195         0         0
TALISMAN ENERGY INC                          X                   5         0       205         0
TALISMAN ENERGY INC                          X                   3       300         0         0
TALISMAN ENERGY INC                          X                        31,480         0         0
TALISMAN ENERGY INC                          X                   2   582,649         0         0
TARGET CORP                                  X                   5       600         0         0
TARGET CORP                                  X                   2       750         0         0
TARGET CORP                                  X                   5         0     6,000         0
TARGET CORP                                  X                   3     6,433         0         0
TARGET CORP                                  X                         8,800         0         0
TARGET CORP                                  X                         9,100         0         0
TARGET CORP                                  X                   4    24,106     1,468    27,500
TARGET CORP                                  X                   4    53,055         0     4,812
TARGET CORP                                  X                   3    90,161         0         0
TARGET CORP                                  X                   7   171,386         0         0
TATA MTRS LTD                                X                   4         0         0        50
TATA MTRS LTD                                X                   2     2,420         0         0
TATA MTRS LTD                                X                   3     2,700         0         0
TATA MTRS LTD                                X                   6   441,850         0         0
TECHNE CORP                                  X                         2,300         0         0
TECHNE CORP                                  X                   4         0         0     5,327
TECHNITROL INC                               X                          1700         0         0
TECHNITROL INC                               X                   4    28,800         0         0
TEKTRONIX INC                                X                   3     2,600         0         0
TEKTRONIX INC                                X                   7    12,260         0         0
TELE NORTE LESTE PART S A                    X                             0        67         0
TELE NORTE LESTE PART S A                    X                             0       130         0
TELE NORTE LESTE PART S A                    X                   2       300         0         0
TELE NORTE LESTE PART S A                    X                   5         0       411         0
TELE NORTE LESTE PART S A                    X                   5       530         0         0
TELE NORTE LESTE PART S A                    X                   3      8800         0         0
TELECOM ARGENTINA S A                        X                   5       575         0         0
TELECOM ARGENTINA S A                        X                   1 1,737,725         0         0
TELECOM CORP NEW ZEALAND LTD                 X                             0       131         0
TELECOM CORP NEW ZEALAND LTD                 X                   5       374         0         0
TELECOM CORP NEW ZEALAND LTD                 X                   2       605         0         0
TELECOM CORP NEW ZEALAND LTD                 X                   5         0      1390         0
TELECOM CORP NEW ZEALAND LTD                 X                   3     12000         0         0
TELECOM HLDRS TR                             X                   5       500         0         0
TELECOM HLDRS TR                             X                         9,600         0         0
TELECOM ITALIA S P A NEW                     X                             0       329         0
TELECOM ITALIA S P A NEW                     X                   5       343         0         0
TELECOM ITALIA S P A NEW                     X                   2     5,405         0         0
TELECOM ITALIA S P A NEW                     X                   5         0      8724         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     9,000
TELECOMUNICACOES DE SAO PAUL                 X                   3         0         0    13,000
TELEFLEX INC                                 X                         3,800         0         0
TELEFONICA S A                               X                             0       511         0
TELEFONICA S A                               X                   5       867         0         0
TELEFONICA S A                               X                   2      3632         0         0
TELEFONICA S A                               X                   5         0      5360         0
TELEFONICA S A                               X                   1   267,152         0         0
TELEFONICA S A                               X                   3 5,000,000         0         0
TELEFONOS DE MEXICO S A                      X                   3         2         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                   3     3,100         0         0
TELEFONOS DE MEXICO S A                      X                   2     5,636         0         0
TELEFONOS DE MEXICO S A                      X                   5         0      7350         0
TELEFONOS DE MEXICO S A                      X                   4     7,624       275       300
TELEFONOS DE MEXICO S A                      X                   3    12,000         0         0
TELEFONOS DE MEXICO S A                      X                   4   373,238         0    12,606
TELEPHONE & DATA SYS INC                     X                   7     7,370         0         0
TELEPHONE & DATA SYS INC                     X                   7     6,370         0         0
TELLABS INC                                  X                   5       295         0         0
TELLABS INC                                  X                   5         0       535         0
TELLABS INC                                  X                          3202         0         0
TELLABS INC                                  X                          3650         0         0
TELLABS INC                                  X                   7    78,060         0         0
TELUS CORP                                   X                   2    33,569         0         0
TEMPLE INLAND INC                            X                   3     1,800         0         0
TEMPLE INLAND INC                            X                   4         0         0     2,273
TEMPLE INLAND INC                            X                   7    26,026         0         0
TEMPUR PEDIC INTL INC                        X                   2     3,615         0         0
TEMPUR PEDIC INTL INC                        X                   4         0         0    30,023
TENARIS S A                                  X                             0        28         0
TENARIS S A                                  X                   5         0        89         0
TENARIS S A                                  X                   5      4500         0         0
TENARIS S A                                  X                   7    45,502         0         0
TENARIS S A                                  X                   1 1,391,479         0         0
TENET HEALTHCARE CORP                        X                   5         0      2810         0
TENET HEALTHCARE CORP                        X                   5      3575         0         0
TENET HEALTHCARE CORP                        X                   2    11,806         0         0
TENET HEALTHCARE CORP                        X                   7    71,570         0         0
TERADYNE INC                                 X                         5,157         0         0
TERADYNE INC                                 X                   2     5,774         0         0
TERADYNE INC                                 X                   4         0         0     6,067
TERADYNE INC                                 X                   7    31,334         0         0
TEREX CORP NEW                               X                   3     1,530         0         0
TEREX CORP NEW                               X                   4         0         0     4,161
TESORO CORP                                  X                   4         0         0        50
TESORO CORP                                  X                   5       187         0         0
TESORO CORP                                  X                           506         0         0
TESORO CORP                                  X                   3      3450         0         0
TEVA PHARMACEUTICAL INDS LTD                 X                             0        59         0
TEVA PHARMACEUTICAL INDS LTD                 X                   3         0         0     1,000
TEVA PHARMACEUTICAL INDS LTD                 X                         1,000        76         0
TEVA PHARMACEUTICAL INDS LTD                 X                   4       800         0     1,114
TEVA PHARMACEUTICAL INDS LTD                 X                   2      2600         0         0
TEVA PHARMACEUTICAL INDS LTD                 X                   3     3,700         0         0
TEVA PHARMACEUTICAL INDS LTD                 X                   5         0      4900         0
TEVA PHARMACEUTICAL INDS LTD                 X                   5         0      4949         0
