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hsbc13f-0905.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 Sep 2005

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      10 Nov 2005


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
2. HSBC BANK CANADA
3. HSBC BANK PLC
4. HSBC BANK USA
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:     12,728     

FORM 13F INFORMATION TABLE VALUE TOTAL:      $11,750,883

LIST OF OTHER INCLUDED MANAGERS:


1. HSBC BANK ARGENTINA
2. HSBC BANK CANADA
3. HSBC BANK PLC
4. HSBC BANK USA
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 September 2005





                                                                                    SHARES OR
           NAME OF ISSUER              TITLE OF CLASS     CUSIP      FAIR MARKET    PRINCIPAL
                                                                    VALUE (x1000)     AMOUNT
                                 			 	                	                               
ABB LTD                             SPONSORED ADR        000375204             18         2,505
ABB LTD                             SPONSORED ADR        000375204             37         5,000
ABB LTD                             SPONSORED ADR        000375204             94        12,800
ABN AMRO HLDG NV                    SPONSORED ADR        000937102             14           595
ABN AMRO HLDG NV                    SPONSORED ADR        000937102             81         3,371
ABN AMRO HLDG NV                    SPONSORED ADR        000937102            267        11,130
ABN AMRO HLDG NV                    SPONSORED ADR        000937102            313        13,055
AFLAC INC                           COM                  001055102             10           227
AFLAC INC                           COM                  001055102             23           500
AFLAC INC                           COM                  001055102             25           550
AFLAC INC                           COM                  001055102             26           580
AFLAC INC                           COM                  001055102             28           615
AFLAC INC                           COM                  001055102             48         1,050
AFLAC INC                           COM                  001055102             54         1,200
AFLAC INC                           COM                  001055102             77         1,700
AFLAC INC                           COM                  001055102             82         1,813
AFLAC INC                           COM                  001055102             82         1,821
AFLAC INC                           COM                  001055102             92         2,031
AFLAC INC                           COM                  001055102            122         2,700
AFLAC INC                           COM                  001055102            136         3,000
AFLAC INC                           COM                  001055102            163         3,591
AFLAC INC                           COM                  001055102            182         4,028
AFLAC INC                           COM                  001055102            191         4,210
AFLAC INC                           COM                  001055102            218         4,806
AFLAC INC                           COM                  001055102            362         8,000
AFLAC INC                           COM                  001055102            368         8,133
AFLAC INC                           COM                  001055102            453        10,000
AFLAC INC                           COM                  001055102            508        11,217
AFLAC INC                           COM                  001055102            748        16,520
AFLAC INC                           COM                  001055102            938        20,700
AFLAC INC                           COM                  001055102            990        21,858
AFLAC INC                           COM                  001055102          1,143        25,229
AFLAC INC                           COM                  001055102          2,155        47,580
AFLAC INC                           COM                  001055102          5,735       126,600
AES CORP                            COM                  00130H105              5           280
AES CORP                            COM                  00130H105              8           500
AES CORP                            COM                  00130H105             11           660
AES CORP                            COM                  00130H105             16         1,000
AES CORP                            COM                  00130H105             21         1,250
AES CORP                            COM                  00130H105             44         2,700
AES CORP                            COM                  00130H105             46         2,800
AES CORP                            COM                  00130H105             80         4,890
AES CORP                            COM                  00130H105             92         5,620
AES CORP                            COM                  00130H105            106         6,460
AES CORP                            COM                  00130H105            163         9,900
AES CORP                            COM                  00130H105            173        10,524
AES CORP                            COM                  00130H105            220        13,400
AES CORP                            COM                  00130H105            224        13,640
AES CORP                            COM                  00130H105            245        14,886
AES CORP                            COM                  00130H105            497        30,233
AES CORP                            COM                  00130H105          1,027        62,500
AES CORP                            COM                  00130H105          7,675       467,152
AMB PROPERTY CORP                   COM                  00163T109             57         1,260
AMB PROPERTY CORP                   COM                  00163T109             74         1,650
AMB PROPERTY CORP                   COM                  00163T109            368         8,190
AMR CORP                            COM                  001765106             13         1,150
AMR CORP                            COM                  001765106             29         2,602
AMR CORP                            COM                  001765106             45         4,000
AMR CORP                            COM                  001765106            101         9,000
ATI TECHNOLOGIES INC                COM                  001941103             14         1,000
ATI TECHNOLOGIES INC                COM                  001941103            811        58,183
AT&T CORP                           COM NEW              001957505              0            24
AT&T CORP                           COM NEW              001957505              2           109
AT&T CORP                           COM NEW              001957505              4           208
AT&T CORP                           COM NEW              001957505              6           310
AT&T CORP                           COM NEW              001957505             14           700
AT&T CORP                           COM NEW              001957505             16           799
AT&T CORP                           COM NEW              001957505             17           860
AT&T CORP                           COM NEW              001957505             20         1,000
AT&T CORP                           COM NEW              001957505             23         1,160
AT&T CORP                           COM NEW              001957505             25         1,250
AT&T CORP                           COM NEW              001957505             26         1,300
AT&T CORP                           COM NEW              001957505             30         1,500
AT&T CORP                           COM NEW              001957505             43         2,162
AT&T CORP                           COM NEW              001957505             55         2,800
AT&T CORP                           COM NEW              001957505             61         3,100
AT&T CORP                           COM NEW              001957505             63         3,200
AT&T CORP                           COM NEW              001957505             85         4,300
AT&T CORP                           COM NEW              001957505             87         4,400
AT&T CORP                           COM NEW              001957505             99         5,000
AT&T CORP                           COM NEW              001957505            112         5,679
AT&T CORP                           COM NEW              001957505            129         6,490
AT&T CORP                           COM NEW              001957505            155         7,816
AT&T CORP                           COM NEW              001957505            191         9,630
AT&T CORP                           COM NEW              001957505            259        13,064
AT&T CORP                           COM NEW              001957505            259        13,102
AT&T CORP                           COM NEW              001957505            373        18,861
AT&T CORP                           COM NEW              001957505            729        36,828
AT&T CORP                           COM NEW              001957505          1,135        57,329
AT&T CORP                           COM NEW              001957505          1,502        75,880
AU OPTRONICS CORP                   SPONSORED ADR        002255107              0            37
AU OPTRONICS CORP                   SPONSORED ADR        002255107              1            54
AU OPTRONICS CORP                   SPONSORED ADR        002255107              4           328
AU OPTRONICS CORP                   SPONSORED ADR        002255107             35         2,725
AU OPTRONICS CORP                   SPONSORED ADR        002255107             37         2,861
AU OPTRONICS CORP                   SPONSORED ADR        002255107             77         5,950
AU OPTRONICS CORP                   SPONSORED ADR        002255107            101         7,802
AU OPTRONICS CORP                   SPONSORED ADR        002255107            143        11,033
AU OPTRONICS CORP                   SPONSORED ADR        002255107            299        23,108
AU OPTRONICS CORP                   SPONSORED ADR        002255107          1,055        81,437
AU OPTRONICS CORP                   SPONSORED ADR        002255107          2,286       176,364
ABBOTT LABS                         COM                  002824100             10           230
ABBOTT LABS                         COM                  002824100             30           700
ABBOTT LABS                         COM                  002824100             38           900
ABBOTT LABS                         COM                  002824100             47         1,100
ABBOTT LABS                         COM                  002824100             61         1,450
ABBOTT LABS                         COM                  002824100             85         2,000
ABBOTT LABS                         COM                  002824100             91         2,150
ABBOTT LABS                         COM                  002824100            126         2,960
ABBOTT LABS                         COM                  002824100            127         3,000
ABBOTT LABS                         COM                  002824100            171         4,024
ABBOTT LABS                         COM                  002824100            184         4,350
ABBOTT LABS                         COM                  002824100            210         4,950
ABBOTT LABS                         COM                  002824100            240         5,650
ABBOTT LABS                         COM                  002824100            263         6,200
ABBOTT LABS                         COM                  002824100            280         6,600
ABBOTT LABS                         COM                  002824100            300         7,085
ABBOTT LABS                         COM                  002824100            332         7,821
ABBOTT LABS                         COM                  002824100            332         7,825
ABBOTT LABS                         COM                  002824100            458        10,810
ABBOTT LABS                         COM                  002824100            485        11,430
ABBOTT LABS                         COM                  002824100            553        13,050
ABBOTT LABS                         COM                  002824100            630        14,863
ABBOTT LABS                         COM                  002824100            646        15,241
ABBOTT LABS                         COM                  002824100            710        16,755
ABBOTT LABS                         COM                  002824100            735        17,345
ABBOTT LABS                         COM                  002824100            990        23,351
ABBOTT LABS                         COM                  002824100          1,054        24,855
ABBOTT LABS                         COM                  002824100          1,379        32,530
ABBOTT LABS                         COM                  002824100          1,833        43,222
ABBOTT LABS                         COM                  002824100          2,120        50,000
ABBOTT LABS                         COM                  002824100          2,875        67,813
ABBOTT LABS                         COM                  002824100          3,400        80,186
ABBOTT LABS                         COM                  002824100          6,261       147,660
ABBOTT LABS                         COM                  002824100         10,771       254,035
ABERCROMBIE & FITCH CO              CL A                 002896207             10           200
ABERCROMBIE & FITCH CO              CL A                 002896207             28           560
ABERCROMBIE & FITCH CO              CL A                 002896207            145         2,900
ABERCROMBIE & FITCH CO              CL A                 002896207            186         3,740
ABERCROMBIE & FITCH CO              CL A                 002896207            510        10,230
ABBEY NATL PLC                      ADR PRF B7.375       002920700             53         2,000
ABBEY NATL PLC                      ADR PRF B7.375       002920700            127         4,774
ABBEY NATL PLC                      ADR PRF B7.375       002920700          5,582       209,050
ABBEY NATL PLC                      GDR                  002920809            396        15,185
ABGENIX INC                         COM                  00339B107            222        17,500
ACTIVE POWER INC                    COM                  00504W100             68        16,400
ACTIVCARD CORP                      COM                  00506J107              3           772
ACTIVCARD CORP                      COM                  00506J107              4         1,025
ACTIVCARD CORP                      COM                  00506J107             12         2,780
ACTIVCARD CORP                      COM                  00506J107             87        20,000
ADOBE SYS INC                       COM                  00724F101              6           186
ADOBE SYS INC                       COM                  00724F101              7           250
ADOBE SYS INC                       COM                  00724F101             12           400
ADOBE SYS INC                       COM                  00724F101             15           500
ADOBE SYS INC                       COM                  00724F101             21           700
ADOBE SYS INC                       COM                  00724F101             24           800
ADOBE SYS INC                       COM                  00724F101             27           900
ADOBE SYS INC                       COM                  00724F101             30         1,000
ADOBE SYS INC                       COM                  00724F101             32         1,068
ADOBE SYS INC                       COM                  00724F101             52         1,750
ADOBE SYS INC                       COM                  00724F101             54         1,800
ADOBE SYS INC                       COM                  00724F101             54         1,800
ADOBE SYS INC                       COM                  00724F101             62         2,076
ADOBE SYS INC                       COM                  00724F101             84         2,800
ADOBE SYS INC                       COM                  00724F101             90         3,000
ADOBE SYS INC                       COM                  00724F101            107         3,590
ADOBE SYS INC                       COM                  00724F101            119         4,000
ADOBE SYS INC                       COM                  00724F101            131         4,374
ADOBE SYS INC                       COM                  00724F101            142         4,760
ADOBE SYS INC                       COM                  00724F101            180         6,020
ADOBE SYS INC                       COM                  00724F101            213         7,120
ADOBE SYS INC                       COM                  00724F101            234         7,830
ADOBE SYS INC                       COM                  00724F101            235         7,862
ADOBE SYS INC                       COM                  00724F101            342        11,470
ADOBE SYS INC                       COM                  00724F101            350        11,735
ADOBE SYS INC                       COM                  00724F101            685        22,947
ADOBE SYS INC                       COM                  00724F101          1,398        46,820
ADOBE SYS INC                       COM                  00724F101          3,313       110,995
ADVANCED SEMICONDUCTOR ENGR         SPONSORED ADR        00756M404            100        29,500
ADVANCED MICRO DEVICES INC          COM                  007903107              3           115
ADVANCED MICRO DEVICES INC          COM                  007903107              5           199
ADVANCED MICRO DEVICES INC          COM                  007903107             23           900
ADVANCED MICRO DEVICES INC          COM                  007903107             25         1,000
ADVANCED MICRO DEVICES INC          COM                  007903107             25         1,000
ADVANCED MICRO DEVICES INC          COM                  007903107             43         1,700
ADVANCED MICRO DEVICES INC          COM                  007903107             71         2,831
ADVANCED MICRO DEVICES INC          COM                  007903107             86         3,410
ADVANCED MICRO DEVICES INC          COM                  007903107             93         3,700
ADVANCED MICRO DEVICES INC          COM                  007903107             97         3,856
ADVANCED MICRO DEVICES INC          COM                  007903107            103         4,080
ADVANCED MICRO DEVICES INC          COM                  007903107            106         4,200
ADVANCED MICRO DEVICES INC          COM                  007903107            132         5,239
ADVANCED MICRO DEVICES INC          COM                  007903107            141         5,600
ADVANCED MICRO DEVICES INC          COM                  007903107            150         5,950
ADVANCED MICRO DEVICES INC          COM                  007903107            189         7,500
ADVANCED MICRO DEVICES INC          COM                  007903107            254        10,094
ADVANCED MICRO DEVICES INC          COM                  007903107            299        11,860
ADVANCED MICRO DEVICES INC          COM                  007903107            410        16,253
ADVANCED MICRO DEVICES INC          COM                  007903107            477        18,912
ADVANCED MICRO DEVICES INC          COM                  007903107            818        32,460
ADVANCED MICRO DEVICES INC          COM                  007903107            964        38,270
ADVANCED MICRO DEVICES INC          COM                  007903107          1,175        46,626
ADVANCED MICRO DEVICES INC          COM                  007903107          1,437        57,032
ADVANCED MICRO DEVICES INC          COM                  007903107          1,797        71,310
AEGON N V                           ORD AMER REG         007924103              0            16
AEGON N V                           ORD AMER REG         007924103              3           175
AEGON N V                           ORD AMER REG         007924103              3           224
AEGON N V                           ORD AMER REG         007924103             10           660
AEGON N V                           ORD AMER REG         007924103             21         1,409
AEGON N V                           ORD AMER REG         007924103            183        12,294
AEGON N V                           ORD AMER REG         007924103            189        12,664
AETNA INC NEW                       COM                  00817Y108              6            66
AETNA INC NEW                       COM                  00817Y108              9           104
AETNA INC NEW                       COM                  00817Y108             17           200
AETNA INC NEW                       COM                  00817Y108             17           200
AETNA INC NEW                       COM                  00817Y108             20           235
AETNA INC NEW                       COM                  00817Y108             24           280
AETNA INC NEW                       COM                  00817Y108             26           300
AETNA INC NEW                       COM                  00817Y108             43           500
AETNA INC NEW                       COM                  00817Y108             69           800
AETNA INC NEW                       COM                  00817Y108             94         1,090
AETNA INC NEW                       COM                  00817Y108            101         1,177
AETNA INC NEW                       COM                  00817Y108            180         2,084
AETNA INC NEW                       COM                  00817Y108            208         2,420
AETNA INC NEW                       COM                  00817Y108            242         2,806
AETNA INC NEW                       COM                  00817Y108            250         2,900
AETNA INC NEW                       COM                  00817Y108            252         2,920
AETNA INC NEW                       COM                  00817Y108            405         4,700
AETNA INC NEW                       COM                  00817Y108            407         4,728
AETNA INC NEW                       COM                  00817Y108            421         4,892
AETNA INC NEW                       COM                  00817Y108            605         7,024
AETNA INC NEW                       COM                  00817Y108            795         9,224
AETNA INC NEW                       COM                  00817Y108          1,117        12,973
AETNA INC NEW                       COM                  00817Y108          1,258        14,600
AETNA INC NEW                       COM                  00817Y108          1,697        19,700
AETNA INC NEW                       COM                  00817Y108          2,457        28,520
AFFILIATED COMPUTER SERVICES        CL A                 008190100             41           750
AFFILIATED COMPUTER SERVICES        CL A                 008190100             54           990
AFFILIATED COMPUTER SERVICES        CL A                 008190100             55         1,010
AFFILIATED COMPUTER SERVICES        CL A                 008190100             66         1,200
AFFILIATED COMPUTER SERVICES        CL A                 008190100             71         1,300
AFFILIATED COMPUTER SERVICES        CL A                 008190100             75         1,366
AFFILIATED COMPUTER SERVICES        CL A                 008190100             76         1,400
AFFILIATED COMPUTER SERVICES        CL A                 008190100             82         1,500
AFFILIATED COMPUTER SERVICES        CL A                 008190100             98         1,800
AFFILIATED COMPUTER SERVICES        CL A                 008190100            143         2,615
AFFILIATED COMPUTER SERVICES        CL A                 008190100            158         2,900
AFFILIATED COMPUTER SERVICES        CL A                 008190100            160         2,927
AFFILIATED COMPUTER SERVICES        CL A                 008190100            309         5,661
AFFILIATED COMPUTER SERVICES        CL A                 008190100            596        10,920
AFFILIATED COMPUTER SERVICES        CL A                 008190100            833        15,248
AFFILIATED COMPUTER SERVICES        CL A                 008190100          1,454        26,635
AFFILIATED COMPUTER SERVICES        CL A                 008190100          1,526        27,950
AFFILIATED COMPUTER SERVICES        CL A                 008190100          2,020        37,000
AGERE SYS INC                       COM                  00845V308              0             7
AGERE SYS INC                       COM                  00845V308              0            13
AGERE SYS INC                       COM                  00845V308              0            26
AGERE SYS INC                       COM                  00845V308              0            41
AGERE SYS INC                       COM                  00845V308              1            55
AGERE SYS INC                       COM                  00845V308              1            87
AGERE SYS INC                       COM                  00845V308              3           280
AGERE SYS INC                       COM                  00845V308              7           666
AGERE SYS INC                       COM                  00845V308             11         1,042
AGERE SYS INC                       COM                  00845V308             22         2,121
AGERE SYS INC                       COM                  00845V308             24         2,302
AGERE SYS INC                       COM                  00845V308             27         2,566
AGERE SYS INC                       COM                  00845V308             59         5,700
AGERE SYS INC                       COM                  00845V308            182        17,491
AGILENT TECHNOLOGIES INC            COM                  00846U101              7           220
AGILENT TECHNOLOGIES INC            COM                  00846U101             19           580
AGILENT TECHNOLOGIES INC            COM                  00846U101             23           700
AGILENT TECHNOLOGIES INC            COM                  00846U101             28           850
AGILENT TECHNOLOGIES INC            COM                  00846U101             37         1,143
AGILENT TECHNOLOGIES INC            COM                  00846U101             49         1,500
AGILENT TECHNOLOGIES INC            COM                  00846U101             66         2,000
AGILENT TECHNOLOGIES INC            COM                  00846U101             68         2,076
AGILENT TECHNOLOGIES INC            COM                  00846U101             69         2,100
AGILENT TECHNOLOGIES INC            COM                  00846U101             88         2,684
AGILENT TECHNOLOGIES INC            COM                  00846U101            116         3,550
AGILENT TECHNOLOGIES INC            COM                  00846U101            118         3,610
AGILENT TECHNOLOGIES INC            COM                  00846U101            137         4,190
AGILENT TECHNOLOGIES INC            COM                  00846U101            155         4,739
AGILENT TECHNOLOGIES INC            COM                  00846U101            182         5,571
AGILENT TECHNOLOGIES INC            COM                  00846U101            193         5,900
AGILENT TECHNOLOGIES INC            COM                  00846U101            255         7,784
AGILENT TECHNOLOGIES INC            COM                  00846U101            393        11,995
AGILENT TECHNOLOGIES INC            COM                  00846U101            419        12,805
AGILENT TECHNOLOGIES INC            COM                  00846U101            729        22,249
AGILENT TECHNOLOGIES INC            COM                  00846U101            814        24,853
AGILENT TECHNOLOGIES INC            COM                  00846U101          1,533        46,820
AGILENT TECHNOLOGIES INC            COM                  00846U101          1,915        58,481
AGNICO EAGLE MINES LTD              COM                  008474108              9           600
AGNICO EAGLE MINES LTD              COM                  008474108             19         1,300
AGNICO EAGLE MINES LTD              COM                  008474108             30         2,000
AGNICO EAGLE MINES LTD              COM                  008474108            333        22,500
AGRIUM INC                          COM                  008916108          5,972       271,846
AIR PRODS & CHEMS INC               COM                  009158106              6           100
AIR PRODS & CHEMS INC               COM                  009158106             22           400
AIR PRODS & CHEMS INC               COM                  009158106             22           400
AIR PRODS & CHEMS INC               COM                  009158106             65         1,174
AIR PRODS & CHEMS INC               COM                  009158106             72         1,300
AIR PRODS & CHEMS INC               COM                  009158106             72         1,300
AIR PRODS & CHEMS INC               COM                  009158106             87         1,585
AIR PRODS & CHEMS INC               COM                  009158106             99         1,800
AIR PRODS & CHEMS INC               COM                  009158106            105         1,900
AIR PRODS & CHEMS INC               COM                  009158106            115         2,089
AIR PRODS & CHEMS INC               COM                  009158106            125         2,258
AIR PRODS & CHEMS INC               COM                  009158106            188         3,414
AIR PRODS & CHEMS INC               COM                  009158106            221         4,000
AIR PRODS & CHEMS INC               COM                  009158106            316         5,736
AIR PRODS & CHEMS INC               COM                  009158106            336         6,100
AIR PRODS & CHEMS INC               COM                  009158106            569        10,326
AIR PRODS & CHEMS INC               COM                  009158106          1,219        22,110
AKAMAI TECHNOLOGIES INC             COM                  00971T101              5           330
AKAMAI TECHNOLOGIES INC             COM                  00971T101             79         4,957
AKAMAI TECHNOLOGIES INC             COM                  00971T101            112         7,000
AKAMAI TECHNOLOGIES INC             COM                  00971T101            160        10,000
AKAMAI TECHNOLOGIES INC             COM                  00971T101            633        39,670
AKAMAI TECHNOLOGIES INC             COM                  00971T101            677        42,432
AKAMAI TECHNOLOGIES INC             COM                  00971T101            742        46,527
AKZO NOBEL NV                       SPONSORED ADR        010199305              4            90
AKZO NOBEL NV                       SPONSORED ADR        010199305              9           200
AKZO NOBEL NV                       SPONSORED ADR        010199305             62         1,425
AKZO NOBEL NV                       SPONSORED ADR        010199305            203         4,640
ALAMOSA HLDGS INC                   COM                  011589108              3           173
ALAMOSA HLDGS INC                   COM                  011589108              8           486
ALAMOSA HLDGS INC                   COM                  011589108          3,422       200,000
ALBERTO CULVER CO                   COM                  013068101             18           407
ALBERTO CULVER CO                   COM                  013068101             28           630
ALBERTO CULVER CO                   COM                  013068101             32           710
ALBERTO CULVER CO                   COM                  013068101             32           720
ALBERTO CULVER CO                   COM                  013068101             58         1,300
ALBERTO CULVER CO                   COM                  013068101             64         1,440
ALBERTO CULVER CO                   COM                  013068101            121         2,693
ALBERTO CULVER CO                   COM                  013068101            279         6,225
ALBERTSONS INC                      COM                  013104104             11           420
ALBERTSONS INC                      COM                  013104104             19           740
ALBERTSONS INC                      COM                  013104104             23           900
ALBERTSONS INC                      COM                  013104104             51         2,000
ALBERTSONS INC                      COM                  013104104             57         2,225
ALBERTSONS INC                      COM                  013104104             57         2,239
ALBERTSONS INC                      COM                  013104104             68         2,635
ALBERTSONS INC                      COM                  013104104             82         3,210
ALBERTSONS INC                      COM                  013104104             96         3,748
ALBERTSONS INC                      COM                  013104104             97         3,765
ALBERTSONS INC                      COM                  013104104            152         5,934
ALBERTSONS INC                      COM                  013104104            154         5,989
ALBERTSONS INC                      COM                  013104104            220         8,564
ALBERTSONS INC                      COM                  013104104            420        16,361
ALBERTSONS INC                      COM                  013104104            430        16,761
ALBERTSONS INC                      COM                  013104104            497        19,379
ALBERTSONS INC                      COM                  013104104            947        36,910
ALCAN INC                           COM                  013716105              5           150
ALCAN INC                           COM                  013716105             18           576
ALCAN INC                           COM                  013716105             32         1,000
ALCAN INC                           COM                  013716105            693        21,851
ALCAN INC                           COM                  013716105          1,947        61,373
ALCAN INC                           COM                  013716105          3,824       120,507
ALCOA INC                           COM                  013817101              2           100
ALCOA INC                           COM                  013817101              5           200
ALCOA INC                           COM                  013817101             12           500
ALCOA INC                           COM                  013817101             15           600
ALCOA INC                           COM                  013817101             17           700
ALCOA INC                           COM                  013817101             23           930
ALCOA INC                           COM                  013817101             23           950
ALCOA INC                           COM                  013817101             42         1,700
ALCOA INC                           COM                  013817101             42         1,740
ALCOA INC                           COM                  013817101             43         1,765
ALCOA INC                           COM                  013817101             61         2,500
ALCOA INC                           COM                  013817101             63         2,600
ALCOA INC                           COM                  013817101             75         3,066
ALCOA INC                           COM                  013817101             85         3,489
ALCOA INC                           COM                  013817101            109         4,450
ALCOA INC                           COM                  013817101            122         5,005
ALCOA INC                           COM                  013817101            153         6,251
ALCOA INC                           COM                  013817101            180         7,380
ALCOA INC                           COM                  013817101            203         8,330
ALCOA INC                           COM                  013817101            211         8,633
ALCOA INC                           COM                  013817101            276        11,314
ALCOA INC                           COM                  013817101            287        11,735
ALCOA INC                           COM                  013817101            289        11,850
ALCOA INC                           COM                  013817101            305        12,487
ALCOA INC                           COM                  013817101            317        13,000
ALCOA INC                           COM                  013817101            347        14,202
ALCOA INC                           COM                  013817101            491        20,104
ALCOA INC                           COM                  013817101            761        31,182
ALCOA INC                           COM                  013817101            943        38,628
ALCOA INC                           COM                  013817101          1,083        44,350
ALCOA INC                           COM                  013817101          1,983        81,220
ALCOA INC                           COM                  013817101          3,697       151,389
ALCOA INC                           COM                  013817101          3,932       161,003
ALCATEL                             SPONSORED ADR        013904305             10           729
ALCATEL                             SPONSORED ADR        013904305             11           850
ALCATEL                             SPONSORED ADR        013904305             39         2,905
ALCATEL                             SPONSORED ADR        013904305             67         5,000
ALCATEL                             SPONSORED ADR        013904305            124         9,212
ALCATEL                             SPONSORED ADR        013904305            285        21,227
ALLEGHENY ENERGY INC                COM                  017361106             36         1,160
ALLEGHENY ENERGY INC                COM                  017361106             40         1,300
ALLEGHENY ENERGY INC                COM                  017361106             42         1,380
ALLEGHENY ENERGY INC                COM                  017361106             56         1,836
ALLEGHENY ENERGY INC                COM                  017361106             58         1,900
ALLEGHENY ENERGY INC                COM                  017361106             75         2,450
ALLEGHENY TECHNOLOGIES INC          COM                  01741R102              2            51
ALLEGHENY TECHNOLOGIES INC          COM                  01741R102             21           670
ALLEGHENY TECHNOLOGIES INC          COM                  01741R102             23           750
ALLEGHENY TECHNOLOGIES INC          COM                  01741R102             33         1,070
ALLEGHENY TECHNOLOGIES INC          COM                  01741R102             44         1,420
ALLEGHENY TECHNOLOGIES INC          COM                  01741R102             78         2,530
ALLEGHENY TECHNOLOGIES INC          COM                  01741R102          2,586        83,469
ALLERGAN INC                        COM                  018490102             38           415
ALLERGAN INC                        COM                  018490102             46           500
ALLERGAN INC                        COM                  018490102             73           800
ALLERGAN INC                        COM                  018490102             78           850
ALLERGAN INC                        COM                  018490102             86           935
ALLERGAN INC                        COM                  018490102             95         1,040
ALLERGAN INC                        COM                  018490102            119         1,300
ALLERGAN INC                        COM                  018490102            124         1,351
ALLERGAN INC                        COM                  018490102            186         2,032
ALLERGAN INC                        COM                  018490102            258         2,818
ALLERGAN INC                        COM                  018490102            275         3,000
ALLERGAN INC                        COM                  018490102            567         6,186
ALLERGAN INC                        COM                  018490102            871         9,504
ALLERGAN INC                        COM                  018490102          1,174        12,810
ALLIANCE CAP MGMT HLDG L P          UNIT LTD PARTN       01855A101             19           400
ALLIANCE CAP MGMT HLDG L P          UNIT LTD PARTN       01855A101            120         2,500
ALLIANCE CAP MGMT HLDG L P          UNIT LTD PARTN       01855A101          1,244        26,000
ALLIANCE DATA SYSTEMS CORP          COM                  018581108             16           403
ALLIANCE DATA SYSTEMS CORP          COM                  018581108             54         1,370
ALLIANCE DATA SYSTEMS CORP          COM                  018581108            131         3,350
ALLIANCE DATA SYSTEMS CORP          COM                  018581108            207         5,300
ALLIANT ENERGY CORP                 COM                  018802108              5           182
ALLIANT ENERGY CORP                 COM                  018802108             19           662
ALLIANT ENERGY CORP                 COM                  018802108             78         2,664
ALLIANT ENERGY CORP                 COM                  018802108            132         4,538
ALLIANT ENERGY CORP                 COM                  018802108            291        10,000
ALLIANT TECHSYSTEMS INC             COM                  018804104             97         1,300
ALLIANT TECHSYSTEMS INC             COM                  018804104            296         3,960
ALLIED CAP CORP NEW                 COM                  01903Q108             22           764
ALLIED CAP CORP NEW                 COM                  01903Q108             27           950
ALLIED CAP CORP NEW                 COM                  01903Q108             37         1,300
ALLIED CAP CORP NEW                 COM                  01903Q108            144         5,036
ALLIED CAP CORP NEW                 COM                  01903Q108            315        11,000
ALLIED CAP CORP NEW                 COM                  01903Q108            515        18,000
ALLIED CAP CORP NEW                 COM                  01903Q108            527        18,400
ALLIED IRISH BKS P L C              SPON ADR ORD         019228402              5           115
ALLIED IRISH BKS P L C              SPON ADR ORD         019228402              9           200
ALLIED IRISH BKS P L C              SPON ADR ORD         019228402             26           620
ALLIED IRISH BKS P L C              SPON ADR ORD         019228402            185         4,334
ALLIED WASTE INDS INC               COM PAR$.01NEW       019589308              4           517
ALLIED WASTE INDS INC               COM PAR$.01NEW       019589308              9         1,020
ALLIED WASTE INDS INC               COM PAR$.01NEW       019589308             17         1,970
ALLIED WASTE INDS INC               COM PAR$.01NEW       019589308             19         2,230
ALLIED WASTE INDS INC               COM PAR$.01NEW       019589308             40         4,700
ALLIED WASTE INDS INC               COM PAR$.01NEW       019589308             42         5,000
ALLSTATE CORP                       COM                  020002101             22           400
ALLSTATE CORP                       COM                  020002101             30           550
ALLSTATE CORP                       COM                  020002101             36           650
ALLSTATE CORP                       COM                  020002101             53           960
ALLSTATE CORP                       COM                  020002101             58         1,050
ALLSTATE CORP                       COM                  020002101             91         1,650
ALLSTATE CORP                       COM                  020002101             98         1,780
ALLSTATE CORP                       COM                  020002101            100         1,800
ALLSTATE CORP                       COM                  020002101            111         2,000
ALLSTATE CORP                       COM                  020002101            130         2,346
ALLSTATE CORP                       COM                  020002101            173         3,120
ALLSTATE CORP                       COM                  020002101            254         4,600
ALLSTATE CORP                       COM                  020002101            268         4,839
ALLSTATE CORP                       COM                  020002101            309         5,580
ALLSTATE CORP                       COM                  020002101            338         6,120
ALLSTATE CORP                       COM                  020002101            361         6,522
ALLSTATE CORP                       COM                  020002101            577        10,432
ALLSTATE CORP                       COM                  020002101            583        10,539
ALLSTATE CORP                       COM                  020002101            803        14,531
ALLSTATE CORP                       COM                  020002101          1,597        28,891
ALLSTATE CORP                       COM                  020002101          1,826        33,029
ALLSTATE CORP                       COM                  020002101          1,969        35,604
ALLSTATE CORP                       COM                  020002101          2,868        51,875
ALLSTATE CORP                       COM                  020002101          3,506        63,410
ALLSTATE CORP                       COM                  020002101          4,664        84,351
ALLTEL CORP                         COM                  020039103              7           105
ALLTEL CORP                         COM                  020039103             27           420
ALLTEL CORP                         COM                  020039103             28           430
ALLTEL CORP                         COM                  020039103             29           450
ALLTEL CORP                         COM                  020039103             42           650
ALLTEL CORP                         COM                  020039103             72         1,100
ALLTEL CORP                         COM                  020039103             90         1,379
ALLTEL CORP                         COM                  020039103             93         1,425
ALLTEL CORP                         COM                  020039103            120         1,836
ALLTEL CORP                         COM                  020039103            121         1,865
ALLTEL CORP                         COM                  020039103            178         2,727
ALLTEL CORP                         COM                  020039103            211         3,240
ALLTEL CORP                         COM                  020039103            244         3,740
ALLTEL CORP                         COM                  020039103            248         3,802
ALLTEL CORP                         COM                  020039103            281         4,321
ALLTEL CORP                         COM                  020039103            358         5,500
ALLTEL CORP                         COM                  020039103            405         6,219
ALLTEL CORP                         COM                  020039103            559         8,589
ALLTEL CORP                         COM                  020039103          1,203        18,475
ALLTEL CORP                         COM                  020039103          1,308        20,093
ALLTEL CORP                         COM                  020039103          2,240        34,410
ALLTEL CORP                         COM                  020039103          5,534        85,000
ALTERA CORP                         COM                  021441100             11           580
ALTERA CORP                         COM                  021441100             15           800
ALTERA CORP                         COM                  021441100             19         1,000
ALTERA CORP                         COM                  021441100             34         1,800
ALTERA CORP                         COM                  021441100             36         1,900
ALTERA CORP                         COM                  021441100             44         2,300
ALTERA CORP                         COM                  021441100             55         2,853
ALTERA CORP                         COM                  021441100             59         3,093
ALTERA CORP                         COM                  021441100             60         3,140
ALTERA CORP                         COM                  021441100             64         3,337
ALTERA CORP                         COM                  021441100             76         4,000
ALTERA CORP                         COM                  021441100            111         5,821
ALTERA CORP                         COM                  021441100            113         5,923
ALTERA CORP                         COM                  021441100            118         6,165
ALTERA CORP                         COM                  021441100            153         8,000
ALTERA CORP                         COM                  021441100            204        10,685
ALTERA CORP                         COM                  021441100            239        12,500
ALTERA CORP                         COM                  021441100            314        16,410
ALTERA CORP                         COM                  021441100            686        35,910
ALTERA CORP                         COM                  021441100          1,245        65,156
ALTRIA GROUP INC                    COM                  02209S103             13           175
ALTRIA GROUP INC                    COM                  02209S103             37           500
ALTRIA GROUP INC                    COM                  02209S103             66           900
ALTRIA GROUP INC                    COM                  02209S103             81         1,100
ALTRIA GROUP INC                    COM                  02209S103             88         1,194
ALTRIA GROUP INC                    COM                  02209S103            105         1,420
ALTRIA GROUP INC                    COM                  02209S103            118         1,600
ALTRIA GROUP INC                    COM                  02209S103            140         1,900
ALTRIA GROUP INC                    COM                  02209S103            170         2,300
ALTRIA GROUP INC                    COM                  02209S103            185         2,514
ALTRIA GROUP INC                    COM                  02209S103            190         2,580
ALTRIA GROUP INC                    COM                  02209S103            214         2,900
ALTRIA GROUP INC                    COM                  02209S103            302         4,100
ALTRIA GROUP INC                    COM                  02209S103            369         5,000
ALTRIA GROUP INC                    COM                  02209S103            380         5,154
ALTRIA GROUP INC                    COM                  02209S103            431         5,850
ALTRIA GROUP INC                    COM                  02209S103            435         5,900
ALTRIA GROUP INC                    COM                  02209S103            488         6,620
ALTRIA GROUP INC                    COM                  02209S103            500         6,790
ALTRIA GROUP INC                    COM                  02209S103            656         8,900
ALTRIA GROUP INC                    COM                  02209S103            815        11,060
ALTRIA GROUP INC                    COM                  02209S103            979        13,280
ALTRIA GROUP INC                    COM                  02209S103          1,122        15,225
ALTRIA GROUP INC                    COM                  02209S103          1,152        15,631
ALTRIA GROUP INC                    COM                  02209S103          1,202        16,306
ALTRIA GROUP INC                    COM                  02209S103          1,233        16,730
ALTRIA GROUP INC                    COM                  02209S103          1,271        17,250
ALTRIA GROUP INC                    COM                  02209S103          1,356        18,400
ALTRIA GROUP INC                    COM                  02209S103          1,499        20,343
ALTRIA GROUP INC                    COM                  02209S103          1,539        20,878
ALTRIA GROUP INC                    COM                  02209S103          1,614        21,900
ALTRIA GROUP INC                    COM                  02209S103          1,846        25,050
ALTRIA GROUP INC                    COM                  02209S103          2,394        32,472
ALTRIA GROUP INC                    COM                  02209S103          2,456        33,319
ALTRIA GROUP INC                    COM                  02209S103          2,561        34,745
ALTRIA GROUP INC                    COM                  02209S103          2,820        38,257
ALTRIA GROUP INC                    COM                  02209S103          3,210        43,553
ALTRIA GROUP INC                    COM                  02209S103          3,582        48,600
ALTRIA GROUP INC                    COM                  02209S103          5,979        81,120
ALTRIA GROUP INC                    COM                  02209S103          6,654        90,267
ALTRIA GROUP INC                    COM                  02209S103         13,021       176,647
ALTRIA GROUP INC                    COM                  02209S103         14,555       197,460
ALTRIA GROUP INC                    COM                  02209S103         22,466       304,783
ALTRIA GROUP INC                    COM                  02209S103        358,277     4,860,628
ALUMINUM CORP CHINA LTD             SPON ADR H SHS       022276109            226         3,600
AMAZON COM INC                      COM                  023135106              6           124
AMAZON COM INC                      COM                  023135106              8           185
AMAZON COM INC                      COM                  023135106              9           200
AMAZON COM INC                      COM                  023135106             11           240
AMAZON COM INC                      COM                  023135106             14           310
AMAZON COM INC                      COM                  023135106             20           450
AMAZON COM INC                      COM                  023135106             50         1,100
AMAZON COM INC                      COM                  023135106             54         1,200
AMAZON COM INC                      COM                  023135106             55         1,205
AMAZON COM INC                      COM                  023135106             68         1,500
AMAZON COM INC                      COM                  023135106             80         1,765
AMAZON COM INC                      COM                  023135106             85         1,876
AMAZON COM INC                      COM                  023135106            149         3,300
AMAZON COM INC                      COM                  023135106            197         4,352
AMAZON COM INC                      COM                  023135106            215         4,737
AMAZON COM INC                      COM                  023135106            272         6,000
AMAZON COM INC                      COM                  023135106            637        14,070
AMAZON COM INC                      COM                  023135106          1,321        29,160
AMAZON COM INC                      COM                  023135106          3,851        85,000
AMBAC FINL GROUP INC                COM                  023139108              2            30
AMBAC FINL GROUP INC                COM                  023139108             22           300
AMBAC FINL GROUP INC                COM                  023139108             44           611
AMBAC FINL GROUP INC                COM                  023139108             50           700
AMBAC FINL GROUP INC                COM                  023139108             51           710
AMBAC FINL GROUP INC                COM                  023139108             53           730
AMBAC FINL GROUP INC                COM                  023139108             54           748
AMBAC FINL GROUP INC                COM                  023139108             55           760
AMBAC FINL GROUP INC                COM                  023139108             66           922
AMBAC FINL GROUP INC                COM                  023139108             70           972
AMBAC FINL GROUP INC                COM                  023139108            123         1,711
AMBAC FINL GROUP INC                COM                  023139108            135         1,871
AMBAC FINL GROUP INC                COM                  023139108            211         2,929
AMBAC FINL GROUP INC                COM                  023139108            267         3,700
AMBAC FINL GROUP INC                COM                  023139108            360         4,989
AMBAC FINL GROUP INC                COM                  023139108            734        10,190
AMEGY BANCORPORATION INC            COM                  02343R102          1,697        75,000
AMEGY BANCORPORATION INC            COM                  02343R102          3,002       132,671
AMERADA HESS CORP                   COM                  023551104             11            80
AMERADA HESS CORP                   COM                  023551104             17           120
AMERADA HESS CORP                   COM                  023551104             65           475
AMERADA HESS CORP                   COM                  023551104             84           608
AMERADA HESS CORP                   COM                  023551104             92           670
AMERADA HESS CORP                   COM                  023551104            106           770
AMERADA HESS CORP                   COM                  023551104            178         1,292
AMERADA HESS CORP                   COM                  023551104            235         1,707
AMERADA HESS CORP                   COM                  023551104            249         1,808
AMERADA HESS CORP                   COM                  023551104            439         3,193
AMERADA HESS CORP                   COM                  023551104            920         6,690
AMERADA HESS CORP                   COM                  023551104          4,817        35,033
AMEREN CORP                         COM                  023608102              9           160
AMEREN CORP                         COM                  023608102             78         1,452
AMEREN CORP                         COM                  023608102             88         1,640
AMEREN CORP                         COM                  023608102            107         1,995
AMEREN CORP                         COM                  023608102            163         3,042
AMEREN CORP                         COM                  023608102            201         3,766
AMEREN CORP                         COM                  023608102            213         3,991
AMEREN CORP                         COM                  023608102            238         4,448
AMEREN CORP                         COM                  023608102            510         9,529
AMEREN CORP                         COM                  023608102            859        16,064
AMEREN CORP                         COM                  023608102            960        17,940
AMEREN CORP                         COM                  023608102          1,749        32,693
AMEREN CORP                         COM                  023608102         32,094       600,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105              2            60
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105              5           180
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105             16           600
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105            139         5,300
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105            154         5,836
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105            158         6,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105            237         9,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105          1,105        41,976
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105          1,249        47,437
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105          1,385        52,614
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105          1,388        52,748
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105          1,506        57,200
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105          1,595        60,600
AMERICA MOVIL S A DE C V            SPON ADR L SHS       02364W105          2,019        76,710
AMERICAN CAPITAL STRATEGIES         COM                  024937104            155         4,220
AMERICAN CAPITAL STRATEGIES         COM                  024937104            617        16,842
AMERICAN CAPITAL STRATEGIES         COM                  024937104          2,200        60,000
AMERICAN ELEC PWR INC               COM                  025537101              2            50
AMERICAN ELEC PWR INC               COM                  025537101             21           540
AMERICAN ELEC PWR INC               COM                  025537101             26           650
AMERICAN ELEC PWR INC               COM                  025537101             30           760
AMERICAN ELEC PWR INC               COM                  025537101             32           800
AMERICAN ELEC PWR INC               COM                  025537101             40         1,000
AMERICAN ELEC PWR INC               COM                  025537101             57         1,435
AMERICAN ELEC PWR INC               COM                  025537101             75         1,900
AMERICAN ELEC PWR INC               COM                  025537101             79         2,000
AMERICAN ELEC PWR INC               COM                  025537101            109         2,757
AMERICAN ELEC PWR INC               COM                  025537101            129         3,245
AMERICAN ELEC PWR INC               COM                  025537101            132         3,330
AMERICAN ELEC PWR INC               COM                  025537101            149         3,749
AMERICAN ELEC PWR INC               COM                  025537101            206         5,200
AMERICAN ELEC PWR INC               COM                  025537101            247         6,234
AMERICAN ELEC PWR INC               COM                  025537101            256         6,460
AMERICAN ELEC PWR INC               COM                  025537101            394         9,926
AMERICAN ELEC PWR INC               COM                  025537101            729        18,365
AMERICAN ELEC PWR INC               COM                  025537101          1,418        35,710
AMERICAN ELEC PWR INC               COM                  025537101         25,805       650,000
AMERICAN EAGLE OUTFITTERS NE        COM                  02553E106              3           120
AMERICAN EAGLE OUTFITTERS NE        COM                  02553E106             14           611
AMERICAN EAGLE OUTFITTERS NE        COM                  02553E106             58         2,482
AMERICAN EAGLE OUTFITTERS NE        COM                  02553E106             82         3,500
AMERICAN EAGLE OUTFITTERS NE        COM                  02553E106             99         4,189
AMERICAN EAGLE OUTFITTERS NE        COM                  02553E106            226         9,600
AMERICAN EXPRESS CO                 COM                  025816109              9           150
AMERICAN EXPRESS CO                 COM                  025816109             23           396
AMERICAN EXPRESS CO                 COM                  025816109             34           600
AMERICAN EXPRESS CO                 COM                  025816109             53           920
AMERICAN EXPRESS CO                 COM                  025816109             56           980
AMERICAN EXPRESS CO                 COM                  025816109             66         1,150
AMERICAN EXPRESS CO                 COM                  025816109             69         1,200
AMERICAN EXPRESS CO                 COM                  025816109            101         1,750
AMERICAN EXPRESS CO                 COM                  025816109            121         2,100
AMERICAN EXPRESS CO                 COM                  025816109            129         2,250
AMERICAN EXPRESS CO                 COM                  025816109            201         3,500
AMERICAN EXPRESS CO                 COM                  025816109            223         3,890
AMERICAN EXPRESS CO                 COM                  025816109            255         4,440
AMERICAN EXPRESS CO                 COM                  025816109            258         4,500
AMERICAN EXPRESS CO                 COM                  025816109            268         4,670
AMERICAN EXPRESS CO                 COM                  025816109            298         5,190
AMERICAN EXPRESS CO                 COM                  025816109            521         9,070
AMERICAN EXPRESS CO                 COM                  025816109            524         9,122
AMERICAN EXPRESS CO                 COM                  025816109            599        10,430
AMERICAN EXPRESS CO                 COM                  025816109            700        12,195
AMERICAN EXPRESS CO                 COM                  025816109            784        13,641
AMERICAN EXPRESS CO                 COM                  025816109          1,056        18,384
AMERICAN EXPRESS CO                 COM                  025816109          1,086        18,905
AMERICAN EXPRESS CO                 COM                  025816109          1,139        19,821
AMERICAN EXPRESS CO                 COM                  025816109          1,440        25,064
AMERICAN EXPRESS CO                 COM                  025816109          1,501        26,134
AMERICAN EXPRESS CO                 COM                  025816109          1,896        33,015
AMERICAN EXPRESS CO                 COM                  025816109          3,110        54,139
AMERICAN EXPRESS CO                 COM                  025816109          4,265        74,258
AMERICAN EXPRESS CO                 COM                  025816109          4,985        86,788
AMERICAN EXPRESS CO                 COM                  025816109          6,856       119,360
AMERICAN EXPRESS CO                 COM                  025816109          7,810       135,960
AMERICAN INTL GROUP INC             COM                  026874107             11           180
AMERICAN INTL GROUP INC             COM                  026874107             14           225
AMERICAN INTL GROUP INC             COM                  026874107             15           240
AMERICAN INTL GROUP INC             COM                  026874107             62         1,000
AMERICAN INTL GROUP INC             COM                  026874107             62         1,000
AMERICAN INTL GROUP INC             COM                  026874107             98         1,578
AMERICAN INTL GROUP INC             COM                  026874107            108         1,740
AMERICAN INTL GROUP INC             COM                  026874107            117         1,892
AMERICAN INTL GROUP INC             COM                  026874107            121         1,960
AMERICAN INTL GROUP INC             COM                  026874107            155         2,500
AMERICAN INTL GROUP INC             COM                  026874107            217         3,500
AMERICAN INTL GROUP INC             COM                  026874107            355         5,732
AMERICAN INTL GROUP INC             COM                  026874107            459         7,400
AMERICAN INTL GROUP INC             COM                  026874107            464         7,492
AMERICAN INTL GROUP INC             COM                  026874107            489         7,890
AMERICAN INTL GROUP INC             COM                  026874107            515         8,310
AMERICAN INTL GROUP INC             COM                  026874107            519         8,375
AMERICAN INTL GROUP INC             COM                  026874107            520         8,400
AMERICAN INTL GROUP INC             COM                  026874107            550         8,882
AMERICAN INTL GROUP INC             COM                  026874107            784        12,660
AMERICAN INTL GROUP INC             COM                  026874107          1,017        16,410
AMERICAN INTL GROUP INC             COM                  026874107          1,173        18,930
AMERICAN INTL GROUP INC             COM                  026874107          1,181        19,067
AMERICAN INTL GROUP INC             COM                  026874107          1,336        21,570
AMERICAN INTL GROUP INC             COM                  026874107          1,574        25,402
AMERICAN INTL GROUP INC             COM                  026874107          1,986        32,051
AMERICAN INTL GROUP INC             COM                  026874107          2,436        39,322
AMERICAN INTL GROUP INC             COM                  026874107          2,579        41,620
AMERICAN INTL GROUP INC             COM                  026874107          2,851        46,019
AMERICAN INTL GROUP INC             COM                  026874107          3,357        54,179
AMERICAN INTL GROUP INC             COM                  026874107          3,392        54,744
AMERICAN INTL GROUP INC             COM                  026874107          3,760        60,690
AMERICAN INTL GROUP INC             COM                  026874107          5,775        93,200
AMERICAN INTL GROUP INC             COM                  026874107          7,068       114,066
AMERICAN INTL GROUP INC             COM                  026874107         10,601       171,094
AMERICAN INTL GROUP INC             COM                  026874107         11,555       186,488
AMERICAN INTL GROUP INC             COM                  026874107         13,260       214,008
AMERICAN INTL GROUP INC             COM                  026874107         15,477       249,790
AMERICAN INTL GROUP INC             COM                  026874107         33,458       540,000
AMERICAN INTL GROUP INC             COM                  026874107         46,501       750,500
AMERICAN PWR CONVERSION CORP        COM                  029066107             10           400
AMERICAN PWR CONVERSION CORP        COM                  029066107             30         1,140
AMERICAN PWR CONVERSION CORP        COM                  029066107             30         1,171
AMERICAN PWR CONVERSION CORP        COM                  029066107             35         1,340
AMERICAN PWR CONVERSION CORP        COM                  029066107             49         1,900
AMERICAN PWR CONVERSION CORP        COM                  029066107             75         2,906
AMERICAN PWR CONVERSION CORP        COM                  029066107             85         3,294
AMERICAN PWR CONVERSION CORP        COM                  029066107            195         7,529
AMERICAN PWR CONVERSION CORP        COM                  029066107            279        10,782
AMERICAN PWR CONVERSION CORP        COM                  029066107            538        20,780
AMERICAN STD COS INC DEL            COM                  029712106              9           200
AMERICAN STD COS INC DEL            COM                  029712106             24           510
AMERICAN STD COS INC DEL            COM                  029712106             30           650
AMERICAN STD COS INC DEL            COM                  029712106             50         1,073
AMERICAN STD COS INC DEL            COM                  029712106             61         1,300
AMERICAN STD COS INC DEL            COM                  029712106             74         1,590
AMERICAN STD COS INC DEL            COM                  029712106             83         1,773
AMERICAN STD COS INC DEL            COM                  029712106             84         1,807
AMERICAN STD COS INC DEL            COM                  029712106            100         2,150
AMERICAN STD COS INC DEL            COM                  029712106            125         2,690
AMERICAN STD COS INC DEL            COM                  029712106            142         3,047
AMERICAN STD COS INC DEL            COM                  029712106            234         5,030
AMERICAN STD COS INC DEL            COM                  029712106            261         5,600
AMERICAN STD COS INC DEL            COM                  029712106            363         7,800
AMERICAN STD COS INC DEL            COM                  029712106            455         9,777
AMERICAN STD COS INC DEL            COM                  029712106            951        20,420
AMERICAN TOWER CORP                 CL A                 029912201              5           201
AMERICAN TOWER CORP                 CL A                 029912201             34         1,374
AMERICAN TOWER CORP                 CL A                 029912201            140         5,600
AMERICAN TOWER CORP                 CL A                 029912201            250        10,000
AMERICAN TOWER CORP                 CL A                 029912201            455        18,226
AMERICAN TOWER CORP                 CL A                 029912201            963        38,600
AMERICREDIT CORP                    COM                  03060R101              4           165
AMERICREDIT CORP                    COM                  03060R101             22           916
AMERICREDIT CORP                    COM                  03060R101            145         6,084
AMERICREDIT CORP                    COM                  03060R101            322        13,500
AMERISOURCEBERGEN CORP              COM                  03073E105              1            10
AMERISOURCEBERGEN CORP              COM                  03073E105              3            34
AMERISOURCEBERGEN CORP              COM                  03073E105             19           250
AMERISOURCEBERGEN CORP              COM                  03073E105             40           513
AMERISOURCEBERGEN CORP              COM                  03073E105             41           526
AMERISOURCEBERGEN CORP              COM                  03073E105             59           765
AMERISOURCEBERGEN CORP              COM                  03073E105             69           890
AMERISOURCEBERGEN CORP              COM                  03073E105             74           954
AMERISOURCEBERGEN CORP              COM                  03073E105            130         1,683
AMERISOURCEBERGEN CORP              COM                  03073E105            135         1,746
AMERISOURCEBERGEN CORP              COM                  03073E105            162         2,100
AMERISOURCEBERGEN CORP              COM                  03073E105            241         3,117
AMERISOURCEBERGEN CORP              COM                  03073E105            370         4,787
AMERISOURCEBERGEN CORP              COM                  03073E105            818        10,580
AMERITRADE HLDG CORP NEW            COM                  03074K100              3           140
AMERITRADE HLDG CORP NEW            COM                  03074K100             39         1,796
AMERITRADE HLDG CORP NEW            COM                  03074K100             49         2,300
AMERITRADE HLDG CORP NEW            COM                  03074K100             54         2,493
AMERITRADE HLDG CORP NEW            COM                  03074K100            397        18,507
AMERITRADE HLDG CORP NEW            COM                  03074K100            830        38,650
AMERIPRISE FINL INC                 COM                  03076C106            132         3,676
AMERIPRISE FINL INC                 COM                  03076C106            136         3,800
AMERIPRISE FINL INC                 COM                  03076C106            208         5,806
AMERIPRISE FINL INC                 COM                  03076C106            855        23,872
AMGEN INC                           COM                  031162100             26           325
AMGEN INC                           COM                  031162100             47           590
AMGEN INC                           COM                  031162100             73           920
AMGEN INC                           COM                  031162100             96         1,200
AMGEN INC                           COM                  031162100             99         1,243
AMGEN INC                           COM                  031162100            112         1,400
AMGEN INC                           COM                  031162100            112         1,400
AMGEN INC                           COM                  031162100            143         1,800
AMGEN INC                           COM                  031162100            167         2,100
AMGEN INC                           COM                  031162100            192         2,411
AMGEN INC                           COM                  031162100            217         2,729
AMGEN INC                           COM                  031162100            263         3,300
AMGEN INC                           COM                  031162100            291         3,650
AMGEN INC                           COM                  031162100            327         4,100
AMGEN INC                           COM                  031162100            359         4,500
AMGEN INC                           COM                  031162100            669         8,400
AMGEN INC                           COM                  031162100            678         8,506
AMGEN INC                           COM                  031162100            693         8,700
AMGEN INC                           COM                  031162100            721         9,046
AMGEN INC                           COM                  031162100            816        10,240
AMGEN INC                           COM                  031162100            928        11,651
AMGEN INC                           COM                  031162100            966        12,127
AMGEN INC                           COM                  031162100          1,029        12,920
AMGEN INC                           COM                  031162100          1,101        13,823
AMGEN INC                           COM                  031162100          1,211        15,197
AMGEN INC                           COM                  031162100          1,335        16,751
AMGEN INC                           COM                  031162100          1,480        18,578
AMGEN INC                           COM                  031162100          1,581        19,846
AMGEN INC                           COM                  031162100          1,583        19,865
AMGEN INC                           COM                  031162100          1,592        19,980
AMGEN INC                           COM                  031162100          2,067        25,947
AMGEN INC                           COM                  031162100          2,662        33,410
AMGEN INC                           COM                  031162100          2,747        34,480
AMGEN INC                           COM                  031162100          3,349        42,032
AMGEN INC                           COM                  031162100          4,508        56,585
AMGEN INC                           COM                  031162100          4,559        57,220
AMGEN INC                           COM                  031162100          4,943        62,048
AMGEN INC                           COM                  031162100          9,814       123,180
AMGEN INC                           COM                  031162100         10,673       133,960
AMGEN INC                           NOTE         3/0     031162AE0              4         5,000
AMGEN INC                           NOTE         3/0     031162AE0             30        38,000
AMPHENOL CORP NEW                   CL A                 032095101              1            25
AMPHENOL CORP NEW                   CL A                 032095101             20           500
AMPHENOL CORP NEW                   CL A                 032095101             21           509
AMPHENOL CORP NEW                   CL A                 032095101             56         1,400
AMPHENOL CORP NEW                   CL A                 032095101            121         3,000
AMPHENOL CORP NEW                   CL A                 032095101            141         3,491
AMPHENOL CORP NEW                   CL A                 032095101            155         3,844
AMPHENOL CORP NEW                   CL A                 032095101            311         7,700
AMSOUTH BANCORPORATION              COM                  032165102             45         1,788
AMSOUTH BANCORPORATION              COM                  032165102             67         2,641
AMSOUTH BANCORPORATION              COM                  032165102             76         3,000
AMSOUTH BANCORPORATION              COM                  032165102             88         3,500
AMSOUTH BANCORPORATION              COM                  032165102            148         5,867
AMSOUTH BANCORPORATION              COM                  032165102            149         5,900
AMSOUTH BANCORPORATION              COM                  032165102            152         6,000
AMSOUTH BANCORPORATION              COM                  032165102            198         7,833
AMSOUTH BANCORPORATION              COM                  032165102            420        16,612
AMSOUTH BANCORPORATION              COM                  032165102            852        33,710
AMSOUTH BANCORPORATION              COM                  032165102          1,106        43,780
AMSOUTH BANCORPORATION              COM                  032165102          1,832        72,513
AMSOUTH BANCORPORATION              COM                  032165102         11,367       450,000
AMYLIN PHARMACEUTICALS INC          COM                  032346108             16           450
AMYLIN PHARMACEUTICALS INC          COM                  032346108            337         9,700
ANADARKO PETE CORP                  COM                  032511107             19           200
ANADARKO PETE CORP                  COM                  032511107             24           250
ANADARKO PETE CORP                  COM                  032511107             26           270
ANADARKO PETE CORP                  COM                  032511107             32           330
ANADARKO PETE CORP                  COM                  032511107             43           450
ANADARKO PETE CORP                  COM                  032511107             62           650
ANADARKO PETE CORP                  COM                  032511107             85           889
ANADARKO PETE CORP                  COM                  032511107             96         1,000
ANADARKO PETE CORP                  COM                  032511107             96         1,000
ANADARKO PETE CORP                  COM                  032511107            162         1,692
ANADARKO PETE CORP                  COM                  032511107            164         1,715
ANADARKO PETE CORP                  COM                  032511107            189         1,976
ANADARKO PETE CORP                  COM                  032511107            230         2,400
ANADARKO PETE CORP                  COM                  032511107            231         2,409
ANADARKO PETE CORP                  COM                  032511107            274         2,861
ANADARKO PETE CORP                  COM                  032511107            278         2,900
ANADARKO PETE CORP                  COM                  032511107            282         2,940
ANADARKO PETE CORP                  COM                  032511107            282         2,942
ANADARKO PETE CORP                  COM                  032511107            366         3,827
ANADARKO PETE CORP                  COM                  032511107            435         4,538
ANADARKO PETE CORP                  COM                  032511107            994        10,379
ANADARKO PETE CORP                  COM                  032511107          2,139        22,340
ANADARKO PETE CORP                  COM                  032511107          4,516        47,160
ANADARKO PETE CORP                  COM                  032511107          8,713        91,000
ANALOG DEVICES INC                  COM                  032654105             11           300
ANALOG DEVICES INC                  COM                  032654105             17           470
ANALOG DEVICES INC                  COM                  032654105             24           650
ANALOG DEVICES INC                  COM                  032654105             32           850
ANALOG DEVICES INC                  COM                  032654105             56         1,500
ANALOG DEVICES INC                  COM                  032654105             59         1,600
ANALOG DEVICES INC                  COM                  032654105             71         1,900
ANALOG DEVICES INC                  COM                  032654105             72         1,934
ANALOG DEVICES INC                  COM                  032654105            102         2,735
ANALOG DEVICES INC                  COM                  032654105            118         3,190
ANALOG DEVICES INC                  COM                  032654105            123         3,304
ANALOG DEVICES INC                  COM                  032654105            135         3,636
ANALOG DEVICES INC                  COM                  032654105            158         4,252
ANALOG DEVICES INC                  COM                  032654105            214         5,760
ANALOG DEVICES INC                  COM                  032654105            219         5,901
ANALOG DEVICES INC                  COM                  032654105            334         8,991
ANALOG DEVICES INC                  COM                  032654105            645        17,366
ANALOG DEVICES INC                  COM                  032654105          1,298        34,950
ANDREW CORP                         COM                  034425108              4           388
ANDREW CORP                         COM                  034425108             13         1,130
ANDREW CORP                         COM                  034425108             14         1,270
ANDREW CORP                         COM                  034425108             17         1,530
ANDREW CORP                         COM                  034425108             27         2,400
ANDREW CORP                         COM                  034425108             42         3,800
ANGLO AMERN PLC                     ADR                  03485P102              1            46
ANGLO AMERN PLC                     ADR                  03485P102              3            89
ANGLO AMERN PLC                     ADR                  03485P102              3           104
ANGLO AMERN PLC                     ADR                  03485P102              8           281
ANGLO AMERN PLC                     ADR                  03485P102            178         5,887
ANGLO AMERN PLC                     ADR                  03485P102            996        33,000
ANGLOGOLD ASHANTI LTD               SPONSORED ADR        035128206             14           330
ANGLOGOLD ASHANTI LTD               SPONSORED ADR        035128206             17           406
ANGLOGOLD ASHANTI LTD               SPONSORED ADR        035128206             25           580
ANGLOGOLD ASHANTI LTD               SPONSORED ADR        035128206             42         1,000
ANGLOGOLD ASHANTI LTD               SPONSORED ADR        035128206             42         1,000
ANGLOGOLD ASHANTI LTD               SPONSORED ADR        035128206            112         2,650
ANGLOGOLD ASHANTI LTD               SPONSORED ADR        035128206          1,586        37,365
ANHEUSER BUSCH COS INC              COM                  035229103             17           400
ANHEUSER BUSCH COS INC              COM                  035229103             29           680
ANHEUSER BUSCH COS INC              COM                  035229103             30           700
ANHEUSER BUSCH COS INC              COM                  035229103             32           750
ANHEUSER BUSCH COS INC              COM                  035229103             35           810
ANHEUSER BUSCH COS INC              COM                  035229103             37           850
ANHEUSER BUSCH COS INC              COM                  035229103             69         1,600
ANHEUSER BUSCH COS INC              COM                  035229103             97         2,250
ANHEUSER BUSCH COS INC              COM                  035229103            132         3,062
ANHEUSER BUSCH COS INC              COM                  035229103            140         3,263
ANHEUSER BUSCH COS INC              COM                  035229103            181         4,200
ANHEUSER BUSCH COS INC              COM                  035229103            201         4,670
ANHEUSER BUSCH COS INC              COM                  035229103            249         5,786
ANHEUSER BUSCH COS INC              COM                  035229103            277         6,440
ANHEUSER BUSCH COS INC              COM                  035229103            297         6,906
ANHEUSER BUSCH COS INC              COM                  035229103            329         7,643
ANHEUSER BUSCH COS INC              COM                  035229103            331         7,702
ANHEUSER BUSCH COS INC              COM                  035229103            453        10,520
ANHEUSER BUSCH COS INC              COM                  035229103            472        10,977
ANHEUSER BUSCH COS INC              COM                  035229103            473        10,984
ANHEUSER BUSCH COS INC              COM                  035229103            495        11,500
ANHEUSER BUSCH COS INC              COM                  035229103            538        12,504
ANHEUSER BUSCH COS INC              COM                  035229103            783        18,189
ANHEUSER BUSCH COS INC              COM                  035229103          1,186        27,558
ANHEUSER BUSCH COS INC              COM                  035229103          1,331        30,935
ANHEUSER BUSCH COS INC              COM                  035229103          1,445        33,582
ANHEUSER BUSCH COS INC              COM                  035229103          3,104        72,110
ANHEUSER BUSCH COS INC              COM                  035229103          3,258        75,700
ANOORAQ RES CORP                    COM                  03633E108             51        65,000
AO TATNEFT                          SPON ADR REG S       03737P306            644        10,000
AON CORP                            COM                  037389103              4           130
AON CORP                            COM                  037389103             19           590
AON CORP                            COM                  037389103             51         1,600
AON CORP                            COM                  037389103             55         1,700
AON CORP                            COM                  037389103             71         2,200
AON CORP                            COM                  037389103             81         2,514
AON CORP                            COM                  037389103             87         2,700
AON CORP                            COM                  037389103             97         3,026
AON CORP                            COM                  037389103            132         4,116
AON CORP                            COM                  037389103            156         4,852
AON CORP                            COM                  037389103            266         8,298
AON CORP                            COM                  037389103            462        14,417
AON CORP                            COM                  037389103            966        30,100
AON CORP                            COM                  037389103            993        30,950
AON CORP                            COM                  037389103          1,590        49,563
APACHE CORP                         COM                  037411105             23           300
APACHE CORP                         COM                  037411105             24           320
APACHE CORP                         COM                  037411105             26           350
APACHE CORP                         COM                  037411105             45           600
APACHE CORP                         COM                  037411105             57           757
APACHE CORP                         COM                  037411105             83         1,100
APACHE CORP                         COM                  037411105             97         1,292
APACHE CORP                         COM                  037411105            101         1,337
APACHE CORP                         COM                  037411105            150         2,000
APACHE CORP                         COM                  037411105            182         2,414
APACHE CORP                         COM                  037411105            192         2,548
APACHE CORP                         COM                  037411105            213         2,826
APACHE CORP                         COM                  037411105            249         3,308
APACHE CORP                         COM                  037411105            256         3,400
APACHE CORP                         COM                  037411105            274         3,646
APACHE CORP                         COM                  037411105            294         3,910
APACHE CORP                         COM                  037411105            310         4,122
APACHE CORP                         COM                  037411105            402         5,343
APACHE CORP                         COM                  037411105            478         6,357
APACHE CORP                         COM                  037411105            873        11,600
APACHE CORP                         COM                  037411105            966        12,840
APACHE CORP                         COM                  037411105          1,107        14,722
APACHE CORP                         COM                  037411105          1,260        16,754
APACHE CORP                         COM                  037411105          1,689        22,459
APACHE CORP                         COM                  037411105          2,339        31,100
APACHE CORP                         COM                  037411105          2,361        31,390
APACHE CORP                         COM                  037411105          9,217       122,534
APARTMENT INVT & MGMT CO            CL A                 03748R101             26           680
APARTMENT INVT & MGMT CO            CL A                 03748R101             29           750
APARTMENT INVT & MGMT CO            CL A                 03748R101             31           800
APARTMENT INVT & MGMT CO            CL A                 03748R101             54         1,400
APARTMENT INVT & MGMT CO            CL A                 03748R101             57         1,466
APARTMENT INVT & MGMT CO            CL A                 03748R101             78         2,000
APARTMENT INVT & MGMT CO            CL A                 03748R101            384         9,910
APOLLO GROUP INC                    CL A                 037604105              2            32
APOLLO GROUP INC                    CL A                 037604105             15           230
APOLLO GROUP INC                    CL A                 037604105             23           350
APOLLO GROUP INC                    CL A                 037604105             27           400
APOLLO GROUP INC                    CL A                 037604105             36           546
APOLLO GROUP INC                    CL A                 037604105             53           800
APOLLO GROUP INC                    CL A                 037604105             53           800
APOLLO GROUP INC                    CL A                 037604105             73         1,093
APOLLO GROUP INC                    CL A                 037604105             82         1,230
APOLLO GROUP INC                    CL A                 037604105             94         1,418
APOLLO GROUP INC                    CL A                 037604105            135         2,035
APOLLO GROUP INC                    CL A                 037604105            159         2,390
APOLLO GROUP INC                    CL A                 037604105            236         3,560
APOLLO GROUP INC                    CL A                 037604105            283         4,269
APOLLO GROUP INC                    CL A                 037604105            544         8,198
APOLLO GROUP INC                    CL A                 037604105            664        10,000
APOLLO GROUP INC                    CL A                 037604105          1,184        17,830
APPLE COMPUTER INC                  COM                  037833100             19           360
APPLE COMPUTER INC                  COM                  037833100             21           400
APPLE COMPUTER INC                  COM                  037833100             21           400
APPLE COMPUTER INC                  COM                  037833100             27           500
APPLE COMPUTER INC                  COM                  037833100             27           500
APPLE COMPUTER INC                  COM                  037833100             27           500
APPLE COMPUTER INC                  COM                  037833100             28           531
APPLE COMPUTER INC                  COM                  037833100             29           550
APPLE COMPUTER INC                  COM                  037833100             35           650
APPLE COMPUTER INC                  COM                  037833100             43           800
APPLE COMPUTER INC                  COM                  037833100             48           900
APPLE COMPUTER INC                  COM                  037833100             64         1,200
APPLE COMPUTER INC                  COM                  037833100             96         1,800
APPLE COMPUTER INC                  COM                  037833100            114         2,124
APPLE COMPUTER INC                  COM                  037833100            121         2,250
APPLE COMPUTER INC                  COM                  037833100            126         2,349
APPLE COMPUTER INC                  COM                  037833100            153         2,857
APPLE COMPUTER INC                  COM                  037833100            172         3,200
APPLE COMPUTER INC                  COM                  037833100            188         3,500
APPLE COMPUTER INC                  COM                  037833100            328         6,120
APPLE COMPUTER INC                  COM                  037833100            331         6,175
APPLE COMPUTER INC                  COM                  037833100            342         6,380
APPLE COMPUTER INC                  COM                  037833100            372         6,940
APPLE COMPUTER INC                  COM                  037833100            429         8,000
APPLE COMPUTER INC                  COM                  037833100            436         8,132
APPLE COMPUTER INC                  COM                  037833100            440         8,202
APPLE COMPUTER INC                  COM                  037833100            607        11,322
APPLE COMPUTER INC                  COM                  037833100            697        13,000
APPLE COMPUTER INC                  COM                  037833100            714        13,324
APPLE COMPUTER INC                  COM                  037833100            941        17,546
APPLE COMPUTER INC                  COM                  037833100          1,052        19,619
APPLE COMPUTER INC                  COM                  037833100          1,071        19,981
APPLE COMPUTER INC                  COM                  037833100          1,346        25,107
APPLE COMPUTER INC                  COM                  037833100          1,640        30,587
APPLE COMPUTER INC                  COM                  037833100          1,926        35,931
APPLE COMPUTER INC                  COM                  037833100          2,237        41,733
APPLE COMPUTER INC                  COM                  037833100          2,343        43,711
APPLE COMPUTER INC                  COM                  037833100          3,712        69,241
APPLE COMPUTER INC                  COM                  037833100          4,162        77,640
APPLERA CORP                        COM AP BIO GRP       038020103              3           145
APPLERA CORP                        COM AP BIO GRP       038020103             27         1,171
APPLERA CORP                        COM AP BIO GRP       038020103             31         1,350
APPLERA CORP                        COM AP BIO GRP       038020103             37         1,600
APPLERA CORP                        COM AP BIO GRP       038020103             39         1,670
APPLERA CORP                        COM AP BIO GRP       038020103             70         3,010
APPLERA CORP                        COM AP BIO GRP       038020103             89         3,847
APPLERA CORP                        COM AP BIO GRP       038020103            130         5,575
APPLERA CORP                        COM AP BIO GRP       038020103            177         7,629
APPLERA CORP                        COM AP BIO GRP       038020103            232        10,000
APPLERA CORP                        COM AP BIO GRP       038020103            424        18,240
APPLIED MATLS INC                   COM                  038222105              2           134
APPLIED MATLS INC                   COM                  038222105             12           680
APPLIED MATLS INC                   COM                  038222105             19         1,100
APPLIED MATLS INC                   COM                  038222105             19         1,100
APPLIED MATLS INC                   COM                  038222105             26         1,520
APPLIED MATLS INC                   COM                  038222105             29         1,700
APPLIED MATLS INC                   COM                  038222105             48         2,850
APPLIED MATLS INC                   COM                  038222105             49         2,860
APPLIED MATLS INC                   COM                  038222105             51         3,000
APPLIED MATLS INC                   COM                  038222105             51         3,003
APPLIED MATLS INC                   COM                  038222105             70         4,110
APPLIED MATLS INC                   COM                  038222105             73         4,324
APPLIED MATLS INC                   COM                  038222105             76         4,500
APPLIED MATLS INC                   COM                  038222105             83         4,900
APPLIED MATLS INC                   COM                  038222105            103         6,050
APPLIED MATLS INC                   COM                  038222105            126         7,420
APPLIED MATLS INC                   COM                  038222105            129         7,595
APPLIED MATLS INC                   COM                  038222105            201        11,824
APPLIED MATLS INC                   COM                  038222105            235        13,840
APPLIED MATLS INC                   COM                  038222105            267        15,723
APPLIED MATLS INC                   COM                  038222105            270        15,940
APPLIED MATLS INC                   COM                  038222105            298        17,597
APPLIED MATLS INC                   COM                  038222105            377        22,213
APPLIED MATLS INC                   COM                  038222105            441        26,004
APPLIED MATLS INC                   COM                  038222105            445        26,212
APPLIED MATLS INC                   COM                  038222105            497        29,300
APPLIED MATLS INC                   COM                  038222105            532        31,387
APPLIED MATLS INC                   COM                  038222105            569        33,557
APPLIED MATLS INC                   COM                  038222105            632        37,285
APPLIED MATLS INC                   COM                  038222105            643        37,939
APPLIED MATLS INC                   COM                  038222105            681        40,175
APPLIED MATLS INC                   COM                  038222105          1,259        74,246
APPLIED MATLS INC                   COM                  038222105          1,384        81,596
APPLIED MATLS INC                   COM                  038222105          1,822       107,444
APPLIED MATLS INC                   COM                  038222105          2,629       155,030
APPLIED MATLS INC                   COM                  038222105          3,905       230,270
APPLIED MICRO CIRCUITS CORP         COM                  03822W109              0           100
APPLIED MICRO CIRCUITS CORP         COM                  03822W109              5         1,780
APPLIED MICRO CIRCUITS CORP         COM                  03822W109              6         2,000
APPLIED MICRO CIRCUITS CORP         COM                  03822W109              7         2,200
APPLIED MICRO CIRCUITS CORP         COM                  03822W109              7         2,480
APPLIED MICRO CIRCUITS CORP         COM                  03822W109             14         4,576
APPLIED MICRO CIRCUITS CORP         COM                  03822W109             49        16,410
AQUA AMERICA INC                    COM                  03836W103            213         5,600
ARACRUZ CELULOSE S A                SPON ADR PFD B       038496204             21           525
ARACRUZ CELULOSE S A                SPON ADR PFD B       038496204            653        16,100
ARAMARK CORP                        CL B                 038521100              6           240
ARAMARK CORP                        CL B                 038521100             73         2,735
ARAMARK CORP                        CL B                 038521100            138         5,176
ARCH COAL INC                       COM                  039380100             24           350
ARCH COAL INC                       COM                  039380100             49           730
ARCH COAL INC                       COM                  039380100            186         2,750
ARCH COAL INC                       COM                  039380100            270         4,000
ARCHER DANIELS MIDLAND CO           COM                  039483102              6           231
ARCHER DANIELS MIDLAND CO           COM                  039483102             31         1,250
ARCHER DANIELS MIDLAND CO           COM                  039483102             42         1,701
ARCHER DANIELS MIDLAND CO           COM                  039483102             74         3,000
ARCHER DANIELS MIDLAND CO           COM                  039483102             76         3,100
ARCHER DANIELS MIDLAND CO           COM                  039483102            111         4,500
ARCHER DANIELS MIDLAND CO           COM                  039483102            117         4,731
ARCHER DANIELS MIDLAND CO           COM                  039483102            121         4,913
ARCHER DANIELS MIDLAND CO           COM                  039483102            132         5,350
ARCHER DANIELS MIDLAND CO           COM                  039483102            162         6,571
ARCHER DANIELS MIDLAND CO           COM                  039483102            253        10,246
ARCHER DANIELS MIDLAND CO           COM                  039483102            305        12,360
ARCHER DANIELS MIDLAND CO           COM                  039483102            315        12,776
ARCHER DANIELS MIDLAND CO           COM                  039483102            763        30,931
ARCHER DANIELS MIDLAND CO           COM                  039483102            807        32,715
ARCHER DANIELS MIDLAND CO           COM                  039483102          1,524        61,820
ARCHER DANIELS MIDLAND CO           COM                  039483102          2,403        97,447
ARCHIPELAGO HLDG INC                COM                  03957A104            473        11,868
ARCHSTONE SMITH TR                  COM                  039583109             61         1,530
ARCHSTONE SMITH TR                  COM                  039583109             68         1,700
ARCHSTONE SMITH TR                  COM                  039583109             82         2,050
ARCHSTONE SMITH TR                  COM                  039583109             91         2,274
ARCHSTONE SMITH TR                  COM                  039583109            120         3,000
ARCHSTONE SMITH TR                  COM                  039583109            128         3,200
ARCHSTONE SMITH TR                  COM                  039583109            730        18,300
ARGOSY GAMING CO                    COM                  040228108          1,490        31,700
ARGOSY GAMING CO                    COM                  040228108          2,904        61,800
ARIBA INC                           COM NEW              04033V203              0            50
ARIBA INC                           COM NEW              04033V203              2           398
ARIBA INC                           COM NEW              04033V203              3           460
ARIBA INC                           COM NEW              04033V203              9         1,500
ARIBA INC                           COM NEW              04033V203            226        39,604
ARROW ELECTRS INC                   COM                  042735100             13           420
ARROW ELECTRS INC                   COM                  042735100             21           662
ARROW ELECTRS INC                   COM                  042735100             28           900
ARROW ELECTRS INC                   COM                  042735100            139         4,438
ARROW ELECTRS INC                   COM                  042735100            151         4,800
ARROW ELECTRS INC                   COM                  042735100            291         9,280
ART TECHNOLOGY GROUP INC            COM                  04289L107             10        10,000
ASHLAND INC NEW                     COM                  044209104             28           500
ASHLAND INC NEW                     COM                  044209104             28           500
ASHLAND INC NEW                     COM                  044209104             31           560
ASHLAND INC NEW                     COM                  044209104             39           698
ASHLAND INC NEW                     COM                  044209104             55         1,000
ASHLAND INC NEW                     COM                  044209104            198         3,593
ASHLAND INC NEW                     COM                  044209104            391         7,080
ASIAINFO HLDGS INC                  COM                  04518A104             24         5,000
ASIAINFO HLDGS INC                  COM                  04518A104            232        47,847
ASPEN TECHNOLOGY INC                COM                  045327103            125        20,000
ASSOCIATED BANC CORP                COM                  045487105             25           814
ASSOCIATED BANC CORP                COM                  045487105            155         5,086
ASSOCIATED BANC CORP                COM                  045487105            344        11,280
ASSURANT INC                        COM                  04621X108             33           865
ASSURANT INC                        COM                  04621X108            272         7,135
ASSURANT INC                        COM                  04621X108            502        13,200
ASTORIA FINL CORP                   COM                  046265104             18           687
ASTORIA FINL CORP                   COM                  046265104            117         4,413
ASTORIA FINL CORP                   COM                  046265104            340        12,855
ASTRAZENECA PLC                     SPONSORED ADR        046353108              4            90
ASTRAZENECA PLC                     SPONSORED ADR        046353108             33           700
ASTRAZENECA PLC                     SPONSORED ADR        046353108             47         1,000
ASTRAZENECA PLC                     SPONSORED ADR        046353108            130         2,750
ASTRAZENECA PLC                     SPONSORED ADR        046353108            165         3,495
ATMEL CORP                          COM                  049513104              0           200
ATMEL CORP                          COM                  049513104             11         5,100
ATMEL CORP                          COM                  049513104             23        11,400
AUTODESK INC                        COM                  052769106              3            65
AUTODESK INC                        COM                  052769106              4            80
AUTODESK INC                        COM                  052769106             12           250
AUTODESK INC                        COM                  052769106             21           450
AUTODESK INC                        COM                  052769106             46         1,000
AUTODESK INC                        COM                  052769106             46         1,000
AUTODESK INC                        COM                  052769106             54         1,170
AUTODESK INC                        COM                  052769106             58         1,250
AUTODESK INC                        COM                  052769106             74         1,600
AUTODESK INC                        COM                  052769106             84         1,800
AUTODESK INC                        COM                  052769106             88         1,900
AUTODESK INC                        COM                  052769106            107         2,300
AUTODESK INC                        COM                  052769106            172         3,696
AUTODESK INC                        COM                  052769106            172         3,700
AUTODESK INC                        COM                  052769106            251         5,400
AUTODESK INC                        COM                  052769106            288         6,204
AUTODESK INC                        COM                  052769106            482        10,375
AUTODESK INC                        COM                  052769106            966        20,800
AUTODESK INC                        COM                  052769106          1,380        29,721
AUTOLIV INC                         COM                  052800109             24           560
AUTOLIV INC                         COM                  052800109            158         3,640
AUTOLIV INC                         COM                  052800109            348         8,000
AUTOMATIC DATA PROCESSING IN        COM                  053015103              3            68
AUTOMATIC DATA PROCESSING IN        COM                  053015103             15           350
AUTOMATIC DATA PROCESSING IN        COM                  053015103             26           600
AUTOMATIC DATA PROCESSING IN        COM                  053015103             28           650
AUTOMATIC DATA PROCESSING IN        COM                  053015103             29           677
AUTOMATIC DATA PROCESSING IN        COM                  053015103             52         1,200
AUTOMATIC DATA PROCESSING IN        COM                  053015103             63         1,461
AUTOMATIC DATA PROCESSING IN        COM                  053015103             73         1,700
AUTOMATIC DATA PROCESSING IN        COM                  053015103            104         2,420
AUTOMATIC DATA PROCESSING IN        COM                  053015103            110         2,560
AUTOMATIC DATA PROCESSING IN        COM                  053015103            125         2,896
AUTOMATIC DATA PROCESSING IN        COM                  053015103            129         3,000
AUTOMATIC DATA PROCESSING IN        COM                  053015103            169         3,930
AUTOMATIC DATA PROCESSING IN        COM                  053015103            179         4,157
AUTOMATIC DATA PROCESSING IN        COM                  053015103            185         4,294
AUTOMATIC DATA PROCESSING IN        COM                  053015103            212         4,920
AUTOMATIC DATA PROCESSING IN        COM                  053015103            249         5,777
AUTOMATIC DATA PROCESSING IN        COM                  053015103            271         6,303
AUTOMATIC DATA PROCESSING IN        COM                  053015103            318         7,400
AUTOMATIC DATA PROCESSING IN        COM                  053015103            405         9,417
AUTOMATIC DATA PROCESSING IN        COM                  053015103            416         9,667
AUTOMATIC DATA PROCESSING IN        COM                  053015103            506        11,760
AUTOMATIC DATA PROCESSING IN        COM                  053015103            521        12,096
AUTOMATIC DATA PROCESSING IN        COM                  053015103          1,111        25,802
AUTOMATIC DATA PROCESSING IN        COM                  053015103          1,734        40,282
AUTOMATIC DATA PROCESSING IN        COM                  053015103          2,313        53,743
AUTOMATIC DATA PROCESSING IN        COM                  053015103          2,383        55,360
AUTOMATIC DATA PROCESSING IN        COM                  053015103          3,296        76,575
AUTOMATIC DATA PROCESSING IN        COM                  053015103          5,121       118,990
AUTOMATIC DATA PROCESSING IN        COM                  053015103         11,847       275,256
AUTONATION INC                      COM                  05329W102             20         1,000
AUTONATION INC                      COM                  05329W102             23         1,171
AUTONATION INC                      COM                  05329W102             31         1,560
AUTONATION INC                      COM                  05329W102             32         1,620
AUTONATION INC                      COM                  05329W102             35         1,750
AUTONATION INC                      COM                  05329W102             48         2,400
AUTONATION INC                      COM                  05329W102             58         2,900
AUTONATION INC                      COM                  05329W102            116         5,800
AUTONATION INC                      COM                  05329W102            154         7,729
AUTONATION INC                      COM                  05329W102            419        20,970
AUTOZONE INC                        COM                  053332102             17           200
AUTOZONE INC                        COM                  053332102             32           380
AUTOZONE INC                        COM                  053332102             38           452
AUTOZONE INC                        COM                  053332102             42           500
AUTOZONE INC                        COM                  053332102             48           574
AUTOZONE INC                        COM                  053332102             78           942
AUTOZONE INC                        COM                  053332102            107         1,280
AUTOZONE INC                        COM                  053332102            129         1,549
AUTOZONE INC                        COM                  053332102            151         1,808
AUTOZONE INC                        COM                  053332102            155         1,857
AUTOZONE INC                        COM                  053332102            195         2,343
AUTOZONE INC                        COM                  053332102            563         6,760
AUTOZONE INC                        COM                  053332102         37,463       450,000
AVAYA INC                           COM                  053499109              0            22
AVAYA INC                           COM                  053499109              0            22
AVAYA INC                           COM                  053499109              1            86
AVAYA INC                           COM                  053499109              2           188
AVAYA INC                           COM                  053499109              3           274
AVAYA INC                           COM                  053499109              3           333
AVAYA INC                           COM                  053499109              5           465
AVAYA INC                           COM                  053499109             18         1,705
AVAYA INC                           COM                  053499109             21         2,000
AVAYA INC                           COM                  053499109             35         3,420
AVAYA INC                           COM                  053499109             37         3,580
AVAYA INC                           COM                  053499109             42         4,080
AVAYA INC                           COM                  053499109             58         5,620
AVAYA INC                           COM                  053499109             61         5,900
AVAYA INC                           COM                  053499109             64         6,200
AVAYA INC                           COM                  053499109             72         6,961
AVAYA INC                           COM                  053499109            101         9,783
AVAYA INC                           COM                  053499109            181        17,613
AVAYA INC                           COM                  053499109            220        21,330
AVAYA INC                           COM                  053499109            234        22,752
AVAYA INC                           COM                  053499109            420        40,800
AVERY DENNISON CORP                 COM                  053611109             45           858
AVERY DENNISON CORP                 COM                  053611109             46           870
AVERY DENNISON CORP                 COM                  053611109             56         1,064
AVERY DENNISON CORP                 COM                  053611109             65         1,245
AVERY DENNISON CORP                 COM                  053611109             83         1,592
AVERY DENNISON CORP                 COM                  053611109            132         2,516
AVERY DENNISON CORP                 COM                  053611109            138         2,640
AVERY DENNISON CORP                 COM                  053611109            230         4,387
AVERY DENNISON CORP                 COM                  053611109            267         5,100
AVERY DENNISON CORP                 COM                  053611109            331         6,314
AVERY DENNISON CORP                 COM                  053611109            595        11,360
AVNET INC                           COM                  053807103            147         6,000
AVNET INC                           COM                  053807103            357        14,610
AVON PRODS INC                      COM                  054303102             14           500
AVON PRODS INC                      COM                  054303102             14           520
AVON PRODS INC                      COM                  054303102             20           750
AVON PRODS INC                      COM                  054303102             26           950
AVON PRODS INC                      COM                  054303102             28         1,055
AVON PRODS INC                      COM                  054303102             43         1,585
AVON PRODS INC                      COM                  054303102             45         1,650
AVON PRODS INC                      COM                  054303102             57         2,100
AVON PRODS INC                      COM                  054303102             59         2,200
AVON PRODS INC                      COM                  054303102             64         2,355
AVON PRODS INC                      COM                  054303102             65         2,400
AVON PRODS INC                      COM                  054303102             92         3,402
AVON PRODS INC                      COM                  054303102            104         3,851
AVON PRODS INC                      COM                  054303102            106         3,940
AVON PRODS INC                      COM                  054303102            108         4,000
AVON PRODS INC                      COM                  054303102            123         4,572
AVON PRODS INC                      COM                  054303102            132         4,900
AVON PRODS INC                      COM                  054303102            202         7,470
AVON PRODS INC                      COM                  054303102            210         7,794
AVON PRODS INC                      COM                  054303102            270        10,000
AVON PRODS INC                      COM                  054303102            340        12,606
AVON PRODS INC                      COM                  054303102            547        20,261
AVON PRODS INC                      COM                  054303102            639        23,676
AVON PRODS INC                      COM                  054303102          1,196        44,300
AXA                                 SPONSORED ADR        054536107             19           708
AXA                                 SPONSORED ADR        054536107             26           944
AXA                                 SPONSORED ADR        054536107             36         1,310
AXA                                 SPONSORED ADR        054536107             40         1,442
AXA                                 SPONSORED ADR        054536107             44         1,600
AXA                                 SPONSORED ADR        054536107            207         7,517
BB&T CORP                           COM                  054937107             28           710
BB&T CORP                           COM                  054937107             31           800
BB&T CORP                           COM                  054937107             49         1,250
BB&T CORP                           COM                  054937107             78         2,000
BB&T CORP                           COM                  054937107             82         2,100
BB&T CORP                           COM                  054937107            106         2,714
BB&T CORP                           COM                  054937107            155         3,975
BB&T CORP                           COM                  054937107            171         4,390
BB&T CORP                           COM                  054937107            175         4,490
BB&T CORP                           COM                  054937107            204         5,231
BB&T CORP                           COM                  054937107            269         6,900
BB&T CORP                           COM                  054937107            273         7,000
BB&T CORP                           COM                  054937107            348         8,906
BB&T CORP                           COM                  054937107            445        11,387
BB&T CORP                           COM                  054937107            481        12,314
BB&T CORP                           COM                  054937107            510        13,069
BB&T CORP                           COM                  054937107            930        23,803
BB&T CORP                           COM                  054937107          2,008        51,419
BCE INC                             COM                  05534B109             41         1,500
BCE INC                             COM                  05534B109             69         2,500
BCE INC                             COM                  05534B109             93         3,400
BCE INC                             COM                  05534B109            494        18,000
BCE INC                             COM                  05534B109            604        22,000
BCE INC                             COM                  05534B109          6,585       239,977
BEI TECHNOLOGIES INC                COM                  05538P104            210         6,000
BEI TECHNOLOGIES INC                COM                  05538P104          1,540        44,000
BJ SVCS CO                          COM                  055482103             20           560
BJ SVCS CO                          COM                  055482103             29           800
BJ SVCS CO                          COM                  055482103             36         1,000
BJ SVCS CO                          COM                  055482103             72         2,000
BJ SVCS CO                          COM                  055482103             72         2,000
BJ SVCS CO                          COM                  055482103             82         2,286
BJ SVCS CO                          COM                  055482103             88         2,452
BJ SVCS CO                          COM                  055482103             99         2,760
BJ SVCS CO                          COM                  055482103            120         3,328
BJ SVCS CO                          COM                  055482103            144         4,000
BJ SVCS CO                          COM                  055482103            155         4,302
BJ SVCS CO                          COM                  055482103            177         4,912
BJ SVCS CO                          COM                  055482103            189         5,265
BJ SVCS CO                          COM                  055482103            356         9,888
BJ SVCS CO                          COM                  055482103            531        14,764
BJ SVCS CO                          COM                  055482103            761        21,140
BJ SVCS CO                          COM                  055482103            954        26,498
BJ SVCS CO                          COM                  055482103          1,155        32,080
BJ SVCS CO                          COM                  055482103          1,185        32,917
BJ SVCS CO                          COM                  055482103          1,351        37,532
BP PLC                              SPONSORED ADR        055622104             12           173
BP PLC                              SPONSORED ADR        055622104             41           572
BP PLC                              SPONSORED ADR        055622104             53           750
BP PLC                              SPONSORED ADR        055622104             79         1,120
BP PLC                              SPONSORED ADR        055622104             85         1,200
BP PLC                              SPONSORED ADR        055622104            124         1,757
BP PLC                              SPONSORED ADR        055622104            430         6,065
BP PLC                              SPONSORED ADR        055622104            497         7,020
BP PLC                              SPONSORED ADR        055622104          2,434        34,350
BP PLC                              SPONSORED ADR        055622104          2,749        38,800
BP PLC                              SPONSORED ADR        055622104          9,424       133,011
BP PLC                              SPONSORED ADR        055622104         10,118       142,809
BP PLC                              SPONSORED ADR        055622104         70,850     1,000,000
BRT RLTY TR                         SH BEN INT NEW       055645303          1,773        75,850
BT GROUP PLC                        ADR                  05577E101              9           220
BT GROUP PLC                        ADR                  05577E101             19           483
BT GROUP PLC                        ADR                  05577E101             69         1,734
BT GROUP PLC                        ADR                  05577E101            232         5,855
BT GROUP PLC                        ADR                  05577E101          1,822        45,975
BMC SOFTWARE INC                    COM                  055921100              4           200
BMC SOFTWARE INC                    COM                  055921100             25         1,200
BMC SOFTWARE INC                    COM                  055921100             31         1,449
BMC SOFTWARE INC                    COM                  055921100             34         1,600
BMC SOFTWARE INC                    COM                  055921100             37         1,760
BMC SOFTWARE INC                    COM                  055921100             44         2,092
BMC SOFTWARE INC                    COM                  055921100             66         3,148
BMC SOFTWARE INC                    COM                  055921100             67         3,156
BMC SOFTWARE INC                    COM                  055921100            111         5,280
BMC SOFTWARE INC                    COM                  055921100            183         8,677
BMC SOFTWARE INC                    COM                  055921100            230        10,918
BMC SOFTWARE INC                    COM                  055921100            409        19,380
BAKER HUGHES INC                    COM                  057224107             11           190
BAKER HUGHES INC                    COM                  057224107             12           200
BAKER HUGHES INC                    COM                  057224107             24           400
BAKER HUGHES INC                    COM                  057224107             26           430
BAKER HUGHES INC                    COM                  057224107             39           650
BAKER HUGHES INC                    COM                  057224107             42           700
BAKER HUGHES INC                    COM                  057224107             45           750
BAKER HUGHES INC                    COM                  057224107             48           800
BAKER HUGHES INC                    COM                  057224107             57           950
BAKER HUGHES INC                    COM                  057224107             61         1,020
BAKER HUGHES INC                    COM                  057224107             90         1,500
BAKER HUGHES INC                    COM                  057224107             95         1,600
BAKER HUGHES INC                    COM                  057224107            145         2,438
BAKER HUGHES INC                    COM                  057224107            175         2,936
BAKER HUGHES INC                    COM                  057224107            175         2,940
BAKER HUGHES INC                    COM                  057224107            189         3,170
BAKER HUGHES INC                    COM                  057224107            196         3,278
BAKER HUGHES INC                    COM                  057224107            263         4,400
BAKER HUGHES INC                    COM                  057224107            272         4,552
BAKER HUGHES INC                    COM                  057224107            280         4,684
BAKER HUGHES INC                    COM                  057224107            304         5,100
BAKER HUGHES INC                    COM                  057224107            332         5,559
BAKER HUGHES INC                    COM                  057224107            334         5,600
BAKER HUGHES INC                    COM                  057224107            361         6,045
BAKER HUGHES INC                    COM                  057224107            471         7,892
BAKER HUGHES INC                    COM                  057224107            932        15,619
BAKER HUGHES INC                    COM                  057224107          1,911        32,020
BALL CORP                           COM                  058498106              7           178
BALL CORP                           COM                  058498106             26           713
BALL CORP                           COM                  058498106             29           800
BALL CORP                           COM                  058498106             33           890
BALL CORP                           COM                  058498106             35           960
BALL CORP                           COM                  058498106             59         1,600
BALL CORP                           COM                  058498106             61         1,652
BALL CORP                           COM                  058498106             73         2,000
BALL CORP                           COM                  058498106            138         3,748
BALL CORP                           COM                  058498106            161         4,387
BALL CORP                           COM                  058498106            409        11,120
BALL CORP                           COM                  058498106            573        15,600
BALLARD PWR SYS INC                 COM                  05858H104              4           635
BALLARD PWR SYS INC                 COM                  05858H104              6         1,000
BALLARD PWR SYS INC                 COM                  05858H104              6         1,100
BALLARD PWR SYS INC                 COM                  05858H104             15         2,695
BALLARD PWR SYS INC                 COM                  05858H104             28         5,000
BANCO BILBAO VIZCAYA ARGENTA        SPONSORED ADR        05946K101              4           200
BANCO BILBAO VIZCAYA ARGENTA        SPONSORED ADR        05946K101             13           740
BANCO BILBAO VIZCAYA ARGENTA        SPONSORED ADR        05946K101            101         5,750
BANCO BILBAO VIZCAYA ARGENTA        SPONSORED ADR        05946K101            126         7,185
BANCO SANTANDER CENT HISPANO        ADR                  05964H105              9           680
BANCO SANTANDER CENT HISPANO        ADR                  05964H105             16         1,224
BANCO SANTANDER CENT HISPANO        ADR                  05964H105             18         1,358
BANCO SANTANDER CENT HISPANO        ADR                  05964H105             21         1,590
BANCO SANTANDER CENT HISPANO        ADR                  05964H105             84         6,359
BANCO SANTANDER CENT HISPANO        ADR                  05964H105            553        42,011
BANK OF AMERICA CORPORATION         COM                  060505104             67         1,600
BANK OF AMERICA CORPORATION         COM                  060505104             89         2,122
BANK OF AMERICA CORPORATION         COM                  060505104            113         2,690
BANK OF AMERICA CORPORATION         COM                  060505104            162         3,850
BANK OF AMERICA CORPORATION         COM                  060505104            168         4,000
BANK OF AMERICA CORPORATION         COM                  060505104            197         4,676
BANK OF AMERICA CORPORATION         COM                  060505104            213         5,060
BANK OF AMERICA CORPORATION         COM                  060505104            229         5,450
BANK OF AMERICA CORPORATION         COM                  060505104            370         8,800
BANK OF AMERICA CORPORATION         COM                  060505104            441        10,480
BANK OF AMERICA CORPORATION         COM                  060505104            450        10,700
BANK OF AMERICA CORPORATION         COM                  060505104            484        11,500
BANK OF AMERICA CORPORATION         COM                  060505104            520        12,355
BANK OF AMERICA CORPORATION         COM                  060505104            537        12,756
BANK OF AMERICA CORPORATION         COM                  060505104            899        21,358
BANK OF AMERICA CORPORATION         COM                  060505104            983        23,346
BANK OF AMERICA CORPORATION         COM                  060505104          1,242        29,496
BANK OF AMERICA CORPORATION         COM                  060505104          1,373        32,601
BANK OF AMERICA CORPORATION         COM                  060505104          1,391        33,032
BANK OF AMERICA CORPORATION         COM                  060505104          1,405        33,364
BANK OF AMERICA CORPORATION         COM                  060505104          1,655        39,314
BANK OF AMERICA CORPORATION         COM                  060505104          1,705        40,500
BANK OF AMERICA CORPORATION         COM                  060505104          2,589        61,492
BANK OF AMERICA CORPORATION         COM                  060505104          2,712        64,420
BANK OF AMERICA CORPORATION         COM                  060505104          2,951        70,100
BANK OF AMERICA CORPORATION         COM                  060505104          3,554        84,421
BANK OF AMERICA CORPORATION         COM                  060505104          4,265       101,306
BANK OF AMERICA CORPORATION         COM                  060505104          6,097       144,830
BANK OF AMERICA CORPORATION         COM                  060505104          7,474       177,535
BANK OF AMERICA CORPORATION         COM                  060505104         12,941       307,382
BANK OF AMERICA CORPORATION         COM                  060505104         16,358       388,556
BANK OF AMERICA CORPORATION         COM                  060505104         29,201       693,622
BANK MONTREAL QUE                   COM                  063671101            159         3,200
BANK MONTREAL QUE                   COM                  063671101          8,810       176,911
BANK NEW YORK INC                   COM                  064057102             18           600
BANK NEW YORK INC                   COM                  064057102             23           770
BANK NEW YORK INC                   COM                  064057102             26           870
BANK NEW YORK INC                   COM                  064057102             28           950
BANK NEW YORK INC                   COM                  064057102             47         1,600
BANK NEW YORK INC                   COM                  064057102             74         2,500
BANK NEW YORK INC                   COM                  064057102             77         2,605
BANK NEW YORK INC                   COM                  064057102             88         3,000
BANK NEW YORK INC                   COM                  064057102             96         3,270
BANK NEW YORK INC                   COM                  064057102             96         3,277
BANK NEW YORK INC                   COM                  064057102            132         4,487
BANK NEW YORK INC                   COM                  064057102            149         5,060
BANK NEW YORK INC                   COM                  064057102            166         5,636
BANK NEW YORK INC                   COM                  064057102            190         6,460
BANK NEW YORK INC                   COM                  064057102            219         7,448
BANK NEW YORK INC                   COM                  064057102            232         7,875
BANK NEW YORK INC                   COM                  064057102            294        10,000
BANK NEW YORK INC                   COM                  064057102            335        11,402
BANK NEW YORK INC                   COM                  064057102            359        12,193
BANK NEW YORK INC                   COM                  064057102            365        12,394
BANK NEW YORK INC                   COM                  064057102            502        17,065
BANK NEW YORK INC                   COM                  064057102            563        19,159
BANK NEW YORK INC                   COM                  064057102            988        33,586
BANK NEW YORK INC                   COM                  064057102          1,193        40,573
BANK NEW YORK INC                   COM                  064057102          1,310        44,528
BANK NEW YORK INC                   COM                  064057102          2,168        73,720
BANK NOVA SCOTIA HALIFAX            COM                  064149107             34           900
BANK NOVA SCOTIA HALIFAX            COM                  064149107         10,601       283,441
BARD C R INC                        COM                  067383109             26           400
BARD C R INC                        COM                  067383109             50           750
BARD C R INC                        COM                  067383109             61           930
BARD C R INC                        COM                  067383109             66         1,000
BARD C R INC                        COM                  067383109             67         1,020
BARD C R INC                        COM                  067383109            100         1,514
BARD C R INC                        COM                  067383109            106         1,600
BARD C R INC                        COM                  067383109            108         1,637
BARD C R INC                        COM                  067383109            125         1,900
BARD C R INC                        COM                  067383109            164         2,486
BARD C R INC                        COM                  067383109            184         2,791
BARD C R INC                        COM                  067383109            323         4,889
BARD C R INC                        COM                  067383109            708        10,720
BARCLAYS PLC                        ADR                  06738E204             10           250
BARCLAYS PLC                        ADR                  06738E204             36           885
BARCLAYS PLC                        ADR                  06738E204            303         7,442
BARCLAYS PLC                        ADR                  06738E204            401         9,830
BARCLAYS PLC                        ADR                  06738E204            489        12,000
BARRICK GOLD CORP                   COM                  067901108              4           127
BARRICK GOLD CORP                   COM                  067901108             23           800
BARRICK GOLD CORP                   COM                  067901108             93         3,200
BARRICK GOLD CORP                   COM                  067901108             96         3,320
BARRICK GOLD CORP                   COM                  067901108            105         3,600
BARRICK GOLD CORP                   COM                  067901108            293        10,100
BARRICK GOLD CORP                   COM                  067901108            517        17,800
BARRICK GOLD CORP                   COM                  067901108            799        27,500
BARRICK GOLD CORP                   COM                  067901108            808        27,806
BARRICK GOLD CORP                   COM                  067901108          1,464        50,412
BARRICK GOLD CORP                   COM                  067901108          2,827        97,300
BARRICK GOLD CORP                   COM                  067901108          4,620       159,020
BARR PHARMACEUTICALS INC            COM                  068306109             12           225
BARR PHARMACEUTICALS INC            COM                  068306109             55         1,000
BARR PHARMACEUTICALS INC            COM                  068306109             66         1,202
BARR PHARMACEUTICALS INC            COM                  068306109             70         1,268
BARR PHARMACEUTICALS INC            COM                  068306109             99         1,800
BARR PHARMACEUTICALS INC            COM                  068306109            167         3,042
BARR PHARMACEUTICALS INC            COM                  068306109            433         7,890
BARR PHARMACEUTICALS INC            COM                  068306109          1,701        30,975
BARR PHARMACEUTICALS INC            COM                  068306109          4,659        84,825
BAUSCH & LOMB INC                   COM                  071707103              3            36
BAUSCH & LOMB INC                   COM                  071707103              8            93
BAUSCH & LOMB INC                   COM                  071707103             23           285
BAUSCH & LOMB INC                   COM                  071707103             24           300
BAUSCH & LOMB INC                   COM                  071707103             28           345
BAUSCH & LOMB INC                   COM                  071707103             31           390
BAUSCH & LOMB INC                   COM                  071707103             34           420
BAUSCH & LOMB INC                   COM                  071707103             41           510
BAUSCH & LOMB INC                   COM                  071707103             65           800
BAUSCH & LOMB INC                   COM                  071707103            169         2,094
BAUSCH & LOMB INC                   COM                  071707103            350         4,340
BAUSCH & LOMB INC                   COM                  071707103            446         5,525
BAXTER INTL INC                     COM                  071813109              2            50
BAXTER INTL INC                     COM                  071813109             14           350
BAXTER INTL INC                     COM                  071813109             16           400
BAXTER INTL INC                     COM                  071813109             23           570
BAXTER INTL INC                     COM                  071813109             26           650
BAXTER INTL INC                     COM                  071813109             28           700
BAXTER INTL INC                     COM                  071813109             40         1,000
BAXTER INTL INC                     COM                  071813109             44         1,100
BAXTER INTL INC                     COM                  071813109             64         1,614
BAXTER INTL INC                     COM                  071813109             76         1,900
BAXTER INTL INC                     COM                  071813109             95         2,380
BAXTER INTL INC                     COM                  071813109            134         3,350
BAXTER INTL INC                     COM                  071813109            184         4,625
BAXTER INTL INC                     COM                  071813109            210         5,270
BAXTER INTL INC                     COM                  071813109            242         6,080
BAXTER INTL INC                     COM                  071813109            247         6,199
BAXTER INTL INC                     COM                  071813109            260         6,516
BAXTER INTL INC                     COM                  071813109            271         6,807
BAXTER INTL INC                     COM                  071813109            320         8,018
BAXTER INTL INC                     COM                  071813109            321         8,040
BAXTER INTL INC                     COM                  071813109            401        10,055
BAXTER INTL INC                     COM                  071813109            568        14,242
BAXTER INTL INC                     COM                  071813109            568        14,250
BAXTER INTL INC                     COM                  071813109            715        17,923
BAXTER INTL INC                     COM                  071813109          1,104        27,700
BAXTER INTL INC                     COM                  071813109          1,248        31,305
BAXTER INTL INC                     COM                  071813109          2,153        54,000
BAXTER INTL INC                     COM                  071813109          2,301        57,720
BAXTER INTL INC                     COM                  071813109          3,092        77,540
BBVA BANCO FRANCES S A              SPONSORED ADR        07329M100          5,466       702,563
BEA SYS INC                         COM                  073325102             30         3,371
BEA SYS INC                         COM                  073325102             52         5,800
BEA SYS INC                         COM                  073325102             58         6,474
BEA SYS INC                         COM                  073325102             87         9,700
BEA SYS INC                         COM                  073325102            142        15,809
BEA SYS INC                         COM                  073325102            312        34,650
BEAR STEARNS COS INC                COM                  073902108             33           300
BEAR STEARNS COS INC                COM                  073902108             66           600
BEAR STEARNS COS INC                COM                  073902108             73           668
BEAR STEARNS COS INC                COM                  073902108             89           815
BEAR STEARNS COS INC                COM                  073902108            101           920
BEAR STEARNS COS INC                COM                  073902108            121         1,103
BEAR STEARNS COS INC                COM                  073902108            175         1,597
BEAR STEARNS COS INC                COM                  073902108            176         1,600
BEAR STEARNS COS INC                COM                  073902108            209         1,903
BEAR STEARNS COS INC                COM                  073902108            263         2,400
BEAR STEARNS COS INC                COM                  073902108            559         5,089
BEAR STEARNS COS INC                COM                  073902108          1,205        10,980
BEAR STEARNS COS INC                COM                  073902108          1,701        15,500
BECKMAN COULTER INC                 COM                  075811109             11           200
BECKMAN COULTER INC                 COM                  075811109             19           357
BECKMAN COULTER INC                 COM                  075811109             48           889
BECKMAN COULTER INC                 COM                  075811109             51           954
BECKMAN COULTER INC                 COM                  075811109            126         2,343
BECKMAN COULTER INC                 COM                  075811109            335         6,200
BECTON DICKINSON & CO               COM                  075887109              3            60
BECTON DICKINSON & CO               COM                  075887109             29           550
BECTON DICKINSON & CO               COM                  075887109             63         1,200
BECTON DICKINSON & CO               COM                  075887109             63         1,200
BECTON DICKINSON & CO               COM                  075887109             77         1,477
BECTON DICKINSON & CO               COM                  075887109             79         1,500
BECTON DICKINSON & CO               COM                  075887109             81         1,543
BECTON DICKINSON & CO               COM                  075887109             93         1,768
BECTON DICKINSON & CO               COM                  075887109            109         2,080
BECTON DICKINSON & CO               COM                  075887109            128         2,443
BECTON DICKINSON & CO               COM                  075887109            168         3,200
BECTON DICKINSON & CO               COM                  075887109            205         3,911
BECTON DICKINSON & CO               COM                  075887109            217         4,146
BECTON DICKINSON & CO               COM                  075887109            315         6,000
BECTON DICKINSON & CO               COM                  075887109            316         6,034
BECTON DICKINSON & CO               COM                  075887109            362         6,898
BECTON DICKINSON & CO               COM                  075887109            430         8,200
BECTON DICKINSON & CO               COM                  075887109            591        11,277
BECTON DICKINSON & CO               COM                  075887109          1,252        23,880
BED BATH & BEYOND INC               COM                  075896100              8           200
BED BATH & BEYOND INC               COM                  075896100             12           307
BED BATH & BEYOND INC               COM                  075896100             18           450
BED BATH & BEYOND INC               COM                  075896100             26           650
BED BATH & BEYOND INC               COM                  075896100             32           800
BED BATH & BEYOND INC               COM                  075896100             56         1,400
BED BATH & BEYOND INC               COM                  075896100             60         1,500
BED BATH & BEYOND INC               COM                  075896100             84         2,100
BED BATH & BEYOND INC               COM                  075896100             86         2,152
BED BATH & BEYOND INC               COM                  075896100            100         2,481
BED BATH & BEYOND INC               COM                  075896100            117         2,904
BED BATH & BEYOND INC               COM                  075896100            182         4,518
BED BATH & BEYOND INC               COM                  075896100            191         4,755
BED BATH & BEYOND INC               COM                  075896100            240         5,964
BED BATH & BEYOND INC               COM                  075896100            267         6,640
BED BATH & BEYOND INC               COM                  075896100            541        13,466
BED BATH & BEYOND INC               COM                  075896100            812        20,211
BED BATH & BEYOND INC               COM                  075896100          1,120        27,880
BED BATH & BEYOND INC               COM                  075896100          5,669       141,093
BELDEN CDT INC                      COM                  077454106            235        12,071
BELLSOUTH CORP                      COM                  079860102             24           900
BELLSOUTH CORP                      COM                  079860102             26         1,000
BELLSOUTH CORP                      COM                  079860102             37         1,420
BELLSOUTH CORP                      COM                  079860102             39         1,500
BELLSOUTH CORP                      COM                  079860102             43         1,650
BELLSOUTH CORP                      COM                  079860102             47         1,800
BELLSOUTH CORP                      COM                  079860102             63         2,405
BELLSOUTH CORP                      COM                  079860102             71         2,700
BELLSOUTH CORP                      COM                  079860102            129         4,900
BELLSOUTH CORP                      COM                  079860102            135         5,130
BELLSOUTH CORP                      COM                  079860102            163         6,182
BELLSOUTH CORP                      COM                  079860102            171         6,520
BELLSOUTH CORP                      COM                  079860102            192         7,300
BELLSOUTH CORP                      COM                  079860102            352        13,380
BELLSOUTH CORP                      COM                  079860102            378        14,390
BELLSOUTH CORP                      COM                  079860102            406        15,440
BELLSOUTH CORP                      COM                  079860102            444        16,900
BELLSOUTH CORP                      COM                  079860102            473        17,977
BELLSOUTH CORP                      COM                  079860102            759        28,856
BELLSOUTH CORP                      COM                  079860102            774        29,412
BELLSOUTH CORP                      COM                  079860102            786        29,897
BELLSOUTH CORP                      COM                  079860102          1,037        39,436
BELLSOUTH CORP                      COM                  079860102          1,106        42,046
BELLSOUTH CORP                      COM                  079860102          1,499        56,986
BELLSOUTH CORP                      COM                  079860102          2,115        80,437
BELLSOUTH CORP                      COM                  079860102          4,627       175,920
BEMA GOLD CORP                      COM                  08135F107             22         8,200
BEMA GOLD CORP                      COM                  08135F107             50        18,600
BEMIS INC                           COM                  081437105             15           611
BEMIS INC                           COM                  081437105             19           750
BEMIS INC                           COM                  081437105             21           850
BEMIS INC                           COM                  081437105             30         1,214
BEMIS INC                           COM                  081437105             40         1,600
BEMIS INC                           COM                  081437105            101         4,089
BEMIS INC                           COM                  081437105            211         8,540
BERKLEY W R CORP                    COM                  084423102             30           764
BERKLEY W R CORP                    COM                  084423102            150         3,800
BERKLEY W R CORP                    COM                  084423102            187         4,740
BERKLEY W R CORP                    COM                  084423102            195         4,936
BERKLEY W R CORP                    COM                  084423102            490        12,420
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108             82             1
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108             82             1
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108             82             1
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            164             2
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            164             2
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            164             2
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            246             3
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            246             3
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            246             3
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            328             4
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            410             5
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            410             5
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            574             7
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108            984            12
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108          1,066            13
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108          3,444            42
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108          4,018            49
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108          7,380            90
BERKSHIRE HATHAWAY INC DEL          CL A                 084670108          7,626            93
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207             11             4
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207             27            10
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207             38            14
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207            153            56
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207            202            74
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207            216            79
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207            268            98
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207            401           147
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207            453           166
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207            688           252
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207            781           286
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207            868           318
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207          1,196           438
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207          1,802           660
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207          3,274         1,199
BERKSHIRE HATHAWAY INC DEL          CL B                 084670207          4,432         1,623
BEST BUY INC                        COM                  086516101             13           300
BEST BUY INC                        COM                  086516101             19           435
BEST BUY INC                        COM                  086516101             23           525
BEST BUY INC                        COM                  086516101             33           750
BEST BUY INC                        COM                  086516101             50         1,155
BEST BUY INC                        COM                  086516101             52         1,200
BEST BUY INC                        COM                  086516101             62         1,425
BEST BUY INC                        COM                  086516101             98         2,250
BEST BUY INC                        COM                  086516101            132         3,032
BEST BUY INC                        COM                  086516101            150         3,455
BEST BUY INC                        COM                  086516101            170         3,903
BEST BUY INC                        COM                  086516101            183         4,200
BEST BUY INC                        COM                  086516101            282         6,467
BEST BUY INC                        COM                  086516101            291         6,693
BEST BUY INC                        COM                  086516101            394         9,042
BEST BUY INC                        COM                  086516101            527        12,106
BEST BUY INC                        COM                  086516101            929        21,333
BEST BUY INC                        COM                  086516101          1,156        26,558
BEST BUY INC                        COM                  086516101          2,014        46,260
BEST BUY INC                        COM                  086516101          3,513        80,695
BEST BUY INC                        SDCV  2.250% 1/1     086516AF8              4         4,000
BEST BUY INC                        SDCV  2.250% 1/1     086516AF8             42        38,000
BEVERLY ENTERPRISES INC             COM NEW              087851309            337        27,500
BEVERLY ENTERPRISES INC             COM NEW              087851309            707        57,700
BHP BILLITON LTD                    SPONSORED ADR        088606108             45         1,330
BHP BILLITON LTD                    SPONSORED ADR        088606108             94         2,763
BHP BILLITON LTD                    SPONSORED ADR        088606108          4,323       126,480
BIOMET INC                          COM                  090613100             28           800
BIOMET INC                          COM                  090613100             30           877
BIOMET INC                          COM                  090613100             35         1,000
BIOMET INC                          COM                  090613100             52         1,500
BIOMET INC                          COM                  090613100             61         1,747
BIOMET INC                          COM                  090613100             68         1,956
BIOMET INC                          COM                  090613100             73         2,110
BIOMET INC                          COM                  090613100             86         2,479
BIOMET INC                          COM                  090613100             99         2,843
BIOMET INC                          COM                  090613100            127         3,650
BIOMET INC                          COM                  090613100            128         3,677
BIOMET INC                          COM                  090613100            133         3,837
BIOMET INC                          COM                  090613100            201         5,800
BIOMET INC                          COM                  090613100            278         8,000
BIOMET INC                          COM                  090613100            433        12,473
BIOMET INC                          COM                  090613100            861        24,810
BIOGEN IDEC INC                     COM                  09062X103              8           200
BIOGEN IDEC INC                     COM                  09062X103             13           320
BIOGEN IDEC INC                     COM                  09062X103             13           325
BIOGEN IDEC INC                     COM                  09062X103             16           402
BIOGEN IDEC INC                     COM                  09062X103             20           500
BIOGEN IDEC INC                     COM                  09062X103             24           600
BIOGEN IDEC INC                     COM                  09062X103             43         1,100
BIOGEN IDEC INC                     COM                  09062X103             55         1,400
BIOGEN IDEC INC                     COM                  09062X103             57         1,450
BIOGEN IDEC INC                     COM                  09062X103             96         2,442
BIOGEN IDEC INC                     COM                  09062X103            113         2,853
BIOGEN IDEC INC                     COM                  09062X103            132         3,355
BIOGEN IDEC INC                     COM                  09062X103            134         3,400
BIOGEN IDEC INC                     COM                  09062X103            139         3,510
BIOGEN IDEC INC                     COM                  09062X103            158         4,000
BIOGEN IDEC INC                     COM                  09062X103            206         5,206
BIOGEN IDEC INC                     COM                  09062X103            302         7,649
BIOGEN IDEC INC                     COM                  09062X103            315         7,974
BIOGEN IDEC INC                     COM                  09062X103            404        10,239
BIOGEN IDEC INC                     COM                  09062X103            439        11,117
BIOGEN IDEC INC                     COM                  09062X103            595        15,065
BIOGEN IDEC INC                     COM                  09062X103          1,292        32,734
BIOGEN IDEC INC                     COM                  09062X103          4,059       102,815
BIOGEN IDEC INC                     COM                  09062X103          5,305       134,374
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS       09067D201             10            50
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS       09067D201             57           300
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS       09067D201             95           500
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS       09067D201            439         2,300
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS       09067D201            744         3,900
BIOVAIL CORP                        COM                  09067J109              2           100
BIOVAIL CORP                        COM                  09067J109              4           174
BIOVAIL CORP                        COM                  09067J109             15           630
BIOVAIL CORP                        COM                  09067J109          1,120        47,942
BLACK & DECKER CORP                 COM                  091797100             20           240
BLACK & DECKER CORP                 COM                  091797100             33           405
BLACK & DECKER CORP                 COM                  091797100             37           450
BLACK & DECKER CORP                 COM                  091797100             47           573
BLACK & DECKER CORP                 COM                  091797100             48           580
BLACK & DECKER CORP                 COM                  091797100             49           600
BLACK & DECKER CORP                 COM                  091797100             62           754
BLACK & DECKER CORP                 COM                  091797100             74           900
BLACK & DECKER CORP                 COM                  091797100            104         1,264
BLACK & DECKER CORP                 COM                  091797100            148         1,800
BLACK & DECKER CORP                 COM                  091797100            148         1,800
BLACK & DECKER CORP                 COM                  091797100            150         1,823
BLACK & DECKER CORP                 COM                  091797100            184         2,236
BLACK & DECKER CORP                 COM                  091797100            307         3,742
BLACK & DECKER CORP                 COM                  091797100            563         6,860
BLACK & DECKER CORP                 COM                  091797100          1,166        14,200
BLACK & DECKER CORP                 COM                  091797100          1,375        16,751
BLACK & DECKER CORP                 COM                  091797100          2,163        26,345
BLOCK H & R INC                     COM                  093671105             28         1,155
BLOCK H & R INC                     COM                  093671105             44         1,815
BLOCK H & R INC                     COM                  093671105             44         1,840
BLOCK H & R INC                     COM                  093671105             53         2,200
BLOCK H & R INC                     COM                  093671105             54         2,272
BLOCK H & R INC                     COM                  093671105             62         2,600
BLOCK H & R INC                     COM                  093671105             77         3,192
BLOCK H & R INC                     COM                  093671105            123         5,146
BLOCK H & R INC                     COM                  093671105            127         5,314
BLOCK H & R INC                     COM                  093671105            129         5,400
BLOCK H & R INC                     COM                  093671105            158         6,600
BLOCK H & R INC                     COM                  093671105            197         8,234
BLOCK H & R INC                     COM                  093671105            239         9,954
BLOCK H & R INC                     COM                  093671105            368        15,364
BLOCK H & R INC                     COM                  093671105            763        31,800
BOEING CO                           COM                  097023105             12           170
BOEING CO                           COM                  097023105             27           400
BOEING CO                           COM                  097023105             27           400
BOEING CO                           COM                  097023105             34           500
BOEING CO                           COM                  097023105             42           620
BOEING CO                           COM                  097023105             48           700
BOEING CO                           COM                  097023105             57           840
BOEING CO                           COM                  097023105             70         1,037
BOEING CO                           COM                  097023105             72         1,063
BOEING CO                           COM                  097023105             85         1,250
BOEING CO                           COM                  097023105            104         1,530
BOEING CO                           COM                  097023105            116         1,700
BOEING CO                           COM                  097023105            156         2,300
BOEING CO                           COM                  097023105            188         2,768
BOEING CO                           COM                  097023105            204         3,000
BOEING CO                           COM                  097023105            215         3,168
BOEING CO                           COM                  097023105            216         3,180
BOEING CO                           COM                  097023105            217         3,200
BOEING CO                           COM                  097023105            357         5,258
BOEING CO                           COM                  097023105            404         5,944
BOEING CO                           COM                  097023105            424         6,240
BOEING CO                           COM                  097023105            461         6,790
BOEING CO                           COM                  097023105            486         7,154
BOEING CO                           COM                  097023105            548         8,070
BOEING CO                           COM                  097023105            652         9,601
BOEING CO                           COM                  097023105            725        10,670
BOEING CO                           COM                  097023105            764        11,250
BOEING CO                           COM                  097023105            892        13,130
BOEING CO                           COM                  097023105            896        13,180
BOEING CO                           COM                  097023105          1,123        16,521
BOEING CO                           COM                  097023105          1,187        17,465
BOEING CO                           COM                  097023105          1,245        18,318
BOEING CO                           COM                  097023105          2,462        36,226
BOEING CO                           COM                  097023105          2,804        41,268
BOEING CO                           COM                  097023105          5,400        79,470
BORG WARNER INC                     COM                  099724106            185         3,284
BORG WARNER INC                     COM                  099724106            198         3,500
BOSTON PROPERTIES INC               COM                  101121101              3            45
BOSTON PROPERTIES INC               COM                  101121101             91         1,277
BOSTON PROPERTIES INC               COM                  101121101            108         1,527
BOSTON PROPERTIES INC               COM                  101121101            131         1,850
BOSTON PROPERTIES INC               COM                  101121101            749        10,570
BOSTON SCIENTIFIC CORP              COM                  101137107              9           400
BOSTON SCIENTIFIC CORP              COM                  101137107             10           420
BOSTON SCIENTIFIC CORP              COM                  101137107             14           580
BOSTON SCIENTIFIC CORP              COM                  101137107             15           650
BOSTON SCIENTIFIC CORP              COM                  101137107             30         1,300
BOSTON SCIENTIFIC CORP              COM                  101137107             44         1,900
BOSTON SCIENTIFIC CORP              COM                  101137107             61         2,600
BOSTON SCIENTIFIC CORP              COM                  101137107             61         2,607
BOSTON SCIENTIFIC CORP              COM                  101137107             61         2,620
BOSTON SCIENTIFIC CORP              COM                  101137107            102         4,372
BOSTON SCIENTIFIC CORP              COM                  101137107            117         5,010
BOSTON SCIENTIFIC CORP              COM                  101137107            133         5,692
BOSTON SCIENTIFIC CORP              COM                  101137107            152         6,520
BOSTON SCIENTIFIC CORP              COM                  101137107            182         7,800
BOSTON SCIENTIFIC CORP              COM                  101137107            199         8,531
BOSTON SCIENTIFIC CORP              COM                  101137107            213         9,100
BOSTON SCIENTIFIC CORP              COM                  101137107            224         9,568
BOSTON SCIENTIFIC CORP              COM                  101137107            318        13,600
BOSTON SCIENTIFIC CORP              COM                  101137107            355        15,182
BOSTON SCIENTIFIC CORP              COM                  101137107            522        22,341
BOSTON SCIENTIFIC CORP              COM                  101137107            661        28,298
BOSTON SCIENTIFIC CORP              COM                  101137107            694        29,699
BOSTON SCIENTIFIC CORP              COM                  101137107          1,075        46,000
BOSTON SCIENTIFIC CORP              COM                  101137107          1,344        57,490
BOWATER INC                         COM                  102183100              2            85
BOWATER INC                         COM                  102183100              4           132
BOWATER INC                         COM                  102183100              7           235
BOWATER INC                         COM                  102183100             18           650
BOWATER INC                         COM                  102183100             42         1,488
BOWATER INC                         COM                  102183100             51         1,800
BOWATER INC                         COM                  102183100            123         4,340
BRASCAN CORP                        CL A LTD VT SH       10549P606            373         8,000
BRASCAN CORP                        CL A LTD VT SH       10549P606          2,783        59,729
BRASKEM S A                         SP ADR PFD A         105532105            550        26,564
BRINKER INTL INC                    COM                  109641100              4           114
BRINKER INTL INC                    COM                  109641100             19           509
BRINKER INTL INC                    COM                  109641100            131         3,491
BRINKER INTL INC                    COM                  109641100            180         4,800
BRINKER INTL INC                    COM                  109641100            317         8,440
BRISTOL MYERS SQUIBB CO             COM                  110122108             22           900
BRISTOL MYERS SQUIBB CO             COM                  110122108             24         1,000
BRISTOL MYERS SQUIBB CO             COM                  110122108             26         1,100
BRISTOL MYERS SQUIBB CO             COM                  110122108             35         1,470
BRISTOL MYERS SQUIBB CO             COM                  110122108             41         1,700
BRISTOL MYERS SQUIBB CO             COM                  110122108             70         2,900
BRISTOL MYERS SQUIBB CO             COM                  110122108             96         4,000
BRISTOL MYERS SQUIBB CO             COM                  110122108            121         5,042
BRISTOL MYERS SQUIBB CO             COM                  110122108            126         5,250
BRISTOL MYERS SQUIBB CO             COM                  110122108            156         6,491
BRISTOL MYERS SQUIBB CO             COM                  110122108            173         7,200
BRISTOL MYERS SQUIBB CO             COM                  110122108            179         7,430
BRISTOL MYERS SQUIBB CO             COM                  110122108            213         8,860
BRISTOL MYERS SQUIBB CO             COM                  110122108            346        14,375
BRISTOL MYERS SQUIBB CO             COM                  110122108            359        14,930
BRISTOL MYERS SQUIBB CO             COM                  110122108            385        16,000
BRISTOL MYERS SQUIBB CO             COM                  110122108            394        16,390
BRISTOL MYERS SQUIBB CO             COM                  110122108            457        19,009
BRISTOL MYERS SQUIBB CO             COM                  110122108            469        19,500
BRISTOL MYERS SQUIBB CO             COM                  110122108            522        21,708
BRISTOL MYERS SQUIBB CO             COM                  110122108            625        25,995
BRISTOL MYERS SQUIBB CO             COM                  110122108            721        29,949
BRISTOL MYERS SQUIBB CO             COM                  110122108            755        31,379
BRISTOL MYERS SQUIBB CO             COM                  110122108            765        31,780
BRISTOL MYERS SQUIBB CO             COM                  110122108            889        36,938
BRISTOL MYERS SQUIBB CO             COM                  110122108            934        38,829
BRISTOL MYERS SQUIBB CO             COM                  110122108          2,033        84,479
BRISTOL MYERS SQUIBB CO             COM                  110122108          3,430       142,556
BRISTOL MYERS SQUIBB CO             COM                  110122108          4,412       183,370
BRISTOL MYERS SQUIBB CO             COM                  110122108          5,036       209,290
BRISTOL MYERS SQUIBB CO             COM                  110122108         17,917       744,666
BRISTOL MYERS SQUIBB CO             COM                  110122108         72,909     3,030,280
BROADCOM CORP                       CL A                 111320107              8           170
BROADCOM CORP                       CL A                 111320107              9           200
BROADCOM CORP                       CL A                 111320107             14           290
BROADCOM CORP                       CL A                 111320107             21           450
BROADCOM CORP                       CL A                 111320107             26           550
BROADCOM CORP                       CL A                 111320107             47         1,000
BROADCOM CORP                       CL A                 111320107             52         1,100
BROADCOM CORP                       CL A                 111320107             57         1,207
BROADCOM CORP                       CL A                 111320107             61         1,300
BROADCOM CORP                       CL A                 111320107             94         2,000
BROADCOM CORP                       CL A                 111320107             98         2,098
BROADCOM CORP                       CL A                 111320107            115         2,450
BROADCOM CORP                       CL A                 111320107            131         2,800
BROADCOM CORP                       CL A                 111320107            136         2,890
BROADCOM CORP                       CL A                 111320107            136         2,900
BROADCOM CORP                       CL A                 111320107            168         3,571
BROADCOM CORP                       CL A                 111320107            218         4,654
BROADCOM CORP                       CL A                 111320107            292         6,223
BROADCOM CORP                       CL A                 111320107            473        10,071
BROADCOM CORP                       CL A                 111320107            602        12,824
BROADCOM CORP                       CL A                 111320107          1,121        23,899
BROADCOM CORP                       CL A                 111320107          1,240        26,430
BROADCOM CORP                       CL A                 111320107          1,808        38,526
BROWN & BROWN INC                   COM                  115236101             20           407
BROWN & BROWN INC                   COM                  115236101            134         2,693
BROWN & BROWN INC                   COM                  115236101            298         6,000
BROWN FORMAN CORP                   CL B                 115637209             39           650
BROWN FORMAN CORP                   CL B                 115637209             45           760
BROWN FORMAN CORP                   CL B                 115637209             48           798
BROWN FORMAN CORP                   CL B                 115637209             83         1,400
BROWN FORMAN CORP                   CL B                 115637209            143         2,400
BROWN FORMAN CORP                   CL B                 115637209            285         4,790
BRUNSWICK CORP                      COM                  117043109             21           560
BRUNSWICK CORP                      COM                  117043109             26           680
BRUNSWICK CORP                      COM                  117043109             29           760