TEVA PHARMACEUTICAL INDS LTD                 X                   3     5,000         0         0
TEVA PHARMACEUTICAL INDS LTD                 X                   5      5202         0         0
TEVA PHARMACEUTICAL INDS LTD                 X                   5         0      5800         0
TEVA PHARMACEUTICAL INDS LTD                 X                   4     6,140         0         0
TEVA PHARMACEUTICAL INDS LTD                 X                   2    13,000         0         0
TEVA PHARMACEUTICAL INDS LTD                 X                   7    63,500         0         0
TEVA PHARMACEUTICAL INDS LTD                 X                   3    80,250         0         0
TEVA PHARMACEUTICAL INDS LTD                 X                   3   370,000         0         0
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                   3       500         0         0
TEXAS INSTRS INC                             X                             0       605         0
TEXAS INSTRS INC                             X                   5         0      1000         0
TEXAS INSTRS INC                             X                   3     1,705         0         0
TEXAS INSTRS INC                             X                   2     2,130         0         0
TEXAS INSTRS INC                             X                         2,600         0         0
TEXAS INSTRS INC                             X                   3     3,100         0         0
TEXAS INSTRS INC                             X                   4     6,145       340     1,000
TEXAS INSTRS INC                             X                        14,415         0         0
TEXAS INSTRS INC                             X                   3     23087         0         0
TEXAS INSTRS INC                             X                   5     36295         0         0
TEXAS INSTRS INC                             X                   4    46,539         0    33,955
TEXAS INSTRS INC                             X                   3   210,054         0         0
TEXAS INSTRS INC                             X                   7   344,811         0         0
TEXTRON INC                                  X                   5       580         0         0
TEXTRON INC                                  X                   5         0     1,600         0
TEXTRON INC                                  X                   2     3,013         0         0
TEXTRON INC                                  X                   5         0      4780         0
TEXTRON INC                                  X                   4     6,145         0     7,951
TEXTRON INC                                  X                   7    20,499         0         0
TEXTRON INC                                  X                   4    93,012    24,015     4,000
THERMO ELECTRON CORP                         X                   4       850         0         0
THERMO ELECTRON CORP                         X                         2,430         0         0
THERMO ELECTRON CORP                         X                   7    28,789         0         0
THOMSON CORP                                 X                   2     1,050         0         0
THOMSON CORP                                 X                   3      1300         0         0
THOMSON CORP                                 X                   2   250,972         0         0
3COM CORP                                    X                   1       196         0         0
3COM CORP                                    X                   4       480         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       130         0
3M CO                                        X                   1       820         0         0
3M CO                                        X                          1000         0         0
3M CO                                        X                   5      1085         0         0
3M CO                                        X                   3     1,610         0         0
3M CO                                        X                         2,000         0         0
3M CO                                        X                   3     2,720         0         0
3M CO                                        X                         2,800         0         0
3M CO                                        X                   5      3000         0         0
3M CO                                        X                         3,357         0         0
3M CO                                        X                   3      3608         0         0
3M CO                                        X                   3     5,578         0         0
3M CO                                        X                   3     8,000         0         0
3M CO                                        X                   2    17,665         0         0
3M CO                                        X                   3    31,334         0         0
3M CO                                        X                   4    54,365        60    18,822
3M CO                                        X                   4    44,241    27,994    13,000
3M CO                                        X                   3    87,643         0         0
3M CO                                        X                   7    146591         0         0
TIFFANY & CO NEW                             X                   2       150         0         0
TIFFANY & CO NEW                             X                   5       280         0         0
TIFFANY & CO NEW                             X                         3,800         0         0
TIFFANY & CO NEW                             X                   3     5,000         0         0
TIFFANY & CO NEW                             X                   4        66         0    19,880
TIFFANY & CO NEW                             X                   7    23,942         0         0
TIFFANY & CO NEW                             X                   3    10,800         0    17,300
TIM HORTONS INC                              X                   4       300         0         0
TIM HORTONS INC                              X                   2    12,690         0         0
TIME WARNER INC                              X                   3       276         0         0
TIME WARNER INC                              X                          1400       875         0
TIME WARNER INC                              X                   3     4,500         0         0
TIME WARNER INC                              X                         4,600         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                        14,240         0         0
TIME WARNER INC                              X                   3    17,440         0         0
TIME WARNER INC                              X                   5         0    17,900         0
TIME WARNER INC                              X                   2    27,077         0         0
TIME WARNER INC                              X                   5     39390         0         0
TIME WARNER INC                              X                   3    53,111         0     6,400
TIME WARNER INC                              X                   4    75,499     2,000    14,277
TIME WARNER INC                              X                   4   406,169         0    29,119
TIME WARNER INC                              X                   3   373,316         0    90,150
TIME WARNER INC                              X                   7   877,324         0         0
TIME WARNER INC                              X                   3 7,365,000         0         0
TOLL BROTHERS INC                            X                   4       400         0         0
TOLL BROTHERS INC                            X                   3       850         0         0
TOLL BROTHERS INC                            X                   3     6,000         0         0
TOLL BROTHERS INC                            X                   7    12,900         0         0
TOOTSIE ROLL INDS INC                        X                          2181         0         0
TOOTSIE ROLL INDS INC                        X                   4    10,391         0         0
TORCHMARK CORP                               X                   4         0         0       155
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   327,841         0         0
TOTAL S A                                    X                   2        50         0         0
TOTAL S A                                    X                             0       254         0
TOTAL S A                                    X                   3       400         0         0
TOTAL S A                                    X                   5         0       510         0
TOTAL S A                                    X                   5       736         0         0
TOTAL S A                                    X                   2    16,360         0         0
TOTAL S A                                    X                   4       450         0    17,094
TOTAL S A                                    X                   3    25,628         0         0
TOTAL S A                                    X                   2    53,299         0         0
TOYOTA MOTOR CORP                            X                             0       152         0