BRUNSWICK CORP                      COM                  117043109             31           830
BRUNSWICK CORP                      COM                  117043109             42         1,100
BRUNSWICK CORP                      COM                  117043109             54         1,424
BRUNSWICK CORP                      COM                  117043109             83         2,200
BRUNSWICK CORP                      COM                  117043109             90         2,376
BRUNSWICK CORP                      COM                  117043109            141         3,740
BRUNSWICK CORP                      COM                  117043109            313         8,300
BURLINGTON NORTHN SANTA FE C        COM                  12189T104              2            35
BURLINGTON NORTHN SANTA FE C        COM                  12189T104             12           195
BURLINGTON NORTHN SANTA FE C        COM                  12189T104             24           400
BURLINGTON NORTHN SANTA FE C        COM                  12189T104             30           500
BURLINGTON NORTHN SANTA FE C        COM                  12189T104             33           550
BURLINGTON NORTHN SANTA FE C        COM                  12189T104             36           600
BURLINGTON NORTHN SANTA FE C        COM                  12189T104             51           850
BURLINGTON NORTHN SANTA FE C        COM                  12189T104             51           856
BURLINGTON NORTHN SANTA FE C        COM                  12189T104             63         1,050
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            114         1,900
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            118         1,970
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            158         2,645
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            185         3,100
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            218         3,640
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            249         4,160
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            363         6,067
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            365         6,101
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            367         6,137
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            419         7,000
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            543         9,078
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            959        16,035
BURLINGTON NORTHN SANTA FE C        COM                  12189T104            976        16,319
BURLINGTON NORTHN SANTA FE C        COM                  12189T104          2,155        36,040
BURLINGTON NORTHN SANTA FE C        COM                  12189T104          3,427        57,310
BURLINGTON NORTHN SANTA FE C        COM                  12189T104         10,151       169,745
BURLINGTON RES INC                  COM                  122014103              7            82
BURLINGTON RES INC                  COM                  122014103             24           300
BURLINGTON RES INC                  COM                  122014103             33           400
BURLINGTON RES INC                  COM                  122014103             37           450
BURLINGTON RES INC                  COM                  122014103             49           600
BURLINGTON RES INC                  COM                  122014103             57           700
BURLINGTON RES INC                  COM                  122014103            106         1,300
BURLINGTON RES INC                  COM                  122014103            126         1,550
BURLINGTON RES INC                  COM                  122014103            231         2,840
BURLINGTON RES INC                  COM                  122014103            262         3,220
BURLINGTON RES INC                  COM                  122014103            298         3,670
BURLINGTON RES INC                  COM                  122014103            301         3,700
BURLINGTON RES INC                  COM                  122014103            304         3,736
BURLINGTON RES INC                  COM                  122014103            496         6,100
BURLINGTON RES INC                  COM                  122014103            501         6,158
BURLINGTON RES INC                  COM                  122014103            551         6,775
BURLINGTON RES INC                  COM                  122014103            604         7,430
BURLINGTON RES INC                  COM                  122014103          1,097        13,491
BURLINGTON RES INC                  COM                  122014103          1,368        16,817
BURLINGTON RES INC                  COM                  122014103          2,980        36,640
BURLINGTON RES INC                  COM                  122014103          3,431        42,189
BURLINGTON RES INC                  COM                  122014103          6,096        74,967
BURLINGTON RES INC                  COM                  122014103          9,884       121,550
BURLINGTON RES INC                  COM                  122014103         31,308       385,000
CAE INC                             COM                  124765108          2,428       358,665
CBRL GROUP INC                      NOTE         4/0     12489VAB2             21        45,000
C D W CORP                          COM                  12512N105             15           250
C D W CORP                          COM                  12512N105             20           340
C D W CORP                          COM                  12512N105             21           357
C D W CORP                          COM                  12512N105             64         1,078
C D W CORP                          COM                  12512N105             65         1,100
C D W CORP                          COM                  12512N105             65         1,100
C D W CORP                          COM                  12512N105             94         1,600
C D W CORP                          COM                  12512N105            144         2,443
C D W CORP                          COM                  12512N105            405         6,880
C D W CORP                          COM                  12512N105          1,015        17,230
C D W CORP                          COM                  12512N105          1,065        18,070
C D W CORP                          COM                  12512N105          1,076        18,270
C D W CORP                          COM                  12512N105          1,844        31,300
C H ROBINSON WORLDWIDE INC          COM                  12541W100             33           509
C H ROBINSON WORLDWIDE INC          COM                  12541W100            266         4,141
CIGNA CORP                          COM                  125509109             21           180
CIGNA CORP                          COM                  125509109             35           300
CIGNA CORP                          COM                  125509109             41           350
CIGNA CORP                          COM                  125509109             69           588
CIGNA CORP                          COM                  125509109             71           600
CIGNA CORP                          COM                  125509109             83           700
CIGNA CORP                          COM                  125509109            109           921
CIGNA CORP                          COM                  125509109            120         1,020
CIGNA CORP                          COM                  125509109            151         1,284
CIGNA CORP                          COM                  125509109            155         1,311
CIGNA CORP                          COM                  125509109            226         1,920
CIGNA CORP                          COM                  125509109            239         2,030
CIGNA CORP                          COM                  125509109            258         2,193
CIGNA CORP                          COM                  125509109            399         3,384
CIGNA CORP                          COM                  125509109            676         5,736
CIGNA CORP                          COM                  125509109          1,341        11,382
CIGNA CORP                          COM                  125509109          1,448        12,290
CIT GROUP INC                       COM                  125581108             42           921
CIT GROUP INC                       COM                  125581108             45         1,000
CIT GROUP INC                       COM                  125581108             50         1,100
CIT GROUP INC                       COM                  125581108             50         1,100
CIT GROUP INC                       COM                  125581108             52         1,150
CIT GROUP INC                       COM                  125581108             63         1,404
CIT GROUP INC                       COM                  125581108             67         1,490
CIT GROUP INC                       COM                  125581108             80         1,770
CIT GROUP INC                       COM                  125581108             86         1,900
CIT GROUP INC                       COM                  125581108            136         3,000
CIT GROUP INC                       COM                  125581108            155         3,428
CIT GROUP INC                       COM                  125581108            208         4,600
CIT GROUP INC                       COM                  125581108            435         9,628
CIT GROUP INC                       COM                  125581108            838        18,555
CIT GROUP INC                       COM                  125581108            872        19,290
CMGI INC                            COM                  125750109              0            20
CMGI INC                            COM                  125750109              0           100
CMGI INC                            COM                  125750109              1           800
CMGI INC                            COM                  125750109              2           980
CMGI INC                            COM                  125750109              7         3,920
CMGI INC                            COM                  125750109              9         5,400
CMGI INC                            COM                  125750109            109        65,300
CMS ENERGY CORP                     COM                  125896100             22         1,320
CMS ENERGY CORP                     COM                  125896100             30         1,850
CMS ENERGY CORP                     COM                  125896100             38         2,340
CMS ENERGY CORP                     COM                  125896100             49         3,000
CMS ENERGY CORP                     COM                  125896100             54         3,300
CSK AUTO CORP                       COM                  125965103              4           253
CSK AUTO CORP                       COM                  125965103            432        29,045
CSX CORP                            COM                  126408103              2            40
CSX CORP                            COM                  126408103             25           530
CSX CORP                            COM                  126408103             28           600
CSX CORP                            COM                  126408103             34           727
CSX CORP                            COM                  126408103             35           750
CSX CORP                            COM                  126408103             46           988
CSX CORP                            COM                  126408103             65         1,400
CSX CORP                            COM                  126408103             70         1,500
CSX CORP                            COM                  126408103             73         1,572
CSX CORP                            COM                  126408103             88         1,900
CSX CORP                            COM                  126408103             93         2,000
CSX CORP                            COM                  126408103             95         2,046
CSX CORP                            COM                  126408103            151         3,250
CSX CORP                            COM                  126408103            158         3,400
CSX CORP                            COM                  126408103            178         3,831
CSX CORP                            COM                  126408103            221         4,750
CSX CORP                            COM                  126408103            352         7,580
CSX CORP                            COM                  126408103            473        10,177
CSX CORP                            COM                  126408103          1,067        22,960
CVS CORP                            COM                  126650100             17           600
CVS CORP                            COM                  126650100             22           760
CVS CORP                            COM                  126650100             23           800
CVS CORP                            COM                  126650100             37         1,275
CVS CORP                            COM                  126650100             41         1,400
CVS CORP                            COM                  126650100             63         2,160
CVS CORP                            COM                  126650100             66         2,272
CVS CORP                            COM                  126650100             75         2,600
CVS CORP                            COM                  126650100             89         3,073
CVS CORP                            COM                  126650100            151         5,200
CVS CORP                            COM                  126650100            168         5,780
CVS CORP                            COM                  126650100            195         6,720
CVS CORP                            COM                  126650100            237         8,154
CVS CORP                            COM                  126650100            241         8,320
CVS CORP                            COM                  126650100            257         8,856
CVS CORP                            COM                  126650100            359        12,372
CVS CORP                            COM                  126650100            382        13,174
CVS CORP                            COM                  126650100            413        14,250
CVS CORP                            COM                  126650100            422        14,562
CVS CORP                            COM                  126650100            821        28,300
CVS CORP                            COM                  126650100          1,045        36,033
CVS CORP                            COM                  126650100          2,224        76,680
CVS CORP                            COM                  126650100          2,506        86,400
CVS CORP                            COM                  126650100          3,437       118,490
CVS CORP                            COM                  126650100          3,518       121,280
CVS CORP                            COM                  126650100          3,930       135,483
CVS CORP                            COM                  126650100         15,618       538,349
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109              3           110
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109             15           480
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109             21           700
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109             28           900
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109             32         1,050
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109             35         1,126
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109             40         1,300
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109            323        10,524
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109            644        21,010
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109            767        25,000
CABLEVISION SYS CORP                CL A NY CABLVS       12686C109            828        27,000
CABOT CORP                          COM                  127055101             69         2,100
CABOT CORP                          COM                  127055101            212         6,420
CADBURY SCHWEPPES PLC               ADR                  127209302              9           230
CADBURY SCHWEPPES PLC               ADR                  127209302             45         1,105
CADBURY SCHWEPPES PLC               ADR                  127209302            347         8,527
CADENCE DESIGN SYSTEM INC           COM                  127387108              7           430
CADENCE DESIGN SYSTEM INC           COM                  127387108             26         1,578
CADENCE DESIGN SYSTEM INC           COM                  127387108             65         4,000
CADENCE DESIGN SYSTEM INC           COM                  127387108            170        10,522
CADENCE DESIGN SYSTEM INC           COM                  127387108            447        27,660
CADENCE DESIGN SYSTEM INC           NOTE         8/1     127387AB4              4         4,000
CADENCE DESIGN SYSTEM INC           NOTE         8/1     127387AB4             33        30,000
CALPINE CORP                        COM                  131347106             10         3,750
CALPINE CORP                        COM                  131347106             11         4,220
CALPINE CORP                        COM                  131347106             12         4,530
CALPINE CORP                        COM                  131347106             30        11,690
CALPINE CORP                        COM                  131347106             31        12,100
CALPINE CORP                        COM                  131347106             50        19,285
CALPINE CORP                        COM                  131347106             74        28,562
CAMECO CORP                         COM                  13321L108             37           700
CAMECO CORP                         COM                  13321L108            542        10,130
CAMECO CORP                         COM                  13321L108          8,439       157,740
CAMPBELL SOUP CO                    COM                  134429109             40         1,338
CAMPBELL SOUP CO                    COM                  134429109             49         1,650
CAMPBELL SOUP CO                    COM                  134429109             54         1,801
CAMPBELL SOUP CO                    COM                  134429109             88         2,959
CAMPBELL SOUP CO                    COM                  134429109             99         3,338
CAMPBELL SOUP CO                    COM                  134429109            158         5,324
CAMPBELL SOUP CO                    COM                  134429109            424        14,268
CAMPBELL SOUP CO                    COM                  134429109            503        16,918
CAMPBELL SOUP CO                    COM                  134429109            820        27,550
CAMPBELL SOUP CO                    COM                  134429109          4,168       140,089
CDN IMPERIAL BK OF COMMERCE         COM                  136069101            100         1,600
CDN IMPERIAL BK OF COMMERCE         COM                  136069101            156         2,500
CDN IMPERIAL BK OF COMMERCE         COM                  136069101          3,686        58,993
CANADIAN NATL RY CO                 COM                  136375102             43           600
CANADIAN NATL RY CO                 COM                  136375102            266         3,750
CANADIAN NATL RY CO                 COM                  136375102          5,465        76,985
CANADIAN NAT RES LTD                COM                  136385101            493        10,900
CANADIAN NAT RES LTD                COM                  136385101          4,364        96,573
CANADIAN PAC RY LTD                 COM                  13645T100              4           100
CANADIAN PAC RY LTD                 COM                  13645T100             68         1,587
CANADIAN PAC RY LTD                 COM                  13645T100            200         4,650
CANADIAN PAC RY LTD                 COM                  13645T100          5,975       139,091
CANON INC                           ADR                  138006309             11           209
CANON INC                           ADR                  138006309             27           500
CANON INC                           ADR                  138006309             55         1,021
CANON INC                           ADR                  138006309             92         1,700
CANON INC                           ADR                  138006309            109         2,000
CANON INC                           ADR                  138006309            186         3,436
CANON INC                           ADR                  138006309            360         6,629
CAPITAL ONE FINL CORP               COM                  14040H105              7            90
CAPITAL ONE FINL CORP               COM                  14040H105             16           200
CAPITAL ONE FINL CORP               COM                  14040H105             18           230
CAPITAL ONE FINL CORP               COM                  14040H105             20           250
CAPITAL ONE FINL CORP               COM                  14040H105             36           450
CAPITAL ONE FINL CORP               COM                  14040H105             56           700
CAPITAL ONE FINL CORP               COM                  14040H105             62           775
CAPITAL ONE FINL CORP               COM                  14040H105             75           948
CAPITAL ONE FINL CORP               COM                  14040H105             80         1,000
CAPITAL ONE FINL CORP               COM                  14040H105            103         1,300
CAPITAL ONE FINL CORP               COM                  14040H105            167         2,100
CAPITAL ONE FINL CORP               COM                  14040H105            175         2,200
CAPITAL ONE FINL CORP               COM                  14040H105            196         2,460
CAPITAL ONE FINL CORP               COM                  14040H105            226         2,840
CAPITAL ONE FINL CORP               COM                  14040H105            230         2,898
CAPITAL ONE FINL CORP               COM                  14040H105            374         4,708
CAPITAL ONE FINL CORP               COM                  14040H105            399         5,014
CAPITAL ONE FINL CORP               COM                  14040H105            421         5,294
CAPITAL ONE FINL CORP               COM                  14040H105            465         5,850
CAPITAL ONE FINL CORP               COM                  14040H105            909        11,429
CAPITAL ONE FINL CORP               COM                  14040H105          1,106        13,911
CAPITAL ONE FINL CORP               COM                  14040H105          1,913        24,060
CAPITAL ONE FINL CORP               COM                  14040H105          4,921        61,882
CARDINAL HEALTH INC                 COM                  14149Y108             19           300
CARDINAL HEALTH INC                 COM                  14149Y108             22           340
CARDINAL HEALTH INC                 COM                  14149Y108             25           400
CARDINAL HEALTH INC                 COM                  14149Y108             28           435
CARDINAL HEALTH INC                 COM                  14149Y108             29           450
CARDINAL HEALTH INC                 COM                  14149Y108             48           750
CARDINAL HEALTH INC                 COM                  14149Y108             70         1,111
CARDINAL HEALTH INC                 COM                  14149Y108             76         1,200
CARDINAL HEALTH INC                 COM                  14149Y108             82         1,300
CARDINAL HEALTH INC                 COM                  14149Y108             94         1,485
CARDINAL HEALTH INC                 COM                  14149Y108            108         1,707
CARDINAL HEALTH INC                 COM                  14149Y108            138         2,170
CARDINAL HEALTH INC                 COM                  14149Y108            198         3,122
CARDINAL HEALTH INC                 COM                  14149Y108            229         3,610
CARDINAL HEALTH INC                 COM                  14149Y108            259         4,090
CARDINAL HEALTH INC                 COM                  14149Y108            268         4,230
CARDINAL HEALTH INC                 COM                  14149Y108            278         4,380
CARDINAL HEALTH INC                 COM                  14149Y108            300         4,735
CARDINAL HEALTH INC                 COM                  14149Y108            308         4,859
CARDINAL HEALTH INC                 COM                  14149Y108            335         5,275
CARDINAL HEALTH INC                 COM                  14149Y108            362         5,700
CARDINAL HEALTH INC                 COM                  14149Y108            436         6,876
CARDINAL HEALTH INC                 COM                  14149Y108            506         7,980
CARDINAL HEALTH INC                 COM                  14149Y108            569         8,964
CARDINAL HEALTH INC                 COM                  14149Y108            676        10,660
CARDINAL HEALTH INC                 COM                  14149Y108            695        10,950
CARDINAL HEALTH INC                 COM                  14149Y108            800        12,607
CARDINAL HEALTH INC                 COM                  14149Y108          1,058        16,673
CARDINAL HEALTH INC                 COM                  14149Y108          1,194        18,814
CARDINAL HEALTH INC                 COM                  14149Y108          2,607        41,100
CARDIOTECH INTL INC                 COM                  14160C100             28        12,000
CAREER EDUCATION CORP               COM                  141665109              2            68
CAREER EDUCATION CORP               COM                  141665109            135         3,800
CAREER EDUCATION CORP               COM                  141665109            142         3,989
CAREER EDUCATION CORP               COM                  141665109            345         9,690
CAREER EDUCATION CORP               COM                  141665109          1,657        46,611
CAREMARK RX INC                     COM                  141705103             11           230
CAREMARK RX INC                     COM                  141705103             15           300
CAREMARK RX INC                     COM                  141705103             22           440
CAREMARK RX INC                     COM                  141705103             25           500
CAREMARK RX INC                     COM                  141705103             36           717
CAREMARK RX INC                     COM                  141705103             40           800
CAREMARK RX INC                     COM                  141705103             65         1,295
CAREMARK RX INC                     COM                  141705103             70         1,400
CAREMARK RX INC                     COM                  141705103             72         1,450
CAREMARK RX INC                     COM                  141705103             85         1,700
CAREMARK RX INC                     COM                  141705103             90         1,800
CAREMARK RX INC                     COM                  141705103             94         1,877
CAREMARK RX INC                     COM                  141705103            165         3,300
CAREMARK RX INC                     COM                  141705103            189         3,790
CAREMARK RX INC                     COM                  141705103            210         4,201
CAREMARK RX INC                     COM                  141705103            219         4,380
CAREMARK RX INC                     COM                  141705103            244         4,895
CAREMARK RX INC                     COM                  141705103            245         4,910
CAREMARK RX INC                     COM                  141705103            364         7,283
CAREMARK RX INC                     COM                  141705103            389         7,782
CAREMARK RX INC                     COM                  141705103            550        11,008
CAREMARK RX INC                     COM                  141705103            838        16,787
CAREMARK RX INC                     COM                  141705103            989        19,812
CAREMARK RX INC                     COM                  141705103          1,130        22,630
CAREMARK RX INC                     COM                  141705103          1,394        27,929
CAREMARK RX INC                     COM                  141705103          2,130        42,660
CAREMARK RX INC                     COM                  141705103          3,591        71,921
CARNIVAL CORP                       PAIRED CTF           143658300             15           300
CARNIVAL CORP                       PAIRED CTF           143658300             21           430
CARNIVAL CORP                       PAIRED CTF           143658300             25           500
CARNIVAL CORP                       PAIRED CTF           143658300             30           605
CARNIVAL CORP                       PAIRED CTF           143658300             42           850
CARNIVAL CORP                       PAIRED CTF           143658300             70         1,400
CARNIVAL CORP                       PAIRED CTF           143658300             73         1,469
CARNIVAL CORP                       PAIRED CTF           143658300             75         1,500
CARNIVAL CORP                       PAIRED CTF           143658300             91         1,828
CARNIVAL CORP                       PAIRED CTF           143658300            122         2,450
CARNIVAL CORP                       PAIRED CTF           143658300            158         3,154
CARNIVAL CORP                       PAIRED CTF           143658300            161         3,228
CARNIVAL CORP                       PAIRED CTF           143658300            183         3,660
CARNIVAL CORP                       PAIRED CTF           143658300            208         4,160
CARNIVAL CORP                       PAIRED CTF           143658300            263         5,260
CARNIVAL CORP                       PAIRED CTF           143658300            291         5,830
CARNIVAL CORP                       PAIRED CTF           143658300            314         6,275
CARNIVAL CORP                       PAIRED CTF           143658300            345         6,905
CARNIVAL CORP                       PAIRED CTF           143658300            465         9,305
CARNIVAL CORP                       PAIRED CTF           143658300            553        11,070
CARNIVAL CORP                       PAIRED CTF           143658300          1,085        21,704
CARNIVAL CORP                       PAIRED CTF           143658300          1,262        25,250
CARNIVAL CORP                       PAIRED CTF           143658300          2,025        40,526
CARNIVAL CORP                       PAIRED CTF           143658300          2,266        45,330
CARNIVAL CORP                       PAIRED CTF           143658300          5,504       110,116
CARNIVAL CORP                       DBCV  2.000% 4/1     143658AN2              4         3,000
CARNIVAL CORP                       DBCV  2.000% 4/1     143658AN2             26        20,000
CARNIVAL CORP                       NOTE        10/2     143658AS1             13        16,000
CATERPILLAR INC DEL                 COM                  149123101             19           330
CATERPILLAR INC DEL                 COM                  149123101             24           400
CATERPILLAR INC DEL                 COM                  149123101             35           600
CATERPILLAR INC DEL                 COM                  149123101             37           630
CATERPILLAR INC DEL                 COM                  149123101             41           700
CATERPILLAR INC DEL                 COM                  149123101             59         1,000
CATERPILLAR INC DEL                 COM                  149123101             71         1,200
CATERPILLAR INC DEL                 COM                  149123101            106         1,800
CATERPILLAR INC DEL                 COM                  149123101            115         1,950
CATERPILLAR INC DEL                 COM                  149123101            129         2,190
CATERPILLAR INC DEL                 COM                  149123101            135         2,296
CATERPILLAR INC DEL                 COM                  149123101            161         2,735
CATERPILLAR INC DEL                 COM                  149123101            164         2,794
CATERPILLAR INC DEL                 COM                  149123101            193         3,280
CATERPILLAR INC DEL                 COM                  149123101            233         3,960
CATERPILLAR INC DEL                 COM                  149123101            235         4,000
CATERPILLAR INC DEL                 COM                  149123101            287         4,890
CATERPILLAR INC DEL                 COM                  149123101            316         5,380
CATERPILLAR INC DEL                 COM                  149123101            336         5,720
CATERPILLAR INC DEL                 COM                  149123101            392         6,676
CATERPILLAR INC DEL                 COM                  149123101            412         7,020
CATERPILLAR INC DEL                 COM                  149123101            643        10,940
CATERPILLAR INC DEL                 COM                  149123101            660        11,238
CATERPILLAR INC DEL                 COM                  149123101            768        13,070
CATERPILLAR INC DEL                 COM                  149123101            870        14,808
CATERPILLAR INC DEL                 COM                  149123101            909        15,472
CATERPILLAR INC DEL                 COM                  149123101            928        15,800
CATERPILLAR INC DEL                 COM                  149123101          1,462        24,891
CATERPILLAR INC DEL                 COM                  149123101          1,707        29,060
CATERPILLAR INC DEL                 COM                  149123101          1,765        30,042
CATERPILLAR INC DEL                 COM                  149123101          1,961        33,379
CATERPILLAR INC DEL                 COM                  149123101          2,505        42,641
CATERPILLAR INC DEL                 COM                  149123101          2,789        47,466
CATERPILLAR INC DEL                 COM                  149123101          3,802        64,720
CATHAY GENERAL BANCORP              COM                  149150104            183         5,159
CATHAY GENERAL BANCORP              COM                  149150104            256         7,212
CELESTICA INC                       SUB VTG SHS          15101Q108              1           109
CELESTICA INC                       SUB VTG SHS          15101Q108             17         1,520
CELESTICA INC                       SUB VTG SHS          15101Q108            119        10,490
CELGENE CORP                        COM                  151020104             41           750
CELGENE CORP                        COM                  151020104             43           800
CELGENE CORP                        COM                  151020104             55         1,018
CELGENE CORP                        COM                  151020104             94         1,725
CELGENE CORP                        COM                  151020104            189         3,480
CELGENE CORP                        COM                  151020104            439         8,082
CELGENE CORP                        COM                  151020104            809        14,900
CEMEX S A                           SPON ADR 5 ORD       151290889              1            21
CEMEX S A                           SPON ADR 5 ORD       151290889              2            34
CEMEX S A                           SPON ADR 5 ORD       151290889              2            47
CEMEX S A                           SPON ADR 5 ORD       151290889              6           119
CEMEX S A                           SPON ADR 5 ORD       151290889             24           457
CEMEX S A                           SPON ADR 5 ORD       151290889             26           500
CEMEX S A                           SPON ADR 5 ORD       151290889             52         1,000
CEMEX S A                           SPON ADR 5 ORD       151290889            110         2,100
CEMEX S A                           SPON ADR 5 ORD       151290889            353         6,753
CEMEX S A                           SPON ADR 5 ORD       151290889            847        16,200
CEMEX S A                           SPON ADR 5 ORD       151290889          1,088        20,800
CEMEX S A                           SPON ADR 5 ORD       151290889          1,244        23,794
CEMEX S A                           SPON ADR 5 ORD       151290889          1,812        34,647
CENDANT CORP                        COM                  151313103             14           700
CENDANT CORP                        COM                  151313103             21         1,040
CENDANT CORP                        COM                  151313103             24         1,140
CENDANT CORP                        COM                  151313103             26         1,250
CENDANT CORP                        COM                  151313103             44         2,120
CENDANT CORP                        COM                  151313103             71         3,450
CENDANT CORP                        COM                  151313103             89         4,305
CENDANT CORP                        COM                  151313103            103         5,000
CENDANT CORP                        COM                  151313103            158         7,655
CENDANT CORP                        COM                  151313103            165         8,000
CENDANT CORP                        COM                  151313103            181         8,750
CENDANT CORP                        COM                  151313103            208        10,098
CENDANT CORP                        COM                  151313103            266        12,865
CENDANT CORP                        COM                  151313103            268        13,000
CENDANT CORP                        COM                  151313103            351        17,003
CENDANT CORP                        COM                  151313103            381        18,482
CENDANT CORP                        COM                  151313103            441        21,350
CENDANT CORP                        COM                  151313103            502        24,338
CENDANT CORP                        COM                  151313103            541        26,235
CENDANT CORP                        COM                  151313103            565        27,381
CENDANT CORP                        COM                  151313103            969        46,963
CENDANT CORP                        COM                  151313103          2,056        99,623
CENDANT CORP                        COM                  151313103          2,074       100,500
CENDANT CORP                        COM                  151313103          2,944       142,629
CENTERPOINT PPTYS TR                COM                  151895109            314         7,000
CENTERPOINT ENERGY INC              COM                  15189T107             12           800
CENTERPOINT ENERGY INC              COM                  15189T107             31         2,092
CENTERPOINT ENERGY INC              COM                  15189T107             36         2,430
CENTERPOINT ENERGY INC              COM                  15189T107             45         2,993
CENTERPOINT ENERGY INC              COM                  15189T107             58         3,900
CENTERPOINT ENERGY INC              COM                  15189T107             67         4,500
CENTERPOINT ENERGY INC              COM                  15189T107            156        10,500
CENTERPOINT ENERGY INC              COM                  15189T107            177        11,919
CENTERPOINT ENERGY INC              COM                  15189T107            354        23,781
CENTERPOINT ENERGY INC              COM                  15189T107            476        32,010
CENTEX CORP                         COM                  152312104              2            25
CENTEX CORP                         COM                  152312104             19           300
CENTEX CORP                         COM                  152312104             32           500
CENTEX CORP                         COM                  152312104             46           705
CENTEX CORP                         COM                  152312104             52           800
CENTEX CORP                         COM                  152312104             58           898
CENTEX CORP                         COM                  152312104             70         1,080
CENTEX CORP                         COM                  152312104             78         1,214
CENTEX CORP                         COM                  152312104            124         1,927
CENTEX CORP                         COM                  152312104            139         2,148
CENTEX CORP                         COM                  152312104            142         2,200
CENTEX CORP                         COM                  152312104            218         3,373
CENTEX CORP                         COM                  152312104            228         3,528
CENTEX CORP                         COM                  152312104            390         6,036
CENTEX CORP                         COM                  152312104            575         8,911
CENTEX CORP                         COM                  152312104            816        12,640
CENTRAL FD CDA LTD                  CL A                 153501101            131        23,100
CENTURYTEL INC                      COM                  156700106              6           167
CENTURYTEL INC                      COM                  156700106             36         1,025
CENTURYTEL INC                      COM                  156700106             37         1,070
CENTURYTEL INC                      COM                  156700106             48         1,367
CENTURYTEL INC                      COM                  156700106             49         1,400
CENTURYTEL INC                      COM                  156700106             70         2,000
CENTURYTEL INC                      COM                  156700106            190         5,435
CENTURYTEL INC                      COM                  156700106            511        14,610
CENTURYTEL INC                      COM                  156700106          1,523        43,539
CENTURYTEL INC                      COM                  156700106          4,373       125,000
CEPHALON INC                        COM                  156708109             17           357
CEPHALON INC                        COM                  156708109             19           400
CEPHALON INC                        COM                  156708109             51         1,100
CEPHALON INC                        COM                  156708109            104         2,243
CEPHALON INC                        COM                  156708109            271         5,840
CEPHALON INC                        NOTE         6/1     156708AG4              4         4,000
CEPHALON INC                        NOTE         6/1     156708AG4             13        14,000
CEPHALON INC                        NOTE         6/1     156708AJ8             13        14,000
CERIDIAN CORP NEW                   COM                  156779100             18           865
CERIDIAN CORP NEW                   COM                  156779100             62         3,000
CERIDIAN CORP NEW                   COM                  156779100             64         3,100
CERIDIAN CORP NEW                   COM                  156779100            119         5,735
CERIDIAN CORP NEW                   COM                  156779100            297        14,320
CERTEGY INC                         COM                  156880106             24           600
CERTEGY INC                         COM                  156880106             40         1,000
CERTEGY INC                         COM                  156880106             84         2,100
CERTEGY INC                         COM                  156880106            235         5,870
CHARTERED SEMICONDUCTOR MFG         NOTE  2.500% 4/0     16133RAA4            397       350,000
CHESAPEAKE ENERGY CORP              COM                  165167107              4           106
CHESAPEAKE ENERGY CORP              COM                  165167107             19           500
CHESAPEAKE ENERGY CORP              COM                  165167107             38         1,000
CHESAPEAKE ENERGY CORP              COM                  165167107             61         1,600
CHESAPEAKE ENERGY CORP              COM                  165167107             66         1,730
CHESAPEAKE ENERGY CORP              COM                  165167107            576        15,070
CHESAPEAKE ENERGY CORP              COM                  165167107          1,182        30,900
CHEVRON CORP NEW                    COM                  166764100             35           540
CHEVRON CORP NEW                    COM                  166764100             54           840
CHEVRON CORP NEW                    COM                  166764100             65         1,000
CHEVRON CORP NEW                    COM                  166764100             72         1,120
CHEVRON CORP NEW                    COM                  166764100             74         1,147
CHEVRON CORP NEW                    COM                  166764100            106         1,632
CHEVRON CORP NEW                    COM                  166764100            118         1,817
CHEVRON CORP NEW                    COM                  166764100            148         2,289
CHEVRON CORP NEW                    COM                  166764100            223         3,447
CHEVRON CORP NEW                    COM                  166764100            236         3,651
CHEVRON CORP NEW                    COM                  166764100            252         3,890
CHEVRON CORP NEW                    COM                  166764100            350         5,400
CHEVRON CORP NEW                    COM                  166764100            357         5,514
CHEVRON CORP NEW                    COM                  166764100            377         5,825
CHEVRON CORP NEW                    COM                  166764100            427         6,600
CHEVRON CORP NEW                    COM                  166764100            467         7,218
CHEVRON CORP NEW                    COM                  166764100            478         7,389
CHEVRON CORP NEW                    COM                  166764100            482         7,450
CHEVRON CORP NEW                    COM                  166764100            484         7,480
CHEVRON CORP NEW                    COM                  166764100            735        11,352
CHEVRON CORP NEW                    COM                  166764100            976        15,080
CHEVRON CORP NEW                    COM                  166764100          1,070        16,524
CHEVRON CORP NEW                    COM                  166764100          1,198        18,500
CHEVRON CORP NEW                    COM                  166764100          1,224        18,906
CHEVRON CORP NEW                    COM                  166764100          1,439        22,230
CHEVRON CORP NEW                    COM                  166764100          1,590        24,562
CHEVRON CORP NEW                    COM                  166764100          1,594        24,631
CHEVRON CORP NEW                    COM                  166764100          2,341        36,160
CHEVRON CORP NEW                    COM                  166764100          2,831        43,741
CHEVRON CORP NEW                    COM                  166764100          2,906        44,890
CHEVRON CORP NEW                    COM                  166764100          3,064        47,338
CHEVRON CORP NEW                    COM                  166764100          6,415        99,109
CHEVRON CORP NEW                    COM                  166764100          7,182       110,955
CHEVRON CORP NEW                    COM                  166764100          8,302       128,249
CHEVRON CORP NEW                    COM                  166764100          9,725       150,232
CHEVRON CORP NEW                    COM                  166764100         11,323       174,922
CHEVRON CORP NEW                    COM                  166764100         13,930       215,207
CHEVRON CORP NEW                    COM                  166764100         14,513       224,209
CHICAGO MERCANTILE HLDGS INC        CL A                 167760107              2             6
CHICAGO MERCANTILE HLDGS INC        CL A                 167760107             42           126
CHICAGO MERCANTILE HLDGS INC        CL A                 167760107            169           500
CHICAGO MERCANTILE HLDGS INC        CL A                 167760107            304           900
CHICOS FAS INC                      COM                  168615102             26           716
CHICOS FAS INC                      COM                  168615102             31           850
CHICOS FAS INC                      COM                  168615102             37         1,000
CHICOS FAS INC                      COM                  168615102             37         1,018
CHICOS FAS INC                      COM                  168615102             96         2,600
CHICOS FAS INC                      COM                  168615102            294         7,982
CHICOS FAS INC                      COM                  168615102            589        16,000
CHINA MOBILE HONG KONG LTD          SPONSORED ADR        16941M109              8           320
CHINA MOBILE HONG KONG LTD          SPONSORED ADR        16941M109             22           905
CHINA MOBILE HONG KONG LTD          SPONSORED ADR        16941M109            106         4,300
CHINA MOBILE HONG KONG LTD          SPONSORED ADR        16941M109            200         8,100
CHINA MOBILE HONG KONG LTD          SPONSORED ADR        16941M109            244         9,900
CHINA MOBILE HONG KONG LTD          SPONSORED ADR        16941M109            320        13,000
CHINA PETE & CHEM CORP              SPON ADR H SHS       16941R108              1            14
CHINA PETE & CHEM CORP              SPON ADR H SHS       16941R108              1            27
CHINA PETE & CHEM CORP              SPON ADR H SHS       16941R108              1            32
CHINA PETE & CHEM CORP              SPON ADR H SHS       16941R108              4            87
CHINA PETE & CHEM CORP              SPON ADR H SHS       16941R108             71         1,575
CHINA PETE & CHEM CORP              SPON ADR H SHS       16941R108            206         4,550
CHIRON CORP                         COM                  170040109              3            70
CHIRON CORP                         COM                  170040109             16           370
CHIRON CORP                         COM                  170040109             36           829
CHIRON CORP                         COM                  170040109             43           980
CHIRON CORP                         COM                  170040109             45         1,037
CHIRON CORP                         COM                  170040109             73         1,665
CHIRON CORP                         COM                  170040109             79         1,818
CHIRON CORP                         COM                  170040109            135         3,082
CHIRON CORP                         COM                  170040109            290         6,635
CHIRON CORP                         COM                  170040109            589        13,490
CHOICEPOINT INC                     COM                  170388102             17           400
CHOICEPOINT INC                     COM                  170388102             22           509
CHOICEPOINT INC                     COM                  170388102            102         2,370
CHOICEPOINT INC                     COM                  170388102            146         3,391
CHOICEPOINT INC                     COM                  170388102            379         8,780
CHUBB CORP                          COM                  171232101              4            50
CHUBB CORP                          COM                  171232101             24           270
CHUBB CORP                          COM                  171232101             27           300
CHUBB CORP                          COM                  171232101             36           400
CHUBB CORP                          COM                  171232101             40           450
CHUBB CORP                          COM                  171232101             57           640
CHUBB CORP                          COM                  171232101             81           900
CHUBB CORP                          COM                  171232101             81           900
CHUBB CORP                          COM                  171232101             87           967
CHUBB CORP                          COM                  171232101            121         1,355
CHUBB CORP                          COM                  171232101            130         1,448
CHUBB CORP                          COM                  171232101            144         1,612
CHUBB CORP                          COM                  171232101            170         1,899
CHUBB CORP                          COM                  171232101            197         2,200
CHUBB CORP                          COM                  171232101            268         2,990
CHUBB CORP                          COM                  171232101            291         3,249
CHUBB CORP                          COM                  171232101            313         3,500
CHUBB CORP                          COM                  171232101            419         4,680
CHUBB CORP                          COM                  171232101            800         8,933
CHUBB CORP                          COM                  171232101            985        11,000
CHUBB CORP                          COM                  171232101          1,371        15,308
CHUBB CORP                          COM                  171232101          1,743        19,460
CHUBB CORP                          COM                  171232101          8,196        91,521
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205              0            26
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205              1            51
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205              6           350
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205             39         2,100
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205             49         2,659
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205             67         3,600
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205            109         5,899
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205            289        15,600
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205            469        25,346
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205            690        37,300
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205          1,570        84,800
CHUNGHWA TELECOM CO LTD             SPONSORED ADR        17133Q205          2,047       110,601
CIBER INC                           COM                  17163B102            297        40,000
CIENA CORP                          COM                  171779101             11         4,010
CIENA CORP                          COM                  171779101             11         4,100
CIENA CORP                          COM                  171779101             12         4,500
CIENA CORP                          COM                  171779101             17         6,300
CIENA CORP                          COM                  171779101             18         6,760
CIENA CORP                          COM                  171779101             33        12,400
CIENA CORP                          COM                  171779101             77        29,065
CIMAREX ENERGY CO                   COM                  171798101              5           115
CIMAREX ENERGY CO                   COM                  171798101             38           830
CIMAREX ENERGY CO                   COM                  171798101             68         1,500
CIMAREX ENERGY CO                   COM                  171798101             83         1,837
CIMAREX ENERGY CO                   COM                  171798101          4,385        96,725
CINCINNATI FINL CORP                COM                  172062101             51         1,208
CINCINNATI FINL CORP                COM                  172062101             59         1,397
CINCINNATI FINL CORP                COM                  172062101             69         1,659
CINCINNATI FINL CORP                COM                  172062101             96         2,280
CINCINNATI FINL CORP                COM                  172062101             96         2,301
CINCINNATI FINL CORP                COM                  172062101            120         2,867
CINCINNATI FINL CORP                COM                  172062101            213         5,086
CINCINNATI FINL CORP                COM                  172062101            340         8,111
CINCINNATI FINL CORP                COM                  172062101            647        15,457
CINERGY CORP                        COM                  172474108             36           800
CINERGY CORP                        COM                  172474108             50         1,120
CINERGY CORP                        COM                  172474108             60         1,342
CINERGY CORP                        COM                  172474108             75         1,680
CINERGY CORP                        COM                  172474108             75         1,700
CINERGY CORP                        COM                  172474108             88         1,984
CINERGY CORP                        COM                  172474108             89         2,000
CINERGY CORP                        COM                  172474108            133         3,000
CINERGY CORP                        COM                  172474108            324         7,300
CINERGY CORP                        COM                  172474108            412         9,280
CINERGY CORP                        COM                  172474108            852        19,190
CINERGY CORP                        COM                  172474108         44,410     1,000,000
CIRCUIT CITY STORE INC              COM                  172737108             24         1,400
CIRCUIT CITY STORE INC              COM                  172737108             27         1,570
CIRCUIT CITY STORE INC              COM                  172737108             36         2,110
CIRCUIT CITY STORE INC              COM                  172737108             50         2,900
CIRCUIT CITY STORE INC              COM                  172737108            131         7,629
CIRCUIT CITY STORE INC              COM                  172737108            292        17,000
CIRCUIT CITY STORE INC              COM                  172737108            930        54,171
CISCO SYS INC                       COM                  17275R102              2           134
CISCO SYS INC                       COM                  17275R102             27         1,495
CISCO SYS INC                       COM                  17275R102             30         1,678
CISCO SYS INC                       COM                  17275R102             48         2,700
CISCO SYS INC                       COM                  17275R102             65         3,619
CISCO SYS INC                       COM                  17275R102             81         4,540
CISCO SYS INC                       COM                  17275R102            107         5,950
CISCO SYS INC                       COM                  17275R102            140         7,800
CISCO SYS INC                       COM                  17275R102            158         8,800
CISCO SYS INC                       COM                  17275R102            164         9,150
CISCO SYS INC                       COM                  17275R102            165         9,200
CISCO SYS INC                       COM                  17275R102            185        10,300
CISCO SYS INC                       COM                  17275R102            196        10,950
CISCO SYS INC                       COM                  17275R102            239        13,343
CISCO SYS INC                       COM                  17275R102            271        15,100
CISCO SYS INC                       COM                  17275R102            283        15,810
CISCO SYS INC                       COM                  17275R102            294        16,380
CISCO SYS INC                       COM                  17275R102            303        16,907
CISCO SYS INC                       COM                  17275R102            320        17,850
CISCO SYS INC                       COM                  17275R102            373        20,790
CISCO SYS INC                       COM                  17275R102            379        21,150
CISCO SYS INC                       COM                  17275R102            398        22,208
CISCO SYS INC                       COM                  17275R102            436        24,305
CISCO SYS INC                       COM                  17275R102            467        26,038
CISCO SYS INC                       COM                  17275R102            545        30,410
CISCO SYS INC                       COM                  17275R102            607        33,864
CISCO SYS INC                       COM                  17275R102            763        42,600
CISCO SYS INC                       COM                  17275R102            840        46,891
CISCO SYS INC                       COM                  17275R102            932        52,000
CISCO SYS INC                       COM                  17275R102            953        53,170
CISCO SYS INC                       COM                  17275R102            983        54,868
CISCO SYS INC                       COM                  17275R102          1,123        62,684
CISCO SYS INC                       COM                  17275R102          1,134        63,259
CISCO SYS INC                       COM                  17275R102          1,291        72,018
CISCO SYS INC                       COM                  17275R102          1,795       100,181
CISCO SYS INC                       COM                  17275R102          1,832       102,255
CISCO SYS INC                       COM                  17275R102          1,840       102,669
CISCO SYS INC                       COM                  17275R102          2,392       133,507
CISCO SYS INC                       COM                  17275R102          4,401       245,588
CISCO SYS INC                       COM                  17275R102          4,870       271,784
CISCO SYS INC                       COM                  17275R102          4,998       278,926
CISCO SYS INC                       COM                  17275R102          5,759       321,387
CISCO SYS INC                       COM                  17275R102          6,444       359,607
CISCO SYS INC                       COM                  17275R102          6,613       369,056
CISCO SYS INC                       COM                  17275R102          8,738       487,624
CISCO SYS INC                       COM                  17275R102         10,911       608,860
CISCO SYS INC                       COM                  17275R102         41,178     2,297,877
CINTAS CORP                         COM                  172908105             33           814
CINTAS CORP                         COM                  172908105             44         1,082
CINTAS CORP                         COM                  172908105             48         1,160
CINTAS CORP                         COM                  172908105             53         1,300
CINTAS CORP                         COM                  172908105             57         1,396
CINTAS CORP                         COM                  172908105             87         2,131
CINTAS CORP                         COM                  172908105            100         2,445
CINTAS CORP                         COM                  172908105            140         3,405
CINTAS CORP                         COM                  172908105            209         5,086
CINTAS CORP                         COM                  172908105            511        12,450
CITIGROUP INC                       COM                  172967101              4            95
CITIGROUP INC                       COM                  172967101             23           500
CITIGROUP INC                       COM                  172967101             96         2,100
CITIGROUP INC                       COM                  172967101            132         2,900
CITIGROUP INC                       COM                  172967101            164         3,600
CITIGROUP INC                       COM                  172967101            165         3,632
CITIGROUP INC                       COM                  172967101            225         4,950
CITIGROUP INC                       COM                  172967101            339         7,450
CITIGROUP INC                       COM                  172967101            364         8,007
CITIGROUP INC                       COM                  172967101            403         8,850
CITIGROUP INC                       COM                  172967101            410         9,000
CITIGROUP INC                       COM                  172967101            496        10,900
CITIGROUP INC                       COM                  172967101            669        14,700
CITIGROUP INC                       COM                  172967101            669        14,700
CITIGROUP INC                       COM                  172967101            683        15,000
CITIGROUP INC                       COM                  172967101            717        15,750
CITIGROUP INC                       COM                  172967101          1,015        22,300
CITIGROUP INC                       COM                  172967101          1,291        28,360
CITIGROUP INC                       COM                  172967101          1,333        29,275
CITIGROUP INC                       COM                  172967101          1,575        34,590
CITIGROUP INC                       COM                  172967101          1,622        35,627
CITIGROUP INC                       COM                  172967101          1,725        37,905
CITIGROUP INC                       COM                  172967101          1,839        40,400
CITIGROUP INC                       COM                  172967101          1,955        42,940
CITIGROUP INC                       COM                  172967101          2,306        50,655
CITIGROUP INC                       COM                  172967101          2,490        54,705
CITIGROUP INC                       COM                  172967101          2,927        64,300
CITIGROUP INC                       COM                  172967101          3,206        70,441
CITIGROUP INC                       COM                  172967101          3,613        79,372
CITIGROUP INC                       COM                  172967101          3,769        82,803
CITIGROUP INC                       COM                  172967101          3,800        83,480
CITIGROUP INC                       COM                  172967101          4,722       103,743
CITIGROUP INC                       COM                  172967101          4,846       106,462
CITIGROUP INC                       COM                  172967101          6,828       150,000
CITIGROUP INC                       COM                  172967101          8,252       181,279
CITIGROUP INC                       COM                  172967101          9,753       214,267
CITIGROUP INC                       COM                  172967101         10,396       228,387
CITIGROUP INC                       COM                  172967101         22,663       497,870
CITIGROUP INC                       COM                  172967101         29,761       653,799
CITIGROUP INC                       COM                  172967101         31,898       700,741
CITIZENS COMMUNICATIONS CO          COM                  17453B101             25         1,832
CITIZENS COMMUNICATIONS CO          COM                  17453B101             27         2,000
CITIZENS COMMUNICATIONS CO          COM                  17453B101             32         2,360
CITIZENS COMMUNICATIONS CO          COM                  17453B101             36         2,620
CITIZENS COMMUNICATIONS CO          COM                  17453B101             49         3,601
CITIZENS COMMUNICATIONS CO          COM                  17453B101             68         5,000
CITIZENS COMMUNICATIONS CO          COM                  17453B101            238        17,568
CITIZENS COMMUNICATIONS CO          COM                  17453B101            441        32,520
CITIZENS COMMUNICATIONS CO          COM                  17453B101          2,469       182,230
CITIZENS COMMUNICATIONS CO          COM                  17453B101          2,709       199,950
CITIZENS COMMUNICATIONS CO          COM                  17453B101          4,277       315,625
CITRIX SYS INC                      COM                  177376100             14           570
CITRIX SYS INC                      COM                  177376100             26         1,018
CITRIX SYS INC                      COM                  177376100             28         1,100
CITRIX SYS INC                      COM                  177376100             34         1,340
CITRIX SYS INC                      COM                  177376100             39         1,570
CITRIX SYS INC                      COM                  177376100             63         2,500
CITRIX SYS INC                      COM                  177376100             63         2,500
CITRIX SYS INC                      COM                  177376100             63         2,500
CITRIX SYS INC                      COM                  177376100             65         2,600
CITRIX SYS INC                      COM                  177376100             73         2,900
CITRIX SYS INC                      COM                  177376100             88         3,500
CITRIX SYS INC                      COM                  177376100             99         3,953
CITRIX SYS INC                      COM                  177376100            168         6,682
CITRIX SYS INC                      COM                  177376100            370        14,700
CITY NATL CORP                      COM                  178566105             21           306
CITY NATL CORP                      COM                  178566105            133         1,894
CITY NATL CORP                      COM                  178566105            315         4,490
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102              1            30
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102             13           400
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102             16           500
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102             19           580
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102             21           650
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102             33         1,000
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102             62         1,900
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102             75         2,271
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            103         3,130
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            134         4,073
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            152         4,620
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            171         5,202
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            173         5,259
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            210         6,400
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            210         6,400
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            292         8,883
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            375        11,387
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            377        11,459
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102            791        24,052
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102          1,710        52,000
CLEAR CHANNEL COMMUNICATIONS        COM                  184502102         11,521       350,300
CLOROX CO DEL                       COM                  189054109             11           200
CLOROX CO DEL                       COM                  189054109             25           450
CLOROX CO DEL                       COM                  189054109             26           467
CLOROX CO DEL                       COM                  189054109             52           940
CLOROX CO DEL                       COM                  189054109             56         1,000
CLOROX CO DEL                       COM                  189054109             63         1,132
CLOROX CO DEL                       COM                  189054109             67         1,215
CLOROX CO DEL                       COM                  189054109             86         1,552
CLOROX CO DEL                       COM                  189054109            111         2,000
CLOROX CO DEL                       COM                  189054109            135         2,429
CLOROX CO DEL                       COM                  189054109            140         2,524
CLOROX CO DEL                       COM                  189054109            144         2,600
CLOROX CO DEL                       COM                  189054109            189         3,404
CLOROX CO DEL                       COM                  189054109            193         3,471
CLOROX CO DEL                       COM                  189054109            305         5,500
CLOROX CO DEL                       COM                  189054109            372         6,692
CLOROX CO DEL                       COM                  189054109            418         7,533
CLOROX CO DEL                       COM                  189054109            515         9,264
CLOROX CO DEL                       COM                  189054109            817        14,710
COACH INC                           COM                  189754104              3            95
COACH INC                           COM                  189754104             20           638
COACH INC                           COM                  189754104             21           670
COACH INC                           COM                  189754104             30           950
COACH INC                           COM                  189754104             33         1,050
COACH INC                           COM                  189754104             61         1,949
COACH INC                           COM                  189754104             63         2,000
COACH INC                           COM                  189754104             75         2,400
COACH INC                           COM                  189754104             75         2,400
COACH INC                           COM                  189754104             83         2,640
COACH INC                           COM                  189754104            100         3,180
COACH INC                           COM                  189754104            116         3,700
COACH INC                           COM                  189754104            128         4,087
COACH INC                           COM                  189754104            181         5,760
COACH INC                           COM                  189754104            198         6,300
COACH INC                           COM                  189754104            251         8,000
COACH INC                           COM                  189754104            251         8,000
COACH INC                           COM                  189754104            448        14,298
COACH INC                           COM                  189754104            548        17,459
COACH INC                           COM                  189754104            702        22,400
COACH INC                           COM                  189754104          1,123        35,820
COACH INC                           COM                  189754104          1,158        36,940
COACH INC                           COM                  189754104          1,225        39,062
COACH INC                           COM                  189754104          1,341        42,777
COACH INC                           COM                  189754104          1,473        46,986
COCA COLA CO                        COM                  191216100              9           200
COCA COLA CO                        COM                  191216100             12           280
COCA COLA CO                        COM                  191216100             32           730
COCA COLA CO                        COM                  191216100             43         1,000
COCA COLA CO                        COM                  191216100             48         1,100
COCA COLA CO                        COM                  191216100             52         1,200
COCA COLA CO                        COM                  191216100             73         1,700
COCA COLA CO                        COM                  191216100             95         2,200
COCA COLA CO                        COM                  191216100            126         2,920
COCA COLA CO                        COM                  191216100            143         3,300
COCA COLA CO                        COM                  191216100            151         3,500
COCA COLA CO                        COM                  191216100            155         3,595
COCA COLA CO                        COM                  191216100            249         5,756
COCA COLA CO                        COM                  191216100            258         5,964
COCA COLA CO                        COM                  191216100            260         6,025
COCA COLA CO                        COM                  191216100            289         6,700
COCA COLA CO                        COM                  191216100            339         7,860
COCA COLA CO                        COM                  191216100            352         8,140
COCA COLA CO                        COM                  191216100            658        15,227
COCA COLA CO                        COM                  191216100            659        15,259
COCA COLA CO                        COM                  191216100            687        15,910
COCA COLA CO                        COM                  191216100            752        17,400
COCA COLA CO                        COM                  191216100            876        20,291
COCA COLA CO                        COM                  191216100          1,036        23,977
COCA COLA CO                        COM                  191216100          1,045        24,186
COCA COLA CO                        COM                  191216100          1,365        31,607
COCA COLA CO                        COM                  191216100          1,439        33,318
COCA COLA CO                        COM                  191216100          1,669        38,640
COCA COLA CO                        COM                  191216100          1,894        43,845
COCA COLA CO                        COM                  191216100          2,841        65,774
COCA COLA CO                        COM                  191216100          3,316        76,780
COCA COLA CO                        COM                  191216100          4,214        97,575
COCA COLA CO                        COM                  191216100          4,550       105,352
COCA COLA CO                        COM                  191216100          5,192       120,212
COCA COLA CO                        COM                  191216100          7,407       171,503
COCA COLA CO                        COM                  191216100          8,343       193,159
COCA COLA CO                        COM                  191216100          9,819       227,340
COCA COLA ENTERPRISES INC           COM                  191219104             11           561
COCA COLA ENTERPRISES INC           COM                  191219104             41         2,100
COCA COLA ENTERPRISES INC           COM                  191219104             43         2,200
COCA COLA ENTERPRISES INC           COM                  191219104             49         2,500
COCA COLA ENTERPRISES INC           COM                  191219104             50         2,539
COCA COLA ENTERPRISES INC           COM                  191219104             50         2,560
COCA COLA ENTERPRISES INC           COM                  191219104             63         3,238
COCA COLA ENTERPRISES INC           COM                  191219104            103         5,307
COCA COLA ENTERPRISES INC           COM                  191219104            109         5,593
COCA COLA ENTERPRISES INC           COM                  191219104            230        11,796
COCA COLA ENTERPRISES INC           COM                  191219104            320        16,412
COCA COLA ENTERPRISES INC           COM                  191219104            656        33,640
COEUR D ALENE MINES CORP IDA        COM                  192108108              2           500
COEUR D ALENE MINES CORP IDA        COM                  192108108             42        10,000
COEUR D ALENE MINES CORP IDA        COM                  192108108             90        21,280
COEUR D ALENE MINES CORP IDA        COM                  192108108          1,100       260,000
COGNEX CORP                         COM                  192422103             49         1,613
COGNEX CORP                         COM                  192422103            180         6,000
COGNIZANT TECHNOLOGY SOLUTIO        CL A                 192446102             30           650
COGNIZANT TECHNOLOGY SOLUTIO        CL A                 192446102             38           814
COGNIZANT TECHNOLOGY SOLUTIO        CL A                 192446102            116         2,500
COGNIZANT TECHNOLOGY SOLUTIO        CL A                 192446102            298         6,386
COGNIZANT TECHNOLOGY SOLUTIO        CL A                 192446102            357         7,664
COGNIZANT TECHNOLOGY SOLUTIO        CL A                 192446102            536        11,500
COGNIZANT TECHNOLOGY SOLUTIO        CL A                 192446102          5,139       110,310
COGNOS INC                          COM                  19244C109             86         2,200
COGNOS INC                          COM                  19244C109            138         3,532
COLGATE PALMOLIVE CO                COM                  194162103             11           210
COLGATE PALMOLIVE CO                COM                  194162103             21           400
COLGATE PALMOLIVE CO                COM                  194162103             28           530
COLGATE PALMOLIVE CO                COM                  194162103             29           550
COLGATE PALMOLIVE CO                COM                  194162103             53         1,000
COLGATE PALMOLIVE CO                COM                  194162103             67         1,265
COLGATE PALMOLIVE CO                COM                  194162103             72         1,372
COLGATE PALMOLIVE CO                COM                  194162103             84         1,590
COLGATE PALMOLIVE CO                COM                  194162103             90         1,700
COLGATE PALMOLIVE CO                COM                  194162103             99         1,882
COLGATE PALMOLIVE CO                COM                  194162103            114         2,165
COLGATE PALMOLIVE CO                COM                  194162103            121         2,300
COLGATE PALMOLIVE CO                COM                  194162103            158         3,000
COLGATE PALMOLIVE CO                COM                  194162103            201         3,807
COLGATE PALMOLIVE CO                COM                  194162103            206         3,900
COLGATE PALMOLIVE CO                COM                  194162103            232         4,400
COLGATE PALMOLIVE CO                COM                  194162103            273         5,177
COLGATE PALMOLIVE CO                COM                  194162103            291         5,517
COLGATE PALMOLIVE CO                COM                  194162103            338         6,400
COLGATE PALMOLIVE CO                COM                  194162103            354         6,709
COLGATE PALMOLIVE CO                COM                  194162103            443         8,385
COLGATE PALMOLIVE CO                COM                  194162103            458         8,667
COLGATE PALMOLIVE CO                COM                  194162103            491         9,305
COLGATE PALMOLIVE CO                COM                  194162103            574        10,870
COLGATE PALMOLIVE CO                COM                  194162103            591        11,200
COLGATE PALMOLIVE CO                COM                  194162103            618        11,710
COLGATE PALMOLIVE CO                COM                  194162103          1,227        23,252
COLGATE PALMOLIVE CO                COM                  194162103          2,040        38,651
COLGATE PALMOLIVE CO                COM                  194162103          2,661        50,410
COLGATE PALMOLIVE CO                COM                  194162103          9,459       179,183
COLONIAL BANCGROUP INC              COM                  195493309             18           814
COLONIAL BANCGROUP INC              COM                  195493309             81         3,600
COLONIAL BANCGROUP INC              COM                  195493309            174         7,786
COLONIAL BANCGROUP INC              COM                  195493309            327        14,600
COMCAST CORP NEW                    CL A                 20030N101             26           900
COMCAST CORP NEW                    CL A                 20030N101             26           900
COMCAST CORP NEW                    CL A                 20030N101             26           900
COMCAST CORP NEW                    CL A                 20030N101             40         1,350
COMCAST CORP NEW                    CL A                 20030N101             43         1,480
COMCAST CORP NEW                    CL A                 20030N101             51         1,732
COMCAST CORP NEW                    CL A                 20030N101             62         2,123
COMCAST CORP NEW                    CL A                 20030N101             87         2,950
COMCAST CORP NEW                    CL A                 20030N101            101         3,450
COMCAST CORP NEW                    CL A                 20030N101            124         4,211
COMCAST CORP NEW                    CL A                 20030N101            126         4,300
COMCAST CORP NEW                    CL A                 20030N101            172         5,850
COMCAST CORP NEW                    CL A                 20030N101            191         6,510
COMCAST CORP NEW                    CL A                 20030N101            219         7,470
COMCAST CORP NEW                    CL A                 20030N101            263         8,952
COMCAST CORP NEW                    CL A                 20030N101            373        12,687
COMCAST CORP NEW                    CL A                 20030N101            385        13,107
COMCAST CORP NEW                    CL A                 20030N101            420        14,310
COMCAST CORP NEW                    CL A                 20030N101            433        14,736
COMCAST CORP NEW                    CL A                 20030N101            474        16,142
COMCAST CORP NEW                    CL A                 20030N101            543        18,486
COMCAST CORP NEW                    CL A                 20030N101            630        21,431
COMCAST CORP NEW                    CL A                 20030N101            685        23,302
COMCAST CORP NEW                    CL A                 20030N101            708        24,110
COMCAST CORP NEW                    CL A                 20030N101          1,031        35,100
COMCAST CORP NEW                    CL A                 20030N101          1,351        45,999
COMCAST CORP NEW                    CL A                 20030N101          1,733        58,979
COMCAST CORP NEW                    CL A                 20030N101          3,794       129,130
COMCAST CORP NEW                    CL A                 20030N101          4,086       139,076
COMCAST CORP NEW                    CL A                 20030N101         48,784     1,660,435
COMCAST CORP NEW                    CL A SPL             20030N200              2            85
COMCAST CORP NEW                    CL A SPL             20030N200             12           420
COMCAST CORP NEW                    CL A SPL             20030N200             17           600
COMCAST CORP NEW                    CL A SPL             20030N200             20           700
COMCAST CORP NEW                    CL A SPL             20030N200             26           900
COMCAST CORP NEW                    CL A SPL             20030N200             43         1,500
COMCAST CORP NEW                    CL A SPL             20030N200             60         2,070
COMCAST CORP NEW                    CL A SPL             20030N200             65         2,250
COMCAST CORP NEW                    CL A SPL             20030N200             72         2,505
COMCAST CORP NEW                    CL A SPL             20030N200             74         2,565
COMCAST CORP NEW                    CL A SPL             20030N200            345        12,000
COMCAST CORP NEW                    CL A SPL             20030N200            430        14,931
COMCAST CORP NEW                    CL A SPL             20030N200            583        20,268
COMCAST CORP NEW                    CL A SPL             20030N200          1,071        37,230
COMCAST CORP NEW                    CL A SPL             20030N200          1,520        52,800
COMCAST CORP NEW                    CL A SPL             20030N200          2,334        81,090
COMERICA INC                        COM                  200340107              2            30
COMERICA INC                        COM                  200340107             16           280
COMERICA INC                        COM                  200340107             59         1,000
COMERICA INC                        COM                  200340107             67         1,138
COMERICA INC                        COM                  200340107             78         1,329
COMERICA INC                        COM                  200340107             86         1,454
COMERICA INC                        COM                  200340107             96         1,622
COMERICA INC                        COM                  200340107            164         2,789
COMERICA INC                        COM                  200340107            173         2,942
COMERICA INC                        COM                  200340107            251         4,261
COMERICA INC                        COM                  200340107            473         8,031
COMERICA INC                        COM                  200340107            925        15,710
COMERICA INC                        COM                  200340107          1,684        28,588
COMERICA INC                        COM                  200340107          2,191        37,200
COMMERCE BANCORP INC NJ             COM                  200519106             28           916
COMMERCE BANCORP INC NJ             COM                  200519106             30           966
COMMERCE BANCORP INC NJ             COM                  200519106             68         2,200
COMMERCE BANCORP INC NJ             COM                  200519106            169         5,500
COMMERCE BANCORP INC NJ             COM                  200519106            224         7,284
COMMERCE BANCORP INC NJ             COM                  200519106            454        14,780
COMMERCE BANCSHARES INC             COM                  200525103             21           407
COMMERCE BANCSHARES INC             COM                  200525103             36           700
COMMERCE BANCSHARES INC             COM                  200525103             36           700
COMMERCE BANCSHARES INC             COM                  200525103             49           950
COMMERCE BANCSHARES INC             COM                  200525103            139         2,693
COMMERCE BANCSHARES INC             COM                  200525103            360         7,002
COMMUNITY HEALTH SYS INC NEW        COM                  203668108            113         2,900
COMMUNITY HEALTH SYS INC NEW        COM                  203668108            343         8,850
COMPANHIA ENERGETICA DE MINA        SP ADR N-V PFD       204409601            388        10,200
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD         204412100              4           100
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD         204412100             15           390
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD         204412100            128         3,290
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD         204412100            802        20,600
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD         204412100          1,281        32,920
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD         204412100          1,339        34,420
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD         204412100          1,510        38,800
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR        204412209             88         2,013
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR        204412209            126         2,873
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR        204412209            175         4,000
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR        204412209            298         6,800
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR        204412209            778        17,730
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR        204412209            845        19,260
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR        204412209         23,598       538,036
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD         20441W203              1            20
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD         20441W203              1            37
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD         20441W203              2            44
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD         20441W203              4           118
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD         20441W203             30           800
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD         20441W203            372        10,000
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD         20441W203          1,952        52,500
COMPASS BANCSHARES INC              COM                  20449H109             35           764
COMPASS BANCSHARES INC              COM                  20449H109             40           880
COMPASS BANCSHARES INC              COM                  20449H109             46         1,000
COMPASS BANCSHARES INC              COM                  20449H109             60         1,300
COMPASS BANCSHARES INC              COM                  20449H109             78         1,700
COMPASS BANCSHARES INC              COM                  20449H109             84         1,830
COMPASS BANCSHARES INC              COM                  20449H109             84         1,831
COMPASS BANCSHARES INC              COM                  20449H109             92         2,000
COMPASS BANCSHARES INC              COM                  20449H109            222         4,836
COMPASS BANCSHARES INC              COM                  20449H109            510        11,120
COMPUTER ASSOC INTL INC             COM                  204912109              7           255
COMPUTER ASSOC INTL INC             COM                  204912109              7           260
COMPUTER ASSOC INTL INC             COM                  204912109             13           460
COMPUTER ASSOC INTL INC             COM                  204912109             19           700
COMPUTER ASSOC INTL INC             COM                  204912109             26           950
COMPUTER ASSOC INTL INC             COM                  204912109             44         1,600
COMPUTER ASSOC INTL INC             COM                  204912109             50         1,800
COMPUTER ASSOC INTL INC             COM                  204912109             64         2,296
COMPUTER ASSOC INTL INC             COM                  204912109             64         2,297
COMPUTER ASSOC INTL INC             COM                  204912109             89         3,200
COMPUTER ASSOC INTL INC             COM                  204912109             94         3,370
COMPUTER ASSOC INTL INC             COM                  204912109            109         3,930
COMPUTER ASSOC INTL INC             COM                  204912109            125         4,486
COMPUTER ASSOC INTL INC             COM                  204912109            125         4,500
COMPUTER ASSOC INTL INC             COM                  204912109            140         5,022
COMPUTER ASSOC INTL INC             COM                  204912109            210         7,549
COMPUTER ASSOC INTL INC             COM                  204912109            264         9,507
COMPUTER ASSOC INTL INC             COM                  204912109            559        20,103
COMPUTER ASSOC INTL INC             COM                  204912109            648        23,302
COMPUTER ASSOC INTL INC             COM                  204912109          1,194        42,930
COMPUTER ASSOC INTL INC             COM                  204912109          1,660        59,702
COMPUTER SCIENCES CORP              COM                  205363104              4            90
COMPUTER SCIENCES CORP              COM                  205363104              5            98
COMPUTER SCIENCES CORP              COM                  205363104             19           400
COMPUTER SCIENCES CORP              COM                  205363104             24           500
COMPUTER SCIENCES CORP              COM                  205363104             43           900
COMPUTER SCIENCES CORP              COM                  205363104             47         1,000
COMPUTER SCIENCES CORP              COM                  205363104             70         1,480
COMPUTER SCIENCES CORP              COM                  205363104             75         1,590
COMPUTER SCIENCES CORP              COM                  205363104             76         1,600
COMPUTER SCIENCES CORP              COM                  205363104             80         1,688
COMPUTER SCIENCES CORP              COM                  205363104             80         1,700
COMPUTER SCIENCES CORP              COM                  205363104             80         1,700
COMPUTER SCIENCES CORP              COM                  205363104             85         1,800
COMPUTER SCIENCES CORP              COM                  205363104             95         2,000
COMPUTER SCIENCES CORP              COM                  205363104            130         2,741
COMPUTER SCIENCES CORP              COM                  205363104            138         2,912
COMPUTER SCIENCES CORP              COM                  205363104            159         3,359
COMPUTER SCIENCES CORP              COM                  205363104            408         8,629
COMPUTER SCIENCES CORP              COM                  205363104            809        17,110
COMPUTER SCIENCES CORP              COM                  205363104          1,919        40,571
COMPUTER SCIENCES CORP              COM                  205363104          3,560        75,249
COMPUWARE CORP                      COM                  205638109             21         2,239
COMPUWARE CORP                      COM                  205638109             26         2,730
COMPUWARE CORP                      COM                  205638109             29         3,060
COMPUWARE CORP                      COM                  205638109             37         3,860
COMPUWARE CORP                      COM                  205638109             54         5,700
COMPUWARE CORP                      COM                  205638109             74         7,744
COMPUWARE CORP                      COM                  205638109            142        14,961
COMPUWARE CORP                      COM                  205638109            301        31,720
COMVERSE TECHNOLOGY INC             COM PAR $0.10        205862402              2            80
COMVERSE TECHNOLOGY INC             COM PAR $0.10        205862402             17           652
COMVERSE TECHNOLOGY INC             COM PAR $0.10        205862402             36         1,380
COMVERSE TECHNOLOGY INC             COM PAR $0.10        205862402             41         1,550
COMVERSE TECHNOLOGY INC             COM PAR $0.10        205862402             54         2,050
COMVERSE TECHNOLOGY INC             COM PAR $0.10        205862402             76         2,900
COMVERSE TECHNOLOGY INC             COM PAR $0.10        205862402            248         9,429
COMVERSE TECHNOLOGY INC             COM PAR $0.10        205862402            499        19,010
COMVERSE TECHNOLOGY INC             COM PAR $0.10        205862402          1,206        45,895
COMVERSE TECHNOLOGY INC             DEBT         5/1     205862AL9              6         4,000
COMVERSE TECHNOLOGY INC             DEBT         5/1     205862AL9             57        38,000
CONAGRA FOODS INC                   COM                  205887102              5           220
CONAGRA FOODS INC                   COM                  205887102             13           535
CONAGRA FOODS INC                   COM                  205887102             18           710
CONAGRA FOODS INC                   COM                  205887102             25         1,000
CONAGRA FOODS INC                   COM                  205887102             32         1,300
CONAGRA FOODS INC                   COM                  205887102             45         1,800
CONAGRA FOODS INC                   COM                  205887102             54         2,200
CONAGRA FOODS INC                   COM                  205887102             66         2,655
CONAGRA FOODS INC                   COM                  205887102             77         3,103
CONAGRA FOODS INC                   COM                  205887102             90         3,624
CONAGRA FOODS INC                   COM                  205887102             98         3,946
CONAGRA FOODS INC                   COM                  205887102            106         4,280
CONAGRA FOODS INC                   COM                  205887102            131         5,299
CONAGRA FOODS INC                   COM                  205887102            160         6,458
CONAGRA FOODS INC                   COM                  205887102            201         8,128
CONAGRA FOODS INC                   COM                  205887102            311        12,547
CONAGRA FOODS INC                   COM                  205887102            627        25,345
CONAGRA FOODS INC                   COM                  205887102          1,270        51,300
CONCORD CAMERA CORP                 COM                  206156101            697       509,054
CONEXANT SYSTEMS INC                COM                  207142100              1           500
CONEXANT SYSTEMS INC                COM                  207142100              1           692
CONEXANT SYSTEMS INC                COM                  207142100              4         2,100
CONEXANT SYSTEMS INC                COM                  207142100              5         2,688
CONEXANT SYSTEMS INC                COM                  207142100             21        11,888
CONOCOPHILLIPS                      COM                  20825C104              8           110
CONOCOPHILLIPS                      COM                  20825C104             14           200
CONOCOPHILLIPS                      COM                  20825C104             56           800
CONOCOPHILLIPS                      COM                  20825C104             63           900
CONOCOPHILLIPS                      COM                  20825C104             66           942
CONOCOPHILLIPS                      COM                  20825C104             70         1,000
CONOCOPHILLIPS                      COM                  20825C104             70         1,000
CONOCOPHILLIPS                      COM                  20825C104             84         1,200
CONOCOPHILLIPS                      COM                  20825C104             91         1,300
CONOCOPHILLIPS                      COM                  20825C104            147         2,100
CONOCOPHILLIPS                      COM                  20825C104            213         3,045
CONOCOPHILLIPS                      COM                  20825C104            231         3,300
CONOCOPHILLIPS                      COM                  20825C104            273         3,900
CONOCOPHILLIPS                      COM                  20825C104            284         4,060
CONOCOPHILLIPS                      COM                  20825C104            303         4,330
CONOCOPHILLIPS                      COM                  20825C104            308         4,400
CONOCOPHILLIPS                      COM                  20825C104            403         5,760
CONOCOPHILLIPS                      COM                  20825C104            459         6,560
CONOCOPHILLIPS                      COM                  20825C104            512         7,320
CONOCOPHILLIPS                      COM                  20825C104            517         7,400
CONOCOPHILLIPS                      COM                  20825C104            601         8,600
CONOCOPHILLIPS                      COM                  20825C104            633         9,054
CONOCOPHILLIPS                      COM                  20825C104            667         9,540
CONOCOPHILLIPS                      COM                  20825C104            715        10,226
CONOCOPHILLIPS                      COM                  20825C104            741        10,606
CONOCOPHILLIPS                      COM                  20825C104            818        11,696
CONOCOPHILLIPS                      COM                  20825C104            961        13,746
CONOCOPHILLIPS                      COM                  20825C104            972        13,900
CONOCOPHILLIPS                      COM                  20825C104          1,566        22,394
CONOCOPHILLIPS                      COM                  20825C104          1,699        24,300
CONOCOPHILLIPS                      COM                  20825C104          2,057        29,424
CONOCOPHILLIPS                      COM                  20825C104          2,190        31,329
CONOCOPHILLIPS                      COM                  20825C104          4,260        60,929
CONOCOPHILLIPS                      COM                  20825C104          6,124        87,594
CONOCOPHILLIPS                      COM                  20825C104          9,216       131,820
CONSOL ENERGY INC                   COM                  20854P109              4            59
CONSOL ENERGY INC                   COM                  20854P109             39           509
CONSOL ENERGY INC                   COM                  20854P109            175         2,300
CONSOL ENERGY INC                   COM                  20854P109            305         4,000
CONSOL ENERGY INC                   COM                  20854P109            323         4,241
CONSOL ENERGY INC                   COM                  20854P109            603         7,900
CONSOLIDATED EDISON INC             COM                  209115104             19           400
CONSOLIDATED EDISON INC             COM                  209115104             63         1,300
CONSOLIDATED EDISON INC             COM                  209115104             84         1,721
CONSOLIDATED EDISON INC             COM                  209115104            102         2,110
CONSOLIDATED EDISON INC             COM                  209115104            117         2,415
CONSOLIDATED EDISON INC             COM                  209115104            169         3,474
CONSOLIDATED EDISON INC             COM                  209115104            184         3,800
CONSOLIDATED EDISON INC             COM                  209115104            186         3,828
CONSOLIDATED EDISON INC             COM                  209115104            323         6,644
CONSOLIDATED EDISON INC             COM                  209115104            540        11,124
CONSOLIDATED EDISON INC             COM                  209115104            628        12,937
CONSOLIDATED EDISON INC             COM                  209115104          1,170        24,100
CONSOLIDATED EDISON INC             COM                  209115104          1,456        29,995
CONSOLIDATED EDISON INC             COM                  209115104          1,891        38,956
CONSTELLATION BRANDS INC            CL A                 21036P108             21           800
CONSTELLATION BRANDS INC            CL A                 21036P108             29         1,120
CONSTELLATION BRANDS INC            CL A                 21036P108             42         1,600
CONSTELLATION BRANDS INC            CL A                 21036P108             43         1,650
CONSTELLATION BRANDS INC            CL A                 21036P108             52         2,000
CONSTELLATION BRANDS INC            CL A                 21036P108             62         2,400
CONSTELLATION BRANDS INC            CL A                 21036P108             75         2,900
CONSTELLATION BRANDS INC            CL A                 21036P108             85         3,250
CONSTELLATION BRANDS INC            CL A                 21036P108            153         5,900
CONSTELLATION BRANDS INC            CL A                 21036P108            248         9,530
CONSTELLATION BRANDS INC            CL A                 21036P108            432        16,600
CONSTELLATION BRANDS INC            CL A                 21036P108            791        30,423
CONSTELLATION BRANDS INC            CL A                 21036P108          8,663       333,185
CONSTELLATION ENERGY GROUP I        COM                  210371100             25           400
CONSTELLATION ENERGY GROUP I        COM                  210371100             55           900
CONSTELLATION ENERGY GROUP I        COM                  210371100             68         1,100
CONSTELLATION ENERGY GROUP I        COM                  210371100             81         1,311
CONSTELLATION ENERGY GROUP I        COM                  210371100             95         1,540
CONSTELLATION ENERGY GROUP I        COM                  210371100            109         1,771
CONSTELLATION ENERGY GROUP I        COM                  210371100            129         2,100
CONSTELLATION ENERGY GROUP I        COM                  210371100            182         2,950
CONSTELLATION ENERGY GROUP I        COM                  210371100            187         3,032
CONSTELLATION ENERGY GROUP I        COM                  210371100            228         3,700
CONSTELLATION ENERGY GROUP I        COM                  210371100            507         8,231
CONSTELLATION ENERGY GROUP I        COM                  210371100            621        10,089
CONSTELLATION ENERGY GROUP I        COM                  210371100          1,035        16,810
CONVERGYS CORP                      COM                  212485106             11           800
CONVERGYS CORP                      COM                  212485106             12           825
CONVERGYS CORP                      COM                  212485106             14         1,000
CONVERGYS CORP                      COM                  212485106             16         1,130
CONVERGYS CORP                      COM                  212485106             20         1,400
CONVERGYS CORP                      COM                  212485106             21         1,450
CONVERGYS CORP                      COM                  212485106             30         2,100
CONVERGYS CORP                      COM                  212485106             32         2,200
CONVERGYS CORP                      COM                  212485106             50         3,500
CONVERGYS CORP                      COM                  212485106             83         5,800
CONVERGYS CORP                      COM                  212485106            172        11,943
CONVERGYS CORP                      COM                  212485106            214        14,880
CONVERGYS CORP                      COM                  212485106            260        18,100
COOPER CAMERON CORP                 COM                  216640102              6            76
COOPER CAMERON CORP                 COM                  216640102             15           200
COOPER CAMERON CORP                 COM                  216640102            136         1,839
COOPER CAMERON CORP                 COM                  216640102            155         2,094
COOPER CAMERON CORP                 COM                  216640102            200         2,702
COOPER CAMERON CORP                 COM                  216640102            455         6,150
COOPER TIRE & RUBR CO               COM                  216831107              7           430
COOPER TIRE & RUBR CO               COM                  216831107              8           520
COOPER TIRE & RUBR CO               COM                  216831107              9           590
COOPER TIRE & RUBR CO               COM                  216831107             17         1,100
COOPER TIRE & RUBR CO               COM                  216831107            174        11,426
COPART INC                          COM                  217204106            239        10,000
CORINTHIAN COLLEGES INC             COM                  218868107             25         1,917
CORINTHIAN COLLEGES INC             COM                  218868107            161        12,150
CORNING INC                         COM                  219350105             10           510
CORNING INC                         COM                  219350105             15           800
CORNING INC                         COM                  219350105             24         1,230
CORNING INC                         COM                  219350105             27         1,400
CORNING INC                         COM                  219350105             41         2,100
CORNING INC                         COM                  219350105             43         2,209
CORNING INC                         COM                  219350105             44         2,300
CORNING INC                         COM                  219350105             58         3,000
CORNING INC                         COM                  219350105             76         3,950
CORNING INC                         COM                  219350105             95         4,910
CORNING INC                         COM                  219350105             97         5,039
CORNING INC                         COM                  219350105            106         5,500
CORNING INC                         COM                  219350105            120         6,193
CORNING INC                         COM                  219350105            193        10,000
CORNING INC                         COM                  219350105            206        10,682
CORNING INC                         COM                  219350105            214        11,050
CORNING INC                         COM                  219350105            235        12,180
CORNING INC                         COM                  219350105            238        12,300
CORNING INC                         COM                  219350105            278        14,399
CORNING INC                         COM                  219350105            290        15,000
CORNING INC                         COM                  219350105            306        15,813
CORNING INC                         COM                  219350105            314        16,224
CORNING INC                         COM                  219350105            399        20,627
CORNING INC                         COM                  219350105            460        23,780
CORNING INC                         COM                  219350105            612        31,639
CORNING INC                         COM                  219350105            733        37,924
CORNING INC                         COM                  219350105            874        45,200
CORNING INC                         COM                  219350105          1,130        58,460
CORNING INC                         COM                  219350105          1,196        61,878
CORNING INC                         COM                  219350105          1,203        62,223
CORNING INC                         COM                  219350105          1,431        74,029
CORNING INC                         COM                  219350105          1,554        80,389
CORNING INC                         COM                  219350105          1,976       102,206
CORNING INC                         COM                  219350105          2,695       139,410
CORUS ENTERTAINMENT INC             COM CL B NON VTG     220874101          1,048        35,760
COSTCO WHSL CORP NEW                COM                  22160K105             13           300
COSTCO WHSL CORP NEW                COM                  22160K105             20           470
COSTCO WHSL CORP NEW                COM                  22160K105             22           500
COSTCO WHSL CORP NEW                COM                  22160K105             30           690
COSTCO WHSL CORP NEW                COM                  22160K105             37           850
COSTCO WHSL CORP NEW                COM                  22160K105             62         1,450
COSTCO WHSL CORP NEW                COM                  22160K105             89         2,069
COSTCO WHSL CORP NEW                COM                  22160K105            129         3,000
COSTCO WHSL CORP NEW                COM                  22160K105            129         3,000
COSTCO WHSL CORP NEW                COM                  22160K105            146         3,380
COSTCO WHSL CORP NEW                COM                  22160K105            172         4,000
COSTCO WHSL CORP NEW                COM                  22160K105            198         4,602
COSTCO WHSL CORP NEW                COM                  22160K105            230         5,340
COSTCO WHSL CORP NEW                COM                  22160K105            237         5,500
COSTCO WHSL CORP NEW                COM                  22160K105            251         5,835
COSTCO WHSL CORP NEW                COM                  22160K105            286         6,630
COSTCO WHSL CORP NEW                COM                  22160K105            301         6,978
COSTCO WHSL CORP NEW                COM                  22160K105            336         7,809
COSTCO WHSL CORP NEW                COM                  22160K105            437        10,141
COSTCO WHSL CORP NEW                COM                  22160K105            475        11,031
COSTCO WHSL CORP NEW                COM                  22160K105            919        21,323
COSTCO WHSL CORP NEW                COM                  22160K105          1,958        45,430
COUNTRYWIDE FINANCIAL CORP          COM                  222372104              2            55
COUNTRYWIDE FINANCIAL CORP          COM                  222372104              6           174
COUNTRYWIDE FINANCIAL CORP          COM                  222372104              9           278
COUNTRYWIDE FINANCIAL CORP          COM                  222372104             13           400
COUNTRYWIDE FINANCIAL CORP          COM                  222372104             19           590
COUNTRYWIDE FINANCIAL CORP          COM                  222372104             21           650
COUNTRYWIDE FINANCIAL CORP          COM                  222372104             36         1,100
COUNTRYWIDE FINANCIAL CORP          COM                  222372104             47         1,436
COUNTRYWIDE FINANCIAL CORP          COM                  222372104             59         1,800
COUNTRYWIDE FINANCIAL CORP          COM                  222372104             76         2,290
COUNTRYWIDE FINANCIAL CORP          COM                  222372104             79         2,400
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            112         3,400
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            139         4,218
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            162         4,900
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            165         5,010
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            196         5,928
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            214         6,500
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            320         9,692
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            368        11,150
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            437        13,256
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            746        22,610
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            838        25,410
COUNTRYWIDE FINANCIAL CORP          COM                  222372104            861        26,103
COUNTRYWIDE FINANCIAL CORP          COM                  222372104          1,414        42,870
COUNTRYWIDE FINANCIAL CORP          COM                  222372104          1,809        54,858
COUNTRYWIDE FINANCIAL CORP          COM                  222372104          1,873        56,788
COUNTRYWIDE FINANCIAL CORP          COM                  222372104          2,660        80,670
COUNTRYWIDE FINANCIAL CORP          COM                  222372104          4,873       147,750
COVANCE INC                         COM                  222816100              3            55
COVANCE INC                         COM                  222816100            288         6,001
COVANCE INC                         COM                  222816100          2,400        50,000
COVANCE INC                         COM                  222816100          3,656        76,174
COVENTRY HEALTH CARE INC            COM                  222862104             47           550
COVENTRY HEALTH CARE INC            COM                  222862104             52           600
COVENTRY HEALTH CARE INC            COM                  222862104             53           611
COVENTRY HEALTH CARE INC            COM                  222862104             65           750
COVENTRY HEALTH CARE INC            COM                  222862104             73           850
COVENTRY HEALTH CARE INC            COM                  222862104             90         1,050
COVENTRY HEALTH CARE INC            COM                  222862104            138         1,600
COVENTRY HEALTH CARE INC            COM                  222862104            164         1,910
COVENTRY HEALTH CARE INC            COM                  222862104            335         3,900
COVENTRY HEALTH CARE INC            COM                  222862104            400         4,650
COVENTRY HEALTH CARE INC            COM                  222862104            412         4,789
COVENTRY HEALTH CARE INC            COM                  222862104          1,314        15,274
CP SHIPS LTD                        COM                  22409V102             17           793
CP SHIPS LTD                        COM                  22409V102            502        23,515
CRANE CO                            COM                  224399105            151         5,083
CRANE CO                            COM                  224399105            208         7,000
CREDIT SUISSE GROUP                 SPONSORED ADR        225401108             11           240
CREDIT SUISSE GROUP                 SPONSORED ADR        225401108             36           810
CREDIT SUISSE GROUP                 SPONSORED ADR        225401108            243         5,470
CREDIT SUISSE GROUP                 SPONSORED ADR        225401108            292         6,568
CROWN CASTLE INTL CORP              COM                  228227104              5           210
CROWN CASTLE INTL CORP              COM                  228227104             33         1,323
CROWN CASTLE INTL CORP              COM                  228227104            216         8,777
CROWN CASTLE INTL CORP              COM                  228227104            478        19,400
CRYSTALLEX INTL CORP                COM                  22942F101              8         5,000
CRYSTALLEX INTL CORP                COM                  22942F101             16        10,000
CUMMINS INC                         COM                  231021106              7            78
CUMMINS INC                         COM                  231021106              9           100
CUMMINS INC                         COM                  231021106             22           255
CUMMINS INC                         COM                  231021106             26           300
CUMMINS INC                         COM                  231021106             31           350
CUMMINS INC                         COM                  231021106             35           400
CUMMINS INC                         COM                  231021106             42           480
CUMMINS INC                         COM                  231021106             43           490
CUMMINS INC                         COM                  231021106             62           700
CUMMINS INC                         COM                  231021106             70           800
CUMMINS INC                         COM                  231021106            198         2,245
CUMMINS INC                         COM                  231021106            334         3,800
CURIS INC                           COM                  231269101            119        26,000
CYBERONICS INC                      COM                  23251P102            254         8,500
DNP SELECT INCOME FD                COM                  23325P104             27         2,295
DNP SELECT INCOME FD                COM                  23325P104             85         7,300
DNP SELECT INCOME FD                COM                  23325P104            224        19,360
D R HORTON INC                      COM                  23331A109              3            74
D R HORTON INC                      COM                  23331A109             19           530
D R HORTON INC                      COM                  23331A109             27           750
D R HORTON INC                      COM                  23331A109             47         1,300
D R HORTON INC                      COM                  23331A109             48         1,323
D R HORTON INC                      COM                  23331A109             58         1,600
D R HORTON INC                      COM                  23331A109             72         2,000
D R HORTON INC                      COM                  23331A109             83         2,300
D R HORTON INC                      COM                  23331A109             92         2,530
D R HORTON INC                      COM                  23331A109            150         4,130
D R HORTON INC                      COM                  23331A109            203         5,600
D R HORTON INC                      COM                  23331A109            273         7,530
D R HORTON INC                      COM                  23331A109            285         7,855
D R HORTON INC                      COM                  23331A109            337         9,300
D R HORTON INC                      COM                  23331A109            516        14,233
D R HORTON INC                      COM                  23331A109          1,072        29,593
DST SYS INC DEL                     COM                  233326107             22           400
DST SYS INC DEL                     COM                  233326107             28           509
DST SYS INC DEL                     COM                  233326107             55         1,000
DST SYS INC DEL                     COM                  233326107            146         2,663
DST SYS INC DEL                     COM                  233326107            180         3,291
DST SYS INC DEL                     COM                  233326107            444         8,100
DST SYS INC DEL                     DBCV  4.125% 8/1     233326AB3             19        15,000
DTE ENERGY CO                       COM                  233331107              6           130
DTE ENERGY CO                       COM                  233331107             15           335
DTE ENERGY CO                       COM                  233331107             26           569
DTE ENERGY CO                       COM                  233331107             57         1,243
DTE ENERGY CO                       COM                  233331107             63         1,380
DTE ENERGY CO                       COM                  233331107             65         1,423
DTE ENERGY CO                       COM                  233331107             79         1,731
DTE ENERGY CO                       COM                  233331107            126         2,750
DTE ENERGY CO                       COM                  233331107            211         4,600
DTE ENERGY CO                       COM                  233331107            368         8,031
DTE ENERGY CO                       COM                  233331107            735        16,020
DTE ENERGY CO                       COM                  233331107         28,204       615,000
DANA CORP                           COM                  235811106              2           215
DANA CORP                           COM                  235811106             10         1,016
DANA CORP                           COM                  235811106             10         1,050
DANA CORP                           COM                  235811106             11         1,180
DANA CORP                           COM                  235811106             12         1,270
DANA CORP                           COM                  235811106             20         2,169
DANA CORP                           COM                  235811106             31         3,300
DANA CORP                           COM                  235811106             42         4,496
DANAHER CORP DEL                    COM                  235851102              3            60
DANAHER CORP DEL                    COM                  235851102             42           772
DANAHER CORP DEL                    COM                  235851102             51           950
DANAHER CORP DEL                    COM                  235851102             63         1,174
DANAHER CORP DEL                    COM                  235851102             94         1,742
DANAHER CORP DEL                    COM                  235851102            107         1,990
DANAHER CORP DEL                    COM                  235851102            124         2,298
DANAHER CORP DEL                    COM                  235851102            124         2,300
DANAHER CORP DEL                    COM                  235851102            208         3,864
DANAHER CORP DEL                    COM                  235851102            208         3,866
DANAHER CORP DEL                    COM                  235851102            231         4,300
DANAHER CORP DEL                    COM                  235851102            303         5,634
DANAHER CORP DEL                    COM                  235851102            452         8,390
DANAHER CORP DEL                    COM                  235851102            561        10,426
DANAHER CORP DEL                    COM                  235851102            605        11,243
DANAHER CORP DEL                    COM                  235851102          1,215        22,580
DARDEN RESTAURANTS INC              COM                  237194105              2            61
DARDEN RESTAURANTS INC              COM                  237194105             14           466
DARDEN RESTAURANTS INC              COM                  237194105             15           500
DARDEN RESTAURANTS INC              COM                  237194105             29           967
DARDEN RESTAURANTS INC              COM                  237194105             31         1,032
DARDEN RESTAURANTS INC              COM                  237194105             37         1,232
DARDEN RESTAURANTS INC              COM                  237194105             38         1,250
DARDEN RESTAURANTS INC              COM                  237194105             46         1,500
DARDEN RESTAURANTS INC              COM                  237194105             55         1,800
DARDEN RESTAURANTS INC              COM                  237194105             73         2,397
DARDEN RESTAURANTS INC              COM                  237194105             73         2,400
DARDEN RESTAURANTS INC              COM                  237194105            109         3,593
DARDEN RESTAURANTS INC              COM                  237194105            109         3,600
DARDEN RESTAURANTS INC              COM                  237194105            186         6,133
DARDEN RESTAURANTS INC              COM                  237194105            554        18,230
DAVITA INC                          COM                  23918K108             56         1,210
DAVITA INC                          COM                  23918K108            177         3,840
DAVITA INC                          COM                  23918K108            392         8,500
DEAN FOODS CO NEW                   COM                  242370104              5           125
DEAN FOODS CO NEW                   COM                  242370104             67         1,712
DEAN FOODS CO NEW                   COM                  242370104            109         2,803
DEAN FOODS CO NEW                   COM                  242370104            155         4,000
DEAN FOODS CO NEW                   COM                  242370104            238         6,133
DEAN FOODS CO NEW                   COM                  242370104            525        13,520
DEAN FOODS CO NEW                   COM                  242370104            531        13,653
DEAN FOODS CO NEW                   COM                  242370104            583        15,005
DEAN FOODS CO NEW                   COM                  242370104            675        17,369
DEAN FOODS CO NEW                   COM                  242370104            794        20,424
DEERE & CO                          COM                  244199105             18           300
DEERE & CO                          COM                  244199105             21           350
DEERE & CO                          COM                  244199105             24           400
DEERE & CO                          COM                  244199105             34           555
DEERE & CO                          COM                  244199105             37           600
DEERE & CO                          COM                  244199105             40           650
DEERE & CO                          COM                  244199105             43           700
DEERE & CO                          COM                  244199105             61         1,000
DEERE & CO                          COM                  244199105             61         1,000
DEERE & CO                          COM                  244199105             85         1,385
DEERE & CO                          COM                  244199105             95         1,550
DEERE & CO                          COM                  244199105            107         1,746
DEERE & CO                          COM                  244199105            126         2,060
DEERE & CO                          COM                  244199105            127         2,075
DEERE & CO                          COM                  244199105            147         2,398
DEERE & CO                          COM                  244199105            243         3,972
DEERE & CO                          COM                  244199105            335         5,469
DEERE & CO                          COM                  244199105            337         5,506
DEERE & CO                          COM                  244199105            431         7,048
DEERE & CO                          COM                  244199105            581         9,490
DEERE & CO                          COM                  244199105            675        11,029
DEERE & CO                          COM                  244199105            817        13,350
DEERE & CO                          COM                  244199105          1,380        22,550
DEERE & CO                          COM                  244199105          1,574        25,718
DEL MONTE FOODS CO                  COM                  24522P103              1            65
DEL MONTE FOODS CO                  COM                  24522P103              2           223
DEL MONTE FOODS CO                  COM                  24522P103              5           467
DEL MONTE FOODS CO                  COM                  24522P103              8           725
DEL MONTE FOODS CO                  COM                  24522P103             11         1,004
DEL MONTE FOODS CO                  COM                  24522P103             75         7,000
DEL MONTE FOODS CO                  COM                  24522P103            241        22,430
DEL MONTE FOODS CO                  COM                  24522P103            590        55,000
DELL INC                            COM                  24702R101              4           114
DELL INC                            COM                  24702R101             27           800
DELL INC                            COM                  24702R101             36         1,050
DELL INC                            COM                  24702R101             60         1,745
DELL INC                            COM                  24702R101             60         1,760
DELL INC                            COM                  24702R101             64         1,870
DELL INC                            COM                  24702R101             64         1,877
DELL INC                            COM                  24702R101             68         2,000
DELL INC                            COM                  24702R101             79         2,300
DELL INC                            COM                  24702R101            106         3,100
DELL INC                            COM                  24702R101            120         3,500
DELL INC                            COM                  24702R101            124         3,620
DELL INC                            COM                  24702R101            150         4,400
DELL INC                            COM                  24702R101            185         5,403
DELL INC                            COM                  24702R101            192         5,600
DELL INC                            COM                  24702R101            195         5,708
DELL INC                            COM                  24702R101            209         6,100
DELL INC                            COM                  24702R101            219         6,405
DELL INC                            COM                  24702R101            234         6,850
DELL INC                            COM                  24702R101            275         8,050
DELL INC                            COM                  24702R101            301         8,800
DELL INC                            COM                  24702R101            443        12,950
DELL INC                            COM                  24702R101            587        17,150
DELL INC                            COM                  24702R101            602        17,615
DELL INC                            COM                  24702R101            688        20,130
DELL INC                            COM                  24702R101            707        20,665
DELL INC                            COM                  24702R101            722        21,124
DELL INC                            COM                  24702R101            802        23,459
DELL INC                            COM                  24702R101            817        23,893
DELL INC                            COM                  24702R101            939        27,468
DELL INC                            COM                  24702R101          1,073        31,380
DELL INC                            COM                  24702R101          1,225        35,828
DELL INC                            COM                  24702R101          1,309        38,264
DELL INC                            COM                  24702R101          1,707        49,910
DELL INC                            COM                  24702R101          1,746        51,048
DELL INC                            COM                  24702R101          1,936        56,610
DELL INC                            COM                  24702R101          2,707        79,138
DELL INC                            COM                  24702R101          3,018        88,231
DELL INC                            COM                  24702R101          3,662       107,062
DELL INC                            COM                  24702R101          6,032       176,371
DELL INC                            COM                  24702R101          8,011       234,250
DELL INC                            COM                  24702R101          9,155       267,701
DELL INC                            COM                  24702R101         11,196       327,359
DELL INC                            COM                  24702R101        162,602     4,754,434
DELPHI CORP                         COM                  247126105              0            69
DELPHI CORP                         COM                  247126105              2           838
DELPHI CORP                         COM                  247126105              7         2,605
DELPHI CORP                         COM                  247126105             10         3,599
DELPHI CORP                         COM                  247126105             11         4,086
DELPHI CORP                         COM                  247126105             12         4,440
DELPHI CORP                         COM                  247126105             14         5,208
DELPHI CORP                         COM                  247126105             15         5,282
DELPHI CORP                         COM                  247126105             23         8,218
DELPHI CORP                         COM                  247126105             61        22,040
DENBURY RES INC                     COM NEW              247916208            252         5,000
DELUXE CORP                         COM                  248019101              6           150
DELUXE CORP                         COM                  248019101             15           385
DELUXE CORP                         COM                  248019101             24           600
DELUXE CORP                         COM                  248019101             68         1,700
DELUXE CORP                         COM                  248019101            184         4,580
DENTSPLY INTL INC NEW               COM                  249030107             25           458
DENTSPLY INTL INC NEW               COM                  249030107             32           600
DENTSPLY INTL INC NEW               COM                  249030107            170         3,142
DENTSPLY INTL INC NEW               COM                  249030107            206         3,811
DENTSPLY INTL INC NEW               COM                  249030107            284         5,250
DENTSPLY INTL INC NEW               COM                  249030107            458         8,480
DENTSPLY INTL INC NEW               COM                  249030107          1,235        22,855
DEUTSCHE TELEKOM AG                 SPONSORED ADR        251566105              7           375
DEUTSCHE TELEKOM AG                 SPONSORED ADR        251566105             11           580
DEUTSCHE TELEKOM AG                 SPONSORED ADR        251566105             53         2,930
DEUTSCHE TELEKOM AG                 SPONSORED ADR        251566105            117         6,415
DEUTSCHE TELEKOM AG                 SPONSORED ADR        251566105            254        13,925
DEUTSCHE TELEKOM AG                 SPONSORED ADR        251566105            986        54,050
DEVELOPERS DIVERSIFIED RLTY         COM                  251591103             12           250
DEVELOPERS DIVERSIFIED RLTY         COM                  251591103             79         1,700
DEVELOPERS DIVERSIFIED RLTY         COM                  251591103             84         1,800
DEVELOPERS DIVERSIFIED RLTY         COM                  251591103            434         9,300
DEVELOPERS DIVERSIFIED RLTY         COM                  251591103            677        14,500
DEVON ENERGY CORP NEW               COM                  25179M103             43           630
DEVON ENERGY CORP NEW               COM                  25179M103             55           800
DEVON ENERGY CORP NEW               COM                  25179M103             69         1,010
DEVON ENERGY CORP NEW               COM                  25179M103            106         1,550
DEVON ENERGY CORP NEW               COM                  25179M103            109         1,585
DEVON ENERGY CORP NEW               COM                  25179M103            124         1,800
DEVON ENERGY CORP NEW               COM                  25179M103            125         1,820
DEVON ENERGY CORP NEW               COM                  25179M103            229         3,336
DEVON ENERGY CORP NEW               COM                  25179M103            262         3,820
DEVON ENERGY CORP NEW               COM                  25179M103            275         4,000
DEVON ENERGY CORP NEW               COM                  25179M103            288         4,200
DEVON ENERGY CORP NEW               COM                  25179M103            311         4,538
DEVON ENERGY CORP NEW               COM                  25179M103            498         7,250
DEVON ENERGY CORP NEW               COM                  25179M103            592         8,623
DEVON ENERGY CORP NEW               COM                  25179M103            656         9,550
DEVON ENERGY CORP NEW               COM                  25179M103          1,408        20,510
DEVON ENERGY CORP NEW               COM                  25179M103          2,979        43,400
DEVON ENERGY CORP NEW               COM                  25179M103          4,908        71,508
DEX MEDIA INC                       COM                  25212E100             18           662
DEX MEDIA INC                       COM                  25212E100             58         2,095
DEX MEDIA INC                       COM                  25212E100            123         4,438
DEX MEDIA INC                       COM                  25212E100            272         9,800
DIAGEO P L C                        SPON ADR NEW         25243Q205             11           190
DIAGEO P L C                        SPON ADR NEW         25243Q205             29           500
DIAGEO P L C                        SPON ADR NEW         25243Q205             93         1,610
DIAGEO P L C                        SPON ADR NEW         25243Q205            155         2,665
DIAGEO P L C                        SPON ADR NEW         25243Q205            304         5,237
DIAMOND OFFSHORE DRILLING IN        COM                  25271C102              2            30
DIAMOND OFFSHORE DRILLING IN        COM                  25271C102             70         1,150
DIAMOND OFFSHORE DRILLING IN        COM                  25271C102            156         2,543
DIAMOND OFFSHORE DRILLING IN        COM                  25271C102            178         2,904
DIAMOND OFFSHORE DRILLING IN        COM                  25271C102            184         3,000
DIAMOND OFFSHORE DRILLING IN        COM                  25271C102            368         6,010
DIAMOND OFFSHORE DRILLING IN        COM                  25271C102            512         8,357
DIAMOND OFFSHORE DRILLING IN        DBCV  1.500% 4/1     25271CAE2              5         4,000
DIAMOND OFFSHORE DRILLING IN        DBCV  1.500% 4/1     25271CAE2             55        42,000
DIAMONDS TR                         UNIT SER 1           252787106             19           184
DIAMONDS TR                         UNIT SER 1           252787106            117         1,110
DIAMONDS TR                         UNIT SER 1           252787106            142         1,345
DIAMONDS TR                         UNIT SER 1           252787106            200         1,889
DIAMONDS TR                         UNIT SER 1           252787106            508         4,800
DIAMONDS TR                         UNIT SER 1           252787106            523         4,943
DIAMONDS TR                         UNIT SER 1           252787106          3,458        32,700
DIEBOLD INC                         COM                  253651103             12           350
DIEBOLD INC                         COM                  253651103             14           400
DIEBOLD INC                         COM                  253651103             14           407
DIEBOLD INC                         COM                  253651103             17           480
DIEBOLD INC                         COM                  253651103             22           650
DIEBOLD INC                         COM                  253651103             56         1,620
DIEBOLD INC                         COM                  253651103             96         2,793
DIEBOLD INC                         COM                  253651103            267         7,750
DIME CMNTY BANCSHARES               COM                  253922108          4,587       311,614
DIONEX CORP                         COM                  254546104            217         4,000
DIRECTV GROUP INC                   COM                  25459L106              0             2
DIRECTV GROUP INC                   COM                  25459L106             27         1,810
DIRECTV GROUP INC                   COM                  25459L106             44         2,944
DIRECTV GROUP INC                   COM                  25459L106             52         3,500
DIRECTV GROUP INC                   COM                  25459L106             55         3,700
DIRECTV GROUP INC                   COM                  25459L106             84         5,579
DIRECTV GROUP INC                   COM                  25459L106            161        10,716
DIRECTV GROUP INC                   COM                  25459L106            717        47,856
DIRECTV GROUP INC                   COM                  25459L106          1,505       100,480
DIRECTV GROUP INC                   COM                  25459L106          2,040       136,202
DISNEY WALT CO                      COM DISNEY           254687106              1            50
DISNEY WALT CO                      COM DISNEY           254687106              7           270
DISNEY WALT CO                      COM DISNEY           254687106             24         1,000
DISNEY WALT CO                      COM DISNEY           254687106             31         1,300
DISNEY WALT CO                      COM DISNEY           254687106             37         1,550
DISNEY WALT CO                      COM DISNEY           254687106             43         1,800
DISNEY WALT CO                      COM DISNEY           254687106             48         2,000
DISNEY WALT CO                      COM DISNEY           254687106             72         3,000
DISNEY WALT CO                      COM DISNEY           254687106             86         3,565
DISNEY WALT CO                      COM DISNEY           254687106             94         3,875
DISNEY WALT CO                      COM DISNEY           254687106             97         4,000
DISNEY WALT CO                      COM DISNEY           254687106            130         5,400
DISNEY WALT CO                      COM DISNEY           254687106            138         5,700
DISNEY WALT CO                      COM DISNEY           254687106            144         5,980
DISNEY WALT CO                      COM DISNEY           254687106            159         6,600
DISNEY WALT CO                      COM DISNEY           254687106            163         6,749
DISNEY WALT CO                      COM DISNEY           254687106            192         7,940
DISNEY WALT CO                      COM DISNEY           254687106            312        12,940
DISNEY WALT CO                      COM DISNEY           254687106            314        13,000
DISNEY WALT CO                      COM DISNEY           254687106            356        14,770
DISNEY WALT CO                      COM DISNEY           254687106            384        15,900
DISNEY WALT CO                      COM DISNEY           254687106            397        16,460
DISNEY WALT CO                      COM DISNEY           254687106            399        16,549
DISNEY WALT CO                      COM DISNEY           254687106            471        19,502
DISNEY WALT CO                      COM DISNEY           254687106            649        26,900
DISNEY WALT CO                      COM DISNEY           254687106            670        27,772
DISNEY WALT CO                      COM DISNEY           254687106            765        31,719
DISNEY WALT CO                      COM DISNEY           254687106            778        32,258
DISNEY WALT CO                      COM DISNEY           254687106            877        36,325
DISNEY WALT CO                      COM DISNEY           254687106          1,081        44,817
DISNEY WALT CO                      COM DISNEY           254687106          2,136        88,523
DISNEY WALT CO                      COM DISNEY           254687106          2,422       100,366
DISNEY WALT CO                      COM DISNEY           254687106          2,439       101,091
DISNEY WALT CO                      COM DISNEY           254687106          3,116       129,118
DISNEY WALT CO                      COM DISNEY           254687106          3,274       135,662
DISNEY WALT CO                      COM DISNEY           254687106          4,702       194,850
DISNEY WALT CO                      NOTE  2.125% 4/1     254687AU0              6         6,000
DISNEY WALT CO                      NOTE  2.125% 4/1     254687AU0             60        59,000
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              2           115
DISCOVERY HOLDING CO                CL A COM             25468Y107              3           180
DISCOVERY HOLDING CO                CL A COM             25468Y107              3           190
DISCOVERY HOLDING CO                CL A COM             25468Y107              4           274
DISCOVERY HOLDING CO                CL A COM             25468Y107              4           305
DISCOVERY HOLDING CO                CL A COM             25468Y107             10           724
DISCOVERY HOLDING CO                CL A COM             25468Y107             13           870
DISCOVERY HOLDING CO                CL A COM             25468Y107             14           936
DISCOVERY HOLDING CO                CL A COM             25468Y107             15         1,010
DISCOVERY HOLDING CO                CL A COM             25468Y107             21         1,423
DISCOVERY HOLDING CO                CL A COM             25468Y107             22         1,498
DISCOVERY HOLDING CO                CL A COM             25468Y107             29         2,015
DISCOVERY HOLDING CO                CL A COM             25468Y107             43         2,991
DISCOVERY HOLDING CO                CL A COM             25468Y107             47         3,234
DISCOVERY HOLDING CO                CL A COM             25468Y107             54         3,765
DISCOVERY HOLDING CO                CL A COM             25468Y107            170        11,786
DISCOVERY HOLDING CO                CL A COM             25468Y107            377        26,150
DOBSON COMMUNICATIONS CORP          CL A                 256069105            124        16,091
DR REDDYS LABS LTD                  ADR                  256135203         16,800       863,300
DOLLAR GEN CORP                     COM                  256669102              5           250
DOLLAR GEN CORP                     COM                  256669102             27         1,476
DOLLAR GEN CORP                     COM                  256669102             39         2,139
DOLLAR GEN CORP                     COM                  256669102             50         2,700
DOLLAR GEN CORP                     COM                  256669102             57         3,082
DOLLAR GEN CORP                     COM                  256669102             68         3,700
DOLLAR GEN CORP                     COM                  256669102             81         4,440
DOLLAR GEN CORP                     COM                  256669102             87         4,723
DOLLAR GEN CORP                     COM                  256669102            101         5,481
DOLLAR GEN CORP                     COM                  256669102            104         5,677
DOLLAR GEN CORP                     COM                  256669102            177         9,624
DOLLAR GEN CORP                     COM                  256669102            430        23,450
DOLLAR TREE STORES INC              COM                  256747106             14           662
DOLLAR TREE STORES INC              COM                  256747106             96         4,438
DOLLAR TREE STORES INC              COM                  256747106            155         7,160
DOLLAR TREE STORES INC              COM                  256747106            230        10,640
DOLLAR TREE STORES INC              COM                  256747106            238        11,000
DOLLAR TREE STORES INC              COM                  256747106          3,764       173,860
DOMINION RES INC VA NEW             COM                  25746U109             22           260
DOMINION RES INC VA NEW             COM                  25746U109             26           300
DOMINION RES INC VA NEW             COM                  25746U109             31           360
DOMINION RES INC VA NEW             COM                  25746U109             34           400
DOMINION RES INC VA NEW             COM                  25746U109             41           480
DOMINION RES INC VA NEW             COM                  25746U109             43           500
DOMINION RES INC VA NEW             COM                  25746U109             60           700
DOMINION RES INC VA NEW             COM                  25746U109            103         1,200
DOMINION RES INC VA NEW             COM                  25746U109            116         1,348
DOMINION RES INC VA NEW             COM                  25746U109            216         2,504
DOMINION RES INC VA NEW             COM                  25746U109            241         2,800
DOMINION RES INC VA NEW             COM                  25746U109            251         2,910
DOMINION RES INC VA NEW             COM                  25746U109            293         3,396
DOMINION RES INC VA NEW             COM                  25746U109            368         4,271
DOMINION RES INC VA NEW             COM                  25746U109            388         4,500
DOMINION RES INC VA NEW             COM                  25746U109            391         4,537
DOMINION RES INC VA NEW             COM                  25746U109            473         5,493
DOMINION RES INC VA NEW             COM                  25746U109            504         5,853
DOMINION RES INC VA NEW             COM                  25746U109            596         6,917
DOMINION RES INC VA NEW             COM                  25746U109          1,051        12,198
DOMINION RES INC VA NEW             COM                  25746U109          1,277        14,822
DOMINION RES INC VA NEW             COM                  25746U109          2,898        33,640
DOMTAR INC                          COM                  257561100             10         1,595
DOMTAR INC                          COM                  257561100            443        68,967
DONNELLEY R R & SONS CO             COM                  257867101              9           244
DONNELLEY R R & SONS CO             COM                  257867101             21           560
DONNELLEY R R & SONS CO             COM                  257867101             23           615
DONNELLEY R R & SONS CO             COM                  257867101             49         1,323
DONNELLEY R R & SONS CO             COM                  257867101             56         1,510
DONNELLEY R R & SONS CO             COM                  257867101             63         1,700
DONNELLEY R R & SONS CO             COM                  257867101             64         1,730
DONNELLEY R R & SONS CO             COM                  257867101             74         1,987
DONNELLEY R R & SONS CO             COM                  257867101             85         2,300
DONNELLEY R R & SONS CO             COM                  257867101            117         3,150
DONNELLEY R R & SONS CO             COM                  257867101            130         3,500
DONNELLEY R R & SONS CO             COM                  257867101            215         5,800
DONNELLEY R R & SONS CO             COM                  257867101            370         9,977
DONNELLEY R R & SONS CO             COM                  257867101            371        10,000
DONNELLEY R R & SONS CO             COM                  257867101            787        21,240
DORAL FINL CORP                     COM                  25811P100              8           611
DORAL FINL CORP                     COM                  25811P100             55         4,189
DORAL FINL CORP                     COM                  25811P100            128         9,765
DOVER CORP                          COM                  260003108              9           221
DOVER CORP                          COM                  260003108             12           300
DOVER CORP                          COM                  260003108             42         1,020
DOVER CORP                          COM                  260003108             61         1,485
DOVER CORP                          COM                  260003108             66         1,610
DOVER CORP                          COM                  260003108             79         1,933
DOVER CORP                          COM                  260003108            137         3,347
DOVER CORP                          COM                  260003108            139         3,416
DOVER CORP                          COM                  260003108            166         4,060
DOVER CORP                          COM                  260003108            188         4,600
DOVER CORP                          COM                  260003108            235         5,765
DOVER CORP                          COM                  260003108            383         9,379
DOVER CORP                          COM                  260003108            722        17,700
DOVER CORP                          COM                  260003108            738        18,100
DOW CHEM CO                         COM                  260543103              5           130
DOW CHEM CO                         COM                  260543103             12           290
DOW CHEM CO                         COM                  260543103             21           500
DOW CHEM CO                         COM                  260543103             21           504
DOW CHEM CO                         COM                  260543103             29           700
DOW CHEM CO                         COM                  260543103             31           750
DOW CHEM CO                         COM                  260543103             35           850
DOW CHEM CO                         COM                  260543103             63         1,500
DOW CHEM CO                         COM                  260543103            104         2,500
DOW CHEM CO                         COM                  260543103            134         3,223
DOW CHEM CO                         COM                  260543103            150         3,600
DOW CHEM CO                         COM                  260543103            178         4,280
DOW CHEM CO                         COM                  260543103            231         5,550
DOW CHEM CO                         COM                  260543103            263         6,311
DOW CHEM CO                         COM                  260543103            296         7,111
DOW CHEM CO                         COM                  260543103            327         7,850
DOW CHEM CO                         COM                  260543103            337         8,080
DOW CHEM CO                         COM                  260543103            394         9,451
DOW CHEM CO                         COM                  260543103            492        11,800
DOW CHEM CO                         COM                  260543103            578        13,877
DOW CHEM CO                         COM                  260543103            593        14,237
DOW CHEM CO                         COM                  260543103            647        15,525
DOW CHEM CO                         COM                  260543103            863        20,712
DOW CHEM CO                         COM                  260543103          1,174        28,180
DOW CHEM CO                         COM                  260543103          1,728        41,467
DOW CHEM CO                         COM                  260543103          3,789        90,940
DOW CHEM CO                         COM                  260543103          4,273       102,550
DOW CHEM CO                         COM                  260543103          5,626       135,006
DOW CHEM CO                         COM                  260543103          7,629       183,089
DOW CHEM CO                         COM                  260543103         12,197       292,715
DOW JONES & CO INC                  COM                  260561105             11           300
DOW JONES & CO INC                  COM                  260561105             13           350
DOW JONES & CO INC                  COM                  260561105             22           580
DOW JONES & CO INC                  COM                  260561105             26           676
DOW JONES & CO INC                  COM                  260561105             36           931
DOW JONES & CO INC                  COM                  260561105             38         1,000
DOW JONES & CO INC                  COM                  260561105             44         1,158
DOW JONES & CO INC                  COM                  260561105             57         1,500
DOW JONES & CO INC                  COM                  260561105            153         4,010
DRDGOLD LTD                         SPONSORED ADR        26152H103            490       355,260
DU PONT E I DE NEMOURS & CO         COM                  263534109              8           210
DU PONT E I DE NEMOURS & CO         COM                  263534109             24           600
DU PONT E I DE NEMOURS & CO         COM                  263534109             31           790
DU PONT E I DE NEMOURS & CO         COM                  263534109             35           900
DU PONT E I DE NEMOURS & CO         COM                  263534109             51         1,300
DU PONT E I DE NEMOURS & CO         COM                  263534109             63         1,600
DU PONT E I DE NEMOURS & CO         COM                  263534109             82         2,100
DU PONT E I DE NEMOURS & CO         COM                  263534109             97         2,464
DU PONT E I DE NEMOURS & CO         COM                  263534109            108         2,750
DU PONT E I DE NEMOURS & CO         COM                  263534109            118         3,000
DU PONT E I DE NEMOURS & CO         COM                  263534109            132         3,374
DU PONT E I DE NEMOURS & CO         COM                  263534109            183         4,660
DU PONT E I DE NEMOURS & CO         COM                  263534109            281         7,186
DU PONT E I DE NEMOURS & CO         COM                  263534109            284         7,260
DU PONT E I DE NEMOURS & CO         COM                  263534109            285         7,280
DU PONT E I DE NEMOURS & CO         COM                  263534109            325         8,300
DU PONT E I DE NEMOURS & CO         COM                  263534109            340         8,685
DU PONT E I DE NEMOURS & CO         COM                  263534109            370         9,440
DU PONT E I DE NEMOURS & CO         COM                  263534109            382         9,746
DU PONT E I DE NEMOURS & CO         COM                  263534109            411        10,500
DU PONT E I DE NEMOURS & CO         COM                  263534109            424        10,832
DU PONT E I DE NEMOURS & CO         COM                  263534109            510        13,024
DU PONT E I DE NEMOURS & CO         COM                  263534109            527        13,455
DU PONT E I DE NEMOURS & CO         COM                  263534109            626        15,994
DU PONT E I DE NEMOURS & CO         COM                  263534109            632        16,125
DU PONT E I DE NEMOURS & CO         COM                  263534109            712        18,175
DU PONT E I DE NEMOURS & CO         COM                  263534109            834        21,285
DU PONT E I DE NEMOURS & CO         COM                  263534109          1,308        33,403
DU PONT E I DE NEMOURS & CO         COM                  263534109          1,689        43,112
DU PONT E I DE NEMOURS & CO         COM                  263534109          1,960        50,027
DU PONT E I DE NEMOURS & CO         COM                  263534109          2,260        57,700
DU PONT E I DE NEMOURS & CO         COM                  263534109          3,224        82,306
DU PONT E I DE NEMOURS & CO         COM                  263534109          3,498        89,310
DU PONT E I DE NEMOURS & CO         COM                  263534109          3,665        93,570
DU PONT E I DE NEMOURS & CO         COM                  263534109          4,694       119,831
DUKE ENERGY CORP                    COM                  264399106              3           100
DUKE ENERGY CORP                    COM                  264399106             20           700
DUKE ENERGY CORP                    COM                  264399106             25           840
DUKE ENERGY CORP                    COM                  264399106             28           950
DUKE ENERGY CORP                    COM                  264399106             43         1,485
DUKE ENERGY CORP                    COM                  264399106             47         1,600
DUKE ENERGY CORP                    COM                  264399106             55         1,875
DUKE ENERGY CORP                    COM                  264399106             73         2,500
DUKE ENERGY CORP                    COM                  264399106             88         3,000
DUKE ENERGY CORP                    COM                  264399106             99         3,384
DUKE ENERGY CORP                    COM                  264399106             99         3,400
DUKE ENERGY CORP                    COM                  264399106            152         5,215
DUKE ENERGY CORP                    COM                  264399106            154         5,280
DUKE ENERGY CORP                    COM                  264399106            168         5,760
DUKE ENERGY CORP                    COM                  264399106            178         6,100
DUKE ENERGY CORP                    COM                  264399106            202         6,912
DUKE ENERGY CORP                    COM                  264399106            228         7,820
DUKE ENERGY CORP                    COM                  264399106            259         8,870
DUKE ENERGY CORP                    COM                  264399106            270         9,246
DUKE ENERGY CORP                    COM                  264399106            359        12,300
DUKE ENERGY CORP                    COM                  264399106            394        13,500
DUKE ENERGY CORP                    COM                  264399106            422        14,462
DUKE ENERGY CORP                    COM                  264399106            436        14,943
DUKE ENERGY CORP                    COM                  264399106            578        19,829
DUKE ENERGY CORP                    COM                  264399106          1,069        36,635
DUKE ENERGY CORP                    COM                  264399106          1,204        41,272
DUKE ENERGY CORP                    COM                  264399106          2,626        90,010
DUKE ENERGY CORP                    COM                  264399106        115,321     3,953,412
DUKE REALTY CORP                    COM NEW              264411505              7           195
DUKE REALTY CORP                    COM NEW              264411505             16           465
DUKE REALTY CORP                    COM NEW              264411505             34         1,000
DUKE REALTY CORP                    COM NEW              264411505             35         1,040
DUKE REALTY CORP                    COM NEW              264411505             46         1,350
DUKE REALTY CORP                    COM NEW              264411505             47         1,400
DUKE REALTY CORP                    COM NEW              264411505             68         2,000
DUKE REALTY CORP                    COM NEW              264411505             91         2,700
DUKE REALTY CORP                    COM NEW              264411505             95         2,800
DUKE REALTY CORP                    COM NEW              264411505            228         6,740
DUKE REALTY CORP                    COM NEW              264411505            465        13,720
DUN & BRADSTREET CORP DEL NE        COM                  26483E100             12           175
DUN & BRADSTREET CORP DEL NE        COM                  26483E100             13           200
DUN & BRADSTREET CORP DEL NE        COM                  26483E100             13           200
DUN & BRADSTREET CORP DEL NE        COM                  26483E100             27           407
DUN & BRADSTREET CORP DEL NE        COM                  26483E100             30           450
DUN & BRADSTREET CORP DEL NE        COM                  26483E100             66         1,000
DUN & BRADSTREET CORP DEL NE        COM                  26483E100             99         1,500
DUN & BRADSTREET CORP DEL NE        COM                  26483E100            177         2,693
DUN & BRADSTREET CORP DEL NE        COM                  26483E100            463         7,030
DYNEGY INC NEW                      CL A                 26816Q101              3           657
DYNEGY INC NEW                      CL A                 26816Q101             13         2,670
DYNEGY INC NEW                      CL A                 26816Q101             14         3,000
DYNEGY INC NEW                      CL A                 26816Q101             19         4,000
DYNEGY INC NEW                      CL A                 26816Q101             19         4,080
DYNEGY INC NEW                      CL A                 26816Q101             26         5,570
DYNEGY INC NEW                      CL A                 26816Q101             96        20,360
DYNEGY INC NEW                      CL A                 26816Q101            293        62,144
DYNEGY INC NEW                      CL A                 26816Q101          4,150       881,023
E M C CORP MASS                     COM                  268648102              4           271
E M C CORP MASS                     COM                  268648102              4           300
E M C CORP MASS                     COM                  268648102              5           400
E M C CORP MASS                     COM                  268648102             11           825
E M C CORP MASS                     COM                  268648102             17         1,300
E M C CORP MASS                     COM                  268648102             19         1,500
E M C CORP MASS                     COM                  268648102             25         1,920
E M C CORP MASS                     COM                  268648102             26         2,000
E M C CORP MASS                     COM                  268648102             28         2,200
E M C CORP MASS                     COM                  268648102             38         2,900
E M C CORP MASS                     COM                  268648102             47         3,600
E M C CORP MASS                     COM                  268648102             47         3,600
E M C CORP MASS                     COM                  268648102             49         3,800
E M C CORP MASS                     COM                  268648102             78         6,002
E M C CORP MASS                     COM                  268648102             86         6,650
E M C CORP MASS                     COM                  268648102            108         8,363
E M C CORP MASS                     COM                  268648102            132        10,200
E M C CORP MASS                     COM                  268648102            136        10,500
E M C CORP MASS                     COM                  268648102            225        17,420
E M C CORP MASS                     COM                  268648102            258        19,930
E M C CORP MASS                     COM                  268648102            260        20,110
E M C CORP MASS                     COM                  268648102            286        22,097
E M C CORP MASS                     COM                  268648102            308        23,789
E M C CORP MASS                     COM                  268648102            325        25,100
E M C CORP MASS                     COM                  268648102            334        25,815
E M C CORP MASS                     COM                  268648102            344        26,548
E M C CORP MASS                     COM                  268648102            462        35,699
E M C CORP MASS                     COM                  268648102            503        38,862
E M C CORP MASS                     COM                  268648102            682        52,684
E M C CORP MASS                     COM                  268648102          1,284        99,243
E M C CORP MASS                     COM                  268648102          1,364       105,384
E M C CORP MASS                     COM                  268648102          1,377       106,390
E M C CORP MASS                     COM                  268648102          1,569       121,230
E M C CORP MASS                     COM                  268648102          2,639       203,948
E M C CORP MASS                     COM                  268648102          2,964       229,050
E M C CORP MASS                     COM                  268648102          8,870       685,502
ENSCO INTL INC                      COM                  26874Q100              2            40
ENSCO INTL INC                      COM                  26874Q100            102         2,199
ENSCO INTL INC                      COM                  26874Q100            278         5,970
ENSCO INTL INC                      COM                  26874Q100            321         6,884
ENSCO INTL INC                      COM                  26874Q100            522        11,200
ENSCO INTL INC                      COM                  26874Q100            669        14,360
ENSCO INTL INC                      COM                  26874Q100          8,951       192,126
ENI S P A                           SPONSORED ADR        26874R108             10            70
ENI S P A                           SPONSORED ADR        26874R108             27           180
ENI S P A                           SPONSORED ADR        26874R108            180         1,215
ENI S P A                           SPONSORED ADR        26874R108            360         2,432
ENI S P A                           SPONSORED ADR        26874R108          1,114         7,525
EOG RES INC                         COM                  26875P101             23           310
EOG RES INC                         COM                  26875P101             34           450
EOG RES INC                         COM                  26875P101             37           500
EOG RES INC                         COM                  26875P101             78         1,040
EOG RES INC                         COM                  26875P101             84         1,121
EOG RES INC                         COM                  26875P101             86         1,150
EOG RES INC                         COM                  26875P101             90         1,200
EOG RES INC                         COM                  26875P101             90         1,200
EOG RES INC                         COM                  26875P101            134         1,786
EOG RES INC                         COM                  26875P101            137         1,834
EOG RES INC                         COM                  26875P101            151         2,010
EOG RES INC                         COM                  26875P101            176         2,352
EOG RES INC                         COM                  26875P101            225         3,000
EOG RES INC                         COM                  26875P101            294         3,924
EOG RES INC                         COM                  26875P101            399         5,326
EOG RES INC                         COM                  26875P101            824        11,000
EOG RES INC                         COM                  26875P101            830        11,079
EOG RES INC                         COM                  26875P101          1,725        23,035
EOG RES INC                         COM                  26875P101          1,732        23,120
E TRADE FINANCIAL CORP              COM                  269246104              9           500
E TRADE FINANCIAL CORP              COM                  269246104             46         2,640
E TRADE FINANCIAL CORP              COM                  269246104             52         2,950
E TRADE FINANCIAL CORP              COM                  269246104             68         3,850
E TRADE FINANCIAL CORP              COM                  269246104             95         5,423
E TRADE FINANCIAL CORP              COM                  269246104            150         8,540
E TRADE FINANCIAL CORP              COM                  269246104            156         8,877
E TRADE FINANCIAL CORP              COM                  269246104            308        17,510
E TRADE FINANCIAL CORP              COM                  269246104            591        33,600
EASTERN CO                          COM                  276317104            377        17,325
EASTMAN CHEM CO                     COM                  277432100              9           201
EASTMAN CHEM CO                     COM                  277432100             19           400
EASTMAN CHEM CO                     COM                  277432100             22           458
EASTMAN CHEM CO                     COM                  277432100             26           550
EASTMAN CHEM CO                     COM                  277432100             29           620
EASTMAN CHEM CO                     COM                  277432100             32           682
EASTMAN CHEM CO                     COM                  277432100             42           900
EASTMAN CHEM CO                     COM                  277432100             55         1,178
EASTMAN CHEM CO                     COM                  277432100            117         2,492
EASTMAN CHEM CO                     COM                  277432100            143         3,042
EASTMAN CHEM CO                     COM                  277432100            376         7,996
EASTMAN CHEM CO                     COM                  277432100            410         8,720
EASTMAN CHEM CO                     COM                  277432100            591        12,577
EASTMAN CHEM CO                     COM                  277432100          1,738        37,000
EASTMAN KODAK CO                    COM                  277461109              2            70
EASTMAN KODAK CO                    COM                  277461109              7           300
EASTMAN KODAK CO                    COM                  277461109              9           370
EASTMAN KODAK CO                    COM                  277461109             19           800
EASTMAN KODAK CO                    COM                  277461109             30         1,230
EASTMAN KODAK CO                    COM                  277461109             36         1,500
EASTMAN KODAK CO                    COM                  277461109             39         1,600
EASTMAN KODAK CO                    COM                  277461109             43         1,750
EASTMAN KODAK CO                    COM                  277461109             48         1,971
EASTMAN KODAK CO                    COM                  277461109             49         2,014
EASTMAN KODAK CO                    COM                  277461109             60         2,470
EASTMAN KODAK CO                    COM                  277461109             70         2,862
EASTMAN KODAK CO                    COM                  277461109             84         3,462
EASTMAN KODAK CO                    COM                  277461109             97         4,000
EASTMAN KODAK CO                    COM                  277461109            106         4,340
EASTMAN KODAK CO                    COM                  277461109            115         4,723
EASTMAN KODAK CO                    COM                  277461109            184         7,581
EASTMAN KODAK CO                    COM                  277461109            323        13,270
EASTMAN KODAK CO                    COM                  277461109            672        27,600
EASTMAN KODAK CO                    COM                  277461109            756        31,085
EATON CORP                          COM                  278058102              2            25
EATON CORP                          COM                  278058102             25           400
EATON CORP                          COM                  278058102             38           600
EATON CORP                          COM                  278058102             51           800
EATON CORP                          COM                  278058102             70         1,100
EATON CORP                          COM                  278058102             73         1,150
EATON CORP                          COM                  278058102             87         1,362
EATON CORP                          COM                  278058102             88         1,386
EATON CORP                          COM                  278058102            139         2,182
EATON CORP                          COM                  278058102            156         2,450
EATON CORP                          COM                  278058102            164         2,586
EATON CORP                          COM                  278058102            172         2,705
EATON CORP                          COM                  278058102            185         2,905
EATON CORP                          COM                  278058102            226         3,553
EATON CORP                          COM                  278058102            381         6,000
EATON CORP                          COM                  278058102            441         6,933
EATON CORP                          COM                  278058102            586         9,220
EATON CORP                          COM                  278058102            724        11,400
EATON CORP                          COM                  278058102            897        14,120
EATON CORP                          COM                  278058102          1,742        27,418
EATON CORP                          COM                  278058102          2,751        43,290
EATON CORP                          COM                  278058102          3,107        48,883
EATON VANCE ENH EQTY INC FD         COM                  278277108            215        11,000
EATON VANCE LTD DUR INCOME F        COM                  27828H105            189        11,000
EBAY INC                            COM                  278642103              8           185
EBAY INC                            COM                  278642103             16           400
EBAY INC                            COM                  278642103             32           780
EBAY INC                            COM                  278642103             37           900
EBAY INC                            COM                  278642103             38           920
EBAY INC                            COM                  278642103             41         1,000
EBAY INC                            COM                  278642103             66         1,600
EBAY INC                            COM                  278642103             74         1,800
EBAY INC                            COM                  278642103             93         2,267
EBAY INC                            COM                  278642103            103         2,500
EBAY INC                            COM                  278642103            107         2,586
EBAY INC                            COM                  278642103            107         2,600
EBAY INC                            COM                  278642103            144         3,500
EBAY INC                            COM                  278642103            145         3,513
EBAY INC                            COM                  278642103            310         7,519
EBAY INC                            COM                  278642103            316         7,680
EBAY INC                            COM                  278642103            326         7,903
EBAY INC                            COM                  278642103            336         8,156
EBAY INC                            COM                  278642103            354         8,600
EBAY INC                            COM                  278642103            379         9,210
EBAY INC                            COM                  278642103            452        10,970
EBAY INC                            COM                  278642103            460        11,154
EBAY INC                            COM                  278642103            554        13,458
EBAY INC                            COM                  278642103            581        14,104
EBAY INC                            COM                  278642103            726        17,628
EBAY INC                            COM                  278642103            734        17,813
EBAY INC                            COM                  278642103            915        22,206
EBAY INC                            COM                  278642103            939        22,802
EBAY INC                            COM                  278642103            942        22,853
EBAY INC                            COM                  278642103          1,026        24,908
EBAY INC                            COM                  278642103          1,215        29,481
EBAY INC                            COM                  278642103          1,842        44,712
EBAY INC                            COM                  278642103          2,300        55,832
EBAY INC                            COM                  278642103          3,984        96,700
EBAY INC                            COM                  278642103          5,351       129,873
ECHOSTAR COMMUNICATIONS NEW         CL A                 278762109              8           270
ECHOSTAR COMMUNICATIONS NEW         CL A                 278762109             33         1,100
ECHOSTAR COMMUNICATIONS NEW         CL A                 278762109             39         1,323
ECHOSTAR COMMUNICATIONS NEW         CL A                 278762109             57         1,927
ECHOSTAR COMMUNICATIONS NEW         CL A                 278762109             59         2,000
ECHOSTAR COMMUNICATIONS NEW         CL A                 278762109             71         2,400
ECHOSTAR COMMUNICATIONS NEW         CL A                 278762109            120         4,071
ECHOSTAR COMMUNICATIONS NEW         CL A                 278762109            304        10,277
ECHOSTAR COMMUNICATIONS NEW         CL A                 278762109            647        21,890
ECOLAB INC                          COM                  278865100             12           378
ECOLAB INC                          COM                  278865100             49         1,540
ECOLAB INC                          COM                  278865100             49         1,547
ECOLAB INC                          COM                  278865100             51         1,600
ECOLAB INC                          COM                  278865100             56         1,752
ECOLAB INC                          COM                  278865100             77         2,400
ECOLAB INC                          COM                  278865100             96         3,000
ECOLAB INC                          COM                  278865100            101         3,150
ECOLAB INC                          COM                  278865100            377        11,822
ECOLAB INC                          COM                  278865100            799        25,030
ECOLAB INC                          COM                  278865100          1,043        32,665
ECOLAB INC                          COM                  278865100          1,163        36,417
EDISON INTL                         COM                  281020107             19           400
EDISON INTL                         COM                  281020107             28           600
EDISON INTL                         COM                  281020107             33           700
EDISON INTL                         COM                  281020107             66         1,400
EDISON INTL                         COM                  281020107             71         1,500
EDISON INTL                         COM                  281020107            111         2,357
EDISON INTL                         COM                  281020107            128         2,710
EDISON INTL                         COM                  281020107            152         3,215
EDISON INTL                         COM                  281020107            189         4,000
EDISON INTL                         COM                  281020107            253         5,348
EDISON INTL                         COM                  281020107            275         5,816
EDISON INTL                         COM                  281020107            371         7,842
EDISON INTL                         COM                  281020107            703        14,865
EDISON INTL                         COM                  281020107          1,168        24,700
EDISON INTL                         COM                  281020107          1,433        30,300
EDISON INTL                         COM                  281020107          1,437        30,383
EDWARDS AG INC                      COM                  281760108             20           458
EDWARDS AG INC                      COM                  281760108             70         1,600
EDWARDS AG INC                      COM                  281760108            129         2,942
EDWARDS AG INC                      COM                  281760108            323         7,370
EDWARDS LIFESCIENCES CORP           COM                  28176E108             97         2,190
EDWARDS LIFESCIENCES CORP           COM                  28176E108            222         5,000
8X8 INC NEW                         COM                  282914100             80        39,365
EL PASO CORP                        COM                  28336L109              2           150
EL PASO CORP                        COM                  28336L109             30         2,125
EL PASO CORP                        COM                  28336L109             36         2,618
EL PASO CORP                        COM                  28336L109             43         3,100
EL PASO CORP                        COM                  28336L109             44         3,200
EL PASO CORP                        COM                  28336L109             50         3,600
EL PASO CORP                        COM                  28336L109             65         4,650
EL PASO CORP                        COM                  28336L109             75         5,408
EL PASO CORP                        COM                  28336L109             79         5,670
EL PASO CORP                        COM                  28336L109             89         6,367
EL PASO CORP                        COM                  28336L109            122         8,800
EL PASO CORP                        COM                  28336L109            149        10,727
EL PASO CORP                        COM                  28336L109            190        13,692
EL PASO CORP                        COM                  28336L109            223        16,021
EL PASO CORP                        COM                  28336L109            422        30,382
EL PASO CORP                        COM                  28336L109            461        33,158
EL PASO CORP                        COM                  28336L109            845        60,780
ELDORADO GOLD CORP NEW              COM                  284902103             73        20,500
ELECTRONIC ARTS INC                 COM                  285512109             11           200
ELECTRONIC ARTS INC                 COM                  285512109             19           330
ELECTRONIC ARTS INC                 COM                  285512109             28           500
ELECTRONIC ARTS INC                 COM                  285512109             37           650
ELECTRONIC ARTS INC                 COM                  285512109             63         1,100
ELECTRONIC ARTS INC                 COM                  285512109             65         1,150
ELECTRONIC ARTS INC                 COM                  285512109             92         1,615
ELECTRONIC ARTS INC                 COM                  285512109             95         1,675
ELECTRONIC ARTS INC                 COM                  285512109            102         1,800
ELECTRONIC ARTS INC                 COM                  285512109            125         2,194
ELECTRONIC ARTS INC                 COM                  285512109            142         2,500
ELECTRONIC ARTS INC                 COM                  285512109            155         2,722
ELECTRONIC ARTS INC                 COM                  285512109            169         2,970
ELECTRONIC ARTS INC                 COM                  285512109            189         3,318
ELECTRONIC ARTS INC                 COM                  285512109            204         3,581
ELECTRONIC ARTS INC                 COM                  285512109            214         3,770
ELECTRONIC ARTS INC                 COM                  285512109            282         4,961
ELECTRONIC ARTS INC                 COM                  285512109            284         5,000
ELECTRONIC ARTS INC                 COM                  285512109            409         7,189
ELECTRONIC ARTS INC                 COM                  285512109            818        14,375
ELECTRONIC ARTS INC                 COM                  285512109          1,677        29,470
ELECTRONIC ARTS INC                 COM                  285512109          3,944        69,319
ELECTRONIC DATA SYS NEW             COM                  285661104              3           130
ELECTRONIC DATA SYS NEW             COM                  285661104              6           266
ELECTRONIC DATA SYS NEW             COM                  285661104             19           855
ELECTRONIC DATA SYS NEW             COM                  285661104             20           903
ELECTRONIC DATA SYS NEW             COM                  285661104             20           904
ELECTRONIC DATA SYS NEW             COM                  285661104             42         1,855
ELECTRONIC DATA SYS NEW             COM                  285661104             44         1,948
ELECTRONIC DATA SYS NEW             COM                  285661104             84         3,733
ELECTRONIC DATA SYS NEW             COM                  285661104            100         4,450
ELECTRONIC DATA SYS NEW             COM                  285661104            115         5,143
ELECTRONIC DATA SYS NEW             COM                  285661104            158         7,032
ELECTRONIC DATA SYS NEW             COM                  285661104            168         7,469
ELECTRONIC DATA SYS NEW             COM                  285661104            178         7,945
ELECTRONIC DATA SYS NEW             COM                  285661104            241        10,759
ELECTRONIC DATA SYS NEW             COM                  285661104            536        23,896
ELECTRONIC DATA SYS NEW             COM                  285661104            586        26,098
ELECTRONIC DATA SYS NEW             COM                  285661104          1,094        48,770
ELECTRONICS BOUTIQUE HLDGS C        COM                  286045109          1,571        25,000
EMBRAER-EMPRESA BRASILEIRA D        SP ADR PFD SHS       29081M102            845        21,900
EMERSON ELEC CO                     COM                  291011104             11           160
EMERSON ELEC CO                     COM                  291011104             29           400
EMERSON ELEC CO                     COM                  291011104             36           500
EMERSON ELEC CO                     COM                  291011104             43           600
EMERSON ELEC CO                     COM                  291011104             47           660
EMERSON ELEC CO                     COM                  291011104             75         1,050
EMERSON ELEC CO                     COM                  291011104             78         1,080
EMERSON ELEC CO                     COM                  291011104             86         1,200
EMERSON ELEC CO                     COM                  291011104             93         1,300
EMERSON ELEC CO                     COM                  291011104            145         2,019
EMERSON ELEC CO                     COM                  291011104            158         2,200
EMERSON ELEC CO                     COM                  291011104            213         2,963
EMERSON ELEC CO                     COM                  291011104            243         3,380
EMERSON ELEC CO                     COM                  291011104            251         3,500
EMERSON ELEC CO                     COM                  291011104            271         3,769
EMERSON ELEC CO                     COM                  291011104            285         3,967
EMERSON ELEC CO                     COM                  291011104            322         4,487
EMERSON ELEC CO                     COM                  291011104            413         5,759
EMERSON ELEC CO                     COM                  291011104            478         6,657
EMERSON ELEC CO                     COM                  291011104            503         7,000
EMERSON ELEC CO                     COM                  291011104            570         7,933
EMERSON ELEC CO                     COM                  291011104            627         8,731
EMERSON ELEC CO                     COM                  291011104            641         8,921
EMERSON ELEC CO                     COM                  291011104            647         9,012
EMERSON ELEC CO                     COM                  291011104          1,322        18,415
EMERSON ELEC CO                     COM                  291011104          1,492        20,773
EMERSON ELEC CO                     COM                  291011104          1,492        20,780
EMERSON ELEC CO                     COM                  291011104          2,512        34,991
EMERSON ELEC CO                     COM                  291011104          2,799        38,980
ENCANA CORP                         COM                  292505104             47           800
ENCANA CORP                         COM                  292505104             87         1,500
ENCANA CORP                         COM                  292505104             99         1,700
ENCANA CORP                         COM                  292505104            253         4,342
ENCANA CORP                         COM                  292505104            567         9,722
ENCANA CORP                         COM                  292505104          4,075        69,880
ENCANA CORP                         COM                  292505104          4,277        73,349
ENBRIDGE INC                        COM                  29250N105          6,834       214,108
ENBRIDGE ENERGY PARTNERS L P        COM                  29250R106            200         3,600
ENBRIDGE ENERGY MANAGEMENT L        SHS UNITS LLI        29250X103            292         5,293
ENDESA S A                          SPONSORED ADR        29258N107              5           171
ENDESA S A                          SPONSORED ADR        29258N107            232         8,685
ENERGY EAST CORP                    COM                  29266M109             22           865
ENERGY EAST CORP                    COM                  29266M109             87         3,437
ENERGY EAST CORP                    COM                  29266M109            144         5,735
ENERGY EAST CORP                    COM                  29266M109            330        13,110
ENERGY EAST CORP                    COM                  29266M109            351        13,951
ENERGIZER HLDGS INC                 COM                  29266R108             26           458
ENERGIZER HLDGS INC                 COM                  29266R108            102         1,800
ENERGIZER HLDGS INC                 COM                  29266R108            172         3,042
ENERGIZER HLDGS INC                 COM                  29266R108            430         7,590
ENERPLUS RES FD                     UNIT TR G NEW        29274D604             94         2,000
ENERPLUS RES FD                     UNIT TR G NEW        29274D604          7,077       149,944
ENERSIS S A                         SPONSORED ADR        29274F104            642        56,100
ENGELHARD CORP                      COM                  292845104              3            90
ENGELHARD CORP                      COM                  292845104             25           880
ENGELHARD CORP                      COM                  292845104             27           980
ENGELHARD CORP                      COM                  292845104             36         1,300
ENGELHARD CORP                      COM                  292845104             50         1,800
ENGELHARD CORP                      COM                  292845104             87         3,108
ENGELHARD CORP                      COM                  292845104            134         4,787
ENGELHARD CORP                      COM                  292845104            283        10,130
ENGELHARD CORP                      COM                  292845104            913        32,713
ENGINEERED SUPPORT SYS INC          COM                  292866100            944        23,000
ENTERGY CORP NEW                    COM                  29364G103              2            25
ENTERGY CORP NEW                    COM                  29364G103             22           300
ENTERGY CORP NEW                    COM                  29364G103             26           350
ENTERGY CORP NEW                    COM                  29364G103             74         1,000
ENTERGY CORP NEW                    COM                  29364G103             74         1,000
ENTERGY CORP NEW                    COM                  29364G103            107         1,443
ENTERGY CORP NEW                    COM                  29364G103            126         1,700
ENTERGY CORP NEW                    COM                  29364G103            152         2,049
ENTERGY CORP NEW                    COM                  29364G103            227         3,049
ENTERGY CORP NEW                    COM                  29364G103            240         3,232
ENTERGY CORP NEW                    COM                  29364G103            284         3,823
ENTERGY CORP NEW                    COM                  29364G103            362         4,877
ENTERGY CORP NEW                    COM                  29364G103            693         9,329
ENTERGY CORP NEW                    COM                  29364G103          1,568        21,100
ENTERPRISE PRODS PARTNERS L         COM                  293792107             28         1,120
ENTERPRISE PRODS PARTNERS L         COM                  293792107             91         3,620
ENTERPRISE PRODS PARTNERS L         COM                  293792107            216         8,580
ENTERPRISE PRODS PARTNERS L         COM                  293792107            542        21,530
EQUIFAX INC                         COM                  294429105             17           500
EQUIFAX INC                         COM                  294429105             34           960
EQUIFAX INC                         COM                  294429105             38         1,080
EQUIFAX INC                         COM                  294429105             44         1,268
EQUIFAX INC                         COM                  294429105             49         1,400
EQUIFAX INC                         COM                  294429105             70         2,000
EQUIFAX INC                         COM                  294429105            154         4,400
EQUIFAX INC                         COM                  294429105            185         5,286
EQUIFAX INC                         COM                  294429105            196         5,600
EQUIFAX INC                         COM                  294429105            227         6,492
EQUIFAX INC                         COM                  294429105            437        12,510
EQUITABLE RES INC                   COM                  294549100             14           357
EQUITABLE RES INC                   COM                  294549100             77         1,962
EQUITABLE RES INC                   COM                  294549100            109         2,800
EQUITABLE RES INC                   COM                  294549100            183         4,686
EQUITABLE RES INC                   COM                  294549100            453        11,600
EQUITY OFFICE PROPERTIES TRU        COM                  294741103             43         1,300
EQUITY OFFICE PROPERTIES TRU        COM                  294741103             82         2,518
EQUITY OFFICE PROPERTIES TRU        COM                  294741103             88         2,700
EQUITY OFFICE PROPERTIES TRU        COM                  294741103             95         2,903
EQUITY OFFICE PROPERTIES TRU        COM                  294741103            111         3,390
EQUITY OFFICE PROPERTIES TRU        COM                  294741103            130         3,986
EQUITY OFFICE PROPERTIES TRU        COM                  294741103            202         6,179
EQUITY OFFICE PROPERTIES TRU        COM                  294741103            221         6,755
EQUITY OFFICE PROPERTIES TRU        COM                  294741103            289         8,850
EQUITY OFFICE PROPERTIES TRU        COM                  294741103            324         9,895
EQUITY OFFICE PROPERTIES TRU        COM                  294741103            343        10,500
EQUITY OFFICE PROPERTIES TRU        COM                  294741103            360        11,000
EQUITY OFFICE PROPERTIES TRU        COM                  294741103          1,256        38,390
EQUITY OFFICE PROPERTIES TRU        COM                  294741103          1,560        47,700
EQUITY RESIDENTIAL                  SH BEN INT           29476L107             38         1,000
EQUITY RESIDENTIAL                  SH BEN INT           29476L107             81         2,152
EQUITY RESIDENTIAL                  SH BEN INT           29476L107             85         2,241
EQUITY RESIDENTIAL                  SH BEN INT           29476L107             92         2,420
EQUITY RESIDENTIAL                  SH BEN INT           29476L107            107         2,814
EQUITY RESIDENTIAL                  SH BEN INT           29476L107            162         4,291
EQUITY RESIDENTIAL                  SH BEN INT           29476L107            166         4,396
EQUITY RESIDENTIAL                  SH BEN INT           29476L107            328         8,654
EQUITY RESIDENTIAL                  SH BEN INT           29476L107            379        10,000
EQUITY RESIDENTIAL                  SH BEN INT           29476L107            990        26,160
EQUITY RESIDENTIAL                  SH BEN INT           29476L107          3,785       100,000
ERICSSON L M TEL CO                 ADR B SEK 10         294821608             15           400
ERICSSON L M TEL CO                 ADR B SEK 10         294821608             24           646
ERICSSON L M TEL CO                 ADR B SEK 10         294821608             67         1,825
ERICSSON L M TEL CO                 ADR B SEK 10         294821608             74         2,000
ERICSSON L M TEL CO                 ADR B SEK 10         294821608            131         3,545
ERICSSON L M TEL CO                 ADR B SEK 10         294821608            184         5,000
ERICSSON L M TEL CO                 ADR B SEK 10         294821608            247         6,700
ERICSSON L M TEL CO                 ADR B SEK 10         294821608          1,072        29,100
ERICSSON L M TEL CO                 ADR B SEK 10         294821608          1,954        53,040
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR        29759W101             18           300
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR        29759W101             20           333
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR        29759W101            111         1,870
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR        29759W101            346         5,851
EVERGREEN SOLAR INC                 COM                  30033R108            327        35,000
EXELON CORP                         COM                  30161N101              3            60
EXELON CORP                         COM                  30161N101             27           500
EXELON CORP                         COM                  30161N101             32           600
EXELON CORP                         COM                  30161N101             34           627
EXELON CORP                         COM                  30161N101             35           650
EXELON CORP                         COM                  30161N101             61         1,150
EXELON CORP                         COM                  30161N101            102         1,900
EXELON CORP                         COM                  30161N101            127         2,368
EXELON CORP                         COM                  30161N101            214         4,000
EXELON CORP                         COM                  30161N101            228         4,260
EXELON CORP                         COM                  30161N101            247         4,620
EXELON CORP                         COM                  30161N101            262         4,900
EXELON CORP                         COM                  30161N101            267         4,994
EXELON CORP                         COM                  30161N101            300         5,620
EXELON CORP                         COM                  30161N101            331         6,200
EXELON CORP                         COM                  30161N101            348         6,504
EXELON CORP                         COM                  30161N101            520         9,735
EXELON CORP                         COM                  30161N101            573        10,726
EXELON CORP                         COM                  30161N101            575        10,759
EXELON CORP                         COM                  30161N101            818        15,301
EXELON CORP                         COM                  30161N101          1,584        29,642
EXELON CORP                         COM                  30161N101          1,802        33,723
EXELON CORP                         COM                  30161N101          2,458        46,000
EXELON CORP                         COM                  30161N101          3,117        58,330
EXELON CORP                         COM                  30161N101          3,380        63,240
EXELON CORP                         COM                  30161N101          4,038        75,553
EXELON CORP                         COM                  30161N101          5,394       100,932
EXELON CORP                         COM                  30161N101         12,741       238,410
EXPEDIA INC DEL                     COM                  30212P105              0            25
EXPEDIA INC DEL                     COM                  30212P105             12           585
EXPEDIA INC DEL                     COM                  30212P105             12           585
EXPEDIA INC DEL                     COM                  30212P105             19           960
EXPEDIA INC DEL                     COM                  30212P105             33         1,665
EXPEDIA INC DEL                     COM                  30212P105             72         3,638
EXPEDIA INC DEL                     COM                  30212P105            316        15,964
EXPEDIA INC DEL                     COM                  30212P105            640        32,290
EXPEDIA INC DEL                     COM                  30212P105          1,908        96,312
EXPEDIA INC DEL                     COM                  30212P105         14,858       750,000
EXPEDITORS INTL WASH INC            COM                  302130109             22           380
EXPEDITORS INTL WASH INC            COM                  302130109             28           500
EXPEDITORS INTL WASH INC            COM                  302130109             35           611
EXPEDITORS INTL WASH INC            COM                  302130109             85         1,500
EXPEDITORS INTL WASH INC            COM                  302130109            117         2,065
EXPEDITORS INTL WASH INC            COM                  302130109            168         2,950
EXPEDITORS INTL WASH INC            COM                  302130109            283         4,989
EXPEDITORS INTL WASH INC            COM                  302130109            284         5,000
EXPEDITORS INTL WASH INC            COM                  302130109            630        11,090
EXPRESS SCRIPTS INC                 COM                  302182100             48           766
EXPRESS SCRIPTS INC                 COM                  302182100             57           916
EXPRESS SCRIPTS INC                 COM                  302182100             68         1,100
EXPRESS SCRIPTS INC                 COM                  302182100             76         1,220
EXPRESS SCRIPTS INC                 COM                  302182100             87         1,400
EXPRESS SCRIPTS INC                 COM                  302182100            112         1,800
EXPRESS SCRIPTS INC                 COM                  302182100            123         1,976
EXPRESS SCRIPTS INC                 COM                  302182100            137         2,200
EXPRESS SCRIPTS INC                 COM                  302182100            422         6,784
EXPRESS SCRIPTS INC                 COM                  302182100            995        16,000
EYETECH PHARMACEUTICALS INC         COM                  302297106            201        11,200
EXXON MOBIL CORP                    COM                  30231G102             13           200
EXXON MOBIL CORP                    COM                  30231G102             16           259
EXXON MOBIL CORP                    COM                  30231G102             27           425
EXXON MOBIL CORP                    COM                  30231G102            168         2,650
EXXON MOBIL CORP                    COM                  30231G102            182         2,860
EXXON MOBIL CORP                    COM                  30231G102            191         3,000
EXXON MOBIL CORP                    COM                  30231G102            280         4,400
EXXON MOBIL CORP                    COM                  30231G102            305         4,800
EXXON MOBIL CORP                    COM                  30231G102            377         5,937
EXXON MOBIL CORP                    COM                  30231G102            384         6,050
EXXON MOBIL CORP                    COM                  30231G102            416         6,545
EXXON MOBIL CORP                    COM                  30231G102            416         6,550
EXXON MOBIL CORP                    COM                  30231G102            585         9,200
EXXON MOBIL CORP                    COM                  30231G102            782        12,300
EXXON MOBIL CORP                    COM                  30231G102            911        14,341
EXXON MOBIL CORP                    COM                  30231G102            921        14,488
EXXON MOBIL CORP                    COM                  30231G102          1,007        15,843
EXXON MOBIL CORP                    COM                  30231G102          1,144        18,000
EXXON MOBIL CORP                    COM                  30231G102          1,179        18,560
EXXON MOBIL CORP                    COM                  30231G102          1,247        19,632
EXXON MOBIL CORP                    COM                  30231G102          1,543        24,280
EXXON MOBIL CORP                    COM                  30231G102          1,714        26,982
EXXON MOBIL CORP                    COM                  30231G102          1,847        29,070
EXXON MOBIL CORP                    COM                  30231G102          1,929        30,360
EXXON MOBIL CORP                    COM                  30231G102          2,640        41,550
EXXON MOBIL CORP                    COM                  30231G102          2,773        43,644
EXXON MOBIL CORP                    COM                  30231G102          2,908        45,770
EXXON MOBIL CORP                    COM                  30231G102          2,933        46,164
EXXON MOBIL CORP                    COM                  30231G102          3,284        51,690
EXXON MOBIL CORP                    COM                  30231G102          3,343        52,610
EXXON MOBIL CORP                    COM                  30231G102          3,878        61,032
EXXON MOBIL CORP                    COM                  30231G102          3,935        61,935
EXXON MOBIL CORP                    COM                  30231G102          4,147        65,270
EXXON MOBIL CORP                    COM                  30231G102          4,276        67,296
EXXON MOBIL CORP                    COM                  30231G102          5,830        91,749
EXXON MOBIL CORP                    COM                  30231G102          6,425       101,116
EXXON MOBIL CORP                    COM                  30231G102          8,397       132,150
EXXON MOBIL CORP                    COM                  30231G102         17,758       279,480
EXXON MOBIL CORP                    COM                  30231G102         20,148       317,084
EXXON MOBIL CORP                    COM                  30231G102         35,918       565,276
EXXON MOBIL CORP                    COM                  30231G102         38,705       609,140
EXXON MOBIL CORP                    COM                  30231G102         44,426       699,178
EXXON MOBIL CORP                    COM                  30231G102         52,447       825,424
FMC TECHNOLOGIES INC                COM                  30249U101             36           859
FMC TECHNOLOGIES INC                COM                  30249U101            215         5,100
FPL GROUP INC                       COM                  302571104              4            80
FPL GROUP INC                       COM                  302571104             37           774
FPL GROUP INC                       COM                  302571104             50         1,050
FPL GROUP INC                       COM                  302571104             95         2,000
FPL GROUP INC                       COM                  302571104             95         2,006
FPL GROUP INC                       COM                  302571104            140         2,946
FPL GROUP INC                       COM                  302571104            157         3,290
FPL GROUP INC                       COM                  302571104            168         3,536
FPL GROUP INC                       COM                  302571104            182         3,828
FPL GROUP INC                       COM                  302571104            256         5,371
FPL GROUP INC                       COM                  302571104            306         6,420
FPL GROUP INC                       COM                  302571104            347         7,300
FPL GROUP INC                       COM                  302571104            354         7,440
FPL GROUP INC                       COM                  302571104            458         9,632
FPL GROUP INC                       COM                  302571104            812        17,061
FPL GROUP INC                       COM                  302571104            971        20,400
FPL GROUP INC                       COM                  302571104          1,798        37,780
FAIR ISAAC CORP                     COM                  303250104             10           220
FAIR ISAAC CORP                     COM                  303250104             22           500
FAIR ISAAC CORP                     COM                  303250104             90         2,000
FAIR ISAAC CORP                     COM                  303250104            108         2,400
FAIR ISAAC CORP                     COM                  303250104            272         6,070
FAIR ISAAC CORP                     COM                  303250104            325         7,260
FAIR ISAAC CORP                     NOTE  1.500% 8/1     303250AB0              3         3,000
FAIR ISAAC CORP                     NOTE  1.500% 8/1     303250AB0             36        32,000
FAIRFAX FINL HLDGS LTD              SUB VTG              303901102             35           200
FAIRFAX FINL HLDGS LTD              SUB VTG              303901102            104           600
FAIRFAX FINL HLDGS LTD              SUB VTG              303901102            187         1,075
FAIRFAX FINL HLDGS LTD              SUB VTG              303901102            626         3,598
FAIRMONT HOTELS RESORTS INC         COM                  305204109             27           793
FAIRMONT HOTELS RESORTS INC         COM                  305204109             78         2,325
FAIRMONT HOTELS RESORTS INC         COM                  305204109            181         5,404
FALCONBRIDGE LTD NEW 2005           COM                  306104100          1,077        40,290
FAMILY DLR STORES INC               COM                  307000109             20         1,018
FAMILY DLR STORES INC               COM                  307000109             23         1,174
FAMILY DLR STORES INC               COM                  307000109             26         1,330
FAMILY DLR STORES INC               COM                  307000109             28         1,411
FAMILY DLR STORES INC               COM                  307000109             50         2,506
FAMILY DLR STORES INC               COM                  307000109             66         3,305
FAMILY DLR STORES INC               COM                  307000109             71         3,594
FAMILY DLR STORES INC               COM                  307000109            131         6,582
FAMILY DLR STORES INC               COM                  307000109            334        16,800
FASTENAL CO                         COM                  311900104             28           458
FASTENAL CO                         COM                  311900104            122         2,000
FASTENAL CO                         COM                  311900104            180         2,942
FASTENAL CO                         COM                  311900104            434         7,110
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             22           395
FEDERAL HOME LN MTG CORP            COM                  313400301             23           400
FEDERAL HOME LN MTG CORP            COM                  313400301             28           500
FEDERAL HOME LN MTG CORP            COM                  313400301             30           540
FEDERAL HOME LN MTG CORP            COM                  313400301             37           650
FEDERAL HOME LN MTG CORP            COM                  313400301             58         1,025
FEDERAL HOME LN MTG CORP            COM                  313400301             59         1,050
FEDERAL HOME LN MTG CORP            COM                  313400301             60         1,060
FEDERAL HOME LN MTG CORP            COM                  313400301            102         1,800
FEDERAL HOME LN MTG CORP            COM                  313400301            113         2,000
FEDERAL HOME LN MTG CORP            COM                  313400301            129         2,293
FEDERAL HOME LN MTG CORP            COM                  313400301            182         3,220
FEDERAL HOME LN MTG CORP            COM                  313400301            288         5,105
FEDERAL HOME LN MTG CORP            COM                  313400301            305         5,400
FEDERAL HOME LN MTG CORP            COM                  313400301            320         5,661
FEDERAL HOME LN MTG CORP            COM                  313400301            322         5,708
FEDERAL HOME LN MTG CORP            COM                  313400301            324         5,738
FEDERAL HOME LN MTG CORP            COM                  313400301            335         5,930
FEDERAL HOME LN MTG CORP            COM                  313400301            377         6,679
FEDERAL HOME LN MTG CORP            COM                  313400301            596        10,564
FEDERAL HOME LN MTG CORP            COM                  313400301            600        10,635
FEDERAL HOME LN MTG CORP            COM                  313400301            621        11,000
FEDERAL HOME LN MTG CORP            COM                  313400301            628        11,127
FEDERAL HOME LN MTG CORP            COM                  313400301            800        14,173
FEDERAL HOME LN MTG CORP            COM                  313400301          1,602        28,370
FEDERAL HOME LN MTG CORP            COM                  313400301          1,693        29,989
FEDERAL HOME LN MTG CORP            COM                  313400301          3,685        65,270
FEDERAL NATL MTG ASSN               COM                  313586109              1            14
FEDERAL NATL MTG ASSN               COM                  313586109              2            55
FEDERAL NATL MTG ASSN               COM                  313586109             12           260
FEDERAL NATL MTG ASSN               COM                  313586109             15           340
FEDERAL NATL MTG ASSN               COM                  313586109             22           500
FEDERAL NATL MTG ASSN               COM                  313586109             32           720
FEDERAL NATL MTG ASSN               COM                  313586109             38           850
FEDERAL NATL MTG ASSN               COM                  313586109             63         1,410
FEDERAL NATL MTG ASSN               COM                  313586109             65         1,450
FEDERAL NATL MTG ASSN               COM                  313586109            112         2,500
FEDERAL NATL MTG ASSN               COM                  313586109            141         3,141
FEDERAL NATL MTG ASSN               COM                  313586109            162         3,610
FEDERAL NATL MTG ASSN               COM                  313586109            239         5,341
FEDERAL NATL MTG ASSN               COM                  313586109            320         7,136
FEDERAL NATL MTG ASSN               COM                  313586109            346         7,730
FEDERAL NATL MTG ASSN               COM                  313586109            366         8,160
FEDERAL NATL MTG ASSN               COM                  313586109            403         9,000
FEDERAL NATL MTG ASSN               COM                  313586109            415         9,250
FEDERAL NATL MTG ASSN               COM                  313586109            426         9,498
FEDERAL NATL MTG ASSN               COM                  313586109            565        12,600
FEDERAL NATL MTG ASSN               COM                  313586109            677        15,116
FEDERAL NATL MTG ASSN               COM                  313586109            695        15,517
FEDERAL NATL MTG ASSN               COM                  313586109            853        19,040
FEDERAL NATL MTG ASSN               COM                  313586109            968        21,604
FEDERAL NATL MTG ASSN               COM                  313586109          1,356        30,260
FEDERAL NATL MTG ASSN               COM                  313586109          1,888        42,116
FEDERAL NATL MTG ASSN               COM                  313586109          2,597        57,949
FEDERAL NATL MTG ASSN               COM                  313586109          4,097        91,420
FEDERAL NATL MTG ASSN               COM                  313586109        538,006    12,003,700
FEDERATED DEPT STORES INC DE        COM                  31410H101              3            52
FEDERATED DEPT STORES INC DE        COM                  31410H101             17           250
FEDERATED DEPT STORES INC DE        COM                  31410H101             24           361
FEDERATED DEPT STORES INC DE        COM                  31410H101             31           466
FEDERATED DEPT STORES INC DE        COM                  31410H101             37           552
FEDERATED DEPT STORES INC DE        COM                  31410H101             47           699
FEDERATED DEPT STORES INC DE        COM                  31410H101             60           900
FEDERATED DEPT STORES INC DE        COM                  31410H101             85         1,275
FEDERATED DEPT STORES INC DE        COM                  31410H101            126         1,881
FEDERATED DEPT STORES INC DE        COM                  31410H101            150         2,240
FEDERATED DEPT STORES INC DE        COM                  31410H101            151         2,264
FEDERATED DEPT STORES INC DE        COM                  31410H101            167         2,500
FEDERATED DEPT STORES INC DE        COM                  31410H101            172         2,569
FEDERATED DEPT STORES INC DE        COM                  31410H101            249         3,719
FEDERATED DEPT STORES INC DE        COM                  31410H101            289         4,326
FEDERATED DEPT STORES INC DE        COM                  31410H101            383         5,731
FEDERATED DEPT STORES INC DE        COM                  31410H101            801        11,973
FEDERATED DEPT STORES INC DE        COM                  31410H101          1,683        25,164
FEDERATED INVS INC PA               CL B                 314211103             15           460
FEDERATED INVS INC PA               CL B                 314211103             26           770
FEDERATED INVS INC PA               CL B                 314211103             30           890
FEDERATED INVS INC PA               CL B                 314211103             45         1,361
FEDERATED INVS INC PA               CL B                 314211103             53         1,600
FEDERATED INVS INC PA               CL B                 314211103             56         1,700
FEDERATED INVS INC PA               CL B                 314211103            143         4,300
FEDERATED INVS INC PA               CL B                 314211103            216         6,500
FEDEX CORP                          COM                  31428X106              9           100
FEDEX CORP                          COM                  31428X106             17           200
FEDEX CORP                          COM                  31428X106             22           250
FEDEX CORP                          COM                  31428X106             28           320
FEDEX CORP                          COM                  31428X106             29           335
FEDEX CORP                          COM                  31428X106             42           480
FEDEX CORP                          COM                  31428X106             48           550
FEDEX CORP                          COM                  31428X106             52           600
FEDEX CORP                          COM                  31428X106             63           727
FEDEX CORP                          COM                  31428X106             83           950
FEDEX CORP                          COM                  31428X106             91         1,050
FEDEX CORP                          COM                  31428X106            111         1,269
FEDEX CORP                          COM                  31428X106            183         2,100
FEDEX CORP                          COM                  31428X106            190         2,186
FEDEX CORP                          COM                  31428X106            225         2,580
FEDEX CORP                          COM                  31428X106            235         2,700
FEDEX CORP                          COM                  31428X106            261         2,993
FEDEX CORP                          COM                  31428X106            262         3,002
FEDEX CORP                          COM                  31428X106            311         3,564
FEDEX CORP                          COM                  31428X106            349         4,000
FEDEX CORP                          COM                  31428X106            360         4,132
FEDEX CORP                          COM                  31428X106            393         4,507
FEDEX CORP                          COM                  31428X106            427         4,898
FEDEX CORP                          COM                  31428X106            522         5,986
FEDEX CORP                          COM                  31428X106            773         8,877
FEDEX CORP                          COM                  31428X106          1,156        13,273
FEDEX CORP                          COM                  31428X106          2,467        28,310
FIDELITY NATL FINL INC              COM                  316326107             48         1,069
FIDELITY NATL FINL INC              COM                  316326107            225         5,050
FIDELITY NATL FINL INC              COM                  316326107            353         7,931
FIDELITY NATL FINL INC              COM                  316326107            818        18,381
FIFTH THIRD BANCORP                 COM                  316773100             11           290
FIFTH THIRD BANCORP                 COM                  316773100             18           500
FIFTH THIRD BANCORP                 COM                  316773100             18           500
FIFTH THIRD BANCORP                 COM                  316773100             20           540
FIFTH THIRD BANCORP                 COM                  316773100             20           550
FIFTH THIRD BANCORP                 COM                  316773100             23           620
FIFTH THIRD BANCORP                 COM                  316773100             42         1,150
FIFTH THIRD BANCORP                 COM                  316773100             57         1,540
FIFTH THIRD BANCORP                 COM                  316773100             66         1,800
FIFTH THIRD BANCORP                 COM                  316773100             87         2,354
FIFTH THIRD BANCORP                 COM                  316773100             92         2,510
FIFTH THIRD BANCORP                 COM                  316773100             99         2,697
FIFTH THIRD BANCORP                 COM                  316773100            115         3,140
FIFTH THIRD BANCORP                 COM                  316773100            147         3,993
FIFTH THIRD BANCORP                 COM                  316773100            173         4,710
FIFTH THIRD BANCORP                 COM                  316773100            196         5,339
FIFTH THIRD BANCORP                 COM                  316773100            280         7,613
FIFTH THIRD BANCORP                 COM                  316773100            332         9,040
FIFTH THIRD BANCORP                 COM                  316773100            441        12,001
FIFTH THIRD BANCORP                 COM                  316773100            900        24,503
FIFTH THIRD BANCORP                 COM                  316773100          1,939        52,770
FIFTH THIRD BANCORP                 COM                  316773100         73,500     2,000,000
FIRST AMERN CORP CALIF              COM                  318522307              3            70
FIRST AMERN CORP CALIF              COM                  318522307              8           180
FIRST AMERN CORP CALIF              COM                  318522307             17           370
FIRST AMERN CORP CALIF              COM                  318522307             23           509
FIRST AMERN CORP CALIF              COM                  318522307            214         4,691
FIRST AMERN CORP CALIF              COM                  318522307            356         7,800
FIRST DATA CORP                     COM                  319963104              6           150
FIRST DATA CORP                     COM                  319963104             20           500
FIRST DATA CORP                     COM                  319963104             20           500
FIRST DATA CORP                     COM                  319963104             24           600
FIRST DATA CORP                     COM                  319963104             27           685
FIRST DATA CORP                     COM                  319963104             28           700
FIRST DATA CORP                     COM                  319963104             32           800
FIRST DATA CORP                     COM                  319963104             38           940
FIRST DATA CORP                     COM                  319963104             56         1,400
FIRST DATA CORP                     COM                  319963104             70         1,745
FIRST DATA CORP                     COM                  319963104             88         2,200
FIRST DATA CORP                     COM                  319963104            111         2,783
FIRST DATA CORP                     COM                  319963104            166         4,150
FIRST DATA CORP                     COM                  319963104            168         4,200
FIRST DATA CORP                     COM                  319963104            186         4,640
FIRST DATA CORP                     COM                  319963104            225         5,635
FIRST DATA CORP                     COM                  319963104            257         6,430
FIRST DATA CORP                     COM                  319963104            306         7,655
FIRST DATA CORP                     COM                  319963104            310         7,760
FIRST DATA CORP                     COM                  319963104            314         7,860
FIRST DATA CORP                     COM                  319963104            460        11,501
FIRST DATA CORP                     COM                  319963104            501        12,524
FIRST DATA CORP                     COM                  319963104            559        13,969
FIRST DATA CORP                     COM                  319963104            619        15,476
FIRST DATA CORP                     COM                  319963104            638        15,962
FIRST DATA CORP                     COM                  319963104          1,351        33,781
FIRST DATA CORP                     COM                  319963104          1,416        35,400
FIRST DATA CORP                     COM                  319963104          2,915        72,870
FIRST DATA CORP                     COM                  319963104          4,406       110,140
FIRST HORIZON NATL CORP             COM                  320517105              8           210
FIRST HORIZON NATL CORP             COM                  320517105             28           764
FIRST HORIZON NATL CORP             COM                  320517105             32           893
FIRST HORIZON NATL CORP             COM                  320517105             36           980
FIRST HORIZON NATL CORP             COM                  320517105             43         1,193
FIRST HORIZON NATL CORP             COM                  320517105             65         1,800
FIRST HORIZON NATL CORP             COM                  320517105             73         2,000
FIRST HORIZON NATL CORP             COM                  320517105            176         4,836
FIRST HORIZON NATL CORP             COM                  320517105            209         5,750
FIRST HORIZON NATL CORP             COM                  320517105            276         7,600
FIRST HORIZON NATL CORP             COM                  320517105            441        12,130
FIRST MARBLEHEAD CORP               COM                  320771108             10           400
FIRST MARBLEHEAD CORP               COM                  320771108             23           900
FIRST MARBLEHEAD CORP               COM                  320771108             28         1,100
FIRST MARBLEHEAD CORP               COM                  320771108             71         2,800
FIRST MARBLEHEAD CORP               COM                  320771108            133         5,225
FIRST MARBLEHEAD CORP               COM                  320771108            298        11,725
FISERV INC                          COM                  337738108             60         1,300
FISERV INC                          COM                  337738108             62         1,360
FISERV INC                          COM                  337738108             64         1,400
FISERV INC                          COM                  337738108             69         1,500
FISERV INC                          COM                  337738108             71         1,540
FISERV INC                          COM                  337738108             71         1,548
FISERV INC                          COM                  337738108             73         1,600
FISERV INC                          COM                  337738108             73         1,600
FISERV INC                          COM                  337738108             88         1,926
FISERV INC                          COM                  337738108            127         2,774
FISERV INC                          COM                  337738108            153         3,328
FISERV INC                          COM                  337738108            156         3,400
FISERV INC                          COM                  337738108            175         3,826
FISERV INC                          COM                  337738108            310         6,755
FISERV INC                          COM                  337738108            414         9,029
FISERV INC                          COM                  337738108            812        17,710
FISERV INC                          COM                  337738108          1,362        29,683
FIRSTENERGY CORP                    COM                  337932107             26           499
FIRSTENERGY CORP                    COM                  337932107             26           500
FIRSTENERGY CORP                    COM                  337932107             26           500
FIRSTENERGY CORP                    COM                  337932107             27           519
FIRSTENERGY CORP                    COM                  337932107             36           700
FIRSTENERGY CORP                    COM                  337932107             64         1,230
FIRSTENERGY CORP                    COM                  337932107             88         1,685
FIRSTENERGY CORP                    COM                  337932107             94         1,800
FIRSTENERGY CORP                    COM                  337932107            129         2,467
FIRSTENERGY CORP                    COM                  337932107            141         2,710
FIRSTENERGY CORP                    COM                  337932107            167         3,198
FIRSTENERGY CORP                    COM                  337932107            264         5,069
FIRSTENERGY CORP                    COM                  337932107            281         5,397
FIRSTENERGY CORP                    COM                  337932107            313         6,000
FIRSTENERGY CORP                    COM                  337932107            362         6,953
FIRSTENERGY CORP                    COM                  337932107            796        15,270
FIRSTENERGY CORP                    COM                  337932107          1,572        30,160
FISHER SCIENTIFIC INTL INC          COM NEW              338032204             10           156
FISHER SCIENTIFIC INTL INC          COM NEW              338032204             13           213
FISHER SCIENTIFIC INTL INC          COM NEW              338032204             52           830
FISHER SCIENTIFIC INTL INC          COM NEW              338032204             62         1,000
FISHER SCIENTIFIC INTL INC          COM NEW              338032204             63         1,010
FISHER SCIENTIFIC INTL INC          COM NEW              338032204             71         1,140
FISHER SCIENTIFIC INTL INC          COM NEW              338032204            105         1,700
FISHER SCIENTIFIC INTL INC          COM NEW              338032204            112         1,800
FISHER SCIENTIFIC INTL INC          COM NEW              338032204            124         2,000
FISHER SCIENTIFIC INTL INC          COM NEW              338032204            359         5,787
FISHER SCIENTIFIC INTL INC          COM NEW              338032204            658        10,600
FISHER SCIENTIFIC INTL INC          COM NEW              338032204            806        12,997
FISHER SCIENTIFIC INTL INC          COM NEW              338032204            897        14,459
FISHER SCIENTIFIC INTL INC          COM NEW              338032204          1,023        16,490
FISHER SCIENTIFIC INTL INC          COM NEW              338032204          1,129        18,199
FISHER SCIENTIFIC INTL INC          COM NEW              338032204          1,476        23,783
FISHER SCIENTIFIC INTL INC          COM NEW              338032204          3,316        53,440
FISHER SCIENTIFIC INTL INC          COM NEW              338032204          7,280       117,317
FISHER SCIENTIFIC INTL INC          NOTE  3.250% 3/0     338032AX3              4         4,000
FISHER SCIENTIFIC INTL INC          NOTE  3.250% 3/0     338032AX3             41        40,000
FLEXIBLE SOLUTIONS INTL INC         COM                  33938T104            393       101,500
FLUOR CORP NEW                      COM                  343412102              1            23
FLUOR CORP NEW                      COM                  343412102             13           200
FLUOR CORP NEW                      COM                  343412102             19           300
FLUOR CORP NEW                      COM                  343412102             33           509
FLUOR CORP NEW                      COM                  343412102             35           550
FLUOR CORP NEW                      COM                  343412102             39           600
FLUOR CORP NEW                      COM                  343412102             42           660
FLUOR CORP NEW                      COM                  343412102             59           910
FLUOR CORP NEW                      COM                  343412102             81         1,258
FLUOR CORP NEW                      COM                  343412102            131         2,042
FLUOR CORP NEW                      COM                  343412102            263         4,091
FLUOR CORP NEW                      COM                  343412102            529         8,210
FLUSHING FINL CORP                  COM                  343873105          5,749       351,202
FOOT LOCKER INC                     COM                  344849104              7           319
FOOT LOCKER INC                     COM                  344849104             21           967
FOOT LOCKER INC                     COM                  344849104             44         2,001
FOOT LOCKER INC                     COM                  344849104             53         2,400
FOOT LOCKER INC                     COM                  344849104            135         6,133
FOOT LOCKER INC                     COM                  344849104            296        13,500
FORD MTR CO DEL                     COM PAR $0.01        345370860             10         1,000
FORD MTR CO DEL                     COM PAR $0.01        345370860             12         1,200
FORD MTR CO DEL                     COM PAR $0.01        345370860             18         1,840
FORD MTR CO DEL                     COM PAR $0.01        345370860             18         1,860
FORD MTR CO DEL                     COM PAR $0.01        345370860             21         2,100
FORD MTR CO DEL                     COM PAR $0.01        345370860             25         2,556
FORD MTR CO DEL                     COM PAR $0.01        345370860             36         3,650
FORD MTR CO DEL                     COM PAR $0.01        345370860             53         5,350
FORD MTR CO DEL                     COM PAR $0.01        345370860             63         6,420
FORD MTR CO DEL                     COM PAR $0.01        345370860             74         7,502
FORD MTR CO DEL                     COM PAR $0.01        345370860             82         8,300
FORD MTR CO DEL                     COM PAR $0.01        345370860            113        11,429
FORD MTR CO DEL                     COM PAR $0.01        345370860            130        13,146
FORD MTR CO DEL                     COM PAR $0.01        345370860            131        13,289
FORD MTR CO DEL                     COM PAR $0.01        345370860            157        15,880
FORD MTR CO DEL                     COM PAR $0.01        345370860            175        17,722
FORD MTR CO DEL                     COM PAR $0.01        345370860            184        18,711
FORD MTR CO DEL                     COM PAR $0.01        345370860            236        23,899
FORD MTR CO DEL                     COM PAR $0.01        345370860            237        24,050
FORD MTR CO DEL                     COM PAR $0.01        345370860            298        30,262
FORD MTR CO DEL                     COM PAR $0.01        345370860            319        32,360
FORD MTR CO DEL                     COM PAR $0.01        345370860            330        33,470
FORD MTR CO DEL                     COM PAR $0.01        345370860            346        35,047
FORD MTR CO DEL                     COM PAR $0.01        345370860            776        78,706
FORD MTR CO DEL                     COM PAR $0.01        345370860          1,648       167,140
FORDING CDN COAL TR                 TR UNIT              345425102              6           135
FORDING CDN COAL TR                 TR UNIT              345425102             64         1,500
FORDING CDN COAL TR                 TR UNIT              345425102             85         2,000
FORDING CDN COAL TR                 TR UNIT              345425102            289         6,780
FOREST CITY ENTERPRISES INC         CL A                 345550107            145         3,800
FOREST CITY ENTERPRISES INC         CL A                 345550107            271         7,100
FOREST LABS INC                     COM                  345838106              2            60
FOREST LABS INC                     COM                  345838106              2            62
FOREST LABS INC                     COM                  345838106             12           316
FOREST LABS INC                     COM                  345838106             15           392
FOREST LABS INC                     COM                  345838106             18           460
FOREST LABS INC                     COM                  345838106             25           650
FOREST LABS INC                     COM                  345838106             35           900
FOREST LABS INC                     COM                  345838106             58         1,500
FOREST LABS INC                     COM                  345838106             62         1,600
FOREST LABS INC                     COM                  345838106             74         1,900
FOREST LABS INC                     COM                  345838106             78         1,990
FOREST LABS INC                     COM                  345838106             95         2,448
FOREST LABS INC                     COM                  345838106            110         2,830
FOREST LABS INC                     COM                  345838106            129         3,318
FOREST LABS INC                     COM                  345838106            164         4,200
FOREST LABS INC                     COM                  345838106            204         5,232
FOREST LABS INC                     COM                  345838106            220         5,658
FOREST LABS INC                     COM                  345838106            270         6,922
FOREST LABS INC                     COM                  345838106            339         8,687
FOREST LABS INC                     COM                  345838106            634        16,268
FOREST LABS INC                     COM                  345838106          1,304        33,460
FORTUNE BRANDS INC                  COM                  349631101             24           300
FORTUNE BRANDS INC                  COM                  349631101             41           500
FORTUNE BRANDS INC                  COM                  349631101             41           500
FORTUNE BRANDS INC                  COM                  349631101             73           900
FORTUNE BRANDS INC                  COM                  349631101             86         1,056
FORTUNE BRANDS INC                  COM                  349631101            101         1,240
FORTUNE BRANDS INC                  COM                  349631101            121         1,487
FORTUNE BRANDS INC                  COM                  349631101            187         2,299
FORTUNE BRANDS INC                  COM                  349631101            197         2,423
FORTUNE BRANDS INC                  COM                  349631101            224         2,760
FORTUNE BRANDS INC                  COM                  349631101            279         3,430
FORTUNE BRANDS INC                  COM                  349631101            330         4,055
FORTUNE BRANDS INC                  COM                  349631101            523         6,436
FORTUNE BRANDS INC                  COM                  349631101          1,066        13,110
FOUNDATION COAL HLDGS INC           COM                  35039W100              7           177
FOUNDATION COAL HLDGS INC           COM                  35039W100            115         3,000
FOUNDATION COAL HLDGS INC           COM                  35039W100            385        10,000
FOUR SEASONS HOTEL INC              LTD VTG SH           35100E104             11           200
FOUR SEASONS HOTEL INC              LTD VTG SH           35100E104            904        15,750
FRANCE TELECOM                      SPONSORED ADR        35177Q105              2            80
FRANCE TELECOM                      SPONSORED ADR        35177Q105              4           140
FRANCE TELECOM                      SPONSORED ADR        35177Q105             18           620
FRANCE TELECOM                      SPONSORED ADR        35177Q105             80         2,785
FRANCE TELECOM                      SPONSORED ADR        35177Q105            149         5,173
FRANKLIN RES INC                    COM                  354613101             17           200
FRANKLIN RES INC                    COM                  354613101             25           300
FRANKLIN RES INC                    COM                  354613101             76           900
FRANKLIN RES INC                    COM                  354613101             76           900
FRANKLIN RES INC                    COM                  354613101             92         1,090
FRANKLIN RES INC                    COM                  354613101            107         1,270
FRANKLIN RES INC                    COM                  354613101            122         1,455
FRANKLIN RES INC                    COM                  354613101            134         1,600
FRANKLIN RES INC                    COM                  354613101            198         2,360
FRANKLIN RES INC                    COM                  354613101            206         2,451
FRANKLIN RES INC                    COM                  354613101            272         3,235
FRANKLIN RES INC                    COM                  354613101            733         8,733
FRANKLIN RES INC                    COM                  354613101          1,527        18,187
FRANKLIN RES INC                    COM                  354613101          1,557        18,540
FRANKLIN RES INC                    NOTE         5/1     354613AC5              5         6,000
FRANKLIN RES INC                    NOTE         5/1     354613AC5             50        64,000
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857              9           190
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857             32           668
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857             41           842
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857             44           900
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857             44           900
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857             56         1,160
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857             63         1,300
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857             67         1,380
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857             73         1,500
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857             88         1,810
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857            126         2,600
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857            132         2,713
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857            140         2,882
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857            172         3,537
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857            377         7,752
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857            397         8,180
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857            881        18,130
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857          1,013        20,853
FREEPORT-MCMORAN COPPER & GO        CL B                 35671D857          9,577       197,100
FREESCALE SEMICONDUCTOR INC         COM CL A             35687M107              5           205
FREESCALE SEMICONDUCTOR INC         COM CL A             35687M107            159         6,800
FREESCALE SEMICONDUCTOR INC         COM CL A             35687M107            286        12,200
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206              5           231
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206              6           253
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             10           407
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             11           458
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             11           458
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             12           505
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             17           726
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             21           874
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             62         2,650
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             65         2,738
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             67         2,828
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             77         3,265
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             86         3,638
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206             90         3,827
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206            143         6,050
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206            214         9,082
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206            281        11,900
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206            351        14,885
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206            480        20,372
FREESCALE SEMICONDUCTOR INC         CL B                 35687M206            583        24,740
FRIEDMAN BILLINGS RAMSEY GRO        CL A                 358434108              3           260
FRIEDMAN BILLINGS RAMSEY GRO        CL A                 358434108              8           787
FRIEDMAN BILLINGS RAMSEY GRO        CL A                 358434108            127        12,500
FUJI PHOTO FILM LTD                 ADR                  359586302             43         1,300
FUJI PHOTO FILM LTD                 ADR                  359586302            258         7,770
FUJI PHOTO FILM LTD                 ADR                  359586302            271         8,165
FULTON FINL CORP PA                 COM                  360271100             15           891
FULTON FINL CORP PA                 COM                  360271100             98         5,859
FULTON FINL CORP PA                 COM                  360271100            220        13,125
GALLAGHER ARTHUR J & CO             COM                  363576109             16           560
GALLAGHER ARTHUR J & CO             COM                  363576109            105         3,640
GALLAGHER ARTHUR J & CO             COM                  363576109            286         9,930
GANNETT INC                         COM                  364730101             14           210
GANNETT INC                         COM                  364730101             17           250
GANNETT INC                         COM                  364730101             21           310
GANNETT INC                         COM                  364730101             24           350
GANNETT INC                         COM                  364730101             48           700
GANNETT INC                         COM                  364730101             48           700
GANNETT INC                         COM                  364730101             58           846
GANNETT INC                         COM                  364730101             65           950
GANNETT INC                         COM                  364730101             96         1,392
GANNETT INC                         COM                  364730101            105         1,525
GANNETT INC                         COM                  364730101            123         1,786
GANNETT INC                         COM                  364730101            135         1,960
GANNETT INC                         COM                  364730101            166         2,413
GANNETT INC                         COM                  364730101            276         4,015
GANNETT INC                         COM                  364730101            288         4,188
GANNETT INC                         COM                  364730101            374         5,440
GANNETT INC                         COM                  364730101            447         6,500
GANNETT INC                         COM                  364730101            500         7,260
GANNETT INC                         COM                  364730101            657         9,550
GANNETT INC                         COM                  364730101            735        10,679
GANNETT INC                         COM                  364730101            921        13,388
GANNETT INC                         COM                  364730101          1,218        17,700
GANNETT INC                         COM                  364730101          1,270        18,454
GANNETT INC                         COM                  364730101          1,606        23,340
GAP INC DEL                         COM                  364760108              4           210
GAP INC DEL                         COM                  364760108              9           500
GAP INC DEL                         COM                  364760108             11           620
GAP INC DEL                         COM                  364760108             14           800
GAP INC DEL                         COM                  364760108             15           885
GAP INC DEL                         COM                  364760108             17           950
GAP INC DEL                         COM                  364760108             17           990
GAP INC DEL                         COM                  364760108             22         1,250
GAP INC DEL                         COM                  364760108             26         1,500
GAP INC DEL                         COM                  364760108             28         1,620
GAP INC DEL                         COM                  364760108             42         2,400
GAP INC DEL                         COM                  364760108             44         2,500
GAP INC DEL                         COM                  364760108             59         3,400
GAP INC DEL                         COM                  364760108             70         4,000
GAP INC DEL                         COM                  364760108             73         4,199
GAP INC DEL                         COM                  364760108             85         4,900
GAP INC DEL                         COM                  364760108             97         5,558
GAP INC DEL                         COM                  364760108            102         5,879
GAP INC DEL                         COM                  364760108            155         8,895
GAP INC DEL                         COM                  364760108            168         9,622
GAP INC DEL                         COM                  364760108            222        12,750
GAP INC DEL                         COM                  364760108            280        16,074
GAP INC DEL                         COM                  364760108            587        33,681
GAP INC DEL                         COM                  364760108          1,097        62,930
GAP INC DEL                         COM                  364760108          1,110        63,689
GATEWAY INC                         COM                  367626108              1           193
GATEWAY INC                         COM                  367626108              1           500
GATEWAY INC                         COM                  367626108              3         1,000
GATEWAY INC                         COM                  367626108              3         1,200
GATEWAY INC                         COM                  367626108              5         1,900
GATEWAY INC                         COM                  367626108              7         2,610
GATEWAY INC                         COM                  367626108              8         2,950
GATEWAY INC                         COM                  367626108             10         3,535
GATEWAY INC                         COM                  367626108             15         5,500
GATEWAY INC                         COM                  367626108             35        13,000
GATEWAY INC                         COM                  367626108         16,200     6,000,000
GEHL CO                             COM                  368483103            836        30,000
GENAERA CORP                        COM                  36867G100             38        20,000
GENENTECH INC                       COM NEW              368710406              4            45
GENENTECH INC                       COM NEW              368710406              5            55
GENENTECH INC                       COM NEW              368710406             17           200
GENENTECH INC                       COM NEW              368710406             23           270
GENENTECH INC                       COM NEW              368710406             27           320
GENENTECH INC                       COM NEW              368710406             29           350
GENENTECH INC                       COM NEW              368710406             34           400
GENENTECH INC                       COM NEW              368710406             67           791
GENENTECH INC                       COM NEW              368710406            101         1,200
GENENTECH INC                       COM NEW              368710406            115         1,360
GENENTECH INC                       COM NEW              368710406            118         1,400
GENENTECH INC                       COM NEW              368710406            135         1,600
GENENTECH INC                       COM NEW              368710406            194         2,300
GENENTECH INC                       COM NEW              368710406            244         2,900
GENENTECH INC                       COM NEW              368710406            244         2,900
GENENTECH INC                       COM NEW              368710406            288         3,420
GENENTECH INC                       COM NEW              368710406            528         6,272
GENENTECH INC                       COM NEW              368710406            708         8,413
GENENTECH INC                       COM NEW              368710406            838         9,951
GENENTECH INC                       COM NEW              368710406            974        11,563
GENENTECH INC                       COM NEW              368710406          1,584        18,812
GENENTECH INC                       COM NEW              368710406          3,321        39,440
GENERAL DYNAMICS CORP               COM                  369550108             20           170
GENERAL DYNAMICS CORP               COM                  369550108             24           200
GENERAL DYNAMICS CORP               COM                  369550108             24           200
GENERAL DYNAMICS CORP               COM                  369550108             24           200
GENERAL DYNAMICS CORP               COM                  369550108             42           350
GENERAL DYNAMICS CORP               COM                  369550108             84           700
GENERAL DYNAMICS CORP               COM                  369550108             96           800
GENERAL DYNAMICS CORP               COM                  369550108             99           827
GENERAL DYNAMICS CORP               COM                  369550108            178         1,491
GENERAL DYNAMICS CORP               COM                  369550108            191         1,600
GENERAL DYNAMICS CORP               COM                  369550108            201         1,680
GENERAL DYNAMICS CORP               COM                  369550108            241         2,014
GENERAL DYNAMICS CORP               COM                  369550108            299         2,500
GENERAL DYNAMICS CORP               COM                  369550108            311         2,600
GENERAL DYNAMICS CORP               COM                  369550108            331         2,770
GENERAL DYNAMICS CORP               COM                  369550108            388         3,245
GENERAL DYNAMICS CORP               COM                  369550108            539         4,505
GENERAL DYNAMICS CORP               COM                  369550108          1,056         8,833
GENERAL DYNAMICS CORP               COM                  369550108          2,088        17,469
GENERAL DYNAMICS CORP               COM                  369550108          2,303        19,260
GENERAL ELEC CO                     COM                  369604103              4           115
GENERAL ELEC CO                     COM                  369604103            125         3,713
GENERAL ELEC CO                     COM                  369604103            141         4,200
GENERAL ELEC CO                     COM                  369604103            168         5,000
GENERAL ELEC CO                     COM                  369604103            194         5,750
GENERAL ELEC CO                     COM                  369604103            199         5,900
GENERAL ELEC CO                     COM                  369604103            242         7,200
GENERAL ELEC CO                     COM                  369604103            246         7,300
GENERAL ELEC CO                     COM                  369604103            288         8,554
GENERAL ELEC CO                     COM                  369604103            323         9,600
GENERAL ELEC CO                     COM                  369604103            334         9,930
GENERAL ELEC CO                     COM                  369604103            337        10,000
GENERAL ELEC CO                     COM                  369604103            508        15,100
GENERAL ELEC CO                     COM                  369604103            609        18,074
GENERAL ELEC CO                     COM                  369604103            707        21,012
GENERAL ELEC CO                     COM                  369604103            744        22,093
GENERAL ELEC CO                     COM                  369604103          1,005        29,850
GENERAL ELEC CO                     COM                  369604103          1,020        30,301
GENERAL ELEC CO                     COM                  369604103          1,044        31,020
GENERAL ELEC CO                     COM                  369604103          1,054        31,300
GENERAL ELEC CO                     COM                  369604103          1,112        33,041
GENERAL ELEC CO                     COM                  369604103          1,296        38,498
GENERAL ELEC CO                     COM                  369604103          1,415        42,035
GENERAL ELEC CO                     COM                  369604103          2,025        60,137
GENERAL ELEC CO                     COM                  369604103          2,043        60,687
GENERAL ELEC CO                     COM                  369604103          2,090        62,070
GENERAL ELEC CO                     COM                  369604103          2,121        63,000
GENERAL ELEC CO                     COM                  369604103          2,196        65,217
GENERAL ELEC CO                     COM                  369604103          2,615        77,660
GENERAL ELEC CO                     COM                  369604103          2,805        83,315
GENERAL ELEC CO                     COM                  369604103          2,968        88,140
GENERAL ELEC CO                     COM                  369604103          3,155        93,694
GENERAL ELEC CO                     COM                  369604103          3,496       103,817
GENERAL ELEC CO                     COM                  369604103          3,722       110,550
GENERAL ELEC CO                     COM                  369604103          3,815       113,300
GENERAL ELEC CO                     COM                  369604103          3,959       117,576
GENERAL ELEC CO                     COM                  369604103          5,297       157,328
GENERAL ELEC CO                     COM                  369604103          5,716       169,765
GENERAL ELEC CO                     COM                  369604103          5,989       177,862
GENERAL ELEC CO                     COM                  369604103          7,455       221,410
GENERAL ELEC CO                     COM                  369604103         10,342       307,143
GENERAL ELEC CO                     COM                  369604103         15,610       463,604
GENERAL ELEC CO                     COM                  369604103         22,617       671,716
GENERAL ELEC CO                     COM                  369604103         34,057     1,011,490
GENERAL ELEC CO                     COM                  369604103         35,799     1,063,233
GENERAL ELEC CO                     COM                  369604103         38,897     1,155,235
GENERAL ELEC CO                     COM                  369604103         40,065     1,189,933
GENERAL GROWTH PPTYS INC            COM                  370021107             74         1,655
GENERAL GROWTH PPTYS INC            COM                  370021107            155         3,445
GENERAL GROWTH PPTYS INC            COM                  370021107            292         6,500
GENERAL GROWTH PPTYS INC            COM                  370021107            319         7,100
GENERAL GROWTH PPTYS INC            COM                  370021107          1,098        24,442
GENERAL MLS INC                     COM                  370334104              9           180
GENERAL MLS INC                     COM                  370334104             17           350
GENERAL MLS INC                     COM                  370334104             25           520
GENERAL MLS INC                     COM                  370334104             46           950
GENERAL MLS INC                     COM                  370334104             67         1,393
GENERAL MLS INC                     COM                  370334104             75         1,550
GENERAL MLS INC                     COM                  370334104             77         1,600
GENERAL MLS INC                     COM                  370334104             97         2,020
GENERAL MLS INC                     COM                  370334104            114         2,364
GENERAL MLS INC                     COM                  370334104            116         2,400
GENERAL MLS INC                     COM                  370334104            127         2,628
GENERAL MLS INC                     COM                  370334104            140         2,913
GENERAL MLS INC                     COM                  370334104            173         3,592
GENERAL MLS INC                     COM                  370334104            216         4,477
GENERAL MLS INC                     COM                  370334104            289         6,002
GENERAL MLS INC                     COM                  370334104            381         7,899
GENERAL MLS INC                     COM                  370334104            409         8,485
GENERAL MLS INC                     COM                  370334104            803        16,670
GENERAL MLS INC                     COM                  370334104          1,669        34,630
GENERAL MLS INC                     COM                  370334104          4,508        93,525
GENERAL MTRS CORP                   COM                  370442105              3           105
GENERAL MTRS CORP                   COM                  370442105              5           175
GENERAL MTRS CORP                   COM                  370442105             15           500
GENERAL MTRS CORP                   COM                  370442105             17           550
GENERAL MTRS CORP                   COM                  370442105             20           660
GENERAL MTRS CORP                   COM                  370442105             26           840
GENERAL MTRS CORP                   COM                  370442105             28           918
GENERAL MTRS CORP                   COM                  370442105             31         1,000
GENERAL MTRS CORP                   COM                  370442105             34         1,100
GENERAL MTRS CORP                   COM                  370442105             34         1,125
GENERAL MTRS CORP                   COM                  370442105             58         1,900
GENERAL MTRS CORP                   COM                  370442105             92         3,000
GENERAL MTRS CORP                   COM                  370442105             99         3,219
GENERAL MTRS CORP                   COM                  370442105            125         4,079
GENERAL MTRS CORP                   COM                  370442105            149         4,870
GENERAL MTRS CORP                   COM                  370442105            167         5,447
GENERAL MTRS CORP                   COM                  370442105            203         6,640
GENERAL MTRS CORP                   COM                  370442105            282         9,227
GENERAL MTRS CORP                   COM                  370442105            296         9,680
GENERAL MTRS CORP                   COM                  370442105            339        11,069
GENERAL MTRS CORP                   COM                  370442105            372        12,156
GENERAL MTRS CORP                   COM                  370442105            737        24,093
GENERAL MTRS CORP                   COM                  370442105            778        25,403
GENERAL MTRS CORP                   COM                  370442105            870        28,438
GENERAL MTRS CORP                   COM                  370442105          1,618        52,850
GENERAL MTRS CORP                   DEB SR CONV B        370442733             74         4,300
GENERAL MTRS CORP                   DEB SR CONV B        370442733            173        10,000
GENTEX CORP                         COM                  371901109              4           236
GENTEX CORP                         COM                  371901109             33         1,891
GENTEX CORP                         COM                  371901109            144         8,300
GENTEX CORP                         COM                  371901109            263        15,100
GENTA INC                           COM NEW              37245M207             24        16,000
GENUINE PARTS CO                    COM                  372460105             10           224
GENUINE PARTS CO                    COM                  372460105             10           227
GENUINE PARTS CO                    COM                  372460105             46         1,069
GENUINE PARTS CO                    COM                  372460105             53         1,245
GENUINE PARTS CO                    COM                  372460105             59         1,380
GENUINE PARTS CO                    COM                  372460105             60         1,400
GENUINE PARTS CO                    COM                  372460105             75         1,743
GENUINE PARTS CO                    COM                  372460105             89         2,085
GENUINE PARTS CO                    COM                  372460105            118         2,745
GENUINE PARTS CO                    COM                  372460105            118         2,746
GENUINE PARTS CO                    COM                  372460105            128         2,987
GENUINE PARTS CO                    COM                  372460105            167         3,900
GENUINE PARTS CO                    COM                  372460105            168         3,924
GENUINE PARTS CO                    COM                  372460105            332         7,731
GENUINE PARTS CO                    COM                  372460105            788        18,370
GENWORTH FINL INC                   COM CL A             37247D106              2            50
GENWORTH FINL INC                   COM CL A             37247D106              2            63
GENWORTH FINL INC                   COM CL A             37247D106             28           865
GENWORTH FINL INC                   COM CL A             37247D106            145         4,500
GENWORTH FINL INC                   COM CL A             37247D106            340        10,535
GENWORTH FINL INC                   COM CL A             37247D106            690        21,400
GENWORTH FINL INC                   COM CL A             37247D106          1,024        31,772
GENZYME CORP                        COM                  372917104              5            65
GENZYME CORP                        COM                  372917104             15           204
GENZYME CORP                        COM                  372917104             18           250
GENZYME CORP                        COM                  372917104             27           370
GENZYME CORP                        COM                  372917104             29           400
GENZYME CORP                        COM                  372917104             32           450
GENZYME CORP                        COM                  372917104             50           700
GENZYME CORP                        COM                  372917104             52           720
GENZYME CORP                        COM                  372917104             75         1,052
GENZYME CORP                        COM                  372917104            100         1,400
GENZYME CORP                        COM                  372917104            133         1,854
GENZYME CORP                        COM                  372917104            154         2,150
GENZYME CORP                        COM                  372917104            176         2,462
GENZYME CORP                        COM                  372917104            179         2,500
GENZYME CORP                        COM                  372917104            268         3,745
GENZYME CORP                        COM                  372917104            299         4,170
GENZYME CORP                        COM                  372917104            428         5,980
GENZYME CORP                        COM                  372917104            840        11,726
GENZYME CORP                        COM                  372917104          1,330        18,564
GENZYME CORP                        COM                  372917104          1,720        24,010
GEORGIA PAC CORP                    COM                  373298108              8           245
GEORGIA PAC CORP                    COM                  373298108             14           400
GEORGIA PAC CORP                    COM                  373298108             37         1,100
GEORGIA PAC CORP                    COM                  373298108             46         1,350
GEORGIA PAC CORP                    COM                  373298108             51         1,500
GEORGIA PAC CORP                    COM                  373298108             53         1,550
GEORGIA PAC CORP                    COM                  373298108             54         1,578
GEORGIA PAC CORP                    COM                  373298108             64         1,880
GEORGIA PAC CORP                    COM                  373298108             76         2,240
GEORGIA PAC CORP                    COM                  373298108             90         2,656
GEORGIA PAC CORP                    COM                  373298108            142         4,177
GEORGIA PAC CORP                    COM                  373298108            147         4,319
GEORGIA PAC CORP                    COM                  373298108            263         7,717
GEORGIA PAC CORP                    COM                  373298108            317         9,300
GEORGIA PAC CORP                    COM                  373298108            406        11,922
GEORGIA PAC CORP                    COM                  373298108            789        23,160
GETTY IMAGES INC                    COM                  374276103             22           255
GETTY IMAGES INC                    COM                  374276103            150         1,745
GETTY IMAGES INC                    COM                  374276103            180         2,090
GETTY IMAGES INC                    COM                  374276103            336         3,900
GILEAD SCIENCES INC                 COM                  375558103              4            78
GILEAD SCIENCES INC                 COM                  375558103             15           300
GILEAD SCIENCES INC                 COM                  375558103             21           430
GILEAD SCIENCES INC                 COM                  375558103             24           500
GILEAD SCIENCES INC                 COM                  375558103             39           800
GILEAD SCIENCES INC                 COM                  375558103             59         1,200
GILEAD SCIENCES INC                 COM                  375558103             61         1,250
GILEAD SCIENCES INC                 COM                  375558103             85         1,740
GILEAD SCIENCES INC                 COM                  375558103            146         3,000
GILEAD SCIENCES INC                 COM                  375558103            157         3,230
GILEAD SCIENCES INC                 COM                  375558103            186         3,810
GILEAD SCIENCES INC                 COM                  375558103            190         3,901
GILEAD SCIENCES INC                 COM                  375558103            212         4,350
GILEAD SCIENCES INC                 COM                  375558103            214         4,392
GILEAD SCIENCES INC                 COM                  375558103            235         4,820
GILEAD SCIENCES INC                 COM                  375558103            305         6,254
GILEAD SCIENCES INC                 COM                  375558103            361         7,410
GILEAD SCIENCES INC                 COM                  375558103            502        10,300
GILEAD SCIENCES INC                 COM                  375558103            584        11,970
GILEAD SCIENCES INC                 COM                  375558103          1,000        20,500
GILEAD SCIENCES INC                 COM                  375558103          1,118        22,929
GILEAD SCIENCES INC                 COM                  375558103          2,095        42,960
GILEAD SCIENCES INC                 COM                  375558103          2,165        44,397
GILLETTE CO                         COM                  375766102             12           200
GILLETTE CO                         COM                  375766102             35           600
GILLETTE CO                         COM                  375766102             45           770
GILLETTE CO                         COM                  375766102             49           850
GILLETTE CO                         COM                  375766102             76         1,298
GILLETTE CO                         COM                  375766102             84         1,450
GILLETTE CO                         COM                  375766102             87         1,500
GILLETTE CO                         COM                  375766102            135         2,328
GILLETTE CO                         COM                  375766102            160         2,750
GILLETTE CO                         COM                  375766102            169         2,900
GILLETTE CO                         COM                  375766102            181         3,110
GILLETTE CO                         COM                  375766102            193         3,320
GILLETTE CO                         COM                  375766102            237         4,080
GILLETTE CO                         COM                  375766102            244         4,195
GILLETTE CO                         COM                  375766102            250         4,290
GILLETTE CO                         COM                  375766102            325         5,586
GILLETTE CO                         COM                  375766102            384         6,605
GILLETTE CO                         COM                  375766102            432         7,430
GILLETTE CO                         COM                  375766102            466         8,000
GILLETTE CO                         COM                  375766102            514         8,832
GILLETTE CO                         COM                  375766102            524         9,000
GILLETTE CO                         COM                  375766102            541         9,300
GILLETTE CO                         COM                  375766102            582         9,997
GILLETTE CO                         COM                  375766102            792        13,600
GILLETTE CO                         COM                  375766102            809        13,900
GILLETTE CO                         COM                  375766102            838        14,393
GILLETTE CO                         COM                  375766102            934        16,050
GILLETTE CO                         COM                  375766102          1,659        28,500
GILLETTE CO                         COM                  375766102          2,130        36,596
GILLETTE CO                         COM                  375766102          2,158        37,077
GILLETTE CO                         COM                  375766102          2,217        38,100
GILLETTE CO                         COM                  375766102          2,509        43,112
GILLETTE CO                         COM                  375766102          2,626        45,120
GILLETTE CO                         COM                  375766102          3,841        66,000
GILDAN ACTIVEWEAR INC               COM                  375916103            214         5,601
GLATFELTER                          COM                  377316104            173        12,265
GLAXOSMITHKLINE PLC                 SPONSORED ADR        37733W105             15           290
GLAXOSMITHKLINE PLC                 SPONSORED ADR        37733W105             23           450
GLAXOSMITHKLINE PLC                 SPONSORED ADR        37733W105             29           567
GLAXOSMITHKLINE PLC                 SPONSORED ADR        37733W105             62         1,200
GLAXOSMITHKLINE PLC                 SPONSORED ADR        37733W105            137         2,673
GLAXOSMITHKLINE PLC                 SPONSORED ADR        37733W105            266         5,183
GLAXOSMITHKLINE PLC                 SPONSORED ADR        37733W105            349         6,811
GLAXOSMITHKLINE PLC                 SPONSORED ADR        37733W105            420         8,186
GLENCAIRN GOLD CORP                 COM                  377903109              4        10,000
GOLD FIELDS LTD NEW                 SPONSORED ADR        38059T106              7           500
GOLD FIELDS LTD NEW                 SPONSORED ADR        38059T106             16         1,100
GOLD FIELDS LTD NEW                 SPONSORED ADR        38059T106             19         1,275
GOLD FIELDS LTD NEW                 SPONSORED ADR        38059T106             44         3,000
GOLD FIELDS LTD NEW                 SPONSORED ADR        38059T106          1,083        74,520
GOLD FIELDS LTD NEW                 SPONSORED ADR        38059T106          1,789       123,150
GOLDCORP INC NEW                    COM                  380956409             64         3,200
GOLDCORP INC NEW                    COM                  380956409            221        11,045
GOLDEN STAR RES LTD CDA             COM                  38119T104             10         3,000
GOLDEN STAR RES LTD CDA             COM                  38119T104             33        10,000
GOLDEN WEST FINL CORP DEL           COM                  381317106             18           300
GOLDEN WEST FINL CORP DEL           COM                  381317106             20           340
GOLDEN WEST FINL CORP DEL           COM                  381317106             36           600
GOLDEN WEST FINL CORP DEL           COM                  381317106             65         1,100
GOLDEN WEST FINL CORP DEL           COM                  381317106             70         1,175
GOLDEN WEST FINL CORP DEL           COM                  381317106             78         1,319
GOLDEN WEST FINL CORP DEL           COM                  381317106            117         1,964
GOLDEN WEST FINL CORP DEL           COM                  381317106            129         2,170
GOLDEN WEST FINL CORP DEL           COM                  381317106            148         2,484
GOLDEN WEST FINL CORP DEL           COM                  381317106            238         4,006
GOLDEN WEST FINL CORP DEL           COM                  381317106            239         4,016
GOLDEN WEST FINL CORP DEL           COM                  381317106            323         5,434
GOLDEN WEST FINL CORP DEL           COM                  381317106            441         7,428
GOLDEN WEST FINL CORP DEL           COM                  381317106            830        13,975
GOLDEN WEST FINL CORP DEL           COM                  381317106          1,741        29,320
GOLDFIELD CORP                      COM                  381370105             32        28,200
GOLDMAN SACHS GROUP INC             COM                  38141G104              3            25
GOLDMAN SACHS GROUP INC             COM                  38141G104             32           260
GOLDMAN SACHS GROUP INC             COM                  38141G104             43           350
GOLDMAN SACHS GROUP INC             COM                  38141G104             43           350
GOLDMAN SACHS GROUP INC             COM                  38141G104             61           500
GOLDMAN SACHS GROUP INC             COM                  38141G104             61           500
GOLDMAN SACHS GROUP INC             COM                  38141G104             61           500
GOLDMAN SACHS GROUP INC             COM                  38141G104             85           700
GOLDMAN SACHS GROUP INC             COM                  38141G104             91           750
GOLDMAN SACHS GROUP INC             COM                  38141G104            135         1,112
GOLDMAN SACHS GROUP INC             COM                  38141G104            138         1,134
GOLDMAN SACHS GROUP INC             COM                  38141G104            170         1,400
GOLDMAN SACHS GROUP INC             COM                  38141G104            243         2,000
GOLDMAN SACHS GROUP INC             COM                  38141G104            412         3,389
GOLDMAN SACHS GROUP INC             COM                  38141G104            455         3,740
GOLDMAN SACHS GROUP INC             COM                  38141G104            468         3,850
GOLDMAN SACHS GROUP INC             COM                  38141G104            523         4,300
GOLDMAN SACHS GROUP INC             COM                  38141G104            555         4,563
GOLDMAN SACHS GROUP INC             COM                  38141G104            754         6,203
GOLDMAN SACHS GROUP INC             COM                  38141G104            829         6,818
GOLDMAN SACHS GROUP INC             COM                  38141G104            864         7,108
GOLDMAN SACHS GROUP INC             COM                  38141G104            903         7,429
GOLDMAN SACHS GROUP INC             COM                  38141G104          1,089         8,955
GOLDMAN SACHS GROUP INC             COM                  38141G104          1,121         9,220
GOLDMAN SACHS GROUP INC             COM                  38141G104          1,155         9,503
GOLDMAN SACHS GROUP INC             COM                  38141G104          1,262        10,380
GOLDMAN SACHS GROUP INC             COM                  38141G104          1,340        11,019
GOLDMAN SACHS GROUP INC             COM                  38141G104          1,479        12,168
GOLDMAN SACHS GROUP INC             COM                  38141G104          2,548        20,958
GOLDMAN SACHS GROUP INC             COM                  38141G104          3,211        26,410
GOLDMAN SACHS GROUP INC             COM                  38141G104          3,402        27,983
GOLDMAN SACHS GROUP INC             COM                  38141G104          5,525        45,440
GOLDMAN SACHS GROUP INC             COM                  38141G104          5,897        48,506
GOLDMAN SACHS GROUP INC             COM                  38141G104          9,133        75,118
GOLDMAN SACHS GROUP INC             COM                  38141G104         22,325       183,625
GOODRICH CORP                       COM                  382388106              2            35
GOODRICH CORP                       COM                  382388106             38           850
GOODRICH CORP                       COM                  382388106             42           940
GOODRICH CORP                       COM                  382388106             49         1,100
GOODRICH CORP                       COM                  382388106             53         1,195
GOODRICH CORP                       COM                  382388106             78         1,759
GOODRICH CORP                       COM                  382388106            139         3,141
GOODRICH CORP                       COM                  382388106            210         4,736
GOODRICH CORP                       COM                  382388106            494        11,130
GOODRICH CORP                       COM                  382388106            828        18,674
GOODYEAR TIRE & RUBR CO             COM                  382550101              2           100
GOODYEAR TIRE & RUBR CO             COM                  382550101             19         1,230
GOODYEAR TIRE & RUBR CO             COM                  382550101             22         1,390
GOODYEAR TIRE & RUBR CO             COM                  382550101             22         1,410
GOODYEAR TIRE & RUBR CO             COM                  382550101             23         1,478
GOODYEAR TIRE & RUBR CO             COM                  382550101             23         1,500
GOODYEAR TIRE & RUBR CO             COM                  382550101             40         2,545
GOODYEAR TIRE & RUBR CO             COM                  382550101             41         2,621
GOODYEAR TIRE & RUBR CO             COM                  382550101             52         3,325
GOODYEAR TIRE & RUBR CO             COM                  382550101             62         4,000
GOODYEAR TIRE & RUBR CO             COM                  382550101            132         8,466
GOOGLE INC                          CL A                 38259P508              9            30
GOOGLE INC                          CL A                 38259P508             32           100
GOOGLE INC                          CL A                 38259P508             32           100
GOOGLE INC                          CL A                 38259P508             44           139
GOOGLE INC                          CL A                 38259P508             70           220
GOOGLE INC                          CL A                 38259P508             71           225
GOOGLE INC                          CL A                 38259P508             76           240
GOOGLE INC                          CL A                 38259P508            111           350
GOOGLE INC                          CL A                 38259P508            127           400
GOOGLE INC                          CL A                 38259P508            174           550
GOOGLE INC                          CL A                 38259P508            183           578
GOOGLE INC                          CL A                 38259P508            190           600
GOOGLE INC                          CL A                 38259P508            222           700
GOOGLE INC                          CL A                 38259P508            475         1,500
GOOGLE INC                          CL A                 38259P508            633         2,000
GOOGLE INC                          CL A                 38259P508            791         2,500
GOOGLE INC                          CL A                 38259P508            791         2,500
GOOGLE INC                          CL A                 38259P508            823         2,600
GOOGLE INC                          CL A                 38259P508          1,530         4,834
GOOGLE INC                          CL A                 38259P508          3,036         9,595
GOOGLE INC                          CL A                 38259P508          3,214        10,155
GOOGLE INC                          CL A                 38259P508          6,646        21,000
GRACE W R & CO DEL NEW              COM                  38388F108              2           216
GRACE W R & CO DEL NEW              COM                  38388F108             90        10,000
GRACE W R & CO DEL NEW              COM                  38388F108            365        40,750
GRAINGER W W INC                    COM                  384802104             22           353
GRAINGER W W INC                    COM                  384802104             32           509
GRAINGER W W INC                    COM                  384802104             33           520
GRAINGER W W INC                    COM                  384802104             35           560
GRAINGER W W INC                    COM                  384802104             53           839
GRAINGER W W INC                    COM                  384802104             77         1,221
GRAINGER W W INC                    COM                  384802104             79         1,255
GRAINGER W W INC                    COM                  384802104             96         1,529
GRAINGER W W INC                    COM                  384802104            117         1,862
GRAINGER W W INC                    COM                  384802104            220         3,491
GRAINGER W W INC                    COM                  384802104            500         7,950
GRAMERCY CAP CORP                   COM                  384871109            240        10,000
GROUPE DANONE                       SPONSORED ADR        399449107             43         1,970
GROUPE DANONE                       SPONSORED ADR        399449107            118         5,400
GROUPE DANONE                       SPONSORED ADR        399449107            178         8,166
GROUPE CGI INC                      CL A SUB VTG         39945C109            431        58,720
GRUPO TELEVISA SA DE CV             SP ADR REP ORD       40049J206            108         1,500
GRUPO TELEVISA SA DE CV             SP ADR REP ORD       40049J206            930        12,964
GRUPO TELEVISA SA DE CV             SP ADR REP ORD       40049J206          1,076        15,000
GRUPO TELEVISA SA DE CV             SP ADR REP ORD       40049J206          1,133        15,800
GRUPO TELEVISA SA DE CV             SP ADR REP ORD       40049J206          1,147        16,000
GTECH HLDGS CORP                    COM                  400518106             21           662
GTECH HLDGS CORP                    COM                  400518106             77         2,400
GTECH HLDGS CORP                    COM                  400518106            145         4,538
GTECH HLDGS CORP                    COM                  400518106            324        10,100
GUIDANT CORP                        COM                  401698105             10           150
GUIDANT CORP                        COM                  401698105             14           200
GUIDANT CORP                        COM                  401698105             20           290
GUIDANT CORP                        COM                  401698105             24           350
GUIDANT CORP                        COM                  401698105             30           440
GUIDANT CORP                        COM                  401698105             34           500
GUIDANT CORP                        COM                  401698105             38           550
GUIDANT CORP                        COM                  401698105             45           650
GUIDANT CORP                        COM                  401698105             65           950
GUIDANT CORP                        COM                  401698105             88         1,284
GUIDANT CORP                        COM                  401698105            124         1,800
GUIDANT CORP                        COM                  401698105            163         2,368
GUIDANT CORP                        COM                  401698105            171         2,476
GUIDANT CORP                        COM                  401698105            192         2,790
GUIDANT CORP                        COM                  401698105            206         2,997
GUIDANT CORP                        COM                  401698105            218         3,160
GUIDANT CORP                        COM                  401698105            224         3,255
GUIDANT CORP                        COM                  401698105            247         3,590
GUIDANT CORP                        COM                  401698105            326         4,735
GUIDANT CORP                        COM                  401698105            337         4,899
GUIDANT CORP                        COM                  401698105            362         5,250
GUIDANT CORP                        COM                  401698105            393         5,702
GUIDANT CORP                        COM                  401698105            563         8,168
GUIDANT CORP                        COM                  401698105          1,000        14,522
GUIDANT CORP                        COM                  401698105          2,049        29,750
GUIDANT CORP                        COM                  401698105          2,273        33,000
GUIDANT CORP                        COM                  401698105          3,641        52,850
GYRODYNE CO AMER INC                COM                  403820103          2,842        64,580
HCA INC                             COM                  404119109             19           400
HCA INC                             COM                  404119109             20           420
HCA INC                             COM                  404119109             22           450
HCA INC                             COM                  404119109             36           750
HCA INC                             COM                  404119109             58         1,200
HCA INC                             COM                  404119109             59         1,230
HCA INC                             COM                  404119109             79         1,640
HCA INC                             COM                  404119109             81         1,682
HCA INC                             COM                  404119109            143         2,980
HCA INC                             COM                  404119109            157         3,267
HCA INC                             COM                  404119109            183         3,820
HCA INC                             COM                  404119109            208         4,341
HCA INC                             COM                  404119109            268         5,600
HCA INC                             COM                  404119109            319         6,660
HCA INC                             COM                  404119109            337         7,033
HCA INC                             COM                  404119109            352         7,347
HCA INC                             COM                  404119109            501        10,452
HCA INC                             COM                  404119109            547        11,415
HCA INC                             COM                  404119109            622        12,987
HCA INC                             COM                  404119109            918        19,166
HCA INC                             COM                  404119109          1,973        41,180
HCC INS HLDGS INC                   COM                  404132102            201         7,050
HSBC HLDGS PLC                      SPON ADR NEW         404280406             24           300
HSBC HLDGS PLC                      SPON ADR NEW         404280406             37           461
HSBC HLDGS PLC                      SPON ADR NEW         404280406             64           785
HSBC HLDGS PLC                      SPON ADR NEW         404280406            209         2,578
HSBC HLDGS PLC                      SPON ADR NEW         404280406            218         2,689
HSBC HLDGS PLC                      SPON ADR NEW         404280406            339         4,169
HSBC HLDGS PLC                      SPON ADR NEW         404280406            370         4,550
HSBC HLDGS PLC                      SPON ADR NEW         404280406          1,071        13,179
HSBC HLDGS PLC                      SPON ADR NEW         404280406          1,115        13,721
HSBC HLDGS PLC                      SPON ADR NEW         404280406          2,929        36,058
HSBC HLDGS PLC                      SPON ADR NEW         404280406          5,294        65,169
HAIN CELESTIAL GROUP INC            COM                  405217100            376        19,400
HALLIBURTON CO                      COM                  406216101             12           176
HALLIBURTON CO                      COM                  406216101             21           300
HALLIBURTON CO                      COM                  406216101             31           450
HALLIBURTON CO                      COM                  406216101             34           500
HALLIBURTON CO                      COM                  406216101             34           500
HALLIBURTON CO                      COM                  406216101             34           500
HALLIBURTON CO                      COM                  406216101             45           650
HALLIBURTON CO                      COM                  406216101             58           850
HALLIBURTON CO                      COM                  406216101             70         1,025
HALLIBURTON CO                      COM                  406216101             96         1,400
HALLIBURTON CO                      COM                  406216101            103         1,500
HALLIBURTON CO                      COM                  406216101            129         1,881
HALLIBURTON CO                      COM                  406216101            158         2,300
HALLIBURTON CO                      COM                  406216101            206         3,000
HALLIBURTON CO                      COM                  406216101            219         3,200
HALLIBURTON CO                      COM                  406216101            259         3,780
HALLIBURTON CO                      COM                  406216101            275         4,018
HALLIBURTON CO                      COM                  406216101            286         4,170
HALLIBURTON CO                      COM                  406216101            297         4,340
HALLIBURTON CO                      COM                  406216101            347         5,067
HALLIBURTON CO                      COM                  406216101            548         8,000
HALLIBURTON CO                      COM                  406216101            560         8,174
HALLIBURTON CO                      COM                  406216101            569         8,300
HALLIBURTON CO                      COM                  406216101            874        12,759
HALLIBURTON CO                      COM                  406216101            877        12,800
HALLIBURTON CO                      COM                  406216101          1,546        22,556
HALLIBURTON CO                      COM                  406216101          1,752        25,562
HALLIBURTON CO                      COM                  406216101          2,995        43,710
HALLIBURTON CO                      COM                  406216101          3,284        47,930
HALLIBURTON CO                      COM                  406216101          4,601        67,144
HALLIBURTON CO                      NOTE  3.125% 7/1     406216AM3              9         5,000
HALLIBURTON CO                      NOTE  3.125% 7/1     406216AM3             66        35,000
HANCOCK JOHN PATRIOT PREM DI        COM                  41013Q101            190        21,307
HANGER ORTHOPEDIC GROUP INC         COM NEW              41043F208             81        10,500
HARDINGE INC                        COM                  412324303            441        30,000
HARLEY DAVIDSON INC                 COM                  412822108             19           400
HARLEY DAVIDSON INC                 COM                  412822108             19           400
HARLEY DAVIDSON INC                 COM                  412822108             25           520
HARLEY DAVIDSON INC                 COM                  412822108             36           750
HARLEY DAVIDSON INC                 COM                  412822108             39           800
HARLEY DAVIDSON INC                 COM                  412822108             68         1,400
HARLEY DAVIDSON INC                 COM                  412822108             68         1,405
HARLEY DAVIDSON INC                 COM                  412822108             73         1,500
HARLEY DAVIDSON INC                 COM                  412822108             80         1,657
HARLEY DAVIDSON INC                 COM                  412822108             82         1,700
HARLEY DAVIDSON INC                 COM                  412822108             96         1,985
HARLEY DAVIDSON INC                 COM                  412822108            104         2,140
HARLEY DAVIDSON INC                 COM                  412822108            121         2,500
HARLEY DAVIDSON INC                 COM                  412822108            134         2,773
HARLEY DAVIDSON INC                 COM                  412822108            143         2,950
HARLEY DAVIDSON INC                 COM                  412822108            149         3,085
HARLEY DAVIDSON INC                 COM                  412822108            194         4,000
HARLEY DAVIDSON INC                 COM                  412822108            205         4,240
HARLEY DAVIDSON INC                 COM                  412822108            227         4,694
HARLEY DAVIDSON INC                 COM                  412822108            300         6,192
HARLEY DAVIDSON INC                 COM                  412822108            378         7,800
HARLEY DAVIDSON INC                 COM                  412822108            388         8,000
HARLEY DAVIDSON INC                 COM                  412822108            457         9,438
HARLEY DAVIDSON INC                 COM                  412822108            566        11,676
HARLEY DAVIDSON INC                 COM                  412822108            573        11,826
HARLEY DAVIDSON INC                 COM                  412822108            692        14,294
HARLEY DAVIDSON INC                 COM                  412822108          1,348        27,830
HARMAN INTL INDS INC                COM                  413086109             41           400
HARMAN INTL INDS INC                COM                  413086109            133         1,300
HARMAN INTL INDS INC                COM                  413086109            316         3,093
HARMAN INTL INDS INC                COM                  413086109            444         4,337
HARMAN INTL INDS INC                COM                  413086109            614         6,000
HARMONY GOLD MNG LTD                SPONSORED ADR        413216300              1           116
HARMONY GOLD MNG LTD                SPONSORED ADR        413216300              8           700
HARMONY GOLD MNG LTD                SPONSORED ADR        413216300             11         1,000
HARMONY GOLD MNG LTD                SPONSORED ADR        413216300             19         1,700
HARMONY GOLD MNG LTD                SPONSORED ADR        413216300             55         5,000
HARMONY GOLD MNG LTD                SPONSORED ADR        413216300             99         9,010
HARRAHS ENTMT INC                   COM                  413619107             26           400
HARRAHS ENTMT INC                   COM                  413619107             32           490
HARRAHS ENTMT INC                   COM                  413619107             46           700
HARRAHS ENTMT INC                   COM                  413619107             52           800
HARRAHS ENTMT INC                   COM                  413619107             60           918
HARRAHS ENTMT INC                   COM                  413619107             84         1,282
HARRAHS ENTMT INC                   COM                  413619107            100         1,540
HARRAHS ENTMT INC                   COM                  413619107            115         1,764
HARRAHS ENTMT INC                   COM                  413619107            198         3,030
HARRAHS ENTMT INC                   COM                  413619107            235         3,600
HARRAHS ENTMT INC                   COM                  413619107            276         4,230
HARRAHS ENTMT INC                   COM                  413619107            294         4,513
HARRAHS ENTMT INC                   COM                  413619107            512         7,855
HARRAHS ENTMT INC                   COM                  413619107          1,132        17,360
HARRIS CORP DEL                     COM                  413875105              5           128
HARRIS CORP DEL                     COM                  413875105             34           814
HARRIS CORP DEL                     COM                  413875105            217         5,186
HARRIS CORP DEL                     COM                  413875105            537        12,840
HARTFORD FINL SVCS GROUP INC        COM                  416515104              5            70
HARTFORD FINL SVCS GROUP INC        COM                  416515104             15           200
HARTFORD FINL SVCS GROUP INC        COM                  416515104             23           300
HARTFORD FINL SVCS GROUP INC        COM                  416515104             28           360
HARTFORD FINL SVCS GROUP INC        COM                  416515104             32           415
HARTFORD FINL SVCS GROUP INC        COM                  416515104             46           600
HARTFORD FINL SVCS GROUP INC        COM                  416515104             46           600
HARTFORD FINL SVCS GROUP INC        COM                  416515104             62           800
HARTFORD FINL SVCS GROUP INC        COM                  416515104             63           814
HARTFORD FINL SVCS GROUP INC        COM                  416515104             73           950
HARTFORD FINL SVCS GROUP INC        COM                  416515104            101         1,309
HARTFORD FINL SVCS GROUP INC        COM                  416515104            173         2,238
HARTFORD FINL SVCS GROUP INC        COM                  416515104            194         2,520
HARTFORD FINL SVCS GROUP INC        COM                  416515104            220         2,851
HARTFORD FINL SVCS GROUP INC        COM                  416515104            273         3,535
HARTFORD FINL SVCS GROUP INC        COM                  416515104            333         4,310
HARTFORD FINL SVCS GROUP INC        COM                  416515104            345         4,471
HARTFORD FINL SVCS GROUP INC        COM                  416515104            363         4,700
HARTFORD FINL SVCS GROUP INC        COM                  416515104            374         4,852
HARTFORD FINL SVCS GROUP INC        COM                  416515104            516         6,685
HARTFORD FINL SVCS GROUP INC        COM                  416515104            706         9,150
HARTFORD FINL SVCS GROUP INC        COM                  416515104          1,021        13,226
HARTFORD FINL SVCS GROUP INC        COM                  416515104          1,507        19,523
HARTFORD FINL SVCS GROUP INC        COM                  416515104          1,703        22,062
HARTFORD FINL SVCS GROUP INC        COM                  416515104          2,171        28,130
HARVEST ENERGY TR                   COM                  41752X101            603        18,384
HASBRO INC                          COM                  418056107             20         1,018
HASBRO INC                          COM                  418056107             24         1,230
HASBRO INC                          COM                  418056107             28         1,400
HASBRO INC                          COM                  418056107             36         1,810
HASBRO INC                          COM                  418056107             51         2,600
HASBRO INC                          COM                  418056107            135         6,882
HASBRO INC                          COM                  418056107            240        12,200
HASBRO INC                          COM                  418056107            301        15,330
HEALTH CARE PPTY INVS INC           COM                  421915109             45         1,650
HEALTH CARE PPTY INVS INC           COM                  421915109            348        12,900
HEALTH MGMT ASSOC INC NEW           CL A                 421933102             35         1,476
HEALTH MGMT ASSOC INC NEW           CL A                 421933102             45         1,930
HEALTH MGMT ASSOC INC NEW           CL A                 421933102             47         1,987
HEALTH MGMT ASSOC INC NEW           CL A                 421933102             63         2,697
HEALTH MGMT ASSOC INC NEW           CL A                 421933102             84         3,600
HEALTH MGMT ASSOC INC NEW           CL A                 421933102             87         3,702
HEALTH MGMT ASSOC INC NEW           CL A                 421933102             92         3,900
HEALTH MGMT ASSOC INC NEW           CL A                 421933102            122         5,178
HEALTH MGMT ASSOC INC NEW           CL A                 421933102            278        11,824
HEALTH MGMT ASSOC INC NEW           CL A                 421933102            394        16,800
HEALTH MGMT ASSOC INC NEW           CL A                 421933102            538        22,920
HEALTH MGMT ASSOC INC NEW           NOTE  1.500% 8/0     421933AF9              4         4,000
HEALTH MGMT ASSOC INC NEW           NOTE  1.500% 8/0     421933AF9             46        45,000
HEALTHCARE RLTY TR                  COM                  421946104              7           176
HEALTHCARE RLTY TR                  COM                  421946104            361         9,000
HEALTH CARE REIT INC                COM                  42217K106            334         9,000
HEALTH NET INC                      COM                  42222G108             31           662
HEALTH NET INC                      COM                  42222G108             85         1,800
HEALTH NET INC                      COM                  42222G108            109         2,300
HEALTH NET INC                      COM                  42222G108            205         4,338
HEALTH NET INC                      COM                  42222G108            569        12,030
HEALTH NET INC                      COM                  42222G108            710        15,000
HECLA MNG CO                        COM                  422704106              7         1,500
HECLA MNG CO                        COM                  422704106              7         1,700
HECLA MNG CO                        COM                  422704106             44        10,000
HEINZ H J CO                        COM                  423074103              9           240
HEINZ H J CO                        COM                  423074103             13           360
HEINZ H J CO                        COM                  423074103             18           500
HEINZ H J CO                        COM                  423074103             25           680
HEINZ H J CO                        COM                  423074103             35           950
HEINZ H J CO                        COM                  423074103             37         1,000
HEINZ H J CO                        COM                  423074103             46         1,250
HEINZ H J CO                        COM                  423074103             50         1,370
HEINZ H J CO                        COM                  423074103             55         1,500
HEINZ H J CO                        COM                  423074103             65         1,787
HEINZ H J CO                        COM                  423074103             77         2,100
HEINZ H J CO                        COM                  423074103             90         2,461
HEINZ H J CO                        COM                  423074103             95         2,610
HEINZ H J CO                        COM                  423074103            108         2,960
HEINZ H J CO                        COM                  423074103            110         3,000
HEINZ H J CO                        COM                  423074103            125         3,428
HEINZ H J CO                        COM                  423074103            139         3,796
HEINZ H J CO                        COM                  423074103            201         5,501
HEINZ H J CO                        COM                  423074103            222         6,077
HEINZ H J CO                        COM                  423074103            226         6,194
HEINZ H J CO                        COM                  423074103            431        11,800
HEINZ H J CO                        COM                  423074103            470        12,855
HEINZ H J CO                        COM                  423074103            484        13,250
HEINZ H J CO                        COM                  423074103            580        15,863
HEINZ H J CO                        COM                  423074103          1,233        33,750
HEINZ H J CO                        COM                  423074103          3,764       103,000
HERSHEY CO                          COM                  427866108             21           380
HERSHEY CO                          COM                  427866108             76         1,350
HERSHEY CO                          COM                  427866108             87         1,550
HERSHEY CO                          COM                  427866108            100         1,772
HERSHEY CO                          COM                  427866108            157         2,790
HERSHEY CO                          COM                  427866108            190         3,380
HERSHEY CO                          COM                  427866108            225         4,000
HERSHEY CO                          COM                  427866108            253         4,500
HERSHEY CO                          COM                  427866108            284         5,040
HERSHEY CO                          COM                  427866108            472         8,380
HERSHEY CO                          COM                  427866108            551         9,793
HERSHEY CO                          COM                  427866108          1,077        19,120
HERSHEY CO                          COM                  427866108          2,646        46,988
HEWLETT PACKARD CO                  COM                  428236103              3           115
HEWLETT PACKARD CO                  COM                  428236103              4           126
HEWLETT PACKARD CO                  COM                  428236103              7           243
HEWLETT PACKARD CO                  COM                  428236103              9           310
HEWLETT PACKARD CO                  COM                  428236103              9           316
HEWLETT PACKARD CO                  COM                  428236103             27           940
HEWLETT PACKARD CO                  COM                  428236103             41         1,400
HEWLETT PACKARD CO                  COM                  428236103             44         1,500
HEWLETT PACKARD CO                  COM                  428236103             58         1,970
HEWLETT PACKARD CO                  COM                  428236103             66         2,250
HEWLETT PACKARD CO                  COM                  428236103             82         2,800
HEWLETT PACKARD CO                  COM                  428236103            126         4,300
HEWLETT PACKARD CO                  COM                  428236103            133         4,566
HEWLETT PACKARD CO                  COM                  428236103            146         5,000
HEWLETT PACKARD CO                  COM                  428236103            164         5,600
HEWLETT PACKARD CO                  COM                  428236103            218         7,476
HEWLETT PACKARD CO                  COM                  428236103            228         7,800
HEWLETT PACKARD CO                  COM                  428236103            231         7,900
HEWLETT PACKARD CO                  COM                  428236103            241         8,250
HEWLETT PACKARD CO                  COM                  428236103            242         8,285
HEWLETT PACKARD CO                  COM                  428236103            281         9,610
HEWLETT PACKARD CO                  COM                  428236103            317        10,870
HEWLETT PACKARD CO                  COM                  428236103            466        15,975
HEWLETT PACKARD CO                  COM                  428236103            590        20,220
HEWLETT PACKARD CO                  COM                  428236103            606        20,767
HEWLETT PACKARD CO                  COM                  428236103            614        21,031
HEWLETT PACKARD CO                  COM                  428236103            692        23,700
HEWLETT PACKARD CO                  COM                  428236103            693        23,744
HEWLETT PACKARD CO                  COM                  428236103            728        24,915
HEWLETT PACKARD CO                  COM                  428236103            819        28,035
HEWLETT PACKARD CO                  COM                  428236103            840        28,765
HEWLETT PACKARD CO                  COM                  428236103            921        31,529
HEWLETT PACKARD CO                  COM                  428236103          1,312        44,924
HEWLETT PACKARD CO                  COM                  428236103          1,336        45,760
HEWLETT PACKARD CO                  COM                  428236103          1,460        49,990
HEWLETT PACKARD CO                  COM                  428236103          1,746        59,781
HEWLETT PACKARD CO                  COM                  428236103          3,576       122,460
HEWLETT PACKARD CO                  COM                  428236103          3,702       126,788
HEWLETT PACKARD CO                  COM                  428236103          5,047       172,832
HEWLETT PACKARD CO                  COM                  428236103          5,448       186,589
HEWLETT PACKARD CO                  COM                  428236103          8,033       275,110
HIBERNIA CORP                       CL A                 428656102             15           500
HIBERNIA CORP                       CL A                 428656102             29           967
HIBERNIA CORP                       CL A                 428656102             69         2,300
HIBERNIA CORP                       CL A                 428656102             74         2,455
HIBERNIA CORP                       CL A                 428656102            130         4,340
HIBERNIA CORP                       CL A                 428656102            184         6,133
HIBERNIA CORP                       CL A                 428656102            412        13,700
HIBERNIA CORP                       CL A                 428656102          2,013        67,000
HIBERNIA CORP                       CL A                 428656102          3,289       109,500
HILLENBRAND INDS INC                COM                  431573104             17           357
HILLENBRAND INDS INC                COM                  431573104             22           460
HILLENBRAND INDS INC                COM                  431573104             28           600
HILLENBRAND INDS INC                COM                  431573104            115         2,443
HILLENBRAND INDS INC                COM                  431573104            247         5,260
HILTON HOTELS CORP                  COM                  432848109             22         1,000
HILTON HOTELS CORP                  COM                  432848109             22         1,000
HILTON HOTELS CORP                  COM                  432848109             49         2,200
HILTON HOTELS CORP                  COM                  432848109             51         2,300
HILTON HOTELS CORP                  COM                  432848109             53         2,381
HILTON HOTELS CORP                  COM                  432848109             62         2,800
HILTON HOTELS CORP                  COM                  432848109             76         3,423
HILTON HOTELS CORP                  COM                  432848109            114         5,100
HILTON HOTELS CORP                  COM                  432848109            124         5,553
HILTON HOTELS CORP                  COM                  432848109            126         5,637
HILTON HOTELS CORP                  COM                  432848109            151         6,783
HILTON HOTELS CORP                  COM                  432848109            401        17,959
HILTON HOTELS CORP                  COM                  432848109            446        20,000
HILTON HOTELS CORP                  COM                  432848109            794        35,570
HILTON HOTELS CORP                  COM                  432848109            977        43,773
HILTON HOTELS CORP                  NOTE  3.375% 4/1     432848AZ2              6         5,000
HILTON HOTELS CORP                  NOTE  3.375% 4/1     432848AZ2             54        47,000
HITACHI LIMITED                     ADR 10 COM           433578507              7           113
HITACHI LIMITED                     ADR 10 COM           433578507             26           415
HITACHI LIMITED                     ADR 10 COM           433578507             83         1,307
HITACHI LIMITED                     ADR 10 COM           433578507            269         4,245
HOME DEPOT INC                      COM                  437076102              7           185
HOME DEPOT INC                      COM                  437076102             36           950
HOME DEPOT INC                      COM                  437076102             38         1,000
HOME DEPOT INC                      COM                  437076102             38         1,000
HOME DEPOT INC                      COM                  437076102             38         1,000
HOME DEPOT INC                      COM                  437076102             53         1,396
HOME DEPOT INC                      COM                  437076102             53         1,400
HOME DEPOT INC                      COM                  437076102             54         1,405
HOME DEPOT INC                      COM                  437076102             59         1,550
HOME DEPOT INC                      COM                  437076102             75         1,973
HOME DEPOT INC                      COM                  437076102             78         2,050
HOME DEPOT INC                      COM                  437076102             86         2,250
HOME DEPOT INC                      COM                  437076102            120         3,150
HOME DEPOT INC                      COM                  437076102            164         4,300
HOME DEPOT INC                      COM                  437076102            184         4,825
HOME DEPOT INC                      COM                  437076102            190         4,975
HOME DEPOT INC                      COM                  437076102            209         5,474
HOME DEPOT INC                      COM                  437076102            231         6,050
HOME DEPOT INC                      COM                  437076102            258         6,760
HOME DEPOT INC                      COM                  437076102            262         6,875
HOME DEPOT INC                      COM                  437076102            306         8,030
HOME DEPOT INC                      COM                  437076102            558        14,630
HOME DEPOT INC                      COM                  437076102            600        15,725
HOME DEPOT INC                      COM                  437076102            654        17,155
HOME DEPOT INC                      COM                  437076102            667        17,482
HOME DEPOT INC                      COM                  437076102            678        17,770
HOME DEPOT INC                      COM                  437076102            778        20,400
HOME DEPOT INC                      COM                  437076102            794        20,817
HOME DEPOT INC                      COM                  437076102            798        20,916
HOME DEPOT INC                      COM                  437076102            817        21,421
HOME DEPOT INC                      COM                  437076102            897        23,520
HOME DEPOT INC                      COM                  437076102            900        23,596
HOME DEPOT INC                      COM                  437076102          1,003        26,301
HOME DEPOT INC                      COM                  437076102          1,304        34,193
HOME DEPOT INC                      COM                  437076102          1,349        35,358
HOME DEPOT INC                      COM                  437076102          1,731        45,383
HOME DEPOT INC                      COM                  437076102          2,832        74,261
HOME DEPOT INC                      COM                  437076102          3,572        93,653
HOME DEPOT INC                      COM                  437076102          4,105       107,636
HOME DEPOT INC                      COM                  437076102          7,871       206,370
HOME DEPOT INC                      COM                  437076102          8,069       211,561
HOME DEPOT INC                      COM                  437076102          9,229       241,970
HONDA MOTOR LTD                     AMERN SHS            438128308              6           200
HONDA MOTOR LTD                     AMERN SHS            438128308             40         1,405
HONDA MOTOR LTD                     AMERN SHS            438128308            324        11,420
HONEYWELL INTL INC                  COM                  438516106              7           190
HONEYWELL INTL INC                  COM                  438516106              8           200
HONEYWELL INTL INC                  COM                  438516106             19           500
HONEYWELL INTL INC                  COM                  438516106             26           680
HONEYWELL INTL INC                  COM                  438516106             30           800
HONEYWELL INTL INC                  COM                  438516106             33           870
HONEYWELL INTL INC                  COM                  438516106             51         1,350
HONEYWELL INTL INC                  COM                  438516106             64         1,700
HONEYWELL INTL INC                  COM                  438516106             77         2,043
HONEYWELL INTL INC                  COM                  438516106             94         2,500
HONEYWELL INTL INC                  COM                  438516106            113         3,022
HONEYWELL INTL INC                  COM                  438516106            120         3,200
HONEYWELL INTL INC                  COM                  438516106            136         3,630
HONEYWELL INTL INC                  COM                  438516106            209         5,570
HONEYWELL INTL INC                  COM                  438516106            236         6,287
HONEYWELL INTL INC                  COM                  438516106            272         7,250
HONEYWELL INTL INC                  COM                  438516106            284         7,560
HONEYWELL INTL INC                  COM                  438516106            314         8,363
HONEYWELL INTL INC                  COM                  438516106            316         8,425
HONEYWELL INTL INC                  COM                  438516106            338         9,000
HONEYWELL INTL INC                  COM                  438516106            344         9,174
HONEYWELL INTL INC                  COM                  438516106            349         9,300
HONEYWELL INTL INC                  COM                  438516106            378        10,071
HONEYWELL INTL INC                  COM                  438516106            378        10,090
HONEYWELL INTL INC                  COM                  438516106            516        13,767
HONEYWELL INTL INC                  COM                  438516106            647        17,248
HONEYWELL INTL INC                  COM                  438516106            722        19,255
HONEYWELL INTL INC                  COM                  438516106          1,098        29,285
HONEYWELL INTL INC                  COM                  438516106          1,211        32,299
HONEYWELL INTL INC                  COM                  438516106          1,409        37,577
HONEYWELL INTL INC                  COM                  438516106          1,613        43,005
HONEYWELL INTL INC                  COM                  438516106          3,080        82,130
HONEYWELL INTL INC                  COM                  438516106          8,507       226,856
HORMEL FOODS CORP                   COM                  440452100             20           611
HORMEL FOODS CORP                   COM                  440452100            135         4,089
HORMEL FOODS CORP                   COM                  440452100            281         8,510
HOSPIRA INC                         COM                  441060100              1            23
HOSPIRA INC                         COM                  441060100              3            65
HOSPIRA INC                         COM                  441060100             12           296
HOSPIRA INC                         COM                  441060100             12           300
HOSPIRA INC                         COM                  441060100             25           600
HOSPIRA INC                         COM                  441060100             25           620
HOSPIRA INC                         COM                  441060100             27           655
HOSPIRA INC                         COM                  441060100             47         1,149
HOSPIRA INC                         COM                  441060100             51         1,236
HOSPIRA INC                         COM                  441060100             58         1,410
HOSPIRA INC                         COM                  441060100             65         1,582
HOSPIRA INC                         COM                  441060100             69         1,696
HOSPIRA INC                         COM                  441060100             92         2,256
HOSPIRA INC                         COM                  441060100             96         2,335
HOSPIRA INC                         COM                  441060100            178         4,342
HOSPIRA INC                         COM                  441060100            206         5,033
HOSPIRA INC                         COM                  441060100            291         7,106
HOSPIRA INC                         COM                  441060100            305         7,433
HOSPIRA INC                         COM                  441060100            662        16,146
HOSPITALITY PPTYS TR                COM SH BEN INT       44106M102            249         5,800
HOST MARRIOTT CORP NEW              COM                  44107P104              8           493
HOST MARRIOTT CORP NEW              COM                  44107P104             76         4,500
HOST MARRIOTT CORP NEW              COM                  44107P104             90         5,339
HOST MARRIOTT CORP NEW              COM                  44107P104            672        39,780
HUDSON CITY BANCORP                 COM                  443683107            334        28,091
HUDSON CITY BANCORP                 COM                  443683107            660        55,454
HUDSON UNITED BANCORP               COM                  444165104              5           118
HUDSON UNITED BANCORP               COM                  444165104            208         4,903
HUDSON UNITED BANCORP               COM                  444165104          1,185        28,000
HUDSON UNITED BANCORP               COM                  444165104          2,087        49,300
HUMANA INC                          COM                  444859102             14           300
HUMANA INC                          COM                  444859102             32           675
HUMANA INC                          COM                  444859102             43           900
HUMANA INC                          COM                  444859102             54         1,130
HUMANA INC                          COM                  444859102             60         1,260
HUMANA INC                          COM                  444859102             77         1,600
HUMANA INC                          COM                  444859102            115         2,400
HUMANA INC                          COM                  444859102            353         7,382
HUMANA INC                          COM                  444859102            685        14,300
HUMAN GENOME SCIENCES INC           COM                  444903108              5           400
HUMAN GENOME SCIENCES INC           COM                  444903108             38         2,800
HUMAN GENOME SCIENCES INC           COM                  444903108         36,149     2,660,000
HUNT J B TRANS SVCS INC             COM                  445658107             14           713
HUNT J B TRANS SVCS INC             COM                  445658107             48         2,500
HUNT J B TRANS SVCS INC             COM                  445658107             63         3,336
HUNT J B TRANS SVCS INC             COM                  445658107             89         4,687
HUNT J B TRANS SVCS INC             COM                  445658107            202        10,600
HUNTINGTON BANCSHARES INC           COM                  446150104              1            65
HUNTINGTON BANCSHARES INC           COM                  446150104             37         1,663
HUNTINGTON BANCSHARES INC           COM                  446150104             41         1,820
HUNTINGTON BANCSHARES INC           COM                  446150104             50         2,236
HUNTINGTON BANCSHARES INC           COM                  446150104             76         3,400
HUNTINGTON BANCSHARES INC           COM                  446150104             76         3,400
HUNTINGTON BANCSHARES INC           COM                  446150104            240        10,674
HUNTINGTON BANCSHARES INC           COM                  446150104            251        11,176
HUNTINGTON BANCSHARES INC           COM                  446150104            545        24,250
HUTCHISON TELECOMM INTL LTD         SPONSORED ADR        44841T107        156,757     7,274,100
IAC INTERACTIVECORP                 COM NEW              44919P300             16           645
IAC INTERACTIVECORP                 COM NEW              44919P300             24           960
IAC INTERACTIVECORP                 COM NEW              44919P300             28         1,085
IAC INTERACTIVECORP                 COM NEW              44919P300             42         1,665
IAC INTERACTIVECORP                 COM NEW              44919P300             50         1,960
IAC INTERACTIVECORP                 COM NEW              44919P300             92         3,638
IAC INTERACTIVECORP                 COM NEW              44919P300            183         7,235
IAC INTERACTIVECORP                 COM NEW              44919P300            395        15,564
IAC INTERACTIVECORP                 COM NEW              44919P300            819        32,290
IAC INTERACTIVECORP                 COM NEW              44919P300          2,457        96,925
IPIX CORP                           COM                  44982L103             54        20,000
IMS HEALTH INC                      COM                  449934108             20           800
IMS HEALTH INC                      COM                  449934108             36         1,425
IMS HEALTH INC                      COM                  449934108             43         1,725
IMS HEALTH INC                      COM                  449934108             47         1,850
IMS HEALTH INC                      COM                  449934108             50         2,000
IMS HEALTH INC                      COM                  449934108             61         2,421
IMS HEALTH INC                      COM                  449934108             88         3,500
IMS HEALTH INC                      COM                  449934108             94         3,742
IMS HEALTH INC                      COM                  449934108            228         9,075
IMS HEALTH INC                      COM                  449934108            289        11,500
IMS HEALTH INC                      COM                  449934108            602        23,900
ISTAR FINL INC                      COM                  45031U101            202         5,000
ISTAR FINL INC                      COM                  45031U101            305         7,550
ITT INDS INC IND                    COM                  450911102             11           100
ITT INDS INC IND                    COM                  450911102             33           290
ITT INDS INC IND                    COM                  450911102             34           300
ITT INDS INC IND                    COM                  450911102             76           666
ITT INDS INC IND                    COM                  450911102             78           685
ITT INDS INC IND                    COM                  450911102             83           730
ITT INDS INC IND                    COM                  450911102            106           929
ITT INDS INC IND                    COM                  450911102            165         1,453
ITT INDS INC IND                    COM                  450911102            169         1,487
ITT INDS INC IND                    COM                  450911102            170         1,500
ITT INDS INC IND                    COM                  450911102            227         2,000
ITT INDS INC IND                    COM                  450911102            241         2,122
ITT INDS INC IND                    COM                  450911102            470         4,140
ITT INDS INC IND                    COM                  450911102          1,030         9,070
ITT INDS INC IND                    COM                  450911102          1,356        11,940
ITT INDS INC IND                    COM                  450911102          1,660        14,614
ITT INDS INC IND                    COM                  450911102          1,913        16,839
ITT INDS INC IND                    COM                  450911102          2,888        25,426
ITT INDS INC IND                    COM                  450911102          3,001        26,420
ITT INDS INC IND                    COM                  450911102          5,211        45,872
ITT INDS INC IND                    COM                  450911102         14,270       125,614
ICICI BK LTD                        ADR                  45104G104              1            27
ICICI BK LTD                        ADR                  45104G104              1            53
ICICI BK LTD                        ADR                  45104G104              2            61
ICICI BK LTD                        ADR                  45104G104              3           100
ICICI BK LTD                        ADR                  45104G104              5           165
ICICI BK LTD                        ADR                  45104G104             54         1,900
ICICI BK LTD                        ADR                  45104G104            232         8,200
ICICI BK LTD                        ADR                  45104G104         10,311       364,983
ILLINOIS TOOL WKS INC               COM                  452308109             25           300
ILLINOIS TOOL WKS INC               COM                  452308109             25           300
ILLINOIS TOOL WKS INC               COM                  452308109             33           400
ILLINOIS TOOL WKS INC               COM                  452308109             42           510
ILLINOIS TOOL WKS INC               COM                  452308109             54           650
ILLINOIS TOOL WKS INC               COM                  452308109             73           891
ILLINOIS TOOL WKS INC               COM                  452308109             78           950
ILLINOIS TOOL WKS INC               COM                  452308109             82         1,000
ILLINOIS TOOL WKS INC               COM                  452308109             97         1,184
ILLINOIS TOOL WKS INC               COM                  452308109            124         1,511
ILLINOIS TOOL WKS INC               COM                  452308109            134         1,623
ILLINOIS TOOL WKS INC               COM                  452308109            134         1,633
ILLINOIS TOOL WKS INC               COM                  452308109            147         1,790
ILLINOIS TOOL WKS INC               COM                  452308109            165         2,000
ILLINOIS TOOL WKS INC               COM                  452308109            165         2,009
ILLINOIS TOOL WKS INC               COM                  452308109            226         2,743
ILLINOIS TOOL WKS INC               COM                  452308109            278         3,380
ILLINOIS TOOL WKS INC               COM                  452308109            326         3,965
ILLINOIS TOOL WKS INC               COM                  452308109            341         4,146
ILLINOIS TOOL WKS INC               COM                  452308109            927        11,260
ILLINOIS TOOL WKS INC               COM                  452308109            964        11,704
ILLINOIS TOOL WKS INC               COM                  452308109          1,034        12,555
ILLINOIS TOOL WKS INC               COM                  452308109          1,064        12,926
ILLINOIS TOOL WKS INC               COM                  452308109          1,868        22,693
ILLINOIS TOOL WKS INC               COM                  452308109          2,249        27,320
ILLINOIS TOOL WKS INC               COM                  452308109          2,835        34,430
ILLINOIS TOOL WKS INC               COM                  452308109          3,688        44,800
ILLINOIS TOOL WKS INC               COM                  452308109         10,553       128,175
ILLINOIS TOOL WKS INC               COM                  452308109        111,146     1,350,000
IMATION CORP                        COM                  45245A107            472        11,000
IMCLONE SYS INC                     COM                  45245W109              0             5
IMCLONE SYS INC                     COM                  45245W109              6           200
IMCLONE SYS INC                     COM                  45245W109             66         2,100
IMCLONE SYS INC                     COM                  45245W109            170         5,400
IMPERIAL CHEM INDS PLC              ADR NEW              452704505              3           120
IMPERIAL CHEM INDS PLC              ADR NEW              452704505              9           440
IMPERIAL CHEM INDS PLC              ADR NEW              452704505          1,233        58,400
IMPERIAL OIL LTD                    COM NEW              453038408             30           263
IMPERIAL OIL LTD                    COM NEW              453038408            132         1,150
IMPERIAL OIL LTD                    COM NEW              453038408            316         2,750
IMPERIAL OIL LTD                    COM NEW              453038408          4,780        41,547
IMPERIAL TOBACCO GROUP PLC          SPONSORED ADR        453142101              7           120
IMPERIAL TOBACCO GROUP PLC          SPONSORED ADR        453142101             16           280
IMPERIAL TOBACCO GROUP PLC          SPONSORED ADR        453142101             94         1,609
IMPERIAL TOBACCO GROUP PLC          SPONSORED ADR        453142101            150         2,587
INCO LTD                            COM                  453258402             33           700
INCO LTD                            COM                  453258402             85         1,796
INCO LTD                            COM                  453258402             99         2,090
INCO LTD                            COM                  453258402            331         7,000
INCO LTD                            COM                  453258402          3,279        69,259
INCO LTD                            DBCV  1.000% 3/1     453258AT2              5         3,000
INCO LTD                            DBCV  1.000% 3/1     453258AT2             49        32,000
INDEPENDENCE CMNTY BK CORP          COM                  453414104             17           509
INDEPENDENCE CMNTY BK CORP          COM                  453414104            112         3,291
INDEPENDENCE CMNTY BK CORP          COM                  453414104            249         7,300
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR        456788108              3            35
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR        456788108              7           100
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR        456788108             11           145
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR        456788108             30           410
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR        456788108            136         1,830
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR        456788108            361         4,858
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR        456788108         15,110       203,422
ING GROUP N V                       SPONSORED ADR        456837103             17           561
ING GROUP N V                       SPONSORED ADR        456837103             41         1,385
ING GROUP N V                       SPONSORED ADR        456837103            451        15,156
ING GROUP N V                       SPONSORED ADR        456837103            481        16,158
ING GROUP N V                       SPONSORED ADR        456837103          3,103       104,150
INNOVEX INC                         COM                  457647105             47        11,000
INTEL CORP                          COM                  458140100              4           170
INTEL CORP                          COM                  458140100             13           528
INTEL CORP                          COM                  458140100             24           985
INTEL CORP                          COM                  458140100             29         1,180
INTEL CORP                          COM                  458140100             30         1,230
INTEL CORP                          COM                  458140100             59         2,377
INTEL CORP                          COM                  458140100             66         2,690
INTEL CORP                          COM                  458140100             86         3,484
INTEL CORP                          COM                  458140100            101         4,114
INTEL CORP                          COM                  458140100            106         4,300
INTEL CORP                          COM                  458140100            113         4,600
INTEL CORP                          COM                  458140100            145         5,900
INTEL CORP                          COM                  458140100            153         6,200
INTEL CORP                          COM                  458140100            170         6,900
INTEL CORP                          COM                  458140100            216         8,750
INTEL CORP                          COM                  458140100            222         9,000
INTEL CORP                          COM                  458140100            317        12,844
INTEL CORP                          COM                  458140100            335        13,600
INTEL CORP                          COM                  458140100            345        14,000
INTEL CORP                          COM                  458140100            372        15,100
INTEL CORP                          COM                  458140100            387        15,700
INTEL CORP                          COM                  458140100            390        15,830
INTEL CORP                          COM                  458140100            431        17,500
INTEL CORP                          COM                  458140100            451        18,300
INTEL CORP                          COM                  458140100            498        20,207
INTEL CORP                          COM                  458140100            515        20,880
INTEL CORP                          COM                  458140100            530        21,500
INTEL CORP                          COM                  458140100            558        22,636
INTEL CORP                          COM                  458140100            599        24,298
INTEL CORP                          COM                  458140100            618        25,072
INTEL CORP                          COM                  458140100            764        31,006
INTEL CORP                          COM                  458140100            818        33,200
INTEL CORP                          COM                  458140100            935        37,926
INTEL CORP                          COM                  458140100            980        39,770
INTEL CORP                          COM                  458140100          1,100        44,623
INTEL CORP                          COM                  458140100          1,248        50,620
INTEL CORP                          COM                  458140100          1,471        59,679
INTEL CORP                          COM                  458140100          1,545        62,675
INTEL CORP                          COM                  458140100          1,665        67,564
INTEL CORP                          COM                  458140100          1,957        79,400
INTEL CORP                          COM                  458140100          2,176        88,293
INTEL CORP                          COM                  458140100          2,375        96,351
INTEL CORP                          COM                  458140100          2,412        97,830
INTEL CORP                          COM                  458140100          3,132       127,071
INTEL CORP                          COM                  458140100          4,145       168,161
INTEL CORP                          COM                  458140100          6,550       265,713
INTEL CORP                          COM                  458140100         11,178       453,464
INTEL CORP                          COM                  458140100         12,159       493,271
INTEL CORP                          COM                  458140100         14,417       584,860
INTEL CORP                          COM                  458140100         17,922       727,046
INTEL CORP                          COM                  458140100         19,234       780,278
INTERNATIONAL BUSINESS MACHS        COM                  459200101              8           100
INTERNATIONAL BUSINESS MACHS        COM                  459200101             32           400
INTERNATIONAL BUSINESS MACHS        COM                  459200101             33           416
INTERNATIONAL BUSINESS MACHS        COM                  459200101             56           700
INTERNATIONAL BUSINESS MACHS        COM                  459200101             72           900
INTERNATIONAL BUSINESS MACHS        COM                  459200101             88         1,100
INTERNATIONAL BUSINESS MACHS        COM                  459200101             89         1,115
INTERNATIONAL BUSINESS MACHS        COM                  459200101            120         1,500
INTERNATIONAL BUSINESS MACHS        COM                  459200101            149         1,860
INTERNATIONAL BUSINESS MACHS        COM                  459200101            180         2,250
INTERNATIONAL BUSINESS MACHS        COM                  459200101            215         2,676
INTERNATIONAL BUSINESS MACHS        COM                  459200101            303         3,780
INTERNATIONAL BUSINESS MACHS        COM                  459200101            329         4,100
INTERNATIONAL BUSINESS MACHS        COM                  459200101            335         4,179
INTERNATIONAL BUSINESS MACHS        COM                  459200101            361         4,500
INTERNATIONAL BUSINESS MACHS        COM                  459200101            361         4,500
INTERNATIONAL BUSINESS MACHS        COM                  459200101            398         4,966
INTERNATIONAL BUSINESS MACHS        COM                  459200101            421         5,250
INTERNATIONAL BUSINESS MACHS        COM                  459200101            432         5,390
INTERNATIONAL BUSINESS MACHS        COM                  459200101            562         7,000
INTERNATIONAL BUSINESS MACHS        COM                  459200101            668         8,323
INTERNATIONAL BUSINESS MACHS        COM                  459200101            738         9,200
INTERNATIONAL BUSINESS MACHS        COM                  459200101            738         9,205
INTERNATIONAL BUSINESS MACHS        COM                  459200101            796         9,920
INTERNATIONAL BUSINESS MACHS        COM                  459200101            804        10,024
INTERNATIONAL BUSINESS MACHS        COM                  459200101            938        11,692
INTERNATIONAL BUSINESS MACHS        COM                  459200101          1,064        13,260
INTERNATIONAL BUSINESS MACHS        COM                  459200101          1,169        14,567
INTERNATIONAL BUSINESS MACHS        COM                  459200101          1,237        15,423
INTERNATIONAL BUSINESS MACHS        COM                  459200101          1,253        15,618
INTERNATIONAL BUSINESS MACHS        COM                  459200101          1,414        17,623
INTERNATIONAL BUSINESS MACHS        COM                  459200101          1,933        24,101
INTERNATIONAL BUSINESS MACHS        COM                  459200101          2,056        25,633
INTERNATIONAL BUSINESS MACHS        COM                  459200101          2,687        33,490
INTERNATIONAL BUSINESS MACHS        COM                  459200101          3,805        47,428
INTERNATIONAL BUSINESS MACHS        COM                  459200101          5,608        69,904
INTERNATIONAL BUSINESS MACHS        COM                  459200101          6,438        80,253
INTERNATIONAL BUSINESS MACHS        COM                  459200101          8,955       111,636
INTERNATIONAL BUSINESS MACHS        COM                  459200101         12,254       152,750
INTERNATIONAL BUSINESS MACHS        COM                  459200101         14,134       176,188
INTERNATIONAL BUSINESS MACHS        COM                  459200101         14,775       184,185
INTERNATIONAL BUSINESS MACHS        COM                  459200101         17,704       220,693
INTERNATIONAL BUSINESS MACHS        COM                  459200101         21,410       266,890
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101             22           620
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101             24           670
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101             27           750
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101             34           950
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101             48         1,349
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101             50         1,400
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101             57         1,600
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101            100         2,800
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101            109         3,051
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101            114         3,200
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101            130         3,640
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101            181         5,065
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101            202         5,671
INTERNATIONAL FLAVORS&FRAGRA        COM                  459506101            311         8,740
INTERNATIONAL GAME TECHNOLOG        COM                  459902102              6           225
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             16           580
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             23           850
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             25           925
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             28         1,050
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             41         1,500
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             43         1,600
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             47         1,750
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             65         2,424
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             68         2,500
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             78         2,890
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             78         2,900
INTERNATIONAL GAME TECHNOLOG        COM                  459902102             89         3,284
INTERNATIONAL GAME TECHNOLOG        COM                  459902102            118         4,362
INTERNATIONAL GAME TECHNOLOG        COM                  459902102            153         5,685
INTERNATIONAL GAME TECHNOLOG        COM                  459902102            162         6,000
INTERNATIONAL GAME TECHNOLOG        COM                  459902102            202         7,465
INTERNATIONAL GAME TECHNOLOG        COM                  459902102            434        16,063