TOYOTA MOTOR CORP                            X                   5       230         0         0
TOYOTA MOTOR CORP                            X                   5         0       235         0
TOYOTA MOTOR CORP                            X                   2    14,731         0         0
TOYOTA MOTOR CORP                            X                   3    45,455         0         0
TRANSALTA CORP                               X                   2   102,979         0         0
TRANSCANADA CORP                             X                   4         0         0       100
TRANSCANADA CORP                             X                   3         0         0     5,300
TRANSCANADA CORP                             X                   2   303,441         0         0
TRANSPORTADORA DE GAS SUR                    X                   1    28,945         0         0
TRI CONTL CORP                               X                   4         0         0     1,478
TRI CONTL CORP                               X                   7    12,950         0         0
TRIAD HOSPITALS INC                          X                   4        16         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     1,226         0         0
TRIBUNE CO NEW                               X                   7    47,056         0         0
TRINITY INDS INC                             X                   5        35         0         0
TRINITY INDS INC                             X                   4         0         0     4,944
TRIZEC PROPERTIES INC                        X                   7    13,980         0         0
TYCO INTL LTD NEW                            X                            16         0         0
TYCO INTL LTD NEW                            X                   5         0       500         0
TYCO INTL LTD NEW                            X                   2       670         0         0
TYCO INTL LTD NEW                            X                   3     2,440         0         0
TYCO INTL LTD NEW                            X                   3     3,492         0         0
TYCO INTL LTD NEW                            X                             0     4,248         0
TYCO INTL LTD NEW                            X                   5      4560         0         0
TYCO INTL LTD NEW                            X                   3      4600         0         0
TYCO INTL LTD NEW                            X                         4,600         0         0
TYCO INTL LTD NEW                            X                   5         0      8705         0
TYCO INTL LTD NEW                            X                   3     9,349         0         0
TYCO INTL LTD NEW                            X                   5     11392         0         0
TYCO INTL LTD NEW                            X                   4    13,920       700     2,325
TYCO INTL LTD NEW                            X                        19,511         0         0
TYCO INTL LTD NEW                            X                        19,633         0         0
TYCO INTL LTD NEW                            X                   2     20520         0         0
TYCO INTL LTD NEW                            X                   3    28,175         0         0
TYCO INTL LTD NEW                            X                   4    35,548         0    14,151
TYCO INTL LTD NEW                            X                   3   391,541         0         0
TYSON FOODS INC                              X                   4         0         0       299
TYSON FOODS INC                              X                             0       320         0
TYSON FOODS INC                              X                   7     36510         0         0
UST INC                                      X                   5         0       800         0
UST INC                                      X                   3     2,730         0         0
UST INC                                      X                   4         0         0     25307
UST INC                                      X                   7    26,764         0         0
UST INC                                      X                   3   600,000         0         0
US BANCORP DEL                               X                   2       495         0         0
US BANCORP DEL                               X                         4,180         0         0
US BANCORP DEL                               X                   3     13030         0         0
US BANCORP DEL                               X                   3     15679         0         0
US BANCORP DEL                               X                   3    17,239         0         0
US BANCORP DEL                               X                   4       144         0     18400
US BANCORP DEL                               X                   7   340,779         0         0
US LEC CORP                                  X                   4    10,000         0         0
USEC INC                                     X                   3   200,680         0         0
U S AIRWAYS GROUP INC                        X                   5       90         0         0
U S AIRWAYS GROUP INC                        X                   4         0         0     3,964
ULTRA PETROLEUM CORP                         X                   5       85         0         0
ULTRA PETROLEUM CORP                         X                   3       530         0         0
ULTRA PETROLEUM CORP                         X                   5        0     5,580         0
UNIBANCO-UNIAO DE BANCOS BRA                 X                             0        20         0
UNIBANCO-UNIAO DE BANCOS BRA                 X                             0        10         0
UNIBANCO-UNIAO DE BANCOS BRA                 X                   5        0        64         0
UNIBANCO-UNIAO DE BANCOS BRA                 X                   3     1,900         0         0
UNIBANCO-UNIAO DE BANCOS BRA                 X                   5    2,000         0         0
UNIBANCO-UNIAO DE BANCOS BRA                 X                        3,000         0         0
UNILEVER PLC                                 X                   4         0         0       400
UNILEVER PLC                                 X                   5        0       621         0
UNILEVER PLC                                 X                             0       875         0
UNILEVER PLC                                 X                   5    1,096         0         0
UNILEVER PLC                                 X                   4      3285         0     25376
UNILEVER N V                                 X                   4         0         0       102
UNILEVER N V                                 X                             0       510         0
UNILEVER N V                                 X                   5    1,065         0         0
UNILEVER N V                                 X                   3     3,300         0         0
UNILEVER N V                                 X                   2    12,488         0         0
UNILEVER N V                                 X                   5        0    17,370         0
UNION PAC CORP                               X                   2        75         0         0
UNION PAC CORP                               X                   3       300         0         0
UNION PAC CORP                               X                   3       419         0         0
UNION PAC CORP                               X                           614         0         0
UNION PAC CORP                               X                   3     2,155         0         0
UNION PAC CORP                               X                          2308         0         0
UNION PAC CORP                               X                   4     5,800       200         0
UNION PAC CORP                               X                   4     4,500         0     2,202
UNION PAC CORP                               X                   7    51,735         0         0
UNIONBANCAL CORP                             X                   7     5,710         0         0
UNISYS CORP                                  X                   4       755         0         0
UNISYS CORP                                  X                   4     2,000         0         0
UNISYS CORP                                  X                   5        0     2,445         0
UNISYS CORP                                  X                   3         0         0     4,000
UNISYS CORP                                  X                   5    4,070         0         0
UNISYS CORP                                  X                   2     6,967         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     2,892         0
UNITED MICROELECTRONICS CORP                 X                   7    33,430         0         0
UNITED MICROELECTRONICS CORP                 X                   3         0         0    72,322
UNITED MICROELECTRONICS CORP                 X                   2   174,150         0         0
UNITED MICROELECTRONICS CORP                 X                   6   135,068         0   522,624
UNITED PARCEL SERVICE INC                    X                   2        10         0         0
UNITED PARCEL SERVICE INC                    X                           585         0         0
UNITED PARCEL SERVICE INC                    X                   4     1,513         0         0