INTERNATIONAL GAME TECHNOLOG        COM                  459902102            589        21,824
INTERNATIONAL GAME TECHNOLOG        COM                  459902102            868        32,160
INTL PAPER CO                       COM                  460146103             18           600
INTL PAPER CO                       COM                  460146103             28           944
INTL PAPER CO                       COM                  460146103             33         1,100
INTL PAPER CO                       COM                  460146103             51         1,700
INTL PAPER CO                       COM                  460146103             66         2,200
INTL PAPER CO                       COM                  460146103             69         2,324
INTL PAPER CO                       COM                  460146103            104         3,492
INTL PAPER CO                       COM                  460146103            106         3,562
INTL PAPER CO                       COM                  460146103            118         3,950
INTL PAPER CO                       COM                  460146103            142         4,768
INTL PAPER CO                       COM                  460146103            142         4,775
INTL PAPER CO                       COM                  460146103            206         6,900
INTL PAPER CO                       COM                  460146103            239         8,011
INTL PAPER CO                       COM                  460146103            326        10,938
INTL PAPER CO                       COM                  460146103            656        22,010
INTL PAPER CO                       COM                  460146103            735        24,667
INTL PAPER CO                       COM                  460146103            874        29,333
INTL PAPER CO                       COM                  460146103          1,296        43,492
INTL PAPER CO                       COM                  460146103          1,398        46,900
INTL PAPER CO                       COM                  460146103          1,565        52,528
INTERNET CAP GROUP INC              COM NEW              46059C205              0             2
INTERNET CAP GROUP INC              COM NEW              46059C205              1           160
INTERNET CAP GROUP INC              COM NEW              46059C205            106        12,027
INTERNET HOLDRS TR                  DEPOSIT RCPT         46059W102              3            50
INTERNET HOLDRS TR                  DEPOSIT RCPT         46059W102             12           200
INTERNET HOLDRS TR                  DEPOSIT RCPT         46059W102            246         4,000
INTERNET HOLDRS TR                  DEPOSIT RCPT         46059W102          2,558        41,600
INTERPUBLIC GROUP COS INC           COM                  460690100              2           140
INTERPUBLIC GROUP COS INC           COM                  460690100              2           165
INTERPUBLIC GROUP COS INC           COM                  460690100              7           588
INTERPUBLIC GROUP COS INC           COM                  460690100             27         2,336
INTERPUBLIC GROUP COS INC           COM                  460690100             30         2,544
INTERPUBLIC GROUP COS INC           COM                  460690100             36         3,100
INTERPUBLIC GROUP COS INC           COM                  460690100             39         3,340
INTERPUBLIC GROUP COS INC           COM                  460690100             40         3,433
INTERPUBLIC GROUP COS INC           COM                  460690100             47         4,070
INTERPUBLIC GROUP COS INC           COM                  460690100             72         6,170
INTERPUBLIC GROUP COS INC           COM                  460690100            125        10,732
INTERPUBLIC GROUP COS INC           COM                  460690100            190        16,356
INTERPUBLIC GROUP COS INC           COM                  460690100            248        21,268
INTERPUBLIC GROUP COS INC           COM                  460690100            463        39,770
INTERSIL CORP                       CL A                 46069S109              4           166
INTERSIL CORP                       CL A                 46069S109              9           409
INTERSIL CORP                       CL A                 46069S109             11           500
INTERSIL CORP                       CL A                 46069S109          1,568        72,000
INTRAWEST CORPORATION               COM NEW              460915200            271         9,910
INTUIT                              COM                  461202103              2            45
INTUIT                              COM                  461202103             16           350
INTUIT                              COM                  461202103             40           900
INTUIT                              COM                  461202103             41           921
INTUIT                              COM                  461202103             45         1,000
INTUIT                              COM                  461202103             58         1,300
INTUIT                              COM                  461202103             67         1,500
INTUIT                              COM                  461202103             68         1,520
INTUIT                              COM                  461202103             76         1,692
INTUIT                              COM                  461202103             81         1,800
INTUIT                              COM                  461202103             93         2,068
INTUIT                              COM                  461202103            122         2,725
INTUIT                              COM                  461202103            132         2,950
INTUIT                              COM                  461202103            212         4,725
INTUIT                              COM                  461202103            382         8,529
INTUIT                              COM                  461202103            879        19,620
INVERNESS MED INNOVATIONS IN        COM                  46126P106         18,571       700,000
INVITROGEN CORP                     COM                  46185R100             23           306
INVITROGEN CORP                     COM                  46185R100             70           934
INVITROGEN CORP                     COM                  46185R100             98         1,300
INVITROGEN CORP                     COM                  46185R100            150         1,994
INVITROGEN CORP                     COM                  46185R100            331         4,400
INVITROGEN CORP                     NOTE  2.000% 8/0     46185RAJ9             23        19,000
INVESTORS FINL SERVICES CORP        COM                  461915100              4           117
INVESTORS FINL SERVICES CORP        COM                  461915100             13           407
INVESTORS FINL SERVICES CORP        COM                  461915100             32           980
INVESTORS FINL SERVICES CORP        COM                  461915100             36         1,100
INVESTORS FINL SERVICES CORP        COM                  461915100             53         1,600
INVESTORS FINL SERVICES CORP        COM                  461915100             85         2,593
INVESTORS FINL SERVICES CORP        COM                  461915100            191         5,800
INVESTORS FINL SERVICES CORP        COM                  461915100          1,929        58,625
INVESTORS FINL SERVICES CORP        COM                  461915100          1,954        59,385
INVESTORS FINL SERVICES CORP        COM                  461915100          3,436       104,430
IPSCO INC                           COM                  462622101            581         8,125
IRON MTN INC                        COM                  462846106              2            55
IRON MTN INC                        COM                  462846106             28           764
IRON MTN INC                        COM                  462846106             33           900
IRON MTN INC                        COM                  462846106             35           960
IRON MTN INC                        COM                  462846106             37         1,015
IRON MTN INC                        COM                  462846106            182         4,950
IRON MTN INC                        COM                  462846106            185         5,036
IRON MTN INC                        COM                  462846106            275         7,497
IRON MTN INC                        COM                  462846106            446        12,150
ISCO INTL INC                       COM                  46426P103              0         1,750
ISCO INTL INC                       COM                  46426P103              3        11,800
ISHARES COMEX GOLD TR               ISHARES              464285105          1,623        34,690
ISHARES INC                         MSCI AUSTRALIA       464286103              6           300
ISHARES INC                         MSCI AUSTRALIA       464286103             45         2,295
ISHARES INC                         MSCI AUSTRALIA       464286103             49         2,500
ISHARES INC                         MSCI AUSTRALIA       464286103            127         6,500
ISHARES INC                         MSCI BRAZIL          464286400             30           900
ISHARES INC                         MSCI BRAZIL          464286400            107         3,200
ISHARES INC                         MSCI BRAZIL          464286400            886        26,600
ISHARES INC                         MSCI BRAZIL          464286400          4,353       130,650
ISHARES INC                         MSCI CDA INDEX       464286509              8           360
ISHARES INC                         MSCI CDA INDEX       464286509            259        12,000
ISHARES INC                         MSCI CDA INDEX       464286509          2,356       109,241
ISHARES INC                         MSCI EMU INDEX       464286608             62           800
ISHARES INC                         MSCI EMU INDEX       464286608          7,300        94,908
ISHARES INC                         MSCI PAC J IDX       464286665             77           750
ISHARES INC                         MSCI PAC J IDX       464286665             80           775
ISHARES INC                         MSCI PAC J IDX       464286665            134         1,300
ISHARES INC                         MSCI PAC J IDX       464286665            152         1,470
ISHARES INC                         MSCI PAC J IDX       464286665            163         1,580
ISHARES INC                         MSCI PAC J IDX       464286665          2,357        22,855
ISHARES INC                         MSCI SINGAPORE       464286673              1           110
ISHARES INC                         MSCI SINGAPORE       464286673             43         5,358
ISHARES INC                         MSCI SINGAPORE       464286673             45         5,600
ISHARES INC                         MSCI SINGAPORE       464286673             84        10,557
ISHARES INC                         MSCI SINGAPORE       464286673            102        12,800
ISHARES INC                         MSCI UTD KINGD       464286699             26         1,350
ISHARES INC                         MSCI UTD KINGD       464286699          3,981       209,949
ISHARES INC                         MSCI FRANCE          464286707             10           390
ISHARES INC                         MSCI FRANCE          464286707            332        12,775
ISHARES INC                         MSCI TAIWAN          464286731              3           288
ISHARES INC                         MSCI TAIWAN          464286731             11           910
ISHARES INC                         MSCI TAIWAN          464286731             49         4,153
ISHARES INC                         MSCI TAIWAN          464286731             88         7,550
ISHARES INC                         MSCI TAIWAN          464286731            121        10,336
ISHARES INC                         MSCI TAIWAN          464286731            305        26,049
ISHARES INC                         MSCI TAIWAN          464286731            515        44,000
ISHARES INC                         MSCI TAIWAN          464286731            581        49,575
ISHARES INC                         MSCI TAIWAN          464286731          4,595       392,360
ISHARES INC                         MSCI S KOREA         464286772              5           115
ISHARES INC                         MSCI S KOREA         464286772              5           134
ISHARES INC                         MSCI S KOREA         464286772             16           400
ISHARES INC                         MSCI S KOREA         464286772             22           560
ISHARES INC                         MSCI S KOREA         464286772             24           600
ISHARES INC                         MSCI S KOREA         464286772             37           950
ISHARES INC                         MSCI S KOREA         464286772             55         1,400
ISHARES INC                         MSCI S KOREA         464286772            133         3,374
ISHARES INC                         MSCI S KOREA         464286772            200         5,063
ISHARES INC                         MSCI S KOREA         464286772            205         5,200
ISHARES INC                         MSCI S KOREA         464286772            362         9,175
ISHARES INC                         MSCI STH AFRCA       464286780             85           920
ISHARES INC                         MSCI STH AFRCA       464286780            163         1,770
ISHARES INC                         MSCI GERMAN          464286806             26         1,345
ISHARES INC                         MSCI GERMAN          464286806            150         7,725
ISHARES INC                         MSCI GERMAN          464286806            175         9,000
ISHARES INC                         MSCI MALAYSIA        464286830              4           591
ISHARES INC                         MSCI MALAYSIA        464286830              6           845
ISHARES INC                         MSCI MALAYSIA        464286830             41         5,651
ISHARES INC                         MSCI MALAYSIA        464286830             73        10,000
ISHARES INC                         MSCI MALAYSIA        464286830             92        12,599
ISHARES INC                         MSCI MALAYSIA        464286830            120        16,440
ISHARES INC                         MSCI MALAYSIA        464286830            204        27,924
ISHARES INC                         MSCI MALAYSIA        464286830            269        36,714
ISHARES INC                         MSCI MALAYSIA        464286830            588        80,300
ISHARES INC                         MSCI JAPAN           464286848             12         1,000
ISHARES INC                         MSCI JAPAN           464286848             29         2,400
ISHARES INC                         MSCI JAPAN           464286848             67         5,500
ISHARES INC                         MSCI JAPAN           464286848            224        18,350
ISHARES INC                         MSCI JAPAN           464286848            414        33,935
ISHARES INC                         MSCI JAPAN           464286848            674        55,300
ISHARES INC                         MSCI JAPAN           464286848          1,509       123,830
ISHARES INC                         MSCI JAPAN           464286848          1,684       138,156
ISHARES INC                         MSCI JAPAN           464286848          1,726       141,625
ISHARES INC                         MSCI JAPAN           464286848          4,431       363,486
ISHARES INC                         MSCI JAPAN           464286848          4,492       368,525
ISHARES INC                         MSCI JAPAN           464286848          5,062       415,277
ISHARES INC                         MSCI JAPAN           464286848          6,936       569,005
ISHARES INC                         MSCI JAPAN           464286848         16,003     1,312,806
ISHARES INC                         MSCI HONG KONG       464286871              1            49
ISHARES INC                         MSCI HONG KONG       464286871              1            87
ISHARES INC                         MSCI HONG KONG       464286871              4           293
ISHARES INC                         MSCI HONG KONG       464286871             12           917
ISHARES INC                         MSCI HONG KONG       464286871             15         1,130
ISHARES INC                         MSCI HONG KONG       464286871             69         5,109
ISHARES INC                         MSCI HONG KONG       464286871            322        23,700
ISHARES INC                         MSCI HONG KONG       464286871            658        48,425
ISHARES INC                         MSCI HONG KONG       464286871          1,926       141,800
ISHARES TR                          DJ SEL DIV INX       464287168             28           450
ISHARES TR                          DJ SEL DIV INX       464287168             37           600
ISHARES TR                          DJ SEL DIV INX       464287168            255         4,100
ISHARES TR                          FTSE XNHUA IDX       464287184              1            14
ISHARES TR                          FTSE XNHUA IDX       464287184              2            27
ISHARES TR                          FTSE XNHUA IDX       464287184              5            85
ISHARES TR                          FTSE XNHUA IDX       464287184             13           200
ISHARES TR                          FTSE XNHUA IDX       464287184             36           560
ISHARES TR                          FTSE XNHUA IDX       464287184             80         1,250
ISHARES TR                          FTSE XNHUA IDX       464287184            106         1,651
ISHARES TR                          FTSE XNHUA IDX       464287184            107         1,670
ISHARES TR                          S&P 500 INDEX        464287200             48           390
ISHARES TR                          S&P 500 INDEX        464287200             73           590
ISHARES TR                          S&P 500 INDEX        464287200             81           661
ISHARES TR                          S&P 500 INDEX        464287200            103           840
ISHARES TR                          S&P 500 INDEX        464287200            123         1,000
ISHARES TR                          S&P 500 INDEX        464287200            381         3,100
ISHARES TR                          S&P 500 INDEX        464287200            480         3,900
ISHARES TR                          S&P 500 INDEX        464287200          1,156         9,400
ISHARES TR                          S&P 500 INDEX        464287200          1,315        10,690
ISHARES TR                          S&P 500 INDEX        464287200          1,865        15,165
ISHARES TR                          S&P 500 INDEX        464287200          2,289        18,607
ISHARES TR                          S&P 500 INDEX        464287200          3,485        28,334
ISHARES TR                          S&P 500 INDEX        464287200          5,374        43,688
ISHARES TR                          LEHMAN AGG BND       464287226            904         8,900
ISHARES TR                          LEHMAN AGG BND       464287226          8,460        83,310
ISHARES TR                          MSCI EMERG MKT       464287234             31           369
ISHARES TR                          MSCI EMERG MKT       464287234             81           960
ISHARES TR                          MSCI EMERG MKT       464287234            100         1,175
ISHARES TR                          MSCI EMERG MKT       464287234            168         1,980
ISHARES TR                          MSCI EMERG MKT       464287234            208         2,445
ISHARES TR                          MSCI EMERG MKT       464287234            350         4,125
ISHARES TR                          MSCI EMERG MKT       464287234            414         4,876
ISHARES TR                          MSCI EMERG MKT       464287234          1,498        17,650
ISHARES TR                          MSCI EMERG MKT       464287234          9,890       116,514
ISHARES TR                          MSCI EMERG MKT       464287234         11,954       140,831
ISHARES TR                          GS CORP BD FD        464287242            196         1,789
ISHARES TR                          GS CORP BD FD        464287242            754         6,890
ISHARES TR                          S&P GBL INF          464287291             31           600
ISHARES TR                          S&P GBL INF          464287291            235         4,600
ISHARES TR                          S&P500/BAR GRW       464287309              4            75
ISHARES TR                          S&P500/BAR GRW       464287309            544         9,293
ISHARES TR                          S&P GBL HLTHCR       464287325            109         2,100
ISHARES TR                          S&P GBL HLTHCR       464287325            763        14,720
ISHARES TR                          S&P LTN AM 40        464287390             42           350
ISHARES TR                          S&P LTN AM 40        464287390            112           930
ISHARES TR                          S&P LTN AM 40        464287390            602         5,000
ISHARES TR                          S&P500/BAR VAL       464287408             45           700
ISHARES TR                          S&P500/BAR VAL       464287408            243         3,790
ISHARES TR                          S&P500/BAR VAL       464287408          1,143        17,818
ISHARES TR                          7-10 YR TRS BD       464287440            274         3,245
ISHARES TR                          1-3 YR TRS BD        464287457             31           385
ISHARES TR                          1-3 YR TRS BD        464287457            461         5,720
ISHARES TR                          MSCI EAFE IDX        464287465             85         1,460
ISHARES TR                          MSCI EAFE IDX        464287465            139         2,393
ISHARES TR                          MSCI EAFE IDX        464287465            175         3,019
ISHARES TR                          MSCI EAFE IDX        464287465            306         5,265
ISHARES TR                          MSCI EAFE IDX        464287465            598        10,285
ISHARES TR                          MSCI EAFE IDX        464287465            610        10,500
ISHARES TR                          RUSSELL MCP GR       464287481            489         5,362
ISHARES TR                          RUSSELL MIDCAP       464287499             95         1,101
ISHARES TR                          RUSSELL MIDCAP       464287499            132         1,531
ISHARES TR                          S&P MIDCAP 400       464287507            215         3,000
ISHARES TR                          S&P MIDCAP 400       464287507          2,433        33,875
ISHARES TR                          S&P MIDCAP 400       464287507          2,613        36,380
ISHARES TR                          S&P MIDCAP 400       464287507         10,696       148,932
ISHARES TR                          GLMN SCHS SOFT       464287515          1,044        25,400
ISHARES TR                          GLDM SCHS NETW       464287531            124         3,960
ISHARES TR                          GLDM SCHS NETW       464287531            817        26,100
ISHARES TR                          NASDQ BIO INDX       464287556             15           200
ISHARES TR                          NASDQ BIO INDX       464287556            102         1,321
ISHARES TR                          NASDQ BIO INDX       464287556            119         1,550
ISHARES TR                          NASDQ BIO INDX       464287556            253         3,280
ISHARES TR                          NASDQ BIO INDX       464287556          5,678        73,739
ISHARES TR                          COHEN&ST RLTY        464287564          1,359        18,496
ISHARES TR                          COHEN&ST RLTY        464287564          5,838        79,434
ISHARES TR                          S&P GLB100INDX       464287572          1,208        19,010
ISHARES TR                          RUSSELL1000VAL       464287598             38           550
ISHARES TR                          RUSSELL1000VAL       464287598          2,052        29,815
ISHARES TR                          S&P MIDCP GROW       464287606            434         6,000
ISHARES TR                          RUSSELL1000GRW       464287614          1,185        23,780
ISHARES TR                          RUSSELL 1000         464287622             20           300
ISHARES TR                          RUSSELL 1000         464287622          2,080        31,100
ISHARES TR                          RUSL 2000 VALU       464287630            989        15,000
ISHARES TR                          RUSL 2000 VALU       464287630          6,091        92,386
ISHARES TR                          RUSL 2000 GROW       464287648             10           150
ISHARES TR                          RUSL 2000 GROW       464287648            206         3,000
ISHARES TR                          RUSL 2000 GROW       464287648            323         4,700
ISHARES TR                          RUSSELL 2000         464287655             60           900
ISHARES TR                          RUSSELL 2000         464287655            291         4,390
ISHARES TR                          RUSSELL 2000         464287655            456         6,874
ISHARES TR                          RUSSELL 2000         464287655          1,125        16,950
ISHARES TR                          RUSSELL 2000         464287655          1,657        24,953
ISHARES TR                          RUSSELL 3000         464287689             94         1,325
ISHARES TR                          RUSSELL 3000         464287689            123         1,725
ISHARES TR                          S&P MIDCP VALU       464287705             21           300
ISHARES TR                          S&P MIDCP VALU       464287705          1,808        25,828
ISHARES TR                          DJ US REAL EST       464287739             26           400
ISHARES TR                          DJ US REAL EST       464287739            148         2,300
ISHARES TR                          DJ US REAL EST       464287739            456         7,100
ISHARES TR                          DJ US HEALTHCR       464287762             11           179
ISHARES TR                          DJ US HEALTHCR       464287762             35           570
ISHARES TR                          DJ US HEALTHCR       464287762            728        11,700
ISHARES TR                          S&P SMLCAP 600       464287804             58         1,005
ISHARES TR                          S&P SMLCAP 600       464287804             80         1,383
ISHARES TR                          S&P SMLCAP 600       464287804          1,915        33,150
ISHARES TR                          S&P EURO PLUS        464287861            122         1,515
ISHARES TR                          S&P EURO PLUS        464287861            185         2,300
ISHARES TR                          S&P EURO PLUS        464287861            267         3,319
ISHARES TR                          S&P EURO PLUS        464287861            299         3,715
ISHARES TR                          S&P EURO PLUS        464287861          3,415        42,400
IVANHOE ENERGY INC                  COM                  465790103              8         4,000
IVANHOE ENERGY INC                  COM                  465790103             77        38,500
IVANHOE MINES LTD                   COM                  46579N103             29         3,500
IVANHOE MINES LTD                   COM                  46579N103            248        29,650
IVAX CORP                           COM                  465823102             26         1,000
IVAX CORP                           COM                  465823102             38         1,425
IVAX CORP                           COM                  465823102             40         1,500
IVAX CORP                           COM                  465823102            342        12,975
IVAX CORP                           COM                  465823102            637        24,150
IVAX CORP                           COM                  465823102            870        33,000
IVAX CORP                           COM                  465823102          2,175        82,500
JDS UNIPHASE CORP                   COM                  46612J101              0           100
JDS UNIPHASE CORP                   COM                  46612J101              0           100
JDS UNIPHASE CORP                   COM                  46612J101              0           200
JDS UNIPHASE CORP                   COM                  46612J101             13         5,959
JDS UNIPHASE CORP                   COM                  46612J101             19         8,360
JDS UNIPHASE CORP                   COM                  46612J101             21         9,300
JDS UNIPHASE CORP                   COM                  46612J101             22         9,873
JDS UNIPHASE CORP                   COM                  46612J101             25        11,400
JDS UNIPHASE CORP                   COM                  46612J101             42        19,142
JDS UNIPHASE CORP                   COM                  46612J101             44        19,862
JDS UNIPHASE CORP                   COM                  46612J101             47        21,145
JDS UNIPHASE CORP                   COM                  46612J101             63        28,300
JDS UNIPHASE CORP                   COM                  46612J101            106        47,571
JDS UNIPHASE CORP                   COM                  46612J101            113        51,000
JDS UNIPHASE CORP                   COM                  46612J101            179        80,811
JDS UNIPHASE CORP                   COM                  46612J101            187        84,135
JDS UNIPHASE CORP                   COM                  46612J101            339       152,500
JDS UNIPHASE CORP                   COM                  46612J101            492       221,471
JPMORGAN & CHASE & CO               COM                  46625H100              3           100
JPMORGAN & CHASE & CO               COM                  46625H100              7           200
JPMORGAN & CHASE & CO               COM                  46625H100              8           225
JPMORGAN & CHASE & CO               COM                  46625H100             51         1,500
JPMORGAN & CHASE & CO               COM                  46625H100             68         2,000
JPMORGAN & CHASE & CO               COM                  46625H100             75         2,220
JPMORGAN & CHASE & CO               COM                  46625H100             83         2,440
JPMORGAN & CHASE & CO               COM                  46625H100            111         3,285
JPMORGAN & CHASE & CO               COM                  46625H100            112         3,300
JPMORGAN & CHASE & CO               COM                  46625H100            115         3,400
JPMORGAN & CHASE & CO               COM                  46625H100            126         3,710
JPMORGAN & CHASE & CO               COM                  46625H100            168         4,950
JPMORGAN & CHASE & CO               COM                  46625H100            186         5,490
JPMORGAN & CHASE & CO               COM                  46625H100            275         8,115
JPMORGAN & CHASE & CO               COM                  46625H100            334         9,850
JPMORGAN & CHASE & CO               COM                  46625H100            380        11,210
JPMORGAN & CHASE & CO               COM                  46625H100            438        12,905
JPMORGAN & CHASE & CO               COM                  46625H100            460        13,560
JPMORGAN & CHASE & CO               COM                  46625H100            509        15,000
JPMORGAN & CHASE & CO               COM                  46625H100            756        22,273
JPMORGAN & CHASE & CO               COM                  46625H100            875        25,796
JPMORGAN & CHASE & CO               COM                  46625H100            968        28,525
JPMORGAN & CHASE & CO               COM                  46625H100            992        29,226
JPMORGAN & CHASE & CO               COM                  46625H100          1,022        30,128
JPMORGAN & CHASE & CO               COM                  46625H100          1,170        34,480
JPMORGAN & CHASE & CO               COM                  46625H100          1,303        38,398
JPMORGAN & CHASE & CO               COM                  46625H100          1,660        48,914
JPMORGAN & CHASE & CO               COM                  46625H100          1,764        52,001
JPMORGAN & CHASE & CO               COM                  46625H100          1,900        55,983
JPMORGAN & CHASE & CO               COM                  46625H100          2,039        60,109
JPMORGAN & CHASE & CO               COM                  46625H100          2,478        73,035
JPMORGAN & CHASE & CO               COM                  46625H100          3,377        99,535
JPMORGAN & CHASE & CO               COM                  46625H100          3,815       112,440
JPMORGAN & CHASE & CO               COM                  46625H100          5,189       152,931
JPMORGAN & CHASE & CO               COM                  46625H100          5,738       169,104
JPMORGAN & CHASE & CO               COM                  46625H100         10,630       313,294
JPMORGAN & CHASE & CO               COM                  46625H100         11,445       337,320
JPMORGAN & CHASE & CO               COM                  46625H100         12,921       380,803
JABIL CIRCUIT INC                   COM                  466313103             15           500
JABIL CIRCUIT INC                   COM                  466313103             15           500
JABIL CIRCUIT INC                   COM                  466313103             17           547
JABIL CIRCUIT INC                   COM                  466313103             33         1,081
JABIL CIRCUIT INC                   COM                  466313103             37         1,190
JABIL CIRCUIT INC                   COM                  466313103             37         1,200
JABIL CIRCUIT INC                   COM                  466313103             38         1,221
JABIL CIRCUIT INC                   COM                  466313103             46         1,493
JABIL CIRCUIT INC                   COM                  466313103             48         1,544
JABIL CIRCUIT INC                   COM                  466313103             53         1,700
JABIL CIRCUIT INC                   COM                  466313103             92         2,965
JABIL CIRCUIT INC                   COM                  466313103            149         4,835
JABIL CIRCUIT INC                   COM                  466313103            170         5,500
JABIL CIRCUIT INC                   COM                  466313103            296         9,579
JABIL CIRCUIT INC                   COM                  466313103            636        20,580
JABIL CIRCUIT INC                   COM                  466313103          2,443        79,000
JACOBS ENGR GROUP INC DEL           COM                  469814107             11           158
JACOBS ENGR GROUP INC DEL           COM                  469814107             21           306
JACOBS ENGR GROUP INC DEL           COM                  469814107            148         2,194
JACOBS ENGR GROUP INC DEL           COM                  469814107            274         4,060
JACOBS ENGR GROUP INC DEL           COM                  469814107            354         5,250
JANUS CAP GROUP INC                 COM                  47102X105             25         1,700
JANUS CAP GROUP INC                 COM                  47102X105             27         1,890
JANUS CAP GROUP INC                 COM                  47102X105             30         2,100
JANUS CAP GROUP INC                 COM                  47102X105             51         3,500
JANUS CAP GROUP INC                 COM                  47102X105             87         6,000
JANUS CAP GROUP INC                 COM                  47102X105            133         9,226
JANUS CAP GROUP INC                 COM                  47102X105            278        19,210
JEFFERSON PILOT CORP                COM                  475070108              6           120
JEFFERSON PILOT CORP                COM                  475070108             16           305
JEFFERSON PILOT CORP                COM                  475070108             44           865
JEFFERSON PILOT CORP                COM                  475070108             50           985
JEFFERSON PILOT CORP                COM                  475070108             60         1,180
JEFFERSON PILOT CORP                COM                  475070108             76         1,483
JEFFERSON PILOT CORP                COM                  475070108            102         1,990
JEFFERSON PILOT CORP                COM                  475070108            105         2,044
JEFFERSON PILOT CORP                COM                  475070108            324         6,335
JEFFERSON PILOT CORP                COM                  475070108            643        12,570
JOHNSON & JOHNSON                   COM                  478160104             11           180
JOHNSON & JOHNSON                   COM                  478160104             63         1,000
JOHNSON & JOHNSON                   COM                  478160104             76         1,200
JOHNSON & JOHNSON                   COM                  478160104            130         2,050
JOHNSON & JOHNSON                   COM                  478160104            177         2,800
JOHNSON & JOHNSON                   COM                  478160104            177         2,800
JOHNSON & JOHNSON                   COM                  478160104            202         3,189
JOHNSON & JOHNSON                   COM                  478160104            221         3,500
JOHNSON & JOHNSON                   COM                  478160104            253         4,000
JOHNSON & JOHNSON                   COM                  478160104            259         4,100
JOHNSON & JOHNSON                   COM                  478160104            266         4,200
JOHNSON & JOHNSON                   COM                  478160104            375         5,920
JOHNSON & JOHNSON                   COM                  478160104            487         7,689
JOHNSON & JOHNSON                   COM                  478160104            532         8,400
JOHNSON & JOHNSON                   COM                  478160104            576         9,109
JOHNSON & JOHNSON                   COM                  478160104            584         9,230
JOHNSON & JOHNSON                   COM                  478160104            683        10,800
JOHNSON & JOHNSON                   COM                  478160104            892        14,090
JOHNSON & JOHNSON                   COM                  478160104            973        15,372
JOHNSON & JOHNSON                   COM                  478160104          1,063        16,800
JOHNSON & JOHNSON                   COM                  478160104          1,077        17,020
JOHNSON & JOHNSON                   COM                  478160104          1,078        17,035
JOHNSON & JOHNSON                   COM                  478160104          1,379        21,790
JOHNSON & JOHNSON                   COM                  478160104          1,564        24,710
JOHNSON & JOHNSON                   COM                  478160104          1,579        24,960
JOHNSON & JOHNSON                   COM                  478160104          1,600        25,280
JOHNSON & JOHNSON                   COM                  478160104          1,787        28,245
JOHNSON & JOHNSON                   COM                  478160104          1,843        29,129
JOHNSON & JOHNSON                   COM                  478160104          1,970        31,131
JOHNSON & JOHNSON                   COM                  478160104          2,052        32,423
JOHNSON & JOHNSON                   COM                  478160104          2,322        36,694
JOHNSON & JOHNSON                   COM                  478160104          2,547        40,250
JOHNSON & JOHNSON                   COM                  478160104          2,940        46,460
JOHNSON & JOHNSON                   COM                  478160104          3,018        47,690
JOHNSON & JOHNSON                   COM                  478160104          3,842        60,711
JOHNSON & JOHNSON                   COM                  478160104          3,899        61,617
JOHNSON & JOHNSON                   COM                  478160104          6,303        99,598
JOHNSON & JOHNSON                   COM                  478160104          8,230       130,050
JOHNSON & JOHNSON                   COM                  478160104          9,089       143,633
JOHNSON & JOHNSON                   COM                  478160104         17,908       282,990
JOHNSON & JOHNSON                   COM                  478160104         19,504       308,210
JOHNSON & JOHNSON                   COM                  478160104         27,706       437,838
JOHNSON & JOHNSON                   COM                  478160104         42,896       677,871
JOHNSON CTLS INC                    COM                  478366107              2            25
JOHNSON CTLS INC                    COM                  478366107             68         1,100
JOHNSON CTLS INC                    COM                  478366107             81         1,300
JOHNSON CTLS INC                    COM                  478366107             85         1,368
JOHNSON CTLS INC                    COM                  478366107             91         1,462
JOHNSON CTLS INC                    COM                  478366107            100         1,610
JOHNSON CTLS INC                    COM                  478366107            118         1,902
JOHNSON CTLS INC                    COM                  478366107            146         2,350
JOHNSON CTLS INC                    COM                  478366107            180         2,900
JOHNSON CTLS INC                    COM                  478366107            201         3,234
JOHNSON CTLS INC                    COM                  478366107            266         4,290
JOHNSON CTLS INC                    COM                  478366107            274         4,416
JOHNSON CTLS INC                    COM                  478366107            487         7,843
JOHNSON CTLS INC                    COM                  478366107            541         8,717
JOHNSON CTLS INC                    COM                  478366107            542         8,729
JOHNSON CTLS INC                    COM                  478366107          1,079        17,390
JONES APPAREL GROUP INC             COM                  480074103             14           490
JONES APPAREL GROUP INC             COM                  480074103             22           764
JONES APPAREL GROUP INC             COM                  480074103             24           836
JONES APPAREL GROUP INC             COM                  480074103             28           990
JONES APPAREL GROUP INC             COM                  480074103             37         1,304
JONES APPAREL GROUP INC             COM                  480074103             53         1,850
JONES APPAREL GROUP INC             COM                  480074103             69         2,425
JONES APPAREL GROUP INC             COM                  480074103             95         3,350
JONES APPAREL GROUP INC             COM                  480074103            111         3,900
JONES APPAREL GROUP INC             COM                  480074103            138         4,836
JONES APPAREL GROUP INC             COM                  480074103            174         6,120
JONES APPAREL GROUP INC             COM                  480074103            357        12,540
JUNIPER NETWORKS INC                COM                  48203R104              3           125
JUNIPER NETWORKS INC                COM                  48203R104              8           355
JUNIPER NETWORKS INC                COM                  48203R104             16           666
JUNIPER NETWORKS INC                COM                  48203R104             38         1,600
JUNIPER NETWORKS INC                COM                  48203R104             55         2,300
JUNIPER NETWORKS INC                COM                  48203R104             95         4,000
JUNIPER NETWORKS INC                COM                  48203R104             95         4,006
JUNIPER NETWORKS INC                COM                  48203R104             99         4,157
JUNIPER NETWORKS INC                COM                  48203R104            126         5,300
JUNIPER NETWORKS INC                COM                  48203R104            162         6,800
JUNIPER NETWORKS INC                COM                  48203R104            233         9,800
JUNIPER NETWORKS INC                COM                  48203R104            604        25,393
JUNIPER NETWORKS INC                COM                  48203R104            774        32,500
JUNIPER NETWORKS INC                COM                  48203R104            856        35,971
JUNIPER NETWORKS INC                COM                  48203R104          1,217        51,143
JUNIPER NETWORKS INC                COM                  48203R104          1,340        56,300
JUNIPER NETWORKS INC                COM                  48203R104          1,376        57,810
JUNIPER NETWORKS INC                NOTE         6/1     48203RAC8              4         3,000
JUNIPER NETWORKS INC                NOTE         6/1     48203RAC8             18        14,000
KKR FINL CORP                       COM                  482476306            415        18,650
KKR FINL CORP                       COM                  482476306          2,758       124,000
KKR FINL CORP                       COM                  482476306          3,100       139,400
KLA-TENCOR CORP                     COM                  482480100              4            73
KLA-TENCOR CORP                     COM                  482480100             11           216
KLA-TENCOR CORP                     COM                  482480100             14           290
KLA-TENCOR CORP                     COM                  482480100             20           400
KLA-TENCOR CORP                     COM                  482480100             24           500
KLA-TENCOR CORP                     COM                  482480100             39           800
KLA-TENCOR CORP                     COM                  482480100             44           900
KLA-TENCOR CORP                     COM                  482480100             44           900
KLA-TENCOR CORP                     COM                  482480100             50         1,021
KLA-TENCOR CORP                     COM                  482480100             52         1,076
KLA-TENCOR CORP                     COM                  482480100             62         1,269
KLA-TENCOR CORP                     COM                  482480100             70         1,435
KLA-TENCOR CORP                     COM                  482480100             80         1,650
KLA-TENCOR CORP                     COM                  482480100             95         1,954
KLA-TENCOR CORP                     COM                  482480100            145         2,974
KLA-TENCOR CORP                     COM                  482480100            149         3,053
KLA-TENCOR CORP                     COM                  482480100            164         3,368
KLA-TENCOR CORP                     COM                  482480100            260         5,326
KLA-TENCOR CORP                     COM                  482480100            451         9,251
KLA-TENCOR CORP                     COM                  482480100            877        17,980
KLA-TENCOR CORP                     COM                  482480100          1,697        34,800
KT CORP                             SPONSORED ADR        48268K101              1            27
KT CORP                             SPONSORED ADR        48268K101              1            52
KT CORP                             SPONSORED ADR        48268K101             58         2,592
KT CORP                             SPONSORED ADR        48268K101             60         2,655
KT CORP                             SPONSORED ADR        48268K101            200         8,880
KT CORP                             SPONSORED ADR        48268K101            275        12,200
KT CORP                             SPONSORED ADR        48268K101         10,125       450,000
K V PHARMACEUTICAL CO               CL A                 482740206             62         3,506
K V PHARMACEUTICAL CO               CL A                 482740206            127         7,163
KANBAY INTL INC                     COM                  48369P207         85,206     4,532,240
KAYDON CORP                         COM                  486587108            318        11,200
KEANE INC                           SDCV  2.000% 6/1     486665AB8             11        12,000
KB HOME                             COM                  48666K109              7           100
KB HOME                             COM                  48666K109             42           570
KB HOME                             COM                  48666K109             43           590
KB HOME                             COM                  48666K109             44           600
KB HOME                             COM                  48666K109             59           800
KB HOME                             COM                  48666K109             63           860
KB HOME                             COM                  48666K109             99         1,350
KB HOME                             COM                  48666K109            146         2,000
KB HOME                             COM                  48666K109            336         4,591
KB HOME                             COM                  48666K109            750        10,240
KB HOME                             COM                  48666K109          1,315        17,966
KELLOGG CO                          COM                  487836108             23           500
KELLOGG CO                          COM                  487836108             28           600
KELLOGG CO                          COM                  487836108             46         1,000
KELLOGG CO                          COM                  487836108             65         1,400
KELLOGG CO                          COM                  487836108             87         1,882
KELLOGG CO                          COM                  487836108             88         1,900
KELLOGG CO                          COM                  487836108            100         2,169
KELLOGG CO                          COM                  487836108            116         2,512
KELLOGG CO                          COM                  487836108            180         3,900
KELLOGG CO                          COM                  487836108            194         4,200
KELLOGG CO                          COM                  487836108            245         5,301
KELLOGG CO                          COM                  487836108            289         6,266
KELLOGG CO                          COM                  487836108            318         6,900
KELLOGG CO                          COM                  487836108            644        13,968
KELLOGG CO                          COM                  487836108          1,333        28,890
KERR MCGEE CORP                     COM                  492386107              9            95
KERR MCGEE CORP                     COM                  492386107             27           280
KERR MCGEE CORP                     COM                  492386107             29           300
KERR MCGEE CORP                     COM                  492386107             39           400
KERR MCGEE CORP                     COM                  492386107             47           480
KERR MCGEE CORP                     COM                  492386107             49           500
KERR MCGEE CORP                     COM                  492386107             49           500
KERR MCGEE CORP                     COM                  492386107             83           851
KERR MCGEE CORP                     COM                  492386107             97         1,000
KERR MCGEE CORP                     COM                  492386107            107         1,100
KERR MCGEE CORP                     COM                  492386107            119         1,224
KERR MCGEE CORP                     COM                  492386107            189         1,950
KERR MCGEE CORP                     COM                  492386107            253         2,602
KERR MCGEE CORP                     COM                  492386107            330         3,400
KERR MCGEE CORP                     COM                  492386107            340         3,500
KERR MCGEE CORP                     COM                  492386107            552         5,684
KERR MCGEE CORP                     COM                  492386107          1,020        10,500
KERR MCGEE CORP                     COM                  492386107          1,220        12,561
KERR MCGEE CORP                     COM                  492386107          2,016        20,761
KEYCORP NEW                         COM                  493267108              2            50
KEYCORP NEW                         COM                  493267108             11           355
KEYCORP NEW                         COM                  493267108             21           640
KEYCORP NEW                         COM                  493267108             29           900
KEYCORP NEW                         COM                  493267108             31           950
KEYCORP NEW                         COM                  493267108             68         2,100
KEYCORP NEW                         COM                  493267108             76         2,350
KEYCORP NEW                         COM                  493267108             94         2,909
KEYCORP NEW                         COM                  493267108            110         3,415
KEYCORP NEW                         COM                  493267108            117         3,614
KEYCORP NEW                         COM                  493267108            128         3,972
KEYCORP NEW                         COM                  493267108            170         5,273
KEYCORP NEW                         COM                  493267108            198         6,153
KEYCORP NEW                         COM                  493267108            218         6,771
KEYCORP NEW                         COM                  493267108            314         9,729
KEYCORP NEW                         COM                  493267108            339        10,500
KEYCORP NEW                         COM                  493267108            629        19,507
KEYCORP NEW                         COM                  493267108          1,027        31,839
KEYCORP NEW                         COM                  493267108          1,297        40,210
KEYSPAN CORP                        COM                  49337W100              6           155
KEYSPAN CORP                        COM                  49337W100             14           370
KEYSPAN CORP                        COM                  49337W100             36           967
KEYSPAN CORP                        COM                  49337W100             48         1,300
KEYSPAN CORP                        COM                  49337W100             48         1,318
KEYSPAN CORP                        COM                  49337W100             51         1,391
KEYSPAN CORP                        COM                  49337W100             54         1,470
KEYSPAN CORP                        COM                  49337W100             62         1,692
KEYSPAN CORP                        COM                  49337W100             90         2,460
KEYSPAN CORP                        COM                  49337W100            102         2,786
KEYSPAN CORP                        COM                  49337W100            283         7,683
KEYSPAN CORP                        COM                  49337W100            376        10,214
KEYSPAN CORP                        COM                  49337W100            504        13,700
KIMBERLY CLARK CORP                 COM                  494368103              6            95
KIMBERLY CLARK CORP                 COM                  494368103             12           200
KIMBERLY CLARK CORP                 COM                  494368103             13           225
KIMBERLY CLARK CORP                 COM                  494368103             18           300
KIMBERLY CLARK CORP                 COM                  494368103             24           400
KIMBERLY CLARK CORP                 COM                  494368103             28           470
KIMBERLY CLARK CORP                 COM                  494368103             30           500
KIMBERLY CLARK CORP                 COM                  494368103             33           560
KIMBERLY CLARK CORP                 COM                  494368103             51           850
KIMBERLY CLARK CORP                 COM                  494368103             75         1,263
KIMBERLY CLARK CORP                 COM                  494368103             86         1,450
KIMBERLY CLARK CORP                 COM                  494368103             89         1,500
KIMBERLY CLARK CORP                 COM                  494368103            115         1,930
KIMBERLY CLARK CORP                 COM                  494368103            164         2,753
KIMBERLY CLARK CORP                 COM                  494368103            170         2,860
KIMBERLY CLARK CORP                 COM                  494368103            206         3,454
KIMBERLY CLARK CORP                 COM                  494368103            239         4,010
KIMBERLY CLARK CORP                 COM                  494368103            272         4,566
KIMBERLY CLARK CORP                 COM                  494368103            313         5,258
KIMBERLY CLARK CORP                 COM                  494368103            332         5,580
KIMBERLY CLARK CORP                 COM                  494368103            351         5,901
KIMBERLY CLARK CORP                 COM                  494368103            409         6,871
KIMBERLY CLARK CORP                 COM                  494368103            459         7,713
KIMBERLY CLARK CORP                 COM                  494368103            512         8,600
KIMBERLY CLARK CORP                 COM                  494368103            576         9,668
KIMBERLY CLARK CORP                 COM                  494368103            753        12,641
KIMBERLY CLARK CORP                 COM                  494368103          1,091        18,328
KIMBERLY CLARK CORP                 COM                  494368103          1,242        20,858
KIMBERLY CLARK CORP                 COM                  494368103          1,904        31,990
KIMBERLY CLARK CORP                 COM                  494368103          2,803        47,090
KIMBERLY CLARK CORP                 COM                  494368103          5,750        96,597
KIMCO REALTY CORP                   COM                  49446R109             13           400
KIMCO REALTY CORP                   COM                  49446R109             94         3,000
KIMCO REALTY CORP                   COM                  49446R109            160         5,100
KIMCO REALTY CORP                   COM                  49446R109            377        12,000
KIMCO REALTY CORP                   COM                  49446R109            743        23,640
KINDER MORGAN ENERGY PARTNER        UT LTD PARTNER       494550106            316         5,975
KINDER MORGAN INC KANS              COM                  49455P101             25           255
KINDER MORGAN INC KANS              COM                  49455P101             29           300
KINDER MORGAN INC KANS              COM                  49455P101             69           714
KINDER MORGAN INC KANS              COM                  49455P101             80           830
KINDER MORGAN INC KANS              COM                  49455P101             86           894
KINDER MORGAN INC KANS              COM                  49455P101            142         1,473
KINDER MORGAN INC KANS              COM                  49455P101            210         2,187
KINDER MORGAN INC KANS              COM                  49455P101            288         3,000
KINDER MORGAN INC KANS              COM                  49455P101            398         4,140
KINDER MORGAN INC KANS              COM                  49455P101            689         7,161
KINDER MORGAN INC KANS              COM                  49455P101            872         9,070
KINETIC CONCEPTS INC                COM NEW              49460W208             12           205
KINETIC CONCEPTS INC                COM NEW              49460W208             17           306
KINETIC CONCEPTS INC                COM NEW              49460W208            113         1,994
KINETIC CONCEPTS INC                COM NEW              49460W208            244         4,300
KING PHARMACEUTICALS INC            COM                  495582108              8           500
KING PHARMACEUTICALS INC            COM                  495582108             10           671
KING PHARMACEUTICALS INC            COM                  495582108             15         1,000
KING PHARMACEUTICALS INC            COM                  495582108             26         1,682
KING PHARMACEUTICALS INC            COM                  495582108             29         1,910
KING PHARMACEUTICALS INC            COM                  495582108             43         2,765
KING PHARMACEUTICALS INC            COM                  495582108             55         3,579
KING PHARMACEUTICALS INC            COM                  495582108             58         3,800
KING PHARMACEUTICALS INC            COM                  495582108             61         3,954
KING PHARMACEUTICALS INC            COM                  495582108            123         8,000
KING PHARMACEUTICALS INC            COM                  495582108            361        23,480
KING PHARMACEUTICALS INC            COM                  495582108            655        42,583
KING PHARMACEUTICALS INC            COM                  495582108            807        52,500
KING PHARMACEUTICALS INC            COM                  495582108          1,223        79,500
KINROSS GOLD CORP                   COM NO PAR           496902404              1           121
KINROSS GOLD CORP                   COM NO PAR           496902404              6           800
KINROSS GOLD CORP                   COM NO PAR           496902404              7           866
KINROSS GOLD CORP                   COM NO PAR           496902404             79        10,341
KINGSWAY FINL SVCS INC              COM                  496904103            561        31,150
KNIGHT RIDDER INC                   COM                  499040103             27           458
KNIGHT RIDDER INC                   COM                  499040103             30           514
KNIGHT RIDDER INC                   COM                  499040103             35           600
KNIGHT RIDDER INC                   COM                  499040103             36           610
KNIGHT RIDDER INC                   COM                  499040103             37           626
KNIGHT RIDDER INC                   COM                  499040103             40           680
KNIGHT RIDDER INC                   COM                  499040103             47           800
KNIGHT RIDDER INC                   COM                  499040103             59         1,000
KNIGHT RIDDER INC                   COM                  499040103             70         1,200
KNIGHT RIDDER INC                   COM                  499040103             75         1,270
KNIGHT RIDDER INC                   COM                  499040103             76         1,300
KNIGHT RIDDER INC                   COM                  499040103             77         1,313
KNIGHT RIDDER INC                   COM                  499040103            113         1,920
KNIGHT RIDDER INC                   COM                  499040103            179         3,042
KNIGHT RIDDER INC                   COM                  499040103            182         3,100
KNIGHT RIDDER INC                   COM                  499040103            430         7,320
KOHLS CORP                          COM                  500255104              1            20
KOHLS CORP                          COM                  500255104              5            90
KOHLS CORP                          COM                  500255104             20           390
KOHLS CORP                          COM                  500255104             20           400
KOHLS CORP                          COM                  500255104             33           650
KOHLS CORP                          COM                  500255104             34           675
KOHLS CORP                          COM                  500255104             35           699
KOHLS CORP                          COM                  500255104             36           715
KOHLS CORP                          COM                  500255104             48           950
KOHLS CORP                          COM                  500255104             68         1,360
KOHLS CORP                          COM                  500255104            126         2,503
KOHLS CORP                          COM                  500255104            148         2,950
KOHLS CORP                          COM                  500255104            167         3,329
KOHLS CORP                          COM                  500255104            226         4,500
KOHLS CORP                          COM                  500255104            283         5,632
KOHLS CORP                          COM                  500255104            307         6,126
KOHLS CORP                          COM                  500255104            346         6,886
KOHLS CORP                          COM                  500255104            373         7,428
KOHLS CORP                          COM                  500255104            376         7,500
KOHLS CORP                          COM                  500255104            781        15,572
KOHLS CORP                          COM                  500255104          1,004        20,009
KOHLS CORP                          COM                  500255104          1,597        31,830
KOHLS CORP                          COM                  500255104          1,710        34,075
KOHLS CORP                          COM                  500255104          2,543        50,680
KOHLS CORP                          COM                  500255104          3,678        73,298
KOHLS CORP                          COM                  500255104          5,520       110,000
KONINKLIJKE AHOLD N V               SPON ADR NEW         500467303              2           310
KONINKLIJKE AHOLD N V               SPON ADR NEW         500467303             10         1,290
KONINKLIJKE AHOLD N V               SPON ADR NEW         500467303             19         2,500
KONINKLIJKE AHOLD N V               SPON ADR NEW         500467303             73         9,566
KONINKLIJKE AHOLD N V               SPON ADR NEW         500467303            217        28,656
KOOKMIN BK NEW                      SPONSORED ADR        50049M109              2            29
KOOKMIN BK NEW                      SPONSORED ADR        50049M109              3            56
KOOKMIN BK NEW                      SPONSORED ADR        50049M109              4            65
KOOKMIN BK NEW                      SPONSORED ADR        50049M109             11           178
KOOKMIN BK NEW                      SPONSORED ADR        50049M109             87         1,464
KOOKMIN BK NEW                      SPONSORED ADR        50049M109            172         2,905
KOOKMIN BK NEW                      SPONSORED ADR        50049M109            610        10,300
KOOKMIN BK NEW                      SPONSORED ADR        50049M109            687        11,600
KOOKMIN BK NEW                      SPONSORED ADR        50049M109            752        12,700
KOOKMIN BK NEW                      SPONSORED ADR        50049M109          1,538        25,950
KOOKMIN BK NEW                      SPONSORED ADR        50049M109          1,964        33,150
KOOKMIN BK NEW                      SPONSORED ADR        50049M109          2,043        34,475
KOREA FD                            COM                  500634100            137         4,100
KOREA FD                            COM                  500634100            193         5,797
KOREA FD                            COM                  500634100            533        16,000
KOREA FD                            COM                  500634100          1,067        32,000
KRAFT FOODS INC                     CL A                 50075N104              6           200
KRAFT FOODS INC                     CL A                 50075N104             15           500
KRAFT FOODS INC                     CL A                 50075N104             15           500
KRAFT FOODS INC                     CL A                 50075N104             24           800
KRAFT FOODS INC                     CL A                 50075N104             31         1,000
KRAFT FOODS INC                     CL A                 50075N104             37         1,200
KRAFT FOODS INC                     CL A                 50075N104             61         1,992
KRAFT FOODS INC                     CL A                 50075N104             83         2,709
KRAFT FOODS INC                     CL A                 50075N104            168         5,500
KRAFT FOODS INC                     CL A                 50075N104            552        18,058
KRAFT FOODS INC                     CL A                 50075N104            592        19,350
KRAFT FOODS INC                     CL A                 50075N104            667        21,800
KRAFT FOODS INC                     CL A                 50075N104          1,202        39,300
KROGER CO                           COM                  501044101             19           940
KROGER CO                           COM                  501044101             34         1,650
KROGER CO                           COM                  501044101             44         2,150
KROGER CO                           COM                  501044101             49         2,385
KROGER CO                           COM                  501044101             76         3,700
KROGER CO                           COM                  501044101             78         3,800
KROGER CO                           COM                  501044101            108         5,250
KROGER CO                           COM                  501044101            124         6,040
KROGER CO                           COM                  501044101            151         7,340
KROGER CO                           COM                  501044101            231        11,235
KROGER CO                           COM                  501044101            234        11,375
KROGER CO                           COM                  501044101            257        12,500
KROGER CO                           COM                  501044101            299        14,500
KROGER CO                           COM                  501044101            300        14,550
KROGER CO                           COM                  501044101            314        15,256
KROGER CO                           COM                  501044101            721        35,023
KROGER CO                           COM                  501044101            750        36,408
KROGER CO                           COM                  501044101            990        48,078
KROGER CO                           COM                  501044101          1,418        68,850
LG PHILIP LCD CO LTD                SPONS ADR REP        50186V102              0            11
LG PHILIP LCD CO LTD                SPONS ADR REP        50186V102              0            21
LG PHILIP LCD CO LTD                SPONS ADR REP        50186V102              1            25
LG PHILIP LCD CO LTD                SPONS ADR REP        50186V102            172         8,380
LG PHILIP LCD CO LTD                SPONS ADR REP        50186V102            479        23,300
LG PHILIP LCD CO LTD                SPONS ADR REP        50186V102            695        33,800
LG PHILIP LCD CO LTD                SPONS ADR REP        50186V102          1,081        52,600
LG PHILIP LCD CO LTD                SPONS ADR REP        50186V102          5,683       276,400
LSI LOGIC CORP                      COM                  502161102             11         1,117
LSI LOGIC CORP                      COM                  502161102             20         2,000
LSI LOGIC CORP                      COM                  502161102             27         2,700
LSI LOGIC CORP                      COM                  502161102             30         3,050
LSI LOGIC CORP                      COM                  502161102             36         3,670
LSI LOGIC CORP                      COM                  502161102             37         3,790
LSI LOGIC CORP                      COM                  502161102             55         5,600
LSI LOGIC CORP                      COM                  502161102            169        17,200
LSI LOGIC CORP                      COM                  502161102            318        32,300
LSI LOGIC CORP                      COM                  502161102          2,513       255,163
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104              1            11
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104             17           220
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104             36           450
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104             50           633
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104             69           870
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104             79         1,000
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104             79         1,000
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104             82         1,042
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104             91         1,150
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104            142         1,800
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104            158         2,000
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104            206         2,600
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104            410         5,189
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104            845        10,690
L-3 COMMUNICATIONS HLDGS INC        COM                  502424104          1,300        16,444
LABONE INC NEW                      COM                  50540L105            421         9,677
LABONE INC NEW                      COM                  50540L105            554        12,729
LABORATORY CORP AMER HLDGS          COM NEW              50540R409              1            25
LABORATORY CORP AMER HLDGS          COM NEW              50540R409             39           800
LABORATORY CORP AMER HLDGS          COM NEW              50540R409             46           940
LABORATORY CORP AMER HLDGS          COM NEW              50540R409             58         1,200
LABORATORY CORP AMER HLDGS          COM NEW              50540R409             63         1,300
LABORATORY CORP AMER HLDGS          COM NEW              50540R409             95         1,950
LABORATORY CORP AMER HLDGS          COM NEW              50540R409            110         2,260
LABORATORY CORP AMER HLDGS          COM NEW              50540R409            151         3,100
LABORATORY CORP AMER HLDGS          COM NEW              50540R409            283         5,808
LABORATORY CORP AMER HLDGS          COM NEW              50540R409            309         6,335
LABORATORY CORP AMER HLDGS          COM NEW              50540R409            337         6,925
LABORATORY CORP AMER HLDGS          COM NEW              50540R409            391         8,020
LABORATORY CORP AMER HLDGS          COM NEW              50540R409            610        12,520
LABORATORY CORP AMER HLDGS          COM NEW              50540R409          1,359        27,901
LABORATORY CORP AMER HLDGS          NOTE         9/1     50540RAC6              4         6,000
LABORATORY CORP AMER HLDGS          NOTE         9/1     50540RAC6             42        58,000
LAFARGE NORTH AMERICA INC           COM                  505862102             34           500
LAFARGE NORTH AMERICA INC           COM                  505862102             81         1,200
LAFARGE NORTH AMERICA INC           COM                  505862102            231         3,420
LAM RESEARCH CORP                   COM                  512807108              5           150
LAM RESEARCH CORP                   COM                  512807108             15           500
LAM RESEARCH CORP                   COM                  512807108             20           670
LAM RESEARCH CORP                   COM                  512807108             52         1,695
LAM RESEARCH CORP                   COM                  512807108            107         3,500
LAM RESEARCH CORP                   COM                  512807108            161         5,286
LAM RESEARCH CORP                   COM                  512807108            360        11,800
LAM RESEARCH CORP                   COM                  512807108          1,293        42,434
LAMAR ADVERTISING CO                CL A                 512815101             23           509
LAMAR ADVERTISING CO                CL A                 512815101            154         3,391
LAMAR ADVERTISING CO                CL A                 512815101            432         9,530
LAS VEGAS SANDS CORP                COM                  517834107             10           300
LAS VEGAS SANDS CORP                COM                  517834107            197         6,000
LAUDER ESTEE COS INC                CL A                 518439104              6           160
LAUDER ESTEE COS INC                CL A                 518439104             10           275
LAUDER ESTEE COS INC                CL A                 518439104             38         1,095
LAUDER ESTEE COS INC                CL A                 518439104             52         1,500
LAUDER ESTEE COS INC                CL A                 518439104             61         1,750
LAUDER ESTEE COS INC                CL A                 518439104             63         1,800
LAUDER ESTEE COS INC                CL A                 518439104             66         1,902
LAUDER ESTEE COS INC                CL A                 518439104             93         2,666
LAUDER ESTEE COS INC                CL A                 518439104            135         3,883
LAUDER ESTEE COS INC                CL A                 518439104            135         3,889
LAUDER ESTEE COS INC                CL A                 518439104            188         5,391
LAUDER ESTEE COS INC                CL A                 518439104            288         8,260
LAUDER ESTEE COS INC                CL A                 518439104            292         8,393
LAUDER ESTEE COS INC                CL A                 518439104            338         9,700
LAUDER ESTEE COS INC                CL A                 518439104            538        15,435
LEAR CORP                           COM                  521865105              4           130
LEAR CORP                           COM                  521865105             13           390
LEAR CORP                           COM                  521865105             14           407
LEAR CORP                           COM                  521865105             15           435
LEAR CORP                           COM                  521865105             82         2,400
LEAR CORP                           COM                  521865105             88         2,593
LEAR CORP                           COM                  521865105            145         4,270
LEAR CORP                           COM                  521865105            248         7,290
LEGGETT & PLATT INC                 COM                  524660107              4           218
LEGGETT & PLATT INC                 COM                  524660107             24         1,171
LEGGETT & PLATT INC                 COM                  524660107             25         1,262
LEGGETT & PLATT INC                 COM                  524660107             31         1,520
LEGGETT & PLATT INC                 COM                  524660107             33         1,632
LEGGETT & PLATT INC                 COM                  524660107             55         2,700
LEGGETT & PLATT INC                 COM                  524660107             62         3,062
LEGGETT & PLATT INC                 COM                  524660107            120         5,948
LEGGETT & PLATT INC                 COM                  524660107            128         6,350
LEGGETT & PLATT INC                 COM                  524660107            152         7,529
LEGGETT & PLATT INC                 COM                  524660107            166         8,241
LEGGETT & PLATT INC                 COM                  524660107            187         9,276
LEGGETT & PLATT INC                 COM                  524660107            358        17,720
LEGGETT & PLATT INC                 COM                  524660107            404        20,000
LEGG MASON INC                      COM                  524901105              2            15
LEGG MASON INC                      COM                  524901105             33           300
LEGG MASON INC                      COM                  524901105             66           600
LEGG MASON INC                      COM                  524901105             67           611
LEGG MASON INC                      COM                  524901105             72           655
LEGG MASON INC                      COM                  524901105            169         1,545
LEGG MASON INC                      COM                  524901105            547         4,989
LEGG MASON INC                      COM                  524901105            839         7,648
LEGG MASON INC                      COM                  524901105          1,148        10,465
LEGG MASON INC                      COM                  524901105          7,154        65,222
LEHMAN BROS HLDGS INC               COM                  524908100              3            30
LEHMAN BROS HLDGS INC               COM                  524908100             12           107
LEHMAN BROS HLDGS INC               COM                  524908100             18           155
LEHMAN BROS HLDGS INC               COM                  524908100             23           200
LEHMAN BROS HLDGS INC               COM                  524908100             30           260
LEHMAN BROS HLDGS INC               COM                  524908100             31           264
LEHMAN BROS HLDGS INC               COM                  524908100             35           300
LEHMAN BROS HLDGS INC               COM                  524908100             56           480
LEHMAN BROS HLDGS INC               COM                  524908100             58           500
LEHMAN BROS HLDGS INC               COM                  524908100             65           555
LEHMAN BROS HLDGS INC               COM                  524908100             99           850
LEHMAN BROS HLDGS INC               COM                  524908100            116         1,000
LEHMAN BROS HLDGS INC               COM                  524908100            118         1,010
LEHMAN BROS HLDGS INC               COM                  524908100            221         1,900
LEHMAN BROS HLDGS INC               COM                  524908100            228         1,961
LEHMAN BROS HLDGS INC               COM                  524908100            262         2,250
LEHMAN BROS HLDGS INC               COM                  524908100            309         2,657
LEHMAN BROS HLDGS INC               COM                  524908100            326         2,800
LEHMAN BROS HLDGS INC               COM                  524908100            438         3,763
LEHMAN BROS HLDGS INC               COM                  524908100            500         4,296
LEHMAN BROS HLDGS INC               COM                  524908100            662         5,681
LEHMAN BROS HLDGS INC               COM                  524908100            699         6,000
LEHMAN BROS HLDGS INC               COM                  524908100          1,418        12,175
LEHMAN BROS HLDGS INC               COM                  524908100          2,710        23,270
LEHMAN BROS HLDGS INC               COM                  524908100          2,912        25,000
LEHMAN BROS HLDGS INC               COM                  524908100          3,026        25,982
LENNAR CORP                         CL A                 526057104              1            25
LENNAR CORP                         CL A                 526057104             46           764
LENNAR CORP                         CL A                 526057104             61         1,018
LENNAR CORP                         CL A                 526057104            215         3,600
LENNAR CORP                         CL A                 526057104            221         3,700
LENNAR CORP                         CL A                 526057104            237         3,964
LENNAR CORP                         CL A                 526057104            337         5,636
LENNAR CORP                         CL A                 526057104            693        11,590
LEUCADIA NATL CORP                  COM                  527288104             11           258
LEUCADIA NATL CORP                  COM                  527288104            135         3,142
LEUCADIA NATL CORP                  COM                  527288104            304         7,050
LEVEL 3 COMMUNICATIONS INC          COM                  52729N100              5         2,000
LEVEL 3 COMMUNICATIONS INC          COM                  52729N100             52        22,600
LEVEL 3 COMMUNICATIONS INC          COM                  52729N100             93        40,000
LEVEL 3 COMMUNICATIONS INC          COM                  52729N100            152        65,450
LEVEL 3 COMMUNICATIONS INC          COM                  52729N100            207        89,310
LEVEL 3 COMMUNICATIONS INC          COM                  52729N100            232       100,000
LEXMARK INTL NEW                    CL A                 529771107              5            90
LEXMARK INTL NEW                    CL A                 529771107              6           100
LEXMARK INTL NEW                    CL A                 529771107              9           150
LEXMARK INTL NEW                    CL A                 529771107             12           200
LEXMARK INTL NEW                    CL A                 529771107             15           240
LEXMARK INTL NEW                    CL A                 529771107             15           250
LEXMARK INTL NEW                    CL A                 529771107             31           500
LEXMARK INTL NEW                    CL A                 529771107             37           614
LEXMARK INTL NEW                    CL A                 529771107             40           650
LEXMARK INTL NEW                    CL A                 529771107             49           800
LEXMARK INTL NEW                    CL A                 529771107             52           850
LEXMARK INTL NEW                    CL A                 529771107             54           880
LEXMARK INTL NEW                    CL A                 529771107             60           975
LEXMARK INTL NEW                    CL A                 529771107             61         1,000
LEXMARK INTL NEW                    CL A                 529771107             72         1,187
LEXMARK INTL NEW                    CL A                 529771107             74         1,218
LEXMARK INTL NEW                    CL A                 529771107            115         1,877
LEXMARK INTL NEW                    CL A                 529771107            126         2,072
LEXMARK INTL NEW                    CL A                 529771107            149         2,445
LEXMARK INTL NEW                    CL A                 529771107            169         2,773
LEXMARK INTL NEW                    CL A                 529771107            347         5,686
LEXMARK INTL NEW                    CL A                 529771107            712        11,670
LIBERTY GLOBAL INC                  COM SER A            530555101              0             2
LIBERTY GLOBAL INC                  COM SER A            530555101              2            57
LIBERTY GLOBAL INC                  COM SER A            530555101              5           180
LIBERTY GLOBAL INC                  COM SER A            530555101              6           232
LIBERTY GLOBAL INC                  COM SER A            530555101             13           468
LIBERTY GLOBAL INC                  COM SER A            530555101             16           600
LIBERTY GLOBAL INC                  COM SER A            530555101             27         1,000
LIBERTY GLOBAL INC                  COM SER A            530555101             29         1,079
LIBERTY GLOBAL INC                  COM SER A            530555101             33         1,200
LIBERTY GLOBAL INC                  COM SER A            530555101             61         2,259
LIBERTY GLOBAL INC                  COM SER A            530555101            281        10,388
LIBERTY GLOBAL INC                  COM SER A            530555101            588        21,706
LIBERTY GLOBAL INC                  COM SER C            530555309              1            40
LIBERTY GLOBAL INC                  COM SER C            530555309              1            45
LIBERTY GLOBAL INC                  COM SER C            530555309              6           232
LIBERTY GLOBAL INC                  COM SER C            530555309             12           468
LIBERTY GLOBAL INC                  COM SER C            530555309             26         1,000
LIBERTY GLOBAL INC                  COM SER C            530555309             28         1,079
LIBERTY GLOBAL INC                  COM SER C            530555309             41         1,600
LIBERTY GLOBAL INC                  COM SER C            530555309            205         7,949
LIBERTY GLOBAL INC                  COM SER C            530555309            267        10,388
LIBERTY GLOBAL INC                  COM SER C            530555309            610        23,706
LIBERTY MEDIA CORP NEW              COM SER A            530718105              5           590
LIBERTY MEDIA CORP NEW              COM SER A            530718105              5           614
LIBERTY MEDIA CORP NEW              COM SER A            530718105              9         1,150
LIBERTY MEDIA CORP NEW              COM SER A            530718105             15         1,900
LIBERTY MEDIA CORP NEW              COM SER A            530718105             22         2,740
LIBERTY MEDIA CORP NEW              COM SER A            530718105             25         3,050
LIBERTY MEDIA CORP NEW              COM SER A            530718105             66         8,236
LIBERTY MEDIA CORP NEW              COM SER A            530718105             70         8,700
LIBERTY MEDIA CORP NEW              COM SER A            530718105             74         9,175
LIBERTY MEDIA CORP NEW              COM SER A            530718105             75         9,360
LIBERTY MEDIA CORP NEW              COM SER A            530718105             81        10,105
LIBERTY MEDIA CORP NEW              COM SER A            530718105            121        14,980
LIBERTY MEDIA CORP NEW              COM SER A            530718105            241        29,910
LIBERTY MEDIA CORP NEW              COM SER A            530718105            260        32,347
LIBERTY MEDIA CORP NEW              COM SER A            530718105            282        35,000
LIBERTY MEDIA CORP NEW              COM SER A            530718105            303        37,654
LIBERTY MEDIA CORP NEW              COM SER A            530718105            728        90,490
LIBERTY MEDIA CORP NEW              COM SER A            530718105            996       123,669
LIBERTY MEDIA CORP NEW              COM SER A            530718105          2,105       261,502
LIBERTY MEDIA CORP NEW              DEB   0.750% 3/3     530718AF2              6         5,000
LIBERTY MEDIA CORP NEW              DEB   0.750% 3/3     530718AF2              9         8,000
LIBERTY PPTY TR                     SH BEN INT           531172104             77         1,800
LIBERTY PPTY TR                     SH BEN INT           531172104             94         2,200
LIBERTY PPTY TR                     SH BEN INT           531172104            337         7,920
LILLY ELI & CO                      COM                  532457108             18           333
LILLY ELI & CO                      COM                  532457108             25           473
LILLY ELI & CO                      COM                  532457108             27           500
LILLY ELI & CO                      COM                  532457108             32           600
LILLY ELI & CO                      COM                  532457108             42           790
LILLY ELI & CO                      COM                  532457108             44           820
LILLY ELI & CO                      COM                  532457108             47           873
LILLY ELI & CO                      COM                  532457108             56         1,050
LILLY ELI & CO                      COM                  532457108             70         1,300
LILLY ELI & CO                      COM                  532457108             70         1,300
LILLY ELI & CO                      COM                  532457108             88         1,650
LILLY ELI & CO                      COM                  532457108            102         1,900
LILLY ELI & CO                      COM                  532457108            107         2,000
LILLY ELI & CO                      COM                  532457108            134         2,504
LILLY ELI & CO                      COM                  532457108            161         3,000
LILLY ELI & CO                      COM                  532457108            196         3,660
LILLY ELI & CO                      COM                  532457108            197         3,690
LILLY ELI & CO                      COM                  532457108            203         3,800
LILLY ELI & CO                      COM                  532457108            438         8,190
LILLY ELI & CO                      COM                  532457108            447         8,345
LILLY ELI & CO                      COM                  532457108            466         8,700
LILLY ELI & CO                      COM                  532457108            511         9,550
LILLY ELI & CO                      COM                  532457108            546        10,198
LILLY ELI & CO                      COM                  532457108            562        10,501
LILLY ELI & CO                      COM                  532457108            592        11,057
LILLY ELI & CO                      COM                  532457108            642        12,000
LILLY ELI & CO                      COM                  532457108            747        13,961
LILLY ELI & CO                      COM                  532457108            970        18,121
LILLY ELI & CO                      COM                  532457108          1,112        20,768
LILLY ELI & CO                      COM                  532457108          1,332        24,894
LILLY ELI & CO                      COM                  532457108          1,666        31,124
LILLY ELI & CO                      COM                  532457108          2,628        49,100
LILLY ELI & CO                      COM                  532457108          3,052        57,020
LILLY ELI & CO                      COM                  532457108          5,752       107,470
LIMITED BRANDS INC                  COM                  532716107              2            75
LIMITED BRANDS INC                  COM                  532716107              5           265
LIMITED BRANDS INC                  COM                  532716107             13           615
LIMITED BRANDS INC                  COM                  532716107             29         1,442
LIMITED BRANDS INC                  COM                  532716107             41         2,000
LIMITED BRANDS INC                  COM                  532716107             43         2,100
LIMITED BRANDS INC                  COM                  532716107             45         2,200
LIMITED BRANDS INC                  COM                  532716107             53         2,590
LIMITED BRANDS INC                  COM                  532716107             58         2,818
LIMITED BRANDS INC                  COM                  532716107             75         3,648
LIMITED BRANDS INC                  COM                  532716107             81         3,982
LIMITED BRANDS INC                  COM                  532716107            119         5,848
LIMITED BRANDS INC                  COM                  532716107            157         7,680
LIMITED BRANDS INC                  COM                  532716107            165         8,100
LIMITED BRANDS INC                  COM                  532716107            203         9,925
LIMITED BRANDS INC                  COM                  532716107            391        19,158
LIMITED BRANDS INC                  COM                  532716107            778        38,060
LINCARE HLDGS INC                   COM                  532791100             25           611
LINCARE HLDGS INC                   COM                  532791100             69         1,670
LINCARE HLDGS INC                   COM                  532791100            160         3,889
LINCARE HLDGS INC                   COM                  532791100            193         4,700
LINCARE HLDGS INC                   COM                  532791100            431        10,510
LINCOLN NATL CORP IND               COM                  534187109              7           135
LINCOLN NATL CORP IND               COM                  534187109             16           315
LINCOLN NATL CORP IND               COM                  534187109             22           420
LINCOLN NATL CORP IND               COM                  534187109             47           900
LINCOLN NATL CORP IND               COM                  534187109             64         1,229
LINCOLN NATL CORP IND               COM                  534187109             68         1,300
LINCOLN NATL CORP IND               COM                  534187109             72         1,390
LINCOLN NATL CORP IND               COM                  534187109             87         1,663
LINCOLN NATL CORP IND               COM                  534187109            145         2,791
LINCOLN NATL CORP IND               COM                  534187109            232         4,459
LINCOLN NATL CORP IND               COM                  534187109            437         8,400
LINCOLN NATL CORP IND               COM                  534187109            449         8,631
LINCOLN NATL CORP IND               COM                  534187109            816        15,680
LINCOLN NATL CORP IND               COM                  534187109            974        18,716
LINEAR TECHNOLOGY CORP              COM                  535678106             15           400
LINEAR TECHNOLOGY CORP              COM                  535678106             18           470
LINEAR TECHNOLOGY CORP              COM                  535678106             24           650
LINEAR TECHNOLOGY CORP              COM                  535678106             30           800
LINEAR TECHNOLOGY CORP              COM                  535678106             53         1,400
LINEAR TECHNOLOGY CORP              COM                  535678106             61         1,616
LINEAR TECHNOLOGY CORP              COM                  535678106             82         2,174
LINEAR TECHNOLOGY CORP              COM                  535678106             99         2,630
LINEAR TECHNOLOGY CORP              COM                  535678106            106         2,816
LINEAR TECHNOLOGY CORP              COM                  535678106            114         3,034
LINEAR TECHNOLOGY CORP              COM                  535678106            155         4,114
LINEAR TECHNOLOGY CORP              COM                  535678106            185         4,931
LINEAR TECHNOLOGY CORP              COM                  535678106            241         6,400
LINEAR TECHNOLOGY CORP              COM                  535678106            285         7,595
LINEAR TECHNOLOGY CORP              COM                  535678106            527        14,017
LINEAR TECHNOLOGY CORP              COM                  535678106          1,116        29,700
LIZ CLAIBORNE INC                   COM                  539320101             24           611
LIZ CLAIBORNE INC                   COM                  539320101             27           698
LIZ CLAIBORNE INC                   COM                  539320101             33           850
LIZ CLAIBORNE INC                   COM                  539320101             37           930
LIZ CLAIBORNE INC                   COM                  539320101             63         1,600
LIZ CLAIBORNE INC                   COM                  539320101            165         4,189
LIZ CLAIBORNE INC                   COM                  539320101            439        11,170
LLOYDS TSB GROUP PLC                SPONSORED ADR        539439109             12           362
LLOYDS TSB GROUP PLC                SPONSORED ADR        539439109             17           525
LLOYDS TSB GROUP PLC                SPONSORED ADR        539439109            405        12,175
LOCKHEED MARTIN CORP                COM                  539830109              3            55
LOCKHEED MARTIN CORP                COM                  539830109             12           200
LOCKHEED MARTIN CORP                COM                  539830109             24           400
LOCKHEED MARTIN CORP                COM                  539830109             24           400
LOCKHEED MARTIN CORP                COM                  539830109             27           450
LOCKHEED MARTIN CORP                COM                  539830109             40           650
LOCKHEED MARTIN CORP                COM                  539830109             76         1,250
LOCKHEED MARTIN CORP                COM                  539830109            100         1,642
LOCKHEED MARTIN CORP                COM                  539830109            122         2,000
LOCKHEED MARTIN CORP                COM                  539830109            134         2,200
LOCKHEED MARTIN CORP                COM                  539830109            143         2,350
LOCKHEED MARTIN CORP                COM                  539830109            162         2,658
LOCKHEED MARTIN CORP                COM                  539830109            187         3,070
LOCKHEED MARTIN CORP                COM                  539830109            215         3,522
LOCKHEED MARTIN CORP                COM                  539830109            320         5,250
LOCKHEED MARTIN CORP                COM                  539830109            354         5,793
LOCKHEED MARTIN CORP                COM                  539830109            381         6,248
LOCKHEED MARTIN CORP                COM                  539830109            504         8,253
LOCKHEED MARTIN CORP                COM                  539830109            943        15,446
LOCKHEED MARTIN CORP                COM                  539830109          1,182        19,363
LOCKHEED MARTIN CORP                COM                  539830109          1,355        22,199
LOCKHEED MARTIN CORP                COM                  539830109          2,536        41,550
LOEWS CORP                          COM                  540424108              1            15
LOEWS CORP                          COM                  540424108             10           110
LOEWS CORP                          COM                  540424108             92         1,000
LOEWS CORP                          COM                  540424108            103         1,115
LOEWS CORP                          COM                  540424108            108         1,170
LOEWS CORP                          COM                  540424108            119         1,287
LOEWS CORP                          COM                  540424108            174         1,883
LOEWS CORP                          COM                  540424108            206         2,229
LOEWS CORP                          COM                  540424108            284         3,071
LOEWS CORP                          COM                  540424108            595         6,435
LOEWS CORP                          COM                  540424108          1,259        13,620
LOEWS CORP                          COM                  540424108          1,557        16,853
LOUDEYE CORP                        COM                  545754103              9        10,000
LOUISIANA PAC CORP                  COM                  546347105             11           400
LOUISIANA PAC CORP                  COM                  546347105             21           770
LOUISIANA PAC CORP                  COM                  546347105             24           860
LOUISIANA PAC CORP                  COM                  546347105             35         1,260
LOUISIANA PAC CORP                  COM                  546347105             44         1,600
LOUISIANA PAC CORP                  COM                  546347105             83         3,000
LOUISIANA PAC CORP                  COM                  546347105            117         4,238
LOUISIANA PAC CORP                  COM                  546347105            266         9,600
LOUISIANA PAC CORP                  COM                  546347105            296        10,700
LOUISIANA PAC CORP                  COM                  546347105            951        34,362
LOUISIANA PAC CORP                  COM                  546347105          1,980        71,500
LOWES COS INC                       COM                  548661107             24           380
LOWES COS INC                       COM                  548661107             26           400
LOWES COS INC                       COM                  548661107             32           500
LOWES COS INC                       COM                  548661107             39           610
LOWES COS INC                       COM                  548661107             43           675
LOWES COS INC                       COM                  548661107             45           700
LOWES COS INC                       COM                  548661107             77         1,200
LOWES COS INC                       COM                  548661107            113         1,758
LOWES COS INC                       COM                  548661107            129         2,000
LOWES COS INC                       COM                  548661107            138         2,150
LOWES COS INC                       COM                  548661107            169         2,618
LOWES COS INC                       COM                  548661107            199         3,090
LOWES COS INC                       COM                  548661107            210         3,260
LOWES COS INC                       COM                  548661107            303         4,700
LOWES COS INC                       COM                  548661107            370         5,740
LOWES COS INC                       COM                  548661107            395         6,130
LOWES COS INC                       COM                  548661107            423         6,570
LOWES COS INC                       COM                  548661107            466         7,232
LOWES COS INC                       COM                  548661107            490         7,612
LOWES COS INC                       COM                  548661107            499         7,754
LOWES COS INC                       COM                  548661107            660        10,251
LOWES COS INC                       COM                  548661107            698        10,837
LOWES COS INC                       COM                  548661107            731        11,350
LOWES COS INC                       COM                  548661107            805        12,499
LOWES COS INC                       COM                  548661107          1,040        16,151
LOWES COS INC                       COM                  548661107          1,071        16,633
LOWES COS INC                       COM                  548661107          1,725        26,780
LOWES COS INC                       COM                  548661107          2,179        33,831
LOWES COS INC                       COM                  548661107          2,191        34,016
LOWES COS INC                       COM                  548661107          4,684        72,740
LOWES COS INC                       COM                  548661107          5,621        87,281
LOWES COS INC                       COM                  548661107         11,071       171,903
LOWES COS INC                       NOTE  0.861%10/1     548661CG0              5         4,000
LOWES COS INC                       NOTE  0.861%10/1     548661CG0             44        39,000
LUCENT TECHNOLOGIES INC             COM                  549463107              1           274
LUCENT TECHNOLOGIES INC             COM                  549463107              4         1,280
LUCENT TECHNOLOGIES INC             COM                  549463107              8         2,600
LUCENT TECHNOLOGIES INC             COM                  549463107             11         3,300
LUCENT TECHNOLOGIES INC             COM                  549463107             14         4,307
LUCENT TECHNOLOGIES INC             COM                  549463107             14         4,400
LUCENT TECHNOLOGIES INC             COM                  549463107             22         6,700
LUCENT TECHNOLOGIES INC             COM                  549463107             27         8,200
LUCENT TECHNOLOGIES INC             COM                  549463107             50        15,500
LUCENT TECHNOLOGIES INC             COM                  549463107             52        16,100
LUCENT TECHNOLOGIES INC             COM                  549463107             59        18,000
LUCENT TECHNOLOGIES INC             COM                  549463107             61        18,900
LUCENT TECHNOLOGIES INC             COM                  549463107             72        22,169
LUCENT TECHNOLOGIES INC             COM                  549463107             80        24,574
LUCENT TECHNOLOGIES INC             COM                  549463107             98        30,000
LUCENT TECHNOLOGIES INC             COM                  549463107            103        31,605
LUCENT TECHNOLOGIES INC             COM                  549463107            122        37,400
LUCENT TECHNOLOGIES INC             COM                  549463107            142        43,571
LUCENT TECHNOLOGIES INC             COM                  549463107            148        45,590
LUCENT TECHNOLOGIES INC             COM                  549463107            165        50,805
LUCENT TECHNOLOGIES INC             COM                  549463107            198        61,062
LUCENT TECHNOLOGIES INC             COM                  549463107            210        64,609
LUCENT TECHNOLOGIES INC             COM                  549463107            240        73,704
LUCENT TECHNOLOGIES INC             COM                  549463107            266        81,750
LUCENT TECHNOLOGIES INC             COM                  549463107            321        98,850
LUCENT TECHNOLOGIES INC             COM                  549463107            345       106,117
LUCENT TECHNOLOGIES INC             COM                  549463107            449       138,000
LUCENT TECHNOLOGIES INC             COM                  549463107            486       149,448
LUCENT TECHNOLOGIES INC             COM                  549463107            639       196,546
LUCENT TECHNOLOGIES INC             COM                  549463107            649       199,690
LUCENT TECHNOLOGIES INC             COM                  549463107            726       223,531
LUCENT TECHNOLOGIES INC             COM                  549463107            767       235,903
LUCENT TECHNOLOGIES INC             COM                  549463107          1,444       444,410
LUCENT TECHNOLOGIES INC             COM                  549463107          1,717       528,240
LYONDELL CHEMICAL CO                COM                  552078107              5           180
LYONDELL CHEMICAL CO                COM                  552078107              6           199
LYONDELL CHEMICAL CO                COM                  552078107             16           567
LYONDELL CHEMICAL CO                COM                  552078107             18           635
LYONDELL CHEMICAL CO                COM                  552078107             29         1,010
LYONDELL CHEMICAL CO                COM                  552078107             38         1,323
LYONDELL CHEMICAL CO                COM                  552078107             49         1,696
LYONDELL CHEMICAL CO                COM                  552078107            175         6,100
LYONDELL CHEMICAL CO                COM                  552078107            343        11,977
LYONDELL CHEMICAL CO                COM                  552078107            693        24,200
M & T BK CORP                       COM                  55261F104             53           500
M & T BK CORP                       COM                  55261F104             61           580
M & T BK CORP                       COM                  55261F104             72           680
M & T BK CORP                       COM                  55261F104             79           750
M & T BK CORP                       COM                  55261F104             85           800
M & T BK CORP                       COM                  55261F104             85           800
M & T BK CORP                       COM                  55261F104             85           800
M & T BK CORP                       COM                  55261F104             91           863
M & T BK CORP                       COM                  55261F104            133         1,256
M & T BK CORP                       COM                  55261F104            177         1,674
M & T BK CORP                       COM                  55261F104            402         3,800
M & T BK CORP                       COM                  55261F104            527         4,987
M & T BK CORP                       COM                  55261F104            950         8,990
M & T BK CORP                       COM                  55261F104          1,147        10,850
MBIA INC                            COM                  55262C100             10           165
MBIA INC                            COM                  55262C100             23           380
MBIA INC                            COM                  55262C100             33           550
MBIA INC                            COM                  55262C100             40           665
MBIA INC                            COM                  55262C100             48           800
MBIA INC                            COM                  55262C100             57           945
MBIA INC                            COM                  55262C100             59           980
MBIA INC                            COM                  55262C100             71         1,172
MBIA INC                            COM                  55262C100             87         1,441
MBIA INC                            COM                  55262C100            124         2,044
MBIA INC                            COM                  55262C100            144         2,380
MBIA INC                            COM                  55262C100            207         3,407
MBIA INC                            COM                  55262C100            372         6,135
MBIA INC                            COM                  55262C100            817        13,470
MBNA CORP                           COM                  55262L100              8           320
MBNA CORP                           COM                  55262L100             17           710
MBNA CORP                           COM                  55262L100             22           900
MBNA CORP                           COM                  55262L100             32         1,300
MBNA CORP                           COM                  55262L100             36         1,450
MBNA CORP                           COM                  55262L100             57         2,300
MBNA CORP                           COM                  55262L100             91         3,700
MBNA CORP                           COM                  55262L100            103         4,200
MBNA CORP                           COM                  55262L100            112         4,548
MBNA CORP                           COM                  55262L100            170         6,900
MBNA CORP                           COM                  55262L100            180         7,285
MBNA CORP                           COM                  55262L100            220         8,947
MBNA CORP                           COM                  55262L100            224         9,076
MBNA CORP                           COM                  55262L100            252        10,210
MBNA CORP                           COM                  55262L100            299        12,115
MBNA CORP                           COM                  55262L100            318        12,900
MBNA CORP                           COM                  55262L100            409        16,585
MBNA CORP                           COM                  55262L100            465        18,890
MBNA CORP                           COM                  55262L100            502        20,361
MBNA CORP                           COM                  55262L100            514        20,866
MBNA CORP                           COM                  55262L100            602        24,421
MBNA CORP                           COM                  55262L100            605        24,542
MBNA CORP                           COM                  55262L100            813        33,000
MBNA CORP                           COM                  55262L100            941        38,200
MBNA CORP                           COM                  55262L100          1,408        57,139
MBNA CORP                           COM                  55262L100          2,513       102,000
MBNA CORP                           COM                  55262L100          3,033       123,090
MDU RES GROUP INC                   COM                  552690109             25           713
MDU RES GROUP INC                   COM                  552690109            164         4,587
MDU RES GROUP INC                   COM                  552690109            364        10,200
MCI INC                             COM                  552691107             30         1,185
MCI INC                             COM                  552691107             39         1,540
MCI INC                             COM                  552691107             43         1,700
MCI INC                             COM                  552691107             99         3,897
MCI INC                             COM                  552691107            152         5,973
MCI INC                             COM                  552691107            392        15,415
MCI INC                             COM                  552691107            729        28,700
MDS INC                             COM                  55269P302          4,573       254,617
MGIC INVT CORP WIS                  COM                  552848103              1            20
MGIC INVT CORP WIS                  COM                  552848103              4            65
MGIC INVT CORP WIS                  COM                  552848103             43           671
MGIC INVT CORP WIS                  COM                  552848103             50           780
MGIC INVT CORP WIS                  COM                  552848103             51           800
MGIC INVT CORP WIS                  COM                  552848103             62           964
MGIC INVT CORP WIS                  COM                  552848103             99         1,540
MGIC INVT CORP WIS                  COM                  552848103            111         1,724
MGIC INVT CORP WIS                  COM                  552848103            291         4,540
MGIC INVT CORP WIS                  COM                  552848103            450         7,007
MGIC INVT CORP WIS                  COM                  552848103            555         8,650
MGIC INVT CORP WIS                  COM                  552848103          1,620        25,238
MGM MIRAGE                          COM                  552953101             36           814
MGM MIRAGE                          COM                  552953101             56         1,280
MGM MIRAGE                          COM                  552953101            153         3,500
MGM MIRAGE                          COM                  552953101            297         6,786
MGM MIRAGE                          COM                  552953101            691        15,780
MTS SYS CORP                        COM                  553777103            922        24,417
MACERICH CO                         COM                  554382101             77         1,190
MACERICH CO                         COM                  554382101            331         5,100
MACROMEDIA INC                      COM                  556100105          1,537        37,800
MACROMEDIA INC                      COM                  556100105          3,237        79,600
MAGNA INTL INC                      CL A                 559222401             34           460
MAGNA INTL INC                      CL A                 559222401          1,155        15,429
MAGNA INTL INC                      CL A                 559222401          1,649        22,023
MAGNA INTL INC                      CL A                 559222401          2,026        27,070
MAGNA INTL INC                      CL A                 559222401          2,973        39,710
MALAYSIA FD INC                     COM                  560905101            786       134,130
MANOR CARE INC NEW                  COM                  564055101              3            84
MANOR CARE INC NEW                  COM                  564055101             20           509
MANOR CARE INC NEW                  COM                  564055101             23           600
MANOR CARE INC NEW                  COM                  564055101             27           690
MANOR CARE INC NEW                  COM                  564055101             36           930
MANOR CARE INC NEW                  COM                  564055101             50         1,300
MANOR CARE INC NEW                  COM                  564055101            130         3,391
MANOR CARE INC NEW                  COM                  564055101            144         3,738
MANOR CARE INC NEW                  COM                  564055101            315         8,190
MANPOWER INC                        COM                  56418H100             18           400
MANPOWER INC                        COM                  56418H100             23           509
MANPOWER INC                        COM                  56418H100             49         1,100
MANPOWER INC                        COM                  56418H100             58         1,300
MANPOWER INC                        COM                  56418H100             62         1,400
MANPOWER INC                        COM                  56418H100             80         1,800
MANPOWER INC                        COM                  56418H100             89         2,000
MANPOWER INC                        COM                  56418H100            109         2,450
MANPOWER INC                        COM                  56418H100            155         3,491
MANPOWER INC                        COM                  56418H100            328         7,380
MANULIFE FINL CORP                  COM                  56501R106             21           393
MANULIFE FINL CORP                  COM                  56501R106             27           500
MANULIFE FINL CORP                  COM                  56501R106            149         2,791
MANULIFE FINL CORP                  COM                  56501R106            187         3,500
MANULIFE FINL CORP                  COM                  56501R106          8,270       155,106
MARATHON OIL CORP                   COM                  565849106              8           118
MARATHON OIL CORP                   COM                  565849106              9           125
MARATHON OIL CORP                   COM                  565849106             17           250
MARATHON OIL CORP                   COM                  565849106             32           460
MARATHON OIL CORP                   COM                  565849106             34           500
MARATHON OIL CORP                   COM                  565849106             55           800
MARATHON OIL CORP                   COM                  565849106             76         1,100
MARATHON OIL CORP                   COM                  565849106            115         1,674
MARATHON OIL CORP                   COM                  565849106            165         2,400
MARATHON OIL CORP                   COM                  565849106            181         2,628
MARATHON OIL CORP                   COM                  565849106            207         3,000
MARATHON OIL CORP                   COM                  565849106            207         3,000
MARATHON OIL CORP                   COM                  565849106            212         3,072
MARATHON OIL CORP                   COM                  565849106            215         3,115
MARATHON OIL CORP                   COM                  565849106            227         3,300
MARATHON OIL CORP                   COM                  565849106            251         3,643
MARATHON OIL CORP                   COM                  565849106            289         4,189
MARATHON OIL CORP                   COM                  565849106            303         4,400
MARATHON OIL CORP                   COM                  565849106            404         5,868
MARATHON OIL CORP                   COM                  565849106            408         5,920
MARATHON OIL CORP                   COM                  565849106            556         8,066
MARATHON OIL CORP                   COM                  565849106          1,100        15,957
MARATHON OIL CORP                   COM                  565849106          2,447        35,502
MARATHON OIL CORP                   COM                  565849106          4,043        58,648
MARKEL CORP                         COM                  570535104             17            51
MARKEL CORP                         COM                  570535104            165           499
MARKEL CORP                         COM                  570535104            297           900
MARSH & MCLENNAN COS INC            COM                  571748102              7           220
MARSH & MCLENNAN COS INC            COM                  571748102             15           500
MARSH & MCLENNAN COS INC            COM                  571748102             15           500
MARSH & MCLENNAN COS INC            COM                  571748102             15           500
MARSH & MCLENNAN COS INC            COM                  571748102             18           600
MARSH & MCLENNAN COS INC            COM                  571748102             20           660
MARSH & MCLENNAN COS INC            COM                  571748102             27           900
MARSH & MCLENNAN COS INC            COM                  571748102             33         1,100
MARSH & MCLENNAN COS INC            COM                  571748102             34         1,120
MARSH & MCLENNAN COS INC            COM                  571748102             64         2,100
MARSH & MCLENNAN COS INC            COM                  571748102             75         2,474
MARSH & MCLENNAN COS INC            COM                  571748102             84         2,755
MARSH & MCLENNAN COS INC            COM                  571748102             85         2,802
MARSH & MCLENNAN COS INC            COM                  571748102            115         3,792
MARSH & MCLENNAN COS INC            COM                  571748102            116         3,826
MARSH & MCLENNAN COS INC            COM                  571748102            137         4,516
MARSH & MCLENNAN COS INC            COM                  571748102            157         5,162
MARSH & MCLENNAN COS INC            COM                  571748102            259         8,533
MARSH & MCLENNAN COS INC            COM                  571748102            319        10,488
MARSH & MCLENNAN COS INC            COM                  571748102            373        12,265
MARSH & MCLENNAN COS INC            COM                  571748102            764        25,145
MARSH & MCLENNAN COS INC            COM                  571748102          1,310        43,098
MARSH & MCLENNAN COS INC            COM                  571748102          1,533        50,430
MARSHALL & ILSLEY CORP              COM                  571834100             24           560
MARSHALL & ILSLEY CORP              COM                  571834100             66         1,513
MARSHALL & ILSLEY CORP              COM                  571834100             70         1,600
MARSHALL & ILSLEY CORP              COM                  571834100             75         1,730
MARSHALL & ILSLEY CORP              COM                  571834100             89         2,039
MARSHALL & ILSLEY CORP              COM                  571834100             97         2,234
MARSHALL & ILSLEY CORP              COM                  571834100            131         3,000
MARSHALL & ILSLEY CORP              COM                  571834100            139         3,200
MARSHALL & ILSLEY CORP              COM                  571834100            225         5,180
MARSHALL & ILSLEY CORP              COM                  571834100            326         7,500
MARSHALL & ILSLEY CORP              COM                  571834100            368         8,467
MARSHALL & ILSLEY CORP              COM                  571834100            458        10,526
MARSHALL & ILSLEY CORP              COM                  571834100            894        20,550
MARRIOTT INTL INC NEW               CL A                 571903202              3            50
MARRIOTT INTL INC NEW               CL A                 571903202             15           236
MARRIOTT INTL INC NEW               CL A                 571903202             25           400
MARRIOTT INTL INC NEW               CL A                 571903202             26           420
MARRIOTT INTL INC NEW               CL A                 571903202             38           600
MARRIOTT INTL INC NEW               CL A                 571903202             41           650
MARRIOTT INTL INC NEW               CL A                 571903202             44           700
MARRIOTT INTL INC NEW               CL A                 571903202             78         1,235
MARRIOTT INTL INC NEW               CL A                 571903202             82         1,300
MARRIOTT INTL INC NEW               CL A                 571903202             85         1,348
MARRIOTT INTL INC NEW               CL A                 571903202             92         1,460
MARRIOTT INTL INC NEW               CL A                 571903202            105         1,666
MARRIOTT INTL INC NEW               CL A                 571903202            165         2,616
MARRIOTT INTL INC NEW               CL A                 571903202            192         3,051
MARRIOTT INTL INC NEW               CL A                 571903202            230         3,653
MARRIOTT INTL INC NEW               CL A                 571903202            246         3,900
MARRIOTT INTL INC NEW               CL A                 571903202            435         6,900
MARRIOTT INTL INC NEW               CL A                 571903202            504         8,000
MARRIOTT INTL INC NEW               CL A                 571903202            651        10,329
MARRIOTT INTL INC NEW               CL A                 571903202          1,419        22,530
MARRIOTT INTL INC NEW               CL A                 571903202          2,072        32,891
MARVEL ENTERPRISES INC              COM                  57383M108         13,403       750,000
MASCO CORP                          COM                  574599106              4           140
MASCO CORP                          COM                  574599106             18           600
MASCO CORP                          COM                  574599106             26           850
MASCO CORP                          COM                  574599106             29           955
MASCO CORP                          COM                  574599106             32         1,050
MASCO CORP                          COM                  574599106             55         1,800
MASCO CORP                          COM                  574599106             61         2,000
MASCO CORP                          COM                  574599106             65         2,104
MASCO CORP                          COM                  574599106             69         2,246
MASCO CORP                          COM                  574599106             83         2,700
MASCO CORP                          COM                  574599106             99         3,241
MASCO CORP                          COM                  574599106            108         3,530
MASCO CORP                          COM                  574599106            127         4,134
MASCO CORP                          COM                  574599106            216         7,044
MASCO CORP                          COM                  574599106            227         7,405
MASCO CORP                          COM                  574599106            267         8,700
MASCO CORP                          COM                  574599106            289         9,418
MASCO CORP                          COM                  574599106            387        12,624
MASCO CORP                          COM                  574599106            631        20,554
MASCO CORP                          COM                  574599106          1,298        42,320
MASCO CORP                          NOTE         7/2     574599BB1             33        69,000
MASSEY ENERGY CORP                  COM                  576206106             10           200
MASSEY ENERGY CORP                  COM                  576206106             15           300
MASSEY ENERGY CORP                  COM                  576206106             26           500
MASSEY ENERGY CORP                  COM                  576206106          9,101       178,200
MATSUSHITA ELEC INDL                ADR                  576879209              9           543
MATSUSHITA ELEC INDL                ADR                  576879209             14           795
MATSUSHITA ELEC INDL                ADR                  576879209             14           800
MATSUSHITA ELEC INDL                ADR                  576879209             36         2,092
MATSUSHITA ELEC INDL                ADR                  576879209            140         8,205
MATSUSHITA ELEC INDL                ADR                  576879209          4,099       239,566
MATTEL INC                          COM                  577081102              0            20
MATTEL INC                          COM                  577081102              2           110
MATTEL INC                          COM                  577081102              9           550
MATTEL INC                          COM                  577081102             17         1,000
MATTEL INC                          COM                  577081102             27         1,600
MATTEL INC                          COM                  577081102             45         2,700
MATTEL INC                          COM                  577081102             49         2,909
MATTEL INC                          COM                  577081102             53         3,207
MATTEL INC                          COM                  577081102             55         3,280
MATTEL INC                          COM                  577081102             55         3,300
MATTEL INC                          COM                  577081102             63         3,772
MATTEL INC                          COM                  577081102             90         5,400
MATTEL INC                          COM                  577081102             99         5,942
MATTEL INC                          COM                  577081102            148         8,895
MATTEL INC                          COM                  577081102            154         9,260
MATTEL INC                          COM                  577081102            319        19,105
MATTEL INC                          COM                  577081102            339        20,301
MATTEL INC                          COM                  577081102            656        39,350
MAXIM INTEGRATED PRODS INC          COM                  57772K101              8           180
MAXIM INTEGRATED PRODS INC          COM                  57772K101             17           400
MAXIM INTEGRATED PRODS INC          COM                  57772K101             20           460
MAXIM INTEGRATED PRODS INC          COM                  57772K101             28           650
MAXIM INTEGRATED PRODS INC          COM                  57772K101             34           800
MAXIM INTEGRATED PRODS INC          COM                  57772K101             45         1,060
MAXIM INTEGRATED PRODS INC          COM                  57772K101             64         1,500
MAXIM INTEGRATED PRODS INC          COM                  57772K101             64         1,500
MAXIM INTEGRATED PRODS INC          COM                  57772K101             71         1,661
MAXIM INTEGRATED PRODS INC          COM                  57772K101             93         2,170
MAXIM INTEGRATED PRODS INC          COM                  57772K101             99         2,325
MAXIM INTEGRATED PRODS INC          COM                  57772K101            114         2,670
MAXIM INTEGRATED PRODS INC          COM                  57772K101            125         2,933
MAXIM INTEGRATED PRODS INC          COM                  57772K101            137         3,211
MAXIM INTEGRATED PRODS INC          COM                  57772K101            197         4,609
MAXIM INTEGRATED PRODS INC          COM                  57772K101            229         5,360
MAXIM INTEGRATED PRODS INC          COM                  57772K101            231         5,416
MAXIM INTEGRATED PRODS INC          COM                  57772K101            292         6,854
MAXIM INTEGRATED PRODS INC          COM                  57772K101            668        15,665
MAXIM INTEGRATED PRODS INC          COM                  57772K101          1,326        31,090
MAYTAG CORP                         COM                  578592107             10           550
MAYTAG CORP                         COM                  578592107             11           620
MAYTAG CORP                         COM                  578592107             18         1,005
MAYTAG CORP                         COM                  578592107             20         1,110
MAYTAG CORP                         COM                  578592107             22         1,200
MAYTAG CORP                         COM                  578592107             24         1,330
MAYTAG CORP                         COM                  578592107            393        21,500
MAYTAG CORP                         COM                  578592107            404        22,100
MCAFEE INC                          COM                  579064106              7           230
MCAFEE INC                          COM                  579064106             38         1,200
MCAFEE INC                          COM                  579064106             57         1,818
MCAFEE INC                          COM                  579064106             89         2,819
MCAFEE INC                          COM                  579064106            204         6,482
MCAFEE INC                          COM                  579064106            471        15,000
MCCORMICK & CO INC                  COM NON VTG          579780206             25           764
MCCORMICK & CO INC                  COM NON VTG          579780206             31           960
MCCORMICK & CO INC                  COM NON VTG          579780206             35         1,080
MCCORMICK & CO INC                  COM NON VTG          579780206             38         1,160
MCCORMICK & CO INC                  COM NON VTG          579780206             65         2,000
MCCORMICK & CO INC                  COM NON VTG          579780206             82         2,500
MCCORMICK & CO INC                  COM NON VTG          579780206            158         4,836
MCCORMICK & CO INC                  COM NON VTG          579780206            361        11,060
MCDONALDS CORP                      COM                  580135101              4           105
MCDONALDS CORP                      COM                  580135101              4           120
MCDONALDS CORP                      COM                  580135101             27           800
MCDONALDS CORP                      COM                  580135101             35         1,049
MCDONALDS CORP                      COM                  580135101             37         1,110
MCDONALDS CORP                      COM                  580135101             42         1,250
MCDONALDS CORP                      COM                  580135101             45         1,340
MCDONALDS CORP                      COM                  580135101             70         2,100
MCDONALDS CORP                      COM                  580135101            100         3,000
MCDONALDS CORP                      COM                  580135101            121         3,600
MCDONALDS CORP                      COM                  580135101            156         4,649
MCDONALDS CORP                      COM                  580135101            225         6,720
MCDONALDS CORP                      COM                  580135101            243         7,245
MCDONALDS CORP                      COM                  580135101            262         7,830
MCDONALDS CORP                      COM                  580135101            308         9,189
MCDONALDS CORP                      COM                  580135101            353        10,540
MCDONALDS CORP                      COM                  580135101            394        11,750
MCDONALDS CORP                      COM                  580135101            418        12,467
MCDONALDS CORP                      COM                  580135101            452        13,500
MCDONALDS CORP                      COM                  580135101            566        16,905
MCDONALDS CORP                      COM                  580135101            674        20,118
MCDONALDS CORP                      COM                  580135101            828        24,725
MCDONALDS CORP                      COM                  580135101            921        27,500
MCDONALDS CORP                      COM                  580135101          1,253        37,400
MCDONALDS CORP                      COM                  580135101          1,360        40,622
MCDONALDS CORP                      COM                  580135101          1,835        54,788
MCDONALDS CORP                      COM                  580135101          1,840        54,954
MCDONALDS CORP                      COM                  580135101          3,966       118,430
MCDONALDS CORP                      COM                  580135101          5,749       171,655
MCDONALDS CORP                      COM                  580135101         71,932     2,147,865
MCF CORP                            COM                  580395101             60        58,000
MCGRAW HILL COS INC                 COM                  580645109             12           240
MCGRAW HILL COS INC                 COM                  580645109             25           530
MCGRAW HILL COS INC                 COM                  580645109             34           700
MCGRAW HILL COS INC                 COM                  580645109             53         1,100
MCGRAW HILL COS INC                 COM                  580645109             61         1,275
MCGRAW HILL COS INC                 COM                  580645109             73         1,521
MCGRAW HILL COS INC                 COM                  580645109             96         2,000
MCGRAW HILL COS INC                 COM                  580645109            101         2,100
MCGRAW HILL COS INC                 COM                  580645109            103         2,148
MCGRAW HILL COS INC                 COM                  580645109            106         2,200
MCGRAW HILL COS INC                 COM                  580645109            131         2,732
MCGRAW HILL COS INC                 COM                  580645109            154         3,200
MCGRAW HILL COS INC                 COM                  580645109            173         3,606
MCGRAW HILL COS INC                 COM                  580645109            192         4,000
MCGRAW HILL COS INC                 COM                  580645109            279         5,808
MCGRAW HILL COS INC                 COM                  580645109            300         6,240
MCGRAW HILL COS INC                 COM                  580645109            365         7,600
MCGRAW HILL COS INC                 COM                  580645109            382         7,946
MCGRAW HILL COS INC                 COM                  580645109            432         9,000
MCGRAW HILL COS INC                 COM                  580645109            739        15,380
MCGRAW HILL COS INC                 COM                  580645109            825        17,168
MCGRAW HILL COS INC                 COM                  580645109          1,586        33,020
MCGRAW HILL COS INC                 COM                  580645109          1,703        35,460
MCKESSON CORP                       COM                  58155Q103              5           100
MCKESSON CORP                       COM                  58155Q103             16           331
MCKESSON CORP                       COM                  58155Q103             21           435
MCKESSON CORP                       COM                  58155Q103             24           500
MCKESSON CORP                       COM                  58155Q103             28           600
MCKESSON CORP                       COM                  58155Q103             31           650
MCKESSON CORP                       COM                  58155Q103             47         1,000
MCKESSON CORP                       COM                  58155Q103             61         1,291
MCKESSON CORP                       COM                  58155Q103             71         1,500
MCKESSON CORP                       COM                  58155Q103             84         1,779
MCKESSON CORP                       COM                  58155Q103            106         2,228
MCKESSON CORP                       COM                  58155Q103            117         2,475
MCKESSON CORP                       COM                  58155Q103            138         2,906
MCKESSON CORP                       COM                  58155Q103            244         5,132
MCKESSON CORP                       COM                  58155Q103            381         8,027
MCKESSON CORP                       COM                  58155Q103            637        13,419
MCKESSON CORP                       COM                  58155Q103          1,362        28,700
MEADWESTVACO CORP                   COM                  583334107              7           236
MEADWESTVACO CORP                   COM                  583334107             34         1,221
MEADWESTVACO CORP                   COM                  583334107             34         1,229
MEADWESTVACO CORP                   COM                  583334107             37         1,322
MEADWESTVACO CORP                   COM                  583334107             44         1,600
MEADWESTVACO CORP                   COM                  583334107             54         1,956
MEADWESTVACO CORP                   COM                  583334107             88         3,200
MEADWESTVACO CORP                   COM                  583334107            218         7,879
MEADWESTVACO CORP                   COM                  583334107            244         8,827
MEADWESTVACO CORP                   COM                  583334107            488        17,660
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102              1            13
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102              2            34
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102              2            36
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102              2            43
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102             13           242
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102             15           280
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102             17           302
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102             22           400
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102             27           500
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102             47           853
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102             60         1,100
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102             66         1,200
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102             81         1,479
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            122         2,216
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            140         2,554
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            143         2,600
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            143         2,602
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            156         2,845
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            159         2,895
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            219         4,000
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            242         4,422
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            274         4,995
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            349         6,362
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            733        13,372
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102            766        13,977
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102          1,026        18,705
MEDCO HEALTH SOLUTIONS INC          COM                  58405U102          1,565        28,551
MEDIMMUNE INC                       COM                  584699102              7           200
MEDIMMUNE INC                       COM                  584699102             17           500
MEDIMMUNE INC                       COM                  584699102             44         1,300
MEDIMMUNE INC                       COM                  584699102             54         1,600
MEDIMMUNE INC                       COM                  584699102             65         1,943
MEDIMMUNE INC                       COM                  584699102             70         2,081
MEDIMMUNE INC                       COM                  584699102             71         2,120
MEDIMMUNE INC                       COM                  584699102             74         2,200
MEDIMMUNE INC                       COM                  584699102             85         2,525
MEDIMMUNE INC                       COM                  584699102            122         3,630
MEDIMMUNE INC                       COM                  584699102            228         6,788
MEDIMMUNE INC                       COM                  584699102            386        11,473
MEDIMMUNE INC                       COM                  584699102            809        24,050
MEDTRONIC INC                       COM                  585055106             10           180
MEDTRONIC INC                       COM                  585055106             32           600
MEDTRONIC INC                       COM                  585055106             38           700
MEDTRONIC INC                       COM                  585055106             48           900
MEDTRONIC INC                       COM                  585055106             62         1,150
MEDTRONIC INC                       COM                  585055106             94         1,750
MEDTRONIC INC                       COM                  585055106            164         3,050
MEDTRONIC INC                       COM                  585055106            170         3,164
MEDTRONIC INC                       COM                  585055106            172         3,200
MEDTRONIC INC                       COM                  585055106            206         3,840
MEDTRONIC INC                       COM                  585055106            212         3,946
MEDTRONIC INC                       COM                  585055106            243         4,525
MEDTRONIC INC                       COM                  585055106            253         4,720
MEDTRONIC INC                       COM                  585055106            445         8,300
MEDTRONIC INC                       COM                  585055106            456         8,500
MEDTRONIC INC                       COM                  585055106            477         8,888
MEDTRONIC INC                       COM                  585055106            543        10,120
MEDTRONIC INC                       COM                  585055106            635        11,837
MEDTRONIC INC                       COM                  585055106            708        13,209
MEDTRONIC INC                       COM                  585055106            715        13,326
MEDTRONIC INC                       COM                  585055106            772        14,400
MEDTRONIC INC                       COM                  585055106            897        16,735
MEDTRONIC INC                       COM                  585055106            916        17,080
MEDTRONIC INC                       COM                  585055106            953        17,777
MEDTRONIC INC                       COM                  585055106          1,039        19,384
MEDTRONIC INC                       COM                  585055106          1,385        25,822
MEDTRONIC INC                       COM                  585055106          2,068        38,565
MEDTRONIC INC                       COM                  585055106          2,849        53,142
MEDTRONIC INC                       COM                  585055106          3,062        57,098
MEDTRONIC INC                       COM                  585055106          4,890        91,188
MEDTRONIC INC                       COM                  585055106          6,203       115,690
MEDTRONIC INC                       DBCV  1.250% 9/1     585055AB2              4         4,000
MEDTRONIC INC                       DBCV  1.250% 9/1     585055AB2             46        46,000
MELLON FINL CORP                    COM                  58551A108              2            50
MELLON FINL CORP                    COM                  58551A108             11           345
MELLON FINL CORP                    COM                  58551A108             32         1,000
MELLON FINL CORP                    COM                  58551A108             35         1,100
MELLON FINL CORP                    COM                  58551A108             70         2,195
MELLON FINL CORP                    COM                  58551A108             75         2,350
MELLON FINL CORP                    COM                  58551A108             90         2,806
MELLON FINL CORP                    COM                  58551A108             98         3,070
MELLON FINL CORP                    COM                  58551A108            112         3,500
MELLON FINL CORP                    COM                  58551A108            119         3,725
MELLON FINL CORP                    COM                  58551A108            133         4,172
MELLON FINL CORP                    COM                  58551A108            204         6,378
MELLON FINL CORP                    COM                  58551A108            215         6,711
MELLON FINL CORP                    COM                  58551A108            275         8,600
MELLON FINL CORP                    COM                  58551A108            352        11,000
MELLON FINL CORP                    COM                  58551A108            617        19,305
MELLON FINL CORP                    COM                  58551A108          1,002        31,349
MELLON FINL CORP                    COM                  58551A108          1,023        32,007
MELLON FINL CORP                    COM                  58551A108          1,303        40,750
MEMRY CORP                          COM NEW              586263204             32        15,000
MERCANTILE BANKSHARES CORP          COM                  587405101             25           458
MERCANTILE BANKSHARES CORP          COM                  587405101             38           700
MERCANTILE BANKSHARES CORP          COM                  587405101            218         4,042
MERCANTILE BANKSHARES CORP          COM                  587405101            269         5,000
MERCANTILE BANKSHARES CORP          COM                  587405101            394         7,310
MERCK & CO INC                      COM                  589331107              3           100
MERCK & CO INC                      COM                  589331107              8           300
MERCK & CO INC                      COM                  589331107             22           800
MERCK & CO INC                      COM                  589331107             27         1,000
MERCK & CO INC                      COM                  589331107             43         1,580
MERCK & CO INC                      COM                  589331107             54         2,000
MERCK & CO INC                      COM                  589331107             57         2,100
MERCK & CO INC                      COM                  589331107             86         3,150
MERCK & CO INC                      COM                  589331107            150         5,523
MERCK & CO INC                      COM                  589331107            159         5,850
MERCK & CO INC                      COM                  589331107            173         6,360
MERCK & CO INC                      COM                  589331107            197         7,240
MERCK & CO INC                      COM                  589331107            198         7,290
MERCK & CO INC                      COM                  589331107            210         7,700
MERCK & CO INC                      COM                  589331107            242         8,900
MERCK & CO INC                      COM                  589331107            429        15,760
MERCK & CO INC                      COM                  589331107            430        15,805
MERCK & CO INC                      COM                  589331107            439        16,140
MERCK & CO INC                      COM                  589331107            502        18,460
MERCK & CO INC                      COM                  589331107            583        21,417
MERCK & CO INC                      COM                  589331107            599        22,000
MERCK & CO INC                      COM                  589331107            632        23,219
MERCK & CO INC                      COM                  589331107            667        24,498
MERCK & CO INC                      COM                  589331107            698        25,670
MERCK & CO INC                      COM                  589331107            940        34,562
MERCK & CO INC                      COM                  589331107            955        35,107
MERCK & CO INC                      COM                  589331107          1,259        46,284
MERCK & CO INC                      COM                  589331107          1,515        55,665
MERCK & CO INC                      COM                  589331107          1,818        66,796
MERCK & CO INC                      COM                  589331107          2,623        96,404
MERCK & CO INC                      COM                  589331107          2,947       108,292
MERCK & CO INC                      COM                  589331107          3,004       110,415
MERCK & CO INC                      COM                  589331107          3,295       121,112
MERCK & CO INC                      COM                  589331107          3,322       122,100
MERCK & CO INC                      COM                  589331107          3,811       140,054
MERCK & CO INC                      COM                  589331107          4,841       177,907
MERCK & CO INC                      COM                  589331107          5,713       209,970
MERCURY INTERACTIVE CORP            COM                  589405109             12           300
MERCURY INTERACTIVE CORP            COM                  589405109             21           530
MERCURY INTERACTIVE CORP            COM                  589405109             29           740
MERCURY INTERACTIVE CORP            COM                  589405109             30           750
MERCURY INTERACTIVE CORP            COM                  589405109             33           830
MERCURY INTERACTIVE CORP            COM                  589405109             40         1,000
MERCURY INTERACTIVE CORP            COM                  589405109             55         1,400
MERCURY INTERACTIVE CORP            COM                  589405109            111         2,806
MERCURY INTERACTIVE CORP            COM                  589405109            144         3,640
MERCURY INTERACTIVE CORP            COM                  589405109            304         7,680
MEREDITH CORP                       COM                  589433101             17           350
MEREDITH CORP                       COM                  589433101             20           400
MEREDITH CORP                       COM                  589433101             25           500
MEREDITH CORP                       COM                  589433101             35           700
MEREDITH CORP                       COM                  589433101             50         1,000
MEREDITH CORP                       COM                  589433101            419         8,400
MERRILL LYNCH & CO INC              COM                  590188108             17           280
MERRILL LYNCH & CO INC              COM                  590188108             31           500
MERRILL LYNCH & CO INC              COM                  590188108             43           700
MERRILL LYNCH & CO INC              COM                  590188108             46           750
MERRILL LYNCH & CO INC              COM                  590188108             52           850
MERRILL LYNCH & CO INC              COM                  590188108             78         1,265
MERRILL LYNCH & CO INC              COM                  590188108             80         1,300
MERRILL LYNCH & CO INC              COM                  590188108             89         1,450
MERRILL LYNCH & CO INC              COM                  590188108            117         1,913
MERRILL LYNCH & CO INC              COM                  590188108            153         2,500
MERRILL LYNCH & CO INC              COM                  590188108            184         3,000
MERRILL LYNCH & CO INC              COM                  590188108            190         3,099
MERRILL LYNCH & CO INC              COM                  590188108            236         3,850
MERRILL LYNCH & CO INC              COM                  590188108            260         4,230
MERRILL LYNCH & CO INC              COM                  590188108            417         6,804
MERRILL LYNCH & CO INC              COM                  590188108            445         7,260
MERRILL LYNCH & CO INC              COM                  590188108            471         7,680
MERRILL LYNCH & CO INC              COM                  590188108            512         8,343
MERRILL LYNCH & CO INC              COM                  590188108            559         9,110
MERRILL LYNCH & CO INC              COM                  590188108            748        12,200
MERRILL LYNCH & CO INC              COM                  590188108            855        13,939
MERRILL LYNCH & CO INC              COM                  590188108            911        14,849
MERRILL LYNCH & CO INC              COM                  590188108            961        15,657
MERRILL LYNCH & CO INC              COM                  590188108          1,116        18,193
MERRILL LYNCH & CO INC              COM                  590188108          1,180        19,238
MERRILL LYNCH & CO INC              COM                  590188108          1,613        26,285
MERRILL LYNCH & CO INC              COM                  590188108          1,619        26,392
MERRILL LYNCH & CO INC              COM                  590188108          2,495        40,668
MERRILL LYNCH & CO INC              COM                  590188108          3,288        53,595
MERRILL LYNCH & CO INC              COM                  590188108          3,834        62,500
MERRILL LYNCH & CO INC              COM                  590188108          5,491        89,510
MERRILL LYNCH & CO INC              COM                  590188108         14,126       230,248
METALS USA INC                      COM NEW              591324207            720        35,200
METALS USA INC                      COM NEW              591324207          1,193        58,306
METHANEX CORP                       COM                  59151K108              1            95
METHANEX CORP                       COM                  59151K108            248        16,660
METLIFE INC                         COM                  59156R108             23           460
METLIFE INC                         COM                  59156R108             25           500
METLIFE INC                         COM                  59156R108             35           700
METLIFE INC                         COM                  59156R108             40           800
METLIFE INC                         COM                  59156R108             50         1,000
METLIFE INC                         COM                  59156R108            105         2,100
METLIFE INC                         COM                  59156R108            106         2,130
METLIFE INC                         COM                  59156R108            114         2,296
METLIFE INC                         COM                  59156R108            129         2,593
METLIFE INC                         COM                  59156R108            135         2,700
METLIFE INC                         COM                  59156R108            280         5,620
METLIFE INC                         COM                  59156R108            311         6,240
METLIFE INC                         COM                  59156R108            339         6,800
METLIFE INC                         COM                  59156R108            374         7,515
METLIFE INC                         COM                  59156R108            604        12,121
METLIFE INC                         COM                  59156R108            605        12,143
METLIFE INC                         COM                  59156R108            722        14,489
METLIFE INC                         COM                  59156R108            750        15,061
METLIFE INC                         COM                  59156R108            823        16,519
METLIFE INC                         COM                  59156R108          1,210        24,291
METLIFE INC                         COM                  59156R108          1,342        26,940
METLIFE INC                         COM                  59156R108          1,656        33,233
METLIFE INC                         COM                  59156R108          3,593        72,100
METLIFE INC                         COM                  59156R108          3,759        75,444
METTLER TOLEDO INTERNATIONAL        COM                  592688105            204         4,000
MEXICO FD INC                       COM                  592835102            114         4,000
MEXICO FD INC                       COM                  592835102            626        22,000
MICHAELS STORES INC                 COM                  594087108             99         3,000
MICHAELS STORES INC                 COM                  594087108            102         3,088
MICHAELS STORES INC                 COM                  594087108            176         5,335
MICHAELS STORES INC                 COM                  594087108            396        11,965
MICHAELS STORES INC                 COM                  594087108            446        13,480
MICROSOFT CORP                      COM                  594918104              9           362
MICROSOFT CORP                      COM                  594918104             15           600
MICROSOFT CORP                      COM                  594918104             54         2,112
MICROSOFT CORP                      COM                  594918104             76         2,940
MICROSOFT CORP                      COM                  594918104             98         3,814
MICROSOFT CORP                      COM                  594918104            111         4,300
MICROSOFT CORP                      COM                  594918104            142         5,500
MICROSOFT CORP                      COM                  594918104            189         7,330
MICROSOFT CORP                      COM                  594918104            206         8,000
MICROSOFT CORP                      COM                  594918104            241         9,350
MICROSOFT CORP                      COM                  594918104            247         9,595
MICROSOFT CORP                      COM                  594918104            262        10,200
MICROSOFT CORP                      COM                  594918104            353        13,700
MICROSOFT CORP                      COM                  594918104            356        13,850
MICROSOFT CORP                      COM                  594918104            437        16,983
MICROSOFT CORP                      COM                  594918104            529        20,550
MICROSOFT CORP                      COM                  594918104            540        21,000
MICROSOFT CORP                      COM                  594918104            543        21,100
MICROSOFT CORP                      COM                  594918104            590        22,942
MICROSOFT CORP                      COM                  594918104            639        24,824
MICROSOFT CORP                      COM                  594918104            742        28,843
MICROSOFT CORP                      COM                  594918104            785        30,500
MICROSOFT CORP                      COM                  594918104            787        30,584
MICROSOFT CORP                      COM                  594918104            826        32,119
MICROSOFT CORP                      COM                  594918104            859        33,390
MICROSOFT CORP                      COM                  594918104            896        34,839
MICROSOFT CORP                      COM                  594918104          1,048        40,714
MICROSOFT CORP                      COM                  594918104          1,267        49,244
MICROSOFT CORP                      COM                  594918104          1,329        51,660
MICROSOFT CORP                      COM                  594918104          1,392        54,100
MICROSOFT CORP                      COM                  594918104          1,659        64,493
MICROSOFT CORP                      COM                  594918104          1,734        67,380
MICROSOFT CORP                      COM                  594918104          1,738        67,549
MICROSOFT CORP                      COM                  594918104          1,971        76,620
MICROSOFT CORP                      COM                  594918104          2,321        90,206
MICROSOFT CORP                      COM                  594918104          2,329        90,505
MICROSOFT CORP                      COM                  594918104          2,349        91,283
MICROSOFT CORP                      COM                  594918104          2,706       105,162
MICROSOFT CORP                      COM                  594918104          3,797       147,560
MICROSOFT CORP                      COM                  594918104          3,849       149,580
MICROSOFT CORP                      COM                  594918104          4,195       163,038
MICROSOFT CORP                      COM                  594918104          4,815       187,143
MICROSOFT CORP                      COM                  594918104          4,989       193,885
MICROSOFT CORP                      COM                  594918104          6,376       247,820
MICROSOFT CORP                      COM                  594918104         10,976       426,577
MICROSOFT CORP                      COM                  594918104         12,162       472,678
MICROSOFT CORP                      COM                  594918104         23,763       923,561
MICROSOFT CORP                      COM                  594918104         26,240     1,019,830
MICROSOFT CORP                      COM                  594918104         28,080     1,091,348
MICROSOFT CORP                      COM                  594918104         69,128     2,686,682
MICROCHIP TECHNOLOGY INC            COM                  595017104             12           385
MICROCHIP TECHNOLOGY INC            COM                  595017104             31         1,036
MICROCHIP TECHNOLOGY INC            COM                  595017104             38         1,272
MICROCHIP TECHNOLOGY INC            COM                  595017104             39         1,300
MICROCHIP TECHNOLOGY INC            COM                  595017104             39         1,300
MICROCHIP TECHNOLOGY INC            COM                  595017104             60         2,000
MICROCHIP TECHNOLOGY INC            COM                  595017104            107         3,560
MICROCHIP TECHNOLOGY INC            COM                  595017104            296         9,828
MICROCHIP TECHNOLOGY INC            COM                  595017104            354        11,750
MICROCHIP TECHNOLOGY INC            COM                  595017104            559        18,570
MICROCHIP TECHNOLOGY INC            COM                  595017104          6,024       200,000
MICRON TECHNOLOGY INC               COM                  595112103              2           170
MICRON TECHNOLOGY INC               COM                  595112103              3           200
MICRON TECHNOLOGY INC               COM                  595112103              4           310
MICRON TECHNOLOGY INC               COM                  595112103              4           318
MICRON TECHNOLOGY INC               COM                  595112103             24         1,800
MICRON TECHNOLOGY INC               COM                  595112103             39         2,900
MICRON TECHNOLOGY INC               COM                  595112103             40         3,000
MICRON TECHNOLOGY INC               COM                  595112103             65         4,886
MICRON TECHNOLOGY INC               COM                  595112103             72         5,440
MICRON TECHNOLOGY INC               COM                  595112103             74         5,581
MICRON TECHNOLOGY INC               COM                  595112103             78         5,850
MICRON TECHNOLOGY INC               COM                  595112103             85         6,413
MICRON TECHNOLOGY INC               COM                  595112103            100         7,514
MICRON TECHNOLOGY INC               COM                  595112103            101         7,600
MICRON TECHNOLOGY INC               COM                  595112103            113         8,506
MICRON TECHNOLOGY INC               COM                  595112103            134        10,083
MICRON TECHNOLOGY INC               COM                  595112103            201        15,083
MICRON TECHNOLOGY INC               COM                  595112103            217        16,344
MICRON TECHNOLOGY INC               COM                  595112103            364        27,386
MICRON TECHNOLOGY INC               COM                  595112103            412        30,986
MICRON TECHNOLOGY INC               COM                  595112103            793        59,630
MIDCAP SPDR TR                      UNIT SER 1           595635103             59           450
MIDCAP SPDR TR                      UNIT SER 1           595635103            115           876
MIDCAP SPDR TR                      UNIT SER 1           595635103         38,015       290,367
MILLENNIUM PHARMACEUTICALS I        COM                  599902103              1           110
MILLENNIUM PHARMACEUTICALS I        COM                  599902103             39         4,200
MILLENNIUM PHARMACEUTICALS I        COM                  599902103             79         8,500
MILLENNIUM PHARMACEUTICALS I        COM                  599902103            110        11,819
MILLENNIUM PHARMACEUTICALS I        COM                  599902103            119        12,781
MILLENNIUM PHARMACEUTICALS I        COM                  599902103            280        30,000
MILLEA HOLDINGS INC                 ADR                  60032R106              9           111
MILLEA HOLDINGS INC                 ADR                  60032R106             31           385
MILLEA HOLDINGS INC                 ADR                  60032R106            101         1,254
MILLEA HOLDINGS INC                 ADR                  60032R106            236         2,920
MILLEA HOLDINGS INC                 ADR                  60032R106            624         7,717
MILLIPORE CORP                      COM                  601073109             22           350
MILLIPORE CORP                      COM                  601073109             22           350
MILLIPORE CORP                      COM                  601073109             25           390
MILLIPORE CORP                      COM                  601073109             27           430
MILLIPORE CORP                      COM                  601073109             44           700
MILLIPORE CORP                      COM                  601073109             94         1,500
MILLIPORE CORP                      COM                  601073109            101         1,600
MILLIPORE CORP                      COM                  601073109            114         1,816
MILLIPORE CORP                      COM                  601073109            248         3,950
MILLS CORP                          COM                  601148109            264         4,800
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR        606816106             16         1,200
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR        606816106             40         3,050
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR        606816106            180        13,834
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR        606816106            209        16,050
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR        606816106            421        32,343
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR        606816106            754        57,845
MOHAWK INDS INC                     COM                  608190104             33           407
MOHAWK INDS INC                     COM                  608190104             48           600
MOHAWK INDS INC                     COM                  608190104            208         2,593
MOHAWK INDS INC                     COM                  608190104            545         6,790
MOLEX INC                           COM                  608554101             24           900
MOLEX INC                           COM                  608554101             27         1,000
MOLEX INC                           COM                  608554101             34         1,285
MOLEX INC                           COM                  608554101             45         1,675
MOLEX INC                           COM                  608554101             48         1,800
MOLEX INC                           COM                  608554101             61         2,283
MOLEX INC                           COM                  608554101             62         2,314
MOLEX INC                           COM                  608554101             64         2,412
MOLEX INC                           COM                  608554101             67         2,500
MOLEX INC                           COM                  608554101            100         3,736
MOLEX INC                           COM                  608554101            167         6,270
MOLEX INC                           CL A                 608554200             57         2,200
MOLEX INC                           CL A                 608554200             64         2,500
MOLEX INC                           CL A                 608554200            188         7,300
MOLSON COORS BREWING CO             CL B                 60871R209             13           200
MOLSON COORS BREWING CO             CL B                 60871R209             14           220
MOLSON COORS BREWING CO             CL B                 60871R209             29           450
MOLSON COORS BREWING CO             CL B                 60871R209             32           500
MOLSON COORS BREWING CO             CL B                 60871R209             36           560
MOLSON COORS BREWING CO             CL B                 60871R209             54           850
MOLSON COORS BREWING CO             CL B                 60871R209             61           950
MOLSON COORS BREWING CO             CL B                 60871R209            237         3,700
MOLSON COORS BREWING CO             CL B                 60871R209            488         7,624
MONEYGRAM INTL INC                  COM                  60935Y109             63         2,900
MONEYGRAM INTL INC                  COM                  60935Y109            177         8,140
MONSANTO CO NEW                     COM                  61166W101              0             1
MONSANTO CO NEW                     COM                  61166W101              2            30
MONSANTO CO NEW                     COM                  61166W101              3            55
MONSANTO CO NEW                     COM                  61166W101             19           300
MONSANTO CO NEW                     COM                  61166W101             28           450
MONSANTO CO NEW                     COM                  61166W101             35           550
MONSANTO CO NEW                     COM                  61166W101             38           600
MONSANTO CO NEW                     COM                  61166W101             65         1,034
MONSANTO CO NEW                     COM                  61166W101             69         1,100
MONSANTO CO NEW                     COM                  61166W101             71         1,130
MONSANTO CO NEW                     COM                  61166W101             71         1,139
MONSANTO CO NEW                     COM                  61166W101             80         1,267
MONSANTO CO NEW                     COM                  61166W101             95         1,520
MONSANTO CO NEW                     COM                  61166W101            121         1,926
MONSANTO CO NEW                     COM                  61166W101            139         2,210
MONSANTO CO NEW                     COM                  61166W101            153         2,435
MONSANTO CO NEW                     COM                  61166W101            163         2,604
MONSANTO CO NEW                     COM                  61166W101            182         2,900
MONSANTO CO NEW                     COM                  61166W101            188         3,000
MONSANTO CO NEW                     COM                  61166W101            224         3,564
MONSANTO CO NEW                     COM                  61166W101            242         3,863
MONSANTO CO NEW                     COM                  61166W101            276         4,401
MONSANTO CO NEW                     COM                  61166W101            384         6,112
MONSANTO CO NEW                     COM                  61166W101            391         6,227
MONSANTO CO NEW                     COM                  61166W101            435         6,933
MONSANTO CO NEW                     COM                  61166W101            480         7,655
MONSANTO CO NEW                     COM                  61166W101            709        11,304
MONSANTO CO NEW                     COM                  61166W101            786        12,522
MONSANTO CO NEW                     COM                  61166W101          1,159        18,474
MONSANTO CO NEW                     COM                  61166W101          1,200        19,125
MONSANTO CO NEW                     COM                  61166W101          1,619        25,800
MONSTER WORLDWIDE INC               COM                  611742107             26           850
MONSTER WORLDWIDE INC               COM                  611742107             29           940
MONSTER WORLDWIDE INC               COM                  611742107             32         1,050
MONSTER WORLDWIDE INC               COM                  611742107             52         1,700
MONSTER WORLDWIDE INC               COM                  611742107             61         2,000
MONSTER WORLDWIDE INC               COM                  611742107            136         4,438
MONSTER WORLDWIDE INC               COM                  611742107            304         9,900
MOODYS CORP                         COM                  615369105             20           400
MOODYS CORP                         COM                  615369105             46           900
MOODYS CORP                         COM                  615369105             46           900
MOODYS CORP                         COM                  615369105             78         1,532
MOODYS CORP                         COM                  615369105             92         1,800
MOODYS CORP                         COM                  615369105             94         1,832
MOODYS CORP                         COM                  615369105            102         2,000
MOODYS CORP                         COM                  615369105            109         2,140
MOODYS CORP                         COM                  615369105            124         2,432
MOODYS CORP                         COM                  615369105            143         2,800
MOODYS CORP                         COM                  615369105            201         3,942
MOODYS CORP                         COM                  615369105            212         4,144
MOODYS CORP                         COM                  615369105            249         4,870
MOODYS CORP                         COM                  615369105            258         5,056
MOODYS CORP                         COM                  615369105            455         8,900
MOODYS CORP                         COM                  615369105            724        14,168
MOODYS CORP                         COM                  615369105          1,448        28,340
MOOG INC                            CL A                 615394202         38,144     1,292,157
MOOG INC                            CL B                 615394301         67,944     2,300,051
MORGAN STANLEY                      COM NEW              617446448              6           115
MORGAN STANLEY                      COM NEW              617446448             16           300
MORGAN STANLEY                      COM NEW              617446448             32           600
MORGAN STANLEY                      COM NEW              617446448             39           720
MORGAN STANLEY                      COM NEW              617446448             45           840
MORGAN STANLEY                      COM NEW              617446448             54         1,000
MORGAN STANLEY                      COM NEW              617446448             86         1,600
MORGAN STANLEY                      COM NEW              617446448            107         1,978
MORGAN STANLEY                      COM NEW              617446448            107         1,980
MORGAN STANLEY                      COM NEW              617446448            108         2,000
MORGAN STANLEY                      COM NEW              617446448            148         2,750
MORGAN STANLEY                      COM NEW              617446448            159         2,950
MORGAN STANLEY                      COM NEW              617446448            191         3,545
MORGAN STANLEY                      COM NEW              617446448            202         3,750
MORGAN STANLEY                      COM NEW              617446448            234         4,330
MORGAN STANLEY                      COM NEW              617446448            297         5,500
MORGAN STANLEY                      COM NEW              617446448            429         7,961
MORGAN STANLEY                      COM NEW              617446448            456         8,450
MORGAN STANLEY                      COM NEW              617446448            490         9,090
MORGAN STANLEY                      COM NEW              617446448            508         9,410
MORGAN STANLEY                      COM NEW              617446448            565        10,478
MORGAN STANLEY                      COM NEW              617446448            577        10,688
MORGAN STANLEY                      COM NEW              617446448            627        11,625
MORGAN STANLEY                      COM NEW              617446448            739        13,697
MORGAN STANLEY                      COM NEW              617446448            826        15,305
MORGAN STANLEY                      COM NEW              617446448            939        17,405
MORGAN STANLEY                      COM NEW              617446448          1,148        21,283
MORGAN STANLEY                      COM NEW              617446448          1,154        21,393
MORGAN STANLEY                      COM NEW              617446448          1,240        22,995
MORGAN STANLEY                      COM NEW              617446448          1,585        29,390
MORGAN STANLEY                      COM NEW              617446448          2,579        47,804
MORGAN STANLEY                      COM NEW              617446448          5,626       104,300
MORGAN STANLEY                      COM NEW              617446448          5,644       104,638
MORGAN STANLEY                      COM NEW              617446448          6,831       126,642
MORGAN STANLEY INDIA INVS FD        COM                  61745C105             17           400
MORGAN STANLEY INDIA INVS FD        COM                  61745C105             26           600
MORGAN STANLEY INDIA INVS FD        COM                  61745C105          4,306       100,000
MOTOROLA INC                        COM                  620076109              7           337
MOTOROLA INC                        COM                  620076109             14           625
MOTOROLA INC                        COM                  620076109             24         1,100
MOTOROLA INC                        COM                  620076109             31         1,400
MOTOROLA INC                        COM                  620076109             44         1,980
MOTOROLA INC                        COM                  620076109             46         2,100
MOTOROLA INC                        COM                  620076109             51         2,300
MOTOROLA INC                        COM                  620076109             51         2,300
MOTOROLA INC                        COM                  620076109             62         2,800
MOTOROLA INC                        COM                  620076109             66         3,000
MOTOROLA INC                        COM                  620076109             78         3,520
MOTOROLA INC                        COM                  620076109             82         3,700
MOTOROLA INC                        COM                  620076109             91         4,150
MOTOROLA INC                        COM                  620076109            120         5,425
MOTOROLA INC                        COM                  620076109            137         6,200
MOTOROLA INC                        COM                  620076109            174         7,900
MOTOROLA INC                        COM                  620076109            174         7,920
MOTOROLA INC                        COM                  620076109            183         8,303
MOTOROLA INC                        COM                  620076109            267        12,132
MOTOROLA INC                        COM                  620076109            318        14,450
MOTOROLA INC                        COM                  620076109            358        16,250
MOTOROLA INC                        COM                  620076109            401        18,189
MOTOROLA INC                        COM                  620076109            401        18,202
MOTOROLA INC                        COM                  620076109            407        18,460
MOTOROLA INC                        COM                  620076109            456        20,700
MOTOROLA INC                        COM                  620076109            532        24,149
MOTOROLA INC                        COM                  620076109            748        33,955
MOTOROLA INC                        COM                  620076109            871        39,553
MOTOROLA INC                        COM                  620076109            929        42,167
MOTOROLA INC                        COM                  620076109          1,232        55,931
MOTOROLA INC                        COM                  620076109          1,489        67,587
MOTOROLA INC                        COM                  620076109          1,536        69,744
MOTOROLA INC                        COM                  620076109          2,351       106,732
MOTOROLA INC                        COM                  620076109          2,735       124,169
MOTOROLA INC                        COM                  620076109          5,064       229,852
MOTOROLA INC                        COM                  620076109          5,114       232,130
MOTOROLA INC                        COM                  620076109          7,314       332,022
MURPHY OIL CORP                     COM                  626717102              3            60
MURPHY OIL CORP                     COM                  626717102             50         1,000
MURPHY OIL CORP                     COM                  626717102             50         1,000
MURPHY OIL CORP                     COM                  626717102             62         1,250
MURPHY OIL CORP                     COM                  626717102             65         1,300
MURPHY OIL CORP                     COM                  626717102             65         1,300
MURPHY OIL CORP                     COM                  626717102             70         1,400
MURPHY OIL CORP                     COM                  626717102             77         1,546
MURPHY OIL CORP                     COM                  626717102             85         1,700
MURPHY OIL CORP                     COM                  626717102            125         2,500
MURPHY OIL CORP                     COM                  626717102            185         3,700
MURPHY OIL CORP                     COM                  626717102            413         8,280
MURPHY OIL CORP                     COM                  626717102            842        16,880
MURPHY OIL CORP                     COM                  626717102          6,005       120,420
MYLAN LABS INC                      COM                  628530107              3           150
MYLAN LABS INC                      COM                  628530107              6           333
MYLAN LABS INC                      COM                  628530107              7           365
MYLAN LABS INC                      COM                  628530107             19         1,012
MYLAN LABS INC                      COM                  628530107             27         1,380
MYLAN LABS INC                      COM                  628530107             29         1,500
MYLAN LABS INC                      COM                  628530107             40         2,070
MYLAN LABS INC                      COM                  628530107             52         2,700
MYLAN LABS INC                      COM                  628530107             63         3,287
MYLAN LABS INC                      COM                  628530107             81         4,213
MYLAN LABS INC                      COM                  628530107            227        11,800
MYLAN LABS INC                      COM                  628530107            408        21,175
NCR CORP NEW                        COM                  62886E108             10           300
NCR CORP NEW                        COM                  62886E108             18           550
NCR CORP NEW                        COM                  62886E108             19           600
NCR CORP NEW                        COM                  62886E108             40         1,244
NCR CORP NEW                        COM                  62886E108             42         1,320
NCR CORP NEW                        COM                  62886E108             47         1,480
NCR CORP NEW                        COM                  62886E108             48         1,500
NCR CORP NEW                        COM                  62886E108             57         1,772
NCR CORP NEW                        COM                  62886E108             60         1,892
NCR CORP NEW                        COM                  62886E108             86         2,700
NCR CORP NEW                        COM                  62886E108            147         4,600
NCR CORP NEW                        COM                  62886E108            290         9,080
NCR CORP NEW                        COM                  62886E108            485        15,200
NCR CORP NEW                        COM                  62886E108            602        18,880
NII HLDGS INC                       CL B NEW             62913F201             34           407
NII HLDGS INC                       CL B NEW             62913F201            101         1,200
NII HLDGS INC                       CL B NEW             62913F201            295         3,493
NII HLDGS INC                       CL B NEW             62913F201            608         7,200
NMT MED INC                         COM                  629294109            125        11,300
NTL INC DEL                         COM                  62940M104             27           400
NTL INC DEL                         COM                  62940M104             34           509
NTL INC DEL                         COM                  62940M104             80         1,200
NTL INC DEL                         COM                  62940M104            227         3,391
NTL INC DEL                         COM                  62940M104            528         7,900
NVR INC                             COM                  62944T105             35            39
NVR INC                             COM                  62944T105            177           200
NVR INC                             COM                  62944T105            253           286
NVR INC                             COM                  62944T105            549           620
NABORS INDS INC                     NOTE         6/1     629568AL0             49        43,000
NASDAQ 100 TR                       UNIT SER 1           631100104             11           280
NASDAQ 100 TR                       UNIT SER 1           631100104             12           300
NASDAQ 100 TR                       UNIT SER 1           631100104             36           908
NASDAQ 100 TR                       UNIT SER 1           631100104             63         1,600
NASDAQ 100 TR                       UNIT SER 1           631100104            101         2,548
NASDAQ 100 TR                       UNIT SER 1           631100104            300         7,595
NASDAQ 100 TR                       UNIT SER 1           631100104            316         8,000
NASDAQ 100 TR                       UNIT SER 1           631100104            414        10,500
NASDAQ 100 TR                       UNIT SER 1           631100104            426        10,807
NASDAQ 100 TR                       UNIT SER 1           631100104            791        20,041
NASDAQ 100 TR                       UNIT SER 1           631100104          1,540        39,028
NASDAQ 100 TR                       UNIT SER 1           631100104          3,812        96,594
NASDAQ 100 TR                       UNIT SER 1           631100104          4,057       102,808
NASDAQ 100 TR                       UNIT SER 1           631100104          4,936       125,100
NASDAQ 100 TR                       UNIT SER 1           631100104          8,764       222,102
NASDAQ 100 TR                       UNIT SER 1           631100104         12,430       315,000
NATIONAL CITY CORP                  COM                  635405103              2            55
NATIONAL CITY CORP                  COM                  635405103             23           700
NATIONAL CITY CORP                  COM                  635405103             24           720
NATIONAL CITY CORP                  COM                  635405103             27           800
NATIONAL CITY CORP                  COM                  635405103             43         1,300
NATIONAL CITY CORP                  COM                  635405103             66         1,974
NATIONAL CITY CORP                  COM                  635405103             72         2,150
NATIONAL CITY CORP                  COM                  635405103             97         2,895
NATIONAL CITY CORP                  COM                  635405103            142         4,241
NATIONAL CITY CORP                  COM                  635405103            162         4,840
NATIONAL CITY CORP                  COM                  635405103            191         5,723
NATIONAL CITY CORP                  COM                  635405103            300         8,960
NATIONAL CITY CORP                  COM                  635405103            316         9,462
NATIONAL CITY CORP                  COM                  635405103            451        13,487
NATIONAL CITY CORP                  COM                  635405103            610        18,251
NATIONAL CITY CORP                  COM                  635405103            934        27,945
NATIONAL CITY CORP                  COM                  635405103          1,092        32,655
NATIONAL CITY CORP                  COM                  635405103          2,102        62,850
NATIONAL FUEL GAS CO N J            COM                  636180101            225         6,586
NATIONAL FUEL GAS CO N J            COM                  636180101            227         6,625
NATIONAL OILWELL VARCO INC          COM                  637071101              4            57
NATIONAL OILWELL VARCO INC          COM                  637071101             16           250
NATIONAL OILWELL VARCO INC          COM                  637071101             28           418
NATIONAL OILWELL VARCO INC          COM                  637071101             57           865
NATIONAL OILWELL VARCO INC          COM                  637071101             62           936
NATIONAL OILWELL VARCO INC          COM                  637071101             66         1,000
NATIONAL OILWELL VARCO INC          COM                  637071101             72         1,100
NATIONAL OILWELL VARCO INC          COM                  637071101             82         1,250
NATIONAL OILWELL VARCO INC          COM                  637071101             92         1,400
NATIONAL OILWELL VARCO INC          COM                  637071101             99         1,500
NATIONAL OILWELL VARCO INC          COM                  637071101            114         1,740
NATIONAL OILWELL VARCO INC          COM                  637071101            191         2,900
NATIONAL OILWELL VARCO INC          COM                  637071101            516         7,835
NATIONAL OILWELL VARCO INC          COM                  637071101            688        10,454
NATIONAL OILWELL VARCO INC          COM                  637071101          1,040        15,800
NATIONAL OILWELL VARCO INC          COM                  637071101          1,042        15,830
NATIONAL OILWELL VARCO INC          COM                  637071101          5,234        79,545
NATIONAL OILWELL VARCO INC          COM                  637071101         15,768       239,630
NATIONAL SEMICONDUCTOR CORP         COM                  637640103              5           185
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             17           650
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             20           750
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             45         1,700
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             47         1,800
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             62         2,368
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             63         2,420
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             74         2,818
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             78         2,980
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             79         3,000
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             85         3,237
NATIONAL SEMICONDUCTOR CORP         COM                  637640103             85         3,246
NATIONAL SEMICONDUCTOR CORP         COM                  637640103            133         5,069
NATIONAL SEMICONDUCTOR CORP         COM                  637640103            157         6,000
NATIONAL SEMICONDUCTOR CORP         COM                  637640103            213         8,131
NATIONAL SEMICONDUCTOR CORP         COM                  637640103            433        16,512
NATIONAL SEMICONDUCTOR CORP         COM                  637640103            525        20,039
NATIONAL SEMICONDUCTOR CORP         COM                  637640103            577        22,033
NATIONAL SEMICONDUCTOR CORP         COM                  637640103            702        26,808
NATIONAL SEMICONDUCTOR CORP         COM                  637640103            840        32,080
NATIONAL SEMICONDUCTOR CORP         COM                  637640103          1,126        42,988
NAVISTAR INTL CORP NEW              COM                  63934E108             16           500
NAVISTAR INTL CORP NEW              COM                  63934E108             18           550
NAVISTAR INTL CORP NEW              COM                  63934E108             24           750
NAVISTAR INTL CORP NEW              COM                  63934E108             32           991
NAVISTAR INTL CORP NEW              COM                  63934E108             49         1,509
NAVISTAR INTL CORP NEW              COM                  63934E108             65         2,000
NAVISTAR INTL CORP NEW              COM                  63934E108             78         2,400
NAVISTAR INTL CORP NEW              COM                  63934E108          1,038        31,999
NAVTEQ CORP                         COM                  63936L100            225         4,500
NAVTEQ CORP                         COM                  63936L100            258         5,175
NAVTEQ CORP                         COM                  63936L100            420         8,400
NAVTEQ CORP                         COM                  63936L100          2,722        54,500
NAVTEQ CORP                         COM                  63936L100          3,370        67,468
NEIMAN MARCUS GROUP INC             CL A                 640204202            114         1,138
NEIMAN MARCUS GROUP INC             CL A                 640204202            155         1,550
NET2PHONE                           COM                  64108N106             67        38,000
NETEASE COM INC                     SPONSORED ADR        64110W102             16           182
NETEASE COM INC                     SPONSORED ADR        64110W102            225         2,500
NETEASE COM INC                     SPONSORED ADR        64110W102          1,206        13,396
NETWORK APPLIANCE INC               COM                  64120L104              2            80
NETWORK APPLIANCE INC               COM                  64120L104              3           120
NETWORK APPLIANCE INC               COM                  64120L104              5           200
NETWORK APPLIANCE INC               COM                  64120L104              9           390
NETWORK APPLIANCE INC               COM                  64120L104             14           600
NETWORK APPLIANCE INC               COM                  64120L104             17           700
NETWORK APPLIANCE INC               COM                  64120L104             28         1,200
NETWORK APPLIANCE INC               COM                  64120L104             36         1,500
NETWORK APPLIANCE INC               COM                  64120L104             43         1,809
NETWORK APPLIANCE INC               COM                  64120L104             52         2,188
NETWORK APPLIANCE INC               COM                  64120L104             58         2,435
NETWORK APPLIANCE INC               COM                  64120L104             62         2,621
NETWORK APPLIANCE INC               COM                  64120L104             77         3,230
NETWORK APPLIANCE INC               COM                  64120L104             93         3,903
NETWORK APPLIANCE INC               COM                  64120L104             98         4,136
NETWORK APPLIANCE INC               COM                  64120L104            120         5,043
NETWORK APPLIANCE INC               COM                  64120L104            134         5,655
NETWORK APPLIANCE INC               COM                  64120L104            210         8,842
NETWORK APPLIANCE INC               COM                  64120L104            400        16,847
NETWORK APPLIANCE INC               COM                  64120L104            844        35,560
NEVSUN RES LTD                      COM                  64156L101             44        21,000
NEW HAMPSHIRE THRIFT BANCSHS        COM                  644722100            598        42,476
NEW YORK CMNTY BANCORP INC          COM                  649445103             26         1,578
NEW YORK CMNTY BANCORP INC          COM                  649445103             37         2,240
NEW YORK CMNTY BANCORP INC          COM                  649445103            169        10,322
NEW YORK CMNTY BANCORP INC          COM                  649445103            237        14,466
NEW YORK CMNTY BANCORP INC          COM                  649445103            418        25,506
NEW YORK TIMES CO                   CL A                 650111107              7           250
NEW YORK TIMES CO                   CL A                 650111107             27           900
NEW YORK TIMES CO                   CL A                 650111107             31         1,029
NEW YORK TIMES CO                   CL A                 650111107             32         1,070
NEW YORK TIMES CO                   CL A                 650111107             35         1,160
NEW YORK TIMES CO                   CL A                 650111107             41         1,381
NEW YORK TIMES CO                   CL A                 650111107             43         1,450
NEW YORK TIMES CO                   CL A                 650111107             51         1,700
NEW YORK TIMES CO                   CL A                 650111107             69         2,310
NEW YORK TIMES CO                   CL A                 650111107             74         2,500
NEW YORK TIMES CO                   CL A                 650111107             84         2,825
NEW YORK TIMES CO                   CL A                 650111107             90         3,029
NEW YORK TIMES CO                   CL A                 650111107            134         4,500
NEW YORK TIMES CO                   CL A                 650111107            158         5,298
NEW YORK TIMES CO                   CL A                 650111107            169         5,684
NEW YORK TIMES CO                   CL A                 650111107            408        13,700
NEWELL RUBBERMAID INC               COM                  651229106              5           205
NEWELL RUBBERMAID INC               COM                  651229106             38         1,679
NEWELL RUBBERMAID INC               COM                  651229106             48         2,098
NEWELL RUBBERMAID INC               COM                  651229106             53         2,330
NEWELL RUBBERMAID INC               COM                  651229106             54         2,400
NEWELL RUBBERMAID INC               COM                  651229106             57         2,500
NEWELL RUBBERMAID INC               COM                  651229106             68         2,998
NEWELL RUBBERMAID INC               COM                  651229106             89         3,924
NEWELL RUBBERMAID INC               COM                  651229106             92         4,069
NEWELL RUBBERMAID INC               COM                  651229106            129         5,687
NEWELL RUBBERMAID INC               COM                  651229106            296        13,071
NEWELL RUBBERMAID INC               COM                  651229106            583        25,740
NEWFIELD EXPL CO                    COM                  651290108             35           713
NEWFIELD EXPL CO                    COM                  651290108            289         5,887
NEWFIELD EXPL CO                    COM                  651290108            530        10,800
NEWMONT MINING CORP                 COM                  651639106              5           100
NEWMONT MINING CORP                 COM                  651639106             14           300
NEWMONT MINING CORP                 COM                  651639106             20           420
NEWMONT MINING CORP                 COM                  651639106             28           600
NEWMONT MINING CORP                 COM                  651639106             28           600
NEWMONT MINING CORP                 COM                  651639106             33           700
NEWMONT MINING CORP                 COM                  651639106             42           900
NEWMONT MINING CORP                 COM                  651639106             47         1,000
NEWMONT MINING CORP                 COM                  651639106             66         1,400
NEWMONT MINING CORP                 COM                  651639106             81         1,725
NEWMONT MINING CORP                 COM                  651639106             84         1,779
NEWMONT MINING CORP                 COM                  651639106            113         2,400
NEWMONT MINING CORP                 COM                  651639106            157         3,327
NEWMONT MINING CORP                 COM                  651639106            168         3,560
NEWMONT MINING CORP                 COM                  651639106            206         4,377
NEWMONT MINING CORP                 COM                  651639106            221         4,679
NEWMONT MINING CORP                 COM                  651639106            226         4,800
NEWMONT MINING CORP                 COM                  651639106            236         5,005
NEWMONT MINING CORP                 COM                  651639106            255         5,411
NEWMONT MINING CORP                 COM                  651639106            311         6,600
NEWMONT MINING CORP                 COM                  651639106            344         7,284
NEWMONT MINING CORP                 COM                  651639106            373         7,900
NEWMONT MINING CORP                 COM                  651639106            445         9,440
NEWMONT MINING CORP                 COM                  651639106            885        18,766
NEWMONT MINING CORP                 COM                  651639106          1,023        21,683
NEWMONT MINING CORP                 COM                  651639106          1,600        33,930
NEWMONT MINING CORP                 COM                  651639106          1,897        40,210
NEWMONT MINING CORP                 COM                  651639106          3,386        71,792
NEWMONT MINING CORP                 COM                  651639106          4,238        89,840
NEWMONT MINING CORP                 COM                  651639106          6,026       127,748
NEWMONT MINING CORP                 COM                  651639106         30,072       637,531
NEWMONT MINING CORP                 COM                  651639106         35,660       755,991
NEWS CORP                           CL A                 65248E104             14           900
NEWS CORP                           CL A                 65248E104             19         1,200
NEWS CORP                           CL A                 65248E104             22         1,400
NEWS CORP                           CL A                 65248E104             25         1,572
NEWS CORP                           CL A                 65248E104             26         1,660
NEWS CORP                           CL A                 65248E104             40         2,550
NEWS CORP                           CL A                 65248E104             41         2,647
NEWS CORP                           CL A                 65248E104             66         4,250
NEWS CORP                           CL A                 65248E104             67         4,300
NEWS CORP                           CL A                 65248E104             75         4,800
NEWS CORP                           CL A                 65248E104            106         6,823
NEWS CORP                           CL A                 65248E104            212        13,590
NEWS CORP                           CL A                 65248E104            280        17,950
NEWS CORP                           CL A                 65248E104            320        20,500
NEWS CORP                           CL A                 65248E104            363        23,285
NEWS CORP                           CL A                 65248E104            371        23,800
NEWS CORP                           CL A                 65248E104            452        28,970
NEWS CORP                           CL A                 65248E104            619        39,700
NEWS CORP                           CL A                 65248E104            740        47,435
NEWS CORP                           CL A                 65248E104          1,158        74,274
NEWS CORP                           CL A                 65248E104          1,921       123,194
NEWS CORP                           CL A                 65248E104          2,497       160,159
NEWS CORP                           CL A                 65248E104          2,685       172,251
NEWS CORP                           CL B                 65248E203             15           900
NEWS CORP                           CL B                 65248E203             33         2,000
NEWS CORP                           CL B                 65248E203             40         2,400
NEWS CORP                           CL B                 65248E203             67         4,032
NEWS CORP                           CL B                 65248E203            126         7,613
NEWS CORP                           CL B                 65248E203            149         9,000
NEWS CORP                           CL B                 65248E203            157         9,485
NEWS CORP                           CL B                 65248E203            222        13,442
NEWS CORP                           CL B                 65248E203            586        35,518
NEWS CORP                           CL B                 65248E203          1,233        74,700
NEXTEL PARTNERS INC                 CL A                 65333F107              4           143
NEXTEL PARTNERS INC                 CL A                 65333F107             20           790
NEXTEL PARTNERS INC                 CL A                 65333F107             20           814
NEXTEL PARTNERS INC                 CL A                 65333F107            133         5,286
NEXTEL PARTNERS INC                 CL A                 65333F107            319        12,700
NEXEN INC                           COM                  65334H102              5           108
NEXEN INC                           COM                  65334H102             84         1,758
NEXEN INC                           COM                  65334H102          3,613        75,817
NICE SYS LTD                        SPONSORED ADR        653656108              0             6
NICE SYS LTD                        SPONSORED ADR        653656108              1            13
NICE SYS LTD                        SPONSORED ADR        653656108              1            15
NICE SYS LTD                        SPONSORED ADR        653656108              2            41
NICE SYS LTD                        SPONSORED ADR        653656108            181         4,000
NICE SYS LTD                        SPONSORED ADR        653656108            303         6,700
NICE SYS LTD                        SPONSORED ADR        653656108            641        14,174
NICE SYS LTD                        SPONSORED ADR        653656108            797        17,635
NICE SYS LTD                        SPONSORED ADR        653656108          1,001        22,155
NIKE INC                            CL B                 654106103              6            70
NIKE INC                            CL B                 654106103              7            89
NIKE INC                            CL B                 654106103              9           106
NIKE INC                            CL B                 654106103             25           300
NIKE INC                            CL B                 654106103             37           450
NIKE INC                            CL B                 654106103             41           500
NIKE INC                            CL B                 654106103             41           500
NIKE INC                            CL B                 654106103             55           676
NIKE INC                            CL B                 654106103            119         1,455
NIKE INC                            CL B                 654106103            134         1,637
NIKE INC                            CL B                 654106103            151         1,846
NIKE INC                            CL B                 654106103            171         2,094
NIKE INC                            CL B                 654106103            214         2,624
NIKE INC                            CL B                 654106103            247         3,021
NIKE INC                            CL B                 654106103            359         4,391
NIKE INC                            CL B                 654106103            490         6,000
NIKE INC                            CL B                 654106103            542         6,635
NIKE INC                            CL B                 654106103            588         7,200
NIKE INC                            CL B                 654106103          1,144        14,000
NIKE INC                            CL B                 654106103          1,931        23,643
NIKE INC                            CL B                 654106103          4,305        52,700
NIPPON TELEG & TEL CORP             SPONSORED ADR        654624105              2            80
NIPPON TELEG & TEL CORP             SPONSORED ADR        654624105             11           441
NIPPON TELEG & TEL CORP             SPONSORED ADR        654624105             51         2,045
NIPPON TELEG & TEL CORP             SPONSORED ADR        654624105            138         5,541
NIPPON TELEG & TEL CORP             SPONSORED ADR        654624105            317        12,778
NISOURCE INC                        COM                  65473P105              7           304
NISOURCE INC                        COM                  65473P105             39         1,628
NISOURCE INC                        COM                  65473P105             45         1,874
NISOURCE INC                        COM                  65473P105             58         2,380
NISOURCE INC                        COM                  65473P105             66         2,741
NISOURCE INC                        COM                  65473P105             85         3,500
NISOURCE INC                        COM                  65473P105             95         3,900
NISOURCE INC                        COM                  65473P105            110         4,541
NISOURCE INC                        COM                  65473P105            310        12,772
NISOURCE INC                        COM                  65473P105            610        25,150
NISSAN MOTORS                       SPONSORED ADR        654744408              9           390
NISSAN MOTORS                       SPONSORED ADR        654744408            209         9,100
NOKIA CORP                          SPONSORED ADR        654902204             44         2,600
NOKIA CORP                          SPONSORED ADR        654902204             51         3,000
NOKIA CORP                          SPONSORED ADR        654902204            180        10,655
NOKIA CORP                          SPONSORED ADR        654902204            205        12,141
NOKIA CORP                          SPONSORED ADR        654902204            254        15,000
NOKIA CORP                          SPONSORED ADR        654902204            265        15,650
NOKIA CORP                          SPONSORED ADR        654902204            305        18,038
NOKIA CORP                          SPONSORED ADR        654902204            342        20,199
NOKIA CORP                          SPONSORED ADR        654902204            372        21,998
NOKIA CORP                          SPONSORED ADR        654902204            459        27,150
NOKIA CORP                          SPONSORED ADR        654902204            474        28,054
NOKIA CORP                          SPONSORED ADR        654902204            488        28,850
NOKIA CORP                          SPONSORED ADR        654902204          1,039        61,422
NOKIA CORP                          SPONSORED ADR        654902204          2,481       146,736
NOBLE ENERGY INC                    COM                  655044105              5           115
NOBLE ENERGY INC                    COM                  655044105             17           357
NOBLE ENERGY INC                    COM                  655044105             68         1,454
NOBLE ENERGY INC                    COM                  655044105            108         2,310
NOBLE ENERGY INC                    COM                  655044105            379         8,086
NOBLE ENERGY INC                    COM                  655044105            541        11,540
NOBLE ENERGY INC                    COM                  655044105            807        17,200
NOBLE ENERGY INC                    COM                  655044105          1,605        34,221
NOMURA HLDGS INC                    SPONSORED ADR        65535H208             19         1,240
NOMURA HLDGS INC                    SPONSORED ADR        65535H208            218        14,010
NOMURA HLDGS INC                    SPONSORED ADR        65535H208            224        14,444
NORDSTROM INC                       COM                  655664100             51         1,500
NORDSTROM INC                       COM                  655664100             60         1,760
NORDSTROM INC                       COM                  655664100             64         1,870
NORDSTROM INC                       COM                  655664100             67         1,964
NORDSTROM INC                       COM                  655664100             73         2,120
NORDSTROM INC                       COM                  655664100            116         3,376
NORDSTROM INC                       COM                  655664100            144         4,200
NORDSTROM INC                       COM                  655664100            148         4,324
NORDSTROM INC                       COM                  655664100            425        12,370
NORDSTROM INC                       COM                  655664100            865        25,200
NORDSTROM INC                       COM                  655664100          1,143        33,298
NORFOLK SOUTHERN CORP               COM                  655844108              2            45
NORFOLK SOUTHERN CORP               COM                  655844108             16           400
NORFOLK SOUTHERN CORP               COM                  655844108             21           520
NORFOLK SOUTHERN CORP               COM                  655844108             30           750
NORFOLK SOUTHERN CORP               COM                  655844108             34           850
NORFOLK SOUTHERN CORP               COM                  655844108             65         1,600
NORFOLK SOUTHERN CORP               COM                  655844108             87         2,150
NORFOLK SOUTHERN CORP               COM                  655844108            114         2,816
NORFOLK SOUTHERN CORP               COM                  655844108            121         2,974
NORFOLK SOUTHERN CORP               COM                  655844108            131         3,220
NORFOLK SOUTHERN CORP               COM                  655844108            160         3,933
NORFOLK SOUTHERN CORP               COM                  655844108            191         4,700
NORFOLK SOUTHERN CORP               COM                  655844108            266         6,556
NORFOLK SOUTHERN CORP               COM                  655844108            275         6,781
NORFOLK SOUTHERN CORP               COM                  655844108            418        10,316
NORFOLK SOUTHERN CORP               COM                  655844108            718        17,709
NORFOLK SOUTHERN CORP               COM                  655844108            849        20,924
NORFOLK SOUTHERN CORP               COM                  655844108          1,558        38,400
NORFOLK SOUTHERN CORP               COM                  655844108          6,734       166,024
NORSK HYDRO A S                     SPONSORED ADR        656531605             78           705
NORSK HYDRO A S                     SPONSORED ADR        656531605            223         2,000
NORTEL NETWORKS CORP NEW            COM                  656568102              2           500
NORTEL NETWORKS CORP NEW            COM                  656568102              3           880
NORTEL NETWORKS CORP NEW            COM                  656568102              4         1,100
NORTEL NETWORKS CORP NEW            COM                  656568102              7         2,000
NORTEL NETWORKS CORP NEW            COM                  656568102              9         2,850
NORTEL NETWORKS CORP NEW            COM                  656568102             15         4,500
NORTEL NETWORKS CORP NEW            COM                  656568102             16         4,950
NORTEL NETWORKS CORP NEW            COM                  656568102             32         9,770
NORTEL NETWORKS CORP NEW            COM                  656568102            199        61,071
NORTEL NETWORKS CORP NEW            COM                  656568102            206        63,105
NORTEL NETWORKS CORP NEW            COM                  656568102          1,891       579,976
NORTH FORK BANCORPORATION NY        COM                  659424105              8           330
NORTH FORK BANCORPORATION NY        COM                  659424105             21           825
NORTH FORK BANCORPORATION NY        COM                  659424105             29         1,150
NORTH FORK BANCORPORATION NY        COM                  659424105             37         1,450
NORTH FORK BANCORPORATION NY        COM                  659424105             38         1,500
NORTH FORK BANCORPORATION NY        COM                  659424105             64         2,493
NORTH FORK BANCORPORATION NY        COM                  659424105             71         2,800
NORTH FORK BANCORPORATION NY        COM                  659424105             74         2,900
NORTH FORK BANCORPORATION NY        COM                  659424105             89         3,472
NORTH FORK BANCORPORATION NY        COM                  659424105            105         4,100
NORTH FORK BANCORPORATION NY        COM                  659424105            105         4,105
NORTH FORK BANCORPORATION NY        COM                  659424105            116         4,558
NORTH FORK BANCORPORATION NY        COM                  659424105            159         6,234
NORTH FORK BANCORPORATION NY        COM                  659424105            203         7,958
NORTH FORK BANCORPORATION NY        COM                  659424105            277        10,850
NORTH FORK BANCORPORATION NY        COM                  659424105            282        11,042
NORTH FORK BANCORPORATION NY        COM                  659424105            538        21,107
NORTH FORK BANCORPORATION NY        COM                  659424105            841        32,967
NORTH FORK BANCORPORATION NY        COM                  659424105          1,109        43,492
NORTH FORK BANCORPORATION NY        COM                  659424105          1,717        67,350
NORTH FORK BANCORPORATION NY        COM                  659424105          2,707       106,161
NORTHEAST UTILS                     COM                  664397106              7           345
NORTHEAST UTILS                     COM                  664397106             10           500
NORTHEAST UTILS                     COM                  664397106             86         4,300
NORTHEAST UTILS                     COM                  664397106            212        10,640
NORTHERN BORDER PARTNERS L P        UNIT LTD PARTN       664785102            294         6,150
NORTHERN DYNASTY MINERALS LT        COM NEW              66510M204              5         1,000
NORTHERN DYNASTY MINERALS LT        COM NEW              66510M204            298        60,000
NORTHERN TR CORP                    COM                  665859104              2            45
NORTHERN TR CORP                    COM                  665859104              5           100
NORTHERN TR CORP                    COM                  665859104             30           590
NORTHERN TR CORP                    COM                  665859104             40           800
NORTHERN TR CORP                    COM                  665859104             51         1,000
NORTHERN TR CORP                    COM                  665859104             73         1,438
NORTHERN TR CORP                    COM                  665859104             80         1,590
NORTHERN TR CORP                    COM                  665859104             81         1,600
NORTHERN TR CORP                    COM                  665859104             81         1,600
NORTHERN TR CORP                    COM                  665859104             98         1,938
NORTHERN TR CORP                    COM                  665859104            139         2,740
NORTHERN TR CORP                    COM                  665859104            156         3,085
NORTHERN TR CORP                    COM                  665859104            234         4,625
NORTHERN TR CORP                    COM                  665859104            420         8,300
NORTHERN TR CORP                    COM                  665859104            514        10,177
NORTHERN TR CORP                    COM                  665859104          1,061        20,980
NORTHERN TR CORP                    COM                  665859104          1,343        26,568
NORTHERN TR CORP                    COM                  665859104          1,517        30,000
NORTHGATE MINERALS CORP             COM                  666416102             19        14,000
NORTHROP GRUMMAN CORP               COM                  666807102              2            30
NORTHROP GRUMMAN CORP               COM                  666807102             10           190
NORTHROP GRUMMAN CORP               COM                  666807102             14           260
NORTHROP GRUMMAN CORP               COM                  666807102             21           380
NORTHROP GRUMMAN CORP               COM                  666807102             22           400
NORTHROP GRUMMAN CORP               COM                  666807102             22           400
NORTHROP GRUMMAN CORP               COM                  666807102             38           700
NORTHROP GRUMMAN CORP               COM                  666807102             65         1,200
NORTHROP GRUMMAN CORP               COM                  666807102             86         1,589
NORTHROP GRUMMAN CORP               COM                  666807102             87         1,600
NORTHROP GRUMMAN CORP               COM                  666807102            142         2,610
NORTHROP GRUMMAN CORP               COM                  666807102            163         3,000
NORTHROP GRUMMAN CORP               COM                  666807102            163         3,004
NORTHROP GRUMMAN CORP               COM                  666807102            189         3,476
NORTHROP GRUMMAN CORP               COM                  666807102            301         5,544
NORTHROP GRUMMAN CORP               COM                  666807102            303         5,580
NORTHROP GRUMMAN CORP               COM                  666807102            326         5,996
NORTHROP GRUMMAN CORP               COM                  666807102            428         7,884
NORTHROP GRUMMAN CORP               COM                  666807102            868        15,970
NORTHROP GRUMMAN CORP               COM                  666807102          1,324        24,359
NORTHROP GRUMMAN CORP               COM                  666807102          1,671        30,741
NORTHROP GRUMMAN CORP               COM                  666807102          1,884        34,658
NORTHWEST NAT GAS CO                COM                  667655104            335         9,000
NOVA CHEMICALS CORP                 COM                  66977W109          1,101        29,925
NOVARTIS A G                        SPONSORED ADR        66987V109             20           400
NOVARTIS A G                        SPONSORED ADR        66987V109             25           495
NOVARTIS A G                        SPONSORED ADR        66987V109             31           600
NOVARTIS A G                        SPONSORED ADR        66987V109             52         1,021
NOVARTIS A G                        SPONSORED ADR        66987V109             78         1,520
NOVARTIS A G                        SPONSORED ADR        66987V109            185         3,625
NOVARTIS A G                        SPONSORED ADR        66987V109            214         4,190
NOVARTIS A G                        SPONSORED ADR        66987V109          1,060        20,775
NOVELL INC                          COM                  670006105              1           194
NOVELL INC                          COM                  670006105              2           267
NOVELL INC                          COM                  670006105              4           500
NOVELL INC                          COM                  670006105             20         2,730
NOVELL INC                          COM                  670006105             23         3,060
NOVELL INC                          COM                  670006105             29         3,950
NOVELL INC                          COM                  670006105             42         5,700
NOVELL INC                          COM                  670006105            107        14,427
NOVELLUS SYS INC                    COM                  670008101             13           500
NOVELLUS SYS INC                    COM                  670008101             26         1,037
NOVELLUS SYS INC                    COM                  670008101             28         1,122
NOVELLUS SYS INC                    COM                  670008101             28         1,130
NOVELLUS SYS INC                    COM                  670008101             37         1,465
NOVELLUS SYS INC                    COM                  670008101             37         1,482
NOVELLUS SYS INC                    COM                  670008101             45         1,800
NOVELLUS SYS INC                    COM                  670008101             55         2,200
NOVELLUS SYS INC                    COM                  670008101            140         5,586
NOVELLUS SYS INC                    COM                  670008101            392        15,630
NOVELLUS SYS INC                    COM                  670008101          1,280        51,023
NSTAR                               COM                  67019E107             18           611
NSTAR                               COM                  67019E107             35         1,200
NSTAR                               COM                  67019E107             73         2,520
NSTAR                               COM                  67019E107            121         4,189
NSTAR                               COM                  67019E107            236         8,160
NUCOR CORP                          COM                  670346105              7           115
NUCOR CORP                          COM                  670346105             12           200
NUCOR CORP                          COM                  670346105             18           300
NUCOR CORP                          COM                  670346105             24           400
NUCOR CORP                          COM                  670346105             47           800
NUCOR CORP                          COM                  670346105             53           900
NUCOR CORP                          COM                  670346105             53           900
NUCOR CORP                          COM                  670346105             68         1,146
NUCOR CORP                          COM                  670346105             74         1,260
NUCOR CORP                          COM                  670346105             99         1,682
NUCOR CORP                          COM                  670346105            117         1,976
NUCOR CORP                          COM                  670346105            143         2,422
NUCOR CORP                          COM                  670346105            183         3,096
NUCOR CORP                          COM                  670346105            220         3,728
NUCOR CORP                          COM                  670346105            427         7,233
NUCOR CORP                          COM                  670346105            645        10,941
NUCOR CORP                          COM                  670346105            927        15,720
NUCOR CORP                          COM                  670346105          2,242        38,000
NVIDIA CORP                         COM                  67066G104              3           100
NVIDIA CORP                         COM                  67066G104              5           150
NVIDIA CORP                         COM                  67066G104              9           250
NVIDIA CORP                         COM                  67066G104             40         1,170
NVIDIA CORP                         COM                  67066G104             45         1,320
NVIDIA CORP                         COM                  67066G104             59         1,730
NVIDIA CORP                         COM                  67066G104             72         2,100
NVIDIA CORP                         COM                  67066G104             75         2,200
NVIDIA CORP                         COM                  67066G104             82         2,400
NVIDIA CORP                         COM                  67066G104             94         2,733
NVIDIA CORP                         COM                  67066G104            182         5,300
NVIDIA CORP                         COM                  67066G104            189         5,500
NVIDIA CORP                         COM                  67066G104            194         5,650
NVIDIA CORP                         COM                  67066G104            913        26,642
NVIDIA CORP                         COM                  67066G104          1,050        30,640
NVIDIA CORP                         COM                  67066G104          1,557        45,422
NUVEEN NY SELECT QUALITY MUN        COM                  670976109             16         1,073
NUVEEN NY SELECT QUALITY MUN        COM                  670976109            153        10,350
OCCIDENTAL PETE CORP DEL            COM                  674599105              7            80
OCCIDENTAL PETE CORP DEL            COM                  674599105             17           200
OCCIDENTAL PETE CORP DEL            COM                  674599105             18           205
OCCIDENTAL PETE CORP DEL            COM                  674599105             26           300
OCCIDENTAL PETE CORP DEL            COM                  674599105             34           400
OCCIDENTAL PETE CORP DEL            COM                  674599105             38           450
OCCIDENTAL PETE CORP DEL            COM                  674599105             60           700
OCCIDENTAL PETE CORP DEL            COM                  674599105             60           700
OCCIDENTAL PETE CORP DEL            COM                  674599105             89         1,040
OCCIDENTAL PETE CORP DEL            COM                  674599105             94         1,100
OCCIDENTAL PETE CORP DEL            COM                  674599105            127         1,489
OCCIDENTAL PETE CORP DEL            COM                  674599105            141         1,647
OCCIDENTAL PETE CORP DEL            COM                  674599105            162         1,900
OCCIDENTAL PETE CORP DEL            COM                  674599105            251         2,940
OCCIDENTAL PETE CORP DEL            COM                  674599105            265         3,100
OCCIDENTAL PETE CORP DEL            COM                  674599105            290         3,400
OCCIDENTAL PETE CORP DEL            COM                  674599105            334         3,915
OCCIDENTAL PETE CORP DEL            COM                  674599105            342         4,000
OCCIDENTAL PETE CORP DEL            COM                  674599105            549         6,421
OCCIDENTAL PETE CORP DEL            COM                  674599105            767         8,975
OCCIDENTAL PETE CORP DEL            COM                  674599105          1,484        17,366
OCCIDENTAL PETE CORP DEL            COM                  674599105          1,718        20,106
OCCIDENTAL PETE CORP DEL            COM                  674599105          1,903        22,279
OCCIDENTAL PETE CORP DEL            COM                  674599105          3,148        36,854
OCCIDENTAL PETE CORP DEL            COM                  674599105          3,177        37,190
OCCIDENTAL PETE CORP DEL            COM                  674599105          3,762        44,040
OCEANFIRST FINL CORP                COM                  675234108            362        15,003
OFFICE DEPOT INC                    COM                  676220106              2            55
OFFICE DEPOT INC                    COM                  676220106             33         1,100
OFFICE DEPOT INC                    COM                  676220106             59         2,000
OFFICE DEPOT INC                    COM                  676220106             65         2,172
OFFICE DEPOT INC                    COM                  676220106             74         2,480
OFFICE DEPOT INC                    COM                  676220106             75         2,517
OFFICE DEPOT INC                    COM                  676220106             96         3,220
OFFICE DEPOT INC                    COM                  676220106            104         3,507
OFFICE DEPOT INC                    COM                  676220106            152         5,105
OFFICE DEPOT INC                    COM                  676220106            223         7,500
OFFICE DEPOT INC                    COM                  676220106            238         8,000
OFFICE DEPOT INC                    COM                  676220106            248         8,336
OFFICE DEPOT INC                    COM                  676220106            255         8,598
OFFICE DEPOT INC                    COM                  676220106            407        13,717
OFFICE DEPOT INC                    COM                  676220106            688        23,172
OFFICE DEPOT INC                    COM                  676220106            708        23,838
OFFICE DEPOT INC                    COM                  676220106            891        30,000
OFFICE DEPOT INC                    COM                  676220106          1,308        44,057
OFFICEMAX INC DEL                   COM                  67622P101              5           146
OFFICEMAX INC DEL                   COM                  67622P101             19           600
OFFICEMAX INC DEL                   COM                  67622P101             20           640
OFFICEMAX INC DEL                   COM                  67622P101             22           700
OFFICEMAX INC DEL                   COM                  67622P101             41         1,300
OFFICEMAX INC DEL                   COM                  67622P101             92         2,900
OFFICEMAX INC DEL                   COM                  67622P101            241         7,600
OIL SVC HOLDRS TR                   DEPOSTRY RCPT        678002106             50           400
OIL SVC HOLDRS TR                   DEPOSTRY RCPT        678002106             86           691
OIL SVC HOLDRS TR                   DEPOSTRY RCPT        678002106             99           800
OIL SVC HOLDRS TR                   DEPOSTRY RCPT        678002106            409         3,300
OIL SVC HOLDRS TR                   DEPOSTRY RCPT        678002106            471         3,800
OIL SVC HOLDRS TR                   DEPOSTRY RCPT        678002106          1,228         9,900
OIL SVC HOLDRS TR                   DEPOSTRY RCPT        678002106          1,848        14,900
OIL SVC HOLDRS TR                   DEPOSTRY RCPT        678002106          5,476        44,163
OLD REP INTL CORP                   COM                  680223104             30         1,120
OLD REP INTL CORP                   COM                  680223104             56         2,100
OLD REP INTL CORP                   COM                  680223104             80         3,000
OLD REP INTL CORP                   COM                  680223104            189         7,080
OLD REP INTL CORP                   COM                  680223104            462        17,325
OMNICARE INC                        COM                  681904108              6           101
OMNICARE INC                        COM                  681904108             34           611
OMNICARE INC                        COM                  681904108            191         3,400
OMNICARE INC                        COM                  681904108            281         5,000
OMNICARE INC                        COM                  681904108            283         5,039
OMNICARE INC                        COM                  681904108            565        10,050
OMNICOM GROUP INC                   COM                  681919106             17           200
OMNICOM GROUP INC                   COM                  681919106             18           210
OMNICOM GROUP INC                   COM                  681919106             25           300
OMNICOM GROUP INC                   COM                  681919106             33           400
OMNICOM GROUP INC                   COM                  681919106             42           500
OMNICOM GROUP INC                   COM                  681919106             67           800
OMNICOM GROUP INC                   COM                  681919106             67           800
OMNICOM GROUP INC                   COM                  681919106             77           915
OMNICOM GROUP INC                   COM                  681919106             84         1,000
OMNICOM GROUP INC                   COM                  681919106             89         1,060
OMNICOM GROUP INC                   COM                  681919106             92         1,100
OMNICOM GROUP INC                   COM                  681919106            108         1,290
OMNICOM GROUP INC                   COM                  681919106            123         1,471
OMNICOM GROUP INC                   COM                  681919106            124         1,480
OMNICOM GROUP INC                   COM                  681919106            141         1,690
OMNICOM GROUP INC                   COM                  681919106            151         1,801
OMNICOM GROUP INC                   COM                  681919106            167         2,000
OMNICOM GROUP INC                   COM                  681919106            209         2,500
OMNICOM GROUP INC                   COM                  681919106            247         2,952
OMNICOM GROUP INC                   COM                  681919106            260         3,107
OMNICOM GROUP INC                   COM                  681919106            304         3,635
OMNICOM GROUP INC                   COM                  681919106            309         3,695
OMNICOM GROUP INC                   COM                  681919106            669         8,000
OMNICOM GROUP INC                   COM                  681919106            726         8,680
OMNICOM GROUP INC                   COM                  681919106            855        10,225
OMNICOM GROUP INC                   COM                  681919106          1,419        16,970
OMNICOM GROUP INC                   COM                  681919106          2,571        30,740
OMNICOM GROUP INC                   COM                  681919106          4,515        53,990
OMNICOM GROUP INC                   NOTE         2/0     681919AK2              2         2,000
OMNICOM GROUP INC                   NOTE         2/0     681919AK2             14        14,000
OMNICOM GROUP INC                   NOTE         6/1     681919AR7              4         4,000
OMNICOM GROUP INC                   NOTE         6/1     681919AR7             43        44,000
ONE LIBERTY PPTYS INC               COM                  682406103          1,190        59,753
OPEN JT STK CO-VIMPEL COMMUN        SPONSORED ADR        68370R109              0             8
OPEN JT STK CO-VIMPEL COMMUN        SPONSORED ADR        68370R109              1            15
OPEN JT STK CO-VIMPEL COMMUN        SPONSORED ADR        68370R109              1            17
OPEN JT STK CO-VIMPEL COMMUN        SPONSORED ADR        68370R109              2            47
OPEN JT STK CO-VIMPEL COMMUN        SPONSORED ADR        68370R109          1,782        40,100
OPENWAVE SYS INC                    COM NEW              683718308            242        13,475
ORACLE CORP                         COM                  68389X105              7           527
ORACLE CORP                         COM                  68389X105             21         1,717
ORACLE CORP                         COM                  68389X105             22         1,796
ORACLE CORP                         COM                  68389X105             27         2,200
ORACLE CORP                         COM                  68389X105             35         2,810
ORACLE CORP                         COM                  68389X105             42         3,350
ORACLE CORP                         COM                  68389X105             47         3,760
ORACLE CORP                         COM                  68389X105             61         4,900
ORACLE CORP                         COM                  68389X105             63         5,045
ORACLE CORP                         COM                  68389X105             68         5,500
ORACLE CORP                         COM                  68389X105             80         6,450
ORACLE CORP                         COM                  68389X105             94         7,575
ORACLE CORP                         COM                  68389X105            102         8,205
ORACLE CORP                         COM                  68389X105            112         9,000
ORACLE CORP                         COM                  68389X105            113         9,100
ORACLE CORP                         COM                  68389X105            130        10,467
ORACLE CORP                         COM                  68389X105            156        12,600
ORACLE CORP                         COM                  68389X105            160        12,900
ORACLE CORP                         COM                  68389X105            162        13,033
ORACLE CORP                         COM                  68389X105            171        13,750
ORACLE CORP                         COM                  68389X105            208        16,800
ORACLE CORP                         COM                  68389X105            231        18,650
ORACLE CORP                         COM                  68389X105            343        27,622
ORACLE CORP                         COM                  68389X105            391        31,570
ORACLE CORP                         COM                  68389X105            443        35,690
ORACLE CORP                         COM                  68389X105            459        37,042
ORACLE CORP                         COM                  68389X105            494        39,849
ORACLE CORP                         COM                  68389X105            512        41,328
ORACLE CORP                         COM                  68389X105            532        42,897
ORACLE CORP                         COM                  68389X105            747        60,272
ORACLE CORP                         COM                  68389X105            755        60,866
ORACLE CORP                         COM                  68389X105            864        69,653
ORACLE CORP                         COM                  68389X105          1,004        80,952
ORACLE CORP                         COM                  68389X105          1,380       111,260
ORACLE CORP                         COM                  68389X105          2,352       189,660
ORACLE CORP                         COM                  68389X105          2,397       193,290
ORACLE CORP                         COM                  68389X105          2,774       223,723
ORACLE CORP                         COM                  68389X105          3,079       248,335
ORACLE CORP                         COM                  68389X105          5,167       416,660
ORACLE CORP                         COM                  68389X105          6,101       492,000
OUTBACK STEAKHOUSE INC              COM                  689899102             11           300
OUTBACK STEAKHOUSE INC              COM                  689899102             17           458
OUTBACK STEAKHOUSE INC              COM                  689899102            108         2,942
OUTBACK STEAKHOUSE INC              COM                  689899102            266         7,280
PG&E CORP                           COM                  69331C108              8           200
PG&E CORP                           COM                  69331C108             12           300
PG&E CORP                           COM                  69331C108             14           350
PG&E CORP                           COM                  69331C108             16           400
PG&E CORP                           COM                  69331C108             24           600
PG&E CORP                           COM                  69331C108             27           700
PG&E CORP                           COM                  69331C108             56         1,434
PG&E CORP                           COM                  69331C108             63         1,600
PG&E CORP                           COM                  69331C108            105         2,665
PG&E CORP                           COM                  69331C108            124         3,160
PG&E CORP                           COM                  69331C108            141         3,589
PG&E CORP                           COM                  69331C108            168         4,280
PG&E CORP                           COM                  69331C108            192         4,900
PG&E CORP                           COM                  69331C108            237         6,046
PG&E CORP                           COM                  69331C108            242         6,162
PG&E CORP                           COM                  69331C108            287         7,312
PG&E CORP                           COM                  69331C108            371         9,447
PG&E CORP                           COM                  69331C108            682        17,365
PG&E CORP                           COM                  69331C108          1,299        33,100
PG&E CORP                           COM                  69331C108          1,447        36,860
PHH CORP                            COM NEW              693320202              1            35
PHH CORP                            COM NEW              693320202              1            35
PHH CORP                            COM NEW              693320202              5           200
PHH CORP                            COM NEW              693320202              6           205
PHH CORP                            COM NEW              693320202              7           250
PHH CORP                            COM NEW              693320202              7           265
PHH CORP                            COM NEW              693320202             21           754
PHH CORP                            COM NEW              693320202             23           846
PHH CORP                            COM NEW              693320202             81         2,955
PHH CORP                            COM NEW              693320202            132         4,825
PMC-SIERRA INC                      COM                  69344F106              1            85
PMC-SIERRA INC                      COM                  69344F106              6           690
PMC-SIERRA INC                      COM                  69344F106             11         1,230
PMC-SIERRA INC                      COM                  69344F106             12         1,400
PMC-SIERRA INC                      COM                  69344F106             15         1,740
PMC-SIERRA INC                      COM                  69344F106             23         2,600
PMC-SIERRA INC                      COM                  69344F106             75         8,500
PMI GROUP INC                       COM                  69344M101              2            50
PMI GROUP INC                       COM                  69344M101              5           128
PMI GROUP INC                       COM                  69344M101             33           820
PMI GROUP INC                       COM                  69344M101            100         2,500
PMI GROUP INC                       COM                  69344M101            332         8,320
PNC FINL SVCS GROUP INC             COM                  693475105              2            41
PNC FINL SVCS GROUP INC             COM                  693475105             10           170
PNC FINL SVCS GROUP INC             COM                  693475105             20           340
PNC FINL SVCS GROUP INC             COM                  693475105             28           480
PNC FINL SVCS GROUP INC             COM                  693475105             29           500
PNC FINL SVCS GROUP INC             COM                  693475105             41           700
PNC FINL SVCS GROUP INC             COM                  693475105             52           900
PNC FINL SVCS GROUP INC             COM                  693475105             81         1,400
PNC FINL SVCS GROUP INC             COM                  693475105             96         1,659
PNC FINL SVCS GROUP INC             COM                  693475105            123         2,114
PNC FINL SVCS GROUP INC             COM                  693475105            144         2,480
PNC FINL SVCS GROUP INC             COM                  693475105            161         2,778
PNC FINL SVCS GROUP INC             COM                  693475105            236         4,070
PNC FINL SVCS GROUP INC             COM                  693475105            250         4,303
PNC FINL SVCS GROUP INC             COM                  693475105            276         4,752
PNC FINL SVCS GROUP INC             COM                  693475105            379         6,532
PNC FINL SVCS GROUP INC             COM                  693475105            395         6,800
PNC FINL SVCS GROUP INC             COM                  693475105            440         7,578
PNC FINL SVCS GROUP INC             COM                  693475105            773        13,324
PNC FINL SVCS GROUP INC             COM                  693475105          1,181        20,359
PNC FINL SVCS GROUP INC             COM                  693475105          1,600        27,570
POSCO                               SPONSORED ADR        693483109              1            13
POSCO                               SPONSORED ADR        693483109              7           125
POSCO                               SPONSORED ADR        693483109             59         1,040
POSCO                               SPONSORED ADR        693483109             68         1,200
POSCO                               SPONSORED ADR        693483109             86         1,527
POSCO                               SPONSORED ADR        693483109            104         1,843
POSCO                               SPONSORED ADR        693483109            208         3,680
POSCO                               SPONSORED ADR        693483109            227         4,005
POSCO                               SPONSORED ADR        693483109            428         7,560
POSCO                               SPONSORED ADR        693483109            523         9,247
POSCO                               SPONSORED ADR        693483109            554         9,800
POSCO                               SPONSORED ADR        693483109            662        11,700
POSCO                               SPONSORED ADR        693483109          4,709        83,250
PPG INDS INC                        COM                  693506107              1            25
PPG INDS INC                        COM                  693506107             20           340
PPG INDS INC                        COM                  693506107             27           450
PPG INDS INC                        COM                  693506107             38           650
PPG INDS INC                        COM                  693506107             44           750
PPG INDS INC                        COM                  693506107             65         1,100
PPG INDS INC                        COM                  693506107             71         1,200
PPG INDS INC                        COM                  693506107             73         1,226
PPG INDS INC                        COM                  693506107             74         1,244
PPG INDS INC                        COM                  693506107             86         1,460
PPG INDS INC                        COM                  693506107             97         1,640
PPG INDS INC                        COM                  693506107            142         2,400
PPG INDS INC                        COM                  693506107            144         2,425
PPG INDS INC                        COM                  693506107            154         2,599
PPG INDS INC                        COM                  693506107            159         2,690
PPG INDS INC                        COM                  693506107            172         2,911
PPG INDS INC                        COM                  693506107            228         3,853
PPG INDS INC                        COM                  693506107            322         5,446
PPG INDS INC                        COM                  693506107            326         5,500
PPG INDS INC                        COM                  693506107            464         7,831
PPG INDS INC                        COM                  693506107            554         9,354
PPG INDS INC                        COM                  693506107            571         9,650
PPG INDS INC                        COM                  693506107            932        15,750
PPL CORP                            COM                  69351T106             10           300
PPL CORP                            COM                  69351T106             45         1,400
PPL CORP                            COM                  69351T106             61         1,900
PPL CORP                            COM                  69351T106             65         2,000
PPL CORP                            COM                  69351T106             78         2,400
PPL CORP                            COM                  69351T106             85         2,620
PPL CORP                            COM                  69351T106            103         3,200
PPL CORP                            COM                  69351T106            117         3,616
PPL CORP                            COM                  69351T106            168         5,200
PPL CORP                            COM                  69351T106            180         5,570
PPL CORP                            COM                  69351T106            191         5,916
PPL CORP                            COM                  69351T106            240         7,430
PPL CORP                            COM                  69351T106            310         9,584
PPL CORP                            COM                  69351T106            564        17,458
PPL CORP                            COM                  69351T106          1,254        38,800
PACCAR INC                          COM                  693718108              2            30
PACCAR INC                          COM                  693718108             61           900
PACCAR INC                          COM                  693718108             61           900
PACCAR INC                          COM                  693718108             86         1,262
PACCAR INC                          COM                  693718108            100         1,475
PACCAR INC                          COM                  693718108            114         1,683
PACCAR INC                          COM                  693718108            163         2,400
PACCAR INC                          COM                  693718108            180         2,644
PACCAR INC                          COM                  693718108            190         2,794
PACCAR INC                          COM                  693718108            245         3,605
PACCAR INC                          COM                  693718108            432         6,369
PACCAR INC                          COM                  693718108            538         7,931
PACCAR INC                          COM                  693718108          1,092        16,085
PACIFICARE HEALTH SYS DEL           COM                  695112102             32           400
PACIFICARE HEALTH SYS DEL           COM                  695112102             41           509
PACIFICARE HEALTH SYS DEL           COM                  695112102            318         3,991
PACIFICARE HEALTH SYS DEL           COM                  695112102            606         7,600
PACIFICARE HEALTH SYS DEL           COM                  695112102          1,955        24,500
PACTIV CORP                         COM                  695257105              3           150
PACTIV CORP                         COM                  695257105              5           300
PACTIV CORP                         COM                  695257105              6           356
PACTIV CORP                         COM                  695257105             15           865
PACTIV CORP                         COM                  695257105             16           920
PACTIV CORP                         COM                  695257105             19         1,080
PACTIV CORP                         COM                  695257105             21         1,190
PACTIV CORP                         COM                  695257105             23         1,330
PACTIV CORP                         COM                  695257105             40         2,263
PACTIV CORP                         COM                  695257105             92         5,239
PACTIV CORP                         COM                  695257105            102         5,835
PACTIV CORP                         COM                  695257105            261        14,880
PALL CORP                           COM                  696429307              2            80
PALL CORP                           COM                  696429307             20           713
PALL CORP                           COM                  696429307             24           880
PALL CORP                           COM                  696429307             27           990
PALL CORP                           COM                  696429307             29         1,050
PALL CORP                           COM                  696429307             34         1,250
PALL CORP                           COM                  696429307             50         1,800
PALL CORP                           COM                  696429307             69         2,500
PALL CORP                           COM                  696429307             75         2,715
PALL CORP                           COM                  696429307            132         4,787
PALL CORP                           COM                  696429307            362        13,180
PAN AMERICAN SILVER CORP            COM                  697900108             21         1,200
PAN AMERICAN SILVER CORP            COM                  697900108          1,448        82,000
PARAMETRIC TECHNOLOGY CORP          COM                  699173100             13         1,900
PARAMETRIC TECHNOLOGY CORP          COM                  699173100             15         2,130
PARAMETRIC TECHNOLOGY CORP          COM                  699173100             18         2,650
PARAMETRIC TECHNOLOGY CORP          COM                  699173100             27         3,900
PARAMETRIC TECHNOLOGY CORP          COM                  699173100             60         8,556
PARAMETRIC TECHNOLOGY CORP          COM                  699173100            405        58,104
PARKER HANNIFIN CORP                COM                  701094104             26           400
PARKER HANNIFIN CORP                COM                  701094104             29           450
PARKER HANNIFIN CORP                COM                  701094104             39           614
PARKER HANNIFIN CORP                COM                  701094104             45           700
PARKER HANNIFIN CORP                COM                  701094104             60           935
PARKER HANNIFIN CORP                COM                  701094104             67         1,040
PARKER HANNIFIN CORP                COM                  701094104             78         1,214
PARKER HANNIFIN CORP                COM                  701094104             81         1,263
PARKER HANNIFIN CORP                COM                  701094104            111         1,729
PARKER HANNIFIN CORP                COM                  701094104            133         2,067
PARKER HANNIFIN CORP                COM                  701094104            160         2,487
PARKER HANNIFIN CORP                COM                  701094104            305         4,750
PARKER HANNIFIN CORP                COM                  701094104            356         5,536
PARKER HANNIFIN CORP                COM                  701094104            797        12,390
PARTNER COMMUNICATIONS CO LT        ADR                  70211M109              0            35
PARTNER COMMUNICATIONS CO LT        ADR                  70211M109              1            69
PARTNER COMMUNICATIONS CO LT        ADR                  70211M109              2           219
PARTNER COMMUNICATIONS CO LT        ADR                  70211M109            173        20,079
PATTERSON COMPANIES INC             COM                  703395103             26           657
PATTERSON COMPANIES INC             COM                  703395103             35           865
PATTERSON COMPANIES INC             COM                  703395103            112         2,800
PATTERSON COMPANIES INC             COM                  703395103            218         5,435
PATTERSON COMPANIES INC             COM                  703395103            538        13,440
PATTERSON UTI ENERGY INC            COM                  703481101              3            71
PATTERSON UTI ENERGY INC            COM                  703481101             35           967
PATTERSON UTI ENERGY INC            COM                  703481101            293         8,133
PATTERSON UTI ENERGY INC            COM                  703481101            595        16,480
PAXAR CORP                          COM                  704227107            569        33,762
PAYCHEX INC                         COM                  704326107             30           800
PAYCHEX INC                         COM                  704326107             37         1,000
PAYCHEX INC                         COM                  704326107             72         1,950
PAYCHEX INC                         COM                  704326107             74         2,000
PAYCHEX INC                         COM                  704326107             94         2,540
PAYCHEX INC                         COM                  704326107             94         2,542
PAYCHEX INC                         COM                  704326107            120         3,231
PAYCHEX INC                         COM                  704326107            193         5,195
PAYCHEX INC                         COM                  704326107            201         5,412
PAYCHEX INC                         COM                  704326107            210         5,655
PAYCHEX INC                         COM                  704326107            277         7,471
PAYCHEX INC                         COM                  704326107            284         7,669
PAYCHEX INC                         COM                  704326107            635        17,110
PAYCHEX INC                         COM                  704326107            760        20,497
PAYCHEX INC                         COM                  704326107          1,327        35,790
PEABODY ENERGY CORP                 COM                  704549104              4            42
PEABODY ENERGY CORP                 COM                  704549104             57           670
PEABODY ENERGY CORP                 COM                  704549104             60           713
PEABODY ENERGY CORP                 COM                  704549104            125         1,480
PEABODY ENERGY CORP                 COM                  704549104            505         5,987
PEABODY ENERGY CORP                 COM                  704549104          1,054        12,500
PEABODY ENERGY CORP                 COM                  704549104          1,113        13,190
PEABODY ENERGY CORP                 COM                  704549104          1,423        16,875
PEABODY ENERGY CORP                 COM                  704549104          4,814        57,075
PEABODY ENERGY CORP                 COM                  704549104          4,863        57,650
PEERLESS SYS CORP                   COM                  705536100            840       140,060
PENNEY J C INC                      COM                  708160106             14           300
PENNEY J C INC                      COM                  708160106             15           320
PENNEY J C INC                      COM                  708160106             19           408
PENNEY J C INC                      COM                  708160106             21           450
PENNEY J C INC                      COM                  708160106             26           550
PENNEY J C INC                      COM                  708160106             28           600
PENNEY J C INC                      COM                  708160106             57         1,200
PENNEY J C INC                      COM                  708160106             57         1,200
PENNEY J C INC                      COM                  708160106             59         1,245
PENNEY J C INC                      COM                  708160106             66         1,400
PENNEY J C INC                      COM                  708160106             88         1,847
PENNEY J C INC                      COM                  708160106            101         2,130
PENNEY J C INC                      COM                  708160106            122         2,563
PENNEY J C INC                      COM                  708160106            156         3,300
PENNEY J C INC                      COM                  708160106            195         4,119
PENNEY J C INC                      COM                  708160106            201         4,230
PENNEY J C INC                      COM                  708160106            222         4,677
PENNEY J C INC                      COM                  708160106            465         9,800
PENNEY J C INC                      COM                  708160106            610        12,870
PENNEY J C INC                      COM                  708160106            894        18,847
PENNEY J C INC                      COM                  708160106          1,283        27,060
PENTAIR INC                         COM                  709631105             22           611
PENTAIR INC                         COM                  709631105             63         1,725
PENTAIR INC                         COM                  709631105             78         2,126
PENTAIR INC                         COM                  709631105             84         2,300
PENTAIR INC                         COM                  709631105            142         3,889
PENTAIR INC                         COM                  709631105            318         8,700
PEOPLES BK BRIDGEPORT CONN          COM                  710198102             70         2,400
PEOPLES BK BRIDGEPORT CONN          COM                  710198102            178         6,150
PEOPLES ENERGY CORP                 COM                  711030106             11           270
PEOPLES ENERGY CORP                 COM                  711030106             12           300
PEOPLES ENERGY CORP                 COM                  711030106             22           560
PEOPLES ENERGY CORP                 COM                  711030106             24           600
PEOPLES ENERGY CORP                 COM                  711030106             33           850
PEOPLES ENERGY CORP                 COM                  711030106          6,892       175,000
PEPCO HOLDINGS INC                  COM                  713291102             26         1,120
PEPCO HOLDINGS INC                  COM                  713291102             95         4,100
PEPCO HOLDINGS INC                  COM                  713291102            169         7,280
PEPCO HOLDINGS INC                  COM                  713291102            395        16,960
PEPSI BOTTLING GROUP INC            COM                  713409100             30         1,041
PEPSI BOTTLING GROUP INC            COM                  713409100             33         1,171
PEPSI BOTTLING GROUP INC            COM                  713409100             35         1,210
PEPSI BOTTLING GROUP INC            COM                  713409100             38         1,346
PEPSI BOTTLING GROUP INC            COM                  713409100             49         1,700
PEPSI BOTTLING GROUP INC            COM                  713409100             63         2,198
PEPSI BOTTLING GROUP INC            COM                  713409100             91         3,202
PEPSI BOTTLING GROUP INC            COM                  713409100            212         7,429
PEPSI BOTTLING GROUP INC            COM                  713409100            540        18,930
PEPSIAMERICAS INC                   COM                  71343P200             77         3,400
PEPSIAMERICAS INC                   COM                  71343P200            295        12,990
PEPSICO INC                         COM                  713448108              2            40
PEPSICO INC                         COM                  713448108             28           500
PEPSICO INC                         COM                  713448108             45           800
PEPSICO INC                         COM                  713448108             54           955
PEPSICO INC                         COM                  713448108             68         1,200
PEPSICO INC                         COM                  713448108             88         1,550
PEPSICO INC                         COM                  713448108            102         1,800
PEPSICO INC                         COM                  713448108            139         2,450
PEPSICO INC                         COM                  713448108            175         3,090
PEPSICO INC                         COM                  713448108            215         3,800
PEPSICO INC                         COM                  713448108            220         3,879
PEPSICO INC                         COM                  713448108            244         4,299
PEPSICO INC                         COM                  713448108            247         4,353
PEPSICO INC                         COM                  713448108            264         4,650
PEPSICO INC                         COM                  713448108            286         5,050
PEPSICO INC                         COM                  713448108            310         5,460
PEPSICO INC                         COM                  713448108            340         6,000
PEPSICO INC                         COM                  713448108            358         6,310
PEPSICO INC                         COM                  713448108            500         8,820
PEPSICO INC                         COM                  713448108            626        11,035
PEPSICO INC                         COM                  713448108            673        11,860
PEPSICO INC                         COM                  713448108            695        12,254
PEPSICO INC                         COM                  713448108            782        13,791
PEPSICO INC                         COM                  713448108            783        13,810
PEPSICO INC                         COM                  713448108            819        14,450
PEPSICO INC                         COM                  713448108            927        16,350
PEPSICO INC                         COM                  713448108          1,038        18,301
PEPSICO INC                         COM                  713448108          1,062        18,719
PEPSICO INC                         COM                  713448108          1,149        20,256
PEPSICO INC                         COM                  713448108          1,173        20,692
PEPSICO INC                         COM                  713448108          1,524        26,871
PEPSICO INC                         COM                  713448108          1,534        27,048
PEPSICO INC                         COM                  713448108          1,986        35,015
PEPSICO INC                         COM                  713448108          4,157        73,300
PEPSICO INC                         COM                  713448108          6,501       114,630
PEPSICO INC                         COM                  713448108          9,100       160,470
PEPSICO INC                         COM                  713448108         14,105       248,728
PEPSICO INC                         COM                  713448108         22,927       404,285
PERKINELMER INC                     COM                  714046109              8           400
PERKINELMER INC                     COM                  714046109             19           910
PERKINELMER INC                     COM                  714046109             21         1,010
PERKINELMER INC                     COM                  714046109             27         1,340
PERKINELMER INC                     COM                  714046109             39         1,900
PERKINELMER INC                     COM                  714046109             77         3,800
PERKINELMER INC                     COM                  714046109             81         4,000
PETRO-CDA                           COM                  71644E102             42         1,000
PETRO-CDA                           COM                  71644E102            275         6,600
PETRO-CDA                           COM                  71644E102          3,025        72,485
PETROCHINA CO LTD                   SPONSORED  ADR       71646E100              8            95
PETROCHINA CO LTD                   SPONSORED  ADR       71646E100             19           225
PETROCHINA CO LTD                   SPONSORED  ADR       71646E100             67           800
PETROCHINA CO LTD                   SPONSORED  ADR       71646E100            233         2,800
PETROBRAS ENERGIA PARTCPTNS         SP ADR B SHS         71646M102         22,854     1,416,001
PETROFUND ENERGY TRUST              TR UNIT              71648W108            414        21,092
PETROKAZAKHSTAN INC                 COM                  71649P102            364         6,695
PETROKAZAKHSTAN INC                 COM                  71649P102          1,568        28,800
PETROKAZAKHSTAN INC                 COM                  71649P102          3,375        62,000
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V101              2            39
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V101              5            75
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V101              6            88
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V101             10           150
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V101             32           495
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V101             45           700
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V101            212         3,325
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V101            612         9,600
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V101          1,677        26,300
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V101          1,968        30,868
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408             24           340
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408            179         2,500
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408            193         2,700
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408            204         2,850
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408            379         5,300
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408            987        13,800
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408          1,194        16,700
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408          1,474        20,620
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408          1,530        21,400
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408          1,866        26,100
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408          4,863        68,021
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR        71654V408          5,099        71,325
PETSMART INC                        COM                  716768106             37         1,685
PETSMART INC                        COM                  716768106             42         1,939
PETSMART INC                        COM                  716768106             83         3,796
PETSMART INC                        COM                  716768106            124         5,684
PETSMART INC                        COM                  716768106            362        16,600
PETSMART INC                        COM                  716768106            438        20,116
PFIZER INC                          COM                  717081103              2            90
PFIZER INC                          COM                  717081103             72         2,900
PFIZER INC                          COM                  717081103             94         3,753
PFIZER INC                          COM                  717081103            124         4,975
PFIZER INC                          COM                  717081103            130         5,200
PFIZER INC                          COM                  717081103            177         7,100
PFIZER INC                          COM                  717081103            180         7,220
PFIZER INC                          COM                  717081103            225         9,000
PFIZER INC                          COM                  717081103            265        10,600
PFIZER INC                          COM                  717081103            480        19,212
PFIZER INC                          COM                  717081103            529        21,200
PFIZER INC                          COM                  717081103            552        22,093
PFIZER INC                          COM                  717081103            561        22,450
PFIZER INC                          COM                  717081103            575        23,011
PFIZER INC                          COM                  717081103            668        26,747
PFIZER INC                          COM                  717081103            728        29,145
PFIZER INC                          COM                  717081103            799        31,987
PFIZER INC                          COM                  717081103            869        34,800
PFIZER INC                          COM                  717081103          1,038        41,550
PFIZER INC                          COM                  717081103          1,350        54,056
PFIZER INC                          COM                  717081103          1,531        61,310
PFIZER INC                          COM                  717081103          1,592        63,755
PFIZER INC                          COM                  717081103          1,635        65,476
PFIZER INC                          COM                  717081103          1,801        72,112
PFIZER INC                          COM                  717081103          1,853        74,200
PFIZER INC                          COM                  717081103          1,853        74,225
PFIZER INC                          COM                  717081103          2,030        81,313
PFIZER INC                          COM                  717081103          2,328        93,237
PFIZER INC                          COM                  717081103          2,829       113,284
PFIZER INC                          COM                  717081103          2,901       116,187
PFIZER INC                          COM                  717081103          2,947       118,026
PFIZER INC                          COM                  717081103          3,312       132,652
PFIZER INC                          COM                  717081103          3,813       152,718
PFIZER INC                          COM                  717081103          5,041       201,876
PFIZER INC                          COM                  717081103          5,083       203,549
PFIZER INC                          COM                  717081103          8,032       321,677
PFIZER INC                          COM                  717081103          9,066       363,067
PFIZER INC                          COM                  717081103          9,255       370,662
PFIZER INC                          COM                  717081103         10,870       435,328
PFIZER INC                          COM                  717081103         12,036       482,009
PFIZER INC                          COM                  717081103         15,718       629,457
PFIZER INC                          COM                  717081103         17,630       706,040
PFIZER INC                          COM                  717081103         18,820       753,711
PFIZER INC                          COM                  717081103         31,212     1,249,981
PHARMACEUTICAL PROD DEV INC         COM                  717124101            661        11,500
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT       71712A206             21           300
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT       71712A206             28           400
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT       71712A206             28           400
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT       71712A206             70         1,000
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT       71712A206            176         2,500
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT       71712A206            415         5,900
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT       71712A206            492         7,000
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT       71712A206            555         7,900
PHELPS DODGE CORP                   COM                  717265102             26           200
PHELPS DODGE CORP                   COM                  717265102             26           200
PHELPS DODGE CORP                   COM                  717265102             32           250
PHELPS DODGE CORP                   COM                  717265102             52           400
PHELPS DODGE CORP                   COM                  717265102             52           400
PHELPS DODGE CORP                   COM                  717265102             65           500
PHELPS DODGE CORP                   COM                  717265102             99           764
PHELPS DODGE CORP                   COM                  717265102            109           840
PHELPS DODGE CORP                   COM                  717265102            132         1,017
PHELPS DODGE CORP                   COM                  717265102            182         1,400
PHELPS DODGE CORP                   COM                  717265102            195         1,500
PHELPS DODGE CORP                   COM                  717265102            195         1,500
PHELPS DODGE CORP                   COM                  717265102            211         1,626
PHELPS DODGE CORP                   COM                  717265102            240         1,846
PHELPS DODGE CORP                   COM                  717265102            247         1,900
PHELPS DODGE CORP                   COM                  717265102            261         2,012
PHELPS DODGE CORP                   COM                  717265102            263         2,025
PHELPS DODGE CORP                   COM                  717265102            282         2,167
PHELPS DODGE CORP                   COM                  717265102            590         4,540
PHELPS DODGE CORP                   COM                  717265102            752         5,785
PHELPS DODGE CORP                   COM                  717265102          1,208         9,300
PHELPS DODGE CORP                   COM                  717265102          3,210        24,703
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR        718252604              6           200
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR        718252604              9           280
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR        718252604             43         1,400
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR        718252604            840        27,600
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR        718252604          1,605        52,700
PIMCO MUN INCOME FD II              COM                  72200W106            220        14,330
PIMCO HIGH INCOME FD                COM SHS              722014107            373        25,000
PIMCO MUN INCOME FD III             COM                  72201A103            224        14,490
PINNACLE WEST CAP CORP              COM                  723484101             22           509
PINNACLE WEST CAP CORP              COM                  723484101             30           670
PINNACLE WEST CAP CORP              COM                  723484101             32           720
PINNACLE WEST CAP CORP              COM                  723484101             41           930
PINNACLE WEST CAP CORP              COM                  723484101             44         1,000
PINNACLE WEST CAP CORP              COM                  723484101             66         1,500
PINNACLE WEST CAP CORP              COM                  723484101            224         5,091
PINNACLE WEST CAP CORP              COM                  723484101            350         7,930
PIONEER NAT RES CO                  COM                  723787107             14           250
PIONEER NAT RES CO                  COM                  723787107             50           916
PIONEER NAT RES CO                  COM                  723787107            362         6,584
PIONEER NAT RES CO                  COM                  723787107            745        13,560
PIONEER NAT RES CO                  COM                  723787107          1,244        22,650
PIONEER NAT RES CO                  COM                  723787107          3,655        66,560
PITNEY BOWES INC                    COM                  724479100              2            50
PITNEY BOWES INC                    COM                  724479100             21           500
PITNEY BOWES INC                    COM                  724479100             26           630
PITNEY BOWES INC                    COM                  724479100             29           700
PITNEY BOWES INC                    COM                  724479100             63         1,500
PITNEY BOWES INC                    COM                  724479100             67         1,600
PITNEY BOWES INC                    COM                  724479100             67         1,600
PITNEY BOWES INC                    COM                  724479100             69         1,663
PITNEY BOWES INC                    COM                  724479100             72         1,730
PITNEY BOWES INC                    COM                  724479100             75         1,800
PITNEY BOWES INC                    COM                  724479100             93         2,231
PITNEY BOWES INC                    COM                  724479100            148         3,551
PITNEY BOWES INC                    COM                  724479100            154         3,700
PITNEY BOWES INC                    COM                  724479100            182         4,370
PITNEY BOWES INC                    COM                  724479100            259         6,217
PITNEY BOWES INC                    COM                  724479100            371         8,900
PITNEY BOWES INC                    COM                  724479100            450        10,775
PITNEY BOWES INC                    COM                  724479100            850        20,376
PITNEY BOWES INC                    COM                  724479100            915        21,930
PITNEY BOWES INC                    COM                  724479100          1,013        24,278
PIXAR                               COM                  725811103             34           754
PIXAR                               COM                  725811103             55         1,240
PIXAR                               COM                  725811103            116         2,600
PIXAR                               COM                  725811103            158         3,560
PLACER DOME INC                     COM                  725906101             10           603
PLACER DOME INC                     COM                  725906101             27         1,600
PLACER DOME INC                     COM                  725906101             34         2,000
PLACER DOME INC                     COM                  725906101             51         3,000
PLACER DOME INC                     COM                  725906101             63         3,700
PLACER DOME INC                     COM                  725906101            134         7,810
PLACER DOME INC                     COM                  725906101          2,338       136,335
PLACER DOME INC                     COM                  725906101         16,172       943,000
PLUM CREEK TIMBER CO INC            COM                  729251108             30           800
PLUM CREEK TIMBER CO INC            COM                  729251108             50         1,328
PLUM CREEK TIMBER CO INC            COM                  729251108             59         1,550
PLUM CREEK TIMBER CO INC            COM                  729251108             64         1,690
PLUM CREEK TIMBER CO INC            COM                  729251108             72         1,901
PLUM CREEK TIMBER CO INC            COM                  729251108             76         2,000
PLUM CREEK TIMBER CO INC            COM                  729251108             83         2,200
PLUM CREEK TIMBER CO INC            COM                  729251108             85         2,244
PLUM CREEK TIMBER CO INC            COM                  729251108             87         2,300
PLUM CREEK TIMBER CO INC            COM                  729251108             87         2,300
PLUM CREEK TIMBER CO INC            COM                  729251108            115         3,038
PLUM CREEK TIMBER CO INC            COM                  729251108            192         5,060
PLUM CREEK TIMBER CO INC            COM                  729251108            204         5,392
PLUM CREEK TIMBER CO INC            COM                  729251108            695        18,340
PLUM CREEK TIMBER CO INC            COM                  729251108          2,484        65,519
POGO PRODUCING CO                   COM                  730448107             21           357
POGO PRODUCING CO                   COM                  730448107             59         1,002
POGO PRODUCING CO                   COM                  730448107            144         2,443
POGO PRODUCING CO                   COM                  730448107            378         6,420
POPULAR INC                         COM                  733174106             39         1,628
POPULAR INC                         COM                  733174106            304        12,572
POPULAR INC                         COM                  733174106            566        23,360
PORTUGAL TELECOM SGPS S A           SPONSORED ADR        737273102              9           980
PORTUGAL TELECOM SGPS S A           SPONSORED ADR        737273102             11         1,210
PORTUGAL TELECOM SGPS S A           SPONSORED ADR        737273102             40         4,354
PORTUGAL TELECOM SGPS S A           SPONSORED ADR        737273102             91        10,025
POTASH CORP SASK INC                COM                  73755L107              7            79
POTASH CORP SASK INC                COM                  73755L107             47           500
POTASH CORP SASK INC                COM                  73755L107          1,812        19,420
PRAXAIR INC                         COM                  74005P104             18           375
PRAXAIR INC                         COM                  74005P104             27           570
PRAXAIR INC                         COM                  74005P104             38           800
PRAXAIR INC                         COM                  74005P104             50         1,050
PRAXAIR INC                         COM                  74005P104             60         1,255
PRAXAIR INC                         COM                  74005P104             81         1,700
PRAXAIR INC                         COM                  74005P104             91         1,900
PRAXAIR INC                         COM                  74005P104            111         2,308
PRAXAIR INC                         COM                  74005P104            128         2,670
PRAXAIR INC                         COM                  74005P104            136         2,835
PRAXAIR INC                         COM                  74005P104            147         3,075
PRAXAIR INC                         COM                  74005P104            151         3,160
PRAXAIR INC                         COM                  74005P104            209         4,370
PRAXAIR INC                         COM                  74005P104            254         5,308
PRAXAIR INC                         COM                  74005P104            372         7,768
PRAXAIR INC                         COM                  74005P104            383         8,000
PRAXAIR INC                         COM                  74005P104            630        13,153
PRAXAIR INC                         COM                  74005P104            720        15,021
PRAXAIR INC                         COM                  74005P104            974        20,312
PRAXAIR INC                         COM                  74005P104          1,469        30,650
PRECISION CASTPARTS CORP            COM                  740189105             19           357
PRECISION CASTPARTS CORP            COM                  740189105            328         6,186
PRECISION CASTPARTS CORP            COM                  740189105            605        11,400
PRECISION DRILLING CORP             COM                  74022D100          1,500        30,485
PRICE T ROWE GROUP INC              COM                  74144T108             26           400
PRICE T ROWE GROUP INC              COM                  74144T108             31           480
PRICE T ROWE GROUP INC              COM                  74144T108             42           650
PRICE T ROWE GROUP INC              COM                  74144T108             53           814
PRICE T ROWE GROUP INC              COM                  74144T108             59           910
PRICE T ROWE GROUP INC              COM                  74144T108             66         1,010
PRICE T ROWE GROUP INC              COM                  74144T108             78         1,200
PRICE T ROWE GROUP INC              COM                  74144T108             78         1,200
PRICE T ROWE GROUP INC              COM                  74144T108             82         1,261
PRICE T ROWE GROUP INC              COM                  74144T108            116         1,780
PRICE T ROWE GROUP INC              COM                  74144T108            139         2,132
PRICE T ROWE GROUP INC              COM                  74144T108            150         2,298
PRICE T ROWE GROUP INC              COM                  74144T108            170         2,603
PRICE T ROWE GROUP INC              COM                  74144T108            222         3,400
PRICE T ROWE GROUP INC              COM                  74144T108            410         6,286
PRICE T ROWE GROUP INC              COM                  74144T108            872        13,350
PRIDE INTL INC DEL                  COM                  74153Q102              4           125
PRIDE INTL INC DEL                  COM                  74153Q102              7           263
PRIDE INTL INC DEL                  COM                  74153Q102             23           814
PRIDE INTL INC DEL                  COM                  74153Q102            214         7,500
PRIDE INTL INC DEL                  COM                  74153Q102            239         8,386
PRIDE INTL INC DEL                  COM                  74153Q102            432        15,170
PRIMEWEST ENERGY TR                 TR UNIT NEW          741930309             31         1,000
PRIMEWEST ENERGY TR                 TR UNIT NEW          741930309            951        30,352
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102              4            85
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102             23           475
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102             98         2,067
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102            103         2,180
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102            136         2,865
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102            205         4,332
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102            268         5,668
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102            605        12,768
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102            769        16,244
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102          1,266        26,730
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102          2,487        52,500
PRINCIPAL FINANCIAL GROUP IN        COM                  74251V102          7,027       148,351
PRIORITY HEALTHCARE CORP            CL B                 74264T102            451        16,200
PRIORITY HEALTHCARE CORP            CL B                 74264T102          1,039        37,300
PROCTER & GAMBLE CO                 COM                  742718109             10           175
PROCTER & GAMBLE CO                 COM                  742718109             12           200
PROCTER & GAMBLE CO                 COM                  742718109             50           840
PROCTER & GAMBLE CO                 COM                  742718109             61         1,030
PROCTER & GAMBLE CO                 COM                  742718109             83         1,400
PROCTER & GAMBLE CO                 COM                  742718109            107         1,800
PROCTER & GAMBLE CO                 COM                  742718109            140         2,350
PROCTER & GAMBLE CO                 COM                  742718109            211         3,550
PROCTER & GAMBLE CO                 COM                  742718109            309         5,200
PROCTER & GAMBLE CO                 COM                  742718109            354         5,960
PROCTER & GAMBLE CO                 COM                  742718109            375         6,300
PROCTER & GAMBLE CO                 COM                  742718109            381         6,404
PROCTER & GAMBLE CO                 COM                  742718109            416         7,000
PROCTER & GAMBLE CO                 COM                  742718109            439         7,380
PROCTER & GAMBLE CO                 COM                  742718109            496         8,340
PROCTER & GAMBLE CO                 COM                  742718109            505         8,500
PROCTER & GAMBLE CO                 COM                  742718109            740        12,437
PROCTER & GAMBLE CO                 COM                  742718109            811        13,640
PROCTER & GAMBLE CO                 COM                  742718109            942        15,835
PROCTER & GAMBLE CO                 COM                  742718109          1,073        18,048
PROCTER & GAMBLE CO                 COM                  742718109          1,217        20,460
PROCTER & GAMBLE CO                 COM                  742718109          1,235        20,770
PROCTER & GAMBLE CO                 COM                  742718109          1,264        21,253
PROCTER & GAMBLE CO                 COM                  742718109          1,434        24,122
PROCTER & GAMBLE CO                 COM                  742718109          1,616        27,174
PROCTER & GAMBLE CO                 COM                  742718109          1,623        27,295
PROCTER & GAMBLE CO                 COM                  742718109          1,838        30,914
PROCTER & GAMBLE CO                 COM                  742718109          2,348        39,482
PROCTER & GAMBLE CO                 COM                  742718109          2,994        50,347
PROCTER & GAMBLE CO                 COM                  742718109          3,512        59,070
PROCTER & GAMBLE CO                 COM                  742718109          4,231        71,154
PROCTER & GAMBLE CO                 COM                  742718109          6,485       109,073
PROCTER & GAMBLE CO                 COM                  742718109          8,114       136,466
PROCTER & GAMBLE CO                 COM                  742718109          8,230       138,409
PROCTER & GAMBLE CO                 COM                  742718109          8,618       144,941
PROCTER & GAMBLE CO                 COM                  742718109         12,763       214,650
PROCTER & GAMBLE CO                 COM                  742718109         19,629       330,125
PROGRESS ENERGY INC                 COM                  743263105              6           140
PROGRESS ENERGY INC                 COM                  743263105             15           345
PROGRESS ENERGY INC                 COM                  743263105             34           757
PROGRESS ENERGY INC                 COM                  743263105             40           900
PROGRESS ENERGY INC                 COM                  743263105             47         1,050
PROGRESS ENERGY INC                 COM                  743263105             51         1,134
PROGRESS ENERGY INC                 COM                  743263105             72         1,600
PROGRESS ENERGY INC                 COM                  743263105             76         1,703
PROGRESS ENERGY INC                 COM                  743263105             78         1,732
PROGRESS ENERGY INC                 COM                  743263105             96         2,150
PROGRESS ENERGY INC                 COM                  743263105            105         2,346
PROGRESS ENERGY INC                 COM                  743263105            172         3,840
PROGRESS ENERGY INC                 COM                  743263105            175         3,910
PROGRESS ENERGY INC                 COM                  743263105            281         6,290
PROGRESS ENERGY INC                 COM                  743263105            511        11,424
PROGRESS ENERGY INC                 COM                  743263105          1,072        23,950
PROGRESSIVE CORP OHIO               COM                  743315103             21           200
PROGRESSIVE CORP OHIO               COM                  743315103             21           200
PROGRESSIVE CORP OHIO               COM                  743315103             23           220
PROGRESSIVE CORP OHIO               COM                  743315103             42           400
PROGRESSIVE CORP OHIO               COM                  743315103             73           700
PROGRESSIVE CORP OHIO               COM                  743315103            102           970
PROGRESSIVE CORP OHIO               COM                  743315103            136         1,300
PROGRESSIVE CORP OHIO               COM                  743315103            153         1,460
PROGRESSIVE CORP OHIO               COM                  743315103            176         1,680
PROGRESSIVE CORP OHIO               COM                  743315103            181         1,732
PROGRESSIVE CORP OHIO               COM                  743315103            200         1,909
PROGRESSIVE CORP OHIO               COM                  743315103            220         2,100
PROGRESSIVE CORP OHIO               COM                  743315103            338         3,230
PROGRESSIVE CORP OHIO               COM                  743315103            344         3,280
PROGRESSIVE CORP OHIO               COM                  743315103            356         3,400
PROGRESSIVE CORP OHIO               COM                  743315103            416         3,970
PROGRESSIVE CORP OHIO               COM                  743315103            416         3,972
PROGRESSIVE CORP OHIO               COM                  743315103            904         8,633
PROGRESSIVE CORP OHIO               COM                  743315103          1,977        18,870
PROLOGIS                            SH BEN INT           743410102             31           700
PROLOGIS                            SH BEN INT           743410102             65         1,460
PROLOGIS                            SH BEN INT           743410102             70         1,590
PROLOGIS                            SH BEN INT           743410102             82         1,850
PROLOGIS                            SH BEN INT           743410102            111         2,500
PROLOGIS                            SH BEN INT           743410102            120         2,700
PROLOGIS                            SH BEN INT           743410102            175         3,940
PROLOGIS                            SH BEN INT           743410102          1,018        22,980
PROTECTIVE LIFE CORP                COM                  743674103             17           407
PROTECTIVE LIFE CORP                COM                  743674103            111         2,693
PROTECTIVE LIFE CORP                COM                  743674103            247         6,000
PROTEIN DESIGN LABS INC             COM                  74369L103              4           142
PROTEIN DESIGN LABS INC             COM                  74369L103            664        23,700
PROVIDENT ENERGY TR                 TR UNIT              74386K104            402        32,983
PROVIDENT NEW YORK BANCORP          COM                  744028101          1,981       169,715
PROVIDIAN FINL CORP                 COM                  74406A102             36         2,060
PROVIDIAN FINL CORP                 COM                  74406A102             41         2,320
PROVIDIAN FINL CORP                 COM                  74406A102             47         2,650
PROVIDIAN FINL CORP                 COM                  74406A102             50         2,800
PROVIDIAN FINL CORP                 COM                  74406A102             76         4,304
PROVIDIAN FINL CORP                 COM                  74406A102            204        11,519
PROVIDIAN FINL CORP                 COM                  74406A102          1,241        70,220
PROVIDIAN FINL CORP                 COM                  74406A102          1,365        77,200
PROVIDIAN FINL CORP                 NOTE  4.000% 5/1     74406AAC6             24        18,000
PRUDENTIAL FINL INC                 COM                  744320102             27           400
PRUDENTIAL FINL INC                 COM                  744320102             30           450
PRUDENTIAL FINL INC                 COM                  744320102             51           756
PRUDENTIAL FINL INC                 COM                  744320102             71         1,050
PRUDENTIAL FINL INC                 COM                  744320102             76         1,130
PRUDENTIAL FINL INC                 COM                  744320102             94         1,390
PRUDENTIAL FINL INC                 COM                  744320102            101         1,500
PRUDENTIAL FINL INC                 COM                  744320102            128         1,892
PRUDENTIAL FINL INC                 COM                  744320102            252         3,731
PRUDENTIAL FINL INC                 COM                  744320102            291         4,310
PRUDENTIAL FINL INC                 COM                  744320102            318         4,700
PRUDENTIAL FINL INC                 COM                  744320102            334         4,941
PRUDENTIAL FINL INC                 COM                  744320102            556         8,229
PRUDENTIAL FINL INC                 COM                  744320102            558         8,257
PRUDENTIAL FINL INC                 COM                  744320102            564         8,355
PRUDENTIAL FINL INC                 COM                  744320102            608         9,000
PRUDENTIAL FINL INC                 COM                  744320102            673         9,960
PRUDENTIAL FINL INC                 COM                  744320102            723        10,706
PRUDENTIAL FINL INC                 COM                  744320102            773        11,449
PRUDENTIAL FINL INC                 COM                  744320102          1,554        23,005
PRUDENTIAL FINL INC                 COM                  744320102          3,385        50,100
PRUDENTIAL FINL INC                 COM                  744320102          3,983        58,948
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106             27           425
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106             32           500
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106             34           525
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106             42           650
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106             73         1,139
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106             77         1,200
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106            110         1,711
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106            121         1,880
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106            149         2,312
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106            252         3,916
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106            260         4,043
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106            348         5,403
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106            732        11,375
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106          1,409        21,900
PUBLIC SVC ENTERPRISE GROUP         COM                  744573106         16,090       250,000
PUBLIC STORAGE INC                  COM                  74460D109             40           600
PUBLIC STORAGE INC                  COM                  74460D109             47           700
PUBLIC STORAGE INC                  COM                  74460D109             53           795
PUBLIC STORAGE INC                  COM                  74460D109             64           950
PUBLIC STORAGE INC                  COM                  74460D109             94         1,400
PUBLIC STORAGE INC                  COM                  74460D109             94         1,400
PUBLIC STORAGE INC                  COM                  74460D109            134         2,000
PUBLIC STORAGE INC                  COM                  74460D109            214         3,200
PUBLIC STORAGE INC                  COM                  74460D109            579         8,640
PUGET ENERGY INC NEW                COM                  745310102             77         3,300
PUGET ENERGY INC NEW                COM                  745310102            199         8,480
PULTE HOMES INC                     COM                  745867101              1            15
PULTE HOMES INC                     COM                  745867101             26           600
PULTE HOMES INC                     COM                  745867101             51         1,178
PULTE HOMES INC                     COM                  745867101             60         1,400
PULTE HOMES INC                     COM                  745867101             70         1,620
PULTE HOMES INC                     COM                  745867101             77         1,800
PULTE HOMES INC                     COM                  745867101             90         2,090
PULTE HOMES INC                     COM                  745867101             90         2,100
PULTE HOMES INC                     COM                  745867101            103         2,390
PULTE HOMES INC                     COM                  745867101            142         3,298
PULTE HOMES INC                     COM                  745867101            202         4,702
PULTE HOMES INC                     COM                  745867101            264         6,140
PULTE HOMES INC                     COM                  745867101            514        11,972
PULTE HOMES INC                     COM                  745867101            670        15,600
PULTE HOMES INC                     COM                  745867101          1,045        24,340
PULTE HOMES INC                     COM                  745867101          1,535        35,761
QLOGIC CORP                         COM                  747277101             19           560
QLOGIC CORP                         COM                  747277101             22           637
QLOGIC CORP                         COM                  747277101             25           730
QLOGIC CORP                         COM                  747277101             34         1,000
QLOGIC CORP                         COM                  747277101             48         1,400
QLOGIC CORP                         COM                  747277101             55         1,619
QLOGIC CORP                         COM                  747277101             62         1,800
QLOGIC CORP                         COM                  747277101             65         1,891
QLOGIC CORP                         COM                  747277101             65         1,900
QLOGIC CORP                         COM                  747277101             75         2,200
QLOGIC CORP                         COM                  747277101            103         3,000
QLOGIC CORP                         COM                  747277101            124         3,640
QLOGIC CORP                         COM                  747277101            323         9,440
QUALCOMM INC                        COM                  747525103             31           700
QUALCOMM INC                        COM                  747525103             54         1,200
QUALCOMM INC                        COM                  747525103             61         1,358
QUALCOMM INC                        COM                  747525103             69         1,550
QUALCOMM INC                        COM                  747525103             72         1,600
QUALCOMM INC                        COM                  747525103             81         1,800
QUALCOMM INC                        COM                  747525103            101         2,260
QUALCOMM INC                        COM                  747525103            105         2,350
QUALCOMM INC                        COM                  747525103            182         4,070
QUALCOMM INC                        COM                  747525103            189         4,227
QUALCOMM INC                        COM                  747525103            192         4,300
QUALCOMM INC                        COM                  747525103            206         4,595
QUALCOMM INC                        COM                  747525103            237         5,300
QUALCOMM INC                        COM                  747525103            244         5,460
QUALCOMM INC                        COM                  747525103            248         5,538
QUALCOMM INC                        COM                  747525103            479        10,710
QUALCOMM INC                        COM                  747525103            529        11,830
QUALCOMM INC                        COM                  747525103            537        12,000
QUALCOMM INC                        COM                  747525103            605        13,530
QUALCOMM INC                        COM                  747525103            617        13,794
QUALCOMM INC                        COM                  747525103            714        15,946
QUALCOMM INC                        COM                  747525103            797        17,802
QUALCOMM INC                        COM                  747525103            996        22,268
QUALCOMM INC                        COM                  747525103          1,123        25,088
QUALCOMM INC                        COM                  747525103          1,167        26,068
QUALCOMM INC                        COM                  747525103          1,520        33,962
QUALCOMM INC                        COM                  747525103          1,598        35,711
QUALCOMM INC                        COM                  747525103          3,220        71,957
QUALCOMM INC                        COM                  747525103          3,669        81,992
QUALCOMM INC                        COM                  747525103          4,356        97,333
QUALCOMM INC                        COM                  747525103          7,022       156,910
QUANTA SVCS INC                     SDCV  4.500%10/0     74762EAC6              3         2,000
QUANTA SVCS INC                     SDCV  4.500%10/0     74762EAC6             18        14,000
QUEBECOR WORLD INC                  COM NON-VTG          748203106             11           585
QUEBECOR WORLD INC                  COM NON-VTG          748203106          1,390        73,862
QUEST DIAGNOSTICS INC               COM                  74834L100             40           800
QUEST DIAGNOSTICS INC               COM                  74834L100             40           800
QUEST DIAGNOSTICS INC               COM                  74834L100             59         1,160
QUEST DIAGNOSTICS INC               COM                  74834L100             64         1,270
QUEST DIAGNOSTICS INC               COM                  74834L100             71         1,400
QUEST DIAGNOSTICS INC               COM                  74834L100             71         1,402
QUEST DIAGNOSTICS INC               COM                  74834L100             91         1,800
QUEST DIAGNOSTICS INC               COM                  74834L100            111         2,200
QUEST DIAGNOSTICS INC               COM                  74834L100            142         2,800
QUEST DIAGNOSTICS INC               COM                  74834L100            152         3,000
QUEST DIAGNOSTICS INC               COM                  74834L100            189         3,748
QUEST DIAGNOSTICS INC               COM                  74834L100            217         4,300
QUEST DIAGNOSTICS INC               COM                  74834L100            263         5,207
QUEST DIAGNOSTICS INC               COM                  74834L100            363         7,184
QUEST DIAGNOSTICS INC               COM                  74834L100            478         9,456
QUEST DIAGNOSTICS INC               COM                  74834L100            763        15,100
QUESTAR CORP                        COM                  748356102              3            29
QUESTAR CORP                        COM                  748356102             45           509
QUESTAR CORP                        COM                  748356102             80           912
QUESTAR CORP                        COM                  748356102            141         1,600
QUESTAR CORP                        COM                  748356102            343         3,891
QUESTAR CORP                        COM                  748356102            671         7,620
QUIKSILVER INC                      COM                  74838C106              4           258
QUIKSILVER INC                      COM                  74838C106            217        15,000
QUILMES INDL QUINSA SOCIETE         SP ADR CL B          74838Y207            250         7,984
QWEST COMMUNICATIONS INTL IN        COM                  749121109              2           500
QWEST COMMUNICATIONS INTL IN        COM                  749121109              3           709
QWEST COMMUNICATIONS INTL IN        COM                  749121109             15         3,700
QWEST COMMUNICATIONS INTL IN        COM                  749121109             32         7,800
QWEST COMMUNICATIONS INTL IN        COM                  749121109             33         8,100
QWEST COMMUNICATIONS INTL IN        COM                  749121109             45        10,860
QWEST COMMUNICATIONS INTL IN        COM                  749121109             47        11,397
QWEST COMMUNICATIONS INTL IN        COM                  749121109             47        11,543
QWEST COMMUNICATIONS INTL IN        COM                  749121109             65        15,806
QWEST COMMUNICATIONS INTL IN        COM                  749121109             67        16,300
QWEST COMMUNICATIONS INTL IN        COM                  749121109             97        23,656
QWEST COMMUNICATIONS INTL IN        COM                  749121109            106        25,930
QWEST COMMUNICATIONS INTL IN        COM                  749121109            154        37,455
QWEST COMMUNICATIONS INTL IN        COM                  749121109            314        76,694
QWEST COMMUNICATIONS INTL IN        COM                  749121109            345        84,260
QWEST COMMUNICATIONS INTL IN        COM                  749121109            783       191,010
RF MICRODEVICES INC                 COM                  749941100             11         2,000
RF MICRODEVICES INC                 COM                  749941100             25         4,433
RF MICRODEVICES INC                 COM                  749941100             25         4,500
RADIAN GROUP INC                    COM                  750236101              5           100
RADIAN GROUP INC                    COM                  750236101             30           560
RADIAN GROUP INC                    COM                  750236101             48           900
RADIAN GROUP INC                    COM                  750236101             80         1,500
RADIAN GROUP INC                    COM                  750236101            199         3,740
RADIAN GROUP INC                    COM                  750236101            450         8,480
RADIAN GROUP INC                    COM                  750236101            825        15,531
RADIOSHACK CORP                     COM                  750438103             12           480
RADIOSHACK CORP                     COM                  750438103             24           967
RADIOSHACK CORP                     COM                  750438103             29         1,168
RADIOSHACK CORP                     COM                  750438103             31         1,260
RADIOSHACK CORP                     COM                  750438103             33         1,329
RADIOSHACK CORP                     COM                  750438103             35         1,414
RADIOSHACK CORP                     COM                  750438103             59         2,359
RADIOSHACK CORP                     COM                  750438103             60         2,405
RADIOSHACK CORP                     COM                  750438103             92         3,706
RADIOSHACK CORP                     COM                  750438103            155         6,233
RADIOSHACK CORP                     COM                  750438103            424        17,090
RADIOSHACK CORP                     COM                  750438103            475        19,140
RAMBUS INC DEL                      COM                  750917106            242        20,000
RAMBUS INC DEL                      COM                  750917106            242        20,000
RAND CAP CORP                       COM                  752185108            309       249,207
RAYTHEON CO                         COM NEW              755111507              3            90
RAYTHEON CO                         COM NEW              755111507             11           300
RAYTHEON CO                         COM NEW              755111507             17           460
RAYTHEON CO                         COM NEW              755111507             19           500
RAYTHEON CO                         COM NEW              755111507             32           850
RAYTHEON CO                         COM NEW              755111507             50         1,320
RAYTHEON CO                         COM NEW              755111507             55         1,450
RAYTHEON CO                         COM NEW              755111507             73         1,913
RAYTHEON CO                         COM NEW              755111507             76         2,000
RAYTHEON CO                         COM NEW              755111507             87         2,287
RAYTHEON CO                         COM NEW              755111507            129         3,398
RAYTHEON CO                         COM NEW              755111507            147         3,870
RAYTHEON CO                         COM NEW              755111507            166         4,378
RAYTHEON CO                         COM NEW              755111507            251         6,600
RAYTHEON CO                         COM NEW              755111507            255         6,705
RAYTHEON CO                         COM NEW              755111507            281         7,383
RAYTHEON CO                         COM NEW              755111507            340         8,948
RAYTHEON CO                         COM NEW              755111507            767        20,163
RAYTHEON CO                         COM NEW              755111507          1,080        28,394
RAYTHEON CO                         COM NEW              755111507          1,584        41,660
RAYTHEON CO                         COM NEW              755111507         10,224       268,915
RED HAT INC                         COM                  756577102             39         1,830
RED HAT INC                         COM                  756577102             42         2,000
RED HAT INC                         COM                  756577102            297        14,000
RED HAT INC                         COM                  756577102            320        15,095
REEBOK INTL LTD                     COM                  758110100             23           410
REEBOK INTL LTD                     COM                  758110100             27           470
REEBOK INTL LTD                     COM                  758110100             37           650
REEBOK INTL LTD                     COM                  758110100             45           800
REEBOK INTL LTD                     COM                  758110100             71         1,255
REEBOK INTL LTD                     COM                  758110100          1,341        23,700
REEBOK INTL LTD                     COM                  758110100          2,925        51,700
REGENCY CTRS CORP                   COM                  758849103            310         5,400
REGIS CORP MINN                     COM                  758932107              4           100
REGIS CORP MINN                     COM                  758932107            390        10,300
REGIONS FINANCIAL CORP NEW          COM                  7591EP100             11           355
REGIONS FINANCIAL CORP NEW          COM                  7591EP100             23           734
REGIONS FINANCIAL CORP NEW          COM                  7591EP100             28           910
REGIONS FINANCIAL CORP NEW          COM                  7591EP100             40         1,300
REGIONS FINANCIAL CORP NEW          COM                  7591EP100             51         1,650
REGIONS FINANCIAL CORP NEW          COM                  7591EP100             74         2,391
REGIONS FINANCIAL CORP NEW          COM                  7591EP100             81         2,600
REGIONS FINANCIAL CORP NEW          COM                  7591EP100             99         3,189
REGIONS FINANCIAL CORP NEW          COM                  7591EP100            102         3,269
REGIONS FINANCIAL CORP NEW          COM                  7591EP100            117         3,760
REGIONS FINANCIAL CORP NEW          COM                  7591EP100            141         4,531
REGIONS FINANCIAL CORP NEW          COM                  7591EP100            146         4,690
REGIONS FINANCIAL CORP NEW          COM                  7591EP100            212         6,800
REGIONS FINANCIAL CORP NEW          COM                  7591EP100            237         7,603
REGIONS FINANCIAL CORP NEW          COM                  7591EP100            345        11,090
REGIONS FINANCIAL CORP NEW          COM                  7591EP100            398        12,778
REGIONS FINANCIAL CORP NEW          COM                  7591EP100            663        21,309
REGIONS FINANCIAL CORP NEW          COM                  7591EP100          1,337        42,962
REGIONS FINANCIAL CORP NEW          COM                  7591EP100         14,985       481,520
RENAL CARE GROUP INC                COM                  759930100          1,112        23,500
RENAL CARE GROUP INC                COM                  759930100          2,749        58,100
REPSOL YPF S A                      SPONSORED ADR        76026T205            266         8,240
REPSOL YPF S A                      SPONSORED ADR        76026T205          8,132       251,700
REPUBLIC SVCS INC                   COM                  760759100             34           967
REPUBLIC SVCS INC                   COM                  760759100             71         2,000
REPUBLIC SVCS INC                   COM                  760759100            213         6,033
REPUBLIC SVCS INC                   COM                  760759100            477        13,520
RESEARCH IN MOTION LTD              COM                  760975102             10           145
RESEARCH IN MOTION LTD              COM                  760975102             11           158
RESEARCH IN MOTION LTD              COM                  760975102            103         1,515
RESEARCH IN MOTION LTD              COM                  760975102          1,438        21,050
RESEARCH IN MOTION LTD              COM                  760975102          1,591        23,300
RESEARCH IN MOTION LTD              COM                  760975102          3,522        51,560
RESPIRONICS INC                     COM                  761230101            502        11,900
REVLON INC                          CL A                 761525500            485       150,500
REYNOLDS AMERICAN INC               COM                  761713106              6            75
REYNOLDS AMERICAN INC               COM                  761713106             11           133
REYNOLDS AMERICAN INC               COM                  761713106             25           300
REYNOLDS AMERICAN INC               COM                  761713106             47           563
REYNOLDS AMERICAN INC               COM                  761713106             52           630
REYNOLDS AMERICAN INC               COM                  761713106             60           720
REYNOLDS AMERICAN INC               COM                  761713106             64           771
REYNOLDS AMERICAN INC               COM                  761713106             67           810
REYNOLDS AMERICAN INC               COM                  761713106             70           846
REYNOLDS AMERICAN INC               COM                  761713106            108         1,300
REYNOLDS AMERICAN INC               COM                  761713106            133         1,600
REYNOLDS AMERICAN INC               COM                  761713106            166         2,000
REYNOLDS AMERICAN INC               COM                  761713106            406         4,887
REYNOLDS AMERICAN INC               COM                  761713106            860        10,360
RIO TINTO PLC                       SPONSORED ADR        767204100             13            81
RIO TINTO PLC                       SPONSORED ADR        767204100          1,160         7,063
RITCHIE BROS AUCTIONEERS            COM                  767744105              9           200
RITCHIE BROS AUCTIONEERS            COM                  767744105          2,104        47,825
ROBERT HALF INTL INC                COM                  770323103             38         1,069
ROBERT HALF INTL INC                COM                  770323103             43         1,220
ROBERT HALF INTL INC                COM                  770323103             48         1,360
ROBERT HALF INTL INC                COM                  770323103             59         1,648
ROBERT HALF INTL INC                COM                  770323103             89         2,500
ROBERT HALF INTL INC                COM                  770323103            147         4,124
ROBERT HALF INTL INC                COM                  770323103            240         6,731
ROBERT HALF INTL INC                COM                  770323103            654        18,380
ROCKWELL AUTOMATION INC             COM                  773903109             14           270
ROCKWELL AUTOMATION INC             COM                  773903109             21           400
ROCKWELL AUTOMATION INC             COM                  773903109             48           900
ROCKWELL AUTOMATION INC             COM                  773903109             53         1,000
ROCKWELL AUTOMATION INC             COM                  773903109             60         1,142
ROCKWELL AUTOMATION INC             COM                  773903109             69         1,302
ROCKWELL AUTOMATION INC             COM                  773903109             69         1,310
ROCKWELL AUTOMATION INC             COM                  773903109             70         1,320
ROCKWELL AUTOMATION INC             COM                  773903109             83         1,560
ROCKWELL AUTOMATION INC             COM                  773903109             93         1,760
ROCKWELL AUTOMATION INC             COM                  773903109            154         2,919
ROCKWELL AUTOMATION INC             COM                  773903109            155         2,931
ROCKWELL AUTOMATION INC             COM                  773903109            185         3,489
ROCKWELL AUTOMATION INC             COM                  773903109            443         8,380
ROCKWELL AUTOMATION INC             COM                  773903109            744        14,071
ROCKWELL AUTOMATION INC             COM                  773903109            889        16,810
ROCKWELL COLLINS INC                COM                  774341101             33           692
ROCKWELL COLLINS INC                COM                  774341101             60         1,233
ROCKWELL COLLINS INC                COM                  774341101             72         1,500
ROCKWELL COLLINS INC                COM                  774341101             78         1,607
ROCKWELL COLLINS INC                COM                  774341101            129         2,675
ROCKWELL COLLINS INC                COM                  774341101            141         2,923
ROCKWELL COLLINS INC                COM                  774341101            200         4,149
ROCKWELL COLLINS INC                COM                  774341101            410         8,480
ROCKWELL COLLINS INC                COM                  774341101            861        17,820
ROCKWELL COLLINS INC                COM                  774341101            887        18,350
ROFIN SINAR TECHNOLOGIES INC        COM                  775043102          1,874        49,335
ROGERS COMMUNICATIONS INC           CL B                 775109200          1,639        41,554
ROHM & HAAS CO                      COM                  775371107              5           120
ROHM & HAAS CO                      COM                  775371107             12           280
ROHM & HAAS CO                      COM                  775371107             44         1,077
ROHM & HAAS CO                      COM                  775371107             51         1,230
ROHM & HAAS CO                      COM                  775371107             58         1,403
ROHM & HAAS CO                      COM                  775371107             81         1,970
ROHM & HAAS CO                      COM                  775371107             91         2,211
ROHM & HAAS CO                      COM                  775371107             95         2,304
ROHM & HAAS CO                      COM                  775371107            100         2,433
ROHM & HAAS CO                      COM                  775371107            132         3,213
ROHM & HAAS CO                      COM                  775371107            316         7,682
ROHM & HAAS CO                      COM                  775371107            665        16,170
ROHM & HAAS CO                      COM                  775371107          1,288        31,322
ROME BANCORP INC NEW                COM                  77587P103            528        50,323
ROSS STORES INC                     COM                  778296103             16           665
ROSS STORES INC                     COM                  778296103             22           916
ROSS STORES INC                     COM                  778296103             50         2,126
ROSS STORES INC                     COM                  778296103            137         5,784
ROSS STORES INC                     COM                  778296103            374        15,770
ROSTELECOM OPEN JT STK LNG D        SPONSORED ADR        778529107            389        26,000
ROWAN COS INC                       COM                  779382100              2            45
ROWAN COS INC                       COM                  779382100             22           611
ROWAN COS INC                       COM                  779382100             27           750
ROWAN COS INC                       COM                  779382100             30           840
ROWAN COS INC                       COM                  779382100             37         1,050
ROWAN COS INC                       COM                  779382100             57         1,600
ROWAN COS INC                       COM                  779382100             66         1,866
ROWAN COS INC                       COM                  779382100            135         3,800
ROWAN COS INC                       COM                  779382100            145         4,089
ROWAN COS INC                       COM                  779382100            330         9,300
ROYAL & SUN ALLIANCE INS            SPON ADR NEW         78004V202            105        12,145
ROYAL BK CDA MONTREAL QUE           COM                  780087102             40           550
ROYAL BK CDA MONTREAL QUE           COM                  780087102            146         2,000
ROYAL BK CDA MONTREAL QUE           COM                  780087102          2,373        32,500
ROYAL BK CDA MONTREAL QUE           COM                  780087102         15,087       206,677
ROYAL BK SCOTLAND GROUP PLC         SP ADR L RP PF       780097788            242        10,000
ROYAL BK SCOTLAND GROUP PLC         SP ADR L RP PF       780097788            309        12,750
ROYAL BK SCOTLAND GROUP PLC         SPON ADR F           780097804              8           300
ROYAL BK SCOTLAND GROUP PLC         SPON ADR F           780097804            266        10,000
ROYAL BK SCOTLAND GROUP PLC         SP ADR I PRF I       780097861             18           700
ROYAL BK SCOTLAND GROUP PLC         SP ADR I PRF I       780097861          1,081        41,899
ROYAL BK SCOTLAND GROUP PLC         SPON ADR SER H       780097879             20           800
ROYAL BK SCOTLAND GROUP PLC         SPON ADR SER H       780097879            225         8,800
ROYAL DUTCH PETE CO                 NY REG EUR .56       780257804             11           176
ROYAL DUTCH PETE CO                 NY REG EUR .56       780257804             31           500
ROYAL DUTCH PETE CO                 NY REG EUR .56       780257804             42           665
ROYAL DUTCH PETE CO                 NY REG EUR .56       780257804            248         3,950
ROYAL DUTCH PETE CO                 NY REG EUR .56       780257804            254         4,050
ROYAL DUTCH PETE CO                 NY REG EUR .56       780257804            536         8,540
ROYAL DUTCH SHELL PLC               SPON ADR B           780259107            402         5,842
ROYAL DUTCH SHELL PLC               SPONS ADR A          780259206             79         1,200
ROYAL DUTCH SHELL PLC               SPONS ADR A          780259206            119         1,810
ROYAL DUTCH SHELL PLC               SPONS ADR A          780259206            252         3,835
ROYAL DUTCH SHELL PLC               SPONS ADR A          780259206            468         7,130
ROYAL DUTCH SHELL PLC               SPONS ADR A          780259206          1,949        29,694
ROYAL DUTCH SHELL PLC               SPONS ADR A          780259206          1,958        29,835
ROYAL DUTCH SHELL PLC               SPONS ADR A          780259206          5,293        80,633
ROYAL KPN NV                        SPONSORED ADR        780641205             95        10,500
RYANAIR HLDGS PLC                   SPONSORED ADR        783513104             16           348
RYANAIR HLDGS PLC                   SPONSORED ADR        783513104             19           410
RYANAIR HLDGS PLC                   SPONSORED ADR        783513104            364         8,000
RYDER SYS INC                       COM                  783549108             12           357
RYDER SYS INC                       COM                  783549108             15           430
RYDER SYS INC                       COM                  783549108             17           510
RYDER SYS INC                       COM                  783549108             20           570
RYDER SYS INC                       COM                  783549108             34         1,003
RYDER SYS INC                       COM                  783549108             55         1,597
RYDER SYS INC                       COM                  783549108             62         1,800
RYDER SYS INC                       COM                  783549108             75         2,200
RYDER SYS INC                       COM                  783549108             87         2,543
RYDER SYS INC                       COM                  783549108            192         5,600
SBC COMMUNICATIONS INC              COM                  78387G103              1            56
SBC COMMUNICATIONS INC              COM                  78387G103             17           720
SBC COMMUNICATIONS INC              COM                  78387G103             34         1,400
SBC COMMUNICATIONS INC              COM                  78387G103             39         1,645
SBC COMMUNICATIONS INC              COM                  78387G103             56         2,350
SBC COMMUNICATIONS INC              COM                  78387G103             74         3,100
SBC COMMUNICATIONS INC              COM                  78387G103             80         3,345
SBC COMMUNICATIONS INC              COM                  78387G103             98         4,100
SBC COMMUNICATIONS INC              COM                  78387G103            109         4,550
SBC COMMUNICATIONS INC              COM                  78387G103            115         4,800
SBC COMMUNICATIONS INC              COM                  78387G103            203         8,473
SBC COMMUNICATIONS INC              COM                  78387G103            225         9,400
SBC COMMUNICATIONS INC              COM                  78387G103            234         9,762
SBC COMMUNICATIONS INC              COM                  78387G103            250        10,450
SBC COMMUNICATIONS INC              COM                  78387G103            255        10,650
SBC COMMUNICATIONS INC              COM                  78387G103            291        12,142
SBC COMMUNICATIONS INC              COM                  78387G103            522        21,760
SBC COMMUNICATIONS INC              COM                  78387G103            582        24,292
SBC COMMUNICATIONS INC              COM                  78387G103            657        27,420
SBC COMMUNICATIONS INC              COM                  78387G103            778        32,478
SBC COMMUNICATIONS INC              COM                  78387G103            864        36,039
SBC COMMUNICATIONS INC              COM                  78387G103          1,012        42,231
SBC COMMUNICATIONS INC              COM                  78387G103          1,075        44,860
SBC COMMUNICATIONS INC              COM                  78387G103          1,251        52,199
SBC COMMUNICATIONS INC              COM                  78387G103          1,265        52,769
SBC COMMUNICATIONS INC              COM                  78387G103          1,671        69,697
SBC COMMUNICATIONS INC              COM                  78387G103          3,000       125,153
SBC COMMUNICATIONS INC              COM                  78387G103          3,235       134,949
SBC COMMUNICATIONS INC              COM                  78387G103          3,488       145,507
SBC COMMUNICATIONS INC              COM                  78387G103          7,427       309,845
SBC COMMUNICATIONS INC              COM                  78387G103          7,606       317,330
SBC COMMUNICATIONS INC              COM                  78387G103         47,940     2,000,000
SEI INVESTMENTS CO                  COM                  784117103             17           458
SEI INVESTMENTS CO                  COM                  784117103            114         3,042
SEI INVESTMENTS CO                  COM                  784117103            321         8,540
SK TELECOM LTD                      SPONSORED ADR        78440P108              0            13
SK TELECOM LTD                      SPONSORED ADR        78440P108              1            26
SK TELECOM LTD                      SPONSORED ADR        78440P108             34         1,550
SK TELECOM LTD                      SPONSORED ADR        78440P108             58         2,658
SK TELECOM LTD                      SPONSORED ADR        78440P108             83         3,800
SK TELECOM LTD                      SPONSORED ADR        78440P108             95         4,330
SK TELECOM LTD                      SPONSORED ADR        78440P108            146         6,700
SK TELECOM LTD                      SPONSORED ADR        78440P108            216         9,906
SK TELECOM LTD                      SPONSORED ADR        78440P108            280        12,800
SK TELECOM LTD                      SPONSORED ADR        78440P108            442        20,220
SLM CORP                            COM                  78442P106             20           369
SLM CORP                            COM                  78442P106             24           450
SLM CORP                            COM                  78442P106             26           480
SLM CORP                            COM                  78442P106             42           775
SLM CORP                            COM                  78442P106             43           800
SLM CORP                            COM                  78442P106             54         1,000
SLM CORP                            COM                  78442P106             75         1,400
SLM CORP                            COM                  78442P106             95         1,772
SLM CORP                            COM                  78442P106            161         3,007
SLM CORP                            COM                  78442P106            188         3,500
SLM CORP                            COM                  78442P106            215         4,015
SLM CORP                            COM                  78442P106            268         5,000
SLM CORP                            COM                  78442P106            305         5,678
SLM CORP                            COM                  78442P106            314         5,850
SLM CORP                            COM                  78442P106            363         6,764
SLM CORP                            COM                  78442P106            461         8,586
SLM CORP                            COM                  78442P106            996        18,565
SLM CORP                            COM                  78442P106          1,126        20,997
SLM CORP                            COM                  78442P106          1,287        24,000
SLM CORP                            COM                  78442P106          2,216        41,310
SPDR TR                             UNIT SER 1           78462F103             70           570
SPDR TR                             UNIT SER 1           78462F103            135         1,100
SPDR TR                             UNIT SER 1           78462F103            221         1,800
SPDR TR                             UNIT SER 1           78462F103            285         2,318
SPDR TR                             UNIT SER 1           78462F103            357         2,901
SPDR TR                             UNIT SER 1           78462F103            573         4,658
SPDR TR                             UNIT SER 1           78462F103            644         5,232
SPDR TR                             UNIT SER 1           78462F103            833         6,770
SPDR TR                             UNIT SER 1           78462F103          1,139         9,260
SPDR TR                             UNIT SER 1           78462F103          1,539        12,510
SPDR TR                             UNIT SER 1           78462F103          2,621        21,300
SPDR TR                             UNIT SER 1           78462F103          2,768        22,500
SPDR TR                             UNIT SER 1           78462F103          5,224        42,460
SPDR TR                             UNIT SER 1           78462F103          7,235        58,800
SPDR TR                             UNIT SER 1           78462F103          7,341        59,665
SPDR TR                             UNIT SER 1           78462F103         11,229        91,259
SPDR TR                             UNIT SER 1           78462F103         49,102       399,074
SPX CORP                            COM                  784635104              6           140
SPX CORP                            COM                  784635104             21           458
SPX CORP                            COM                  784635104            135         2,942
SPX CORP                            COM                  784635104            369         8,020
SABRE HLDGS CORP                    CL A                 785905100              5           240
SABRE HLDGS CORP                    CL A                 785905100             17           814
SABRE HLDGS CORP                    CL A                 785905100             22         1,090
SABRE HLDGS CORP                    CL A                 785905100             25         1,215
SABRE HLDGS CORP                    CL A                 785905100             30         1,461
SABRE HLDGS CORP                    CL A                 785905100             40         1,950
SABRE HLDGS CORP                    CL A                 785905100             47         2,300
SABRE HLDGS CORP                    CL A                 785905100             62         3,034
SABRE HLDGS CORP                    CL A                 785905100             65         3,210
SABRE HLDGS CORP                    CL A                 785905100             74         3,653
SABRE HLDGS CORP                    CL A                 785905100            107         5,286
SABRE HLDGS CORP                    CL A                 785905100            231        11,410
SAFECO CORP                         COM                  786429100              8           148
SAFECO CORP                         COM                  786429100             48           900
SAFECO CORP                         COM                  786429100             50           930
SAFECO CORP                         COM                  786429100             59         1,100
SAFECO CORP                         COM                  786429100             65         1,210
SAFECO CORP                         COM                  786429100             80         1,500
SAFECO CORP                         COM                  786429100            107         2,000
SAFECO CORP                         COM                  786429100            114         2,133
SAFECO CORP                         COM                  786429100            314         5,886
SAFECO CORP                         COM                  786429100            709        13,280
SAFECO CORP                         COM                  786429100            838        15,693
SAFEWAY INC                         COM NEW              786514208             37         1,447
SAFEWAY INC                         COM NEW              786514208             37         1,450
SAFEWAY INC                         COM NEW              786514208             59         2,295
SAFEWAY INC                         COM NEW              786514208             72         2,800
SAFEWAY INC                         COM NEW              786514208             82         3,194
SAFEWAY INC                         COM NEW              786514208             88         3,440
SAFEWAY INC                         COM NEW              786514208            114         4,446
SAFEWAY INC                         COM NEW              786514208            121         4,729
SAFEWAY INC                         COM NEW              786514208            184         7,191
SAFEWAY INC                         COM NEW              786514208            205         7,992
SAFEWAY INC                         COM NEW              786514208            212         8,280
SAFEWAY INC                         COM NEW              786514208            241         9,398
SAFEWAY INC                         COM NEW              786514208            302        11,800
SAFEWAY INC                         COM NEW              786514208            345        13,478
SAFEWAY INC                         COM NEW              786514208            527        20,603
SAFEWAY INC                         COM NEW              786514208            578        22,566
SAFEWAY INC                         COM NEW              786514208          1,090        42,590
ST JOE CO                           COM                  790148100             25           400
ST JOE CO                           COM                  790148100             29           458
ST JOE CO                           COM                  790148100             69         1,100
ST JOE CO                           COM                  790148100            167         2,677
ST JOE CO                           COM                  790148100            184         2,942
ST JOE CO                           COM                  790148100            250         4,000
ST JOE CO                           COM                  790148100            281         4,500
ST JOE CO                           COM                  790148100            448         7,170
ST JUDE MED INC                     COM                  790849103              7           145
ST JUDE MED INC                     COM                  790849103             22           480
ST JUDE MED INC                     COM                  790849103             23           500
ST JUDE MED INC                     COM                  790849103             33           700
ST JUDE MED INC                     COM                  790849103             37           800
ST JUDE MED INC                     COM                  790849103             42           900
ST JUDE MED INC                     COM                  790849103             75         1,600
ST JUDE MED INC                     COM                  790849103             87         1,850
ST JUDE MED INC                     COM                  790849103             94         2,000
ST JUDE MED INC                     COM                  790849103            124         2,656
ST JUDE MED INC                     COM                  790849103            143         3,050
ST JUDE MED INC                     COM                  790849103            145         3,100
ST JUDE MED INC                     COM                  790849103            164         3,504
ST JUDE MED INC                     COM                  790849103            250         5,342
ST JUDE MED INC                     COM                  790849103            280         5,980
ST JUDE MED INC                     COM                  790849103            384         8,200
ST JUDE MED INC                     COM                  790849103            771        16,468
ST JUDE MED INC                     COM                  790849103            966        20,635
ST JUDE MED INC                     COM                  790849103          1,619        34,600
ST JUDE MED INC                     COM                  790849103          2,176        46,488
ST PAUL TRAVELERS INC               COM                  792860108              3            65
ST PAUL TRAVELERS INC               COM                  792860108              7           145
ST PAUL TRAVELERS INC               COM                  792860108              8           170
ST PAUL TRAVELERS INC               COM                  792860108              8           171
ST PAUL TRAVELERS INC               COM                  792860108             10           215
ST PAUL TRAVELERS INC               COM                  792860108             22           500
ST PAUL TRAVELERS INC               COM                  792860108             31           690
ST PAUL TRAVELERS INC               COM                  792860108             31           700
ST PAUL TRAVELERS INC               COM                  792860108             47         1,040
ST PAUL TRAVELERS INC               COM                  792860108             56         1,250
ST PAUL TRAVELERS INC               COM                  792860108             81         1,800
ST PAUL TRAVELERS INC               COM                  792860108             90         2,000
ST PAUL TRAVELERS INC               COM                  792860108            116         2,594
ST PAUL TRAVELERS INC               COM                  792860108            141         3,144
ST PAUL TRAVELERS INC               COM                  792860108            144         3,200
ST PAUL TRAVELERS INC               COM                  792860108            227         5,049
ST PAUL TRAVELERS INC               COM                  792860108            256         5,695
ST PAUL TRAVELERS INC               COM                  792860108            270         6,022
ST PAUL TRAVELERS INC               COM                  792860108            303         6,759
ST PAUL TRAVELERS INC               COM                  792860108            349         7,780
ST PAUL TRAVELERS INC               COM                  792860108            446         9,941
ST PAUL TRAVELERS INC               COM                  792860108            463        10,320
ST PAUL TRAVELERS INC               COM                  792860108            490        10,919
ST PAUL TRAVELERS INC               COM                  792860108            524        11,688
ST PAUL TRAVELERS INC               COM                  792860108            639        14,243
ST PAUL TRAVELERS INC               COM                  792860108            655        14,593
ST PAUL TRAVELERS INC               COM                  792860108            914        20,380
ST PAUL TRAVELERS INC               COM                  792860108            926        20,637
ST PAUL TRAVELERS INC               COM                  792860108          1,335        29,745
ST PAUL TRAVELERS INC               COM                  792860108          2,382        53,084
ST PAUL TRAVELERS INC               COM                  792860108          2,863        63,817
ST PAUL TRAVELERS INC               COM                  792860108          9,298       207,222
SAKS INC                            COM                  79377W108          1,537        83,090
SALOMON BROTHERS FD INC             COM                  795477108             38         2,690
SALOMON BROTHERS FD INC             COM                  795477108         14,080     1,000,000
SAMARITAN PHARMACEUTICALS           COM                  79586Q108             13        25,000
SAN PAOLO-IMI S P A                 SPONSORED ADR        799175104              5           160
SAN PAOLO-IMI S P A                 SPONSORED ADR        799175104             28           895
SAN PAOLO-IMI S P A                 SPONSORED ADR        799175104            214         6,873
SANDISK CORP                        COM                  80004C101              2            50
SANDISK CORP                        COM                  80004C101             45           930
SANDISK CORP                        COM                  80004C101             68         1,400
SANDISK CORP                        COM                  80004C101             84         1,750
SANDISK CORP                        COM                  80004C101            145         3,000
SANDISK CORP                        COM                  80004C101            285         5,900
SANDISK CORP                        COM                  80004C101            450         9,333
SANDISK CORP                        COM                  80004C101            825        17,100
SANMINA SCI CORP                    COM                  800907107              1           300
SANMINA SCI CORP                    COM                  800907107              9         2,160
SANMINA SCI CORP                    COM                  800907107             17         3,869
SANMINA SCI CORP                    COM                  800907107             17         3,945
SANMINA SCI CORP                    COM                  800907107             17         4,000
SANMINA SCI CORP                    COM                  800907107             18         4,120
SANMINA SCI CORP                    COM                  800907107             21         4,821
SANMINA SCI CORP                    COM                  800907107             33         7,700
SANMINA SCI CORP                    COM                  800907107             34         8,040
SANMINA SCI CORP                    COM                  800907107             71        16,600
SANMINA SCI CORP                    COM                  800907107             76        17,700
SANMINA SCI CORP                    COM                  800907107             87        20,247
SANMINA SCI CORP                    COM                  800907107            113        26,433
SANMINA SCI CORP                    COM                  800907107            198        46,040
SANMINA SCI CORP                    COM                  800907107            831       193,750
SANMINA SCI CORP                    COM                  800907107          1,194       278,400
SANOFI AVENTIS                      SPONSORED ADR        80105N105             25           598
SANOFI AVENTIS                      SPONSORED ADR        80105N105            113         2,723
SANOFI AVENTIS                      SPONSORED ADR        80105N105            237         5,711
SANOFI AVENTIS                      SPONSORED ADR        80105N105            446        10,730
SAP AKTIENGESELLSCHAFT              SPONSORED ADR        803054204              1            25