UNITED PARCEL SERVICE INC                    X                   3     1,700         0         0
UNITED PARCEL SERVICE INC                    X                   5         0      2000         0
UNITED PARCEL SERVICE INC                    X                         2,039         0         0
UNITED PARCEL SERVICE INC                    X                   5    2,215         0         0
UNITED PARCEL SERVICE INC                    X                   5         0     2,400         0
UNITED PARCEL SERVICE INC                    X                   4       100         0     4,675
UNITED PARCEL SERVICE INC                    X                   3     6,678         0         0
UNITED PARCEL SERVICE INC                    X                   3    43,040         0         0
UNITED PARCEL SERVICE INC                    X                   7    150144         0         0
UNITED PARCEL SERVICE INC                    X                   3   520,000         0         0
UNITED STATES STL CORP NEW                   X                             0        31         0
UNITED STATES STL CORP NEW                   X                   3      2010         0         0
UNITED STATES STL CORP NEW                   X                   2     2,500         0         0
UNITED STATES STL CORP NEW                   X                   3     5,710         0         0
UNITED STATES STL CORP NEW                   X                   7    23,550         0         0
UNITED TECHNOLOGIES CORP                     X                   5         0       160         0
UNITED TECHNOLOGIES CORP                     X                   1       500         0         0
UNITED TECHNOLOGIES CORP                     X                   3       600         0         0
UNITED TECHNOLOGIES CORP                     X                   2     2,400         0         0
UNITED TECHNOLOGIES CORP                     X                   5    3,320         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     8,230         0
UNITED TECHNOLOGIES CORP                     X                   3      9583         0         0
UNITED TECHNOLOGIES CORP                     X                        10,740         0         0
UNITED TECHNOLOGIES CORP                     X                   2    17,940         0         0
UNITED TECHNOLOGIES CORP                     X                   4     29534      1803      5000
UNITED TECHNOLOGIES CORP                     X                   3    53,095         0         0
UNITED TECHNOLOGIES CORP                     X                   3    68,757         0         0
UNITED TECHNOLOGIES CORP                     X                   3    100145         0       960
UNITED TECHNOLOGIES CORP                     X                   4   165,196         0    14,948
UNITED TECHNOLOGIES CORP                     X                   7   205,123         0         0
UNITED TECHNOLOGIES CORP                     X                   3   444,898         0         0
UNITED UTILS PLC                             X                   5      540         0         0
UNITED UTILS PLC                             X                   4     5,000         0         0
UNITED UTILS PLC                             X                   2    13,265         0         0
UNITEDHEALTH GROUP INC                       X                             0        65         0
UNITEDHEALTH GROUP INC                       X                           900         0         0
UNITEDHEALTH GROUP INC                       X                   2      1070         0         0
UNITEDHEALTH GROUP INC                       X                   5         0     6,000         0
UNITEDHEALTH GROUP INC                       X                         6,720         0         0
UNITEDHEALTH GROUP INC                       X                        13,570         0         0
UNITEDHEALTH GROUP INC                       X                   3    16,016         0         0
UNITEDHEALTH GROUP INC                       X                   4    18,702     1,090     4,100
UNITEDHEALTH GROUP INC                       X                   3   139,825         0         0
UNITEDHEALTH GROUP INC                       X                   4   212,884         0    17,022
UNITEDHEALTH GROUP INC                       X                   7   273,334         0         0
UNITRIN INC                                  X                   7     6,060         0         0
UNIVERSAL HLTH SVCS INC                      X                   5       71         0         0
UNIVERSAL HLTH SVCS INC                      X                   4         0         0       200
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    10,517
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     4,692
UNIVISION COMMUNICATIONS INC                 X                   7    38,265         0         0
UNIVISION COMMUNICATIONS INC                 X                   3    62,200         0         0
UNUMPROVIDENT CORP                           X                   4     6,300         0         0
UNUMPROVIDENT CORP                           X                   2    18,329         0         0
UNUMPROVIDENT CORP                           X                   4    43,113         0         0
UNUMPROVIDENT CORP                           X                   7    43,674         0         0
UPM KYMMENE CORP                             X                             0       386         0
UPM KYMMENE CORP                             X                   5    1,015         0         0
UPM KYMMENE CORP                             X                   2     16380         0         0
URBAN OUTFITTERS INC                         X                   4         0         0       114
URBAN OUTFITTERS INC                         X                   2       700         0         0
URBAN OUTFITTERS INC                         X                   7    11,600         0         0
V F CORP                                     X                             0       100         0
V F CORP                                     X                   5      250         0         0
V F CORP                                     X                   3     2,300         0         0
V F CORP                                     X                   3     5,480         0         0
V F CORP                                     X                   7    16,897         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                   3       488         0         0
VALERO ENERGY CORP NEW                       X                           973         0         0
VALERO ENERGY CORP NEW                       X                         2,200         0         0
VALERO ENERGY CORP NEW                       X                         3,300         0         0
VALERO ENERGY CORP NEW                       X                   3     3,410         0         0
VALERO ENERGY CORP NEW                       X                   5      4200         0         0
VALERO ENERGY CORP NEW                       X                   2     4,490         0         0
VALERO ENERGY CORP NEW                       X                   4         0         0     5,569
VALERO ENERGY CORP NEW                       X                         14000         0         0
VALERO ENERGY CORP NEW                       X                   5         0    23,400         0
VALERO ENERGY CORP NEW                       X                   7   103,304         0         0
VALERO ENERGY CORP NEW                       X                   3   117,180         0         0
VALERO ENERGY CORP NEW                       X                   3   121,882         0    44,998
VALLEY NATL BANCORP                          X                   4     7,061         0         0
VALLEY NATL BANCORP                          X                   7    11,013         0         0
VARIAN MED SYS INC                           X                           400         0         0
VARIAN MED SYS INC                           X                   4         0     1,400         0
VARIAN MED SYS INC                           X                   5        0     3,251         0
VARIAN MED SYS INC                           X                   7    17,460         0         0
VECTREN CORP                                 X                   4         0     12128         0
VANGUARD INDEX FDS                           X                   4         0         0    80,451
VEOLIA ENVIRONNEMENT                         X                   2     11650         0         0
VERISIGN INC                                 X                   3       175         0         0
VERISIGN INC                                 X                   7    51,830         0         0
VERISIGN INC                                 X                   3   222,716         0         0
VERIZON COMMUNICATIONS                       X                   1       500         0         0
VERIZON COMMUNICATIONS                       X                   2       700         0         0
VERIZON COMMUNICATIONS                       X                   3      2590         0         0
VERIZON COMMUNICATIONS                       X                   3     2,952         0         0
VERIZON COMMUNICATIONS                       X                             0     3,362         0
VERIZON COMMUNICATIONS                       X                   5    3,371         0         0
VERIZON COMMUNICATIONS                       X                   5        0     3,723         0
VERIZON COMMUNICATIONS                       X                   2      5459         0         0