SAP AKTIENGESELLSCHAFT              SPONSORED ADR        803054204              5           115
SAP AKTIENGESELLSCHAFT              SPONSORED ADR        803054204             13           310
SAP AKTIENGESELLSCHAFT              SPONSORED ADR        803054204             33           770
SAP AKTIENGESELLSCHAFT              SPONSORED ADR        803054204             69         1,600
SAP AKTIENGESELLSCHAFT              SPONSORED ADR        803054204            709        16,358
SARA LEE CORP                       COM                  803111103             15           800
SARA LEE CORP                       COM                  803111103             19         1,000
SARA LEE CORP                       COM                  803111103             20         1,050
SARA LEE CORP                       COM                  803111103             35         1,850
SARA LEE CORP                       COM                  803111103             52         2,750
SARA LEE CORP                       COM                  803111103             71         3,765
SARA LEE CORP                       COM                  803111103             85         4,481
SARA LEE CORP                       COM                  803111103            105         5,550
SARA LEE CORP                       COM                  803111103            123         6,480
SARA LEE CORP                       COM                  803111103            145         7,655
SARA LEE CORP                       COM                  803111103            218        11,492
SARA LEE CORP                       COM                  803111103            245        12,907
SARA LEE CORP                       COM                  803111103            332        17,496
SARA LEE CORP                       COM                  803111103            339        17,900
SARA LEE CORP                       COM                  803111103            484        25,532
SARA LEE CORP                       COM                  803111103            670        35,335
SARA LEE CORP                       COM                  803111103            748        39,455
SARA LEE CORP                       COM                  803111103            956        50,458
SARA LEE CORP                       COM                  803111103          1,446        76,320
SASOL LTD                           SPONSORED ADR        803866300              2            50
SASOL LTD                           SPONSORED ADR        803866300              4           113
SASOL LTD                           SPONSORED ADR        803866300             11           288
SASOL LTD                           SPONSORED ADR        803866300             12           304
SASOL LTD                           SPONSORED ADR        803866300            379         9,800
SATYAM COMPUTER SERVICES LTD        ADR                  804098101              2            52
SATYAM COMPUTER SERVICES LTD        ADR                  804098101              3           102
SATYAM COMPUTER SERVICES LTD        ADR                  804098101              4           117
SATYAM COMPUTER SERVICES LTD        ADR                  804098101             10           315
SATYAM COMPUTER SERVICES LTD        ADR                  804098101            242         8,000
SCANA CORP NEW                      COM                  80589M102              4           100
SCANA CORP NEW                      COM                  80589M102             30           713
SCANA CORP NEW                      COM                  80589M102             42         1,000
SCANA CORP NEW                      COM                  80589M102            185         4,387
SCANA CORP NEW                      COM                  80589M102            317         7,500
SCANA CORP NEW                      COM                  80589M102            491        11,630
SCHEIN HENRY INC                    COM                  806407102             22           509
SCHEIN HENRY INC                    COM                  806407102            149         3,491
SCHEIN HENRY INC                    COM                  806407102            162         3,792
SCHEIN HENRY INC                    COM                  806407102            190         4,460
SCHEIN HENRY INC                    COM                  806407102            344         8,080
SCHERING A G                        SPONSORED ADR        806585204              6           100
SCHERING A G                        SPONSORED ADR        806585204            110         1,740
SCHERING A G                        SPONSORED ADR        806585204            149         2,349
SCHERING PLOUGH CORP                COM                  806605101              4           200
SCHERING PLOUGH CORP                COM                  806605101              6           300
SCHERING PLOUGH CORP                COM                  806605101             19           900
SCHERING PLOUGH CORP                COM                  806605101             27         1,290
SCHERING PLOUGH CORP                COM                  806605101             31         1,450
SCHERING PLOUGH CORP                COM                  806605101             34         1,600
SCHERING PLOUGH CORP                COM                  806605101             45         2,130
SCHERING PLOUGH CORP                COM                  806605101             52         2,450
SCHERING PLOUGH CORP                COM                  806605101             54         2,584
SCHERING PLOUGH CORP                COM                  806605101             67         3,200
SCHERING PLOUGH CORP                COM                  806605101             76         3,595
SCHERING PLOUGH CORP                COM                  806605101             80         3,810
SCHERING PLOUGH CORP                COM                  806605101             84         4,000
SCHERING PLOUGH CORP                COM                  806605101             84         4,000
SCHERING PLOUGH CORP                COM                  806605101             91         4,300
SCHERING PLOUGH CORP                COM                  806605101            115         5,474
SCHERING PLOUGH CORP                COM                  806605101            124         5,900
SCHERING PLOUGH CORP                COM                  806605101            166         7,900
SCHERING PLOUGH CORP                COM                  806605101            231        10,967
SCHERING PLOUGH CORP                COM                  806605101            231        10,978
SCHERING PLOUGH CORP                COM                  806605101            263        12,500
SCHERING PLOUGH CORP                COM                  806605101            300        14,240
SCHERING PLOUGH CORP                COM                  806605101            309        14,690
SCHERING PLOUGH CORP                COM                  806605101            341        16,190
SCHERING PLOUGH CORP                COM                  806605101            404        19,200
SCHERING PLOUGH CORP                COM                  806605101            501        23,803
SCHERING PLOUGH CORP                COM                  806605101            672        31,908
SCHERING PLOUGH CORP                COM                  806605101            865        41,096
SCHERING PLOUGH CORP                COM                  806605101          1,230        58,440
SCHERING PLOUGH CORP                COM                  806605101          1,359        64,579
SCHERING PLOUGH CORP                COM                  806605101          1,684        80,000
SCHERING PLOUGH CORP                COM                  806605101          2,920       138,730
SCHLUMBERGER LTD                    COM                  806857108             25           300
SCHLUMBERGER LTD                    COM                  806857108             25           300
SCHLUMBERGER LTD                    COM                  806857108             42           500
SCHLUMBERGER LTD                    COM                  806857108             46           550
SCHLUMBERGER LTD                    COM                  806857108             80           950
SCHLUMBERGER LTD                    COM                  806857108             99         1,170
SCHLUMBERGER LTD                    COM                  806857108            128         1,519
SCHLUMBERGER LTD                    COM                  806857108            139         1,650
SCHLUMBERGER LTD                    COM                  806857108            156         1,845
SCHLUMBERGER LTD                    COM                  806857108            169         2,000
SCHLUMBERGER LTD                    COM                  806857108            172         2,043
SCHLUMBERGER LTD                    COM                  806857108            230         2,720
SCHLUMBERGER LTD                    COM                  806857108            366         4,338
SCHLUMBERGER LTD                    COM                  806857108            388         4,593
SCHLUMBERGER LTD                    COM                  806857108            396         4,690
SCHLUMBERGER LTD                    COM                  806857108            420         4,974
SCHLUMBERGER LTD                    COM                  806857108            483         5,727
SCHLUMBERGER LTD                    COM                  806857108            532         6,305
SCHLUMBERGER LTD                    COM                  806857108            543         6,430
SCHLUMBERGER LTD                    COM                  806857108            611         7,245
SCHLUMBERGER LTD                    COM                  806857108            658         7,800
SCHLUMBERGER LTD                    COM                  806857108            699         8,282
SCHLUMBERGER LTD                    COM                  806857108            775         9,189
SCHLUMBERGER LTD                    COM                  806857108            789         9,353
SCHLUMBERGER LTD                    COM                  806857108          1,094        12,963
SCHLUMBERGER LTD                    COM                  806857108          1,125        13,327
SCHLUMBERGER LTD                    COM                  806857108          1,634        19,360
SCHLUMBERGER LTD                    COM                  806857108          1,823        21,600
SCHLUMBERGER LTD                    COM                  806857108          2,164        25,648
SCHLUMBERGER LTD                    COM                  806857108          2,496        29,586
SCHLUMBERGER LTD                    COM                  806857108          3,004        35,600
SCHLUMBERGER LTD                    COM                  806857108          4,344        51,487
SCHLUMBERGER LTD                    COM                  806857108          4,702        55,730
SCHLUMBERGER LTD                    COM                  806857108          4,910        58,186
SCHLUMBERGER LTD                    COM                  806857108          5,267        62,420
SCHLUMBERGER LTD                    COM                  806857108         45,231       536,043
SCHWAB CHARLES CORP NEW             COM                  808513105             14         1,000
SCHWAB CHARLES CORP NEW             COM                  808513105             28         1,910
SCHWAB CHARLES CORP NEW             COM                  808513105             38         2,600
SCHWAB CHARLES CORP NEW             COM                  808513105             40         2,750
SCHWAB CHARLES CORP NEW             COM                  808513105             45         3,150
SCHWAB CHARLES CORP NEW             COM                  808513105             46         3,170
SCHWAB CHARLES CORP NEW             COM                  808513105             53         3,700
SCHWAB CHARLES CORP NEW             COM                  808513105             82         5,656
SCHWAB CHARLES CORP NEW             COM                  808513105             88         6,100
SCHWAB CHARLES CORP NEW             COM                  808513105             97         6,691
SCHWAB CHARLES CORP NEW             COM                  808513105            101         6,983
SCHWAB CHARLES CORP NEW             COM                  808513105            110         7,603
SCHWAB CHARLES CORP NEW             COM                  808513105            127         8,830
SCHWAB CHARLES CORP NEW             COM                  808513105            146        10,123
SCHWAB CHARLES CORP NEW             COM                  808513105            247        17,147
SCHWAB CHARLES CORP NEW             COM                  808513105            255        17,700
SCHWAB CHARLES CORP NEW             COM                  808513105            267        18,500
SCHWAB CHARLES CORP NEW             COM                  808513105            301        20,850
SCHWAB CHARLES CORP NEW             COM                  808513105            364        25,255
SCHWAB CHARLES CORP NEW             COM                  808513105            895        62,009
SCHWAB CHARLES CORP NEW             COM                  808513105          1,770       122,640
SCHWAB CHARLES CORP NEW             COM                  808513105          5,051       350,000
SCIENTIFIC ATLANTA INC              COM                  808655104             34           900
SCIENTIFIC ATLANTA INC              COM                  808655104             39         1,030
SCIENTIFIC ATLANTA INC              COM                  808655104             45         1,210
SCIENTIFIC ATLANTA INC              COM                  808655104             56         1,500
SCIENTIFIC ATLANTA INC              COM                  808655104             57         1,520
SCIENTIFIC ATLANTA INC              COM                  808655104             64         1,700
SCIENTIFIC ATLANTA INC              COM                  808655104             75         2,000
SCIENTIFIC ATLANTA INC              COM                  808655104             86         2,300
SCIENTIFIC ATLANTA INC              COM                  808655104             88         2,353
SCIENTIFIC ATLANTA INC              COM                  808655104            160         4,275
SCIENTIFIC ATLANTA INC              COM                  808655104            163         4,341
SCIENTIFIC ATLANTA INC              COM                  808655104            226         6,033
SCIENTIFIC ATLANTA INC              COM                  808655104            554        14,780
SCIENTIFIC ATLANTA INC              COM                  808655104          2,323        61,920
SCRIPPS E W CO OHIO                 CL A                 811054204             17           350
SCRIPPS E W CO OHIO                 CL A                 811054204            136         2,720
SCRIPPS E W CO OHIO                 CL A                 811054204            187         3,740
SCRIPPS E W CO OHIO                 CL A                 811054204            225         4,493
SCRIPPS E W CO OHIO                 CL A                 811054204            463         9,260
SCRIPPS E W CO OHIO                 CL A                 811054204            465         9,300
SCUDDER NEW ASIA FD INC             COM                  811183102            228        12,000
SCUDDER NEW ASIA FD INC             COM                  811183102            685        36,000
SEALED AIR CORP NEW                 COM                  81211K100             15           323
SEALED AIR CORP NEW                 COM                  81211K100             28           590
SEALED AIR CORP NEW                 COM                  81211K100             31           660
SEALED AIR CORP NEW                 COM                  81211K100             42           890
SEALED AIR CORP NEW                 COM                  81211K100             47         1,000
SEALED AIR CORP NEW                 COM                  81211K100             53         1,115
SEALED AIR CORP NEW                 COM                  81211K100             58         1,215
SEALED AIR CORP NEW                 COM                  81211K100            108         2,280
SEALED AIR CORP NEW                 COM                  81211K100            156         3,291
SEALED AIR CORP NEW                 COM                  81211K100            230         4,847
SEALED AIR CORP NEW                 COM                  81211K100            390         8,210
SEALED AIR CORP NEW                 COM                  81211K100            654        13,774
SEARS HLDGS CORP                    COM                  812350106             25           200
SEARS HLDGS CORP                    COM                  812350106             32           261
SEARS HLDGS CORP                    COM                  812350106             45           360
SEARS HLDGS CORP                    COM                  812350106             46           368
SEARS HLDGS CORP                    COM                  812350106             62           500
SEARS HLDGS CORP                    COM                  812350106             90           720
SEARS HLDGS CORP                    COM                  812350106             96           773
SEARS HLDGS CORP                    COM                  812350106            106           850
SEARS HLDGS CORP                    COM                  812350106            124         1,000
SEARS HLDGS CORP                    COM                  812350106            124         1,000
SEARS HLDGS CORP                    COM                  812350106            148         1,186
SEARS HLDGS CORP                    COM                  812350106            212         1,700
SEARS HLDGS CORP                    COM                  812350106            217         1,747
SEARS HLDGS CORP                    COM                  812350106            276         2,219
SEARS HLDGS CORP                    COM                  812350106            286         2,300
SEARS HLDGS CORP                    COM                  812350106            597         4,800
SEARS HLDGS CORP                    COM                  812350106            655         5,260
SEARS HLDGS CORP                    COM                  812350106          1,307        10,500
SELECT SECTOR SPDR TR               SBI HEALTHCARE       81369Y209             48         1,530
SELECT SECTOR SPDR TR               SBI HEALTHCARE       81369Y209            147         4,697
SELECT SECTOR SPDR TR               SBI HEALTHCARE       81369Y209            199         6,340
SELECT SECTOR SPDR TR               SBI INT-ENERGY       81369Y506             33           619
SELECT SECTOR SPDR TR               SBI INT-ENERGY       81369Y506            113         2,100
SELECT SECTOR SPDR TR               SBI INT-ENERGY       81369Y506            182         3,398
SELECT SECTOR SPDR TR               SBI INT-ENERGY       81369Y506            188         3,500
SELECT SECTOR SPDR TR               SBI INT-ENERGY       81369Y506            376         7,000
SELECT SECTOR SPDR TR               SBI INT-ENERGY       81369Y506            551        10,265
SELECT SECTOR SPDR TR               SBI INT-FINL         81369Y605            189         6,388
SELECT SECTOR SPDR TR               SBI INT-FINL         81369Y605            191         6,485
SELECT SECTOR SPDR TR               SBI INT-FINL         81369Y605            514        17,415
SELECT SECTOR SPDR TR               SBI INT-FINL         81369Y605          6,568       222,510
SELECT SECTOR SPDR TR               SBI INT-INDS         81369Y704             15           490
SELECT SECTOR SPDR TR               SBI INT-INDS         81369Y704             74         2,460
SELECT SECTOR SPDR TR               SBI INT-INDS         81369Y704            129         4,290
SELECT SECTOR SPDR TR               SBI INT-INDS         81369Y704          2,891        95,870
SELECT SECTOR SPDR TR               SBI INT-TECH         81369Y803             10           500
SELECT SECTOR SPDR TR               SBI INT-TECH         81369Y803             13           600
SELECT SECTOR SPDR TR               SBI INT-TECH         81369Y803             90         4,305
SELECT SECTOR SPDR TR               SBI INT-TECH         81369Y803            185         8,853
SELECT SECTOR SPDR TR               SBI INT-TECH         81369Y803          3,070       146,910
SELECT SECTOR SPDR TR               SBI INT-UTILS        81369Y886             34         1,004
SELECT SECTOR SPDR TR               SBI INT-UTILS        81369Y886             45         1,350
SELECT SECTOR SPDR TR               SBI INT-UTILS        81369Y886            259         7,700
SEMICONDUCTOR HLDRS TR              DEP RCPT             816636203              4           100
SEMICONDUCTOR HLDRS TR              DEP RCPT             816636203             30           800
SEMICONDUCTOR HLDRS TR              DEP RCPT             816636203            206         5,570
SEMICONDUCTOR HLDRS TR              DEP RCPT             816636203            307         8,300
SEMICONDUCTOR HLDRS TR              DEP RCPT             816636203            805        21,800
SEMPRA ENERGY                       COM                  816851109              7           145
SEMPRA ENERGY                       COM                  816851109             17           370
SEMPRA ENERGY                       COM                  816851109             88         1,870
SEMPRA ENERGY                       COM                  816851109            105         2,230
SEMPRA ENERGY                       COM                  816851109            120         2,557
SEMPRA ENERGY                       COM                  816851109            171         3,628
SEMPRA ENERGY                       COM                  816851109            199         4,225
SEMPRA ENERGY                       COM                  816851109            218         4,625
SEMPRA ENERGY                       COM                  816851109            239         5,081
SEMPRA ENERGY                       COM                  816851109            526        11,175
SEMPRA ENERGY                       COM                  816851109            856        18,190
SEMPRA ENERGY                       COM                  816851109          1,074        22,830
SEPRACOR INC                        COM                  817315104             16           273
SEPRACOR INC                        COM                  817315104             24           400
SEPRACOR INC                        COM                  817315104             36           611
SEPRACOR INC                        COM                  817315104             59         1,000
SEPRACOR INC                        COM                  817315104             88         1,488
SEPRACOR INC                        COM                  817315104            294         4,989
SEPRACOR INC                        COM                  817315104            560         9,500
SERVICE CORP INTL                   COM                  817565104             25         3,000
SERVICE CORP INTL                   COM                  817565104             33         4,000
SERVICE CORP INTL                   COM                  817565104             41         5,000
SERVICEMASTER CO                    COM                  81760N109             23         1,679
SERVICEMASTER CO                    COM                  81760N109             97         7,159
SERVICEMASTER CO                    COM                  81760N109            153        11,321
SERVICEMASTER CO                    COM                  81760N109            379        27,970
SHAW COMMUNICATIONS INC             CL B CONV            82028K200             25         1,200
SHAW COMMUNICATIONS INC             CL B CONV            82028K200          1,347        64,258
SHERWIN WILLIAMS CO                 COM                  824348106             36           814
SHERWIN WILLIAMS CO                 COM                  824348106             40           899
SHERWIN WILLIAMS CO                 COM                  824348106             43           980
SHERWIN WILLIAMS CO                 COM                  824348106             48         1,100
SHERWIN WILLIAMS CO                 COM                  824348106             51         1,156
SHERWIN WILLIAMS CO                 COM                  824348106             82         1,850
SHERWIN WILLIAMS CO                 COM                  824348106             84         1,896
SHERWIN WILLIAMS CO                 COM                  824348106            244         5,535
SHERWIN WILLIAMS CO                 COM                  824348106            558        12,670
SHERWIN WILLIAMS CO                 COM                  824348106          1,141        25,897
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD       824596100             67           960
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD       824596100            165         2,375
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD       824596100            187         2,700
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD       824596100            394         5,680
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD       824596100            868        12,510
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD       824596100          1,415        20,400
SIEBEL SYS INC                      COM                  826170102              3           262
SIEBEL SYS INC                      COM                  826170102             21         2,000
SIEBEL SYS INC                      COM                  826170102             34         3,279
SIEBEL SYS INC                      COM                  826170102             41         4,000
SIEBEL SYS INC                      COM                  826170102             43         4,169
SIEBEL SYS INC                      COM                  826170102             46         4,500
SIEBEL SYS INC                      COM                  826170102             52         5,061
SIEBEL SYS INC                      COM                  826170102             77         7,437
SIEBEL SYS INC                      COM                  826170102             93         9,000
SIEBEL SYS INC                      COM                  826170102            132        12,793
SIEBEL SYS INC                      COM                  826170102            155        15,000
SIEBEL SYS INC                      COM                  826170102            259        25,047
SIEBEL SYS INC                      COM                  826170102            512        49,560
SIEMENS A G                         SPONSORED ADR        826197501              4            52
SIEMENS A G                         SPONSORED ADR        826197501             19           250
SIEMENS A G                         SPONSORED ADR        826197501             34           440
SIEMENS A G                         SPONSORED ADR        826197501            188         2,428
SIEMENS A G                         SPONSORED ADR        826197501            224         2,899
SIGMA ALDRICH CORP                  COM                  826552101             32           500
SIGMA ALDRICH CORP                  COM                  826552101             35           550
SIGMA ALDRICH CORP                  COM                  826552101             38           600
SIGMA ALDRICH CORP                  COM                  826552101             39           610
SIGMA ALDRICH CORP                  COM                  826552101             64         1,000
SIGMA ALDRICH CORP                  COM                  826552101             64         1,000
SIGMA ALDRICH CORP                  COM                  826552101             83         1,300
SIGMA ALDRICH CORP                  COM                  826552101             90         1,407
SIGMA ALDRICH CORP                  COM                  826552101            173         2,693
SIGMA ALDRICH CORP                  COM                  826552101            253         3,942
SIGMA ALDRICH CORP                  COM                  826552101            473         7,380
SILICONWARE PRECISION INDS L        SPONSD ADR SPL       827084864              1           118
SILICONWARE PRECISION INDS L        SPONSD ADR SPL       827084864              1           229
SILICONWARE PRECISION INDS L        SPONSD ADR SPL       827084864              1           268
SILICONWARE PRECISION INDS L        SPONSD ADR SPL       827084864              4           724
SILICONWARE PRECISION INDS L        SPONSD ADR SPL       827084864          3,477       671,181
SILICONWARE PRECISION INDS L        SPONSD ADR SPL       827084864          7,446     1,437,547
SILVER STD RES INC                  COM                  82823L106             10           750
SILVER STD RES INC                  COM                  82823L106          1,059        77,298
SIMON PPTY GROUP INC NEW            COM                  828806109             14           190
SIMON PPTY GROUP INC NEW            COM                  828806109             37           500
SIMON PPTY GROUP INC NEW            COM                  828806109             48           650
SIMON PPTY GROUP INC NEW            COM                  828806109             87         1,173
SIMON PPTY GROUP INC NEW            COM                  828806109            100         1,347
SIMON PPTY GROUP INC NEW            COM                  828806109            115         1,550
SIMON PPTY GROUP INC NEW            COM                  828806109            132         1,775
SIMON PPTY GROUP INC NEW            COM                  828806109            192         2,584
SIMON PPTY GROUP INC NEW            COM                  828806109            222         3,001
SIMON PPTY GROUP INC NEW            COM                  828806109            356         4,800
SIMON PPTY GROUP INC NEW            COM                  828806109            389         5,249
SIMON PPTY GROUP INC NEW            COM                  828806109            597         8,049
SIMON PPTY GROUP INC NEW            COM                  828806109          1,556        20,990
SINOPEC SHANGHAI PETROCHEMIC        SPON ADR H           82935M109             95         2,700
SINOPEC SHANGHAI PETROCHEMIC        SPON ADR H           82935M109            112         3,175
SIRIUS SATELLITE RADIO INC          COM                  82966U103              7         1,000
SIRIUS SATELLITE RADIO INC          COM                  82966U103             33         5,000
SIRIUS SATELLITE RADIO INC          COM                  82966U103             33         5,100
SIRIUS SATELLITE RADIO INC          COM                  82966U103             35         5,300
SIRIUS SATELLITE RADIO INC          COM                  82966U103             39         5,900
SIRIUS SATELLITE RADIO INC          COM                  82966U103             50         7,682
SIRIUS SATELLITE RADIO INC          COM                  82966U103            411        62,918
SIRIUS SATELLITE RADIO INC          COM                  82966U103            823       125,900
SMART & FINAL INC                   COM                  831683107          2,329       180,000
SMITH INTL INC                      COM                  832110100             18           530
SMITH INTL INC                      COM                  832110100             20           611
SMITH INTL INC                      COM                  832110100             21           633
SMITH INTL INC                      COM                  832110100             29           858
SMITH INTL INC                      COM                  832110100             47         1,400
SMITH INTL INC                      COM                  832110100            329         9,878
SMITH INTL INC                      COM                  832110100            711        21,340
SMITHFIELD FOODS INC                COM                  832248108             15           500
SMITHFIELD FOODS INC                COM                  832248108             19           625
SMITHFIELD FOODS INC                COM                  832248108             20           662
SMITHFIELD FOODS INC                COM                  832248108            129         4,338
SMITHFIELD FOODS INC                COM                  832248108            285         9,600
SMUCKER J M CO                      COM NEW              832696405              0             2
SMUCKER J M CO                      COM NEW              832696405              3            64
SMUCKER J M CO                      COM NEW              832696405             59         1,222
SMUCKER J M CO                      COM NEW              832696405            194         4,004
SMURFIT-STONE CONTAINER CORP        COM                  832727101              4           345
SMURFIT-STONE CONTAINER CORP        COM                  832727101             14         1,350
SMURFIT-STONE CONTAINER CORP        COM                  832727101             19         1,800
SMURFIT-STONE CONTAINER CORP        COM                  832727101             21         2,000
SMURFIT-STONE CONTAINER CORP        COM                  832727101             76         7,380
SMURFIT-STONE CONTAINER CORP        COM                  832727101            103         9,900
SMURFIT-STONE CONTAINER CORP        COM                  832727101            123        11,917
SMURFIT-STONE CONTAINER CORP        COM                  832727101            184        17,760
SOLECTRON CORP                      COM                  834182107             17         4,435
SOLECTRON CORP                      COM                  834182107             22         5,700
SOLECTRON CORP                      COM                  834182107             23         5,851
SOLECTRON CORP                      COM                  834182107             27         7,028
SOLECTRON CORP                      COM                  834182107             30         7,610
SOLECTRON CORP                      COM                  834182107             35         8,931
SOLECTRON CORP                      COM                  834182107             37         9,590
SOLECTRON CORP                      COM                  834182107             40        10,356
SOLECTRON CORP                      COM                  834182107             51        12,987
SOLECTRON CORP                      COM                  834182107             59        15,054
SOLECTRON CORP                      COM                  834182107             92        23,653
SOLECTRON CORP                      COM                  834182107            148        37,749
SOLECTRON CORP                      COM                  834182107            191        48,895
SOLECTRON CORP                      COM                  834182107            365        93,280
SONY CORP                           ADR NEW              835699307              2            60
SONY CORP                           ADR NEW              835699307             20           600
SONY CORP                           ADR NEW              835699307             30           905
SONY CORP                           ADR NEW              835699307             46         1,390
SONY CORP                           ADR NEW              835699307            119         3,600
SONY CORP                           ADR NEW              835699307            222         6,675
SONY CORP                           ADR NEW              835699307            232         6,989
SONY CORP                           ADR NEW              835699307          1,608        48,450
SOUTHERN CO                         COM                  842587107              4           120
SOUTHERN CO                         COM                  842587107             25           700
SOUTHERN CO                         COM                  842587107             25           700
SOUTHERN CO                         COM                  842587107             25           700
SOUTHERN CO                         COM                  842587107             28           790
SOUTHERN CO                         COM                  842587107             55         1,550
SOUTHERN CO                         COM                  842587107             89         2,500
SOUTHERN CO                         COM                  842587107            108         3,008
SOUTHERN CO                         COM                  842587107            143         4,000
SOUTHERN CO                         COM                  842587107            199         5,561
SOUTHERN CO                         COM                  842587107            219         6,120
SOUTHERN CO                         COM                  842587107            220         6,140
SOUTHERN CO                         COM                  842587107            255         7,128
SOUTHERN CO                         COM                  842587107            353         9,881
SOUTHERN CO                         COM                  842587107            391        10,937
SOUTHERN CO                         COM                  842587107            418        11,700
SOUTHERN CO                         COM                  842587107            426        11,900
SOUTHERN CO                         COM                  842587107            432        12,074
SOUTHERN CO                         COM                  842587107            632        17,684
SOUTHERN CO                         COM                  842587107          1,155        32,289
SOUTHERN CO                         COM                  842587107          2,493        69,720
SOUTHERN CO                         COM                  842587107          3,762       105,206
SOUTHERN CO                         COM                  842587107          4,644       129,871
SOUTHERN CO                         COM                  842587107        143,040     4,000,000
SOUTHERN PERU COPPER CORP           COM                  843611104             56         1,000
SOUTHERN PERU COPPER CORP           COM                  843611104            677        12,100
SOUTHWEST AIRLS CO                  COM                  844741108              2           140
SOUTHWEST AIRLS CO                  COM                  844741108             16         1,100
SOUTHWEST AIRLS CO                  COM                  844741108             18         1,230
SOUTHWEST AIRLS CO                  COM                  844741108             26         1,750
SOUTHWEST AIRLS CO                  COM                  844741108             30         2,000
SOUTHWEST AIRLS CO                  COM                  844741108             58         3,900
SOUTHWEST AIRLS CO                  COM                  844741108             60         4,033
SOUTHWEST AIRLS CO                  COM                  844741108             69         4,626
SOUTHWEST AIRLS CO                  COM                  844741108             75         5,062
SOUTHWEST AIRLS CO                  COM                  844741108             76         5,150
SOUTHWEST AIRLS CO                  COM                  844741108             78         5,254
SOUTHWEST AIRLS CO                  COM                  844741108             96         6,486
SOUTHWEST AIRLS CO                  COM                  844741108            165        11,102
SOUTHWEST AIRLS CO                  COM                  844741108            233        15,674
SOUTHWEST AIRLS CO                  COM                  844741108            517        34,842
SOUTHWEST AIRLS CO                  COM                  844741108            531        35,767
SOUTHWEST AIRLS CO                  COM                  844741108          1,081        72,790
SOUTHWEST AIRLS CO                  COM                  844741108          2,955       198,970
SOVEREIGN BANCORP INC               COM                  845905108             21           947
SOVEREIGN BANCORP INC               COM                  845905108             47         2,137
SOVEREIGN BANCORP INC               COM                  845905108             62         2,810
SOVEREIGN BANCORP INC               COM                  845905108             65         2,951
SOVEREIGN BANCORP INC               COM                  845905108             66         3,000
SOVEREIGN BANCORP INC               COM                  845905108             67         3,020
SOVEREIGN BANCORP INC               COM                  845905108             80         3,640
SOVEREIGN BANCORP INC               COM                  845905108             94         4,250
SOVEREIGN BANCORP INC               COM                  845905108            117         5,300
SOVEREIGN BANCORP INC               COM                  845905108            220        10,000
SOVEREIGN BANCORP INC               COM                  845905108            380        17,263
SOVEREIGN BANCORP INC               COM                  845905108            767        34,780
SPEEDUS CORP                        COM                  847723103             14        10,000
SPINNAKER EXPL CO                   COM                  84855W109            207         3,200
SPINNAKER EXPL CO                   COM                  84855W109            828        12,800
SPRINT NEXTEL CORP                  COM FON              852061100              4           165
SPRINT NEXTEL CORP                  COM FON              852061100              6           260
SPRINT NEXTEL CORP                  COM FON              852061100              9           375
SPRINT NEXTEL CORP                  COM FON              852061100             15           625
SPRINT NEXTEL CORP                  COM FON              852061100             32         1,334
SPRINT NEXTEL CORP                  COM FON              852061100             38         1,590
SPRINT NEXTEL CORP                  COM FON              852061100             51         2,127
SPRINT NEXTEL CORP                  COM FON              852061100             58         2,454
SPRINT NEXTEL CORP                  COM FON              852061100             60         2,520
SPRINT NEXTEL CORP                  COM FON              852061100             76         3,200
SPRINT NEXTEL CORP                  COM FON              852061100             81         3,387
SPRINT NEXTEL CORP                  COM FON              852061100             95         4,000
SPRINT NEXTEL CORP                  COM FON              852061100            102         4,291
SPRINT NEXTEL CORP                  COM FON              852061100            116         4,899
SPRINT NEXTEL CORP                  COM FON              852061100            166         7,000
SPRINT NEXTEL CORP                  COM FON              852061100            179         7,539
SPRINT NEXTEL CORP                  COM FON              852061100            226         9,512
SPRINT NEXTEL CORP                  COM FON              852061100            253        10,643
SPRINT NEXTEL CORP                  COM FON              852061100            378        15,905
SPRINT NEXTEL CORP                  COM FON              852061100            390        16,400
SPRINT NEXTEL CORP                  COM FON              852061100            414        17,429
SPRINT NEXTEL CORP                  COM FON              852061100            458        19,264
SPRINT NEXTEL CORP                  COM FON              852061100            513        21,591
SPRINT NEXTEL CORP                  COM FON              852061100            586        24,650
SPRINT NEXTEL CORP                  COM FON              852061100            686        28,854
SPRINT NEXTEL CORP                  COM FON              852061100            976        41,024
SPRINT NEXTEL CORP                  COM FON              852061100          1,062        44,672
SPRINT NEXTEL CORP                  COM FON              852061100          1,115        46,881
SPRINT NEXTEL CORP                  COM FON              852061100          1,492        62,733
SPRINT NEXTEL CORP                  COM FON              852061100          1,578        66,373
SPRINT NEXTEL CORP                  COM FON              852061100          2,923       122,926
SPRINT NEXTEL CORP                  COM FON              852061100          6,279       264,026
SPRINT NEXTEL CORP                  COM FON              852061100          6,718       282,499
SS&C TECHNOLOGIES INC               COM                  85227Q100          1,019        27,819
SS&C TECHNOLOGIES INC               COM                  85227Q100          1,406        38,362
STANLEY WKS                         COM                  854616109              6           130
STANLEY WKS                         COM                  854616109             15           320
STANLEY WKS                         COM                  854616109             21           458
STANLEY WKS                         COM                  854616109             27           580
STANLEY WKS                         COM                  854616109             30           650
STANLEY WKS                         COM                  854616109             37           800
STANLEY WKS                         COM                  854616109             56         1,200
STANLEY WKS                         COM                  854616109             61         1,300
STANLEY WKS                         COM                  854616109            147         3,142
STANLEY WKS                         COM                  854616109            202         4,338
STANLEY WKS                         COM                  854616109            327         7,000
STANLEY WKS                         COM                  854616109            371         7,950
STAPLES INC                         COM                  855030102             12           574
STAPLES INC                         COM                  855030102             13           600
STAPLES INC                         COM                  855030102             21           970
STAPLES INC                         COM                  855030102             30         1,400
STAPLES INC                         COM                  855030102             37         1,725
STAPLES INC                         COM                  855030102             64         3,000
STAPLES INC                         COM                  855030102             76         3,573
STAPLES INC                         COM                  855030102             91         4,250
STAPLES INC                         COM                  855030102            101         4,759
STAPLES INC                         COM                  855030102            117         5,499
STAPLES INC                         COM                  855030102            131         6,160
STAPLES INC                         COM                  855030102            153         7,186
STAPLES INC                         COM                  855030102            177         8,300
STAPLES INC                         COM                  855030102            236        11,089
STAPLES INC                         COM                  855030102            246        11,540
STAPLES INC                         COM                  855030102            258        12,107
STAPLES INC                         COM                  855030102            267        12,500
STAPLES INC                         COM                  855030102            354        16,606
STAPLES INC                         COM                  855030102            742        34,817
STAPLES INC                         COM                  855030102            788        36,956
STAPLES INC                         COM                  855030102          1,474        69,135
STARBUCKS CORP                      COM                  855244109             11           220
STARBUCKS CORP                      COM                  855244109             15           300
STARBUCKS CORP                      COM                  855244109             20           400
STARBUCKS CORP                      COM                  855244109             23           450
STARBUCKS CORP                      COM                  855244109             35           700
STARBUCKS CORP                      COM                  855244109             46           921
STARBUCKS CORP                      COM                  855244109             55         1,100
STARBUCKS CORP                      COM                  855244109             60         1,200
STARBUCKS CORP                      COM                  855244109             81         1,617
STARBUCKS CORP                      COM                  855244109            115         2,300
STARBUCKS CORP                      COM                  855244109            121         2,420
STARBUCKS CORP                      COM                  855244109            138         2,763
STARBUCKS CORP                      COM                  855244109            153         3,050
STARBUCKS CORP                      COM                  855244109            180         3,597
STARBUCKS CORP                      COM                  855244109            188         3,755
STARBUCKS CORP                      COM                  855244109            238         4,752
STARBUCKS CORP                      COM                  855244109            273         5,450
STARBUCKS CORP                      COM                  855244109            307         6,131
STARBUCKS CORP                      COM                  855244109            404         8,064
STARBUCKS CORP                      COM                  855244109            491         9,804
STARBUCKS CORP                      COM                  855244109            824        16,438
STARBUCKS CORP                      COM                  855244109            865        17,266
STARBUCKS CORP                      COM                  855244109          1,322        26,393
STARBUCKS CORP                      COM                  855244109          3,637        72,600
STARTEK INC                         COM                  85569C107            202        15,300
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203             17           300
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203             21           360
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203             29           500
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203             30           525
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203             34           600
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203             63         1,100
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203             69         1,200
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203             88         1,538
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203             99         1,730
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203            106         1,850
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203            121         2,119
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203            177         3,100
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203            209         3,650
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203            269         4,700
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203            286         5,000
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203            423         7,400
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203            539         9,428
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203            783        13,688
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203          1,179        20,630
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203          1,941        33,954
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203          2,092        36,600
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF           85590A203          9,107       159,289
STATE STR CORP                      COM                  857477103              2            40
STATE STR CORP                      COM                  857477103             25           510
STATE STR CORP                      COM                  857477103             37           750
STATE STR CORP                      COM                  857477103             46           950
STATE STR CORP                      COM                  857477103             78         1,600
STATE STR CORP                      COM                  857477103             84         1,721
STATE STR CORP                      COM                  857477103             85         1,730
STATE STR CORP                      COM                  857477103             85         1,745
STATE STR CORP                      COM                  857477103            114         2,339
STATE STR CORP                      COM                  857477103            135         2,760
STATE STR CORP                      COM                  857477103            157         3,216
STATE STR CORP                      COM                  857477103            159         3,259
STATE STR CORP                      COM                  857477103            251         5,141
STATE STR CORP                      COM                  857477103            298         6,093
STATE STR CORP                      COM                  857477103            318         6,500
STATE STR CORP                      COM                  857477103            338         6,911
STATE STR CORP                      COM                  857477103            747        15,270
STATE STR CORP                      COM                  857477103          1,544        31,570
STATION CASINOS INC                 COM                  857689103             19           293
STATION CASINOS INC                 COM                  857689103             20           306
STATION CASINOS INC                 COM                  857689103            132         1,994
STATION CASINOS INC                 COM                  857689103            285         4,300
STATOIL ASA                         SPONSORED ADR        85771P102             30         1,230
STATOIL ASA                         SPONSORED ADR        85771P102            247        10,000
STERLING BANCORP                    COM                  859158107            709        31,507
STMICROELECTRONICS N V              NY REGISTRY          861012102              5           290
STMICROELECTRONICS N V              NY REGISTRY          861012102             14           800
STMICROELECTRONICS N V              NY REGISTRY          861012102             35         2,000
STMICROELECTRONICS N V              NY REGISTRY          861012102             74         4,295
STMICROELECTRONICS N V              NY REGISTRY          861012102            221        12,809
STMICROELECTRONICS N V              NY REGISTRY          861012102          1,598        92,500
STREETTRACKS GOLD TR                GOLD SHS             863307104             23           500
STREETTRACKS GOLD TR                GOLD SHS             863307104             28           600
STREETTRACKS GOLD TR                GOLD SHS             863307104            528        11,300
STREETTRACKS GOLD TR                GOLD SHS             863307104            747        16,000
STRYKER CORP                        COM                  863667101             13           255
STRYKER CORP                        COM                  863667101             27           550
STRYKER CORP                        COM                  863667101             40           800
STRYKER CORP                        COM                  863667101             51         1,025
STRYKER CORP                        COM                  863667101             64         1,300
STRYKER CORP                        COM                  863667101             69         1,400
STRYKER CORP                        COM                  863667101            104         2,100
STRYKER CORP                        COM                  863667101            104         2,108
STRYKER CORP                        COM                  863667101            123         2,480
STRYKER CORP                        COM                  863667101            138         2,800
STRYKER CORP                        COM                  863667101            140         2,834
STRYKER CORP                        COM                  863667101            202         4,084
STRYKER CORP                        COM                  863667101            236         4,770
STRYKER CORP                        COM                  863667101            347         7,030
STRYKER CORP                        COM                  863667101            692        14,000
STRYKER CORP                        COM                  863667101            723        14,619
STRYKER CORP                        COM                  863667101            824        16,665
STRYKER CORP                        COM                  863667101            862        17,446
STRYKER CORP                        COM                  863667101          1,375        27,820
STRYKER CORP                        COM                  863667101          9,942       201,129
SUN LIFE FINL INC                   COM                  866796105            146         3,900
SUN LIFE FINL INC                   COM                  866796105          9,793       261,207
SUN MICROSYSTEMS INC                COM                  866810104              1           278
SUN MICROSYSTEMS INC                COM                  866810104              8         1,930
SUN MICROSYSTEMS INC                COM                  866810104             10         2,600
SUN MICROSYSTEMS INC                COM                  866810104             13         3,400
SUN MICROSYSTEMS INC                COM                  866810104             14         3,520
SUN MICROSYSTEMS INC                COM                  866810104             17         4,310
SUN MICROSYSTEMS INC                COM                  866810104             25         6,400
SUN MICROSYSTEMS INC                COM                  866810104             29         7,500
SUN MICROSYSTEMS INC                COM                  866810104             50        12,830
SUN MICROSYSTEMS INC                COM                  866810104             54        13,800
SUN MICROSYSTEMS INC                COM                  866810104             68        17,342
SUN MICROSYSTEMS INC                COM                  866810104             81        20,600
SUN MICROSYSTEMS INC                COM                  866810104             89        22,620
SUN MICROSYSTEMS INC                COM                  866810104             90        22,804
SUN MICROSYSTEMS INC                COM                  866810104             98        25,046
SUN MICROSYSTEMS INC                COM                  866810104            107        27,320
SUN MICROSYSTEMS INC                COM                  866810104            112        28,460
SUN MICROSYSTEMS INC                COM                  866810104            126        32,000
SUN MICROSYSTEMS INC                COM                  866810104            130        33,175
SUN MICROSYSTEMS INC                COM                  866810104            187        47,637
SUN MICROSYSTEMS INC                COM                  866810104            202        51,500
SUN MICROSYSTEMS INC                COM                  866810104            222        56,423
SUN MICROSYSTEMS INC                COM                  866810104            243        61,845
SUN MICROSYSTEMS INC                COM                  866810104            307        78,166
SUN MICROSYSTEMS INC                COM                  866810104            528       134,257
SUN MICROSYSTEMS INC                COM                  866810104            646       164,300
SUN MICROSYSTEMS INC                COM                  866810104            674       171,490
SUN MICROSYSTEMS INC                COM                  866810104          1,277       324,960
SUNCOR ENERGY INC                   COM                  867229106            540         8,920
SUNCOR ENERGY INC                   COM                  867229106            908        15,000
SUNCOR ENERGY INC                   COM                  867229106          2,776        45,862
SUNCOR ENERGY INC                   COM                  867229106          7,146       118,050
SUNOCO INC                          COM                  86764P109             81         1,040
SUNOCO INC                          COM                  86764P109             94         1,200
SUNOCO INC                          COM                  86764P109            102         1,300
SUNOCO INC                          COM                  86764P109            109         1,400
SUNOCO INC                          COM                  86764P109            113         1,450
SUNOCO INC                          COM                  86764P109            125         1,600
SUNOCO INC                          COM                  86764P109            162         2,072
SUNOCO INC                          COM                  86764P109            192         2,456
SUNOCO INC                          COM                  86764P109            260         3,328
SUNOCO INC                          COM                  86764P109            445         5,694
SUNOCO INC                          COM                  86764P109            499         6,386
SUNOCO INC                          COM                  86764P109          1,146        14,660
SUNRISE SENIOR LIVING INC           COM                  86768K106             23           344
SUNRISE SENIOR LIVING INC           COM                  86768K106             30           450
SUNRISE SENIOR LIVING INC           COM                  86768K106            368         5,520
SUNTRUST BKS INC                    COM                  867914103              2            25
SUNTRUST BKS INC                    COM                  867914103             11           160
SUNTRUST BKS INC                    COM                  867914103             21           300
SUNTRUST BKS INC                    COM                  867914103             22           315
SUNTRUST BKS INC                    COM                  867914103             25           360
SUNTRUST BKS INC                    COM                  867914103             28           400
SUNTRUST BKS INC                    COM                  867914103             45           650
SUNTRUST BKS INC                    COM                  867914103             76         1,100
SUNTRUST BKS INC                    COM                  867914103            109         1,563
SUNTRUST BKS INC                    COM                  867914103            181         2,599
SUNTRUST BKS INC                    COM                  867914103            214         3,080
SUNTRUST BKS INC                    COM                  867914103            229         3,291
SUNTRUST BKS INC                    COM                  867914103            243         3,496
SUNTRUST BKS INC                    COM                  867914103            360         5,182
SUNTRUST BKS INC                    COM                  867914103            404         5,812
SUNTRUST BKS INC                    COM                  867914103            407         5,862
SUNTRUST BKS INC                    COM                  867914103            522         7,515
SUNTRUST BKS INC                    COM                  867914103          1,113        16,019
SUNTRUST BKS INC                    COM                  867914103          2,021        29,095
SUNTRUST BKS INC                    COM                  867914103          2,396        34,493
SUPERVALU INC                       COM                  868536103              1            30
SUPERVALU INC                       COM                  868536103             27           865
SUPERVALU INC                       COM                  868536103             30           960
SUPERVALU INC                       COM                  868536103             34         1,080
SUPERVALU INC                       COM                  868536103             43         1,385
SUPERVALU INC                       COM                  868536103             44         1,400
SUPERVALU INC                       COM                  868536103             63         2,016
SUPERVALU INC                       COM                  868536103            102         3,284
SUPERVALU INC                       COM                  868536103            166         5,335
SUPERVALU INC                       COM                  868536103            376        12,080
SYMANTEC CORP                       COM                  871503108              1            42
SYMANTEC CORP                       COM                  871503108              9           400
SYMANTEC CORP                       COM                  871503108             10           459
SYMANTEC CORP                       COM                  871503108             18           800
SYMANTEC CORP                       COM                  871503108             28         1,226
SYMANTEC CORP                       COM                  871503108             41         1,793
SYMANTEC CORP                       COM                  871503108             53         2,317
SYMANTEC CORP                       COM                  871503108             60         2,660
SYMANTEC CORP                       COM                  871503108             75         3,311
SYMANTEC CORP                       COM                  871503108             82         3,620
SYMANTEC CORP                       COM                  871503108             88         3,901
SYMANTEC CORP                       COM                  871503108             96         4,223
SYMANTEC CORP                       COM                  871503108            113         5,000
SYMANTEC CORP                       COM                  871503108            136         6,019
SYMANTEC CORP                       COM                  871503108            142         6,285
SYMANTEC CORP                       COM                  871503108            149         6,581
SYMANTEC CORP                       COM                  871503108            202         8,935
SYMANTEC CORP                       COM                  871503108            215         9,490
SYMANTEC CORP                       COM                  871503108            231        10,173
SYMANTEC CORP                       COM                  871503108            244        10,769
SYMANTEC CORP                       COM                  871503108            270        11,911
SYMANTEC CORP                       COM                  871503108            439        19,388
SYMANTEC CORP                       COM                  871503108            499        22,042
SYMANTEC CORP                       COM                  871503108            550        24,256
SYMANTEC CORP                       COM                  871503108            825        36,391
SYMANTEC CORP                       COM                  871503108            854        37,687
SYMANTEC CORP                       COM                  871503108            870        38,385
SYMANTEC CORP                       COM                  871503108          1,173        51,749
SYMANTEC CORP                       COM                  871503108          1,365        60,237
SYMANTEC CORP                       COM                  871503108          2,228        98,331
SYMANTEC CORP                       COM                  871503108          2,565       113,209
SYMANTEC CORP                       COM                  871503108          5,169       228,124
SYMANTEC CORP                       COM                  871503108          7,459       329,165
SYMBOL TECHNOLOGIES INC             COM                  871508107             10         1,000
SYMBOL TECHNOLOGIES INC             COM                  871508107             17         1,747
SYMBOL TECHNOLOGIES INC             COM                  871508107             18         1,890
SYMBOL TECHNOLOGIES INC             COM                  871508107             21         2,151
SYMBOL TECHNOLOGIES INC             COM                  871508107             27         2,750
SYMBOL TECHNOLOGIES INC             COM                  871508107             33         3,400
SYMBOL TECHNOLOGIES INC             COM                  871508107             36         3,700
SYMBOL TECHNOLOGIES INC             COM                  871508107             66         6,808
SYMBOL TECHNOLOGIES INC             COM                  871508107             91         9,424
SYMBOL TECHNOLOGIES INC             COM                  871508107            202        20,900
SYNOPSYS INC                        COM                  871607107             16           870
SYNOPSYS INC                        COM                  871607107             21         1,095
SYNOPSYS INC                        COM                  871607107             31         1,627
SYNOPSYS INC                        COM                  871607107             46         2,460
SYNOPSYS INC                        COM                  871607107             62         3,300
SYNOPSYS INC                        COM                  871607107             81         4,310
SYNOPSYS INC                        COM                  871607107             96         5,100
SYNOPSYS INC                        COM                  871607107            266        14,090
SYNOPSYS INC                        COM                  871607107            303        16,040
SYNOVUS FINL CORP                   COM                  87161C105             61         2,188
SYNOVUS FINL CORP                   COM                  87161C105             67         2,400
SYNOVUS FINL CORP                   COM                  87161C105             73         2,650
SYNOVUS FINL CORP                   COM                  87161C105             83         3,001
SYNOVUS FINL CORP                   COM                  87161C105            101         3,640
SYNOVUS FINL CORP                   COM                  87161C105            140         5,054
SYNOVUS FINL CORP                   COM                  87161C105            212         7,646
SYNOVUS FINL CORP                   COM                  87161C105            314        11,340
SYNOVUS FINL CORP                   COM                  87161C105            375        13,517
SYNOVUS FINL CORP                   COM                  87161C105            800        28,850
SYNOVUS FINL CORP                   COM                  87161C105          1,247        45,000
SYSCO CORP                          COM                  871829107              6           200
SYSCO CORP                          COM                  871829107             11           360
SYSCO CORP                          COM                  871829107             23           740
SYSCO CORP                          COM                  871829107             25           800
SYSCO CORP                          COM                  871829107             44         1,400
SYSCO CORP                          COM                  871829107             47         1,500
SYSCO CORP                          COM                  871829107             55         1,750
SYSCO CORP                          COM                  871829107             87         2,775
SYSCO CORP                          COM                  871829107             89         2,850
SYSCO CORP                          COM                  871829107             96         3,053
SYSCO CORP                          COM                  871829107            119         3,780
SYSCO CORP                          COM                  871829107            144         4,586
SYSCO CORP                          COM                  871829107            159         5,056
SYSCO CORP                          COM                  871829107            162         5,150
SYSCO CORP                          COM                  871829107            190         6,070
SYSCO CORP                          COM                  871829107            323        10,301
SYSCO CORP                          COM                  871829107            344        10,979
SYSCO CORP                          COM                  871829107            403        12,846
SYSCO CORP                          COM                  871829107            421        13,416
SYSCO CORP                          COM                  871829107            670        21,360
SYSCO CORP                          COM                  871829107            867        27,647
SYSCO CORP                          COM                  871829107          1,031        32,860
SYSCO CORP                          COM                  871829107          1,084        34,550
SYSCO CORP                          COM                  871829107          1,890        60,260
SYSCO CORP                          COM                  871829107          2,080        66,310
SYSCO CORP                          COM                  871829107          4,200       133,900
TCF FINL CORP                       COM                  872275102             16           600
TCF FINL CORP                       COM                  872275102             22           814
TCF FINL CORP                       COM                  872275102             62         2,300
TCF FINL CORP                       COM                  872275102            144         5,386
TCF FINL CORP                       COM                  872275102            328        12,280
TD BANKNORTH INC                    COM                  87235A101             12           400
TD BANKNORTH INC                    COM                  87235A101             16           524
TD BANKNORTH INC                    COM                  87235A101            101         3,347
TD BANKNORTH INC                    COM                  87235A101            241         8,011
TECO ENERGY INC                     COM                  872375100             21         1,171
TECO ENERGY INC                     COM                  872375100             25         1,400
TECO ENERGY INC                     COM                  872375100             28         1,570
TECO ENERGY INC                     COM                  872375100             40         2,204
TECO ENERGY INC                     COM                  872375100             50         2,800
TECO ENERGY INC                     COM                  872375100            139         7,729
TECO ENERGY INC                     COM                  872375100            369        20,470
TJX COS INC NEW                     COM                  872540109             29         1,400
TJX COS INC NEW                     COM                  872540109             47         2,300
TJX COS INC NEW                     COM                  872540109             50         2,451
TJX COS INC NEW                     COM                  872540109             59         2,898
TJX COS INC NEW                     COM                  872540109             68         3,334
TJX COS INC NEW                     COM                  872540109             81         3,936
TJX COS INC NEW                     COM                  872540109             94         4,600
TJX COS INC NEW                     COM                  872540109             98         4,779
TJX COS INC NEW                     COM                  872540109            114         5,579
TJX COS INC NEW                     COM                  872540109            140         6,843
TJX COS INC NEW                     COM                  872540109            156         7,614
TJX COS INC NEW                     COM                  872540109            192         9,384
TJX COS INC NEW                     COM                  872540109            234        11,439
TJX COS INC NEW                     COM                  872540109            447        21,849
TJX COS INC NEW                     COM                  872540109            480        23,430
TJX COS INC NEW                     COM                  872540109            961        46,910
TXU CORP                            COM                  873168108              6            52
TXU CORP                            COM                  873168108             20           178
TXU CORP                            COM                  873168108             27           240
TXU CORP                            COM                  873168108             28           250
TXU CORP                            COM                  873168108             34           300
TXU CORP                            COM                  873168108             51           450
TXU CORP                            COM                  873168108             56           500
TXU CORP                            COM                  873168108             73           650
TXU CORP                            COM                  873168108            106           939
TXU CORP                            COM                  873168108            109           965
TXU CORP                            COM                  873168108            135         1,200
TXU CORP                            COM                  873168108            201         1,778
TXU CORP                            COM                  873168108            231         2,050
TXU CORP                            COM                  873168108            262         2,324
TXU CORP                            COM                  873168108            280         2,480
TXU CORP                            COM                  873168108            373         3,300
TXU CORP                            COM                  873168108            438         3,884
TXU CORP                            COM                  873168108            561         4,972
TXU CORP                            COM                  873168108            606         5,369
TXU CORP                            COM                  873168108          1,068         9,457
TXU CORP                            COM                  873168108          1,194        10,576
TXU CORP                            COM                  873168108          2,556        22,640
TAIWAN FD INC                       COM                  874036106            177        13,100
TAIWAN GREATER CHINA FD             SH BEN INT           874037104             61        12,600
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100              1           153
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100              2           282
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100             20         2,394
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100             23         2,754
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100             69         8,399
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100             75         9,088
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100             76         9,264
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100            102        12,357
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100            211        25,724
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100            224        27,235
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100            299        36,425
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100            327        39,772
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100            551        66,976
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100            567        69,009
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100          4,992       607,301
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100          8,278     1,007,021
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR        874039100         11,795     1,434,879
TALISMAN ENERGY INC                 COM                  87425E103             10           205
TALISMAN ENERGY INC                 COM                  87425E103            440         9,000
TALISMAN ENERGY INC                 COM                  87425E103          5,445       111,493
TARGET CORP                         COM                  87612E106             10           200
TARGET CORP                         COM                  87612E106             26           500
TARGET CORP                         COM                  87612E106             33           645
TARGET CORP                         COM                  87612E106             37           710
TARGET CORP                         COM                  87612E106             41           780
TARGET CORP                         COM                  87612E106             42           800
TARGET CORP                         COM                  87612E106             73         1,400
TARGET CORP                         COM                  87612E106            104         2,000
TARGET CORP                         COM                  87612E106            125         2,400
TARGET CORP                         COM                  87612E106            153         2,942
TARGET CORP                         COM                  87612E106            214         4,120
TARGET CORP                         COM                  87612E106            312         6,000
TARGET CORP                         COM                  87612E106            339         6,533
TARGET CORP                         COM                  87612E106            369         7,100
TARGET CORP                         COM                  87612E106            387         7,450
TARGET CORP                         COM                  87612E106            388         7,470
TARGET CORP                         COM                  87612E106            391         7,520
TARGET CORP                         COM                  87612E106            446         8,590
TARGET CORP                         COM                  87612E106            452         8,702
TARGET CORP                         COM                  87612E106            709        13,660
TARGET CORP                         COM                  87612E106            737        14,193
TARGET CORP                         COM                  87612E106            747        14,394
TARGET CORP                         COM                  87612E106            978        18,831
TARGET CORP                         COM                  87612E106          2,039        39,270
TARGET CORP                         COM                  87612E106          2,310        44,490
TARGET CORP                         COM                  87612E106          2,736        52,695
TARGET CORP                         COM                  87612E106          3,429        66,036
TARGET CORP                         COM                  87612E106          4,408        84,890
TARGET CORP                         COM                  87612E106          4,880        93,965
TATA MTRS LTD                       SPONSORED ADR        876568502              1            56
TATA MTRS LTD                       SPONSORED ADR        876568502              1           100
TATA MTRS LTD                       SPONSORED ADR        876568502              1           114
TATA MTRS LTD                       SPONSORED ADR        876568502              2           141
TATA MTRS LTD                       SPONSORED ADR        876568502              4           341
TATA MTRS LTD                       SPONSORED ADR        876568502          6,724       545,350
TECHNITROL INC                      COM                  878555101            441        28,800
TECUMSEH PRODS CO                   CL A                 878895200            244        11,341
TEKTRONIX INC                       COM                  879131100             16           630
TEKTRONIX INC                       COM                  879131100             18           730
TEKTRONIX INC                       COM                  879131100             21           850
TEKTRONIX INC                       COM                  879131100             30         1,200
TEKTRONIX INC                       COM                  879131100             76         3,000
TEKTRONIX INC                       COM                  879131100             76         3,005
TEKTRONIX INC                       COM                  879131100            190         7,530
TELE CENTRO OESTE CELULAR S         SPON ADR PFD         87923P105              1            72
TELE CENTRO OESTE CELULAR S         SPON ADR PFD         87923P105              2           168
TELE CENTRO OESTE CELULAR S         SPON ADR PFD         87923P105              7           781
TELE CENTRO OESTE CELULAR S         SPON ADR PFD         87923P105             82         9,033
TELE NORTE LESTE PART S A           SPON ADR PFD         879246106              0            19
TELE NORTE LESTE PART S A           SPON ADR PFD         879246106              1            35
TELE NORTE LESTE PART S A           SPON ADR PFD         879246106              1            42
TELE NORTE LESTE PART S A           SPON ADR PFD         879246106              5           300
TELE NORTE LESTE PART S A           SPON ADR PFD         879246106             11           642
TELE NORTE LESTE PART S A           SPON ADR PFD         879246106            950        57,500
TELECOM ARGENTINA S A               SPON ADR REP B       879273209             20         1,530
TELECOM ARGENTINA S A               SPON ADR REP B       879273209         17,814     1,379,825
TELECOM HLDRS TR                    DEPOSITRY RCPT       87927P200             13           500
TELECOM HLDRS TR                    DEPOSITRY RCPT       87927P200             30         1,100
TELECOM HLDRS TR                    DEPOSITRY RCPT       87927P200            105         3,900
TELECOM HLDRS TR                    DEPOSITRY RCPT       87927P200            108         4,000
TELECOM HLDRS TR                    DEPOSITRY RCPT       87927P200            493        18,300
TELECOM HLDRS TR                    DEPOSITRY RCPT       87927P200          3,730       138,400
TELECOM ITALIA S P A NEW            SPON ADR ORD         87927Y102              6           179
TELECOM ITALIA S P A NEW            SPON ADR ORD         87927Y102             19           582
TELECOM ITALIA S P A NEW            SPON ADR ORD         87927Y102             83         2,533
TELECOM ITALIA S P A NEW            SPON ADR ORD         87927Y102            106         3,241
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR        879287308             16           485
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR        879287308             35         1,090
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR        879287308             37         1,148
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR        879287308            357        11,000
TELECOMUNICACOES DE SAO PAUL        SPON ADR PFD         87929A102            199        10,000
TELECOMUNICACOES DE SAO PAUL        SPON ADR PFD         87929A102            225        11,300
TELEFONICA S A                      SPONSORED ADR        879382208              6           127
TELEFONICA S A                      SPONSORED ADR        879382208             20           398
TELEFONICA S A                      SPONSORED ADR        879382208             33           674
TELEFONICA S A                      SPONSORED ADR        879382208             56         1,144
TELEFONICA S A                      SPONSORED ADR        879382208             80         1,613
TELEFONICA S A                      SPONSORED ADR        879382208            107         2,168
TELEFONICA S A                      SPONSORED ADR        879382208            270         5,483
TELEFONICA S A                      SPONSORED ADR        879382208         18,221       369,446
TELEFONOS DE MEXICO S A             SPON ADR ORD L       879403780              3           120
TELEFONOS DE MEXICO S A             SPON ADR ORD L       879403780              9           400
TELEFONOS DE MEXICO S A             SPON ADR ORD L       879403780              9           400
TELEFONOS DE MEXICO S A             SPON ADR ORD L       879403780             18           830
TELEFONOS DE MEXICO S A             SPON ADR ORD L       879403780             21         1,000
TELEFONOS DE MEXICO S A             SPON ADR ORD L       879403780             72         3,386
TELEFONOS DE MEXICO S A             SPON ADR ORD L       879403780            128         6,000
TELEFONOS DE MEXICO S A             SPON ADR ORD L       879403780            198         9,300
TELEFONOS DE MEXICO S A             SPON ADR ORD L       879403780            510        23,967
TELEFONOS DE MEXICO S A             SPON ADR ORD L       879403780          7,707       362,362
TELEPHONE & DATA SYS INC            COM                  879433100              0             8
TELEPHONE & DATA SYS INC            COM                  879433100             12           306
TELEPHONE & DATA SYS INC            COM                  879433100             31           800
TELEPHONE & DATA SYS INC            COM                  879433100             35           900
TELEPHONE & DATA SYS INC            COM                  879433100             78         1,994
TELEPHONE & DATA SYS INC            COM                  879433100            202         5,170
TELEPHONE & DATA SYS INC            SPL COM              879433860              0             8
TELEPHONE & DATA SYS INC            SPL COM              879433860             11           306
TELEPHONE & DATA SYS INC            SPL COM              879433860             30           800
TELEPHONE & DATA SYS INC            SPL COM              879433860             34           900
TELEPHONE & DATA SYS INC            SPL COM              879433860             75         1,994
TELEPHONE & DATA SYS INC            SPL COM              879433860            194         5,170
TELESP CELULAR PART S A             SPON ADR PFD         87952L108              0            30
TELESP CELULAR PART S A             SPON ADR PFD         87952L108              0            67
TELESP CELULAR PART S A             SPON ADR PFD         87952L108              1           148
TELESP CELULAR PART S A             SPON ADR PFD         87952L108              4         1,107
TELESP CELULAR PART S A             SPON ADR PFD         87952L108            649       165,900
TELEWEST GLOBAL INC                 COM                  87956T107              0             6
TELEWEST GLOBAL INC                 COM                  87956T107              0             6
TELEWEST GLOBAL INC                 COM                  87956T107              0             9
TELEWEST GLOBAL INC                 COM                  87956T107              3           151
TELEWEST GLOBAL INC                 COM                  87956T107             34         1,476
TELEWEST GLOBAL INC                 COM                  87956T107            219         9,524
TELEWEST GLOBAL INC                 COM                  87956T107            489        21,300
TELLABS INC                         COM                  879664100             39         3,688
TELLABS INC                         COM                  879664100             41         3,912
TELLABS INC                         COM                  879664100             43         4,090
TELLABS INC                         COM                  879664100             60         5,700
TELLABS INC                         COM                  879664100             64         6,081
TELLABS INC                         COM                  879664100             65         6,200
TELLABS INC                         COM                  879664100            144        13,707
TELLABS INC                         COM                  879664100            188        17,903
TELLABS INC                         COM                  879664100            237        22,504
TELLABS INC                         COM                  879664100            419        39,870
TELLABS INC                         COM                  879664100            592        56,240
TELUS CORP                          NON-VTG SHS          87971M202            366         8,992
TEMPLE INLAND INC                   COM                  879868107             25           611
TEMPLE INLAND INC                   COM                  879868107             32           780
TEMPLE INLAND INC                   COM                  879868107             34           830
TEMPLE INLAND INC                   COM                  879868107             50         1,236
TEMPLE INLAND INC                   COM                  879868107             76         1,850
TEMPLE INLAND INC                   COM                  879868107            171         4,189
TEMPLE INLAND INC                   COM                  879868107            458        11,200
TEMPLETON RUS AND EAST EUR F        COM                  88022F105             16           277
TEMPLETON RUS AND EAST EUR F        COM                  88022F105             83         1,475
TEMPLETON RUS AND EAST EUR F        COM                  88022F105            141         2,500
TENARIS S A                         SPONSORED ADR        88031M109          3,013        21,862
TENARIS S A                         SPONSORED ADR        88031M109         47,233       342,667
TENET HEALTHCARE CORP               COM                  88033G100              2           200
TENET HEALTHCARE CORP               COM                  88033G100              2           221
TENET HEALTHCARE CORP               COM                  88033G100             20         1,770
TENET HEALTHCARE CORP               COM                  88033G100             31         2,798
TENET HEALTHCARE CORP               COM                  88033G100             37         3,267
TENET HEALTHCARE CORP               COM                  88033G100             41         3,690
TENET HEALTHCARE CORP               COM                  88033G100             54         4,800
TENET HEALTHCARE CORP               COM                  88033G100             57         5,100
TENET HEALTHCARE CORP               COM                  88033G100             77         6,849
TENET HEALTHCARE CORP               COM                  88033G100            167        14,851
TENET HEALTHCARE CORP               COM                  88033G100            203        18,102
TENET HEALTHCARE CORP               COM                  88033G100            265        23,563
TENET HEALTHCARE CORP               COM                  88033G100            353        31,445
TENET HEALTHCARE CORP               COM                  88033G100            510        45,430
TERADYNE INC                        COM                  880770102             20         1,200
TERADYNE INC                        COM                  880770102             20         1,208
TERADYNE INC                        COM                  880770102             22         1,320
TERADYNE INC                        COM                  880770102             25         1,540
TERADYNE INC                        COM                  880770102             37         2,234
TERADYNE INC                        COM                  880770102             48         2,900
TERADYNE INC                        COM                  880770102            119         7,194
TERADYNE INC                        COM                  880770102            125         7,580
TERADYNE INC                        COM                  880770102            290        17,560
TEREX CORP NEW                      COM                  880779103            247         5,000
TESORO CORP                         COM                  881609101              3            38
TESORO CORP                         COM                  881609101            272         4,050
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209              1            24
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209              2            48
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209             33         1,000
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209            109         3,269
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209            140         4,200
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209            150         4,500
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209            162         4,856
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209            180         5,400
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209            211         6,325
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209            261         7,800
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209            921        27,566
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209          1,387        41,500
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209          1,597        47,800
TEVA PHARMACEUTICAL INDS LTD        ADR                  881624209          3,077        92,068
TEVA PHARMACEUTICAL FIN II L        DBCV  0.500% 2/0     88164RAA5             17        17,000
TEVA PHARMACEUTICAL FIN II L        DBCV  0.250% 2/0     88164RAB3              4         4,000
TEVA PHARMACEUTICAL FIN II L        DBCV  0.250% 2/0     88164RAB3             28        27,000
TEXAS INSTRS INC                    COM                  882508104              7           197
TEXAS INSTRS INC                    COM                  882508104             22           660
TEXAS INSTRS INC                    COM                  882508104             26           770
TEXAS INSTRS INC                    COM                  882508104             31           900
TEXAS INSTRS INC                    COM                  882508104             32           940
TEXAS INSTRS INC                    COM                  882508104             34         1,000
TEXAS INSTRS INC                    COM                  882508104             44         1,300
TEXAS INSTRS INC                    COM                  882508104             45         1,340
TEXAS INSTRS INC                    COM                  882508104             53         1,550
TEXAS INSTRS INC                    COM                  882508104             58         1,705
TEXAS INSTRS INC                    COM                  882508104             70         2,072
TEXAS INSTRS INC                    COM                  882508104             74         2,174
TEXAS INSTRS INC                    COM                  882508104             90         2,650
TEXAS INSTRS INC                    COM                  882508104            119         3,500
TEXAS INSTRS INC                    COM                  882508104            145         4,279
TEXAS INSTRS INC                    COM                  882508104            161         4,750
TEXAS INSTRS INC                    COM                  882508104            173         5,100
TEXAS INSTRS INC                    COM                  882508104            176         5,200
TEXAS INSTRS INC                    COM                  882508104            180         5,300
TEXAS INSTRS INC                    COM                  882508104            187         5,519
TEXAS INSTRS INC                    COM                  882508104            190         5,600
TEXAS INSTRS INC                    COM                  882508104            230         6,770
TEXAS INSTRS INC                    COM                  882508104            242         7,141
TEXAS INSTRS INC                    COM                  882508104            261         7,691
TEXAS INSTRS INC                    COM                  882508104            408        12,042
TEXAS INSTRS INC                    COM                  882508104            415        12,230
TEXAS INSTRS INC                    COM                  882508104            464        13,680
TEXAS INSTRS INC                    COM                  882508104            538        15,857
TEXAS INSTRS INC                    COM                  882508104            607        17,907
TEXAS INSTRS INC                    COM                  882508104            631        18,604
TEXAS INSTRS INC                    COM                  882508104            657        19,366
TEXAS INSTRS INC                    COM                  882508104            699        20,620
TEXAS INSTRS INC                    COM                  882508104            730        21,545
TEXAS INSTRS INC                    COM                  882508104            882        26,005
TEXAS INSTRS INC                    COM                  882508104            911        26,866
TEXAS INSTRS INC                    COM                  882508104          1,121        33,058
TEXAS INSTRS INC                    COM                  882508104          1,212        35,753
TEXAS INSTRS INC                    COM                  882508104          2,038        60,121
TEXAS INSTRS INC                    COM                  882508104          2,153        63,518
TEXAS INSTRS INC                    COM                  882508104          2,407        70,997
TEXAS INSTRS INC                    COM                  882508104          5,337       157,440
TEXAS INSTRS INC                    COM                  882508104          7,275       214,611
TEXTRON INC                         COM                  883203101             22           300
TEXTRON INC                         COM                  883203101             25           350
TEXTRON INC                         COM                  883203101             42           590
TEXTRON INC                         COM                  883203101             47           655
TEXTRON INC                         COM                  883203101             51           715
TEXTRON INC                         COM                  883203101             57           800
TEXTRON INC                         COM                  883203101             68           949
TEXTRON INC                         COM                  883203101             72           997
TEXTRON INC                         COM                  883203101             96         1,342
TEXTRON INC                         COM                  883203101            144         2,009
TEXTRON INC                         COM                  883203101            194         2,700
TEXTRON INC                         COM                  883203101            218         3,041
TEXTRON INC                         COM                  883203101            483         6,735
TEXTRON INC                         COM                  883203101            944        13,160
TEXTRON INC                         COM                  883203101            993        13,851
TEXTRON INC                         COM                  883203101          8,073       112,564
THERMO ELECTRON CORP                COM                  883556102             10           315
THERMO ELECTRON CORP                COM                  883556102             26           850
THERMO ELECTRON CORP                COM                  883556102             28           890
THERMO ELECTRON CORP                COM                  883556102             30           967
THERMO ELECTRON CORP                COM                  883556102             33         1,053
THERMO ELECTRON CORP                COM                  883556102             37         1,200
THERMO ELECTRON CORP                COM                  883556102             40         1,290
THERMO ELECTRON CORP                COM                  883556102             48         1,559
THERMO ELECTRON CORP                COM                  883556102             68         2,200
THERMO ELECTRON CORP                COM                  883556102             75         2,420
THERMO ELECTRON CORP                COM                  883556102             78         2,520
THERMO ELECTRON CORP                COM                  883556102            151         4,890
THERMO ELECTRON CORP                COM                  883556102            193         6,233
THERMO ELECTRON CORP                COM                  883556102            275         8,908
THERMO ELECTRON CORP                COM                  883556102            542        17,530
THOMSON CORP                        COM                  884903105             32           850
THOMSON CORP                        COM                  884903105             49         1,300
THOMSON CORP                        COM                  884903105          5,149       137,261
3COM CORP                           COM                  885535104              1           196
3COM CORP                           COM                  885535104             15         3,555
3COM CORP                           COM                  885535104             18         4,460
3COM CORP                           COM                  885535104             41        10,000
3COM CORP                           COM                  885535104             52        12,700
3COM CORP                           COM                  885535104             53        13,000
3COM CORP                           COM                  885535104             82        20,000
3COM CORP                           COM                  885535104            120        29,490
3M CO                               COM                  88579Y101             29           400
3M CO                               COM                  88579Y101             29           400
3M CO                               COM                  88579Y101             41           560
3M CO                               COM                  88579Y101             51           700
3M CO                               COM                  88579Y101             73         1,000
3M CO                               COM                  88579Y101             76         1,040
3M CO                               COM                  88579Y101             84         1,150
3M CO                               COM                  88579Y101            135         1,844
3M CO                               COM                  88579Y101            158         2,150
3M CO                               COM                  88579Y101            180         2,450
3M CO                               COM                  88579Y101            195         2,660
3M CO                               COM                  88579Y101            220         3,000
3M CO                               COM                  88579Y101            233         3,180
3M CO                               COM                  88579Y101            240         3,275
3M CO                               COM                  88579Y101            273         3,715
3M CO                               COM                  88579Y101            416         5,666
3M CO                               COM                  88579Y101            445         6,070
3M CO                               COM                  88579Y101            461         6,290
3M CO                               COM                  88579Y101            464         6,330
3M CO                               COM                  88579Y101            469         6,395
3M CO                               COM                  88579Y101            546         7,448
3M CO                               COM                  88579Y101            547         7,458
3M CO                               COM                  88579Y101            559         7,622
3M CO                               COM                  88579Y101            578         7,881
3M CO                               COM                  88579Y101            616         8,400
3M CO                               COM                  88579Y101            697         9,500
3M CO                               COM                  88579Y101            755        10,290
3M CO                               COM                  88579Y101            898        12,242
3M CO                               COM                  88579Y101          1,167        15,910
3M CO                               COM                  88579Y101          1,497        20,408
3M CO                               COM                  88579Y101          2,478        33,781
3M CO                               COM                  88579Y101          2,823        38,476
3M CO                               COM                  88579Y101          4,423        60,297
3M CO                               COM                  88579Y101          4,730        64,480
3M CO                               COM                  88579Y101          5,148        70,169
3M CO                               COM                  88579Y101          5,368        73,170
3M CO                               COM                  88579Y101          6,495        88,531
TIFFANY & CO NEW                    COM                  886547108              4           100
TIFFANY & CO NEW                    COM                  886547108             20           500
TIFFANY & CO NEW                    COM                  886547108             36           911
TIFFANY & CO NEW                    COM                  886547108             46         1,160
TIFFANY & CO NEW                    COM                  886547108             58         1,452
TIFFANY & CO NEW                    COM                  886547108             64         1,600
TIFFANY & CO NEW                    COM                  886547108             87         2,200
TIFFANY & CO NEW                    COM                  886547108            199         5,000
TIFFANY & CO NEW                    COM                  886547108            230         5,784
TIFFANY & CO NEW                    COM                  886547108            526        13,216
TIFFANY & CO NEW                    COM                  886547108            600        15,080
TIME WARNER INC                     COM                  887317105              5           276
TIME WARNER INC                     COM                  887317105             34         1,900
TIME WARNER INC                     COM                  887317105             41         2,275
TIME WARNER INC                     COM                  887317105             58         3,180
TIME WARNER INC                     COM                  887317105             72         4,000
TIME WARNER INC                     COM                  887317105             74         4,090
TIME WARNER INC                     COM                  887317105             74         4,100
TIME WARNER INC                     COM                  887317105             83         4,600
TIME WARNER INC                     COM                  887317105            120         6,600
TIME WARNER INC                     COM                  887317105            125         6,900
TIME WARNER INC                     COM                  887317105            158         8,742
TIME WARNER INC                     COM                  887317105            172         9,500
TIME WARNER INC                     COM                  887317105            181        10,000
TIME WARNER INC                     COM                  887317105            201        11,100
TIME WARNER INC                     COM                  887317105            225        12,400
TIME WARNER INC                     COM                  887317105            234        12,900
TIME WARNER INC                     COM                  887317105            254        14,032
TIME WARNER INC                     COM                  887317105            256        14,150
TIME WARNER INC                     COM                  887317105            263        14,510
TIME WARNER INC                     COM                  887317105            294        16,245
TIME WARNER INC                     COM                  887317105            316        17,440
TIME WARNER INC                     COM                  887317105            509        28,100
TIME WARNER INC                     COM                  887317105            534        29,460
TIME WARNER INC                     COM                  887317105            624        34,479
TIME WARNER INC                     COM                  887317105            671        37,055
TIME WARNER INC                     COM                  887317105            703        38,830
TIME WARNER INC                     COM                  887317105            831        45,866
TIME WARNER INC                     COM                  887317105          1,236        68,234
TIME WARNER INC                     COM                  887317105          1,357        74,958
TIME WARNER INC                     COM                  887317105          1,603        88,494
TIME WARNER INC                     COM                  887317105          1,763        97,368
TIME WARNER INC                     COM                  887317105          2,122       117,198
TIME WARNER INC                     COM                  887317105          3,467       191,463
TIME WARNER INC                     COM                  887317105          6,845       377,971
TIME WARNER INC                     COM                  887317105          7,571       418,030
TIME WARNER INC                     COM                  887317105          8,369       462,127
TIME WARNER INC                     COM                  887317105         98,046     5,413,932
TOLL BROTHERS INC                   COM                  889478103             27           612
TOLL BROTHERS INC                   COM                  889478103             89         2,000
TOLL BROTHERS INC                   COM                  889478103            227         5,088
TOLL BROTHERS INC                   COM                  889478103            438         9,800
TOOTSIE ROLL INDS INC               COM                  890516107            320        10,089
TORCHMARK CORP                      COM                  891027104             32           611
TORCHMARK CORP                      COM                  891027104             41           770
TORCHMARK CORP                      COM                  891027104             46           870
TORCHMARK CORP                      COM                  891027104             53         1,001
TORCHMARK CORP                      COM                  891027104             85         1,600
TORCHMARK CORP                      COM                  891027104             85         1,600
TORCHMARK CORP                      COM                  891027104            164         3,100
TORCHMARK CORP                      COM                  891027104            221         4,189
TORCHMARK CORP                      COM                  891027104            528        10,000
TORCHMARK CORP                      COM                  891027104            608        11,500
TORONTO DOMINION BK ONT             COM NEW              891160509             25           500
TORONTO DOMINION BK ONT             COM NEW              891160509             74         1,500
TORONTO DOMINION BK ONT             COM NEW              891160509          9,382       190,222
TOTAL S A                           SPONSORED ADR        89151E109              7            50
TOTAL S A                           SPONSORED ADR        89151E109             15           109
TOTAL S A                           SPONSORED ADR        89151E109             27           200
TOTAL S A                           SPONSORED ADR        89151E109             72           528
TOTAL S A                           SPONSORED ADR        89151E109             84           617
TOTAL S A                           SPONSORED ADR        89151E109            179         1,315
TOTAL S A                           SPONSORED ADR        89151E109            422         3,106
TOTAL S A                           SPONSORED ADR        89151E109          2,069        15,235
TOTAL S A                           SPONSORED ADR        89151E109          3,307        24,350
TOYOTA MOTOR CORP                   SP ADR REP2COM       892331307             14           152
TOYOTA MOTOR CORP                   SP ADR REP2COM       892331307             22           235
TOYOTA MOTOR CORP                   SP ADR REP2COM       892331307             52           565
TOYOTA MOTOR CORP                   SP ADR REP2COM       892331307            148         1,600
TOYOTA MOTOR CORP                   SP ADR REP2COM       892331307            379         4,100
TOYOTA MOTOR CORP                   SP ADR REP2COM       892331307          4,474        48,440
TRANSALTA CORP                      COM                  89346D107          1,946        98,321
TRANSATLANTIC HLDGS INC             COM                  893521104             27           482
TRANSATLANTIC HLDGS INC             COM                  893521104             51           900
TRANSATLANTIC HLDGS INC             COM                  893521104            135         2,362
TRANSCANADA CORP                    COM                  89353D107              3           100
TRANSCANADA CORP                    COM                  89353D107             38         1,250
TRANSCANADA CORP                    COM                  89353D107            162         5,300
TRANSCANADA CORP                    COM                  89353D107          6,019       197,006
TREEHOUSE FOODS INC                 COM                  89469A104              1            25
TREEHOUSE FOODS INC                 COM                  89469A104             22           800
TREEHOUSE FOODS INC                 COM                  89469A104             33         1,226
TREEHOUSE FOODS INC                 COM                  89469A104             71         2,657
TREEHOUSE FOODS INC                 COM                  89469A104             73         2,704
TRI CONTL CORP                      COM                  895436103             73         4,000
TRI CONTL CORP                      COM                  895436103            236        12,950
TRIAD HOSPITALS INC                 COM                  89579K109              6           132
TRIAD HOSPITALS INC                 COM                  89579K109             21           458
TRIAD HOSPITALS INC                 COM                  89579K109             33           720
TRIAD HOSPITALS INC                 COM                  89579K109             91         2,000
TRIAD HOSPITALS INC                 COM                  89579K109            133         2,942
TRIAD HOSPITALS INC                 COM                  89579K109            372         8,210
TRIBUNE CO NEW                      COM                  896047107              4           110
TRIBUNE CO NEW                      COM                  896047107             28           826
TRIBUNE CO NEW                      COM                  896047107             66         1,953
TRIBUNE CO NEW                      COM                  896047107             77         2,270
TRIBUNE CO NEW                      COM                  896047107             86         2,535
TRIBUNE CO NEW                      COM                  896047107            110         3,249
TRIBUNE CO NEW                      COM                  896047107            138         4,067
TRIBUNE CO NEW                      COM                  896047107            228         6,735
TRIBUNE CO NEW                      COM                  896047107            370        10,924
TRIBUNE CO NEW                      COM                  896047107            784        23,120
TRIZEC PROPERTIES INC               COM                  89687P107            322        13,980
TRUSTCO BK CORP N Y                 COM                  898349105            194        15,450
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW         900111204              0             1
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW         900111204              1           101
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW         900111204              3           197
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW         900111204              3           228
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW         900111204              8           617
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW         900111204             13           943
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW         900111204             51         3,722
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW         900111204            450        32,992
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW         900111204            532        38,993
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW         900111204            681        49,925
TYCO INTL LTD NEW                   COM                  902124106              0            16
TYCO INTL LTD NEW                   COM                  902124106             14           500
TYCO INTL LTD NEW                   COM                  902124106             25           900
TYCO INTL LTD NEW                   COM                  902124106             40         1,440
TYCO INTL LTD NEW                   COM                  902124106             52         1,850
TYCO INTL LTD NEW                   COM                  902124106             59         2,101
TYCO INTL LTD NEW                   COM                  902124106             82         2,940
TYCO INTL LTD NEW                   COM                  902124106             87         3,136
TYCO INTL LTD NEW                   COM                  902124106            114         4,090
TYCO INTL LTD NEW                   COM                  902124106            128         4,599
TYCO INTL LTD NEW                   COM                  902124106            148         5,300
TYCO INTL LTD NEW                   COM                  902124106            149         5,350
TYCO INTL LTD NEW                   COM                  902124106            181         6,490
TYCO INTL LTD NEW                   COM                  902124106            185         6,625
TYCO INTL LTD NEW                   COM                  902124106            185         6,631
TYCO INTL LTD NEW                   COM                  902124106            191         6,850
TYCO INTL LTD NEW                   COM                  902124106            205         7,367
TYCO INTL LTD NEW                   COM                  902124106            223         8,000
TYCO INTL LTD NEW                   COM                  902124106            317        11,392
TYCO INTL LTD NEW                   COM                  902124106            390        14,000
TYCO INTL LTD NEW                   COM                  902124106            395        14,171
TYCO INTL LTD NEW                   COM                  902124106            401        14,400
TYCO INTL LTD NEW                   COM                  902124106            416        14,934
TYCO INTL LTD NEW                   COM                  902124106            475        17,050
TYCO INTL LTD NEW                   COM                  902124106            550        19,733
TYCO INTL LTD NEW                   COM                  902124106            551        19,791
TYCO INTL LTD NEW                   COM                  902124106            571        20,510
TYCO INTL LTD NEW                   COM                  902124106            618        22,200
TYCO INTL LTD NEW                   COM                  902124106            765        27,467
TYCO INTL LTD NEW                   COM                  902124106            902        32,378
TYCO INTL LTD NEW                   COM                  902124106          1,100        39,489
TYCO INTL LTD NEW                   COM                  902124106          1,115        40,036
TYCO INTL LTD NEW                   COM                  902124106          2,441        87,648
TYCO INTL LTD NEW                   COM                  902124106          3,256       116,902
TYCO INTL LTD NEW                   COM                  902124106          5,332       191,440
TYCO INTL LTD NEW                   COM                  902124106          9,989       358,671
TYSON FOODS INC                     CL A                 902494103             28         1,527
TYSON FOODS INC                     CL A                 902494103             36         2,000
TYSON FOODS INC                     CL A                 902494103             41         2,250
TYSON FOODS INC                     CL A                 902494103             45         2,500
TYSON FOODS INC                     CL A                 902494103             63         3,500
TYSON FOODS INC                     CL A                 902494103             74         4,100
TYSON FOODS INC                     CL A                 902494103            141         7,800
TYSON FOODS INC                     CL A                 902494103            176         9,773
TYSON FOODS INC                     CL A                 902494103            387        21,460
UST INC                             COM                  902911106              1            35
UST INC                             COM                  902911106             14           340
UST INC                             COM                  902911106             19           450
UST INC                             COM                  902911106             25           600
UST INC                             COM                  902911106             42         1,000
UST INC                             COM                  902911106             43         1,018
UST INC                             COM                  902911106             50         1,188
UST INC                             COM                  902911106             50         1,200
UST INC                             COM                  902911106             55         1,310
UST INC                             COM                  902911106             66         1,580
UST INC                             COM                  902911106             80         1,900
UST INC                             COM                  902911106            100         2,398
UST INC                             COM                  902911106            103         2,465
UST INC                             COM                  902911106            152         3,636
UST INC                             COM                  902911106            326         7,782
UST INC                             COM                  902911106            690        16,490
UST INC                             COM                  902911106         25,367       606,000
US BANCORP DEL                      COM NEW              902973304             14           495
US BANCORP DEL                      COM NEW              902973304             23           803
US BANCORP DEL                      COM NEW              902973304             25           900
US BANCORP DEL                      COM NEW              902973304             39         1,400
US BANCORP DEL                      COM NEW              902973304             46         1,650
US BANCORP DEL                      COM NEW              902973304             77         2,750
US BANCORP DEL                      COM NEW              902973304            117         4,180
US BANCORP DEL                      COM NEW              902973304            140         5,000
US BANCORP DEL                      COM NEW              902973304            167         5,937
US BANCORP DEL                      COM NEW              902973304            183         6,526
US BANCORP DEL                      COM NEW              902973304            203         7,230
US BANCORP DEL                      COM NEW              902973304            337        12,000
US BANCORP DEL                      COM NEW              902973304            374        13,304
US BANCORP DEL                      COM NEW              902973304            403        14,340
US BANCORP DEL                      COM NEW              902973304            423        15,070
US BANCORP DEL                      COM NEW              902973304            499        17,759
US BANCORP DEL                      COM NEW              902973304            531        18,901
US BANCORP DEL                      COM NEW              902973304            716        25,500
US BANCORP DEL                      COM NEW              902973304            783        27,876
US BANCORP DEL                      COM NEW              902973304            808        28,790
US BANCORP DEL                      COM NEW              902973304            822        29,267
US BANCORP DEL                      COM NEW              902973304          1,126        40,097
US BANCORP DEL                      COM NEW              902973304          2,285        81,385
US BANCORP DEL                      COM NEW              902973304          4,911       174,890
USEC INC                            COM                  90333E108          3,883       347,930
ULTRA PETROLEUM CORP                COM                  903914109              5            84
ULTRA PETROLEUM CORP                COM                  903914109             52           916
ULTRA PETROLEUM CORP                COM                  903914109            267         4,700
ULTRA PETROLEUM CORP                COM                  903914109            392         6,884
ULTRA PETROLEUM CORP                COM                  903914109            520         9,135
ULTRA PETROLEUM CORP                COM                  903914109            813        14,300
ULTRA PETROLEUM CORP                COM                  903914109            853        15,000
UNIBANCO-UNIAO DE BANCOS BRA        GDR REP PFD UT       90458E107             12           230
UNIBANCO-UNIAO DE BANCOS BRA        GDR REP PFD UT       90458E107          1,310        24,913
UNILEVER PLC                        SPON ADR NEW         904767704              8           200
UNILEVER PLC                        SPON ADR NEW         904767704             10           242
UNILEVER PLC                        SPON ADR NEW         904767704             12           280
UNILEVER PLC                        SPON ADR NEW         904767704             28           660
UNILEVER PLC                        SPON ADR NEW         904767704            358         8,487
UNILEVER N V                        N Y SHS NEW          904784709             12           170
UNILEVER N V                        N Y SHS NEW          904784709             43           600
UNILEVER N V                        N Y SHS NEW          904784709             79         1,100
UNILEVER N V                        N Y SHS NEW          904784709            184         2,571
UNILEVER N V                        N Y SHS NEW          904784709            220         3,080
UNILEVER N V                        N Y SHS NEW          904784709            376         5,265
UNION PAC CORP                      COM                  907818108             22           300
UNION PAC CORP                      COM                  907818108             28           390
UNION PAC CORP                      COM                  907818108             29           400
UNION PAC CORP                      COM                  907818108             47           650
UNION PAC CORP                      COM                  907818108             50           700
UNION PAC CORP                      COM                  907818108            103         1,436
UNION PAC CORP                      COM                  907818108            139         1,932
UNION PAC CORP                      COM                  907818108            154         2,150
UNION PAC CORP                      COM                  907818108            165         2,308
UNION PAC CORP                      COM                  907818108            182         2,532
UNION PAC CORP                      COM                  907818108            208         2,900
UNION PAC CORP                      COM                  907818108            268         3,732
UNION PAC CORP                      COM                  907818108            308         4,289
UNION PAC CORP                      COM                  907818108            368         5,126
UNION PAC CORP                      COM                  907818108            437         6,100
UNION PAC CORP                      COM                  907818108            453         6,312
UNION PAC CORP                      COM                  907818108            817        11,400
UNION PAC CORP                      COM                  907818108            845        11,779
UNION PAC CORP                      COM                  907818108          1,526        21,282
UNION PAC CORP                      COM                  907818108          1,923        26,820
UNIONBANCAL CORP                    COM                  908906100             25           357
UNIONBANCAL CORP                    COM                  908906100            119         1,700
UNIONBANCAL CORP                    COM                  908906100            163         2,343
UNIONBANCAL CORP                    COM                  908906100            398         5,710
UNISYS CORP                         COM                  909214108             11         1,669
UNISYS CORP                         COM                  909214108             11         1,700
UNISYS CORP                         COM                  909214108             13         1,985
UNISYS CORP                         COM                  909214108             13         2,000
UNISYS CORP                         COM                  909214108             15         2,220
UNISYS CORP                         COM                  909214108             18         2,650
UNISYS CORP                         COM                  909214108             27         4,000
UNISYS CORP                         COM                  909214108             32         4,884
UNISYS CORP                         COM                  909214108             41         6,201
UNISYS CORP                         COM                  909214108             42         6,355
UNISYS CORP                         COM                  909214108             77        11,545
UNISYS CORP                         COM                  909214108             81        12,200
UNISYS CORP                         COM                  909214108             87        13,115
UNISYS CORP                         COM                  909214108            184        27,740
UNITED MICROELECTRONICS CORP        SPONSORED ADR        910873207              1           383
UNITED MICROELECTRONICS CORP        SPONSORED ADR        910873207              3           738
UNITED MICROELECTRONICS CORP        SPONSORED ADR        910873207              8         2,319
UNITED MICROELECTRONICS CORP        SPONSORED ADR        910873207             19         5,288
UNITED MICROELECTRONICS CORP        SPONSORED ADR        910873207             26         7,084
UNITED MICROELECTRONICS CORP        SPONSORED ADR        910873207            114        31,796
UNITED MICROELECTRONICS CORP        SPONSORED ADR        910873207            466       129,322
UNITED MICROELECTRONICS CORP        SPONSORED ADR        910873207            722       200,485
UNITED MICROELECTRONICS CORP        SPONSORED ADR        910873207          4,096     1,137,648
UNITED PARCEL SERVICE INC           CL B                 911312106              1            10
UNITED PARCEL SERVICE INC           CL B                 911312106             15           215
UNITED PARCEL SERVICE INC           CL B                 911312106             21           300
UNITED PARCEL SERVICE INC           CL B                 911312106             35           500
UNITED PARCEL SERVICE INC           CL B                 911312106             74         1,075
UNITED PARCEL SERVICE INC           CL B                 911312106             83         1,200
UNITED PARCEL SERVICE INC           CL B                 911312106             90         1,300
UNITED PARCEL SERVICE INC           CL B                 911312106             96         1,388
UNITED PARCEL SERVICE INC           CL B                 911312106            104         1,500
UNITED PARCEL SERVICE INC           CL B                 911312106            107         1,550
UNITED PARCEL SERVICE INC           CL B                 911312106            110         1,586
UNITED PARCEL SERVICE INC           CL B                 911312106            124         1,800
UNITED PARCEL SERVICE INC           CL B                 911312106            131         1,897
UNITED PARCEL SERVICE INC           CL B                 911312106            203         2,930
UNITED PARCEL SERVICE INC           CL B                 911312106            394         5,704
UNITED PARCEL SERVICE INC           CL B                 911312106            466         6,734
UNITED PARCEL SERVICE INC           CL B                 911312106            562         8,124
UNITED PARCEL SERVICE INC           CL B                 911312106            589         8,522
UNITED PARCEL SERVICE INC           CL B                 911312106            597         8,631
UNITED PARCEL SERVICE INC           CL B                 911312106            639         9,250
UNITED PARCEL SERVICE INC           CL B                 911312106            754        10,911
UNITED PARCEL SERVICE INC           CL B                 911312106          1,222        17,678
UNITED PARCEL SERVICE INC           CL B                 911312106          1,604        23,198
UNITED PARCEL SERVICE INC           CL B                 911312106          1,674        24,210
UNITED PARCEL SERVICE INC           CL B                 911312106          1,887        27,296
UNITED PARCEL SERVICE INC           CL B                 911312106          4,125        59,670
UNITED PARCEL SERVICE INC           CL B                 911312106         40,739       589,316
UNITED STATES STL CORP NEW          COM                  912909108              1            35
UNITED STATES STL CORP NEW          COM                  912909108              3            60
UNITED STATES STL CORP NEW          COM                  912909108              8           200
UNITED STATES STL CORP NEW          COM                  912909108             38           900
UNITED STATES STL CORP NEW          COM                  912909108             40           950
UNITED STATES STL CORP NEW          COM                  912909108             47         1,100
UNITED STATES STL CORP NEW          COM                  912909108             49         1,150
UNITED STATES STL CORP NEW          COM                  912909108             89         2,100
UNITED STATES STL CORP NEW          COM                  912909108            190         4,487
UNITED STATES STL CORP NEW          COM                  912909108            220         5,200
UNITED STATES STL CORP NEW          COM                  912909108            436        10,300
UNITED STATES STL CORP NEW          COM                  912909108          2,059        48,613
UNITED TECHNOLOGIES CORP            COM                  913017109             16           300
UNITED TECHNOLOGIES CORP            COM                  913017109             17           330
UNITED TECHNOLOGIES CORP            COM                  913017109             31           600
UNITED TECHNOLOGIES CORP            COM                  913017109             39           760
UNITED TECHNOLOGIES CORP            COM                  913017109             47           900
UNITED TECHNOLOGIES CORP            COM                  913017109             74         1,420
UNITED TECHNOLOGIES CORP            COM                  913017109             78         1,500
UNITED TECHNOLOGIES CORP            COM                  913017109            106         2,040
UNITED TECHNOLOGIES CORP            COM                  913017109            114         2,206
UNITED TECHNOLOGIES CORP            COM                  913017109            145         2,800
UNITED TECHNOLOGIES CORP            COM                  913017109            175         3,373
UNITED TECHNOLOGIES CORP            COM                  913017109            221         4,270
UNITED TECHNOLOGIES CORP            COM                  913017109            225         4,340
UNITED TECHNOLOGIES CORP            COM                  913017109            254         4,900
UNITED TECHNOLOGIES CORP            COM                  913017109            259         5,000
UNITED TECHNOLOGIES CORP            COM                  913017109            388         7,476
UNITED TECHNOLOGIES CORP            COM                  913017109            390         7,518
UNITED TECHNOLOGIES CORP            COM                  913017109            424         8,180
UNITED TECHNOLOGIES CORP            COM                  913017109            438         8,450
UNITED TECHNOLOGIES CORP            COM                  913017109            520        10,032
UNITED TECHNOLOGIES CORP            COM                  913017109            530        10,215
UNITED TECHNOLOGIES CORP            COM                  913017109            533        10,284
UNITED TECHNOLOGIES CORP            COM                  913017109            617        11,900
UNITED TECHNOLOGIES CORP            COM                  913017109            792        15,270
UNITED TECHNOLOGIES CORP            COM                  913017109            852        16,434
UNITED TECHNOLOGIES CORP            COM                  913017109          1,133        21,850
UNITED TECHNOLOGIES CORP            COM                  913017109          1,247        24,050
UNITED TECHNOLOGIES CORP            COM                  913017109          1,642        31,670
UNITED TECHNOLOGIES CORP            COM                  913017109          2,323        44,809
UNITED TECHNOLOGIES CORP            COM                  913017109          2,672        51,536
UNITED TECHNOLOGIES CORP            COM                  913017109          2,806        54,120
UNITED TECHNOLOGIES CORP            COM                  913017109          4,843        93,424
UNITED TECHNOLOGIES CORP            COM                  913017109          4,939        95,270
UNITED TECHNOLOGIES CORP            COM                  913017109          5,042        97,260
UNITED TECHNOLOGIES CORP            COM                  913017109          5,398       104,119
UNITED TECHNOLOGIES CORP            COM                  913017109         18,415       355,218
UNITED UTILS PLC                    SPONSORED ADR        91311Q105            113         4,835
UNITED UTILS PLC                    SPONSORED ADR        91311Q105            117         5,000
UNITEDHEALTH GROUP INC              COM                  91324P102              6           110
UNITEDHEALTH GROUP INC              COM                  91324P102              9           164
UNITEDHEALTH GROUP INC              COM                  91324P102             11           200
UNITEDHEALTH GROUP INC              COM                  91324P102             34           600
UNITEDHEALTH GROUP INC              COM                  91324P102             53           940
UNITEDHEALTH GROUP INC              COM                  91324P102             61         1,090
UNITEDHEALTH GROUP INC              COM                  91324P102             67         1,200
UNITEDHEALTH GROUP INC              COM                  91324P102             84         1,490
UNITEDHEALTH GROUP INC              COM                  91324P102            101         1,800
UNITEDHEALTH GROUP INC              COM                  91324P102            107         1,900
UNITEDHEALTH GROUP INC              COM                  91324P102            112         2,000
UNITEDHEALTH GROUP INC              COM                  91324P102            180         3,200
UNITEDHEALTH GROUP INC              COM                  91324P102            184         3,268
UNITEDHEALTH GROUP INC              COM                  91324P102            191         3,400
UNITEDHEALTH GROUP INC              COM                  91324P102            222         3,950
UNITEDHEALTH GROUP INC              COM                  91324P102            338         6,020
UNITEDHEALTH GROUP INC              COM                  91324P102            348         6,200
UNITEDHEALTH GROUP INC              COM                  91324P102            364         6,470
UNITEDHEALTH GROUP INC              COM                  91324P102            501         8,920
UNITEDHEALTH GROUP INC              COM                  91324P102            517         9,200
UNITEDHEALTH GROUP INC              COM                  91324P102            521         9,272
UNITEDHEALTH GROUP INC              COM                  91324P102            588        10,470
UNITEDHEALTH GROUP INC              COM                  91324P102            695        12,372
UNITEDHEALTH GROUP INC              COM                  91324P102            776        13,806
UNITEDHEALTH GROUP INC              COM                  91324P102          1,050        18,678
UNITEDHEALTH GROUP INC              COM                  91324P102          1,136        20,214
UNITEDHEALTH GROUP INC              COM                  91324P102          1,250        22,235
UNITEDHEALTH GROUP INC              COM                  91324P102          1,253        22,292
UNITEDHEALTH GROUP INC              COM                  91324P102          1,567        27,880
UNITEDHEALTH GROUP INC              COM                  91324P102          2,174        38,690
UNITEDHEALTH GROUP INC              COM                  91324P102          3,096        55,084
UNITEDHEALTH GROUP INC              COM                  91324P102          3,570        63,524
UNITEDHEALTH GROUP INC              COM                  91324P102          5,393        95,953
UNITEDHEALTH GROUP INC              COM                  91324P102          6,725       119,654
UNITEDHEALTH GROUP INC              COM                  91324P102         12,526       222,875
UNITRIN INC                         COM                  913275103             81         1,700
UNITRIN INC                         COM                  913275103            288         6,060
UNIVERSAL HLTH SVCS INC             CL B                 913903100            141         2,950
UNIVERSAL HLTH SVCS INC             CL B                 913903100            270         5,660
UNIVERSAL HLTH SVCS INC             DBCV  0.426% 6/2     913903AL4              2         4,000
UNIVERSAL HLTH SVCS INC             DBCV  0.426% 6/2     913903AL4             20        34,000
UNIVISION COMMUNICATIONS INC        CL A                 914906102             31         1,171
UNIVISION COMMUNICATIONS INC        CL A                 914906102             43         1,620
UNIVISION COMMUNICATIONS INC        CL A                 914906102             45         1,704
UNIVISION COMMUNICATIONS INC        CL A                 914906102             56         2,106
UNIVISION COMMUNICATIONS INC        CL A                 914906102             58         2,195
UNIVISION COMMUNICATIONS INC        CL A                 914906102             66         2,500
UNIVISION COMMUNICATIONS INC        CL A                 914906102             94         3,533
UNIVISION COMMUNICATIONS INC        CL A                 914906102            149         5,600
UNIVISION COMMUNICATIONS INC        CL A                 914906102            169         6,367
UNIVISION COMMUNICATIONS INC        CL A                 914906102            197         7,429
UNIVISION COMMUNICATIONS INC        CL A                 914906102            485        18,290
UNIZAN FINANCIAL CORP               COM                  91528W101          2,146        88,627
UNIZAN FINANCIAL CORP               COM                  91528W101          3,207       132,480
UNUMPROVIDENT CORP                  COM                  91529Y106             37         1,781
UNUMPROVIDENT CORP                  COM                  91529Y106             45         2,208
UNUMPROVIDENT CORP                  COM                  91529Y106             48         2,350
UNUMPROVIDENT CORP                  COM                  91529Y106             63         3,075
UNUMPROVIDENT CORP                  COM                  91529Y106             90         4,389
UNUMPROVIDENT CORP                  COM                  91529Y106             90         4,400
UNUMPROVIDENT CORP                  COM                  91529Y106            176         8,580
UNUMPROVIDENT CORP                  COM                  91529Y106            248        12,116
UNUMPROVIDENT CORP                  COM                  91529Y106            289        14,119
UNUMPROVIDENT CORP                  COM                  91529Y106            414        20,191
UNUMPROVIDENT CORP                  COM                  91529Y106            543        26,480
UNUMPROVIDENT CORP                  COM                  91529Y106          5,449       265,810
URBAN OUTFITTERS INC                COM                  917047102              1            40
URBAN OUTFITTERS INC                COM                  917047102             54         1,850
URBAN OUTFITTERS INC                COM                  917047102            164         5,584
URBAN OUTFITTERS INC                COM                  917047102            176         6,000
URBAN OUTFITTERS INC                COM                  917047102            312        10,600
UTILITIES HOLDRS TR                 DEPOSITRY RCPT       918019100             24           200
UTILITIES HOLDRS TR                 DEPOSITRY RCPT       918019100             49           400
UTILITIES HOLDRS TR                 DEPOSITRY RCPT       918019100            110           900
UTILITIES HOLDRS TR                 DEPOSITRY RCPT       918019100            281         2,300
UTILITIES HOLDRS TR                 DEPOSITRY RCPT       918019100            928         7,600
V F CORP                            COM                  918204108              6           100
V F CORP                            COM                  918204108             14           250
V F CORP                            COM                  918204108             39           670
V F CORP                            COM                  918204108             39           680
V F CORP                            COM                  918204108             41           713
V F CORP                            COM                  918204108             43           750
V F CORP                            COM                  918204108             48           827
V F CORP                            COM                  918204108             56           960
V F CORP                            COM                  918204108             75         1,300
V F CORP                            COM                  918204108             93         1,605
V F CORP                            COM                  918204108            145         2,495
V F CORP                            COM                  918204108            306         5,287
V F CORP                            COM                  918204108            582        10,040
VALERO ENERGY CORP NEW              COM                  91913Y100             18           155
VALERO ENERGY CORP NEW              COM                  91913Y100             27           240
VALERO ENERGY CORP NEW              COM                  91913Y100             28           250
VALERO ENERGY CORP NEW              COM                  91913Y100             49           435
VALERO ENERGY CORP NEW              COM                  91913Y100             51           450
VALERO ENERGY CORP NEW              COM                  91913Y100             70           623
VALERO ENERGY CORP NEW              COM                  91913Y100             85           750
VALERO ENERGY CORP NEW              COM                  91913Y100             94           830
VALERO ENERGY CORP NEW              COM                  91913Y100            107           950
VALERO ENERGY CORP NEW              COM                  91913Y100            111           978
VALERO ENERGY CORP NEW              COM                  91913Y100            179         1,580
VALERO ENERGY CORP NEW              COM                  91913Y100            252         2,230
VALERO ENERGY CORP NEW              COM                  91913Y100            278         2,460
VALERO ENERGY CORP NEW              COM                  91913Y100            279         2,470
VALERO ENERGY CORP NEW              COM                  91913Y100            339         3,000
VALERO ENERGY CORP NEW              COM                  91913Y100            552         4,886
VALERO ENERGY CORP NEW              COM                  91913Y100            793         7,014
VALERO ENERGY CORP NEW              COM                  91913Y100          1,547        13,679
VALERO ENERGY CORP NEW              COM                  91913Y100          3,380        29,897
VALERO ENERGY CORP NEW              COM                  91913Y100          5,100        45,105
VALERO ENERGY CORP NEW              COM                  91913Y100          6,167        54,545
VALLEY NATL BANCORP                 COM                  919794107            134         5,865
VALLEY NATL BANCORP                 COM                  919794107            154         6,726
VALLEY NATL BANCORP                 COM                  919794107            252        11,013
VARIAN MED SYS INC                  COM                  92220P105             34           865
VARIAN MED SYS INC                  COM                  92220P105             46         1,160
VARIAN MED SYS INC                  COM                  92220P105             55         1,400
VARIAN MED SYS INC                  COM                  92220P105             87         2,200
VARIAN MED SYS INC                  COM                  92220P105            138         3,500
VARIAN MED SYS INC                  COM                  92220P105            211         5,335
VARIAN MED SYS INC                  COM                  92220P105            516        13,060
VECTREN CORP                        COM                  92240G101            344        12,128
VANGUARD INDEX TR                   STK MRK VIPERS       922908769             53           440
VANGUARD INDEX TR                   STK MRK VIPERS       922908769         10,369        85,451
VERISIGN INC                        COM                  92343E102              2           100
VERISIGN INC                        COM                  92343E102              4           175
VERISIGN INC                        COM                  92343E102              7           340
VERISIGN INC                        COM                  92343E102             11           500
VERISIGN INC                        COM                  92343E102             12           550
VERISIGN INC                        COM                  92343E102             14           633
VERISIGN INC                        COM                  92343E102             28         1,300
VERISIGN INC                        COM                  92343E102             32         1,500
VERISIGN INC                        COM                  92343E102             77         3,600
VERISIGN INC                        COM                  92343E102            138         6,450
VERISIGN INC                        COM                  92343E102            259        12,141
VERISIGN INC                        COM                  92343E102            534        25,010
VERISIGN INC                        COM                  92343E102          2,788       130,452
VERIZON COMMUNICATIONS              COM                  92343V104              6           170
VERIZON COMMUNICATIONS              COM                  92343V104             21           650
VERIZON COMMUNICATIONS              COM                  92343V104             35         1,075
VERIZON COMMUNICATIONS              COM                  92343V104             36         1,100
VERIZON COMMUNICATIONS              COM                  92343V104             61         1,872
VERIZON COMMUNICATIONS              COM                  92343V104             62         1,900
VERIZON COMMUNICATIONS              COM                  92343V104             65         1,980
VERIZON COMMUNICATIONS              COM                  92343V104             65         2,000
VERIZON COMMUNICATIONS              COM                  92343V104             78         2,378
VERIZON COMMUNICATIONS              COM                  92343V104             79         2,402
VERIZON COMMUNICATIONS              COM                  92343V104             83         2,550
VERIZON COMMUNICATIONS              COM                  92343V104            114         3,500
VERIZON COMMUNICATIONS              COM                  92343V104            121         3,700
VERIZON COMMUNICATIONS              COM                  92343V104            123         3,750
VERIZON COMMUNICATIONS              COM                  92343V104            141         4,300
VERIZON COMMUNICATIONS              COM                  92343V104            143         4,389
VERIZON COMMUNICATIONS              COM                  92343V104            164         5,010
VERIZON COMMUNICATIONS              COM                  92343V104            167         5,100
VERIZON COMMUNICATIONS              COM                  92343V104            248         7,600
VERIZON COMMUNICATIONS              COM                  92343V104            280         8,560
VERIZON COMMUNICATIONS              COM                  92343V104            286         8,750
VERIZON COMMUNICATIONS              COM                  92343V104            322         9,855
VERIZON COMMUNICATIONS              COM                  92343V104            594        18,170
VERIZON COMMUNICATIONS              COM                  92343V104            664        20,309
VERIZON COMMUNICATIONS              COM                  92343V104            751        22,960
VERIZON COMMUNICATIONS              COM                  92343V104            883        27,016
VERIZON COMMUNICATIONS              COM                  92343V104          1,396        42,711
VERIZON COMMUNICATIONS              COM                  92343V104          1,440        44,046
VERIZON COMMUNICATIONS              COM                  92343V104          1,451        44,400
VERIZON COMMUNICATIONS              COM                  92343V104          1,903        58,207
VERIZON COMMUNICATIONS              COM                  92343V104          3,309       101,220
VERIZON COMMUNICATIONS              COM                  92343V104          3,907       119,508
VERIZON COMMUNICATIONS              COM                  92343V104          4,013       122,764
VERIZON COMMUNICATIONS              COM                  92343V104          4,660       142,537
VERIZON COMMUNICATIONS              COM                  92343V104          5,948       181,956
VERIZON COMMUNICATIONS              COM                  92343V104          7,154       218,834
VERIZON COMMUNICATIONS              COM                  92343V104          8,601       263,110
VIACOM INC                          CL A                 925524100             10           300
VIACOM INC                          CL A                 925524100             30           900
VIACOM INC                          CL A                 925524100             60         1,800
VIACOM INC                          CL A                 925524100            196         5,900
VIACOM INC                          CL A                 925524100            296         8,900
VIACOM INC                          CL B                 925524308              8           250
VIACOM INC                          CL B                 925524308             23           700
VIACOM INC                          CL B                 925524308             36         1,085
VIACOM INC                          CL B                 925524308             37         1,130
VIACOM INC                          CL B                 925524308             39         1,190
VIACOM INC                          CL B                 925524308             45         1,375
VIACOM INC                          CL B                 925524308             48         1,450
VIACOM INC                          CL B                 925524308             50         1,500
VIACOM INC                          CL B                 925524308             52         1,579
VIACOM INC                          CL B                 925524308             56         1,700
VIACOM INC                          CL B                 925524308             63         1,900
VIACOM INC                          CL B                 925524308             83         2,500
VIACOM INC                          CL B                 925524308             90         2,715
VIACOM INC                          CL B                 925524308            131         3,960
VIACOM INC                          CL B                 925524308            135         4,100
VIACOM INC                          CL B                 925524308            150         4,550
VIACOM INC                          CL B                 925524308            159         4,808
VIACOM INC                          CL B                 925524308            195         5,910
VIACOM INC                          CL B                 925524308            199         6,042
VIACOM INC                          CL B                 925524308            225         6,820
VIACOM INC                          CL B                 925524308            375        11,370
VIACOM INC                          CL B                 925524308            381        11,555
VIACOM INC                          CL B                 925524308            384        11,621
VIACOM INC                          CL B                 925524308            440        13,330
VIACOM INC                          CL B                 925524308            512        15,525
VIACOM INC                          CL B                 925524308            549        16,626
VIACOM INC                          CL B                 925524308            786        23,815
VIACOM INC                          CL B                 925524308            839        25,402
VIACOM INC                          CL B                 925524308            898        27,200
VIACOM INC                          CL B                 925524308          1,090        33,035
VIACOM INC                          CL B                 925524308          1,316        39,864
VIACOM INC                          CL B                 925524308          2,161        65,463
VIACOM INC                          CL B                 925524308          2,632        79,726
VIACOM INC                          CL B                 925524308          4,525       137,078
VIACOM INC                          CL B                 925524308          4,686       141,970
VIACOM INC                          CL B                 925524308          4,798       145,362
VIACOM INC                          CL B                 925524308          9,444       286,089
VIDESH SANCHAR NIGAM LTD            SPON ADR NEW         92659G600             32         1,950
VIDESH SANCHAR NIGAM LTD            SPON ADR NEW         92659G600          3,964       240,100
VIISAGE TECHNOLOGY INC              COM                  92675K106             42        10,000
VION PHARMACEUTICALS INC            COM                  927624106              4         1,900
VION PHARMACEUTICALS INC            COM                  927624106             22        10,000
VISTEON CORP                        COM                  92839U107              1           131
VISTEON CORP                        COM                  92839U107              7           760
VISTEON CORP                        COM                  92839U107              8           795
VISTEON CORP                        COM                  92839U107              9           910
VISTEON CORP                        COM                  92839U107             10         1,020
VISTEON CORP                        COM                  92839U107             19         1,919
VISTEON CORP                        COM                  92839U107             26         2,625
VISTEON CORP                        COM                  92839U107             28         2,835
VIVENDI UNIVERSAL                   SPON ADR NEW         92851S204              8           230
VIVENDI UNIVERSAL                   SPON ADR NEW         92851S204             11           324
VIVENDI UNIVERSAL                   SPON ADR NEW         92851S204             29           894
VIVENDI UNIVERSAL                   SPON ADR NEW         92851S204            145         4,425
VIVENDI UNIVERSAL                   SPON ADR NEW         92851S204            162         4,939
VIVENDI UNIVERSAL                   SPON ADR NEW         92851S204            652        19,920
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100              6           250
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100             12           450
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100             12           462
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100             42         1,610
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100             51         1,960
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100             55         2,100
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100             61         2,346
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100             69         2,675
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100            190         7,300
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100            195         7,500
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100            269        10,350
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100            433        16,655
VODAFONE GROUP PLC NEW              SPONSORED ADR        92857W100            476        18,330
VORNADO RLTY TR                     SH BEN INT           929042109              9           100
VORNADO RLTY TR                     SH BEN INT           929042109             74           850
VORNADO RLTY TR                     SH BEN INT           929042109             82           950
VORNADO RLTY TR                     SH BEN INT           929042109            102         1,180
VORNADO RLTY TR                     SH BEN INT           929042109            132         1,520
VORNADO RLTY TR                     SH BEN INT           929042109            152         1,750
VORNADO RLTY TR                     SH BEN INT           929042109            222         2,560
VORNADO RLTY TR                     SH BEN INT           929042109            286         3,300
VORNADO RLTY TR                     SH BEN INT           929042109          1,099        12,690
VULCAN MATLS CO                     COM                  929160109              8           111
VULCAN MATLS CO                     COM                  929160109             20           265
VULCAN MATLS CO                     COM                  929160109             53           710
VULCAN MATLS CO                     COM                  929160109             60           810
VULCAN MATLS CO                     COM                  929160109             74           992
VULCAN MATLS CO                     COM                  929160109             98         1,326
VULCAN MATLS CO                     COM                  929160109            115         1,547
VULCAN MATLS CO                     COM                  929160109            182         2,453
VULCAN MATLS CO                     COM                  929160109            348         4,689
VULCAN MATLS CO                     COM                  929160109            729         9,820
WFS FINL INC                        COM                  92923B106          1,142        17,000
WFS FINL INC                        COM                  92923B106          2,889        43,000
WPP GROUP PLC                       SPON ADR NEW         929309300             58         1,130
WPP GROUP PLC                       SPON ADR NEW         929309300            116         2,262
WPP GROUP PLC                       SPON ADR NEW         929309300            615        12,022
WACHOVIA CORP 2ND NEW               COM                  929903102             12           250
WACHOVIA CORP 2ND NEW               COM                  929903102             19           400
WACHOVIA CORP 2ND NEW               COM                  929903102             33           700
WACHOVIA CORP 2ND NEW               COM                  929903102             41           855
WACHOVIA CORP 2ND NEW               COM                  929903102             53         1,110
WACHOVIA CORP 2ND NEW               COM                  929903102             71         1,500
WACHOVIA CORP 2ND NEW               COM                  929903102            107         2,250
WACHOVIA CORP 2ND NEW               COM                  929903102            138         2,896
WACHOVIA CORP 2ND NEW               COM                  929903102            171         3,600
WACHOVIA CORP 2ND NEW               COM                  929903102            212         4,450
WACHOVIA CORP 2ND NEW               COM                  929903102            234         4,920
WACHOVIA CORP 2ND NEW               COM                  929903102            235         4,930
WACHOVIA CORP 2ND NEW               COM                  929903102            241         5,065
WACHOVIA CORP 2ND NEW               COM                  929903102            264         5,549
WACHOVIA CORP 2ND NEW               COM                  929903102            518        10,880
WACHOVIA CORP 2ND NEW               COM                  929903102            553        11,610
WACHOVIA CORP 2ND NEW               COM                  929903102            555        11,655
WACHOVIA CORP 2ND NEW               COM                  929903102            630        13,243
WACHOVIA CORP 2ND NEW               COM                  929903102            738        15,499
WACHOVIA CORP 2ND NEW               COM                  929903102            821        17,253
WACHOVIA CORP 2ND NEW               COM                  929903102          1,067        22,411
WACHOVIA CORP 2ND NEW               COM                  929903102          1,199        25,187
WACHOVIA CORP 2ND NEW               COM                  929903102          1,607        33,778
WACHOVIA CORP 2ND NEW               COM                  929903102          3,291        69,158
WACHOVIA CORP 2ND NEW               COM                  929903102          4,156        87,322
WACHOVIA CORP 2ND NEW               COM                  929903102          7,194       151,176
WAL MART STORES INC                 COM                  931142103              8           185
WAL MART STORES INC                 COM                  931142103             13           300
WAL MART STORES INC                 COM                  931142103             44         1,000
WAL MART STORES INC                 COM                  931142103             57         1,300
WAL MART STORES INC                 COM                  931142103             96         2,200
WAL MART STORES INC                 COM                  931142103            131         3,000
WAL MART STORES INC                 COM                  931142103            158         3,600
WAL MART STORES INC                 COM                  931142103            164         3,740
WAL MART STORES INC                 COM                  931142103            202         4,600
WAL MART STORES INC                 COM                  931142103            261         5,956
WAL MART STORES INC                 COM                  931142103            291         6,638
WAL MART STORES INC                 COM                  931142103            351         8,000
WAL MART STORES INC                 COM                  931142103            377         8,595
WAL MART STORES INC                 COM                  931142103            392         8,950
WAL MART STORES INC                 COM                  931142103            432         9,850
WAL MART STORES INC                 COM                  931142103            438        10,000
WAL MART STORES INC                 COM                  931142103            719        16,400
WAL MART STORES INC                 COM                  931142103            803        18,322
WAL MART STORES INC                 COM                  931142103            819        18,690
WAL MART STORES INC                 COM                  931142103            911        20,780
WAL MART STORES INC                 COM                  931142103          1,072        24,469
WAL MART STORES INC                 COM                  931142103          1,165        26,585
WAL MART STORES INC                 COM                  931142103          1,355        30,932
WAL MART STORES INC                 COM                  931142103          1,687        38,489
WAL MART STORES INC                 COM                  931142103          1,759        40,145
WAL MART STORES INC                 COM                  931142103          2,138        48,801
WAL MART STORES INC                 COM                  931142103          2,298        52,442
WAL MART STORES INC                 COM                  931142103          2,482        56,635
WAL MART STORES INC                 COM                  931142103          4,141        94,510
WAL MART STORES INC                 COM                  931142103          5,504       125,605
WAL MART STORES INC                 COM                  931142103          5,860       133,726
WAL MART STORES INC                 COM                  931142103          6,050       138,071
WAL MART STORES INC                 COM                  931142103          9,695       221,239
WAL MART STORES INC                 COM                  931142103         13,278       303,010
WALGREEN CO                         COM                  931422109              4           100
WALGREEN CO                         COM                  931422109             26           600
WALGREEN CO                         COM                  931422109             34           790
WALGREEN CO                         COM                  931422109             39           900
WALGREEN CO                         COM                  931422109             67         1,550
WALGREEN CO                         COM                  931422109            114         2,623
WALGREEN CO                         COM                  931422109            124         2,850
WALGREEN CO                         COM                  931422109            149         3,433
WALGREEN CO                         COM                  931422109            174         4,000
WALGREEN CO                         COM                  931422109            218         5,010
WALGREEN CO                         COM                  931422109            229         5,273
WALGREEN CO                         COM                  931422109            236         5,428
WALGREEN CO                         COM                  931422109            298         6,850
WALGREEN CO                         COM                  931422109            318         7,322
WALGREEN CO                         COM                  931422109            328         7,538
WALGREEN CO                         COM                  931422109            374         8,610
WALGREEN CO                         COM                  931422109            375         8,640
WALGREEN CO                         COM                  931422109            416         9,579
WALGREEN CO                         COM                  931422109            438        10,084
WALGREEN CO                         COM                  931422109            447        10,297
WALGREEN CO                         COM                  931422109            487        11,203
WALGREEN CO                         COM                  931422109            616        14,173
WALGREEN CO                         COM                  931422109            713        16,404
WALGREEN CO                         COM                  931422109            938        21,592
WALGREEN CO                         COM                  931422109          1,469        33,800
WALGREEN CO                         COM                  931422109          1,932        44,460
WALGREEN CO                         COM                  931422109          2,234        51,416
WALGREEN CO                         COM                  931422109          3,455        79,506
WALGREEN CO                         COM                  931422109          4,179        96,180
WASHINGTON MUT INC                  COM                  939322103             11           285
WASHINGTON MUT INC                  COM                  939322103             20           500
WASHINGTON MUT INC                  COM                  939322103             28           720
WASHINGTON MUT INC                  COM                  939322103             31           800
WASHINGTON MUT INC                  COM                  939322103             47         1,200
WASHINGTON MUT INC                  COM                  939322103             55         1,400
WASHINGTON MUT INC                  COM                  939322103             94         2,400
WASHINGTON MUT INC                  COM                  939322103            101         2,587
WASHINGTON MUT INC                  COM                  939322103            119         3,037
WASHINGTON MUT INC                  COM                  939322103            151         3,840
WASHINGTON MUT INC                  COM                  939322103            183         4,670
WASHINGTON MUT INC                  COM                  939322103            229         5,830
WASHINGTON MUT INC                  COM                  939322103            255         6,507
WASHINGTON MUT INC                  COM                  939322103            290         7,400
WASHINGTON MUT INC                  COM                  939322103            303         7,720
WASHINGTON MUT INC                  COM                  939322103            338         8,619
WASHINGTON MUT INC                  COM                  939322103            511        13,017
WASHINGTON MUT INC                  COM                  939322103            554        14,122
WASHINGTON MUT INC                  COM                  939322103            658        16,769
WASHINGTON MUT INC                  COM                  939322103            901        22,965
WASHINGTON MUT INC                  COM                  939322103          1,468        37,426
WASHINGTON MUT INC                  COM                  939322103          2,353        60,000
WASHINGTON MUT INC                  COM                  939322103          3,434        87,561
WASHINGTON MUT INC                  COM                  939322103          3,725        94,973
WASHINGTON POST CO                  CL B                 939640108             64            80
WASHINGTON POST CO                  CL B                 939640108             80           100
WASHINGTON POST CO                  CL B                 939640108            233           290
WASTE MGMT INC DEL                  COM                  94106L109              8           290
WASTE MGMT INC DEL                  COM                  94106L109              9           332
WASTE MGMT INC DEL                  COM                  94106L109             10           362
WASTE MGMT INC DEL                  COM                  94106L109             11           380
WASTE MGMT INC DEL                  COM                  94106L109             19           680
WASTE MGMT INC DEL                  COM                  94106L109             20           700
WASTE MGMT INC DEL                  COM                  94106L109             24           839
WASTE MGMT INC DEL                  COM                  94106L109             34         1,200
WASTE MGMT INC DEL                  COM                  94106L109             59         2,050
WASTE MGMT INC DEL                  COM                  94106L109             79         2,748
WASTE MGMT INC DEL                  COM                  94106L109             83         2,893
WASTE MGMT INC DEL                  COM                  94106L109             86         3,020
WASTE MGMT INC DEL                  COM                  94106L109             87         3,040
WASTE MGMT INC DEL                  COM                  94106L109            116         4,063
WASTE MGMT INC DEL                  COM                  94106L109            134         4,690
WASTE MGMT INC DEL                  COM                  94106L109            159         5,549
WASTE MGMT INC DEL                  COM                  94106L109            177         6,181
WASTE MGMT INC DEL                  COM                  94106L109            257         9,000
WASTE MGMT INC DEL                  COM                  94106L109            265         9,272
WASTE MGMT INC DEL                  COM                  94106L109            349        12,200
WASTE MGMT INC DEL                  COM                  94106L109            378        13,217
WASTE MGMT INC DEL                  COM                  94106L109            708        24,752
WASTE MGMT INC DEL                  COM                  94106L109            809        28,267
WASTE MGMT INC DEL                  COM                  94106L109          1,548        54,090
WATERS CORP                         COM                  941848103             29           700
WATERS CORP                         COM                  941848103             37           900
WATERS CORP                         COM                  941848103             43         1,030
WATERS CORP                         COM                  941848103             43         1,040
WATERS CORP                         COM                  941848103             73         1,763
WATERS CORP                         COM                  941848103             79         1,900
WATERS CORP                         COM                  941848103             99         2,376
WATERS CORP                         COM                  941848103            118         2,837
WATERS CORP                         COM                  941848103            120         2,888
WATERS CORP                         COM                  941848103            197         4,736
WATERS CORP                         COM                  941848103            497        11,950
WATSON PHARMACEUTICALS INC          COM                  942683103             28           770
WATSON PHARMACEUTICALS INC          COM                  942683103             32           870
WATSON PHARMACEUTICALS INC          COM                  942683103             34           930
WATSON PHARMACEUTICALS INC          COM                  942683103             35           957
WATSON PHARMACEUTICALS INC          COM                  942683103             36           971
WATSON PHARMACEUTICALS INC          COM                  942683103             51         1,400
WATSON PHARMACEUTICALS INC          COM                  942683103             59         1,616
WATSON PHARMACEUTICALS INC          COM                  942683103             87         2,384
WATSON PHARMACEUTICALS INC          COM                  942683103            116         3,162
WATSON PHARMACEUTICALS INC          COM                  942683103            155         4,238
WATSON PHARMACEUTICALS INC          COM                  942683103            401        10,940
WEBMD CORP                          COM                  94769M105              1            46
WEBMD CORP                          COM                  94769M105              3           300
WEBMD CORP                          COM                  94769M105              6           500
WEBMD CORP                          COM                  94769M105             51         4,606
WEBMD CORP                          COM                  94769M105             53         4,750
WEBMD CORP                          COM                  94769M105             81         7,300
WEIGHT WATCHERS INTL INC NEW        COM                  948626106             35           675
WEIGHT WATCHERS INTL INC NEW        COM                  948626106             72         1,400
WEIGHT WATCHERS INTL INC NEW        COM                  948626106            147         2,859
WEIGHT WATCHERS INTL INC NEW        COM                  948626106            222         4,300
WEINGARTEN RLTY INVS                SH BEN INT           948741103             12           310
WEINGARTEN RLTY INVS                SH BEN INT           948741103            291         7,700
WELLCHOICE INC                      COM                  949475107             39           509
WELLCHOICE INC                      COM                  949475107            295         3,891
WELLCHOICE INC                      COM                  949475107            577         7,600
WELLPOINT INC                       COM                  94973V107              3            36
WELLPOINT INC                       COM                  94973V107              8           101
WELLPOINT INC                       COM                  94973V107             15           200
WELLPOINT INC                       COM                  94973V107             30           400
WELLPOINT INC                       COM                  94973V107             38           500
WELLPOINT INC                       COM                  94973V107             45           600
WELLPOINT INC                       COM                  94973V107             54           710
WELLPOINT INC                       COM                  94973V107             68           900
WELLPOINT INC                       COM                  94973V107             76         1,000
WELLPOINT INC                       COM                  94973V107             88         1,160
WELLPOINT INC                       COM                  94973V107            129         1,700
WELLPOINT INC                       COM                  94973V107            152         2,000
WELLPOINT INC                       COM                  94973V107            158         2,083
WELLPOINT INC                       COM                  94973V107            318         4,200
WELLPOINT INC                       COM                  94973V107            339         4,472
WELLPOINT INC                       COM                  94973V107            372         4,900
WELLPOINT INC                       COM                  94973V107            393         5,180
WELLPOINT INC                       COM                  94973V107            409         5,400
WELLPOINT INC                       COM                  94973V107            451         5,948
WELLPOINT INC                       COM                  94973V107            674         8,886
WELLPOINT INC                       COM                  94973V107            697         9,194
WELLPOINT INC                       COM                  94973V107            711         9,375
WELLPOINT INC                       COM                  94973V107            748         9,868
WELLPOINT INC                       COM                  94973V107          1,084        14,294
WELLPOINT INC                       COM                  94973V107          1,128        14,873
WELLPOINT INC                       COM                  94973V107          1,427        18,820
WELLPOINT INC                       COM                  94973V107          1,698        22,390
WELLPOINT INC                       COM                  94973V107          1,759        23,195
WELLPOINT INC                       COM                  94973V107          2,028        26,749
WELLPOINT INC                       COM                  94973V107          2,663        35,122
WELLPOINT INC                       COM                  94973V107          3,761        49,600
WELLPOINT INC                       COM                  94973V107          4,445        58,620
WELLPOINT INC                       COM                  94973V107         10,225       134,860
WELLPOINT INC                       COM                  94973V107         11,438       150,858
WELLS FARGO & CO NEW                COM                  949746101             41           700
WELLS FARGO & CO NEW                COM                  949746101             43           740
WELLS FARGO & CO NEW                COM                  949746101             58           985
WELLS FARGO & CO NEW                COM                  949746101             64         1,100
WELLS FARGO & CO NEW                COM                  949746101             91         1,550
WELLS FARGO & CO NEW                COM                  949746101            129         2,200
WELLS FARGO & CO NEW                COM                  949746101            136         2,330
WELLS FARGO & CO NEW                COM                  949746101            193         3,300
WELLS FARGO & CO NEW                COM                  949746101            275         4,700
WELLS FARGO & CO NEW                COM                  949746101            299         5,100
WELLS FARGO & CO NEW                COM                  949746101            337         5,760
WELLS FARGO & CO NEW                COM                  949746101            598        10,210
WELLS FARGO & CO NEW                COM                  949746101            727        12,412
WELLS FARGO & CO NEW                COM                  949746101            822        14,030
WELLS FARGO & CO NEW                COM                  949746101            870        14,856
WELLS FARGO & CO NEW                COM                  949746101            967        16,517
WELLS FARGO & CO NEW                COM                  949746101          1,039        17,745
WELLS FARGO & CO NEW                COM                  949746101          1,279        21,842
WELLS FARGO & CO NEW                COM                  949746101          1,521        25,971
WELLS FARGO & CO NEW                COM                  949746101          1,577        26,918
WELLS FARGO & CO NEW                COM                  949746101          2,102        35,892
WELLS FARGO & CO NEW                COM                  949746101          2,139        36,515
WELLS FARGO & CO NEW                COM                  949746101          2,394        40,870
WELLS FARGO & CO NEW                COM                  949746101          3,750        64,032
WELLS FARGO & CO NEW                COM                  949746101          4,331        73,948
WELLS FARGO & CO NEW                COM                  949746101          7,539       128,723
WELLS FARGO & CO NEW                COM                  949746101          9,507       162,320
WELLS FARGO & CO NEW                COM                  949746101         13,345       227,843
WENDYS INTL INC                     COM                  950590109             32           713
WENDYS INTL INC                     COM                  950590109             34           750
WENDYS INTL INC                     COM                  950590109             36           800
WENDYS INTL INC                     COM                  950590109             41           900
WENDYS INTL INC                     COM                  950590109             50         1,114
WENDYS INTL INC                     COM                  950590109             59         1,300
WENDYS INTL INC                     COM                  950590109             77         1,700
WENDYS INTL INC                     COM                  950590109             77         1,700
WENDYS INTL INC                     COM                  950590109            203         4,487
WENDYS INTL INC                     COM                  950590109            555        12,300
WENDYS INTL INC                     COM                  950590109          2,337        51,761
WERNER ENTERPRISES INC              COM                  950755108             77         4,465
WERNER ENTERPRISES INC              COM                  950755108            186        10,750
WEST MARINE INC                     COM                  954235107            265        17,900
WESTAIM CORP                        COM                  956909105             47        14,000
WESTERN GAS RES INC                 COM                  958259103            263         5,137
WESTERN SILVER CORP                 COM                  959531104            100        11,825
WEYERHAEUSER CO                     COM                  962166104             28           400
WEYERHAEUSER CO                     COM                  962166104             31           450
WEYERHAEUSER CO                     COM                  962166104             48           700
WEYERHAEUSER CO                     COM                  962166104             62           900
WEYERHAEUSER CO                     COM                  962166104             63           922
WEYERHAEUSER CO                     COM                  962166104            122         1,779
WEYERHAEUSER CO                     COM                  962166104            137         1,994
WEYERHAEUSER CO                     COM                  962166104            163         2,377
WEYERHAEUSER CO                     COM                  962166104            238         3,465
WEYERHAEUSER CO                     COM                  962166104            276         4,016
WEYERHAEUSER CO                     COM                  962166104            415         6,042
WEYERHAEUSER CO                     COM                  962166104            588         8,557
WEYERHAEUSER CO                     COM                  962166104            751        10,928
WEYERHAEUSER CO                     COM                  962166104            896        13,036
WEYERHAEUSER CO                     COM                  962166104          1,557        22,640
WHIRLPOOL CORP                      COM                  963320106             14           185
WHIRLPOOL CORP                      COM                  963320106             23           300
WHIRLPOOL CORP                      COM                  963320106             35           465
WHIRLPOOL CORP                      COM                  963320106             38           502
WHIRLPOOL CORP                      COM                  963320106             39           520
WHIRLPOOL CORP                      COM                  963320106             45           600
WHIRLPOOL CORP                      COM                  963320106             69           917
WHIRLPOOL CORP                      COM                  963320106             84         1,110
WHIRLPOOL CORP                      COM                  963320106            137         1,808
WHIRLPOOL CORP                      COM                  963320106            167         2,200
WHIRLPOOL CORP                      COM                  963320106            195         2,575
WHIRLPOOL CORP                      COM                  963320106            196         2,593
WHIRLPOOL CORP                      COM                  963320106            543         7,170
WHOLE FOODS MKT INC                 COM                  966837106             34           250
WHOLE FOODS MKT INC                 COM                  966837106             40           300
WHOLE FOODS MKT INC                 COM                  966837106             48           357
WHOLE FOODS MKT INC                 COM                  966837106             60           449
WHOLE FOODS MKT INC                 COM                  966837106            100           742
WHOLE FOODS MKT INC                 COM                  966837106            415         3,086
WHOLE FOODS MKT INC                 COM                  966837106            836         6,220
WHOLE FOODS MKT INC                 COM                  966837106            899         6,687
WHOLE FOODS MKT INC                 COM                  966837106            949         7,062
WHOLE FOODS MKT INC                 COM                  966837106          1,236         9,190
WILLIAMS COS INC DEL                COM                  969457100             13           520
WILLIAMS COS INC DEL                COM                  969457100             20           800
WILLIAMS COS INC DEL                COM                  969457100             25         1,000
WILLIAMS COS INC DEL                COM                  969457100             34         1,355
WILLIAMS COS INC DEL                COM                  969457100             42         1,687
WILLIAMS COS INC DEL                COM                  969457100             53         2,100
WILLIAMS COS INC DEL                COM                  969457100             54         2,150
WILLIAMS COS INC DEL                COM                  969457100             60         2,379
WILLIAMS COS INC DEL                COM                  969457100            103         4,100
WILLIAMS COS INC DEL                COM                  969457100            120         4,800
WILLIAMS COS INC DEL                COM                  969457100            125         5,000
WILLIAMS COS INC DEL                COM                  969457100            138         5,500
WILLIAMS COS INC DEL                COM                  969457100            139         5,535
WILLIAMS COS INC DEL                COM                  969457100            141         5,610
WILLIAMS COS INC DEL                COM                  969457100            237         9,452
WILLIAMS COS INC DEL                COM                  969457100            333        13,278
WILLIAMS COS INC DEL                COM                  969457100            652        26,045
WILLIAMS COS INC DEL                COM                  969457100            721        28,775
WILLIAMS COS INC DEL                COM                  969457100          1,077        42,995
WILLIAMS COS INC DEL                COM                  969457100          1,299        51,840
WILLIAMS COS INC DEL                COM                  969457100          4,835       193,033
WILLIAMS COS INC DEL                COM                  969457100         14,525       579,852
WILLIAMS SONOMA INC                 COM                  969904101              2            60
WILLIAMS SONOMA INC                 COM                  969904101             16           422
WILLIAMS SONOMA INC                 COM                  969904101             25           662
WILLIAMS SONOMA INC                 COM                  969904101             81         2,100
WILLIAMS SONOMA INC                 COM                  969904101            174         4,538
WILLIAMS SONOMA INC                 COM                  969904101            322         8,399
WILLIAMS SONOMA INC                 COM                  969904101            365         9,520
WINNEBAGO INDS INC                  COM                  974637100              3           117
WINNEBAGO INDS INC                  COM                  974637100            333        11,500
WIPRO LTD                           SPON ADR 1 SH        97651M109             16         1,500
WIPRO LTD                           SPON ADR 1 SH        97651M109            124        12,000
WISCONSIN ENERGY CORP               COM                  976657106             26           662
WISCONSIN ENERGY CORP               COM                  976657106            116         2,900
WISCONSIN ENERGY CORP               COM                  976657106            181         4,538
WISCONSIN ENERGY CORP               COM                  976657106            354         8,875
WISCONSIN ENERGY CORP               COM                  976657106            377         9,455
WISCONSIN ENERGY CORP               COM                  976657106            447        11,190
WOORI FIN HLDGS CO LTD              ADR                  981063100            700        15,961
WOORI FIN HLDGS CO LTD              ADR                  981063100            746        17,000
WORLD FUEL SVCS CORP                COM                  981475106            247         7,615
WRIGLEY WM JR CO                    COM                  982526105              3            40
WRIGLEY WM JR CO                    COM                  982526105             33           459
WRIGLEY WM JR CO                    COM                  982526105             33           465
WRIGLEY WM JR CO                    COM                  982526105             40           550
WRIGLEY WM JR CO                    COM                  982526105            100         1,397
WRIGLEY WM JR CO                    COM                  982526105            110         1,530
WRIGLEY WM JR CO                    COM                  982526105            123         1,711
WRIGLEY WM JR CO                    COM                  982526105            151         2,100
WRIGLEY WM JR CO                    COM                  982526105            162         2,250
WRIGLEY WM JR CO                    COM                  982526105            199         2,765
WRIGLEY WM JR CO                    COM                  982526105            283         3,935
WRIGLEY WM JR CO                    COM                  982526105            477         6,635
WRIGLEY WM JR CO                    COM                  982526105            891        12,400
WRIGLEY WM JR CO                    COM                  982526105          1,033        14,370
WRIGLEY WM JR CO                    COM                  982526105          1,696        23,600
WRIGLEY WM JR CO                    COM                  982526105          2,164        30,100
WYETH                               COM                  983024100             17           368
WYETH                               COM                  983024100             32           700
WYETH                               COM                  983024100             37           800
WYETH                               COM                  983024100             46         1,000
WYETH                               COM                  983024100             58         1,250
WYETH                               COM                  983024100             90         1,950
WYETH                               COM                  983024100            155         3,357
WYETH                               COM                  983024100            164         3,550
WYETH                               COM                  983024100            173         3,733
WYETH                               COM                  983024100            195         4,220
WYETH                               COM                  983024100            201         4,350
WYETH                               COM                  983024100            227         4,900
WYETH                               COM                  983024100            230         4,970
WYETH                               COM                  983024100            370         8,000
WYETH                               COM                  983024100            385         8,320
WYETH                               COM                  983024100            452         9,770
WYETH                               COM                  983024100            457         9,885
WYETH                               COM                  983024100            511        11,050
WYETH                               COM                  983024100            608        13,141
WYETH                               COM                  983024100            648        14,000
WYETH                               COM                  983024100            673        14,546
WYETH                               COM                  983024100            677        14,630
WYETH                               COM                  983024100            865        18,700
WYETH                               COM                  983024100            956        20,670
WYETH                               COM                  983024100            956        20,671
WYETH                               COM                  983024100            981        21,200
WYETH                               COM                  983024100            994        21,492
WYETH                               COM                  983024100          1,256        27,140
WYETH                               COM                  983024100          1,348        29,139
WYETH                               COM                  983024100          2,692        58,183
WYETH                               COM                  983024100          3,121        67,448
WYETH                               COM                  983024100          5,921       127,970
WYETH                               COM                  983024100          6,432       139,005
WYETH                               COM                  983024100          7,678       165,941
WYETH                               COM                  983024100         12,464       269,383
WYETH                               DBCV         1/1     983024AD2              4         4,000
WYETH                               DBCV         1/1     983024AD2             44        43,000
WYNN RESORTS LTD                    COM                  983134107             30           655
WYNN RESORTS LTD                    COM                  983134107             32           700
WYNN RESORTS LTD                    COM                  983134107             45         1,000
WYNN RESORTS LTD                    COM                  983134107            117         2,600
XM SATELLITE RADIO HLDGS INC        CL A                 983759101              1            30
XM SATELLITE RADIO HLDGS INC        CL A                 983759101              3            90
XM SATELLITE RADIO HLDGS INC        CL A                 983759101             35           967
XM SATELLITE RADIO HLDGS INC        CL A                 983759101             36           997
XM SATELLITE RADIO HLDGS INC        CL A                 983759101             93         2,600
XM SATELLITE RADIO HLDGS INC        CL A                 983759101            235         6,544
XM SATELLITE RADIO HLDGS INC        CL A                 983759101            260         7,233
XM SATELLITE RADIO HLDGS INC        CL A                 983759101            571        15,900
XTO ENERGY INC                      COM                  98385X106              5           100
XTO ENERGY INC                      COM                  98385X106             17           380
XTO ENERGY INC                      COM                  98385X106             27           600
XTO ENERGY INC                      COM                  98385X106             29           650
XTO ENERGY INC                      COM                  98385X106             66         1,466
XTO ENERGY INC                      COM                  98385X106             73         1,600
XTO ENERGY INC                      COM                  98385X106            117         2,580
XTO ENERGY INC                      COM                  98385X106            138         3,050
XTO ENERGY INC                      COM                  98385X106            143         3,162
XTO ENERGY INC                      COM                  98385X106            161         3,550
XTO ENERGY INC                      COM                  98385X106            204         4,500
XTO ENERGY INC                      COM                  98385X106            269         5,933
XTO ENERGY INC                      COM                  98385X106            372         8,200
XTO ENERGY INC                      COM                  98385X106            745        16,430
XTO ENERGY INC                      COM                  98385X106          1,554        34,300
XTO ENERGY INC                      COM                  98385X106          4,712       103,961
XTO ENERGY INC                      COM                  98385X106          5,132       113,241
XTO ENERGY INC                      COM                  98385X106         12,374       273,033
XCEL ENERGY INC                     COM                  98389B100             12           589
XCEL ENERGY INC                     COM                  98389B100             39         2,000
XCEL ENERGY INC                     COM                  98389B100             41         2,100
XCEL ENERGY INC                     COM                  98389B100             48         2,442
XCEL ENERGY INC                     COM                  98389B100             59         3,022
XCEL ENERGY INC                     COM                  98389B100             63         3,209
XCEL ENERGY INC                     COM                  98389B100             67         3,410
XCEL ENERGY INC                     COM                  98389B100             77         3,910
XCEL ENERGY INC                     COM                  98389B100             82         4,182
XCEL ENERGY INC                     COM                  98389B100            129         6,600
XCEL ENERGY INC                     COM                  98389B100            378        19,258
XCEL ENERGY INC                     COM                  98389B100            734        37,430
XCEL ENERGY INC                     COM                  98389B100         24,513     1,250,000
XILINX INC                          COM                  983919101             14           490
XILINX INC                          COM                  983919101             19           700
XILINX INC                          COM                  983919101             25           900
XILINX INC                          COM                  983919101             36         1,299
XILINX INC                          COM                  983919101             37         1,313
XILINX INC                          COM                  983919101             42         1,500
XILINX INC                          COM                  983919101             50         1,800
XILINX INC                          COM                  983919101             50         1,800
XILINX INC                          COM                  983919101             56         2,000
XILINX INC                          COM                  983919101             60         2,140
XILINX INC                          COM                  983919101             62         2,220
XILINX INC                          COM                  983919101             68         2,439
XILINX INC                          COM                  983919101             70         2,503
XILINX INC                          COM                  983919101             82         2,950
XILINX INC                          COM                  983919101             94         3,358
XILINX INC                          COM                  983919101            147         5,280
XILINX INC                          COM                  983919101            151         5,407
XILINX INC                          COM                  983919101            199         7,129
XILINX INC                          COM                  983919101            241         8,661
XILINX INC                          COM                  983919101            390        14,000
XILINX INC                          COM                  983919101            456        16,366
XILINX INC                          COM                  983919101            497        17,829
XILINX INC                          COM                  983919101            903        32,430
XEROX CORP                          COM                  984121103              2           150
XEROX CORP                          COM                  984121103              7           492
XEROX CORP                          COM                  984121103             10           700
XEROX CORP                          COM                  984121103             12           900
XEROX CORP                          COM                  984121103             13           950
XEROX CORP                          COM                  984121103             20         1,450
XEROX CORP                          COM                  984121103             22         1,606
XEROX CORP                          COM                  984121103             23         1,700
XEROX CORP                          COM                  984121103             27         2,000
XEROX CORP                          COM                  984121103             27         2,010
XEROX CORP                          COM                  984121103             31         2,305
XEROX CORP                          COM                  984121103             42         3,100
XEROX CORP                          COM                  984121103             52         3,800
XEROX CORP                          COM                  984121103             63         4,600
XEROX CORP                          COM                  984121103             82         6,000
XEROX CORP                          COM                  984121103             85         6,200
XEROX CORP                          COM                  984121103             94         6,884
XEROX CORP                          COM                  984121103            102         7,504
XEROX CORP                          COM                  984121103            107         7,840
XEROX CORP                          COM                  984121103            128         9,364
XEROX CORP                          COM                  984121103            153        11,220
XEROX CORP                          COM                  984121103            168        12,283
XEROX CORP                          COM                  984121103            173        12,645
XEROX CORP                          COM                  984121103            205        15,020
XEROX CORP                          COM                  984121103            275        20,147
XEROX CORP                          COM                  984121103            513        37,605
XEROX CORP                          COM                  984121103            584        42,761
XEROX CORP                          COM                  984121103            659        48,252
XEROX CORP                          COM                  984121103            843        61,760
XEROX CORP                          COM                  984121103          1,232        90,250
YPF SOCIEDAD ANONIMA                SPON ADR CL D        984245100            934        13,600
YAHOO INC                           COM                  984332106              7           196
YAHOO INC                           COM                  984332106              7           220
YAHOO INC                           COM                  984332106             10           300
YAHOO INC                           COM                  984332106             17           500
YAHOO INC                           COM                  984332106             19           562
YAHOO INC                           COM                  984332106             24           700
YAHOO INC                           COM                  984332106             27           790
YAHOO INC                           COM                  984332106             30           900
YAHOO INC                           COM                  984332106             32           950
YAHOO INC                           COM                  984332106             34         1,000
YAHOO INC                           COM                  984332106             64         1,900
YAHOO INC                           COM                  984332106             67         1,985
YAHOO INC                           COM                  984332106             68         2,000
YAHOO INC                           COM                  984332106             93         2,750
YAHOO INC                           COM                  984332106             97         2,868
YAHOO INC                           COM                  984332106            101         2,995
YAHOO INC                           COM                  984332106            108         3,200
YAHOO INC                           COM                  984332106            113         3,350
YAHOO INC                           COM                  984332106            119         3,512
YAHOO INC                           COM                  984332106            125         3,700
YAHOO INC                           COM                  984332106            244         7,200
YAHOO INC                           COM                  984332106            275         8,130
YAHOO INC                           COM                  984332106            312         9,222
YAHOO INC                           COM                  984332106            347        10,259
YAHOO INC                           COM                  984332106            351        10,370
YAHOO INC                           COM                  984332106            386        11,397
YAHOO INC                           COM                  984332106            420        12,422
YAHOO INC                           COM                  984332106            471        13,930
YAHOO INC                           COM                  984332106            572        16,900
YAHOO INC                           COM                  984332106            682        20,144
YAHOO INC                           COM                  984332106            869        25,670
YAHOO INC                           COM                  984332106            991        29,285
YAHOO INC                           COM                  984332106          1,002        29,622
YAHOO INC                           COM                  984332106          1,005        29,690
YAHOO INC                           COM                  984332106          1,065        31,474
YAHOO INC                           COM                  984332106          1,252        36,992
YAHOO INC                           COM                  984332106          1,579        46,661
YAHOO INC                           COM                  984332106          2,134        63,063
YAHOO INC                           COM                  984332106          3,429       101,340
YAHOO INC                           COM                  984332106          3,918       115,774
YELLOW ROADWAY CORP                 COM                  985577105             30           732
YELLOW ROADWAY CORP                 COM                  985577105             50         1,200
YELLOW ROADWAY CORP                 COM                  985577105            180         4,350
YUM BRANDS INC                      COM                  988498101              2            40
YUM BRANDS INC                      COM                  988498101              3            70
YUM BRANDS INC                      COM                  988498101              5           100
YUM BRANDS INC                      COM                  988498101             14           280
YUM BRANDS INC                      COM                  988498101             17           360
YUM BRANDS INC                      COM                  988498101             19           400
YUM BRANDS INC                      COM                  988498101             21           440
YUM BRANDS INC                      COM                  988498101             22           450
YUM BRANDS INC                      COM                  988498101             29           600
YUM BRANDS INC                      COM                  988498101             31           650
YUM BRANDS INC                      COM                  988498101             68         1,400
YUM BRANDS INC                      COM                  988498101             68         1,400
YUM BRANDS INC                      COM                  988498101             77         1,600
YUM BRANDS INC                      COM                  988498101             91         1,890
YUM BRANDS INC                      COM                  988498101            102         2,100
YUM BRANDS INC                      COM                  988498101            104         2,149
YUM BRANDS INC                      COM                  988498101            116         2,398
YUM BRANDS INC                      COM                  988498101            137         2,836
YUM BRANDS INC                      COM                  988498101            220         4,542
YUM BRANDS INC                      COM                  988498101            229         4,738
YUM BRANDS INC                      COM                  988498101            281         5,800
YUM BRANDS INC                      COM                  988498101            305         6,310
YUM BRANDS INC                      COM                  988498101            366         7,567
YUM BRANDS INC                      COM                  988498101            659        13,619
YUM BRANDS INC                      COM                  988498101          1,375        28,410
ZARLINK SEMICONDUCTOR INC           COM                  989139100              3         2,000
ZARLINK SEMICONDUCTOR INC           COM                  989139100             52        39,540
ZEBRA TECHNOLOGIES CORP             CL A                 989207105             16           407
ZEBRA TECHNOLOGIES CORP             CL A                 989207105             43         1,100
ZEBRA TECHNOLOGIES CORP             CL A                 989207105            109         2,793
ZEBRA TECHNOLOGIES CORP             CL A                 989207105            182         4,650
ZEBRA TECHNOLOGIES CORP             CL A                 989207105            242         6,200
ZEBRA TECHNOLOGIES CORP             CL A                 989207105          1,564        40,000
ZIMMER HLDGS INC                    COM                  98956P102              9           130
ZIMMER HLDGS INC                    COM                  98956P102             14           200
ZIMMER HLDGS INC                    COM                  98956P102             19           280
ZIMMER HLDGS INC                    COM                  98956P102             21           300
ZIMMER HLDGS INC                    COM                  98956P102             38           550
ZIMMER HLDGS INC                    COM                  98956P102             45           650
ZIMMER HLDGS INC                    COM                  98956P102             50           720
ZIMMER HLDGS INC                    COM                  98956P102             55           800
ZIMMER HLDGS INC                    COM                  98956P102             76         1,100
ZIMMER HLDGS INC                    COM                  98956P102             79         1,150
ZIMMER HLDGS INC                    COM                  98956P102             83         1,200
ZIMMER HLDGS INC                    COM                  98956P102            121         1,763
ZIMMER HLDGS INC                    COM                  98956P102            129         1,870
ZIMMER HLDGS INC                    COM                  98956P102            141         2,040
ZIMMER HLDGS INC                    COM                  98956P102            170         2,467
ZIMMER HLDGS INC                    COM                  98956P102            172         2,500
ZIMMER HLDGS INC                    COM                  98956P102            225         3,265
ZIMMER HLDGS INC                    COM                  98956P102            259         3,757
ZIMMER HLDGS INC                    COM                  98956P102            277         4,020
ZIMMER HLDGS INC                    COM                  98956P102            343         4,980
ZIMMER HLDGS INC                    COM                  98956P102            739        10,729
ZIMMER HLDGS INC                    COM                  98956P102          1,002        14,551
ZIMMER HLDGS INC                    COM                  98956P102          1,151        16,705
ZIMMER HLDGS INC                    COM                  98956P102          1,604        23,290
ZIMMER HLDGS INC                    COM                  98956P102          5,439        78,959
ZIONS BANCORPORATION                COM                  989701107             47           665
ZIONS BANCORPORATION                COM                  989701107             51           710
ZIONS BANCORPORATION                COM                  989701107             70           979
ZIONS BANCORPORATION                COM                  989701107             88         1,241
ZIONS BANCORPORATION                COM                  989701107            100         1,400
ZIONS BANCORPORATION                COM                  989701107            298         4,191
ZIONS BANCORPORATION                COM                  989701107            307         4,309
ZIONS BANCORPORATION                COM                  989701107            593         8,320
ZIONS BANCORPORATION                COM                  989701107          1,709        24,000
DAIMLERCHRYSLER AG                  ORD                  D1668R123              3            60
DAIMLERCHRYSLER AG                  ORD                  D1668R123              4            70
DAIMLERCHRYSLER AG                  ORD                  D1668R123             20           374
DAIMLERCHRYSLER AG                  ORD                  D1668R123             32           595
DAIMLERCHRYSLER AG                  ORD                  D1668R123            112         2,100
DAIMLERCHRYSLER AG                  ORD                  D1668R123            193         3,635
DAIMLERCHRYSLER AG                  ORD                  D1668R123        102,824     1,935,685
DEUTSCHE BANK AG NAMEN              ORD                  D18190898             32           340
DEUTSCHE BANK AG NAMEN              ORD                  D18190898        123,292     1,318,351
ACE LTD                             ORD                  G0070K103              1            20
ACE LTD                             ORD                  G0070K103             21           450
ACE LTD                             ORD                  G0070K103             31           650
ACE LTD                             ORD                  G0070K103             66         1,400
ACE LTD                             ORD                  G0070K103             66         1,400
ACE LTD                             ORD                  G0070K103             70         1,480
ACE LTD                             ORD                  G0070K103             97         2,062
ACE LTD                             ORD                  G0070K103            116         2,460
ACE LTD                             ORD                  G0070K103            122         2,600
ACE LTD                             ORD                  G0070K103            133         2,829
ACE LTD                             ORD                  G0070K103            188         4,000
ACE LTD                             ORD                  G0070K103            225         4,771
ACE LTD                             ORD                  G0070K103            282         6,000
ACE LTD                             ORD                  G0070K103            287         6,100
ACE LTD                             ORD                  G0070K103            314         6,679
ACE LTD                             ORD                  G0070K103            360         7,650
ACE LTD                             ORD                  G0070K103            606        12,870
ACE LTD                             ORD                  G0070K103          1,290        27,400
AMDOCS LTD                          ORD                  G02602103             11           380
AMDOCS LTD                          ORD                  G02602103             19           680
AMDOCS LTD                          ORD                  G02602103             35         1,250
AMDOCS LTD                          ORD                  G02602103             36         1,285
AMDOCS LTD                          ORD                  G02602103            218         7,879
AMDOCS LTD                          ORD                  G02602103            491        17,700
AXIS CAPITAL HOLDINGS               SHS                  G0692U109             28           967
AXIS CAPITAL HOLDINGS               SHS                  G0692U109            120         4,200
AXIS CAPITAL HOLDINGS               SHS                  G0692U109            175         6,133
AXIS CAPITAL HOLDINGS               SHS                  G0692U109            382        13,400
ACCENTURE LTD BERMUDA               CL A                 G1150G111             23           890
ACCENTURE LTD BERMUDA               CL A                 G1150G111             31         1,200
ACCENTURE LTD BERMUDA               CL A                 G1150G111             68         2,670
ACCENTURE LTD BERMUDA               CL A                 G1150G111             71         2,800
ACCENTURE LTD BERMUDA               CL A                 G1150G111             79         3,100
ACCENTURE LTD BERMUDA               CL A                 G1150G111             81         3,200
ACCENTURE LTD BERMUDA               CL A                 G1150G111             83         3,252
ACCENTURE LTD BERMUDA               CL A                 G1150G111             84         3,283
ACCENTURE LTD BERMUDA               CL A                 G1150G111             89         3,500
ACCENTURE LTD BERMUDA               CL A                 G1150G111            126         4,930
ACCENTURE LTD BERMUDA               CL A                 G1150G111            182         7,129
ACCENTURE LTD BERMUDA               CL A                 G1150G111            226         8,880
ACCENTURE LTD BERMUDA               CL A                 G1150G111            250         9,800
ACCENTURE LTD BERMUDA               CL A                 G1150G111            255        10,000
ACCENTURE LTD BERMUDA               CL A                 G1150G111            448        17,585
ACCENTURE LTD BERMUDA               CL A                 G1150G111            695        27,289
ACCENTURE LTD BERMUDA               CL A                 G1150G111          1,393        54,700
BUNGE LIMITED                       COM                  G16962105              3            53
BUNGE LIMITED                       COM                  G16962105             38           713
BUNGE LIMITED                       COM                  G16962105            147         2,800
BUNGE LIMITED                       COM                  G16962105            283         5,387
BUNGE LIMITED                       COM                  G16962105            542        10,300
BUNGE LIMITED                       COM                  G16962105            793        15,075
BUNGE LIMITED                       COM                  G16962105          2,818        53,550
BUNGE LIMITED                       COM                  G16962105          4,672        88,791
COOPER INDS LTD                     CL A                 G24182100              1            10
COOPER INDS LTD                     CL A                 G24182100             35           500
COOPER INDS LTD                     CL A                 G24182100             49           710
COOPER INDS LTD                     CL A                 G24182100             52           750
COOPER INDS LTD                     CL A                 G24182100             58           846
COOPER INDS LTD                     CL A                 G24182100             60           872
COOPER INDS LTD                     CL A                 G24182100             98         1,416
COOPER INDS LTD                     CL A                 G24182100            131         1,894
COOPER INDS LTD                     CL A                 G24182100            304         4,390
COOPER INDS LTD                     CL A                 G24182100            691         9,990
EVEREST RE GROUP LTD                COM                  G3223R108             30           306
EVEREST RE GROUP LTD                COM                  G3223R108             98         1,000
EVEREST RE GROUP LTD                COM                  G3223R108            104         1,067
EVEREST RE GROUP LTD                COM                  G3223R108            215         2,194
EVEREST RE GROUP LTD                COM                  G3223R108            499         5,100
GARMIN LTD                          ORD                  G37260109             31           458
GARMIN LTD                          ORD                  G37260109            213         3,142
GARMIN LTD                          ORD                  G37260109            495         7,300
GLOBALSANTAFE CORP                  SHS                  G3930E101              3            75
GLOBALSANTAFE CORP                  SHS                  G3930E101             11           231
GLOBALSANTAFE CORP                  SHS                  G3930E101             19           420
GLOBALSANTAFE CORP                  SHS                  G3930E101             27           600
GLOBALSANTAFE CORP                  SHS                  G3930E101             39           850
GLOBALSANTAFE CORP                  SHS                  G3930E101             42           910
GLOBALSANTAFE CORP                  SHS                  G3930E101             64         1,400
GLOBALSANTAFE CORP                  SHS                  G3930E101             64         1,400
GLOBALSANTAFE CORP                  SHS                  G3930E101             65         1,425
GLOBALSANTAFE CORP                  SHS                  G3930E101            310         6,800
GLOBALSANTAFE CORP                  SHS                  G3930E101            510        11,175
GLOBALSANTAFE CORP                  SHS                  G3930E101          1,088        23,850
GLOBALSANTAFE CORP                  SHS                  G3930E101         10,902       238,977
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101              2            40
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101              2            40
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101             15           385
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101             19           500
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101             27           700
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101             38         1,000
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101             60         1,560
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101             61         1,600
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101             92         2,414
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101             94         2,468
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101            101         2,640
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101            124         3,254
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101            161         4,200
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101            213         5,562
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101            226         5,914
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101            290         7,596
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101            361         9,453
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101            576        15,070
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101          1,324        34,640
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101          1,334        34,883
INGERSOLL-RAND COMPANY LTD          CL A                 G4776G101          1,539        40,264
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105              8           175
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105             16           350
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105             37           800
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105             37           800
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105             41           900
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105             56         1,221
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105             66         1,422
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105             83         1,800
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105            161         3,500
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105            186         4,036
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105            235         5,100
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105            456         9,879
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105            922        20,000
MARVELL TECHNOLOGY GROUP LTD        ORD                  G5876H105          1,172        25,414
NABORS INDUSTRIES LTD               SHS                  G6359F103              3            46
NABORS INDUSTRIES LTD               SHS                  G6359F103             16           220
NABORS INDUSTRIES LTD               SHS                  G6359F103             25           350
NABORS INDUSTRIES LTD               SHS                  G6359F103             47           648
NABORS INDUSTRIES LTD               SHS                  G6359F103             57           800
NABORS INDUSTRIES LTD               SHS                  G6359F103             57           800
NABORS INDUSTRIES LTD               SHS                  G6359F103             80         1,115
NABORS INDUSTRIES LTD               SHS                  G6359F103             92         1,280
NABORS INDUSTRIES LTD               SHS                  G6359F103            101         1,400
NABORS INDUSTRIES LTD               SHS                  G6359F103            107         1,494
NABORS INDUSTRIES LTD               SHS                  G6359F103            109         1,517
NABORS INDUSTRIES LTD               SHS                  G6359F103            188         2,623
NABORS INDUSTRIES LTD               SHS                  G6359F103            230         3,200
NABORS INDUSTRIES LTD               SHS                  G6359F103            260         3,622
NABORS INDUSTRIES LTD               SHS                  G6359F103            287         4,000
NABORS INDUSTRIES LTD               SHS                  G6359F103            530         7,384
NABORS INDUSTRIES LTD               SHS                  G6359F103            539         7,500
NABORS INDUSTRIES LTD               SHS                  G6359F103            593         8,250
NABORS INDUSTRIES LTD               SHS                  G6359F103            772        10,751
NABORS INDUSTRIES LTD               SHS                  G6359F103            887        12,350
NABORS INDUSTRIES LTD               SHS                  G6359F103          1,077        15,000
NABORS INDUSTRIES LTD               SHS                  G6359F103          1,249        17,386
NABORS INDUSTRIES LTD               SHS                  G6359F103          1,483        20,649
NABORS INDUSTRIES LTD               SHS                  G6359F103          1,942        27,040
NABORS INDUSTRIES LTD               SHS                  G6359F103          6,523        90,815
NOBLE CORPORATION                   SHS                  G65422100              2            30
NOBLE CORPORATION                   SHS                  G65422100             27           400
NOBLE CORPORATION                   SHS                  G65422100             48           700
NOBLE CORPORATION                   SHS                  G65422100             55           800
NOBLE CORPORATION                   SHS                  G65422100             68           991
NOBLE CORPORATION                   SHS                  G65422100             79         1,160
NOBLE CORPORATION                   SHS                  G65422100             93         1,353
NOBLE CORPORATION                   SHS                  G65422100            157         2,300
NOBLE CORPORATION                   SHS                  G65422100            314         4,584
NOBLE CORPORATION                   SHS                  G65422100            417         6,086
NOBLE CORPORATION                   SHS                  G65422100            891        13,020
NOBLE CORPORATION                   SHS                  G65422100            948        13,851
NOBLE CORPORATION                   SHS                  G65422100          8,615       125,836
OPENTV CORP                         CL A                 G67543101            535       186,319
PARTNERRE LTD                       COM                  G6852T105              8           123
PARTNERRE LTD                       COM                  G6852T105             20           306
PARTNERRE LTD                       COM                  G6852T105            134         2,094
PARTNERRE LTD                       COM                  G6852T105            178         2,780
PARTNERRE LTD                       COM                  G6852T105            237         3,700
PARTNERRE LTD                       COM                  G6852T105            295         4,600
RENAISSANCERE HOLDINGS LTD          COM                  G7496G103              1            30
RENAISSANCERE HOLDINGS LTD          COM                  G7496G103             18           407
RENAISSANCERE HOLDINGS LTD          COM                  G7496G103             57         1,300
RENAISSANCERE HOLDINGS LTD          COM                  G7496G103             87         2,000
RENAISSANCERE HOLDINGS LTD          COM                  G7496G103            122         2,793
RENAISSANCERE HOLDINGS LTD          COM                  G7496G103            271         6,200
RENAISSANCERE HOLDINGS LTD          COM                  G7496G103            297         6,800
SEAGATE TECHNOLOGY                  SHS                  G7945J104              5           315
SEAGATE TECHNOLOGY                  SHS                  G7945J104             12           770
SEAGATE TECHNOLOGY                  SHS                  G7945J104             22         1,374
SEAGATE TECHNOLOGY                  SHS                  G7945J104             36         2,270
SEAGATE TECHNOLOGY                  SHS                  G7945J104             67         4,200
SEAGATE TECHNOLOGY                  SHS                  G7945J104             68         4,300
SEAGATE TECHNOLOGY                  SHS                  G7945J104             83         5,225
SEAGATE TECHNOLOGY                  SHS                  G7945J104            132         8,300
SEAGATE TECHNOLOGY                  SHS                  G7945J104            354        22,326
SEAGATE TECHNOLOGY                  SHS                  G7945J104            716        45,200
SEAGATE TECHNOLOGY                  SHS                  G7945J104            716        45,200
TRANSOCEAN INC                      ORD                  G90078109             18           300
TRANSOCEAN INC                      ORD                  G90078109             21           350
TRANSOCEAN INC                      ORD                  G90078109             34           550
TRANSOCEAN INC                      ORD                  G90078109             37           600
TRANSOCEAN INC                      ORD                  G90078109             55           900
TRANSOCEAN INC                      ORD                  G90078109             61         1,000
TRANSOCEAN INC                      ORD                  G90078109             67         1,100
TRANSOCEAN INC                      ORD                  G90078109             83         1,353
TRANSOCEAN INC                      ORD                  G90078109             86         1,398
TRANSOCEAN INC                      ORD                  G90078109            148         2,412
TRANSOCEAN INC                      ORD                  G90078109            171         2,790
TRANSOCEAN INC                      ORD                  G90078109            195         3,175
TRANSOCEAN INC                      ORD                  G90078109            198         3,236
TRANSOCEAN INC                      ORD                  G90078109            205         3,339
TRANSOCEAN INC                      ORD                  G90078109            215         3,500
TRANSOCEAN INC                      ORD                  G90078109            218         3,560
TRANSOCEAN INC                      ORD                  G90078109            327         5,340
TRANSOCEAN INC                      ORD                  G90078109            455         7,425
TRANSOCEAN INC                      ORD                  G90078109            503         8,210
TRANSOCEAN INC                      ORD                  G90078109            549         8,959
TRANSOCEAN INC                      ORD                  G90078109            684        11,154
TRANSOCEAN INC                      ORD                  G90078109            903        14,721
TRANSOCEAN INC                      ORD                  G90078109          1,826        29,790
WEATHERFORD INTERNATIONAL LT        COM                  G95089101              4            60
WEATHERFORD INTERNATIONAL LT        COM                  G95089101              8           110
WEATHERFORD INTERNATIONAL LT        COM                  G95089101             14           200
WEATHERFORD INTERNATIONAL LT        COM                  G95089101             22           325
WEATHERFORD INTERNATIONAL LT        COM                  G95089101             24           350
WEATHERFORD INTERNATIONAL LT        COM                  G95089101             49           710
WEATHERFORD INTERNATIONAL LT        COM                  G95089101             55           800
WEATHERFORD INTERNATIONAL LT        COM                  G95089101             56           814
WEATHERFORD INTERNATIONAL LT        COM                  G95089101             72         1,050
WEATHERFORD INTERNATIONAL LT        COM                  G95089101             76         1,100
WEATHERFORD INTERNATIONAL LT        COM                  G95089101             80         1,170
WEATHERFORD INTERNATIONAL LT        COM                  G95089101            103         1,500
WEATHERFORD INTERNATIONAL LT        COM                  G95089101            144         2,100
WEATHERFORD INTERNATIONAL LT        COM                  G95089101            285         4,150
WEATHERFORD INTERNATIONAL LT        COM                  G95089101            507         7,386
WEATHERFORD INTERNATIONAL LT        COM                  G95089101          1,186        17,270
WHITE MTNS INS GROUP LTD            COM                  G9618E107             31            51
WHITE MTNS INS GROUP LTD            COM                  G9618E107            302           500
WHITE MTNS INS GROUP LTD            COM                  G9618E107            332           549
WHITE MTNS INS GROUP LTD            COM                  G9618E107            616         1,020
WILLIS GROUP HOLDINGS LTD           SHS                  G96655108             27           713
WILLIS GROUP HOLDINGS LTD           SHS                  G96655108            172         4,587
WILLIS GROUP HOLDINGS LTD           SHS                  G96655108            319         8,500
WILLIS GROUP HOLDINGS LTD           SHS                  G96655108            394        10,500
XL CAP LTD                          CL A                 G98255105              7           100
XL CAP LTD                          CL A                 G98255105             27           400
XL CAP LTD                          CL A                 G98255105             48           700
XL CAP LTD                          CL A                 G98255105             49           715
XL CAP LTD                          CL A                 G98255105             71         1,037
XL CAP LTD                          CL A                 G98255105             71         1,050
XL CAP LTD                          CL A                 G98255105             81         1,190
XL CAP LTD                          CL A                 G98255105             91         1,338
XL CAP LTD                          CL A                 G98255105             99         1,451
XL CAP LTD                          CL A                 G98255105            104         1,529
XL CAP LTD                          CL A                 G98255105            142         2,083
XL CAP LTD                          CL A                 G98255105            205         3,017
XL CAP LTD                          CL A                 G98255105            217         3,195
XL CAP LTD                          CL A                 G98255105            238         3,500
XL CAP LTD                          CL A                 G98255105            445         6,535
XL CAP LTD                          CL A                 G98255105            850        12,500
ALCON INC                           COM SHS              H01301102            133         1,040
ALCON INC                           COM SHS              H01301102            175         1,370
ALCON INC                           COM SHS              H01301102            256         2,000
ALCON INC                           COM SHS              H01301102            555         4,340
ALCON INC                           COM SHS              H01301102            782         6,119
ALCON INC                           COM SHS              H01301102          1,129         8,830
ALCON INC                           COM SHS              H01301102          1,854        14,500
UBS AG                              NAMEN AKT            H8920M855             28           325
UBS AG                              NAMEN AKT            H8920M855            317         3,705
UBS AG                              NAMEN AKT            H8920M855         29,936       350,130
CHECK POINT SOFTWARE TECH LT        ORD                  M22465104              1            38
CHECK POINT SOFTWARE TECH LT        ORD                  M22465104              2            87
CHECK POINT SOFTWARE TECH LT        ORD                  M22465104              6           235
CHECK POINT SOFTWARE TECH LT        ORD                  M22465104              9           360
CHECK POINT SOFTWARE TECH LT        ORD                  M22465104             29         1,200
CHECK POINT SOFTWARE TECH LT        ORD                  M22465104             37         1,535
CHECK POINT SOFTWARE TECH LT        ORD                  M22465104            126         5,200
CHECK POINT SOFTWARE TECH LT        ORD                  M22465104            178         7,329
CHECK POINT SOFTWARE TECH LT        ORD                  M22465104            449        18,470
QIAGEN N V                          ORD                  N72482107          7,274       557,840
KERZNER INTERNATIONAL LTD           SHS                  P6065Y107            236         4,250
ROYAL CARIBBEAN CRUISES LTD         COM                  V7780T103             26           600
ROYAL CARIBBEAN CRUISES LTD         COM                  V7780T103             35           800
ROYAL CARIBBEAN CRUISES LTD         COM                  V7780T103            289         6,684
ROYAL CARIBBEAN CRUISES LTD         COM                  V7780T103            577        13,350
ROYAL CARIBBEAN CRUISES LTD         COM                  V7780T103         10,024       232,031
FLEXTRONICS INTL LTD                ORD                  Y2573F102             15         1,200
FLEXTRONICS INTL LTD                ORD                  Y2573F102             32         2,500
FLEXTRONICS INTL LTD                ORD                  Y2573F102             33         2,600
FLEXTRONICS INTL LTD                ORD                  Y2573F102             35         2,700
FLEXTRONICS INTL LTD                ORD                  Y2573F102             59         4,629
FLEXTRONICS INTL LTD                ORD                  Y2573F102             78         6,065
FLEXTRONICS INTL LTD                ORD                  Y2573F102            105         8,170
FLEXTRONICS INTL LTD                ORD                  Y2573F102            193        15,000
FLEXTRONICS INTL LTD                ORD                  Y2573F102            194        15,100
FLEXTRONICS INTL LTD                ORD                  Y2573F102            349        27,122
FLEXTRONICS INTL LTD                ORD                  Y2573F102            481        37,449
FLEXTRONICS INTL LTD                ORD                  Y2573F102            645        50,170
FLEXTRONICS INTL LTD                ORD                  Y2573F102          1,928       150,000
TEEKAY SHIPPING MARSHALL ISL        COM                  Y8564W103             15           357
TEEKAY SHIPPING MARSHALL ISL        COM                  Y8564W103             34           800
TEEKAY SHIPPING MARSHALL ISL        COM                  Y8564W103            101         2,343
TEEKAY SHIPPING MARSHALL ISL        COM                  Y8564W103            228         5,300







HSBC HOLDINGS PLC
REGULATION 13F REPORTING
REPORT DATE:30 September 2005






                                         INVESTMENT       Managers
                                         DISCRETION         Item              VOTING AUTHORITY
           NAME OF ISSUER           (A)      (B)      (C)             (A)            (B)            (C)
                                    Sole   Shared    None             Sole         Shared          None
                                                                       
ABB LTD                                       X               2        2,505                  0         0
ABB LTD                                       X               3        5,000                  0         0
ABB LTD                                       X               3       12,800                  0         0
ABN AMRO HLDG NV                              X               2          595                  0         0
ABN AMRO HLDG NV                              X               5        3,371                  0         0
ABN AMRO HLDG NV                              X               2       11,130                  0         0
ABN AMRO HLDG NV                              X               5            0             13,055         0
AFLAC INC                                     X               5            0                227         0
AFLAC INC                                     X               7          500                  0         0
AFLAC INC                                     X               7          550                  0         0
AFLAC INC                                     X               7          580                  0         0
AFLAC INC                                     X               5          615                  0         0
AFLAC INC                                     X               7        1,050                  0         0
AFLAC INC                                     X               4        1,200                  0         0
AFLAC INC                                     X               7        1,700                  0         0
AFLAC INC                                     X               4          770                  0     1,043
AFLAC INC                                     X               7        1,821                  0         0
AFLAC INC                                     X               7        2,031                  0         0
AFLAC INC                                     X               5            0              2,700         0
AFLAC INC                                     X               3        3,000                  0         0
AFLAC INC                                     X               7        3,591                  0         0
AFLAC INC                                     X               3        2,442                  0     1,586
AFLAC INC                                     X               7        4,210                  0         0
AFLAC INC                                     X               7        4,806                  0         0
AFLAC INC                                     X               7        8,000                  0         0
AFLAC INC                                     X               7        8,133                  0         0
AFLAC INC                                     X                            0             10,000         0
AFLAC INC                                     X               7       11,217                  0         0
AFLAC INC                                     X               7       16,520                  0         0
AFLAC INC                                     X               7       20,700                  0         0
AFLAC INC                                     X               7       21,858                  0         0
AFLAC INC                                     X               3       25,229                  0         0
AFLAC INC                                     X               7       47,580                  0         0
AFLAC INC                                     X               3      126,600                  0         0
AES CORP                                      X               3          280                  0         0
AES CORP                                      X               5          500                  0         0
AES CORP                                      X               7          660                  0         0
AES CORP                                      X               7        1,000                  0         0
AES CORP                                      X               7        1,250                  0         0
AES CORP                                      X               7        2,700                  0         0
AES CORP                                      X               7        2,800                  0         0
AES CORP                                      X               7        4,890                  0         0
AES CORP                                      X               7        5,620                  0         0
AES CORP                                      X               7        6,460                  0         0
AES CORP                                      X               3        9,900                  0         0
AES CORP                                      X               7       10,524                  0         0
AES CORP                                      X               7       13,400                  0         0
AES CORP                                      X               7       13,640                  0         0
AES CORP                                      X               3       13,886                  0     1,000
AES CORP                                      X               7       30,233                  0         0
AES CORP                                      X               7       62,500                  0         0
AES CORP                                      X               3      467,152                  0         0
AMB PROPERTY CORP                             X               7        1,260                  0         0
AMB PROPERTY CORP                             X               7        1,650                  0         0
AMB PROPERTY CORP                             X               7        8,190                  0         0
AMR CORP                                      X               5            0              1,150         0
AMR CORP                                      X               2        2,602                  0         0
AMR CORP                                      X               5        4,000                  0         0
AMR CORP                                      X               5        9,000                  0         0
ATI TECHNOLOGIES INC                          X               5        1,000                  0         0
ATI TECHNOLOGIES INC                          X               2       58,183                  0         0
AT&T CORP                                     X               2           24                  0         0
AT&T CORP                                     X               4          109                  0         0
AT&T CORP                                     X               4          163                 45         0
AT&T CORP                                     X                            0                310         0
AT&T CORP                                     X               3          700                  0         0
AT&T CORP                                     X               3          799                  0         0
AT&T CORP                                     X               7          860                  0         0
AT&T CORP                                     X               7        1,000                  0         0
AT&T CORP                                     X               5        1,160                  0         0
AT&T CORP                                     X               7        1,250                  0         0
AT&T CORP                                     X               5            0              1,300         0
AT&T CORP                                     X               7        1,500                  0         0
AT&T CORP                                     X               3        2,162                  0         0
AT&T CORP                                     X               6        2,800                  0         0
AT&T CORP                                     X               7        3,100                  0         0
AT&T CORP                                     X               7        3,200                  0         0
AT&T CORP                                     X               7        4,300                  0         0
AT&T CORP                                     X               7        4,400                  0         0
AT&T CORP                                     X               7        5,000                  0         0
AT&T CORP                                     X               7        5,679                  0         0
AT&T CORP                                     X               7        6,490                  0         0
AT&T CORP                                     X               7        7,816                  0         0
AT&T CORP                                     X               3        9,510                  0       120
AT&T CORP                                     X               7       13,064                  0         0
AT&T CORP                                     X               7       13,102                  0         0
AT&T CORP                                     X               7       18,861                  0         0
AT&T CORP                                     X               7       36,828                  0         0
AT&T CORP                                     X               3       55,726                  0     1,603
AT&T CORP                                     X               7       75,880                  0         0
AU OPTRONICS CORP                             X                            0                 37         0
AU OPTRONICS CORP                             X                            0                 54         0
AU OPTRONICS CORP                             X               5            0                328         0
AU OPTRONICS CORP                             X               3        2,725                  0         0
AU OPTRONICS CORP                             X               3        2,861                  0         0
AU OPTRONICS CORP                             X               3            0                  0     5,950
AU OPTRONICS CORP                             X               5        7,802                  0         0
AU OPTRONICS CORP                             X               2       11,033                  0         0
AU OPTRONICS CORP                             X               3            0                  0    23,108
AU OPTRONICS CORP                             X               6        1,624                  0    79,813
AU OPTRONICS CORP                             X               6            0                  0   176,364
ABBOTT LABS                                   X               5          230                  0         0
ABBOTT LABS                                   X               7          700                  0         0
ABBOTT LABS                                   X               7          900                  0         0
ABBOTT LABS                                   X               7        1,100                  0         0
ABBOTT LABS                                   X               7        1,450                  0         0
ABBOTT LABS                                   X               3        2,000                  0         0
ABBOTT LABS                                   X               7        2,150                  0         0
ABBOTT LABS                                   X               3        2,960                  0         0
ABBOTT LABS                                   X               3        3,000                  0         0
ABBOTT LABS                                   X               7        4,024                  0         0
ABBOTT LABS                                   X               7        4,350                  0         0
ABBOTT LABS                                   X               7        4,950                  0         0
ABBOTT LABS                                   X               7        5,650                  0         0
ABBOTT LABS                                   X                        6,200                  0         0
ABBOTT LABS                                   X               2        6,600                  0         0
ABBOTT LABS                                   X               5        7,085                  0         0
ABBOTT LABS                                   X               3        7,821                  0         0
ABBOTT LABS                                   X               5            0              7,825         0
ABBOTT LABS                                   X               7       10,810                  0         0
ABBOTT LABS                                   X               7       11,430                  0         0
ABBOTT LABS                                   X               7       13,050                  0         0
ABBOTT LABS                                   X               3       14,863                  0         0
ABBOTT LABS                                   X               7       15,241                  0         0
ABBOTT LABS                                   X               7       16,755                  0         0
ABBOTT LABS                                   X                       17,345                  0         0
ABBOTT LABS                                   X               7       23,351                  0         0
ABBOTT LABS                                   X               7       24,855                  0         0
ABBOTT LABS                                   X               7       32,530                  0         0
ABBOTT LABS                                   X               3       40,838                  0     2,384
ABBOTT LABS                                   X               3       50,000                  0         0
ABBOTT LABS                                   X               7       67,813                  0         0
ABBOTT LABS                                   X               4       67,781                  0    12,405
ABBOTT LABS                                   X               7      147,660                  0         0
ABBOTT LABS                                   X               4      173,785             43,250    37,000
ABERCROMBIE & FITCH CO                        X               2          200                  0         0
ABERCROMBIE & FITCH CO                        X               3          560                  0         0
ABERCROMBIE & FITCH CO                        X               7        2,900                  0         0
ABERCROMBIE & FITCH CO                        X               7        3,740                  0         0
ABERCROMBIE & FITCH CO                        X               7       10,230                  0         0
ABBEY NATL PLC                                X               4            0                  0     2,000
ABBEY NATL PLC                                X               3            0                  0     4,774
ABBEY NATL PLC                                X               3      209,050                  0         0
ABBEY NATL PLC                                X               3            0                  0    15,185
ABGENIX INC                                   X               3            0                  0    17,500
ACTIVE POWER INC                              X               5       16,400                  0         0
ACTIVCARD CORP                                X               3          772                  0         0
ACTIVCARD CORP                                X               5        1,025                  0         0
ACTIVCARD CORP                                X               3        2,000                  0       780
ACTIVCARD CORP                                X                       20,000                  0         0
ADOBE SYS INC                                 X               2          186                  0         0
ADOBE SYS INC                                 X               1          250                  0         0
ADOBE SYS INC                                 X               7          400                  0         0
ADOBE SYS INC                                 X               7          500                  0         0
ADOBE SYS INC                                 X               7          700                  0         0
ADOBE SYS INC                                 X               7          800                  0         0
ADOBE SYS INC                                 X               7          900                  0         0
ADOBE SYS INC                                 X                        1,000                  0         0
ADOBE SYS INC                                 X               5            0              1,068         0
ADOBE SYS INC                                 X               5        1,750                  0         0
ADOBE SYS INC                                 X               4        1,800                  0         0
ADOBE SYS INC                                 X               7        1,800                  0         0
ADOBE SYS INC                                 X               7        2,076                  0         0
ADOBE SYS INC                                 X               7        2,800                  0         0
ADOBE SYS INC                                 X               7        3,000                  0         0
ADOBE SYS INC                                 X               7        3,590                  0         0
ADOBE SYS INC                                 X               7        4,000                  0         0
ADOBE SYS INC                                 X                        4,374                  0         0
ADOBE SYS INC                                 X               7        4,760                  0         0
ADOBE SYS INC                                 X               7        6,020                  0         0
ADOBE SYS INC                                 X               3        7,120                  0         0
ADOBE SYS INC                                 X               7        7,830                  0         0
ADOBE SYS INC                                 X               7        7,862                  0         0
ADOBE SYS INC                                 X               7       11,470                  0         0
ADOBE SYS INC                                 X               4       10,125                  0     1,610
ADOBE SYS INC                                 X               7       22,947                  0         0
ADOBE SYS INC                                 X               7       46,820                  0         0
ADOBE SYS INC                                 X               3      110,595                  0       400
ADVANCED SEMICONDUCTOR ENGR                   X               6            0                  0    29,500
ADVANCED MICRO DEVICES INC                    X               4            0                  0       115
ADVANCED MICRO DEVICES INC                    X               1          199                  0         0
ADVANCED MICRO DEVICES INC                    X               7          900                  0         0
ADVANCED MICRO DEVICES INC                    X               2        1,000                  0         0
ADVANCED MICRO DEVICES INC                    X               3        1,000                  0         0
ADVANCED MICRO DEVICES INC                    X               7        1,700                  0         0
ADVANCED MICRO DEVICES INC                    X               7        2,831                  0         0
ADVANCED MICRO DEVICES INC                    X               7        3,410                  0         0
ADVANCED MICRO DEVICES INC                    X               7        3,700                  0         0
ADVANCED MICRO DEVICES INC                    X                        3,856                  0         0
ADVANCED MICRO DEVICES INC                    X               7        4,080                  0         0
ADVANCED MICRO DEVICES INC                    X               7        4,200                  0         0
ADVANCED MICRO DEVICES INC                    X               7        5,239                  0         0
ADVANCED MICRO DEVICES INC                    X               7        5,600                  0         0
ADVANCED MICRO DEVICES INC                    X               7        5,950                  0         0
ADVANCED MICRO DEVICES INC                    X                        7,500                  0         0
ADVANCED MICRO DEVICES INC                    X               5       10,094                  0         0
ADVANCED MICRO DEVICES INC                    X               3       11,860                  0         0
ADVANCED MICRO DEVICES INC                    X               4            0                  0    16,253
ADVANCED MICRO DEVICES INC                    X               7       18,912                  0         0
ADVANCED MICRO DEVICES INC                    X               3       30,960                  0     1,500
ADVANCED MICRO DEVICES INC                    X               7       38,270                  0         0
ADVANCED MICRO DEVICES INC                    X               7       46,626                  0         0
ADVANCED MICRO DEVICES INC                    X               7       57,032                  0         0
ADVANCED MICRO DEVICES INC                    X               7       71,310                  0         0
AEGON N V                                     X               4           16                  0         0
AEGON N V                                     X               2          175                  0         0
AEGON N V                                     X               5          224                  0         0
AEGON N V                                     X                            0                660         0
AEGON N V                                     X               4        1,409                  0         0
AEGON N V                                     X               2       12,294                  0         0
AEGON N V                                     X               5            0             12,664         0
AETNA INC NEW                                 X                            0                 66         0
AETNA INC NEW                                 X               5            0                104         0
AETNA INC NEW                                 X               7          200                  0         0
AETNA INC NEW                                 X               2          200                  0         0
AETNA INC NEW                                 X               3          235                  0         0
AETNA INC NEW                                 X               7          280                  0         0
AETNA INC NEW                                 X               7          300                  0         0
AETNA INC NEW                                 X               7          500                  0         0
AETNA INC NEW                                 X               7          800                  0         0
AETNA INC NEW                                 X               7        1,090                  0         0
AETNA INC NEW                                 X               3        1,177                  0         0
AETNA INC NEW                                 X               7        2,084                  0         0
AETNA INC NEW                                 X               7        2,420                  0         0
AETNA INC NEW                                 X               7        2,806                  0         0
AETNA INC NEW                                 X               5        2,900                  0         0
AETNA INC NEW                                 X               7        2,920                  0         0
AETNA INC NEW                                 X               5        4,700                  0         0
AETNA INC NEW                                 X               7        4,728                  0         0
AETNA INC NEW                                 X               7        4,892                  0         0
AETNA INC NEW                                 X               7        7,024                  0         0
AETNA INC NEW                                 X               4            0                  0     9,224
AETNA INC NEW                                 X               7       12,973                  0         0
AETNA INC NEW                                 X                       14,600                  0         0
AETNA INC NEW                                 X               5            0             19,700         0
AETNA INC NEW                                 X               7       28,520                  0         0
AFFILIATED COMPUTER SERVICES                  X               6          750                  0         0
AFFILIATED COMPUTER SERVICES                  X               7          990                  0         0
AFFILIATED COMPUTER SERVICES                  X               7        1,010                  0         0
AFFILIATED COMPUTER SERVICES                  X               7        1,200                  0         0
AFFILIATED COMPUTER SERVICES                  X               7        1,300                  0         0
AFFILIATED COMPUTER SERVICES                  X               3          789                  0       577
AFFILIATED COMPUTER SERVICES                  X               7        1,400                  0         0
AFFILIATED COMPUTER SERVICES                  X               3        1,500                  0         0
AFFILIATED COMPUTER SERVICES                  X               7        1,800                  0         0
AFFILIATED COMPUTER SERVICES                  X               4        1,735                380       500
AFFILIATED COMPUTER SERVICES                  X               7        2,900                  0         0
AFFILIATED COMPUTER SERVICES                  X               7        2,927                  0         0
AFFILIATED COMPUTER SERVICES                  X               7        5,661                  0         0
AFFILIATED COMPUTER SERVICES                  X               7       10,920                  0         0
AFFILIATED COMPUTER SERVICES                  X               4       14,858                  0       390
AFFILIATED COMPUTER SERVICES                  X               3       26,635                  0         0
AFFILIATED COMPUTER SERVICES                  X               2       27,950                  0         0
AFFILIATED COMPUTER SERVICES                  X               3       37,000                  0         0
AGERE SYS INC                                 X               3            7                  0         0
AGERE SYS INC                                 X               3           13                  0         0
AGERE SYS INC                                 X               3           26                  0         0
AGERE SYS INC                                 X               4           41                  0         0
AGERE SYS INC                                 X                           55                  0         0
AGERE SYS INC                                 X               5           87                  0         0
AGERE SYS INC                                 X               3          280                  0         0
AGERE SYS INC                                 X               3          132                  0       534
AGERE SYS INC                                 X               5            0              1,042         0
AGERE SYS INC                                 X               2        2,121                  0         0
AGERE SYS INC                                 X               5        2,302                  0         0
AGERE SYS INC                                 X               3        2,566                  0         0
AGERE SYS INC                                 X               7        5,700                  0         0
AGERE SYS INC                                 X               7       17,491                  0         0
AGILENT TECHNOLOGIES INC                      X                            0                220         0
AGILENT TECHNOLOGIES INC                      X               7          580                  0         0
AGILENT TECHNOLOGIES INC                      X               7          700                  0         0
AGILENT TECHNOLOGIES INC                      X               7          850                  0         0
AGILENT TECHNOLOGIES INC                      X               3        1,143                  0         0
AGILENT TECHNOLOGIES INC                      X               3        1,000                  0       500
AGILENT TECHNOLOGIES INC                      X               7        2,000                  0         0
AGILENT TECHNOLOGIES INC                      X               4        2,076                  0         0
AGILENT TECHNOLOGIES INC                      X               7        2,100                  0         0
AGILENT TECHNOLOGIES INC                      X               7        2,684                  0         0
AGILENT TECHNOLOGIES INC                      X               7        3,550                  0         0
AGILENT TECHNOLOGIES INC                      X               5        3,610                  0         0
AGILENT TECHNOLOGIES INC                      X               7        4,190                  0         0
AGILENT TECHNOLOGIES INC                      X               7        4,739                  0         0
AGILENT TECHNOLOGIES INC                      X               2        5,571                  0         0
AGILENT TECHNOLOGIES INC                      X               7        5,900                  0         0
AGILENT TECHNOLOGIES INC                      X               7        7,784                  0         0
AGILENT TECHNOLOGIES INC                      X               7       11,995                  0         0
AGILENT TECHNOLOGIES INC                      X               3        8,900                  0     3,905
AGILENT TECHNOLOGIES INC                      X               7       22,249                  0         0
AGILENT TECHNOLOGIES INC                      X               3       24,853                  0         0
AGILENT TECHNOLOGIES INC                      X               7       46,820                  0         0
AGILENT TECHNOLOGIES INC                      X               4        2,280                  0    56,201
AGNICO EAGLE MINES LTD                        X               4          600                  0         0
AGNICO EAGLE MINES LTD                        X               2        1,300                  0         0
AGNICO EAGLE MINES LTD                        X               3            0                  0     2,000
AGNICO EAGLE MINES LTD                        X               3       22,500                  0         0
AGRIUM INC                                    X               2      271,846                  0         0
AIR PRODS & CHEMS INC                         X               4          100                  0         0
AIR PRODS & CHEMS INC                         X               7          400                  0         0
AIR PRODS & CHEMS INC                         X               5            0                400         0
AIR PRODS & CHEMS INC                         X               3        1,174                  0         0
AIR PRODS & CHEMS INC                         X               7        1,300                  0         0
AIR PRODS & CHEMS INC                         X               7        1,300                  0         0
AIR PRODS & CHEMS INC                         X               7        1,585                  0         0
AIR PRODS & CHEMS INC                         X               5        1,800                  0         0
AIR PRODS & CHEMS INC                         X               7        1,900                  0         0
AIR PRODS & CHEMS INC                         X               7        2,089                  0         0
AIR PRODS & CHEMS INC                         X               7        2,258                  0         0
AIR PRODS & CHEMS INC                         X               7        3,414                  0         0
AIR PRODS & CHEMS INC                         X                        4,000                  0         0
AIR PRODS & CHEMS INC                         X               7        5,736                  0         0
AIR PRODS & CHEMS INC                         X               5            0              6,100         0
AIR PRODS & CHEMS INC                         X               7       10,326                  0         0
AIR PRODS & CHEMS INC                         X               7       22,110                  0         0
AKAMAI TECHNOLOGIES INC                       X               3            0                  0       330
AKAMAI TECHNOLOGIES INC                       X               7        4,957                  0         0
AKAMAI TECHNOLOGIES INC                       X               5        7,000                  0         0
AKAMAI TECHNOLOGIES INC                       X               4       10,000                  0         0
AKAMAI TECHNOLOGIES INC                       X               7       39,670                  0         0
AKAMAI TECHNOLOGIES INC                       X               7       42,432                  0         0
AKAMAI TECHNOLOGIES INC                       X               7       46,527                  0         0
AKZO NOBEL NV                                 X               5           90                  0         0
AKZO NOBEL NV                                 X                            0                200         0
AKZO NOBEL NV                                 X               2        1,425                  0         0
AKZO NOBEL NV                                 X               5            0              4,640         0
ALAMOSA HLDGS INC                             X               5          173                  0         0
ALAMOSA HLDGS INC                             X                            0                486         0
ALAMOSA HLDGS INC                             X               3      200,000                  0         0
ALBERTO CULVER CO                             X               3          407                  0         0
ALBERTO CULVER CO                             X               7          630                  0         0
ALBERTO CULVER CO                             X               7          710                  0         0
ALBERTO CULVER CO                             X               7          720                  0         0
ALBERTO CULVER CO                             X               7        1,300                  0         0
ALBERTO CULVER CO                             X               2        1,440                  0         0
ALBERTO CULVER CO                             X               7        2,693                  0         0
ALBERTO CULVER CO                             X               7        6,225                  0         0
ALBERTSONS INC                                X                            0                420         0
ALBERTSONS INC                                X               5            0                740         0
ALBERTSONS INC                                X               3          900                  0         0
ALBERTSONS INC                                X               7        2,000                  0         0
ALBERTSONS INC                                X               5        2,225                  0         0
ALBERTSONS INC                                X               3        2,239                  0         0
ALBERTSONS INC                                X               7        2,635                  0         0
ALBERTSONS INC                                X               7        3,210                  0         0
ALBERTSONS INC                                X               7        3,748                  0         0
ALBERTSONS INC                                X               5            0              3,765         0
ALBERTSONS INC                                X               7        5,934                  0         0
ALBERTSONS INC                                X               7        5,989                  0         0
ALBERTSONS INC                                X               7        8,564                  0         0
ALBERTSONS INC                                X               7       16,361                  0         0
ALBERTSONS INC                                X               2       16,761                  0         0
ALBERTSONS INC                                X               4            0                  0    19,379
ALBERTSONS INC                                X               7       36,910                  0         0
ALCAN INC                                     X               4            0                  0       150
ALCAN INC                                     X               3          576                  0         0
ALCAN INC                                     X               2        1,000                  0         0
ALCAN INC                                     X               3        1,475                  0    20,376
ALCAN INC                                     X               2       61,373                  0         0
ALCAN INC                                     X               3      120,507                  0         0
ALCOA INC                                     X               1          100                  0         0
ALCOA INC                                     X               5            0                200         0
ALCOA INC                                     X               7          500                  0         0
ALCOA INC                                     X               3          600                  0         0
ALCOA INC                                     X               7          700                  0         0
ALCOA INC                                     X               7          930                  0         0
ALCOA INC                                     X               7          950                  0         0
ALCOA INC                                     X               7        1,700                  0         0
ALCOA INC                                     X               5            0              1,740         0
ALCOA INC                                     X                        1,765                  0         0
ALCOA INC                                     X               3        2,500                  0         0
ALCOA INC                                     X               7        2,600                  0         0
ALCOA INC                                     X               3        3,066                  0         0
ALCOA INC                                     X               7        3,489                  0         0
ALCOA INC                                     X               7        4,450                  0         0
ALCOA INC                                     X               2        5,005                  0         0
ALCOA INC                                     X               7        6,251                  0         0
ALCOA INC                                     X               7        7,380                  0         0
ALCOA INC                                     X               2        8,330                  0         0
ALCOA INC                                     X               7        8,633                  0         0
ALCOA INC                                     X               7       11,314                  0         0
ALCOA INC                                     X               5       11,735                  0         0
ALCOA INC                                     X               7       11,850                  0         0
ALCOA INC                                     X               3       12,487                  0         0
ALCOA INC                                     X                       13,000                  0         0
ALCOA INC                                     X               7       14,202                  0         0
ALCOA INC                                     X               7       20,104                  0         0
ALCOA INC                                     X               4       26,252                960     3,970
ALCOA INC                                     X               7       38,628                  0         0
ALCOA INC                                     X               3       44,350                  0         0
ALCOA INC                                     X               7       81,220                  0         0
ALCOA INC                                     X               3      148,389                  0     3,000
ALCOA INC                                     X               4      157,527                  0     3,476
ALCATEL                                       X                          729                  0         0
ALCATEL                                       X                            0                850         0
ALCATEL                                       X               5        2,905                  0         0
ALCATEL                                       X               3            0                  0     5,000
ALCATEL                                       X               2        9,212                  0         0
ALCATEL                                       X               5            0             21,227         0
ALLEGHENY ENERGY INC                          X               7        1,160                  0         0
ALLEGHENY ENERGY INC                          X               4        1,300                  0         0
ALLEGHENY ENERGY INC                          X               7        1,380                  0         0
ALLEGHENY ENERGY INC                          X               7        1,836                  0         0
ALLEGHENY ENERGY INC                          X               3        1,900                  0         0
ALLEGHENY ENERGY INC                          X               7        2,450                  0         0
ALLEGHENY TECHNOLOGIES INC                    X               5           51                  0         0
ALLEGHENY TECHNOLOGIES INC                    X               7          670                  0         0
ALLEGHENY TECHNOLOGIES INC                    X               7          750                  0         0
ALLEGHENY TECHNOLOGIES INC                    X               7        1,070                  0         0
ALLEGHENY TECHNOLOGIES INC                    X               7        1,420                  0         0
ALLEGHENY TECHNOLOGIES INC                    X               7        2,530                  0         0
ALLEGHENY TECHNOLOGIES INC                    X               3       83,469                  0         0
ALLERGAN INC                                  X               5          415                  0         0
ALLERGAN INC                                  X               3          500                  0         0
ALLERGAN INC                                  X               7          800                  0         0
ALLERGAN INC                                  X               7          850                  0         0
ALLERGAN INC                                  X               7          935                  0         0
ALLERGAN INC                                  X               7        1,040                  0         0
ALLERGAN INC                                  X               5            0              1,300         0
ALLERGAN INC                                  X               7        1,351                  0         0
ALLERGAN INC                                  X               7        2,032                  0         0
ALLERGAN INC                                  X               7        2,818                  0         0
ALLERGAN INC                                  X               7        3,000                  0         0
ALLERGAN INC                                  X               7        6,186                  0         0
ALLERGAN INC                                  X               3        9,504                  0         0
ALLERGAN INC                                  X               7       12,810                  0         0
ALLIANCE CAP MGMT HLDG L P                    X               3            0                  0       400
ALLIANCE CAP MGMT HLDG L P                    X               4        2,500                  0         0
ALLIANCE CAP MGMT HLDG L P                    X               5            0             26,000         0
ALLIANCE DATA SYSTEMS CORP                    X               5            0                403         0
ALLIANCE DATA SYSTEMS CORP                    X               2        1,370                  0         0
ALLIANCE DATA SYSTEMS CORP                    X               7        3,350                  0         0
ALLIANCE DATA SYSTEMS CORP                    X               7        5,300                  0         0
ALLIANT ENERGY CORP                           X               4          182                  0         0
ALLIANT ENERGY CORP                           X               3          662                  0         0
ALLIANT ENERGY CORP                           X               4            0              2,664         0
ALLIANT ENERGY CORP                           X               7        4,538                  0         0
ALLIANT ENERGY CORP                           X               7       10,000                  0         0
ALLIANT TECHSYSTEMS INC                       X               7        1,300                  0         0
ALLIANT TECHSYSTEMS INC                       X               7        3,960                  0         0
ALLIED CAP CORP NEW                           X               3          764                  0         0
ALLIED CAP CORP NEW                           X               7          950                  0         0
ALLIED CAP CORP NEW                           X               7        1,300                  0         0
ALLIED CAP CORP NEW                           X               7        5,036                  0         0
ALLIED CAP CORP NEW                           X               7       11,000                  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               2          200                  0         0
ALLIED IRISH BKS P L C                        X               5            0                620         0
ALLIED IRISH BKS P L C                        X               4            0                  0     4,334
ALLIED WASTE INDS INC                         X               5          517                  0         0
ALLIED WASTE INDS INC                         X               7        1,020                  0         0
ALLIED WASTE INDS INC                         X               7        1,970                  0         0
ALLIED WASTE INDS INC                         X               7        2,230                  0         0
ALLIED WASTE INDS INC                         X               7        4,700                  0         0
ALLIED WASTE INDS INC                         X               3            0                  0     5,000
ALLSTATE CORP                                 X               7          400                  0         0
ALLSTATE CORP                                 X               7          550                  0         0
ALLSTATE CORP                                 X               7          650                  0         0
ALLSTATE CORP                                 X               5            0                960         0
ALLSTATE CORP                                 X               7        1,050                  0         0
ALLSTATE CORP                                 X               3        1,650                  0         0
ALLSTATE CORP                                 X               2        1,780                  0         0
ALLSTATE CORP                                 X               7        1,800                  0         0
ALLSTATE CORP                                 X               7        2,000                  0         0
ALLSTATE CORP                                 X               7        2,346                  0         0
ALLSTATE CORP                                 X               7        3,120                  0         0
ALLSTATE CORP                                 X               3        4,600                  0         0
ALLSTATE CORP                                 X               7        4,839                  0         0
ALLSTATE CORP                                 X               7        5,580                  0         0
ALLSTATE CORP                                 X               7        6,120                  0         0
ALLSTATE CORP                                 X               7        6,522                  0         0
ALLSTATE CORP                                 X               7       10,432                  0         0
ALLSTATE CORP                                 X               7       10,539                  0         0
ALLSTATE CORP                                 X               7       14,531                  0         0
ALLSTATE CORP                                 X               7       28,891                  0         0
ALLSTATE CORP                                 X               3       33,029                  0         0
ALLSTATE CORP                                 X               4       32,704                  0     2,900
ALLSTATE CORP                                 X               4       42,313              5,562     4,000
ALLSTATE CORP                                 X               7       63,410                  0         0
ALLSTATE CORP                                 X               3       84,351                  0         0
ALLTEL CORP                                   X                            0                105         0
ALLTEL CORP                                   X               7          420                  0         0
ALLTEL CORP                                   X               5          430                  0         0
ALLTEL CORP                                   X               7          450                  0         0
ALLTEL CORP                                   X               7          650                  0         0
ALLTEL CORP                                   X               7        1,100                  0         0
ALLTEL CORP                                   X               7        1,379                  0         0
ALLTEL CORP                                   X               3        1,425                  0         0
ALLTEL CORP                                   X               3        1,836                  0         0
ALLTEL CORP                                   X               3        1,865                  0         0
ALLTEL CORP                                   X               7        2,727                  0         0
ALLTEL CORP                                   X               7        3,240                  0         0
ALLTEL CORP                                   X               4        3,609                 79        52
ALLTEL CORP                                   X               7        3,802                  0         0
ALLTEL CORP                                   X               2        4,321                  0         0
ALLTEL CORP                                   X               7        5,500                  0         0
ALLTEL CORP                                   X               7        6,219                  0         0
ALLTEL CORP                                   X               7        8,589                  0         0
ALLTEL CORP                                   X               7       18,475                  0         0
ALLTEL CORP                                   X               4        4,222             14,071     1,800
ALLTEL CORP                                   X               7       34,410                  0         0
ALLTEL CORP                                   X               3       85,000                  0         0
ALTERA CORP                                   X               7          580                  0         0
ALTERA CORP                                   X               7          800                  0         0
ALTERA CORP                                   X               2        1,000                  0         0
ALTERA CORP                                   X               7        1,800                  0         0
ALTERA CORP                                   X               7        1,900                  0         0
ALTERA CORP                                   X               3        2,300                  0         0
ALTERA CORP                                   X               7        2,853                  0         0
ALTERA CORP                                   X               4            0                  0     3,093
ALTERA CORP                                   X               7        3,140                  0         0
ALTERA CORP                                   X               7        3,337                  0         0
ALTERA CORP                                   X               5        4,000                  0         0
ALTERA CORP                                   X                        5,821                  0         0
ALTERA CORP                                   X               7        5,923                  0         0
ALTERA CORP                                   X               7        6,165                  0         0
ALTERA CORP                                   X                        8,000                  0         0
ALTERA CORP                                   X               7       10,685                  0         0
ALTERA CORP                                   X               5       12,500                  0         0
ALTERA CORP                                   X               7       16,410                  0         0
ALTERA CORP                                   X               7       35,910                  0         0
ALTERA CORP                                   X               3       63,056                  0     2,100
ALTRIA GROUP INC                              X               1          175                  0         0
ALTRIA GROUP INC                              X               3          500                  0         0
ALTRIA GROUP INC                              X               7          900                  0         0
ALTRIA GROUP INC                              X               6        1,100                  0         0
ALTRIA GROUP INC                              X                        1,194                  0         0
ALTRIA GROUP INC                              X               7        1,420                  0         0
ALTRIA GROUP INC                              X               7        1,600                  0         0
ALTRIA GROUP INC                              X               7        1,900                  0         0
ALTRIA GROUP INC                              X               5        2,300                  0         0
ALTRIA GROUP INC                              X               5            0              2,514         0
ALTRIA GROUP INC                              X                        2,400                180         0
ALTRIA GROUP INC                              X               7        2,900                  0         0
ALTRIA GROUP INC                              X                        4,100                  0         0
ALTRIA GROUP INC                              X               5        5,000                  0         0
ALTRIA GROUP INC                              X               2        5,154                  0         0
ALTRIA GROUP INC                              X               7        5,850                  0         0
ALTRIA GROUP INC                              X               3            0                  0     5,900
ALTRIA GROUP INC                              X               7        6,620                  0         0
ALTRIA GROUP INC                              X               7        6,790                  0         0
ALTRIA GROUP INC                              X                        8,900                  0         0
ALTRIA GROUP INC                              X                       11,060                  0         0
ALTRIA GROUP INC                              X               7       13,280                  0         0
ALTRIA GROUP INC                              X               7       15,225                  0         0
ALTRIA GROUP INC                              X               7       15,631                  0         0
ALTRIA GROUP INC                              X               7       16,306                  0         0
ALTRIA GROUP INC                              X               5       16,730                  0         0
ALTRIA GROUP INC                              X               7       17,250                  0         0
ALTRIA GROUP INC                              X               5            0             18,400         0
ALTRIA GROUP INC                              X               7       20,343                  0         0
ALTRIA GROUP INC                              X               5            0             20,878         0
ALTRIA GROUP INC                              X               4       21,200                  0       700
ALTRIA GROUP INC                              X               3       25,050                  0         0
ALTRIA GROUP INC                              X               7       32,472                  0         0
ALTRIA GROUP INC                              X               7       33,319                  0         0
ALTRIA GROUP INC                              X               2       34,745                  0         0
ALTRIA GROUP INC                              X               4        7,967                  0    30,290
ALTRIA GROUP INC                              X               7       43,553                  0         0
ALTRIA GROUP INC                              X               3       48,600                  0         0
ALTRIA GROUP INC                              X               3       81,120                  0         0
ALTRIA GROUP INC                              X               7       90,267                  0         0
ALTRIA GROUP INC                              X               3      139,832                  0    36,815
ALTRIA GROUP INC                              X               7      197,460                  0         0
ALTRIA GROUP INC                              X               3      304,783                  0         0
ALTRIA GROUP INC                              X               3    4,860,628                  0         0
ALUMINUM CORP CHINA LTD                       X               6        3,600                  0         0
AMAZON COM INC                                X               3          124                  0         0
AMAZON COM INC                                X                            0                185         0
AMAZON COM INC                                X               7          200                  0         0
AMAZON COM INC                                X               3          240                  0         0
AMAZON COM INC                                X               7          310                  0         0
AMAZON COM INC                                X               7          450                  0         0
AMAZON COM INC                                X               7        1,100                  0         0
AMAZON COM INC                                X               7        1,200                  0         0
AMAZON COM INC                                X               3            0                  0     1,205
AMAZON COM INC                                X               7        1,500                  0         0
AMAZON COM INC                                X               5        1,765                  0         0
AMAZON COM INC                                X               5            0              1,876         0
AMAZON COM INC                                X               7        3,300                  0         0
AMAZON COM INC                                X               7        4,352                  0         0
AMAZON COM INC                                X               3        2,932                  0     1,805
AMAZON COM INC                                X               4        6,000                  0         0
AMAZON COM INC                                X               7       14,070                  0         0
AMAZON COM INC                                X               7       29,160                  0         0
AMAZON COM INC                                X               3       85,000                  0         0
AMBAC FINL GROUP INC                          X               5           30                  0         0
AMBAC FINL GROUP INC                          X               3          300                  0         0
AMBAC FINL GROUP INC                          X               3          611                  0         0
AMBAC FINL GROUP INC                          X               7          700                  0         0
AMBAC FINL GROUP INC                          X               7          710                  0         0
AMBAC FINL GROUP INC                          X               6          730                  0         0
AMBAC FINL GROUP INC                          X               7          748                  0         0
AMBAC FINL GROUP INC                          X               7          760                  0         0
AMBAC FINL GROUP INC                          X               7          922                  0         0
AMBAC FINL GROUP INC                          X               7          972                  0         0
AMBAC FINL GROUP INC                          X               7        1,711                  0         0
AMBAC FINL GROUP INC                          X               4        1,871                  0         0
AMBAC FINL GROUP INC                          X               7        2,929                  0         0
AMBAC FINL GROUP INC                          X               5            0              3,700         0
AMBAC FINL GROUP INC                          X               7        4,989                  0         0
AMBAC FINL GROUP INC                          X               7       10,190                  0         0
AMEGY BANCORPORATION INC                      X                       75,000                  0         0
AMEGY BANCORPORATION INC                      X                      132,671                  0         0
AMERADA HESS CORP                             X               3           80                  0         0
AMERADA HESS CORP                             X               7          120                  0         0
AMERADA HESS CORP                             X               4          475                  0         0
AMERADA HESS CORP                             X               7          608                  0         0
AMERADA HESS CORP                             X               7          670                  0         0
AMERADA HESS CORP                             X               7          770                  0         0
AMERADA HESS CORP                             X               7        1,292                  0         0
AMERADA HESS CORP                             X               3        1,707                  0         0
AMERADA HESS CORP                             X               7        1,808                  0         0
AMERADA HESS CORP                             X               7        3,193                  0         0
AMERADA HESS CORP                             X               7        6,690                  0         0
AMERADA HESS CORP                             X               3       35,033                  0         0
AMEREN CORP                                   X               5            0                160         0
AMEREN CORP                                   X               7        1,452                  0         0
AMEREN CORP                                   X               7        1,640                  0         0
AMEREN CORP                                   X               7        1,995                  0         0
AMEREN CORP                                   X               7        3,042                  0         0
AMEREN CORP                                   X               7        3,766                  0         0
AMEREN CORP                                   X               3        3,991                  0         0
AMEREN CORP                                   X               7        4,448                  0         0
AMEREN CORP                                   X               7        9,529                  0         0
AMEREN CORP                                   X               4       11,814              1,500     2,750
AMEREN CORP                                   X               7       17,940                  0         0
AMEREN CORP                                   X               4       31,637                600       456
AMEREN CORP                                   X               3      600,000                  0         0
AMERICA MOVIL S A DE C V                      X               4           60                  0         0
AMERICA MOVIL S A DE C V                      X               3            0                  0       180
AMERICA MOVIL S A DE C V                      X               3            0                  0       600
AMERICA MOVIL S A DE C V                      X               5            0              5,300         0
AMERICA MOVIL S A DE C V                      X               7        5,836                  0         0
AMERICA MOVIL S A DE C V                      X               5            0              6,000         0
AMERICA MOVIL S A DE C V                      X               3        9,000                  0         0
AMERICA MOVIL S A DE C V                      X               7       41,976                  0         0
AMERICA MOVIL S A DE C V                      X               7       47,437                  0         0
AMERICA MOVIL S A DE C V                      X               7       52,614                  0         0
AMERICA MOVIL S A DE C V                      X               7       52,748                  0         0
AMERICA MOVIL S A DE C V                      X               2       57,200                  0         0
AMERICA MOVIL S A DE C V                      X               3       60,600                  0         0
AMERICA MOVIL S A DE C V                      X               3       76,710                  0         0
AMERICAN CAPITAL STRATEGIES                   X               3        4,220                  0         0
AMERICAN CAPITAL STRATEGIES                   X               4       12,500                  0     4,342
AMERICAN CAPITAL STRATEGIES                   X               3       60,000                  0         0
AMERICAN ELEC PWR INC                         X               5           50                  0         0
AMERICAN ELEC PWR INC                         X               7          540                  0         0
AMERICAN ELEC PWR INC                         X               5            0                650         0
AMERICAN ELEC PWR INC                         X               4          360                  0       400
AMERICAN ELEC PWR INC                         X               7          800                  0         0
AMERICAN ELEC PWR INC                         X               7        1,000                  0         0
AMERICAN ELEC PWR INC                         X               3        1,435                  0         0
AMERICAN ELEC PWR INC                         X               7        1,900                  0         0
AMERICAN ELEC PWR INC                         X               7        2,000                  0         0
AMERICAN ELEC PWR INC                         X               7        2,757                  0         0
AMERICAN ELEC PWR INC                         X               4        3,245                  0         0
AMERICAN ELEC PWR INC                         X               7        3,330                  0         0
AMERICAN ELEC PWR INC                         X               7        3,749                  0         0
AMERICAN ELEC PWR INC                         X               5            0              5,200         0
AMERICAN ELEC PWR INC                         X               7        6,234                  0         0
AMERICAN ELEC PWR INC                         X               7        6,460                  0         0
AMERICAN ELEC PWR INC                         X               7        9,926                  0         0
AMERICAN ELEC PWR INC                         X               7       18,365                  0         0
AMERICAN ELEC PWR INC                         X               7       35,710                  0         0
AMERICAN ELEC PWR INC                         X               3      650,000                  0         0
AMERICAN EAGLE OUTFITTERS NE                  X               2          120                  0         0
AMERICAN EAGLE OUTFITTERS NE                  X               3          611                  0         0
AMERICAN EAGLE OUTFITTERS NE                  X                        2,482                  0         0
AMERICAN EAGLE OUTFITTERS NE                  X                        3,500                  0         0
AMERICAN EAGLE OUTFITTERS NE                  X               7        4,189                  0         0
AMERICAN EAGLE OUTFITTERS NE                  X               7        9,600                  0         0
AMERICAN EXPRESS CO                           X               5          150                  0         0
AMERICAN EXPRESS CO                           X               2          396                  0         0
AMERICAN EXPRESS CO                           X               7          600                  0         0
AMERICAN EXPRESS CO                           X               7          920                  0         0
AMERICAN EXPRESS CO                           X               1          980                  0         0
AMERICAN EXPRESS CO                           X               7        1,150                  0         0
AMERICAN EXPRESS CO                           X               6        1,200                  0         0
AMERICAN EXPRESS CO                           X               7        1,750                  0         0
AMERICAN EXPRESS CO                           X               7        2,100                  0         0
AMERICAN EXPRESS CO                           X               5            0              2,250         0
AMERICAN EXPRESS CO                           X               7        3,500                  0         0
AMERICAN EXPRESS CO                           X               7        3,890                  0         0
AMERICAN EXPRESS CO                           X               3        4,440                  0         0
AMERICAN EXPRESS CO                           X                        4,500                  0         0
AMERICAN EXPRESS CO                           X               3        4,670                  0         0
AMERICAN EXPRESS CO                           X               7        5,190                  0         0
AMERICAN EXPRESS CO                           X               7        9,070                  0         0
AMERICAN EXPRESS CO                           X               7        9,122                  0         0
AMERICAN EXPRESS CO                           X               7       10,430                  0         0
AMERICAN EXPRESS CO                           X               7       12,195                  0         0
AMERICAN EXPRESS CO                           X               3       13,641                  0         0
AMERICAN EXPRESS CO                           X               7       18,384                  0         0
AMERICAN EXPRESS CO                           X               3       18,905                  0         0
AMERICAN EXPRESS CO                           X               7       19,821                  0         0
AMERICAN EXPRESS CO                           X               4       21,744                  0     3,320
AMERICAN EXPRESS CO                           X               7       26,134                  0         0
AMERICAN EXPRESS CO                           X               4       24,065              1,050     7,900
AMERICAN EXPRESS CO                           X               7       54,139                  0         0
AMERICAN EXPRESS CO                           X               3       74,258                  0         0
AMERICAN EXPRESS CO                           X               3       86,638                  0       150
AMERICAN EXPRESS CO                           X               7      119,360                  0         0
AMERICAN EXPRESS CO                           X               3      135,960                  0         0
AMERICAN INTL GROUP INC                       X               1          180                  0         0
AMERICAN INTL GROUP INC                       X               3          225                  0         0
AMERICAN INTL GROUP INC                       X               5            0                240         0
AMERICAN INTL GROUP INC                       X                            0              1,000         0
AMERICAN INTL GROUP INC                       X               7        1,000                  0         0
AMERICAN INTL GROUP INC                       X               5            0              1,578         0
AMERICAN INTL GROUP INC                       X               7        1,740                  0         0
AMERICAN INTL GROUP INC                       X               5        1,892                  0         0
AMERICAN INTL GROUP INC                       X                        1,960                  0         0
AMERICAN INTL GROUP INC                       X               7        2,500                  0         0
AMERICAN INTL GROUP INC                       X               7        3,500                  0         0
AMERICAN INTL GROUP INC                       X               3        5,732                  0         0
AMERICAN INTL GROUP INC                       X               7        7,400                  0         0
AMERICAN INTL GROUP INC                       X                        5,652              1,840         0
AMERICAN INTL GROUP INC                       X               7        7,890                  0         0
AMERICAN INTL GROUP INC                       X               7        8,310                  0         0
AMERICAN INTL GROUP INC                       X               2        8,375                  0         0
AMERICAN INTL GROUP INC                       X               5            0              8,400         0
AMERICAN INTL GROUP INC                       X               2        8,882                  0         0
AMERICAN INTL GROUP INC                       X                       12,660                  0         0
AMERICAN INTL GROUP INC                       X               7       16,410                  0         0
AMERICAN INTL GROUP INC                       X                       18,930                  0         0
AMERICAN INTL GROUP INC                       X               7       19,067                  0         0
AMERICAN INTL GROUP INC                       X               7       21,570                  0         0
AMERICAN INTL GROUP INC                       X               7       25,402                  0         0
AMERICAN INTL GROUP INC                       X               7       32,051                  0         0
AMERICAN INTL GROUP INC                       X               3       31,322                  0     8,000
AMERICAN INTL GROUP INC                       X               7       41,620                  0         0
AMERICAN INTL GROUP INC                       X               3       46,019                  0         0
AMERICAN INTL GROUP INC                       X               7       54,179                  0         0
AMERICAN INTL GROUP INC                       X               4       42,626              1,468    10,650
AMERICAN INTL GROUP INC                       X               3       60,690                  0         0
AMERICAN INTL GROUP INC                       X               5       93,200                  0         0
AMERICAN INTL GROUP INC                       X               7      114,066                  0         0
AMERICAN INTL GROUP INC                       X               3      161,997                  0     9,097
AMERICAN INTL GROUP INC                       X               4      163,256                  0    23,232
AMERICAN INTL GROUP INC                       X               3      214,008                  0         0
AMERICAN INTL GROUP INC                       X               7      249,790                  0         0
AMERICAN INTL GROUP INC                       X               3      540,000                  0         0
AMERICAN INTL GROUP INC                       X               5            0            750,500         0
AMERICAN PWR CONVERSION CORP                  X               4          400                  0         0
AMERICAN PWR CONVERSION CORP                  X               7        1,140                  0         0
AMERICAN PWR CONVERSION CORP                  X               3        1,171                  0         0
AMERICAN PWR CONVERSION CORP                  X               7        1,340                  0         0
AMERICAN PWR CONVERSION CORP                  X               7        1,900                  0         0
AMERICAN PWR CONVERSION CORP                  X               7        2,906                  0         0
AMERICAN PWR CONVERSION CORP                  X               7        3,294                  0         0
AMERICAN PWR CONVERSION CORP                  X               7        7,529                  0         0
AMERICAN PWR CONVERSION CORP                  X               2       10,782                  0         0
AMERICAN PWR CONVERSION CORP                  X               7       20,780                  0         0
AMERICAN STD COS INC DEL                      X               4          200                  0         0
AMERICAN STD COS INC DEL                      X               7          510                  0         0
AMERICAN STD COS INC DEL                      X               7          650                  0         0
AMERICAN STD COS INC DEL                      X               3        1,073                  0         0
AMERICAN STD COS INC DEL                      X               7        1,300                  0         0
AMERICAN STD COS INC DEL                      X               7        1,590                  0         0
AMERICAN STD COS INC DEL                      X               7        1,773                  0         0
AMERICAN STD COS INC DEL                      X               7        1,807                  0         0
AMERICAN STD COS INC DEL                      X               7        2,150                  0         0
AMERICAN STD COS INC DEL                      X               7        2,690                  0         0
AMERICAN STD COS INC DEL                      X               7        3,047                  0         0
AMERICAN STD COS INC DEL                      X                        5,030                  0         0
AMERICAN STD COS INC DEL                      X               5            0              5,600         0
AMERICAN STD COS INC DEL                      X               7        7,800                  0         0
AMERICAN STD COS INC DEL                      X               7        9,777                  0         0
AMERICAN STD COS INC DEL                      X               7       20,420                  0         0
AMERICAN TOWER CORP                           X               5          201                  0         0
AMERICAN TOWER CORP                           X               3        1,374                  0         0
AMERICAN TOWER CORP                           X               7        5,600                  0         0
AMERICAN TOWER CORP                           X                       10,000                  0         0
AMERICAN TOWER CORP                           X               7       18,226                  0         0
AMERICAN TOWER CORP                           X               7       38,600                  0         0
AMERICREDIT CORP                              X                            0                165         0
AMERICREDIT CORP                              X               3          916                  0         0
AMERICREDIT CORP                              X               7        6,084                  0         0
AMERICREDIT CORP                              X               7       13,500                  0         0
AMERISOURCEBERGEN CORP                        X               2           10                  0         0
AMERISOURCEBERGEN CORP                        X               5           34                  0         0
AMERISOURCEBERGEN CORP                        X               5            0                250         0
AMERISOURCEBERGEN CORP                        X               3          513                  0         0
AMERISOURCEBERGEN CORP                        X               4            0                  0       526
AMERISOURCEBERGEN CORP                        X               7          765                  0         0
AMERISOURCEBERGEN CORP                        X               7          890                  0         0
AMERISOURCEBERGEN CORP                        X               7          954                  0         0
AMERISOURCEBERGEN CORP                        X               7        1,683                  0         0
AMERISOURCEBERGEN CORP                        X               7        1,746                  0         0
AMERISOURCEBERGEN CORP                        X               3        2,100                  0         0
AMERISOURCEBERGEN CORP                        X               7        3,117                  0         0
AMERISOURCEBERGEN CORP                        X               7        4,787                  0         0
AMERISOURCEBERGEN CORP                        X               7       10,580                  0         0
AMERITRADE HLDG CORP NEW                      X               5          140                  0         0
AMERITRADE HLDG CORP NEW                      X               7        1,796                  0         0
AMERITRADE HLDG CORP NEW                      X               7        2,300                  0         0
AMERITRADE HLDG CORP NEW                      X               3        2,493                  0         0
AMERITRADE HLDG CORP NEW                      X               7       18,507                  0         0
AMERITRADE HLDG CORP NEW                      X               7       38,650                  0         0
AMERIPRISE FINL INC                           X               7        3,676                  0         0
AMERIPRISE FINL INC                           X               7        3,800                  0         0
AMERIPRISE FINL INC                           X               7        5,806                  0         0
AMERIPRISE FINL INC                           X               7       23,872                  0         0
AMGEN INC                                     X                            0                325         0
AMGEN INC                                     X               7          590                  0         0
AMGEN INC                                     X               7          920                  0         0
AMGEN INC                                     X               7        1,200                  0         0
AMGEN INC                                     X               5            0              1,243         0
AMGEN INC                                     X               7        1,400                  0         0
AMGEN INC                                     X               5            0              1,400         0
AMGEN INC                                     X               7        1,800                  0         0
AMGEN INC                                     X                        2,100                  0         0
AMGEN INC                                     X               2        2,411                  0         0
AMGEN INC                                     X               5            0              2,729         0
AMGEN INC                                     X               7        3,300                  0         0
AMGEN INC                                     X               7        3,650                  0         0
AMGEN INC                                     X               7        4,100                  0         0
AMGEN INC                                     X               7        4,500                  0         0
AMGEN INC                                     X               7        8,400                  0         0
AMGEN INC                                     X               7        8,506                  0         0
AMGEN INC                                     X               3        8,700                  0         0
AMGEN INC                                     X               7        9,046                  0         0
AMGEN INC                                     X               7       10,240                  0         0
AMGEN INC                                     X                       11,651                  0         0
AMGEN INC                                     X               7       12,127                  0         0
AMGEN INC                                     X               7       12,920                  0         0
AMGEN INC                                     X               7       13,823                  0         0
AMGEN INC                                     X               7       15,197                  0         0
AMGEN INC                                     X               4       12,882                  0     3,869
AMGEN INC                                     X               5       18,578                  0         0
AMGEN INC                                     X               7       19,846                  0         0
AMGEN INC                                     X               3       19,790                  0        75
AMGEN INC                                     X               7       19,980                  0         0
AMGEN INC                                     X               7       25,947                  0         0
AMGEN INC                                     X               2       33,410                  0         0
AMGEN INC                                     X               3       34,480                  0         0
AMGEN INC                                     X               4       28,231                  0    13,801
AMGEN INC                                     X               7       56,585                  0         0
AMGEN INC                                     X               3       57,220                  0         0
AMGEN INC                                     X               3       62,048                  0         0
AMGEN INC                                     X               7      123,180                  0         0
AMGEN INC                                     X               3      122,361                  0    11,599
AMGEN INC                                     X               5        5,000                  0         0
AMGEN INC                                     X               5            0             38,000         0
AMPHENOL CORP NEW                             X               4            0                  0        25
AMPHENOL CORP NEW                             X               7          500                  0         0
AMPHENOL CORP NEW                             X               3          509                  0         0
AMPHENOL CORP NEW                             X               7        1,400                  0         0
AMPHENOL CORP NEW                             X               7        3,000                  0         0
AMPHENOL CORP NEW                             X               7        3,491                  0         0
AMPHENOL CORP NEW                             X               4            0                  0     3,844
AMPHENOL CORP NEW                             X               7        7,700                  0         0
AMSOUTH BANCORPORATION                        X               3        1,788                  0         0
AMSOUTH BANCORPORATION                        X               7        2,641                  0         0
AMSOUTH BANCORPORATION                        X               7        3,000                  0         0
AMSOUTH BANCORPORATION                        X               7        3,500                  0         0
AMSOUTH BANCORPORATION                        X               7        5,867                  0         0
AMSOUTH BANCORPORATION                        X               3        5,900                  0         0
AMSOUTH BANCORPORATION                        X               7        6,000                  0         0
AMSOUTH BANCORPORATION                        X               7        7,833                  0         0
AMSOUTH BANCORPORATION                        X               7       16,612                  0         0
AMSOUTH BANCORPORATION                        X               7       33,710                  0         0
AMSOUTH BANCORPORATION                        X               4       31,682                  0    12,098
AMSOUTH BANCORPORATION                        X               4       17,873             12,524    42,116
AMSOUTH BANCORPORATION                        X               3      450,000                  0         0
AMYLIN PHARMACEUTICALS INC                    X               3          450                  0         0
AMYLIN PHARMACEUTICALS INC                    X               3            0                  0     9,700
ANADARKO PETE CORP                            X               7          200                  0         0
ANADARKO PETE CORP                            X               7          250                  0         0
ANADARKO PETE CORP                            X               7          270                  0         0
ANADARKO PETE CORP                            X               2          330                  0         0
ANADARKO PETE CORP                            X               7          450                  0         0
ANADARKO PETE CORP                            X               7          650                  0         0
ANADARKO PETE CORP                            X                          889                  0         0
ANADARKO PETE CORP                            X               4            0              1,000         0
ANADARKO PETE CORP                            X               7        1,000                  0         0
ANADARKO PETE CORP                            X               7        1,692                  0         0
ANADARKO PETE CORP                            X               3        1,715                  0         0
ANADARKO PETE CORP                            X               7        1,976                  0         0
ANADARKO PETE CORP                            X               3        2,400                  0         0
ANADARKO PETE CORP                            X               7        2,409                  0         0
ANADARKO PETE CORP                            X               4        2,239                  0       622
ANADARKO PETE CORP                            X               7        2,900                  0         0
ANADARKO PETE CORP                            X               5        2,940                  0         0
ANADARKO PETE CORP                            X                        2,942                  0         0
ANADARKO PETE CORP                            X               7        3,827                  0         0
ANADARKO PETE CORP                            X               7        4,538                  0         0
ANADARKO PETE CORP                            X               7       10,379                  0         0
ANADARKO PETE CORP                            X               7       22,340                  0         0
ANADARKO PETE CORP                            X               3       26,830                  0    20,330
ANADARKO PETE CORP                            X               3       91,000                  0         0
ANALOG DEVICES INC                            X               7          300                  0         0
ANALOG DEVICES INC                            X               7          470                  0         0
ANALOG DEVICES INC                            X               7          650                  0         0
ANALOG DEVICES INC                            X               7          850                  0         0
ANALOG DEVICES INC                            X               7        1,500                  0         0
ANALOG DEVICES INC                            X               7        1,600                  0         0
ANALOG DEVICES INC                            X               7        1,900                  0         0
ANALOG DEVICES INC                            X               3        1,934                  0         0
ANALOG DEVICES INC                            X               7        2,735                  0         0
ANALOG DEVICES INC                            X               7        3,190                  0         0
ANALOG DEVICES INC                            X               7        3,304                  0         0
ANALOG DEVICES INC                            X               7        3,636                  0         0
ANALOG DEVICES INC                            X                        4,252                  0         0
ANALOG DEVICES INC                            X               7        5,760                  0         0
ANALOG DEVICES INC                            X               7        5,901                  0         0
ANALOG DEVICES INC                            X               7        8,991                  0         0
ANALOG DEVICES INC                            X               7       17,366                  0         0
ANALOG DEVICES INC                            X               7       34,950                  0         0
ANDREW CORP                                   X               5            0                388         0
ANDREW CORP                                   X               7        1,130                  0         0
ANDREW CORP                                   X               7        1,270                  0         0
ANDREW CORP                                   X               7        1,530                  0         0
ANDREW CORP                                   X               7        2,400                  0         0
ANDREW CORP                                   X               3        3,800                  0         0
ANGLO AMERN PLC                               X                            0                 46         0
ANGLO AMERN PLC                               X                            0                 89         0
ANGLO AMERN PLC                               X               5          104                  0         0
ANGLO AMERN PLC                               X               5            0                281         0
ANGLO AMERN PLC                               X               3            0                  0     5,887
ANGLO AMERN PLC                               X               3            0                  0    33,000
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               3        1,000                  0         0
ANGLOGOLD ASHANTI LTD                         X               5        1,000                  0         0
ANGLOGOLD ASHANTI LTD                         X               3            0                  0     2,650
ANGLOGOLD ASHANTI LTD                         X               7       37,365                  0         0
ANHEUSER BUSCH COS INC                        X               7          400                  0         0
ANHEUSER BUSCH COS INC                        X               7          680                  0         0
ANHEUSER BUSCH COS INC                        X                          700                  0         0
ANHEUSER BUSCH COS INC                        X               2          750                  0         0
ANHEUSER BUSCH COS INC                        X               7          810                  0         0
ANHEUSER BUSCH COS INC                        X               7          850                  0         0
ANHEUSER BUSCH COS INC                        X               7        1,600                  0         0
ANHEUSER BUSCH COS INC                        X               7        2,250                  0         0
ANHEUSER BUSCH COS INC                        X                        3,062                  0         0
ANHEUSER BUSCH COS INC                        X               7        3,263                  0         0
ANHEUSER BUSCH COS INC                        X               3        4,200                  0         0
ANHEUSER BUSCH COS INC                        X               7        4,670                  0         0
ANHEUSER BUSCH COS INC                        X               7        5,786                  0         0
ANHEUSER BUSCH COS INC                        X               7        6,440                  0         0
ANHEUSER BUSCH COS INC                        X               3        6,506                  0       400
ANHEUSER BUSCH COS INC                        X               3        7,643                  0         0
ANHEUSER BUSCH COS INC                        X               7        7,702                  0         0
ANHEUSER BUSCH COS INC                        X               5       10,520                  0         0
ANHEUSER BUSCH COS INC                        X               7       10,977                  0         0
ANHEUSER BUSCH COS INC                        X               4        3,934                200     6,850
ANHEUSER BUSCH COS INC                        X               7       11,500                  0         0
ANHEUSER BUSCH COS INC                        X               7       12,504                  0         0
ANHEUSER BUSCH COS INC                        X               7       18,189                  0         0
ANHEUSER BUSCH COS INC                        X               4       23,108                  0     4,450
ANHEUSER BUSCH COS INC                        X               3       30,935                  0         0
ANHEUSER BUSCH COS INC                        X               7       33,582                  0         0
ANHEUSER BUSCH COS INC                        X               3       72,110                  0         0
ANHEUSER BUSCH COS INC                        X               7       75,700                  0         0
ANOORAQ RES CORP                              X               2       65,000                  0         0
AO TATNEFT                                    X               3            0                  0    10,000
AON CORP                                      X                            0                130         0
AON CORP                                      X               5            0                590         0
AON CORP                                      X               7        1,600                  0         0
AON CORP                                      X               7        1,700                  0         0
AON CORP                                      X               3        2,200                  0         0
AON CORP                                      X               7        2,514                  0         0
AON CORP                                      X               7        2,700                  0         0
AON CORP                                      X               7        3,026                  0         0
AON CORP                                      X               7        4,116                  0         0
AON CORP                                      X               7        4,852                  0         0
AON CORP                                      X               7        8,298                  0         0
AON CORP                                      X               7       14,417                  0         0
AON CORP                                      X               4            0                  0    30,100
AON CORP                                      X               7       30,950                  0         0
AON CORP                                      X               3       49,563                  0         0
APACHE CORP                                   X               7          300                  0         0
APACHE CORP                                   X               7          320                  0         0
APACHE CORP                                   X               7          350                  0         0
APACHE CORP                                   X               7          600                  0         0
APACHE CORP                                   X               2          757                  0         0
APACHE CORP                                   X               7        1,100                  0         0
APACHE CORP                                   X               5        1,292                  0         0
APACHE CORP                                   X               7        1,337                  0         0
APACHE CORP                                   X               3        2,000                  0         0
APACHE CORP                                   X               7        2,414                  0         0
APACHE CORP                                   X               5            0              2,548         0
APACHE CORP                                   X               7        2,826                  0         0
APACHE CORP                                   X               7        3,308                  0         0
APACHE CORP                                   X               7        3,400                  0         0
APACHE CORP                                   X               3        3,646                  0         0
APACHE CORP                                   X                        3,910                  0         0
APACHE CORP                                   X               4            0                  0     4,122
APACHE CORP                                   X               7        5,343                  0         0
APACHE CORP                                   X               7        6,357                  0         0
APACHE CORP                                   X               3       11,600                  0         0
APACHE CORP                                   X               2       12,840                  0         0
APACHE CORP                                   X               7       14,722                  0         0
APACHE CORP                                   X               6       16,754                  0         0
APACHE CORP                                   X               3       21,184                  0     1,275
APACHE CORP                                   X               3       31,100                  0         0
APACHE CORP                                   X               7       31,390                  0         0
APACHE CORP                                   X               3      122,534                  0         0
APARTMENT INVT & MGMT CO                      X               7          680                  0         0
APARTMENT INVT & MGMT CO                      X               7          750                  0         0
APARTMENT INVT & MGMT CO                      X               7          800                  0         0
APARTMENT INVT & MGMT CO                      X               7        1,400                  0         0
APARTMENT INVT & MGMT CO                      X               7        1,466                  0         0
APARTMENT INVT & MGMT CO                      X                        2,000                  0         0
APARTMENT INVT & MGMT CO                      X               7        9,910                  0         0
APOLLO GROUP INC                              X               5           32                  0         0
APOLLO GROUP INC                              X               7          230                  0         0
APOLLO GROUP INC                              X               7          350                  0         0
APOLLO GROUP INC                              X               7          400                  0         0
APOLLO GROUP INC                              X               5            0                546         0
APOLLO GROUP INC                              X               7          800                  0         0
APOLLO GROUP INC                              X               7          800                  0         0
APOLLO GROUP INC                              X               7        1,093                  0         0
APOLLO GROUP INC                              X               7        1,230                  0         0
APOLLO GROUP INC                              X               7        1,418                  0         0
APOLLO GROUP INC                              X               7        2,035                  0         0
APOLLO GROUP INC                              X               7        2,390                  0         0
APOLLO GROUP INC                              X               7        3,560                  0         0
APOLLO GROUP INC                              X               3        4,269                  0         0
APOLLO GROUP INC                              X               7        8,198                  0         0
APOLLO GROUP INC                              X               3       10,000                  0         0
APOLLO GROUP INC                              X               7       17,830                  0         0
APPLE COMPUTER INC                            X               1          360                  0         0
APPLE COMPUTER INC                            X               7          400                  0         0
APPLE COMPUTER INC                            X               3            0                  0       400
APPLE COMPUTER INC                            X               7          500                  0         0
APPLE COMPUTER INC                            X               7          500                  0         0
APPLE COMPUTER INC                            X               2          500                  0         0
APPLE COMPUTER INC                            X               4          401                  0       130
APPLE COMPUTER INC                            X               3          550                  0         0
APPLE COMPUTER INC                            X               7          650                  0         0
APPLE COMPUTER INC                            X               7          800                  0         0
APPLE COMPUTER INC                            X               5            0                900         0
APPLE COMPUTER INC                            X               7        1,200                  0         0
APPLE COMPUTER INC                            X               5            0              1,800         0
APPLE COMPUTER INC                            X               3        2,124                  0         0
APPLE COMPUTER INC                            X               7        2,250                  0         0
APPLE COMPUTER INC                            X               7        2,349                  0         0
APPLE COMPUTER INC                            X               7        2,857                  0         0
APPLE COMPUTER INC                            X               5        3,200                  0         0
APPLE COMPUTER INC                            X                        3,500                  0         0
APPLE COMPUTER INC                            X               7        6,120                  0         0
APPLE COMPUTER INC                            X               2        6,175                  0         0
APPLE COMPUTER INC                            X               7        6,380                  0         0
APPLE COMPUTER INC                            X               7        6,940                  0         0
APPLE COMPUTER INC                            X                        8,000                  0         0
APPLE COMPUTER INC                            X               7        8,132                  0         0
APPLE COMPUTER INC                            X                        8,202                  0         0
APPLE COMPUTER INC                            X               7       11,322                  0         0
APPLE COMPUTER INC                            X               3       13,000                  0         0
APPLE COMPUTER INC                            X               7       13,324                  0         0
APPLE COMPUTER INC                            X               7       17,546                  0         0
APPLE COMPUTER INC                            X               4        1,250                  0    18,369
APPLE COMPUTER INC                            X               7       19,981                  0         0
APPLE COMPUTER INC                            X               7       25,107                  0         0
APPLE COMPUTER INC                            X               5       30,587                  0         0
APPLE COMPUTER INC                            X               7       35,931                  0         0
APPLE COMPUTER INC                            X               3       41,733                  0         0
APPLE COMPUTER INC                            X               7       43,711                  0         0
APPLE COMPUTER INC                            X               3       64,100                  0     5,141
APPLE COMPUTER INC                            X               7       77,640                  0         0
APPLERA CORP                                  X               5          145                  0         0
APPLERA CORP                                  X               3        1,171                  0         0
APPLERA CORP                                  X               7        1,350                  0         0
APPLERA CORP                                  X               7        1,600                  0         0
APPLERA CORP                                  X               7        1,670                  0         0
APPLERA CORP                                  X               7        3,010                  0         0
APPLERA CORP                                  X               7        3,847                  0         0
APPLERA CORP                                  X               7        5,575                  0         0
APPLERA CORP                                  X               7        7,629                  0         0
APPLERA CORP                                  X                       10,000                  0         0
APPLERA CORP                                  X               7       18,240                  0         0
APPLIED MATLS INC                             X               1          134                  0         0
APPLIED MATLS INC                             X               3          680                  0         0
APPLIED MATLS INC                             X               7        1,100                  0         0
APPLIED MATLS INC                             X               7        1,100                  0         0
APPLIED MATLS INC                             X               7        1,520                  0         0
APPLIED MATLS INC                             X               7        1,700                  0         0
APPLIED MATLS INC                             X               7        2,850                  0         0
APPLIED MATLS INC                             X               3        2,860                  0         0
APPLIED MATLS INC                             X               5            0              3,000         0
APPLIED MATLS INC                             X               7        3,003                  0         0
APPLIED MATLS INC                             X               7        4,110                  0         0
APPLIED MATLS INC                             X                        4,324                  0         0
APPLIED MATLS INC                             X               7        4,500                  0         0
APPLIED MATLS INC                             X               7        4,900                  0         0
APPLIED MATLS INC                             X               7        6,050                  0         0
APPLIED MATLS INC                             X               7        7,420                  0         0
APPLIED MATLS INC                             X               2        7,595                  0         0
APPLIED MATLS INC                             X               7       11,824                  0         0
APPLIED MATLS INC                             X               7       13,840                  0         0
APPLIED MATLS INC                             X               7       15,723                  0         0
APPLIED MATLS INC                             X               7       15,940                  0         0
APPLIED MATLS INC                             X               7       17,597                  0         0
APPLIED MATLS INC                             X               7       22,213                  0         0
APPLIED MATLS INC                             X               7       26,004                  0         0
APPLIED MATLS INC                             X               7       26,212                  0         0
APPLIED MATLS INC                             X               4       29,300                  0         0
APPLIED MATLS INC                             X               3       25,387                  0     6,000
APPLIED MATLS INC                             X               7       33,557                  0         0
APPLIED MATLS INC                             X               3       37,285                  0         0
APPLIED MATLS INC                             X               7       37,939                  0         0
APPLIED MATLS INC                             X               7       40,175                  0         0
APPLIED MATLS INC                             X               7       74,246                  0         0
APPLIED MATLS INC                             X               3       81,596                  0         0
APPLIED MATLS INC                             X               5      107,444                  0         0
APPLIED MATLS INC                             X               7      155,030                  0         0
APPLIED MATLS INC                             X               3      230,270                  0         0
APPLIED MICRO CIRCUITS CORP                   X               3            0                  0       100
APPLIED MICRO CIRCUITS CORP                   X               7        1,780                  0         0
APPLIED MICRO CIRCUITS CORP                   X               2        2,000                  0         0
APPLIED MICRO CIRCUITS CORP                   X               7        2,200                  0         0
APPLIED MICRO CIRCUITS CORP                   X               7        2,480                  0         0
APPLIED MICRO CIRCUITS CORP                   X               7        4,576                  0         0
APPLIED MICRO CIRCUITS CORP                   X               7       16,410                  0         0
AQUA AMERICA INC                              X               3            0                  0     5,600
ARACRUZ CELULOSE S A                          X               4          525                  0         0
ARACRUZ CELULOSE S A                          X               7       16,100                  0         0
ARAMARK CORP                                  X               5          240                  0         0
ARAMARK CORP                                  X                        2,735                  0         0
ARAMARK CORP                                  X               2        5,176                  0         0
ARCH COAL INC                                 X               4          350                  0         0
ARCH COAL INC                                 X               3          730                  0         0
ARCH COAL INC                                 X               3        2,750                  0         0
ARCH COAL INC                                 X                        4,000                  0         0
ARCHER DANIELS MIDLAND CO                     X               4          231                  0         0
ARCHER DANIELS MIDLAND CO                     X               7        1,250                  0         0
ARCHER DANIELS MIDLAND CO                     X               5            0              1,701         0
ARCHER DANIELS MIDLAND CO                     X               7        3,000                  0         0
ARCHER DANIELS MIDLAND CO                     X               7        3,100                  0         0
ARCHER DANIELS MIDLAND CO                     X               3        4,500                  0         0
ARCHER DANIELS MIDLAND CO                     X               4            0              4,731         0
ARCHER DANIELS MIDLAND CO                     X               7        4,913                  0         0
ARCHER DANIELS MIDLAND CO                     X               7        5,350                  0         0
ARCHER DANIELS MIDLAND CO                     X               7        6,571                  0         0
ARCHER DANIELS MIDLAND CO                     X               7       10,246                  0         0
ARCHER DANIELS MIDLAND CO                     X               7       12,360                  0         0
ARCHER DANIELS MIDLAND CO                     X               7       12,776                  0         0
ARCHER DANIELS MIDLAND CO                     X               7       30,931                  0         0
ARCHER DANIELS MIDLAND CO                     X               3       32,715                  0         0
ARCHER DANIELS MIDLAND CO                     X               7       61,820                  0         0
ARCHER DANIELS MIDLAND CO                     X               3       97,447                  0         0
ARCHIPELAGO HLDG INC                          X               3       11,868                  0         0
ARCHSTONE SMITH TR                            X               7        1,530                  0         0
ARCHSTONE SMITH TR                            X               7        1,700                  0         0
ARCHSTONE SMITH TR                            X               7        2,050                  0         0
ARCHSTONE SMITH TR                            X               7        2,274                  0         0
ARCHSTONE SMITH TR                            X               7        3,000                  0         0
ARCHSTONE SMITH TR                            X               7        3,200                  0         0
ARCHSTONE SMITH TR                            X               7       18,300                  0         0
ARGOSY GAMING CO                              X                       31,700                  0         0
ARGOSY GAMING CO                              X                       61,800                  0         0
ARIBA INC                                     X               2           50                  0         0
ARIBA INC                                     X               2          398                  0         0
ARIBA INC                                     X               3           18                  0       442
ARIBA INC                                     X               5        1,500                  0         0
ARIBA INC                                     X               3       39,604                  0         0
ARROW ELECTRS INC                             X               5          420                  0         0
ARROW ELECTRS INC                             X               3          662                  0         0
ARROW ELECTRS INC                             X               2          900                  0         0
ARROW ELECTRS INC                             X               7        4,438                  0         0
ARROW ELECTRS INC                             X               5            0              4,800         0
ARROW ELECTRS INC                             X               7        9,280                  0         0
ART TECHNOLOGY GROUP INC                      X               2       10,000                  0         0
ASHLAND INC NEW                               X               7          500                  0         0
ASHLAND INC NEW                               X               7          500                  0         0
ASHLAND INC NEW                               X               7          560                  0         0
ASHLAND INC NEW                               X               7          698                  0         0
ASHLAND INC NEW                               X               7        1,000                  0         0
ASHLAND INC NEW                               X               7        3,593                  0         0
ASHLAND INC NEW                               X               7        7,080                  0         0
ASIAINFO HLDGS INC                            X               3            0                  0     5,000
ASIAINFO HLDGS INC                            X               5       47,847                  0         0
ASPEN TECHNOLOGY INC                          X               5       20,000                  0         0
ASSOCIATED BANC CORP                          X               3          814                  0         0
ASSOCIATED BANC CORP                          X               7        5,086                  0         0
ASSOCIATED BANC CORP                          X               7       11,280                  0         0
ASSURANT INC                                  X               3          865                  0         0
ASSURANT INC                                  X               7        7,135                  0         0
ASSURANT INC                                  X               7       13,200                  0         0
ASTORIA FINL CORP                             X               3          687                  0         0
ASTORIA FINL CORP                             X               7        4,413                  0         0
ASTORIA FINL CORP                             X               7       12,855                  0         0
ASTRAZENECA PLC                               X               5           90                  0         0
ASTRAZENECA PLC                               X               2          700                  0         0
ASTRAZENECA PLC                               X               4        1,000                  0         0
ASTRAZENECA PLC                               X               3        2,750                  0         0
ASTRAZENECA PLC                               X               5            0              3,495         0
ATMEL CORP                                    X               4          200                  0         0
ATMEL CORP                                    X               5        5,100                  0         0
ATMEL CORP                                    X               3        4,400                  0     7,000
AUTODESK INC                                  X               2           65                  0         0
AUTODESK INC                                  X                            0                 80         0
AUTODESK INC                                  X               4          250                  0         0
AUTODESK INC                                  X               7          450                  0         0
AUTODESK INC                                  X               7        1,000                  0         0
AUTODESK INC                                  X               7        1,000                  0         0
AUTODESK INC                                  X               5            0              1,170         0
AUTODESK INC                                  X               7        1,250                  0         0
AUTODESK INC                                  X               7        1,600                  0         0
AUTODESK INC                                  X               7        1,800                  0         0
AUTODESK INC                                  X               7        1,900                  0         0
AUTODESK INC                                  X               7        2,300                  0         0
AUTODESK INC                                  X               7        3,696                  0         0
AUTODESK INC                                  X               3        3,700                  0         0
AUTODESK INC                                  X               7        5,400                  0         0
AUTODESK INC                                  X               7        6,204                  0         0
AUTODESK INC                                  X               7       10,375                  0         0
AUTODESK INC                                  X               7       20,800                  0         0
AUTODESK INC                                  X               3       29,321                  0       400
AUTOLIV INC                                   X               3          560                  0         0
AUTOLIV INC                                   X               7        3,640                  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               7          600                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7          650                  0         0
AUTOMATIC DATA PROCESSING IN                  X               5            0                677         0
AUTOMATIC DATA PROCESSING IN                  X               7        1,200                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7        1,461                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7        1,700                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7        2,420                  0         0
AUTOMATIC DATA PROCESSING IN                  X               3        2,560                  0         0
AUTOMATIC DATA PROCESSING IN                  X               2        2,896                  0         0
AUTOMATIC DATA PROCESSING IN                  X                        3,000                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7        3,930                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7        4,157                  0         0
AUTOMATIC DATA PROCESSING IN                  X                        4,294                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7        4,920                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7        5,777                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7        6,303                  0         0
AUTOMATIC DATA PROCESSING IN                  X               5            0              7,400         0
AUTOMATIC DATA PROCESSING IN                  X               7        9,417                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7        9,667                  0         0
AUTOMATIC DATA PROCESSING IN                  X               3       11,760                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7       12,096                  0         0