VERIZON COMMUNICATIONS                       X                   3     6,562         0         0
VERIZON COMMUNICATIONS                       X                         8,060         0         0
VERIZON COMMUNICATIONS                       X                   3    15,791         0    29,000
VERIZON COMMUNICATIONS                       X                   4    64,842    21,945    41,310
VERIZON COMMUNICATIONS                       X                   3   150,694         0         0
VERIZON COMMUNICATIONS                       X                   4   136,308       500    36,579
VERIZON COMMUNICATIONS                       X                   3    247273         0         0
VERIZON COMMUNICATIONS                       X                   7    594743         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       457         0         0
VIACOM INC NEW                               X                   5        0       465         0
VIACOM INC NEW                               X                   6       500         0         0
VIACOM INC NEW                               X                   3       542         0         0
VIACOM INC NEW                               X                   5    1,065         0         0
VIACOM INC NEW                               X                           600      1775         0
VIACOM INC NEW                               X                         3,300         0         0
VIACOM INC NEW                               X                   2      5171         0         0
VIACOM INC NEW                               X                   3     6,812         0       271
VIACOM INC NEW                               X                   3     8,889         0         0
VIACOM INC NEW                               X                   4     6,247     2,249     1,675
VIACOM INC NEW                               X                   4    21,376         0       533
VIACOM INC NEW                               X                   3    78,854         0         0
VIACOM INC NEW                               X                   7   135,022         0         0
VIDESH SANCHAR NIGAM LTD                     X                   2     1,000         0         0
VIDESH SANCHAR NIGAM LTD                     X                   6    71,000         0         0
VIMICRO INTL CORP                            X                   527,042,690        0         0
VODAFONE GROUP PLC NEW                       X                   3         0         0       250
VODAFONE GROUP PLC NEW                       X                   3       450         0         0
VODAFONE GROUP PLC NEW                       X                   4     1,400       115         0
VODAFONE GROUP PLC NEW                       X                   5    1,745         0         0
VODAFONE GROUP PLC NEW                       X                   3     2,100         0         0
VODAFONE GROUP PLC NEW                       X                   5        0     2,295         0
VODAFONE GROUP PLC NEW                       X                   3     3,100         0         0
VODAFONE GROUP PLC NEW                       X                   2     3,800         0         0
VODAFONE GROUP PLC NEW                       X                   4     5,210         0    43,084
VODAFONE GROUP PLC NEW                       X                   2    70,708         0         0
VODAFONE GROUP PLC NEW                       X                   3   100,000         0         0
VORNADO RLTY TR                              X                   4         0         0       100
VORNADO RLTY TR                              X                   3     6,106         0         0
VORNADO RLTY TR                              X                   7    21,810         0         0
VULCAN MATLS CO                              X                   5       65         0         0
VULCAN MATLS CO                              X                   4       100         0         0
VULCAN MATLS CO                              X                   5        0       145         0
VULCAN MATLS CO                              X                   7    18,298         0         0
WPP GROUP PLC                                X                   4         0         0       246
WPP GROUP PLC                                X                   2     1,505         0         0
WPP GROUP PLC                                X                   3    12,022         0         0
WACHOVIA CORP 2ND NEW                        X                   5        0       365         0
WACHOVIA CORP 2ND NEW                        X                   3     1,147         0         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    4,150         0         0
WACHOVIA CORP 2ND NEW                        X                   3      8074         0         0
WACHOVIA CORP 2ND NEW                        X                   2    11,199         0         0
WACHOVIA CORP 2ND NEW                        X                   4     6,059         0    19,100
WACHOVIA CORP 2ND NEW                        X                   3   105,192         0         0
WACHOVIA CORP 2ND NEW                        X                   7   301,724         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                   2       900         0         0
WAL MART STORES INC                          X                   5         0       900         0
WAL MART STORES INC                          X                          1000         0         0
WAL MART STORES INC                          X                   3     1,700         0         0
WAL MART STORES INC                          X                         2,300         0         0
WAL MART STORES INC                          X                   3     2,700         0         0
WAL MART STORES INC                          X                         3,900         0         0
WAL MART STORES INC                          X                   2     5,287         0         0
WAL MART STORES INC                          X                   3     5,603         0         0
WAL MART STORES INC                          X                   3      6915         0         0
WAL MART STORES INC                          X                   5        0    13,460         0
WAL MART STORES INC                          X                        26,928         0         0
WAL MART STORES INC                          X                   3    22,316         0     8,144
WAL MART STORES INC                          X                   5   52,085         0         0
WAL MART STORES INC                          X                   3    64,099         0         0
WAL MART STORES INC                          X                   4    25,395    39,431     2,225
WAL MART STORES INC                          X                   4    58,298         0    37,025
WAL MART STORES INC                          X                   3   121,094         0     2,100
WAL MART STORES INC                          X                   7    550639         0         0
WALGREEN CO                                  X                   5      160         0         0
WALGREEN CO                                  X                   4         0     4,000         0
WALGREEN CO                                  X                   5        0     4,627         0
WALGREEN CO                                  X                   5         0     4,800         0
WALGREEN CO                                  X                   3     6,340         0         0
WALGREEN CO                                  X                   2    15,842         0         0
WALGREEN CO                                  X                   4       647         0    25,817
WALGREEN CO                                  X                   3    30,500         0         0
WALGREEN CO                                  X                   3    19,400         0    12,900
WALGREEN CO                                  X                   7   194,839         0         0
WASHINGTON FED INC                           X                   4        57         0     9,280
WASHINGTON MUT INC                           X                   2       350         0         0
WASHINGTON MUT INC                           X                   3     1,200         0         0
WASHINGTON MUT INC                           X                   4       600     1,000         0
WASHINGTON MUT INC                           X                   2     2,465         0         0
WASHINGTON MUT INC                           X                   3     2,700         0         0
WASHINGTON MUT INC                           X                          5000       285         0
WASHINGTON MUT INC                           X                   5    6,735         0         0
WASHINGTON MUT INC                           X                   3    26,305         0         0
WASHINGTON MUT INC                           X                   4     9,120         0    27,756
WASHINGTON MUT INC                           X                   3    95,800         0         0
WASHINGTON MUT INC                           X                   7   185,421         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                   4     1,600         0     2,286
WASTE MGMT INC DEL                           X                   5        0    12,200         0
WASTE MGMT INC DEL                           X                   3    54,580         0         0
WASTE MGMT INC DEL                           X                   7   102,499         0         0
WASTE MGMT INC DEL                           X                   2    155850         0         0
WATERS CORP                                  X                   7    19,120         0         0
WATSON PHARMACEUTICALS INC                   X                           371         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     1,619         0         0
WEIGHT WATCHERS INTL INC NEW                 X                         2,000         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
WELLCARE HEALTH PLANS INC                    X                   4         0         0        72
WELLCARE HEALTH PLANS INC                    X                   3   400,000         0         0
WELLPOINT INC                                X                   3       200         0         0
WELLPOINT INC                                X                   2       310         0         0
WELLPOINT INC                                X                   4         0       600         0
WELLPOINT INC                                X                   3      2640         0         0
WELLPOINT INC                                X                   4       800         0     2,274
WELLPOINT INC                                X                   5         0     5,400         0
WELLPOINT INC                                X                   3    10,027         0         0
WELLPOINT INC                                X                   2    31,220         0         0
WELLPOINT INC                                X                   3    51,810         0         0
WELLPOINT INC                                X                   3    68,916         0     9,440
WELLPOINT INC                                X                   3   112,499         0         0
WELLPOINT INC                                X                   7   144,998         0         0
WELLS FARGO & CO NEW                         X                   5      230         0         0
WELLS FARGO & CO NEW                         X                           340         0         0
WELLS FARGO & CO NEW                         X                   3       950         0         0
WELLS FARGO & CO NEW                         X                   2      1000         0         0
WELLS FARGO & CO NEW                         X                   5     2,100         0         0
WELLS FARGO & CO NEW                         X                   3    13,682         0         0
WELLS FARGO & CO NEW                         X                   3    16,445         0         0
WELLS FARGO & CO NEW                         X                   2    16,831         0         0
WELLS FARGO & CO NEW                         X                   3    31,720         0         0
WELLS FARGO & CO NEW                         X                   5        0    35,550         0
WELLS FARGO & CO NEW                         X                   3    37,412         0         0
WELLS FARGO & CO NEW                         X                   4     36376      9592     17400
WELLS FARGO & CO NEW                         X                   4   182,404       300    15,141
WELLS FARGO & CO NEW                         X                   7   340,269         0         0
WENDYS INTL INC                              X                   2     7,229         0         0
WENDYS INTL INC                              X                   7    18,754         0         0
WERNER ENTERPRISES INC                       X                         1,179         0         0
WERNER ENTERPRISES INC                       X                   2    22,965         0         0
WEST MARINE INC                              X                   3         0         0    17,900
WESTAIM CORP                                 X                   2    15,350         0         0
WESTERN DIGITAL CORP                         X                   2       640         0         0
WESTERN DIGITAL CORP                         X                         1,800         0         0
WESTERN DIGITAL CORP                         X                   5         0      1800         0
WESTERN DIGITAL CORP                         X                   4         0         0     5,851
WESTERN DIGITAL CORP                         X                   7    13,800         0         0
WESTERN GAS RES INC                          X                   5        0     6,570         0
WESTERN GAS RES INC                          X                   3    83,200         0         0
WESTERN REFNG INC                            X                   3    15,500         0         0
WEYERHAEUSER CO                              X                   5        0       400         0
WEYERHAEUSER CO                              X                           700         0         0
WEYERHAEUSER CO                              X                   4     7,307         0       815
WEYERHAEUSER CO                              X                   4     8,803     2,900       800
WEYERHAEUSER CO                              X                   7    44,984         0         0
WHIRLPOOL CORP                               X                   4         0         0        30
WHIRLPOOL CORP                               X                   2        65         0         0
WHIRLPOOL CORP                               X                             0        80         0
WHIRLPOOL CORP                               X                   5      300         0         0
WHIRLPOOL CORP                               X                   7    13,632         0         0
WHOLE FOODS MKT INC                          X                   3       760         0         0
WHOLE FOODS MKT INC                          X                   2     1,075         0         0
WHOLE FOODS MKT INC                          X                   5        0     1,272         0
WHOLE FOODS MKT INC                          X                   5    2,000         0         0
WHOLE FOODS MKT INC                          X                   4       100         0     2,148
WHOLE FOODS MKT INC                          X                   7    23,120         0         0
WILLIAMS COS INC DEL                         X                         1,620         0         0
WILLIAMS COS INC DEL                         X                         2,532         0         0
WILLIAMS COS INC DEL                         X                   5    5,380         0         0
WILLIAMS COS INC DEL                         X                   4    16,326         0     4,400
WILLIAMS COS INC DEL                         X                   7    96,830         0         0
WILLIAMS COS INC DEL                         X                   4   403,693         0    23,720
WILLIAMS SONOMA INC                          X                   4         0         0       217
WILLIAMS SONOMA INC                          X                         2,300         0         0
WILLIAMS SONOMA INC                          X                   5         0     2,800         0
WILLIAMS SONOMA INC                          X                   7    11,120         0         0
WINNEBAGO INDS INC                           X                   5       45         0         0
WINNEBAGO INDS INC                           X                         1,783         0         0
WINNEBAGO INDS INC                           X                   3         0         0    11,600
WINTRUST FINANCIAL CORP                      X                   4         0         0     7,715
WIPRO LTD                                    X                   3    12,000         0         0
WISCONSIN ENERGY CORP                        X                   5         0     2,900         0
WISCONSIN ENERGY CORP                        X                   4     8,360         0         0
WISCONSIN ENERGY CORP                        X                   4     2,755     1,600     5,100
WISCONSIN ENERGY CORP                        X                   7    13,830         0         0
WORLD ACCEP CORP DEL                         X                   4         0         0    20,239
WORLD FUEL SVCS CORP                         X                   4        68         0    12,709
WRIGLEY WM JR CO                             X                   4       155         0         0
WRIGLEY WM JR CO                             X                             0       215         0
WRIGLEY WM JR CO                             X                   5      431         0         0
WRIGLEY WM JR CO                             X                   2       902         0         0
WRIGLEY WM JR CO                             X                   5         0     3,625         0
WRIGLEY WM JR CO                             X                   3     8,375         0         0
WRIGLEY WM JR CO                             X                   4    12,500         0         0
WRIGLEY WM JR CO                             X                   7    28,841         0         0
WYETH                                        X                           520         0         0
WYETH                                        X                   3     1,055         0         0
WYETH                                        X                         2,250         0         0
WYETH                                        X                   5         0     2,400         0
WYETH                                        X                   5      3920         0         0
WYETH                                        X                   5    4,295         0         0
WYETH                                        X                   2      4403         0         0
WYETH                                        X                   3     8,000         0         0
WYETH                                        X                   5        0     8,005         0
WYETH                                        X                   3    11,212         0         0
WYETH                                        X                         12200         0         0
WYETH                                        X                   3    17,590         0         0
WYETH                                        X                   4    79,835    18,200    28,350
WYETH                                        X                   3   156,212         0         0
WYETH                                        X                   7   262,886         0         0
WYETH                                        X                   4   256,746     4,700    10,070
WYETH                                        X                   3   346,745         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                   4     1,565         0         0
XM SATELLITE RADIO HLDGS INC                 X                   2     1,750         0         0
XM SATELLITE RADIO HLDGS INC                 X                   7     17500         0         0
XTO ENERGY INC                               X                   3       100         0         0
XTO ENERGY INC                               X                   2       450         0         0
XTO ENERGY INC                               X                   5      483         0         0
XTO ENERGY INC                               X                         3,562         0         0
XTO ENERGY INC                               X                   7    60,783         0         0
XTO ENERGY INC                               X                   3    146963         0         0
XTO ENERGY INC                               X                   3    229233         0         0
XCEL ENERGY INC                              X                   2       400         0         0
XCEL ENERGY INC                              X                   3     7,900         0         0
XCEL ENERGY INC                              X                   7     69682         0         0
XCEL ENERGY INC                              X                   3 1,250,000         0         0
XILINX INC                                   X                   2       130         0         0
XILINX INC                                   X                   5        0       384         0
XILINX INC                                   X                           700         0         0
XILINX INC                                   X                         1,854         0         0
XILINX INC                                   X                   4     4,072       700         0
XILINX INC                                   X                   4    12,790         0        75
XILINX INC                                   X                   5   17,000         0         0
XILINX INC                                   X                   7    66,606         0         0
XEROX CORP                                   X                           350         0         0
XEROX CORP                                   X                   3         0         0       900
XEROX CORP                                   X                   5    1,125         0         0
XEROX CORP                                   X                   4     2,296         0     1,953
XEROX CORP                                   X                   2    11,078         0         0
XEROX CORP                                   X                   5        0    37,640         0
XEROX CORP                                   X                   4    16,140         0    44,280
XEROX CORP                                   X                   7   158,141         0         0
YPF SOCIEDAD ANONIMA                         X                   1     16400         0         0
YRC WORLDWIDE INC                            X                   2      4800         0         0
YAHOO INC                                    X                   1       196         0         0
YAHOO INC                                    X                   3       562         0         0
YAHOO INC                                    X                         1,737       505         0
YAHOO INC                                    X                   5         0     2,600         0
YAHOO INC                                    X                   3     3,000         0         0
YAHOO INC                                    X                   3    16,613         0         0
YAHOO INC                                    X                   3    21,414         0         0
YAHOO INC                                    X                   5        0    22,280         0
YAHOO INC                                    X                   4       271         0    23,841
YAHOO INC                                    X                   5   39,300         0         0
YAHOO INC                                    X                   7   226,306         0         0
YAMANA GOLD INC                              X                   2     6,480         0         0
YAMANA GOLD INC                              X                   3    13,500         0         0
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       266       174         0
YUM BRANDS INC                               X                   4       492         0         0
YUM BRANDS INC                               X                          1600         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    54,014         0         0
ZARLINK SEMICONDUCTOR INC                    X                   5    2,000         0         0
ZARLINK SEMICONDUCTOR INC                    X                   4     3,700         0         0
ZARLINK SEMICONDUCTOR INC                    X                   2    12,200         0         0
ZEBRA TECHNOLOGIES CORP                      X                   7     6,200         0         0
ZEBRA TECHNOLOGIES CORP                      X                   2    10,275         0         0
ZEBRA TECHNOLOGIES CORP                      X                   3    50,000         0         0
ZIMMER HLDGS INC                             X                   5         0       100         0
ZIMMER HLDGS INC                             X                   3       130         0         0
ZIMMER HLDGS INC                             X                   3     2,000         0         0
ZIMMER HLDGS INC                             X                   5        0     2,050         0
ZIMMER HLDGS INC                             X                   5         0      2800         0
ZIMMER HLDGS INC                             X                   5    3,265         0         0
ZIMMER HLDGS INC                             X                   2     4,320         0         0
ZIMMER HLDGS INC                             X                   4     4,924         0     2,337
ZIMMER HLDGS INC                             X                   3    15,220         0         0
ZIMMER HLDGS INC                             X                   7    42,874         0         0
ZIMMER HLDGS INC                             X                   4    52,865    17,040     3,563
ZIONS BANCORPORATION                         X                   5         0       300         0
ZIONS BANCORPORATION                         X                   3     2,300         0         0
ZIONS BANCORPORATION                         X                   4     4,340         0     4,063
ZIONS BANCORPORATION                         X                   7    19,400         0         0
ZIONS BANCORPORATION                         X                   4    24,000         0         0
DAIMLERCHRYSLER AG                           X                   4         0         0        26
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    54,325         0         0
DAIMLERCHRYSLER AG                           X                   3 2,073,759         0   163,102
DAIMLERCHRYSLER AG                           X                   3 5,000,000         0         0
DEUTSCHE BANK AG NAMEN                       X                   5      1600         0         0
DEUTSCHE BANK AG NAMEN                       X                   2     7,125         0         0
DEUTSCHE BANK AG NAMEN                       X                   3 1,046,187         0    70,124
ACE LTD                                      X                   2        20         0         0
ACE LTD                                      X                   5         0       300         0
ACE LTD                                      X                   5         0       695         0
ACE LTD                                      X                         3,000         0         0
ACE LTD                                      X                   3     3,300         0         0
ACCENTURE LTD BERMUDA                        X                   2      1835         0         0
ACCENTURE LTD BERMUDA                        X                   5      4290         0         0
ACCENTURE LTD BERMUDA                        X                   3    14,674         0         0
ACCENTURE LTD BERMUDA                        X                   4       929         0    36,190
BUNGE LIMITED                                X                   2        95         0         0
BUNGE LIMITED                                X                   5       191         0         0
BUNGE LIMITED                                X                           300         0         0
BUNGE LIMITED                                X                   3     1,000         0         0
BUNGE LIMITED                                X                   3     1,350         0         0
BUNGE LIMITED                                X                   6    15,213         0         0
BUNGE LIMITED                                X                   2    50,175         0         0
BUNGE LIMITED                                X                   3    64,000         0         0
BUNGE LIMITED                                X                   3    90,955         0         0
CDC CORP                                     X                   55,917,843         0         0
COOPER INDS LTD                              X                   4         0         0        50
COOPER INDS LTD                              X                   4         0         0       500
COOPER INDS LTD                              X                   3     4,160         0         0
FOSTER WHEELER LTD                           X                           811         0         0
FOSTER WHEELER LTD                           X                   3     1,940         0         0
FOSTER WHEELER LTD                           X                   6    31,300         0         0
GLOBALSANTAFE CORP                           X                   5         0       158         0
GLOBALSANTAFE CORP                           X                   4       290         0        16
GLOBALSANTAFE CORP                           X                   3       819         0         0
GLOBALSANTAFE CORP                           X                   2     4,135         0         0
GLOBALSANTAFE CORP                           X                   5         0     8,800         0
GLOBALSANTAFE CORP                           X                   3   247,710         0         0
INGERSOLL-RAND COMPANY LTD                   X                   2       395         0         0
INGERSOLL-RAND COMPANY LTD                   X                         2,614         0         0
INGERSOLL-RAND COMPANY LTD                   X                         4,000        80         0
INGERSOLL-RAND COMPANY LTD                   X                   3      4450         0         0
INGERSOLL-RAND COMPANY LTD                   X                   4      8984         0      4624
INGERSOLL-RAND COMPANY LTD                   X                   3    32,223         0         0
INGERSOLL-RAND COMPANY LTD                   X                   4     3,605     8,000    24,584
MARVELL TECHNOLOGY GROUP LTD                 X                   2       215         0         0
MARVELL TECHNOLOGY GROUP LTD                 X                   5         0       900         0
MARVELL TECHNOLOGY GROUP LTD                 X                   4       100         0       933
MARVELL TECHNOLOGY GROUP LTD                 X                         1,135         0         0
MARVELL TECHNOLOGY GROUP LTD                 X                   5         0     1,500         0
MARVELL TECHNOLOGY GROUP LTD                 X                   5      5710         0         0
NABORS INDUSTRIES LTD                        X                   5       382         0         0
NABORS INDUSTRIES LTD                        X                   6     1,400         0         0
NABORS INDUSTRIES LTD                        X                   3      2085         0         0
NABORS INDUSTRIES LTD                        X                         4,000         0         0
NABORS INDUSTRIES LTD                        X                   3     4,400         0         0
NABORS INDUSTRIES LTD                        X                   4     3,484         0     1,150
NABORS INDUSTRIES LTD                        X                   5         0      8200         0
NABORS INDUSTRIES LTD                        X                   4     9,808         0       337
NABORS INDUSTRIES LTD                        X                   5         0    12,800         0
NABORS INDUSTRIES LTD                        X                   2    27,700         0         0
NABORS INDUSTRIES LTD                        X                   3    77,460         0         0
NABORS INDUSTRIES LTD                        X                   3   111,114         0         0
NOBLE CORPORATION                            X                   2        25         0         0
NOBLE CORPORATION                            X                   4     4,926       269       250
NOBLE CORPORATION                            X                   3    13,000         0         0
NOBLE CORPORATION                            X                   4    30,510         0     2,820
OPENTV CORP                                  X                   3   128,319         0         0
PARTNERRE LTD                                X                   5         0       137         0
PARTNERRE LTD                                X                   5         0     3,700         0
TRANSOCEAN INC                               X                   5         0       140         0
TRANSOCEAN INC                               X                   2       195         0         0
TRANSOCEAN INC                               X                   3     1,225         0         0
TRANSOCEAN INC                               X                         1,900         0         0
TRANSOCEAN INC                               X                   4     2,157         0         0
TRANSOCEAN INC                               X                   5      2200         0         0
TRANSOCEAN INC                               X                   3         0         0     4,000
TRANSOCEAN INC                               X                   5      5065         0         0
TRANSOCEAN INC                               X                   4     7,135         0       346
TRANSOCEAN INC                               X                   3     7,577         0         0
TRANSOCEAN INC                               X                   3    42,894         0         0
WEATHERFORD INTERNATIONAL LT                 X                             0       120         0
WEATHERFORD INTERNATIONAL LT                 X                   5         0       220         0
WEATHERFORD INTERNATIONAL LT                 X                   5         0      1500         0
WEATHERFORD INTERNATIONAL LT                 X                   4     1,790         0       558
WEATHERFORD INTERNATIONAL LT                 X                   2     3,463         0         0
WEATHERFORD INTERNATIONAL LT                 X                   5      9800         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    23,500         0         0
WILLIS GROUP HOLDINGS LTD                    X                   6    26,700         0         0
WILLIS GROUP HOLDINGS LTD                    X                   3    87,925         0         0
WILLIS GROUP HOLDINGS LTD                    X                   3    186459         0         0
XL CAP LTD                                   X                   4         0         0        30
XL CAP LTD                                   X                   5         0       114         0
XL CAP LTD                                   X                   3     1,529         0         0
XL CAP LTD                                   X                   5         0     4,400         0
XL CAP LTD                                   X                   2     4,466         0         0
ALCON INC                                    X                   4         0         0       162
ALCON INC                                    X                   2       200         0         0
ALCON INC                                    X                   4         0      1000         0
ALCON INC                                    X                   3     1,600         0         0
ALCON INC                                    X                   5         0      2000         0
ALCON INC                                    X                          2747         0         0
ALCON INC                                    X                   3    12,000         0         0
UBS AG                                       X                   2     1,085         0         0
UBS AG                                       X                   4        40         0     5,795
UBS AG                                       X                   3   297,315         0    22,220
QIAGEN N V                                   X                   3    490152         0     16500
ROYAL CARIBBEAN CRUISES LTD                  X                   2       100         0         0
ROYAL CARIBBEAN CRUISES LTD                  X                   3    126250         0         0
DIANA SHIPPING INC                           X                       15,000         0         0
FLEXTRONICS INTL LTD                         X                   3      8799         0         0
FLEXTRONICS INTL LTD                         X                        15,000         0         0
FLEXTRONICS INTL LTD                         X                   5         0    15,100         0
FLEXTRONICS INTL LTD                         X                   2    16,480         0         0
FLEXTRONICS INTL LTD                         X                       150,000         0         0
GIGAMEDIA LTD                                X                   3    10,000         0         0