AUTOMATIC DATA PROCESSING IN                  X               7       25,802                  0         0
AUTOMATIC DATA PROCESSING IN                  X               3       40,282                  0         0
AUTOMATIC DATA PROCESSING IN                  X               4       41,473                  0    12,270
AUTOMATIC DATA PROCESSING IN                  X               7       55,360                  0         0
AUTOMATIC DATA PROCESSING IN                  X               4       34,250              8,000    34,325
AUTOMATIC DATA PROCESSING IN                  X               3      118,990                  0         0
AUTOMATIC DATA PROCESSING IN                  X               3       46,343                  0   228,913
AUTONATION INC                                X               3        1,000                  0         0
AUTONATION INC                                X               3        1,171                  0         0
AUTONATION INC                                X               7        1,560                  0         0
AUTONATION INC                                X               7        1,620                  0         0
AUTONATION INC                                X               7        1,750                  0         0
AUTONATION INC                                X               3        2,400                  0         0
AUTONATION INC                                X               7        2,900                  0         0
AUTONATION INC                                X               7        5,800                  0         0
AUTONATION INC                                X               7        7,729                  0         0
AUTONATION INC                                X               7       20,970                  0         0
AUTOZONE INC                                  X               5            0                200         0
AUTOZONE INC                                  X               7          380                  0         0
AUTOZONE INC                                  X               7          452                  0         0
AUTOZONE INC                                  X               3          500                  0         0
AUTOZONE INC                                  X               7          574                  0         0
AUTOZONE INC                                  X               7          942                  0         0
AUTOZONE INC                                  X               7        1,280                  0         0
AUTOZONE INC                                  X                        1,549                  0         0
AUTOZONE INC                                  X               7        1,808                  0         0
AUTOZONE INC                                  X               3        1,857                  0         0
AUTOZONE INC                                  X               7        2,343                  0         0
AUTOZONE INC                                  X               7        6,760                  0         0
AUTOZONE INC                                  X               3      450,000                  0         0
AVAYA INC                                     X               3           22                  0         0
AVAYA INC                                     X               3           22                  0         0
AVAYA INC                                     X               2           86                  0         0
AVAYA INC                                     X                          188                  0         0
AVAYA INC                                     X               5          274                  0         0
AVAYA INC                                     X               3          333                  0         0
AVAYA INC                                     X               5            0                465         0
AVAYA INC                                     X               5        1,705                  0         0
AVAYA INC                                     X               7        2,000                  0         0
AVAYA INC                                     X               7        3,420                  0         0
AVAYA INC                                     X               7        3,580                  0         0
AVAYA INC                                     X               7        4,080                  0         0
AVAYA INC                                     X               4        5,620                  0         0
AVAYA INC                                     X               3        5,900                  0         0
AVAYA INC                                     X               7        6,200                  0         0
AVAYA INC                                     X               7        6,961                  0         0
AVAYA INC                                     X               3        9,726                  0        57
AVAYA INC                                     X               7       17,613                  0         0
AVAYA INC                                     X               3       21,330                  0         0
AVAYA INC                                     X               7       22,752                  0         0
AVAYA INC                                     X               7       40,800                  0         0
AVERY DENNISON CORP                           X               7          858                  0         0
AVERY DENNISON CORP                           X               7          870                  0         0
AVERY DENNISON CORP                           X               7        1,064                  0         0
AVERY DENNISON CORP                           X               4        1,245                  0         0
AVERY DENNISON CORP                           X               7        1,592                  0         0
AVERY DENNISON CORP                           X               7        2,516                  0         0
AVERY DENNISON CORP                           X               7        2,640                  0         0
AVERY DENNISON CORP                           X               7        4,387                  0         0
AVERY DENNISON CORP                           X               4          100              5,000         0
AVERY DENNISON CORP                           X               3        6,314                  0         0
AVERY DENNISON CORP                           X               7       11,360                  0         0
AVNET INC                                     X               7        6,000                  0         0
AVNET INC                                     X               7       14,610                  0         0
AVON PRODS INC                                X               7          500                  0         0
AVON PRODS INC                                X               7          520                  0         0
AVON PRODS INC                                X               4          750                  0         0
AVON PRODS INC                                X               7          950                  0         0
AVON PRODS INC                                X               5        1,055                  0         0
AVON PRODS INC                                X               5            0              1,585         0
AVON PRODS INC                                X               7        1,650                  0         0
AVON PRODS INC                                X               3        2,100                  0         0
AVON PRODS INC                                X               7        2,200                  0         0
AVON PRODS INC                                X               7        2,355                  0         0
AVON PRODS INC                                X               7        2,400                  0         0
AVON PRODS INC                                X               7        3,402                  0         0
AVON PRODS INC                                X               3        2,239                  0     1,612
AVON PRODS INC                                X               7        3,940                  0         0
AVON PRODS INC                                X               4        4,000                  0         0
AVON PRODS INC                                X               7        4,572                  0         0
AVON PRODS INC                                X               3        4,900                  0         0
AVON PRODS INC                                X               7        7,470                  0         0
AVON PRODS INC                                X               7        7,794                  0         0
AVON PRODS INC                                X                       10,000                  0         0
AVON PRODS INC                                X               7       12,606                  0         0
AVON PRODS INC                                X               7       20,261                  0         0
AVON PRODS INC                                X               3       23,676                  0         0
AVON PRODS INC                                X               7       44,300                  0         0
AXA                                           X               3          708                  0         0
AXA                                           X               3          944                  0         0
AXA                                           X               5        1,310                  0         0
AXA                                           X               5            0              1,442         0
AXA                                           X               2        1,600                  0         0
AXA                                           X               4            0                  0     7,517
BB&T CORP                                     X               7          710                  0         0
BB&T CORP                                     X               7          800                  0         0
BB&T CORP                                     X               7        1,250                  0         0
BB&T CORP                                     X               7        2,000                  0         0
BB&T CORP                                     X               2        2,100                  0         0
BB&T CORP                                     X               7        2,714                  0         0
BB&T CORP                                     X               7        3,975                  0         0
BB&T CORP                                     X               7        4,390                  0         0
BB&T CORP                                     X               7        4,490                  0         0
BB&T CORP                                     X               7        5,231                  0         0
BB&T CORP                                     X               7        6,900                  0         0
BB&T CORP                                     X               4        7,000                  0         0
BB&T CORP                                     X               7        8,906                  0         0
BB&T CORP                                     X               3       11,387                  0         0
BB&T CORP                                     X               7       12,314                  0         0
BB&T CORP                                     X               3       13,069                  0         0
BB&T CORP                                     X               7       23,803                  0         0
BB&T CORP                                     X               7       51,419                  0         0
BCE INC                                       X               2        1,500                  0         0
BCE INC                                       X               3        2,500                  0         0
BCE INC                                       X               3        3,400                  0         0
BCE INC                                       X               3       18,000                  0         0
BCE INC                                       X               5       22,000                  0         0
BCE INC                                       X               2      239,977                  0         0
BEI TECHNOLOGIES INC                          X                        6,000                  0         0
BEI TECHNOLOGIES INC                          X                       44,000                  0         0
BJ SVCS CO                                    X               7          560                  0         0
BJ SVCS CO                                    X               7          800                  0         0
BJ SVCS CO                                    X               7        1,000                  0         0
BJ SVCS CO                                    X               7        2,000                  0         0
BJ SVCS CO                                    X               7        2,000                  0         0
BJ SVCS CO                                    X               7        2,286                  0         0
BJ SVCS CO                                    X               7        2,452                  0         0
BJ SVCS CO                                    X               7        2,760                  0         0
BJ SVCS CO                                    X               7        3,328                  0         0
BJ SVCS CO                                    X               5            0              4,000         0
BJ SVCS CO                                    X               4            0                  0     4,302
BJ SVCS CO                                    X               7        4,912                  0         0
BJ SVCS CO                                    X               5            0              5,265         0
BJ SVCS CO                                    X               7        9,888                  0         0
BJ SVCS CO                                    X               7       14,764                  0         0
BJ SVCS CO                                    X               7       21,140                  0         0
BJ SVCS CO                                    X               7       26,498                  0         0
BJ SVCS CO                                    X               7       32,080                  0         0
BJ SVCS CO                                    X               3       29,717                  0     3,200
BJ SVCS CO                                    X               7       37,532                  0         0
BP PLC                                        X                            0                173         0
BP PLC                                        X               5            0                572         0
BP PLC                                        X               3          750                  0         0
BP PLC                                        X               3        1,120                  0         0
BP PLC                                        X               5        1,200                  0         0
BP PLC                                        X               3          867                  0       890
BP PLC                                        X               2        6,065                  0         0
BP PLC                                        X               5        7,020                  0         0
BP PLC                                        X               3       34,350                  0         0
BP PLC                                        X               2       38,800                  0         0
BP PLC                                        X               4      118,463                180    14,368
BP PLC                                        X               4       96,451              6,318    40,040
BP PLC                                        X               3    1,000,000                  0         0
BRT RLTY TR                                   X               4       75,850                  0         0
BT GROUP PLC                                  X                            0                220         0
BT GROUP PLC                                  X               5          483                  0         0
BT GROUP PLC                                  X               2        1,734                  0         0
BT GROUP PLC                                  X               5            0              5,855         0
BT GROUP PLC                                  X               2       45,975                  0         0
BMC SOFTWARE INC                              X               3          200                  0         0
BMC SOFTWARE INC                              X               5        1,200                  0         0
BMC SOFTWARE INC                              X               7        1,449                  0         0
BMC SOFTWARE INC                              X               4        1,600                  0         0
BMC SOFTWARE INC                              X               7        1,760                  0         0
BMC SOFTWARE INC                              X               7        2,092                  0         0
BMC SOFTWARE INC                              X               7        3,148                  0         0
BMC SOFTWARE INC                              X                        3,156                  0         0
BMC SOFTWARE INC                              X               7        5,280                  0         0
BMC SOFTWARE INC                              X               7        8,677                  0         0
BMC SOFTWARE INC                              X               3       10,768                  0       150
BMC SOFTWARE INC                              X               7       19,380                  0         0
BAKER HUGHES INC                              X               7          190                  0         0
BAKER HUGHES INC                              X               3          200                  0         0
BAKER HUGHES INC                              X               7          400                  0         0
BAKER HUGHES INC                              X               7          430                  0         0
BAKER HUGHES INC                              X               7          650                  0         0
BAKER HUGHES INC                              X               3          700                  0         0
BAKER HUGHES INC                              X               7          750                  0         0
BAKER HUGHES INC                              X                          800                  0         0
BAKER HUGHES INC                              X               7          950                  0         0
BAKER HUGHES INC                              X               4        1,000                  0        20
BAKER HUGHES INC                              X               5        1,500                  0         0
BAKER HUGHES INC                              X               7        1,600                  0         0
BAKER HUGHES INC                              X               7        2,438                  0         0
BAKER HUGHES INC                              X               7        2,936                  0         0
BAKER HUGHES INC                              X                        2,940                  0         0
BAKER HUGHES INC                              X               7        3,170                  0         0
BAKER HUGHES INC                              X               7        3,278                  0         0
BAKER HUGHES INC                              X               7        4,400                  0         0
BAKER HUGHES INC                              X               5        4,552                  0         0
BAKER HUGHES INC                              X                        4,684                  0         0
BAKER HUGHES INC                              X               4        1,440                  0     3,660
BAKER HUGHES INC                              X               7        5,559                  0         0
BAKER HUGHES INC                              X               5            0              5,600         0
BAKER HUGHES INC                              X               3        6,045                  0         0
BAKER HUGHES INC                              X               7        7,892                  0         0
BAKER HUGHES INC                              X               7       15,619                  0         0
BAKER HUGHES INC                              X               7       32,020                  0         0
BALL CORP                                     X               5            0                178         0
BALL CORP                                     X               3          713                  0         0
BALL CORP                                     X               7          800                  0         0
BALL CORP                                     X               7          890                  0         0
BALL CORP                                     X               7          960                  0         0
BALL CORP                                     X               7        1,600                  0         0
BALL CORP                                     X               7        1,652                  0         0
BALL CORP                                     X               3            0                  0     2,000
BALL CORP                                     X               7        3,748                  0         0
BALL CORP                                     X               7        4,387                  0         0
BALL CORP                                     X               7       11,120                  0         0
BALL CORP                                     X               4       12,000              3,600         0
BALLARD PWR SYS INC                           X               3          635                  0         0
BALLARD PWR SYS INC                           X               3        1,000                  0         0
BALLARD PWR SYS INC                           X               3          300                  0       800
BALLARD PWR SYS INC                           X               2        2,695                  0         0
BALLARD PWR SYS INC                           X               5        5,000                  0         0
BANCO BILBAO VIZCAYA ARGENTA                  X                            0                200         0
BANCO BILBAO VIZCAYA ARGENTA                  X               5          740                  0         0
BANCO BILBAO VIZCAYA ARGENTA                  X               2        5,750                  0         0
BANCO BILBAO VIZCAYA ARGENTA                  X               5            0              7,185         0
BANCO SANTANDER CENT HISPANO                  X               5          680                  0         0
BANCO SANTANDER CENT HISPANO                  X               3            0                  0     1,224
BANCO SANTANDER CENT HISPANO                  X                            0              1,358         0
BANCO SANTANDER CENT HISPANO                  X               5            0              1,590         0
BANCO SANTANDER CENT HISPANO                  X               2        6,359                  0         0
BANCO SANTANDER CENT HISPANO                  X               1       42,011                  0         0
BANK OF AMERICA CORPORATION                   X               7        1,600                  0         0
BANK OF AMERICA CORPORATION                   X                        1,952                170         0
BANK OF AMERICA CORPORATION                   X               7        2,690                  0         0
BANK OF AMERICA CORPORATION                   X               7        3,850                  0         0
BANK OF AMERICA CORPORATION                   X               7        4,000                  0         0
BANK OF AMERICA CORPORATION                   X               5            0              4,676         0
BANK OF AMERICA CORPORATION                   X               3        5,060                  0         0
BANK OF AMERICA CORPORATION                   X               7        5,450                  0         0
BANK OF AMERICA CORPORATION                   X               3        8,800                  0         0
BANK OF AMERICA CORPORATION                   X               5            0             10,480         0
BANK OF AMERICA CORPORATION                   X               5            0             10,700         0
BANK OF AMERICA CORPORATION                   X               7       11,500                  0         0
BANK OF AMERICA CORPORATION                   X               7       12,355                  0         0
BANK OF AMERICA CORPORATION                   X               7       12,756                  0         0
BANK OF AMERICA CORPORATION                   X               2       21,358                  0         0
BANK OF AMERICA CORPORATION                   X               7       23,346                  0         0
BANK OF AMERICA CORPORATION                   X               7       29,496                  0         0
BANK OF AMERICA CORPORATION                   X               3       32,341                  0       260
BANK OF AMERICA CORPORATION                   X               5       33,032                  0         0
BANK OF AMERICA CORPORATION                   X               7       33,364                  0         0
BANK OF AMERICA CORPORATION                   X               7       39,314                  0         0
BANK OF AMERICA CORPORATION                   X               3       40,500                  0         0
BANK OF AMERICA CORPORATION                   X               7       61,492                  0         0
BANK OF AMERICA CORPORATION                   X               7       64,420                  0         0
BANK OF AMERICA CORPORATION                   X               2       70,100                  0         0
BANK OF AMERICA CORPORATION                   X               7       84,421                  0         0
BANK OF AMERICA CORPORATION                   X               3      101,306                  0         0
BANK OF AMERICA CORPORATION                   X               4      100,982             12,978    30,870
BANK OF AMERICA CORPORATION                   X               7      177,535                  0         0
BANK OF AMERICA CORPORATION                   X               4      271,241                  0    36,141
BANK OF AMERICA CORPORATION                   X               7      388,556                  0         0
BANK OF AMERICA CORPORATION                   X               3      686,342                  0     7,280
BANK MONTREAL QUE                             X               3        3,200                  0         0
BANK MONTREAL QUE                             X               2      176,911                  0         0
BANK NEW YORK INC                             X               7          600                  0         0
BANK NEW YORK INC                             X               5            0                770         0
BANK NEW YORK INC                             X               7          870                  0         0
BANK NEW YORK INC                             X               7          950                  0         0
BANK NEW YORK INC                             X               7        1,600                  0         0
BANK NEW YORK INC                             X               7        2,500                  0         0
BANK NEW YORK INC                             X               3        2,605                  0         0
BANK NEW YORK INC                             X               3        3,000                  0         0
BANK NEW YORK INC                             X               3        3,270                  0         0
BANK NEW YORK INC                             X               7        3,277                  0         0
BANK NEW YORK INC                             X               2        4,487                  0         0
BANK NEW YORK INC                             X               7        5,060                  0         0
BANK NEW YORK INC                             X               7        5,636                  0         0
BANK NEW YORK INC                             X               7        6,460                  0         0
BANK NEW YORK INC                             X               7        7,448                  0         0
BANK NEW YORK INC                             X               5            0              7,875         0
BANK NEW YORK INC                             X               7       10,000                  0         0
BANK NEW YORK INC                             X               3       11,402                  0         0
BANK NEW YORK INC                             X               7       12,193                  0         0
BANK NEW YORK INC                             X               7       12,394                  0         0
BANK NEW YORK INC                             X               7       17,065                  0         0
BANK NEW YORK INC                             X               3       17,089                  0     2,070
BANK NEW YORK INC                             X               7       33,586                  0         0
BANK NEW YORK INC                             X               4       40,573                  0         0
BANK NEW YORK INC                             X               4       34,628              5,100     4,800
BANK NEW YORK INC                             X               7       73,720                  0         0
BANK NOVA SCOTIA HALIFAX                      X               2          900                  0         0
BANK NOVA SCOTIA HALIFAX                      X               2      283,441                  0         0
BARD C R INC                                  X               5            0                400         0
BARD C R INC                                  X               7          750                  0         0
BARD C R INC                                  X               7          930                  0         0
BARD C R INC                                  X               3        1,000                  0         0
BARD C R INC                                  X               7        1,020                  0         0
BARD C R INC                                  X               7        1,514                  0         0
BARD C R INC                                  X               7        1,600                  0         0
BARD C R INC                                  X               4            0                  0     1,637
BARD C R INC                                  X               3        1,900                  0         0
BARD C R INC                                  X               7        2,486                  0         0
BARD C R INC                                  X               3        2,791                  0         0
BARD C R INC                                  X               7        4,889                  0         0
BARD C R INC                                  X               7       10,720                  0         0
BARCLAYS PLC                                  X               5          250                  0         0
BARCLAYS PLC                                  X               5            0                885         0
BARCLAYS PLC                                  X               4          100                  0     7,342
BARCLAYS PLC                                  X               2        9,830                  0         0
BARCLAYS PLC                                  X               3            0                  0    12,000
BARRICK GOLD CORP                             X               4          127                  0         0
BARRICK GOLD CORP                             X               2          800                  0         0
BARRICK GOLD CORP                             X               3        3,200                  0         0
BARRICK GOLD CORP                             X               3        3,320                  0         0
BARRICK GOLD CORP                             X                            0              3,600         0
BARRICK GOLD CORP                             X               3       10,100                  0         0
BARRICK GOLD CORP                             X                       17,800                  0         0
BARRICK GOLD CORP                             X               3       27,500                  0         0
BARRICK GOLD CORP                             X               2       27,806                  0         0
BARRICK GOLD CORP                             X               4        1,059                  0    49,353
BARRICK GOLD CORP                             X               3       97,300                  0         0
BARRICK GOLD CORP                             X               3      159,020                  0         0
BARR PHARMACEUTICALS INC                      X               2          225                  0         0
BARR PHARMACEUTICALS INC                      X               2        1,000                  0         0
BARR PHARMACEUTICALS INC                      X                        1,202                  0         0
BARR PHARMACEUTICALS INC                      X               3        1,268                  0         0
BARR PHARMACEUTICALS INC                      X                            0              1,800         0
BARR PHARMACEUTICALS INC                      X               7        3,042                  0         0
BARR PHARMACEUTICALS INC                      X               7        7,890                  0         0
BARR PHARMACEUTICALS INC                      X               3       30,975                  0         0
BARR PHARMACEUTICALS INC                      X               3       84,825                  0         0
BAUSCH & LOMB INC                             X               4           36                  0         0
BAUSCH & LOMB INC                             X               5            0                 93         0
BAUSCH & LOMB INC                             X               3          285                  0         0
BAUSCH & LOMB INC                             X               5            0                300         0
BAUSCH & LOMB INC                             X               2          345                  0         0
BAUSCH & LOMB INC                             X               7          390                  0         0
BAUSCH & LOMB INC                             X               7          420                  0         0
BAUSCH & LOMB INC                             X               7          510                  0         0
BAUSCH & LOMB INC                             X               7          800                  0         0
BAUSCH & LOMB INC                             X               7        2,094                  0         0
BAUSCH & LOMB INC                             X               7        4,340                  0         0
BAUSCH & LOMB INC                             X               3        5,525                  0         0
BAXTER INTL INC                               X               4           50                  0         0
BAXTER INTL INC                               X               7          350                  0         0
BAXTER INTL INC                               X               7          400                  0         0
BAXTER INTL INC                               X               7          570                  0         0
BAXTER INTL INC                               X               7          650                  0         0
BAXTER INTL INC                               X               5            0                700         0
BAXTER INTL INC                               X               3        1,000                  0         0
BAXTER INTL INC                               X               7        1,100                  0         0
BAXTER INTL INC                               X               7        1,614                  0         0
BAXTER INTL INC                               X               7        1,900                  0         0
BAXTER INTL INC                               X               7        2,380                  0         0
BAXTER INTL INC                               X               7        3,350                  0         0
BAXTER INTL INC                               X               7        4,625                  0         0
BAXTER INTL INC                               X               7        5,270                  0         0
BAXTER INTL INC                               X               7        6,080                  0         0
BAXTER INTL INC                               X               7        6,199                  0         0
BAXTER INTL INC                               X                        6,516                  0         0
BAXTER INTL INC                               X               7        6,807                  0         0
BAXTER INTL INC                               X               4        5,018                  0     3,000
BAXTER INTL INC                               X               7        8,040                  0         0
BAXTER INTL INC                               X               7       10,055                  0         0
BAXTER INTL INC                               X               7       14,242                  0         0
BAXTER INTL INC                               X               3       14,250                  0         0
BAXTER INTL INC                               X               3       15,423                  0     2,500
BAXTER INTL INC                               X               7       27,700                  0         0
BAXTER INTL INC                               X               3       31,305                  0         0
BAXTER INTL INC                               X               3       54,000                  0         0
BAXTER INTL INC                               X               7       57,720                  0         0
BAXTER INTL INC                               X               2       77,540                  0         0
BBVA BANCO FRANCES S A                        X               1      702,563                  0         0
BEA SYS INC                                   X               3        2,391                  0       980
BEA SYS INC                                   X               5        5,800                  0         0
BEA SYS INC                                   X               7        6,474                  0         0
BEA SYS INC                                   X                        9,700                  0         0
BEA SYS INC                                   X               7       15,809                  0         0
BEA SYS INC                                   X               7       34,650                  0         0
BEAR STEARNS COS INC                          X                          300                  0         0
BEAR STEARNS COS INC                          X               7          600                  0         0
BEAR STEARNS COS INC                          X               7          668                  0         0
BEAR STEARNS COS INC                          X               7          815                  0         0
BEAR STEARNS COS INC                          X               7          920                  0         0
BEAR STEARNS COS INC                          X               7        1,103                  0         0
BEAR STEARNS COS INC                          X               7        1,597                  0         0
BEAR STEARNS COS INC                          X               3        1,600                  0         0
BEAR STEARNS COS INC                          X               7        1,903                  0         0
BEAR STEARNS COS INC                          X               4        2,400                  0         0
BEAR STEARNS COS INC                          X               7        5,089                  0         0
BEAR STEARNS COS INC                          X               7       10,980                  0         0
BEAR STEARNS COS INC                          X               3       15,500                  0         0
BECKMAN COULTER INC                           X               4            0                  0       200
BECKMAN COULTER INC                           X               3          357                  0         0
BECKMAN COULTER INC                           X                          889                  0         0
BECKMAN COULTER INC                           X                          954                  0         0
BECKMAN COULTER INC                           X               7        2,343                  0         0
BECKMAN COULTER INC                           X               7        6,200                  0         0
BECTON DICKINSON & CO                         X               2           60                  0         0
BECTON DICKINSON & CO                         X               7          550                  0         0
BECTON DICKINSON & CO                         X               4        1,000                  0       200
BECTON DICKINSON & CO                         X               7        1,200                  0         0
BECTON DICKINSON & CO                         X               7        1,477                  0         0
BECTON DICKINSON & CO                         X               7        1,500                  0         0
BECTON DICKINSON & CO                         X               3        1,323                  0       220
BECTON DICKINSON & CO                         X               7        1,768                  0         0
BECTON DICKINSON & CO                         X               7        2,080                  0         0
BECTON DICKINSON & CO                         X               7        2,443                  0         0
BECTON DICKINSON & CO                         X               4        1,600                  0     1,600
BECTON DICKINSON & CO                         X               7        3,911                  0         0
BECTON DICKINSON & CO                         X               7        4,146                  0         0
BECTON DICKINSON & CO                         X               7        6,000                  0         0
BECTON DICKINSON & CO                         X               7        6,034                  0         0
BECTON DICKINSON & CO                         X                        6,898                  0         0
BECTON DICKINSON & CO                         X               5            0              8,200         0
BECTON DICKINSON & CO                         X               7       11,277                  0         0
BECTON DICKINSON & CO                         X               7       23,880                  0         0
BED BATH & BEYOND INC                         X                            0                200         0
BED BATH & BEYOND INC                         X               5            0                307         0
BED BATH & BEYOND INC                         X               7          450                  0         0
BED BATH & BEYOND INC                         X               7          650                  0         0
BED BATH & BEYOND INC                         X               7          800                  0         0
BED BATH & BEYOND INC                         X               7        1,400                  0         0
BED BATH & BEYOND INC                         X               7        1,500                  0         0
BED BATH & BEYOND INC                         X               5        2,100                  0         0
BED BATH & BEYOND INC                         X               7        2,152                  0         0
BED BATH & BEYOND INC                         X               7        2,481                  0         0
BED BATH & BEYOND INC                         X               7        2,904                  0         0
BED BATH & BEYOND INC                         X               7        4,518                  0         0
BED BATH & BEYOND INC                         X               7        4,755                  0         0
BED BATH & BEYOND INC                         X               3        5,964                  0         0
BED BATH & BEYOND INC                         X               7        6,640                  0         0
BED BATH & BEYOND INC                         X               7       13,466                  0         0
BED BATH & BEYOND INC                         X               4       14,731              3,700     1,780
BED BATH & BEYOND INC                         X               7       27,880                  0         0
BED BATH & BEYOND INC                         X               4      131,318                  0     9,775
BELDEN CDT INC                                X               2       12,071                  0         0
BELLSOUTH CORP                                X               7          900                  0         0
BELLSOUTH CORP                                X               3        1,000                  0         0
BELLSOUTH CORP                                X               7        1,420                  0         0
BELLSOUTH CORP                                X               7        1,500                  0         0
BELLSOUTH CORP                                X               7        1,650                  0         0
BELLSOUTH CORP                                X               7        1,800                  0         0
BELLSOUTH CORP                                X               5            0              2,405         0
BELLSOUTH CORP                                X               7        2,700                  0         0
BELLSOUTH CORP                                X               7        4,900                  0         0
BELLSOUTH CORP                                X               5        5,130                  0         0
BELLSOUTH CORP                                X               7        6,182                  0         0
BELLSOUTH CORP                                X               7        6,520                  0         0
BELLSOUTH CORP                                X               2        7,300                  0         0
BELLSOUTH CORP                                X               7       13,380                  0         0
BELLSOUTH CORP                                X               7       14,390                  0         0
BELLSOUTH CORP                                X               7       15,440                  0         0
BELLSOUTH CORP                                X               3       16,900                  0         0
BELLSOUTH CORP                                X               7       17,977                  0         0
BELLSOUTH CORP                                X               7       28,856                  0         0
BELLSOUTH CORP                                X               7       29,412                  0         0
BELLSOUTH CORP                                X               3       25,974                  0     3,923
BELLSOUTH CORP                                X               7       39,436                  0         0
BELLSOUTH CORP                                X               4       22,746             12,900     6,400
BELLSOUTH CORP                                X               4       56,924                  0        62
BELLSOUTH CORP                                X               7       80,437                  0         0
BELLSOUTH CORP                                X               7      175,920                  0         0
BEMA GOLD CORP                                X               3        8,200                  0         0
BEMA GOLD CORP                                X               2       18,600                  0         0
BEMIS INC                                     X               3          611                  0         0
BEMIS INC                                     X               7          750                  0         0
BEMIS INC                                     X               7          850                  0         0
BEMIS INC                                     X               7        1,214                  0         0
BEMIS INC                                     X               7        1,600                  0         0
BEMIS INC                                     X               7        4,089                  0         0
BEMIS INC                                     X               7        8,540                  0         0
BERKLEY W R CORP                              X               3          764                  0         0
BERKLEY W R CORP                              X               7        3,800                  0         0
BERKLEY W R CORP                              X               4        4,740                  0         0
BERKLEY W R CORP                              X               7        4,936                  0         0
BERKLEY W R CORP                              X               7       12,420                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               7            1                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               7            1                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               2            1                  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               7            3                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               7            3                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               5            3                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               3            4                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               7            5                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               3            5                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               7            7                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               4           12                  0         0
BERKSHIRE HATHAWAY INC DEL                    X                            8                  5         0
BERKSHIRE HATHAWAY INC DEL                    X               7           42                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               5           49                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               7           90                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               5            0                 93         0
BERKSHIRE HATHAWAY INC DEL                    X               3            4                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               3           10                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               5           14                  0         0
BERKSHIRE HATHAWAY INC DEL                    X                           55                  1         0
BERKSHIRE HATHAWAY INC DEL                    X               5            0                 74         0
BERKSHIRE HATHAWAY INC DEL                    X               3           79                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               3           98                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               2          147                  0         0
BERKSHIRE HATHAWAY INC DEL                    X                          166                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               5          252                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               4          174                  0       112
BERKSHIRE HATHAWAY INC DEL                    X               6          318                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               4          401                  0        37
BERKSHIRE HATHAWAY INC DEL                    X               2          660                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               3        1,199                  0         0
BERKSHIRE HATHAWAY INC DEL                    X               3        1,623                  0         0
BEST BUY INC                                  X               7          300                  0         0
BEST BUY INC                                  X               7          435                  0         0
BEST BUY INC                                  X               7          525                  0         0
BEST BUY INC                                  X               7          750                  0         0
BEST BUY INC                                  X               5        1,155                  0         0
BEST BUY INC                                  X               3        1,200                  0         0
BEST BUY INC                                  X               7        1,425                  0         0
BEST BUY INC                                  X               7        2,250                  0         0
BEST BUY INC                                  X               7        3,032                  0         0
BEST BUY INC                                  X               7        3,455                  0         0
BEST BUY INC                                  X               7        3,903                  0         0
BEST BUY INC                                  X               7        4,200                  0         0
BEST BUY INC                                  X               7        6,467                  0         0
BEST BUY INC                                  X               7        6,693                  0         0
BEST BUY INC                                  X               7        9,042                  0         0
BEST BUY INC                                  X               4        7,606              4,500         0
BEST BUY INC                                  X               7       21,333                  0         0
BEST BUY INC                                  X               4       21,864                  0     4,694
BEST BUY INC                                  X               7       46,260                  0         0
BEST BUY INC                                  X               3       78,859                  0     1,836
BEST BUY INC                                  X               5        4,000                  0         0
BEST BUY INC                                  X               5            0             38,000         0
BEVERLY ENTERPRISES INC                       X                       27,500                  0         0
BEVERLY ENTERPRISES INC                       X                       57,700                  0         0
BHP BILLITON LTD                              X               2        1,330                  0         0
BHP BILLITON LTD                              X                        2,763                  0         0
BHP BILLITON LTD                              X               3      126,480                  0         0
BIOMET INC                                    X               5          800                  0         0
BIOMET INC                                    X               3          877                  0         0
BIOMET INC                                    X               3        1,000                  0         0
BIOMET INC                                    X               7        1,500                  0         0
BIOMET INC                                    X               7        1,747                  0         0
BIOMET INC                                    X               7        1,956                  0         0
BIOMET INC                                    X               7        2,110                  0         0
BIOMET INC                                    X               7        2,479                  0         0
BIOMET INC                                    X               4            0                  0     2,843
BIOMET INC                                    X               7        3,650                  0         0
BIOMET INC                                    X                        3,677                  0         0
BIOMET INC                                    X               7        3,837                  0         0
BIOMET INC                                    X               7        5,800                  0         0
BIOMET INC                                    X               7        8,000                  0         0
BIOMET INC                                    X               7       12,473                  0         0
BIOMET INC                                    X               7       24,810                  0         0
BIOGEN IDEC INC                               X               7          200                  0         0
BIOGEN IDEC INC                               X               7          320                  0         0
BIOGEN IDEC INC                               X                            0                325         0
BIOGEN IDEC INC                               X               3          172                  0       230
BIOGEN IDEC INC                               X               7          500                  0         0
BIOGEN IDEC INC                               X               7          600                  0         0
BIOGEN IDEC INC                               X               7        1,100                  0         0
BIOGEN IDEC INC                               X               7        1,400                  0         0
BIOGEN IDEC INC                               X               7        1,450                  0         0
BIOGEN IDEC INC                               X               7        2,442                  0         0
BIOGEN IDEC INC                               X               7        2,853                  0         0
BIOGEN IDEC INC                               X               7        3,355                  0         0
BIOGEN IDEC INC                               X               5        3,400                  0         0
BIOGEN IDEC INC                               X               7        3,510                  0         0
BIOGEN IDEC INC                               X                        4,000                  0         0
BIOGEN IDEC INC                               X               7        5,206                  0         0
BIOGEN IDEC INC                               X               7        7,649                  0         0
BIOGEN IDEC INC                               X               7        7,974                  0         0
BIOGEN IDEC INC                               X               4        9,539                  0       700
BIOGEN IDEC INC                               X               3       11,117                  0         0
BIOGEN IDEC INC                               X               7       15,065                  0         0
BIOGEN IDEC INC                               X               7       32,734                  0         0
BIOGEN IDEC INC                               X               3      102,815                  0         0
BIOGEN IDEC INC                               X               4      130,890                  0     3,484
BIOTECH HOLDERS TR                            X               3           50                  0         0
BIOTECH HOLDERS TR                            X                          300                  0         0
BIOTECH HOLDERS TR                            X               2          500                  0         0
BIOTECH HOLDERS TR                            X               3        2,300                  0         0
BIOTECH HOLDERS TR                            X               3        2,200                  0     1,700
BIOVAIL CORP                                  X               3          100                  0         0
BIOVAIL CORP                                  X               5          174                  0         0
BIOVAIL CORP                                  X               3          630                  0         0
BIOVAIL CORP                                  X               2       47,942                  0         0
BLACK & DECKER CORP                           X               7          240                  0         0
BLACK & DECKER CORP                           X               2          405                  0         0
BLACK & DECKER CORP                           X               7          450                  0         0
BLACK & DECKER CORP                           X               7          573                  0         0
BLACK & DECKER CORP                           X               7          580                  0         0
BLACK & DECKER CORP                           X               3          600                  0         0
BLACK & DECKER CORP                           X               7          754                  0         0
BLACK & DECKER CORP                           X               2          900                  0         0
BLACK & DECKER CORP                           X               7        1,264                  0         0
BLACK & DECKER CORP                           X               7        1,800                  0         0
BLACK & DECKER CORP                           X               5        1,800                  0         0
BLACK & DECKER CORP                           X                        1,823                  0         0
BLACK & DECKER CORP                           X               7        2,236                  0         0
BLACK & DECKER CORP                           X               7        3,742                  0         0
BLACK & DECKER CORP                           X               7        6,860                  0         0
BLACK & DECKER CORP                           X               4       12,300              1,000       900
BLACK & DECKER CORP                           X               3       16,751                  0         0
BLACK & DECKER CORP                           X               4       26,175                  0       170
BLOCK H & R INC                               X               5            0              1,155         0
BLOCK H & R INC                               X               4            0                  0     1,815
BLOCK H & R INC                               X               7        1,840                  0         0
BLOCK H & R INC                               X               7        2,200                  0         0
BLOCK H & R INC                               X               7        2,272                  0         0
BLOCK H & R INC                               X               7        2,600                  0         0
BLOCK H & R INC                               X               7        3,192                  0         0
BLOCK H & R INC                               X               7        5,146                  0         0
BLOCK H & R INC                               X               7        5,314                  0         0
BLOCK H & R INC                               X               3        5,400                  0         0
BLOCK H & R INC                               X               2        6,600                  0         0
BLOCK H & R INC                               X               7        8,234                  0         0
BLOCK H & R INC                               X               3        9,954                  0         0
BLOCK H & R INC                               X               7       15,364                  0         0
BLOCK H & R INC                               X               7       31,800                  0         0
BOEING CO                                     X               1          170                  0         0
BOEING CO                                     X               7          400                  0         0
BOEING CO                                     X               7          400                  0         0
BOEING CO                                     X               3          500                  0         0
BOEING CO                                     X               7          620                  0         0
BOEING CO                                     X               7          700                  0         0
BOEING CO                                     X               2          840                  0         0
BOEING CO                                     X                        1,037                  0         0
BOEING CO                                     X               5            0              1,063         0
BOEING CO                                     X               7        1,250                  0         0
BOEING CO                                     X               7        1,530                  0         0
BOEING CO                                     X               5            0              1,700         0
BOEING CO                                     X               7        2,300                  0         0
BOEING CO                                     X               7        2,768                  0         0
BOEING CO                                     X                        3,000                  0         0
BOEING CO                                     X               5        3,168                  0         0
BOEING CO                                     X               7        3,180                  0         0
BOEING CO                                     X               5        3,200                  0         0
BOEING CO                                     X               5        5,258                  0         0
BOEING CO                                     X               7        5,944                  0         0
BOEING CO                                     X               7        6,240                  0         0
BOEING CO                                     X               7        6,790                  0         0
BOEING CO                                     X               4        7,154                  0         0
BOEING CO                                     X               7        8,070                  0         0
BOEING CO                                     X               7        9,601                  0         0
BOEING CO                                     X               4        6,046              2,700     1,924
BOEING CO                                     X               3       11,250                  0         0
BOEING CO                                     X               7       13,130                  0         0
BOEING CO                                     X               7       13,180                  0         0
BOEING CO                                     X               7       16,521                  0         0
BOEING CO                                     X               7       17,465                  0         0
BOEING CO                                     X               3       18,318                  0         0
BOEING CO                                     X               7       36,226                  0         0
BOEING CO                                     X               3       41,268                  0         0
BOEING CO                                     X               7       79,470                  0         0
BORG WARNER INC                               X                        3,284                  0         0
BORG WARNER INC                               X               5            0              3,500         0
BOSTON PROPERTIES INC                         X                            0                 45         0
BOSTON PROPERTIES INC                         X               7        1,277                  0         0
BOSTON PROPERTIES INC                         X               7        1,527                  0         0
BOSTON PROPERTIES INC                         X               3            0                  0     1,850
BOSTON PROPERTIES INC                         X               7       10,570                  0         0
BOSTON SCIENTIFIC CORP                        X               7          400                  0         0
BOSTON SCIENTIFIC CORP                        X               3          420                  0         0
BOSTON SCIENTIFIC CORP                        X               7          580                  0         0
BOSTON SCIENTIFIC CORP                        X               7          650                  0         0
BOSTON SCIENTIFIC CORP                        X               7        1,300                  0         0
BOSTON SCIENTIFIC CORP                        X               7        1,900                  0         0
BOSTON SCIENTIFIC CORP                        X               7        2,600                  0         0
BOSTON SCIENTIFIC CORP                        X               7        2,607                  0         0
BOSTON SCIENTIFIC CORP                        X               2        2,620                  0         0
BOSTON SCIENTIFIC CORP                        X               7        4,372                  0         0
BOSTON SCIENTIFIC CORP                        X               7        5,010                  0         0
BOSTON SCIENTIFIC CORP                        X               7        5,692                  0         0
BOSTON SCIENTIFIC CORP                        X               7        6,520                  0         0
BOSTON SCIENTIFIC CORP                        X               3        7,800                  0         0
BOSTON SCIENTIFIC CORP                        X                        8,531                  0         0
BOSTON SCIENTIFIC CORP                        X               5        9,100                  0         0
BOSTON SCIENTIFIC CORP                        X               7        9,568                  0         0
BOSTON SCIENTIFIC CORP                        X                       13,600                  0         0
BOSTON SCIENTIFIC CORP                        X               7       15,182                  0         0
BOSTON SCIENTIFIC CORP                        X               3       22,341                  0         0
BOSTON SCIENTIFIC CORP                        X               7       28,298                  0         0
BOSTON SCIENTIFIC CORP                        X               3       29,699                  0         0
BOSTON SCIENTIFIC CORP                        X               3       46,000                  0         0
BOSTON SCIENTIFIC CORP                        X               7       57,490                  0         0
BOWATER INC                                   X                            0                 85         0
BOWATER INC                                   X               5            0                132         0
BOWATER INC                                   X               3          235                  0         0
BOWATER INC                                   X               3          650                  0         0
BOWATER INC                                   X               3            0                  0     1,488
BOWATER INC                                   X               7        1,800                  0         0
BOWATER INC                                   X               7        4,340                  0         0
BRASCAN CORP                                  X                        8,000                  0         0
BRASCAN CORP                                  X               2       59,729                  0         0
BRASKEM S A                                   X               7       26,564                  0         0
BRINKER INTL INC                              X               5            0                114         0
BRINKER INTL INC                              X               3          509                  0         0
BRINKER INTL INC                              X               7        3,491                  0         0
BRINKER INTL INC                              X               7        4,800                  0         0
BRINKER INTL INC                              X               7        8,440                  0         0
BRISTOL MYERS SQUIBB CO                       X               3          900                  0         0
BRISTOL MYERS SQUIBB CO                       X               7        1,000                  0         0
BRISTOL MYERS SQUIBB CO                       X               7        1,100                  0         0
BRISTOL MYERS SQUIBB CO                       X               7        1,470                  0         0
BRISTOL MYERS SQUIBB CO                       X               7        1,700                  0         0
BRISTOL MYERS SQUIBB CO                       X               7        2,900                  0         0
BRISTOL MYERS SQUIBB CO                       X               5        4,000                  0         0
BRISTOL MYERS SQUIBB CO                       X               7        5,042                  0         0
BRISTOL MYERS SQUIBB CO                       X               7        5,250                  0         0
BRISTOL MYERS SQUIBB CO                       X               7        6,491                  0         0
BRISTOL MYERS SQUIBB CO                       X                        7,200                  0         0
BRISTOL MYERS SQUIBB CO                       X               7        7,430                  0         0
BRISTOL MYERS SQUIBB CO                       X               5            0              8,860         0
BRISTOL MYERS SQUIBB CO                       X               7       14,375                  0         0
BRISTOL MYERS SQUIBB CO                       X               7       14,930                  0         0
BRISTOL MYERS SQUIBB CO                       X                       16,000                  0         0
BRISTOL MYERS SQUIBB CO                       X               7       16,390                  0         0
BRISTOL MYERS SQUIBB CO                       X               7       19,009                  0         0
BRISTOL MYERS SQUIBB CO                       X               3        1,800                  0    17,700
BRISTOL MYERS SQUIBB CO                       X               7       21,708                  0         0
BRISTOL MYERS SQUIBB CO                       X               3       25,995                  0         0
BRISTOL MYERS SQUIBB CO                       X               7       29,949                  0         0
BRISTOL MYERS SQUIBB CO                       X               7       31,379                  0         0
BRISTOL MYERS SQUIBB CO                       X               5       31,780                  0         0
BRISTOL MYERS SQUIBB CO                       X               2       36,938                  0         0
BRISTOL MYERS SQUIBB CO                       X               7       38,829                  0         0
BRISTOL MYERS SQUIBB CO                       X               7       84,479                  0         0
BRISTOL MYERS SQUIBB CO                       X               3      137,686                  0     4,870
BRISTOL MYERS SQUIBB CO                       X               7      183,370                  0         0
BRISTOL MYERS SQUIBB CO                       X               4      189,721                  0    19,569
BRISTOL MYERS SQUIBB CO                       X               4      486,904            136,998   120,764
BRISTOL MYERS SQUIBB CO                       X               3    3,030,280                  0         0
BROADCOM CORP                                 X               4            0                  0       170
BROADCOM CORP                                 X               3          200                  0         0
BROADCOM CORP                                 X               7          290                  0         0
BROADCOM CORP                                 X               7          450                  0         0
BROADCOM CORP                                 X               7          550                  0         0
BROADCOM CORP                                 X               7        1,000                  0         0
BROADCOM CORP                                 X               7        1,100                  0         0
BROADCOM CORP                                 X                        1,207                  0         0
BROADCOM CORP                                 X               7        1,300                  0         0
BROADCOM CORP                                 X               5        2,000                  0         0
BROADCOM CORP                                 X               7        2,098                  0         0
BROADCOM CORP                                 X               7        2,450                  0         0
BROADCOM CORP                                 X               5            0              2,800         0
BROADCOM CORP                                 X               7        2,890                  0         0
BROADCOM CORP                                 X               7        2,900                  0         0
BROADCOM CORP                                 X               7        3,571                  0         0
BROADCOM CORP                                 X               7        4,654                  0         0
BROADCOM CORP                                 X               7        6,223                  0         0
BROADCOM CORP                                 X               5       10,071                  0         0
BROADCOM CORP                                 X               7       12,824                  0         0
BROADCOM CORP                                 X               4            0                  0    23,899
BROADCOM CORP                                 X               7       26,430                  0         0
BROADCOM CORP                                 X               3       37,301                  0     1,225
BROWN & BROWN INC                             X               3          407                  0         0
BROWN & BROWN INC                             X               7        2,693                  0         0
BROWN & BROWN INC                             X               7        6,000                  0         0
BROWN FORMAN CORP                             X               7          650                  0         0
BROWN FORMAN CORP                             X               7          760                  0         0
BROWN FORMAN CORP                             X               7          798                  0         0
BROWN FORMAN CORP                             X               7        1,400                  0         0
BROWN FORMAN CORP                             X               7        2,400                  0         0
BROWN FORMAN CORP                             X               7        4,790                  0         0
BRUNSWICK CORP                                X               3          560                  0         0
BRUNSWICK CORP                                X               7          680                  0         0
BRUNSWICK CORP                                X               7          760                  0         0
BRUNSWICK CORP                                X               7          830                  0         0
BRUNSWICK CORP                                X               3        1,100                  0         0
BRUNSWICK CORP                                X               7        1,424                  0         0
BRUNSWICK CORP                                X                        2,200                  0         0
BRUNSWICK CORP                                X               7        2,376                  0         0
BRUNSWICK CORP                                X               7        3,740                  0         0
BRUNSWICK CORP                                X               7        8,300                  0         0
BURLINGTON NORTHN SANTA FE C                  X               2           35                  0         0
BURLINGTON NORTHN SANTA FE C                  X               5            0                195         0
BURLINGTON NORTHN SANTA FE C                  X               7          400                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7          500                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7          550                  0         0
BURLINGTON NORTHN SANTA FE C                  X               5          600                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7          850                  0         0
BURLINGTON NORTHN SANTA FE C                  X               4          856                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7        1,050                  0         0
BURLINGTON NORTHN SANTA FE C                  X                            0              1,900         0
BURLINGTON NORTHN SANTA FE C                  X               7        1,970                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7        2,645                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7        3,100                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7        3,640                  0         0
BURLINGTON NORTHN SANTA FE C                  X               4        4,160                  0         0
BURLINGTON NORTHN SANTA FE C                  X               3        6,067                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7        6,101                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7        6,137                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7        7,000                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7        9,078                  0         0
BURLINGTON NORTHN SANTA FE C                  X               2       16,035                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7       16,319                  0         0
BURLINGTON NORTHN SANTA FE C                  X               7       36,040                  0         0
BURLINGTON NORTHN SANTA FE C                  X               3       57,310                  0         0
BURLINGTON NORTHN SANTA FE C                  X               3      169,745                  0         0
BURLINGTON RES INC                            X               2           82                  0         0
BURLINGTON RES INC                            X               7          300                  0         0
BURLINGTON RES INC                            X               7          400                  0         0
BURLINGTON RES INC                            X               7          450                  0         0
BURLINGTON RES INC                            X               2          600                  0         0
BURLINGTON RES INC                            X               7          700                  0         0
BURLINGTON RES INC                            X               7        1,300                  0         0
BURLINGTON RES INC                            X               7        1,550                  0         0
BURLINGTON RES INC                            X               7        2,840                  0         0
BURLINGTON RES INC                            X               7        3,220                  0         0
BURLINGTON RES INC                            X               7        3,670                  0         0
BURLINGTON RES INC                            X               3        3,700                  0         0
BURLINGTON RES INC                            X               7        3,736                  0         0
BURLINGTON RES INC                            X               3        6,100                  0         0
BURLINGTON RES INC                            X               7        6,158                  0         0
BURLINGTON RES INC                            X                        6,775                  0         0
BURLINGTON RES INC                            X               7        7,430                  0         0
BURLINGTON RES INC                            X               4       13,291                200         0
BURLINGTON RES INC                            X               7       16,817                  0         0
BURLINGTON RES INC                            X               7       36,640                  0         0
BURLINGTON RES INC                            X               3       42,189                  0         0
BURLINGTON RES INC                            X               4       66,017                  0     8,950
BURLINGTON RES INC                            X               3      121,550                  0         0
BURLINGTON RES INC                            X               3      385,000                  0         0
CAE INC                                       X               2      358,665                  0         0
CBRL GROUP INC                                X               5            0             45,000         0
C D W CORP                                    X               5          250                  0         0
C D W CORP                                    X               5            0                340         0
C D W CORP                                    X               3          357                  0         0
C D W CORP                                    X                        1,078                  0         0
C D W CORP                                    X               7        1,100                  0         0
C D W CORP                                    X               7        1,100                  0         0
C D W CORP                                    X               7        1,600                  0         0
C D W CORP                                    X               7        2,443                  0         0
C D W CORP                                    X               7        6,880                  0         0
C D W CORP                                    X               2       17,230                  0         0
C D W CORP                                    X               3       18,070                  0         0
C D W CORP                                    X               6       18,270                  0         0
C D W CORP                                    X               3       31,300                  0         0
C H ROBINSON WORLDWIDE INC                    X               3          509                  0         0
C H ROBINSON WORLDWIDE INC                    X               7        4,141                  0         0
CIGNA CORP                                    X               7          180                  0         0
CIGNA CORP                                    X               7          300                  0         0
CIGNA CORP                                    X               7          350                  0         0
CIGNA CORP                                    X               5            0                588         0
CIGNA CORP                                    X               7          600                  0         0
CIGNA CORP                                    X               7          700                  0         0
CIGNA CORP                                    X               7          921                  0         0
CIGNA CORP                                    X               7        1,020                  0         0
CIGNA CORP                                    X               7        1,284                  0         0
CIGNA CORP                                    X               4        1,311                  0         0
CIGNA CORP                                    X               3        1,920                  0         0
CIGNA CORP                                    X               7        2,030                  0         0
CIGNA CORP                                    X               7        2,193                  0         0
CIGNA CORP                                    X               7        3,384                  0         0
CIGNA CORP                                    X               7        5,736                  0         0
CIGNA CORP                                    X               3       11,382                  0         0
CIGNA CORP                                    X               7       12,290                  0         0
CIT GROUP INC                                 X               2          921                  0         0
CIT GROUP INC                                 X               5            0              1,000         0
CIT GROUP INC                                 X               7        1,100                  0         0
CIT GROUP INC                                 X               3        1,100                  0         0
CIT GROUP INC                                 X               7        1,150                  0         0
CIT GROUP INC                                 X               5            0              1,404         0
CIT GROUP INC                                 X               7        1,490                  0         0
CIT GROUP INC                                 X               7        1,770                  0         0
CIT GROUP INC                                 X               7        1,900                  0         0
CIT GROUP INC                                 X               7        3,000                  0         0
CIT GROUP INC                                 X               7        3,428                  0         0
CIT GROUP INC                                 X               7        4,600                  0         0
CIT GROUP INC                                 X               7        9,628                  0         0
CIT GROUP INC                                 X               3       18,555                  0         0
CIT GROUP INC                                 X               7       19,290                  0         0
CMGI INC                                      X               2           20                  0         0
CMGI INC                                      X               4          100                  0         0
CMGI INC                                      X                          800                  0         0
CMGI INC                                      X               3          980                  0         0
CMGI INC                                      X               3        3,920                  0         0
CMGI INC                                      X               3          400                  0     5,000
CMGI INC                                      X               5       65,300                  0         0
CMS ENERGY CORP                               X               7        1,320                  0         0
CMS ENERGY CORP                               X               7        1,850                  0         0
CMS ENERGY CORP                               X               7        2,340                  0         0
CMS ENERGY CORP                               X               3        3,000                  0         0
CMS ENERGY CORP                               X               7        3,300                  0         0
CSK AUTO CORP                                 X                            0                253         0
CSK AUTO CORP                                 X               3       29,045                  0         0
CSX CORP                                      X               2           40                  0         0
CSX CORP                                      X               7          530                  0         0
CSX CORP                                      X               6          600                  0         0
CSX CORP                                      X               4          727                  0         0
CSX CORP                                      X               7          750                  0         0
CSX CORP                                      X               3          988                  0         0
CSX CORP                                      X               7        1,400                  0         0
CSX CORP                                      X               7        1,500                  0         0
CSX CORP                                      X               7        1,572                  0         0
CSX CORP                                      X               7        1,900                  0         0
CSX CORP                                      X               7        2,000                  0         0
CSX CORP                                      X               7        2,046                  0         0
CSX CORP                                      X               7        3,250                  0         0
CSX CORP                                      X               5            0              3,400         0
CSX CORP                                      X               7        3,831                  0         0
CSX CORP                                      X               5        4,750                  0         0
CSX CORP                                      X               7        7,580                  0         0
CSX CORP                                      X               7       10,177                  0         0
CSX CORP                                      X               7       22,960                  0         0
CVS CORP                                      X               7          600                  0         0
CVS CORP                                      X               7          760                  0         0
CVS CORP                                      X               7          800                  0         0
CVS CORP                                      X               2        1,275                  0         0
CVS CORP                                      X               7        1,400                  0         0
CVS CORP                                      X               7        2,160                  0         0
CVS CORP                                      X                        2,272                  0         0
CVS CORP                                      X               7        2,600                  0         0
CVS CORP                                      X               7        3,073                  0         0
CVS CORP                                      X               7        5,200                  0         0
CVS CORP                                      X               7        5,780                  0         0
CVS CORP                                      X               7        6,720                  0         0
CVS CORP                                      X               7        8,154                  0         0
CVS CORP                                      X               7        8,320                  0         0
CVS CORP                                      X               7        8,856                  0         0
CVS CORP                                      X               7       12,372                  0         0
CVS CORP                                      X               7       13,174                  0         0
CVS CORP                                      X               2       14,250                  0         0
CVS CORP                                      X               7       14,562                  0         0
CVS CORP                                      X               3       28,300                  0         0
CVS CORP                                      X               7       36,033                  0         0
CVS CORP                                      X               7       76,680                  0         0
CVS CORP                                      X               3       86,400                  0         0
CVS CORP                                      X               3      118,490                  0         0
CVS CORP                                      X               3      118,636                  0     2,644
CVS CORP                                      X               4      112,483              5,400    17,600
CVS CORP                                      X               4      520,709                  0    17,640
CABLEVISION SYS CORP                          X                            0                110         0
CABLEVISION SYS CORP                          X               5          480                  0         0
CABLEVISION SYS CORP                          X               7          700                  0         0
CABLEVISION SYS CORP                          X               4          900                  0         0
CABLEVISION SYS CORP                          X               7        1,050                  0         0
CABLEVISION SYS CORP                          X               3        1,126                  0         0
CABLEVISION SYS CORP                          X               7        1,300                  0         0
CABLEVISION SYS CORP                          X               7       10,524                  0         0
CABLEVISION SYS CORP                          X               7       21,010                  0         0
CABLEVISION SYS CORP                          X                       25,000                  0         0
CABLEVISION SYS CORP                          X                       27,000                  0         0
CABOT CORP                                    X               7        2,100                  0         0
CABOT CORP                                    X               7        6,420                  0         0
CADBURY SCHWEPPES PLC                         X               5          230                  0         0
CADBURY SCHWEPPES PLC                         X               5            0              1,105         0
CADBURY SCHWEPPES PLC                         X               4            0                  0     8,527
CADENCE DESIGN SYSTEM INC                     X               5            0                430         0
CADENCE DESIGN SYSTEM INC                     X               3        1,578                  0         0
CADENCE DESIGN SYSTEM INC                     X               7        4,000                  0         0
CADENCE DESIGN SYSTEM INC                     X               7       10,522                  0         0
CADENCE DESIGN SYSTEM INC                     X               7       27,660                  0         0
CADENCE DESIGN SYSTEM INC                     X               5        4,000                  0         0
CADENCE DESIGN SYSTEM INC                     X               5            0             30,000         0
CALPINE CORP                                  X               7        3,750                  0         0
CALPINE CORP                                  X               7        4,220                  0         0
CALPINE CORP                                  X               7        4,530                  0         0
CALPINE CORP                                  X               7       11,690                  0         0
CALPINE CORP                                  X               3            0                  0    12,100
CALPINE CORP                                  X               7       19,285                  0         0
CALPINE CORP                                  X               3       28,562                  0         0
CAMECO CORP                                   X               2          700                  0         0
CAMECO CORP                                   X               2       10,130                  0         0
CAMECO CORP                                   X               3      130,310                  0    27,430
CAMPBELL SOUP CO                              X               7        1,338                  0         0
CAMPBELL SOUP CO                              X               7        1,650                  0         0
CAMPBELL SOUP CO                              X               7        1,801                  0         0
CAMPBELL SOUP CO                              X               7        2,959                  0         0
CAMPBELL SOUP CO                              X               7        3,338                  0         0
CAMPBELL SOUP CO                              X               7        5,324                  0         0
CAMPBELL SOUP CO                              X               7       14,268                  0         0
CAMPBELL SOUP CO                              X               3       16,918                  0         0
CAMPBELL SOUP CO                              X               7       27,550                  0         0
CAMPBELL SOUP CO                              X               3      140,089                  0         0
CDN IMPERIAL BK OF COMMERCE                   X               3        1,600                  0         0
CDN IMPERIAL BK OF COMMERCE                   X               5        2,500                  0         0
CDN IMPERIAL BK OF COMMERCE                   X               2       58,993                  0         0
CANADIAN NATL RY CO                           X               2          600                  0         0
CANADIAN NATL RY CO                           X               3            0                  0     3,750
CANADIAN NATL RY CO                           X               2       76,985                  0         0
CANADIAN NAT RES LTD                          X               3       10,900                  0         0
CANADIAN NAT RES LTD                          X               2       96,573                  0         0
CANADIAN PAC RY LTD                           X               4            0                  0       100
CANADIAN PAC RY LTD                           X               5        1,587                  0         0
CANADIAN PAC RY LTD                           X               3        4,650                  0         0
CANADIAN PAC RY LTD                           X               2      139,091                  0         0
CANON INC                                     X                            0                209         0
CANON INC                                     X               3          500                  0         0
CANON INC                                     X               5            0              1,021         0
CANON INC                                     X               3        1,700                  0         0
CANON INC                                     X               5        2,000                  0         0
CANON INC                                     X               4            0                  0     3,436
CANON INC                                     X               2        6,629                  0         0
CAPITAL ONE FINL CORP                         X               2           90                  0         0
CAPITAL ONE FINL CORP                         X               7          200                  0         0
CAPITAL ONE FINL CORP                         X               7          230                  0         0
CAPITAL ONE FINL CORP                         X               7          250                  0         0
CAPITAL ONE FINL CORP                         X               7          450                  0         0
CAPITAL ONE FINL CORP                         X               7          700                  0         0
CAPITAL ONE FINL CORP                         X               2          775                  0         0
CAPITAL ONE FINL CORP                         X               7          948                  0         0
CAPITAL ONE FINL CORP                         X                        1,000                  0         0
CAPITAL ONE FINL CORP                         X               7        1,300                  0         0
CAPITAL ONE FINL CORP                         X               7        2,100                  0         0
CAPITAL ONE FINL CORP                         X               3        2,200                  0         0
CAPITAL ONE FINL CORP                         X               7        2,460                  0         0
CAPITAL ONE FINL CORP                         X               7        2,840                  0         0
CAPITAL ONE FINL CORP                         X               7        2,898                  0         0
CAPITAL ONE FINL CORP                         X               7        4,708                  0         0
CAPITAL ONE FINL CORP                         X               4        4,619                  0       395
CAPITAL ONE FINL CORP                         X               7        5,294                  0         0
CAPITAL ONE FINL CORP                         X               7        5,850                  0         0
CAPITAL ONE FINL CORP                         X               7       11,429                  0         0
CAPITAL ONE FINL CORP                         X               3        5,120                  0     8,791
CAPITAL ONE FINL CORP                         X               7       24,060                  0         0
CAPITAL ONE FINL CORP                         X               4       60,178                  0     1,704
CARDINAL HEALTH INC                           X               7          300                  0         0
CARDINAL HEALTH INC                           X               5            0                340         0
CARDINAL HEALTH INC                           X               7          400                  0         0
CARDINAL HEALTH INC                           X               5            0                435         0
CARDINAL HEALTH INC                           X               7          450                  0         0
CARDINAL HEALTH INC                           X               7          750                  0         0
CARDINAL HEALTH INC                           X               7        1,111                  0         0
CARDINAL HEALTH INC                           X               3        1,200                  0         0
CARDINAL HEALTH INC                           X               7        1,300                  0         0
CARDINAL HEALTH INC                           X               3        1,485                  0         0
CARDINAL HEALTH INC                           X               7        1,707                  0         0
CARDINAL HEALTH INC                           X               7        2,170                  0         0
CARDINAL HEALTH INC                           X               7        3,122                  0         0
CARDINAL HEALTH INC                           X               7        3,610                  0         0
CARDINAL HEALTH INC                           X               7        4,090                  0         0
CARDINAL HEALTH INC                           X                        4,230                  0         0
CARDINAL HEALTH INC                           X               7        4,380                  0         0
CARDINAL HEALTH INC                           X               7        4,735                  0         0
CARDINAL HEALTH INC                           X               3        4,859                  0         0
CARDINAL HEALTH INC                           X               2        5,275                  0         0
CARDINAL HEALTH INC                           X               5        5,700                  0         0
CARDINAL HEALTH INC                           X               7        6,876                  0         0
CARDINAL HEALTH INC                           X               7        7,980                  0         0
CARDINAL HEALTH INC                           X               2        8,964                  0         0
CARDINAL HEALTH INC                           X               3       10,660                  0         0
CARDINAL HEALTH INC                           X               7       10,950                  0         0
CARDINAL HEALTH INC                           X               4       11,757                250       600
CARDINAL HEALTH INC                           X               4       15,570                  0     1,103
CARDINAL HEALTH INC                           X               7       18,814                  0         0
CARDINAL HEALTH INC                           X               7       41,100                  0         0
CARDIOTECH INTL INC                           X               5       12,000                  0         0
CAREER EDUCATION CORP                         X               5           68                  0         0
CAREER EDUCATION CORP                         X               7        3,800                  0         0
CAREER EDUCATION CORP                         X               7        3,989                  0         0
CAREER EDUCATION CORP                         X               7        9,690                  0         0
CAREER EDUCATION CORP                         X               3       46,611                  0         0
CAREMARK RX INC                               X               5            0                230         0
CAREMARK RX INC                               X               7          300                  0         0
CAREMARK RX INC                               X               7          440                  0         0
CAREMARK RX INC                               X               7          500                  0         0
CAREMARK RX INC                               X               5            0                717         0
CAREMARK RX INC                               X               7          800                  0         0
CAREMARK RX INC                               X               2        1,295                  0         0
CAREMARK RX INC                               X               5            0              1,400         0
CAREMARK RX INC                               X               7        1,450                  0         0
CAREMARK RX INC                               X                        1,700                  0         0
CAREMARK RX INC                               X               2        1,800                  0         0
CAREMARK RX INC                               X               7        1,877                  0         0
CAREMARK RX INC                               X               7        3,300                  0         0
CAREMARK RX INC                               X               7        3,790                  0         0
CAREMARK RX INC                               X                        4,201                  0         0
CAREMARK RX INC                               X               7        4,380                  0         0
CAREMARK RX INC                               X               5        4,895                  0         0
CAREMARK RX INC                               X               7        4,910                  0         0
CAREMARK RX INC                               X               7        7,283                  0         0
CAREMARK RX INC                               X               7        7,782                  0         0
CAREMARK RX INC                               X               7       11,008                  0         0
CAREMARK RX INC                               X               4       15,457                500       830
CAREMARK RX INC                               X               7       19,812                  0         0
CAREMARK RX INC                               X               3       22,630                  0         0
CAREMARK RX INC                               X               3       27,929                  0         0
CAREMARK RX INC                               X               7       42,660                  0         0
CAREMARK RX INC                               X               4       59,716                  0    12,205
CARNIVAL CORP                                 X               7          300                  0         0
CARNIVAL CORP                                 X               7          430                  0         0
CARNIVAL CORP                                 X               7          500                  0         0
CARNIVAL CORP                                 X               5          605                  0         0
CARNIVAL CORP                                 X               7          850                  0         0
CARNIVAL CORP                                 X               7        1,400                  0         0
CARNIVAL CORP                                 X                        1,469                  0         0
CARNIVAL CORP                                 X               5            0              1,500         0
CARNIVAL CORP                                 X               7        1,828                  0         0
CARNIVAL CORP                                 X               7        2,450                  0         0
CARNIVAL CORP                                 X               7        3,154                  0         0
CARNIVAL CORP                                 X               3        3,228                  0         0
CARNIVAL CORP                                 X               7        3,660                  0         0
CARNIVAL CORP                                 X               7        4,160                  0         0
CARNIVAL CORP                                 X               7        5,260                  0         0
CARNIVAL CORP                                 X               7        5,830                  0         0
CARNIVAL CORP                                 X               4        2,620                  0     3,655
CARNIVAL CORP                                 X               7        6,905                  0         0
CARNIVAL CORP                                 X               7        9,305                  0         0
CARNIVAL CORP                                 X               3       11,070                  0         0
CARNIVAL CORP                                 X               3       21,704                  0         0
CARNIVAL CORP                                 X               2       25,250                  0         0
CARNIVAL CORP                                 X               3       40,526                  0         0
CARNIVAL CORP                                 X               7       45,330                  0         0
CARNIVAL CORP                                 X               3      110,116                  0         0
CARNIVAL CORP                                 X               5        3,000                  0         0
CARNIVAL CORP                                 X               5            0             20,000         0
CARNIVAL CORP                                 X               5            0             16,000         0
CATERPILLAR INC DEL                           X               5            0                330         0
CATERPILLAR INC DEL                           X               7          400                  0         0
CATERPILLAR INC DEL                           X               7          600                  0         0
CATERPILLAR INC DEL                           X               1          630                  0         0
CATERPILLAR INC DEL                           X               7          700                  0         0
CATERPILLAR INC DEL                           X               3        1,000                  0         0
CATERPILLAR INC DEL                           X               7        1,200                  0         0
CATERPILLAR INC DEL                           X               3        1,800                  0         0
CATERPILLAR INC DEL                           X               7        1,950                  0         0
CATERPILLAR INC DEL                           X               3        2,190                  0         0
CATERPILLAR INC DEL                           X               7        2,296                  0         0
CATERPILLAR INC DEL                           X               2        2,735                  0         0
CATERPILLAR INC DEL                           X               7        2,794                  0         0
CATERPILLAR INC DEL                           X               5        3,280                  0         0
CATERPILLAR INC DEL                           X               7        3,960                  0         0
CATERPILLAR INC DEL                           X                        4,000                  0         0
CATERPILLAR INC DEL                           X               7        4,890                  0         0
CATERPILLAR INC DEL                           X               7        5,380                  0         0
CATERPILLAR INC DEL                           X               7        5,720                  0         0
CATERPILLAR INC DEL                           X               7        6,676                  0         0
CATERPILLAR INC DEL                           X                        7,020                  0         0
CATERPILLAR INC DEL                           X               7       10,940                  0         0
CATERPILLAR INC DEL                           X               7       11,238                  0         0
CATERPILLAR INC DEL                           X               3       13,070                  0         0
CATERPILLAR INC DEL                           X               7       14,808                  0         0
CATERPILLAR INC DEL                           X               3       15,472                  0         0
CATERPILLAR INC DEL                           X               4       10,200              3,000     2,600
CATERPILLAR INC DEL                           X               7       24,891                  0         0
CATERPILLAR INC DEL                           X               7       29,060                  0         0
CATERPILLAR INC DEL                           X               7       30,042                  0         0
CATERPILLAR INC DEL                           X               7       33,379                  0         0
CATERPILLAR INC DEL                           X               3       40,241                  0     2,400
CATERPILLAR INC DEL                           X               4       47,466                  0         0
CATERPILLAR INC DEL                           X               7       64,720                  0         0
CATHAY GENERAL BANCORP                        X               4            0                  0     5,159
CATHAY GENERAL BANCORP                        X               5        7,212                  0         0
CELESTICA INC                                 X               5          109                  0         0
CELESTICA INC                                 X               5            0              1,520         0
CELESTICA INC                                 X               2       10,490                  0         0
CELGENE CORP                                  X               7          750                  0         0
CELGENE CORP                                  X               5            0                800         0
CELGENE CORP                                  X               3        1,018                  0         0
CELGENE CORP                                  X                        1,725                  0         0
CELGENE CORP                                  X               5        3,480                  0         0
CELGENE CORP                                  X               7        8,082                  0         0
CELGENE CORP                                  X               7       14,900                  0         0
CEMEX S A                                     X                            0                 21         0
CEMEX S A                                     X                            0                 34         0
CEMEX S A                                     X               5           47                  0         0
CEMEX S A                                     X               5            0                119         0
CEMEX S A                                     X               2          457                  0         0
CEMEX S A                                     X               2          500                  0         0
CEMEX S A                                     X               3            0                  0     1,000
CEMEX S A                                     X               7        2,100                  0         0
CEMEX S A                                     X               3        6,753                  0         0
CEMEX S A                                     X               7       16,200                  0         0
CEMEX S A                                     X               7       20,800                  0         0
CEMEX S A                                     X               7       23,794                  0         0
CEMEX S A                                     X               7       34,647                  0         0
CENDANT CORP                                  X               7          700                  0         0
CENDANT CORP                                  X               2        1,040                  0         0
CENDANT CORP                                  X               7        1,140                  0         0
CENDANT CORP                                  X               7        1,250                  0         0
CENDANT CORP                                  X               7        2,120                  0         0
CENDANT CORP                                  X               7        3,450                  0         0
CENDANT CORP                                  X               7        4,305                  0         0
CENDANT CORP                                  X               7        5,000                  0         0
CENDANT CORP                                  X               7        7,655                  0         0
CENDANT CORP                                  X               5        8,000                  0         0
CENDANT CORP                                  X               7        8,750                  0         0
CENDANT CORP                                  X               7       10,098                  0         0
CENDANT CORP                                  X               4       11,865                  0     1,000
CENDANT CORP                                  X               7       13,000                  0         0
CENDANT CORP                                  X               7       17,003                  0         0
CENDANT CORP                                  X               7       18,482                  0         0
CENDANT CORP                                  X               2       21,350                  0         0
CENDANT CORP                                  X               7       24,338                  0         0
CENDANT CORP                                  X               3       26,235                  0         0
CENDANT CORP                                  X               3       27,381                  0         0
CENDANT CORP                                  X               7       46,963                  0         0
CENDANT CORP                                  X               4       90,823                  0     8,800
CENDANT CORP                                  X               7      100,500                  0         0
CENDANT CORP                                  X               3      142,629                  0         0
CENTERPOINT PPTYS TR                          X                        7,000                  0         0
CENTERPOINT ENERGY INC                        X               3          800                  0         0
CENTERPOINT ENERGY INC                        X               7        2,092                  0         0
CENTERPOINT ENERGY INC                        X               7        2,430                  0         0
CENTERPOINT ENERGY INC                        X               7        2,993                  0         0
CENTERPOINT ENERGY INC                        X               3        3,900                  0         0
CENTERPOINT ENERGY INC                        X               7        4,500                  0         0
CENTERPOINT ENERGY INC                        X               7       10,500                  0         0
CENTERPOINT ENERGY INC                        X               7       11,919                  0         0
CENTERPOINT ENERGY INC                        X               3       23,781                  0         0
CENTERPOINT ENERGY INC                        X               7       32,010                  0         0
CENTEX CORP                                   X               4            0                  0        25
CENTEX CORP                                   X               7          300                  0         0
CENTEX CORP                                   X               7          500                  0         0
CENTEX CORP                                   X               7          705                  0         0
CENTEX CORP                                   X               7          800                  0         0
CENTEX CORP                                   X               7          898                  0         0
CENTEX CORP                                   X               7        1,080                  0         0
CENTEX CORP                                   X               7        1,214                  0         0
CENTEX CORP                                   X               7        1,927                  0         0
CENTEX CORP                                   X               7        2,148                  0         0
CENTEX CORP                                   X               3        2,200                  0         0
CENTEX CORP                                   X               7        3,373                  0         0
CENTEX CORP                                   X               4            0                  0     3,528
CENTEX CORP                                   X               7        6,036                  0         0
CENTEX CORP                                   X               3        8,911                  0         0
CENTEX CORP                                   X               7       12,640                  0         0
CENTRAL FD CDA LTD                            X               2       23,100                  0         0
CENTURYTEL INC                                X               5            0                167         0
CENTURYTEL INC                                X               7        1,025                  0         0
CENTURYTEL INC                                X               7        1,070                  0         0
CENTURYTEL INC                                X               7        1,367                  0         0
CENTURYTEL INC                                X               3        1,400                  0         0
CENTURYTEL INC                                X               7        2,000                  0         0
CENTURYTEL INC                                X               7        5,435                  0         0
CENTURYTEL INC                                X               7       14,610                  0         0
CENTURYTEL INC                                X               3       43,539                  0         0
CENTURYTEL INC                                X               3      125,000                  0         0
CEPHALON INC                                  X               3          357                  0         0
CEPHALON INC                                  X               5          400                  0         0
CEPHALON INC                                  X               5            0              1,100         0
CEPHALON INC                                  X               7        2,243                  0         0
CEPHALON INC                                  X               7        5,840                  0         0
CEPHALON INC                                  X               5        4,000                  0         0
CEPHALON INC                                  X               5            0             14,000         0
CEPHALON INC                                  X               5            0             14,000         0
CERIDIAN CORP NEW                             X               3          865                  0         0
CERIDIAN CORP NEW                             X               7        3,000                  0         0
CERIDIAN CORP NEW                             X               7        3,100                  0         0
CERIDIAN CORP NEW                             X               7        5,735                  0         0
CERIDIAN CORP NEW                             X               7       14,320                  0         0
CERTEGY INC                                   X               7          600                  0         0
CERTEGY INC                                   X               7        1,000                  0         0
CERTEGY INC                                   X               7        2,100                  0         0
CERTEGY INC                                   X               7        5,870                  0         0
CHARTERED SEMICONDUCTOR MFG                   X               5      350,000                  0         0
CHESAPEAKE ENERGY CORP                        X               5          106                  0         0
CHESAPEAKE ENERGY CORP                        X               2          500                  0         0
CHESAPEAKE ENERGY CORP                        X               4        1,000                  0         0
CHESAPEAKE ENERGY CORP                        X               7        1,600                  0         0
CHESAPEAKE ENERGY CORP                        X               3        1,730                  0         0
CHESAPEAKE ENERGY CORP                        X               7       15,070                  0         0
CHESAPEAKE ENERGY CORP                        X               7       30,900                  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               6        1,120                  0         0
CHEVRON CORP NEW                              X               7        1,147                  0         0
CHEVRON CORP NEW                              X               7        1,632                  0         0
CHEVRON CORP NEW                              X               5        1,817                  0         0
CHEVRON CORP NEW                              X               7        2,289                  0         0
CHEVRON CORP NEW                              X               5        3,447                  0         0
CHEVRON CORP NEW                              X               7        3,651                  0         0
CHEVRON CORP NEW                              X                        2,200              1,690         0
CHEVRON CORP NEW                              X               5            0              5,400         0
CHEVRON CORP NEW                              X               3        5,514                  0         0
CHEVRON CORP NEW                              X               7        5,825                  0         0
CHEVRON CORP NEW                              X               5        6,600                  0         0
CHEVRON CORP NEW                              X               7        7,218                  0         0
CHEVRON CORP NEW                              X               7        7,389                  0         0
CHEVRON CORP NEW                              X               2        7,450                  0         0
CHEVRON CORP NEW                              X               7        7,480                  0         0
CHEVRON CORP NEW                              X               2       11,352                  0         0
CHEVRON CORP NEW                              X               7       15,080                  0         0
CHEVRON CORP NEW                              X               7       16,524                  0         0
CHEVRON CORP NEW                              X               3       18,500                  0         0
CHEVRON CORP NEW                              X               7       18,906                  0         0
CHEVRON CORP NEW                              X               7       22,230                  0         0
CHEVRON CORP NEW                              X                       24,562                  0         0
CHEVRON CORP NEW                              X               7       24,631                  0         0
CHEVRON CORP NEW                              X               7       36,160                  0         0
CHEVRON CORP NEW                              X               3       43,741                  0         0
CHEVRON CORP NEW                              X               3       44,890                  0         0
CHEVRON CORP NEW                              X               7       47,338                  0         0
CHEVRON CORP NEW                              X               7       99,109                  0         0
CHEVRON CORP NEW                              X               3      110,955                  0         0
CHEVRON CORP NEW                              X               3      128,249                  0         0
CHEVRON CORP NEW                              X               4       91,228             26,970    32,034
CHEVRON CORP NEW                              X               4      163,545                  0    11,377
CHEVRON CORP NEW                              X               7      215,207                  0         0
CHEVRON CORP NEW                              X               3      220,075                  0     4,134
CHICAGO MERCANTILE HLDGS INC                  X               5            6                  0         0
CHICAGO MERCANTILE HLDGS INC                  X               4            0                  0       126
CHICAGO MERCANTILE HLDGS INC                  X               7          500                  0         0
CHICAGO MERCANTILE HLDGS INC                  X               7          900                  0         0
CHICOS FAS INC                                X               5            0                716         0
CHICOS FAS INC                                X               7          850                  0         0
CHICOS FAS INC                                X               4        1,000                  0         0
CHICOS FAS INC                                X               3        1,018                  0         0
CHICOS FAS INC                                X               7        2,600                  0         0
CHICOS FAS INC                                X               7        7,982                  0         0
CHICOS FAS INC                                X               7       16,000                  0         0
CHINA MOBILE HONG KONG LTD                    X               3          320                  0         0
CHINA MOBILE HONG KONG LTD                    X               2          905                  0         0
CHINA MOBILE HONG KONG LTD                    X               3        4,300                  0         0
CHINA MOBILE HONG KONG LTD                    X               3        8,100                  0         0
CHINA MOBILE HONG KONG LTD                    X               5            0              9,900         0
CHINA MOBILE HONG KONG LTD                    X               5            0             13,000         0
CHINA PETE & CHEM CORP                        X                            0                 14         0
CHINA PETE & CHEM CORP                        X                            0                 27         0
CHINA PETE & CHEM CORP                        X               5           32                  0         0
CHINA PETE & CHEM CORP                        X               5            0                 87         0
CHINA PETE & CHEM CORP                        X               2        1,575                  0         0
CHINA PETE & CHEM CORP                        X               3        4,550                  0         0
CHIRON CORP                                   X                            0                 70         0
CHIRON CORP                                   X               5          370                  0         0
CHIRON CORP                                   X               7          829                  0         0
CHIRON CORP                                   X               7          980                  0         0
CHIRON CORP                                   X               7        1,037                  0         0
CHIRON CORP                                   X               3        1,665                  0         0
CHIRON CORP                                   X               7        1,818                  0         0
CHIRON CORP                                   X               7        3,082                  0         0
CHIRON CORP                                   X               7        6,635                  0         0
CHIRON CORP                                   X               7       13,490                  0         0
CHOICEPOINT INC                               X               7          400                  0         0
CHOICEPOINT INC                               X               3          509                  0         0
CHOICEPOINT INC                               X               7        2,370                  0         0
CHOICEPOINT INC                               X               7        3,391                  0         0
CHOICEPOINT INC                               X               7        8,780                  0         0
CHUBB CORP                                    X               5           50                  0         0
CHUBB CORP                                    X               7          270                  0         0
CHUBB CORP                                    X               5            0                300         0
CHUBB CORP                                    X               7          400                  0         0
CHUBB CORP                                    X               7          450                  0         0
CHUBB CORP                                    X               2          640                  0         0
CHUBB CORP                                    X               7          900                  0         0
CHUBB CORP                                    X               7          900                  0         0
CHUBB CORP                                    X               3          967                  0         0
CHUBB CORP                                    X               2        1,355                  0         0
CHUBB CORP                                    X               7        1,448                  0         0
CHUBB CORP                                    X               7        1,612                  0         0
CHUBB CORP                                    X               7        1,899                  0         0
CHUBB CORP                                    X               3        2,200                  0         0
CHUBB CORP                                    X               7        2,990                  0         0
CHUBB CORP                                    X               7        3,249                  0         0
CHUBB CORP                                    X               7        3,500                  0         0
CHUBB CORP                                    X               7        4,680                  0         0
CHUBB CORP                                    X               7        8,933                  0         0
CHUBB CORP                                    X               3       11,000                  0         0
CHUBB CORP                                    X               4       13,688              1,000       620
CHUBB CORP                                    X               7       19,460                  0         0
CHUBB CORP                                    X               4       90,075                  0     1,446
CHUNGHWA TELECOM CO LTD                       X                            0                 26         0
CHUNGHWA TELECOM CO LTD                       X                            0                 51         0
CHUNGHWA TELECOM CO LTD                       X               5            0                350         0
CHUNGHWA TELECOM CO LTD                       X               7        2,100                  0         0
CHUNGHWA TELECOM CO LTD                       X               5        2,659                  0         0
CHUNGHWA TELECOM CO LTD                       X               5        3,600                  0         0
CHUNGHWA TELECOM CO LTD                       X               5            0              5,899         0
CHUNGHWA TELECOM CO LTD                       X               6       15,600                  0         0
CHUNGHWA TELECOM CO LTD                       X               5            0             25,346         0
CHUNGHWA TELECOM CO LTD                       X               3            0                  0    37,300
CHUNGHWA TELECOM CO LTD                       X               6            0                  0    84,800
CHUNGHWA TELECOM CO LTD                       X               7      110,601                  0         0
CIBER INC                                     X               4       40,000                  0         0
CIENA CORP                                    X               7        4,010                  0         0
CIENA CORP                                    X               3        4,100                  0         0
CIENA CORP                                    X               7        4,500                  0         0
CIENA CORP                                    X               3          300                  0     6,000
CIENA CORP                                    X               7        6,760                  0         0
CIENA CORP                                    X               7       12,400                  0         0
CIENA CORP                                    X               3       29,065                  0         0
CIMAREX ENERGY CO                             X                            0                115         0
CIMAREX ENERGY CO                             X               3          830                  0         0
CIMAREX ENERGY CO                             X               3        1,500                  0         0
CIMAREX ENERGY CO                             X                        1,837                  0         0
CIMAREX ENERGY CO                             X               3       96,725                  0         0
CINCINNATI FINL CORP                          X               7        1,208                  0         0
CINCINNATI FINL CORP                          X               7        1,397                  0         0
CINCINNATI FINL CORP                          X               7        1,659                  0         0
CINCINNATI FINL CORP                          X               7        2,280                  0         0
CINCINNATI FINL CORP                          X               7        2,301                  0         0
CINCINNATI FINL CORP                          X               7        2,867                  0         0
CINCINNATI FINL CORP                          X               3        5,086                  0         0
CINCINNATI FINL CORP                          X               7        8,111                  0         0
CINCINNATI FINL CORP                          X               7       15,457                  0         0
CINERGY CORP                                  X               4          800                  0         0
CINERGY CORP                                  X               3        1,120                  0         0
CINERGY CORP                                  X               7        1,342                  0         0
CINERGY CORP                                  X               7        1,680                  0         0
CINERGY CORP                                  X               7        1,700                  0         0
CINERGY CORP                                  X               7        1,984                  0         0
CINERGY CORP                                  X               4        2,000                  0         0
CINERGY CORP                                  X               7        3,000                  0         0
CINERGY CORP                                  X               7        7,300                  0         0
CINERGY CORP                                  X               7        9,280                  0         0
CINERGY CORP                                  X               7       19,190                  0         0
CINERGY CORP                                  X               3    1,000,000                  0         0
CIRCUIT CITY STORE INC                        X               7        1,400                  0         0
CIRCUIT CITY STORE INC                        X               7        1,570                  0         0
CIRCUIT CITY STORE INC                        X               7        2,110                  0         0
CIRCUIT CITY STORE INC                        X               7        2,900                  0         0
CIRCUIT CITY STORE INC                        X               7        7,629                  0         0
CIRCUIT CITY STORE INC                        X               7       17,000                  0         0
CIRCUIT CITY STORE INC                        X               3       54,171                  0         0
CISCO SYS INC                                 X               1          134                  0         0
CISCO SYS INC                                 X               3        1,495                  0         0
CISCO SYS INC                                 X               7        1,678                  0         0
CISCO SYS INC                                 X               7        2,700                  0         0
CISCO SYS INC                                 X                        2,764                855         0
CISCO SYS INC                                 X               7        4,540                  0         0
CISCO SYS INC                                 X               7        5,950                  0         0
CISCO SYS INC                                 X               7        7,800                  0         0
CISCO SYS INC                                 X               2        8,800                  0         0
CISCO SYS INC                                 X               7        9,150                  0         0
CISCO SYS INC                                 X               7        9,200                  0         0
CISCO SYS INC                                 X               3       10,300                  0         0
CISCO SYS INC                                 X               5       10,950                  0         0
CISCO SYS INC                                 X               3       13,343                  0         0
CISCO SYS INC                                 X               7       15,100                  0         0
CISCO SYS INC                                 X               3       15,810                  0         0
CISCO SYS INC                                 X               7       16,380                  0         0
CISCO SYS INC                                 X               7       16,907                  0         0
CISCO SYS INC                                 X               7       17,850                  0         0
CISCO SYS INC                                 X               7       20,790                  0         0
CISCO SYS INC                                 X               7       21,150                  0         0
CISCO SYS INC                                 X               2       22,208                  0         0
CISCO SYS INC                                 X               7       24,305                  0         0
CISCO SYS INC                                 X               5            0             26,038         0
CISCO SYS INC                                 X                       30,410                  0         0
CISCO SYS INC                                 X                       33,864                  0         0
CISCO SYS INC                                 X               7       42,600                  0         0
CISCO SYS INC                                 X               7       46,891                  0         0
CISCO SYS INC                                 X                       52,000                  0         0
CISCO SYS INC                                 X               7       53,170                  0         0
CISCO SYS INC                                 X               3       54,868                  0         0
CISCO SYS INC                                 X               7       62,684                  0         0
CISCO SYS INC                                 X                       63,259                  0         0
CISCO SYS INC                                 X               7       72,018                  0         0
CISCO SYS INC                                 X               7      100,181                  0         0
CISCO SYS INC                                 X               3      102,255                  0         0
CISCO SYS INC                                 X               7      102,669                  0         0
CISCO SYS INC                                 X               7      133,507                  0         0
CISCO SYS INC                                 X               4      187,282              9,156    49,150
CISCO SYS INC                                 X               5      271,784                  0         0
CISCO SYS INC                                 X               7      278,926                  0         0
CISCO SYS INC                                 X               3      321,387                  0         0
CISCO SYS INC                                 X               3      287,037                  0    72,570
CISCO SYS INC                                 X               3      369,056                  0         0
CISCO SYS INC                                 X               4      468,250                  0    19,374
CISCO SYS INC                                 X               7      608,860                  0         0
CISCO SYS INC                                 X               3      714,501                  0 1,583,376
CINTAS CORP                                   X               3          814                  0         0
CINTAS CORP                                   X               7        1,082                  0         0
CINTAS CORP                                   X               7        1,160                  0         0
CINTAS CORP                                   X               4            0              1,300         0
CINTAS CORP                                   X               7        1,396                  0         0
CINTAS CORP                                   X               7        2,131                  0         0
CINTAS CORP                                   X               7        2,445                  0         0
CINTAS CORP                                   X               7        3,405                  0         0
CINTAS CORP                                   X               7        5,086                  0         0
CINTAS CORP                                   X               7       12,450                  0         0
CITIGROUP INC                                 X               1           95                  0         0
CITIGROUP INC                                 X               3          500                  0         0
CITIGROUP INC                                 X               7        2,100                  0         0
CITIGROUP INC                                 X               7        2,900                  0         0
CITIGROUP INC                                 X               7        3,600                  0         0
CITIGROUP INC                                 X               3        3,632                  0         0
CITIGROUP INC                                 X               7        4,950                  0         0
CITIGROUP INC                                 X               7        7,450                  0         0
CITIGROUP INC                                 X               3        8,007                  0         0
CITIGROUP INC                                 X                        8,850                  0         0
CITIGROUP INC                                 X               5        9,000                  0         0
CITIGROUP INC                                 X                       10,900                  0         0
CITIGROUP INC                                 X               7       14,700                  0         0
CITIGROUP INC                                 X                       14,700                  0         0
CITIGROUP INC                                 X               7       15,000                  0         0
CITIGROUP INC                                 X               7       15,750                  0         0
CITIGROUP INC                                 X                       22,300                  0         0
CITIGROUP INC                                 X               7       28,360                  0         0
CITIGROUP INC                                 X               2       29,275                  0         0
CITIGROUP INC                                 X               5            0             34,590         0
CITIGROUP INC                                 X               2       35,627                  0         0
CITIGROUP INC                                 X               7       37,905                  0         0
CITIGROUP INC                                 X                       40,400                  0         0
CITIGROUP INC                                 X               7       42,940                  0         0
CITIGROUP INC                                 X               7       50,655                  0         0
CITIGROUP INC                                 X               3       54,705                  0         0
CITIGROUP INC                                 X               5            0             64,300         0
CITIGROUP INC                                 X               3       70,441                  0         0
CITIGROUP INC                                 X               7       79,372                  0         0
CITIGROUP INC                                 X               7       82,803                  0         0
CITIGROUP INC                                 X               5            0             83,480         0
CITIGROUP INC                                 X               3       78,239                  0    25,504
CITIGROUP INC                                 X               7      106,462                  0         0
CITIGROUP INC                                 X               3      150,000                  0         0
CITIGROUP INC                                 X               5      180,579                700         0
CITIGROUP INC                                 X               4      143,482             22,512    48,273
CITIGROUP INC                                 X               7      228,387                  0         0
CITIGROUP INC                                 X               7      497,870                  0         0
CITIGROUP INC                                 X               4      548,028                  0   105,771
CITIGROUP INC                                 X               3      689,523                  0    11,218
CITIZENS COMMUNICATIONS CO                    X               3        1,832                  0         0
CITIZENS COMMUNICATIONS CO                    X               3        2,000                  0         0
CITIZENS COMMUNICATIONS CO                    X               7        2,360                  0         0
CITIZENS COMMUNICATIONS CO                    X               7        2,620                  0         0
CITIZENS COMMUNICATIONS CO                    X               7        3,601                  0         0
CITIZENS COMMUNICATIONS CO                    X               7        5,000                  0         0
CITIZENS COMMUNICATIONS CO                    X               7       17,568                  0         0
CITIZENS COMMUNICATIONS CO                    X               7       32,520                  0         0
CITIZENS COMMUNICATIONS CO                    X               2      182,230                  0         0
CITIZENS COMMUNICATIONS CO                    X               3      199,950                  0         0
CITIZENS COMMUNICATIONS CO                    X               3      315,625                  0         0
CITRIX SYS INC                                X               3          570                  0         0
CITRIX SYS INC                                X               3        1,018                  0         0
CITRIX SYS INC                                X               7        1,100                  0         0
CITRIX SYS INC                                X               7        1,340                  0         0
CITRIX SYS INC                                X               7        1,570                  0         0
CITRIX SYS INC                                X               7        2,500                  0         0
CITRIX SYS INC                                X               7        2,500                  0         0
CITRIX SYS INC                                X               3        2,500                  0         0
CITRIX SYS INC                                X               7        2,600                  0         0
CITRIX SYS INC                                X               7        2,900                  0         0
CITRIX SYS INC                                X               7        3,500                  0         0
CITRIX SYS INC                                X                        3,953                  0         0
CITRIX SYS INC                                X               7        6,682                  0         0
CITRIX SYS INC                                X               7       14,700                  0         0
CITY NATL CORP                                X               3          306                  0         0
CITY NATL CORP                                X               7        1,894                  0         0
CITY NATL CORP                                X               7        4,490                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               5           30                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7          400                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               4          500                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7          580                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7          650                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7        1,000                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7        1,900                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7        2,271                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7        3,130                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7        4,073                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7        4,620                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7        5,202                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7        5,259                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7        6,400                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               5            0              6,400         0
CLEAR CHANNEL COMMUNICATIONS                  X               7        8,883                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7       11,387                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               3        9,177                  0     2,282
CLEAR CHANNEL COMMUNICATIONS                  X               7       24,052                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               7       52,000                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X               3      350,300                  0         0
CLOROX CO DEL                                 X               4          200                  0         0
CLOROX CO DEL                                 X               5            0                450         0
CLOROX CO DEL                                 X               3          467                  0         0
CLOROX CO DEL                                 X               7          940                  0         0
CLOROX CO DEL                                 X               7        1,000                  0         0
CLOROX CO DEL                                 X               7        1,132                  0         0
CLOROX CO DEL                                 X               7        1,215                  0         0
CLOROX CO DEL                                 X               7        1,552                  0         0
CLOROX CO DEL                                 X               2        2,000                  0         0
CLOROX CO DEL                                 X               7        2,429                  0         0
CLOROX CO DEL                                 X               7        2,524                  0         0
CLOROX CO DEL                                 X               3        2,600                  0         0
CLOROX CO DEL                                 X                        3,404                  0         0
CLOROX CO DEL                                 X               7        3,471                  0         0
CLOROX CO DEL                                 X               7        5,500                  0         0
CLOROX CO DEL                                 X               4        6,692                  0         0
CLOROX CO DEL                                 X               7        7,533                  0         0
CLOROX CO DEL                                 X               3        9,264                  0         0
CLOROX CO DEL                                 X               7       14,710                  0         0
COACH INC                                     X               4            0                  0        95
COACH INC                                     X               5            0                638         0
COACH INC                                     X               7          670                  0         0
COACH INC                                     X               7          950                  0         0
COACH INC                                     X               2        1,050                  0         0
COACH INC                                     X               7        1,949                  0         0
COACH INC                                     X               7        2,000                  0         0
COACH INC                                     X               5            0              2,400         0
COACH INC                                     X               5            0              2,400         0
COACH INC                                     X               7        2,640                  0         0
COACH INC                                     X               7        3,180                  0         0
COACH INC                                     X               7        3,700                  0         0
COACH INC                                     X               7        4,087                  0         0
COACH INC                                     X               7        5,760                  0         0
COACH INC                                     X               7        6,300                  0         0
COACH INC                                     X               7        8,000                  0         0
COACH INC                                     X               7        8,000                  0         0
COACH INC                                     X               4          160                  0    14,138
COACH INC                                     X               7       17,459                  0         0
COACH INC                                     X                       22,400                  0         0
COACH INC                                     X               7       35,820                  0         0
COACH INC                                     X               7       36,940                  0         0
COACH INC                                     X               7       39,062                  0         0
COACH INC                                     X               7       42,777                  0         0
COACH INC                                     X               3       46,986                  0         0
COCA COLA CO                                  X               1          200                  0         0
COCA COLA CO                                  X               3          280                  0         0
COCA COLA CO                                  X               5          730                  0         0
COCA COLA CO                                  X                        1,000                  0         0
COCA COLA CO                                  X               7        1,100                  0         0
COCA COLA CO                                  X               7        1,200                  0         0
COCA COLA CO                                  X               7        1,700                  0         0
COCA COLA CO                                  X               7        2,200                  0         0
COCA COLA CO                                  X               3        2,920                  0         0
COCA COLA CO                                  X               7        3,300                  0         0
COCA COLA CO                                  X                        3,500                  0         0
COCA COLA CO                                  X               2        3,595                  0         0
COCA COLA CO                                  X               7        5,756                  0         0
COCA COLA CO                                  X               3        5,964                  0         0
COCA COLA CO                                  X               5        6,025                  0         0
COCA COLA CO                                  X               7        6,700                  0         0
COCA COLA CO                                  X               7        7,860                  0         0
COCA COLA CO                                  X               7        8,140                  0         0
COCA COLA CO                                  X               7       15,227                  0         0
COCA COLA CO                                  X               5            0             15,259         0
COCA COLA CO                                  X               7       15,910                  0         0
COCA COLA CO                                  X               7       17,400                  0         0
COCA COLA CO                                  X               7       20,291                  0         0
COCA COLA CO                                  X                       23,977                  0         0
COCA COLA CO                                  X               7       24,186                  0         0
COCA COLA CO                                  X               7       31,607                  0         0
COCA COLA CO                                  X               7       33,318                  0         0
COCA COLA CO                                  X                        3,200             35,440         0
COCA COLA CO                                  X               7       43,845                  0         0
COCA COLA CO                                  X               4       33,454              7,320    25,000
COCA COLA CO                                  X               3       76,780                  0         0
COCA COLA CO                                  X               3       75,400                  0    22,175
COCA COLA CO                                  X               7      105,352                  0         0
COCA COLA CO                                  X               3      110,156                  0    10,056
COCA COLA CO                                  X               4      166,228                  0     5,275
COCA COLA CO                                  X               3      193,159                  0         0
COCA COLA CO                                  X               7      227,340                  0         0
COCA COLA ENTERPRISES INC                     X               5            0                561         0
COCA COLA ENTERPRISES INC                     X               7        2,100                  0         0
COCA COLA ENTERPRISES INC                     X               7        2,200                  0         0
COCA COLA ENTERPRISES INC                     X               3        2,500                  0         0
COCA COLA ENTERPRISES INC                     X               7        2,539                  0         0
COCA COLA ENTERPRISES INC                     X               7        2,560                  0         0
COCA COLA ENTERPRISES INC                     X               7        3,238                  0         0
COCA COLA ENTERPRISES INC                     X               7        5,307                  0         0
COCA COLA ENTERPRISES INC                     X               7        5,593                  0         0
COCA COLA ENTERPRISES INC                     X               3       11,796                  0         0
COCA COLA ENTERPRISES INC                     X               7       16,412                  0         0
COCA COLA ENTERPRISES INC                     X               7       33,640                  0         0
COEUR D ALENE MINES CORP IDA                  X               2          500                  0         0
COEUR D ALENE MINES CORP IDA                  X               3       10,000                  0         0
COEUR D ALENE MINES CORP IDA                  X               3        7,800                  0    13,480
COEUR D ALENE MINES CORP IDA                  X               3      260,000                  0         0
COGNEX CORP                                   X                        1,613                  0         0
COGNEX CORP                                   X               4        6,000                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X               7          650                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X               3          814                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X               7        2,500                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X               7        6,386                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X               4        6,744                470       450
COGNIZANT TECHNOLOGY SOLUTIO                  X               7       11,500                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X               4      105,681                  0     4,629
COGNOS INC                                    X               5            0              2,200         0
COGNOS INC                                    X               2        3,532                  0         0
COLGATE PALMOLIVE CO                          X               3          210                  0         0
COLGATE PALMOLIVE CO                          X               7          400                  0         0
COLGATE PALMOLIVE CO                          X               7          530                  0         0
COLGATE PALMOLIVE CO                          X               7          550                  0         0
COLGATE PALMOLIVE CO                          X               7        1,000                  0         0
COLGATE PALMOLIVE CO                          X               3        1,265                  0         0
COLGATE PALMOLIVE CO                          X               7        1,372                  0         0
COLGATE PALMOLIVE CO                          X               3        1,590                  0         0
COLGATE PALMOLIVE CO                          X               7        1,700                  0         0
COLGATE PALMOLIVE CO                          X                        1,882                  0         0
COLGATE PALMOLIVE CO                          X               7        2,165                  0         0
COLGATE PALMOLIVE CO                          X               3        2,300                  0         0
COLGATE PALMOLIVE CO                          X               7        3,000                  0         0
COLGATE PALMOLIVE CO                          X               7        3,807                  0         0
COLGATE PALMOLIVE CO                          X               5            0              3,900         0
COLGATE PALMOLIVE CO                          X               7        4,400                  0         0
COLGATE PALMOLIVE CO                          X               7        5,177                  0         0
COLGATE PALMOLIVE CO                          X               7        5,517                  0         0
COLGATE PALMOLIVE CO                          X               7        6,400                  0         0
COLGATE PALMOLIVE CO                          X               2        6,709                  0         0
COLGATE PALMOLIVE CO                          X               7        8,385                  0         0
COLGATE PALMOLIVE CO                          X               3        7,567                  0     1,100
COLGATE PALMOLIVE CO                          X               5            0              9,305         0
COLGATE PALMOLIVE CO                          X               7       10,870                  0         0
COLGATE PALMOLIVE CO                          X               3       11,200                  0         0
COLGATE PALMOLIVE CO                          X               5       11,710                  0         0
COLGATE PALMOLIVE CO                          X               7       23,252                  0         0
COLGATE PALMOLIVE CO                          X               4       29,701              6,150     2,800
COLGATE PALMOLIVE CO                          X               7       50,410                  0         0
COLGATE PALMOLIVE CO                          X               4      175,553                  0     3,630
COLONIAL BANCGROUP INC                        X               3          814                  0         0
COLONIAL BANCGROUP INC                        X                        3,600                  0         0
COLONIAL BANCGROUP INC                        X               7        7,786                  0         0
COLONIAL BANCGROUP INC                        X               7       14,600                  0         0
COMCAST CORP NEW                              X               7          900                  0         0
COMCAST CORP NEW                              X               7          900                  0         0
COMCAST CORP NEW                              X                          900                  0         0
COMCAST CORP NEW                              X               7        1,350                  0         0
COMCAST CORP NEW                              X               7        1,480                  0         0
COMCAST CORP NEW                              X               3        1,732                  0         0
COMCAST CORP NEW                              X                        2,123                  0         0
COMCAST CORP NEW                              X               7        2,950                  0         0
COMCAST CORP NEW                              X               7        3,450                  0         0
COMCAST CORP NEW                              X               2        4,211                  0         0
COMCAST CORP NEW                              X               7        4,300                  0         0
COMCAST CORP NEW                              X               3        5,850                  0         0
COMCAST CORP NEW                              X               7        6,510                  0         0
COMCAST CORP NEW                              X               7        7,470                  0         0
COMCAST CORP NEW                              X               5        8,952                  0         0
COMCAST CORP NEW                              X               3       12,687                  0         0
COMCAST CORP NEW                              X               4       10,231              2,876         0
COMCAST CORP NEW                              X               7       14,310                  0         0
COMCAST CORP NEW                              X               3       14,542                  0       194
COMCAST CORP NEW                              X               7       16,142                  0         0
COMCAST CORP NEW                              X               7       18,486                  0         0
COMCAST CORP NEW                              X               7       21,431                  0         0
COMCAST CORP NEW                              X               7       23,302                  0         0
COMCAST CORP NEW                              X               4       21,999                  0     2,111
COMCAST CORP NEW                              X               7       35,100                  0         0
COMCAST CORP NEW                              X               7       45,999                  0         0
COMCAST CORP NEW                              X               7       58,979                  0         0
COMCAST CORP NEW                              X               7      129,130                  0         0
COMCAST CORP NEW                              X               3      138,454                  0       622
COMCAST CORP NEW                              X               3    1,660,435                  0         0
COMCAST CORP NEW                              X                            0                 85         0
COMCAST CORP NEW                              X               5          420                  0         0
COMCAST CORP NEW                              X               7          600                  0         0
COMCAST CORP NEW                              X               7          700                  0         0
COMCAST CORP NEW                              X               7          900                  0         0
COMCAST CORP NEW                              X               3        1,500                  0         0
COMCAST CORP NEW                              X               3        2,070                  0         0
COMCAST CORP NEW                              X               7        2,250                  0         0
COMCAST CORP NEW                              X               2        2,505                  0         0
COMCAST CORP NEW                              X               5            0              2,565         0
COMCAST CORP NEW                              X               5            0             12,000         0
COMCAST CORP NEW                              X               7       14,931                  0         0
COMCAST CORP NEW                              X               4       13,614              2,474     4,180
COMCAST CORP NEW                              X               7       37,230                  0         0
COMCAST CORP NEW                              X               4       51,010                  0     1,790
COMCAST CORP NEW                              X               7       81,090                  0         0
COMERICA INC                                  X               2           30                  0         0
COMERICA INC                                  X               5            0                280         0
COMERICA INC                                  X               7        1,000                  0         0
COMERICA INC                                  X               7        1,138                  0         0
COMERICA INC                                  X               7        1,329                  0         0
COMERICA INC                                  X               7        1,454                  0         0
COMERICA INC                                  X               7        1,622                  0         0
COMERICA INC                                  X               7        2,789                  0         0
COMERICA INC                                  X               7        2,942                  0         0
COMERICA INC                                  X               7        4,261                  0         0
COMERICA INC                                  X               7        8,031                  0         0
COMERICA INC                                  X               7       15,710                  0         0
COMERICA INC                                  X               3       28,588                  0         0
COMERICA INC                                  X               3       37,200                  0         0
COMMERCE BANCORP INC NJ                       X               3          916                  0         0
COMMERCE BANCORP INC NJ                       X               5            0                966         0
COMMERCE BANCORP INC NJ                       X               7        2,200                  0         0
COMMERCE BANCORP INC NJ                       X               5            0              5,500         0
COMMERCE BANCORP INC NJ                       X               7        7,284                  0         0
COMMERCE BANCORP INC NJ                       X               7       14,780                  0         0
COMMERCE BANCSHARES INC                       X               3          407                  0         0
COMMERCE BANCSHARES INC                       X               7          700                  0         0
COMMERCE BANCSHARES INC                       X               7          700                  0         0
COMMERCE BANCSHARES INC                       X               7          950                  0         0
COMMERCE BANCSHARES INC                       X               7        2,693                  0         0
COMMERCE BANCSHARES INC                       X               7        7,002                  0         0
COMMUNITY HEALTH SYS INC NEW                  X               7        2,900                  0         0
COMMUNITY HEALTH SYS INC NEW                  X               7        8,850                  0         0
COMPANHIA ENERGETICA DE MINA                  X               3            0                  0    10,200
COMPANHIA VALE DO RIO DOCE                    X               4          100                  0         0
COMPANHIA VALE DO RIO DOCE                    X               5            0                390         0
COMPANHIA VALE DO RIO DOCE                    X               7        3,290                  0         0
COMPANHIA VALE DO RIO DOCE                    X               7       20,600                  0         0
COMPANHIA VALE DO RIO DOCE                    X               7       32,920                  0         0
COMPANHIA VALE DO RIO DOCE                    X               7       34,420                  0         0
COMPANHIA VALE DO RIO DOCE                    X               3            0                  0    38,800
COMPANHIA VALE DO RIO DOCE                    X                        2,013                  0         0
COMPANHIA VALE DO RIO DOCE                    X               5            0              2,873         0
COMPANHIA VALE DO RIO DOCE                    X                        4,000                  0         0
COMPANHIA VALE DO RIO DOCE                    X               5            0              6,800         0
COMPANHIA VALE DO RIO DOCE                    X               3       17,730                  0         0
COMPANHIA VALE DO RIO DOCE                    X               3       19,260                  0         0
COMPANHIA VALE DO RIO DOCE                    X               3      538,036                  0         0
COMPANHIA DE BEBIDAS DAS AME                  X                            0                 20         0
COMPANHIA DE BEBIDAS DAS AME                  X                            0                 37         0
COMPANHIA DE BEBIDAS DAS AME                  X               5           44                  0         0
COMPANHIA DE BEBIDAS DAS AME                  X               5            0                118         0
COMPANHIA DE BEBIDAS DAS AME                  X               3          800                  0         0
COMPANHIA DE BEBIDAS DAS AME                  X               3            0                  0    10,000
COMPANHIA DE BEBIDAS DAS AME                  X               7       52,500                  0         0
COMPASS BANCSHARES INC                        X               3          764                  0         0
COMPASS BANCSHARES INC                        X               7          880                  0         0
COMPASS BANCSHARES INC                        X               7        1,000                  0         0
COMPASS BANCSHARES INC                        X               7        1,300                  0         0
COMPASS BANCSHARES INC                        X               7        1,700                  0         0
COMPASS BANCSHARES INC                        X               7        1,830                  0         0
COMPASS BANCSHARES INC                        X               7        1,831                  0         0
COMPASS BANCSHARES INC                        X               7        2,000                  0         0
COMPASS BANCSHARES INC                        X               7        4,836                  0         0
COMPASS BANCSHARES INC                        X               7       11,120                  0         0
COMPUTER ASSOC INTL INC                       X                            0                255         0
COMPUTER ASSOC INTL INC                       X               1          260                  0         0
COMPUTER ASSOC INTL INC                       X               7          460                  0         0
COMPUTER ASSOC INTL INC                       X               7          700                  0         0
COMPUTER ASSOC INTL INC                       X               7          950                  0         0
COMPUTER ASSOC INTL INC                       X               7        1,600                  0         0
COMPUTER ASSOC INTL INC                       X               7        1,800                  0         0
COMPUTER ASSOC INTL INC                       X               5            0              2,296         0
COMPUTER ASSOC INTL INC                       X               3        2,297                  0         0
COMPUTER ASSOC INTL INC                       X               7        3,200                  0         0
COMPUTER ASSOC INTL INC                       X               7        3,370                  0         0
COMPUTER ASSOC INTL INC                       X               7        3,930                  0         0
COMPUTER ASSOC INTL INC                       X               7        4,486                  0         0
COMPUTER ASSOC INTL INC                       X               5        4,500                  0         0
COMPUTER ASSOC INTL INC                       X                        5,022                  0         0
COMPUTER ASSOC INTL INC                       X               7        7,549                  0         0
COMPUTER ASSOC INTL INC                       X               7        9,507                  0         0
COMPUTER ASSOC INTL INC                       X               7       20,103                  0         0
COMPUTER ASSOC INTL INC                       X               3       23,302                  0         0
COMPUTER ASSOC INTL INC                       X               7       42,930                  0         0
COMPUTER ASSOC INTL INC                       X               4            0                  0    59,702
COMPUTER SCIENCES CORP                        X               5            0                 90         0
COMPUTER SCIENCES CORP                        X               1           98                  0         0
COMPUTER SCIENCES CORP                        X               7          400                  0         0
COMPUTER SCIENCES CORP                        X               7          500                  0         0
COMPUTER SCIENCES CORP                        X               7          900                  0         0
COMPUTER SCIENCES CORP                        X               7        1,000                  0         0
COMPUTER SCIENCES CORP                        X               7        1,480                  0         0
COMPUTER SCIENCES CORP                        X               7        1,590                  0         0
COMPUTER SCIENCES CORP                        X               7        1,600                  0         0
COMPUTER SCIENCES CORP                        X               7        1,688                  0         0
COMPUTER SCIENCES CORP                        X               7        1,700                  0         0
COMPUTER SCIENCES CORP                        X               3        1,700                  0         0
COMPUTER SCIENCES CORP                        X               7        1,800                  0         0
COMPUTER SCIENCES CORP                        X               5        2,000                  0         0
COMPUTER SCIENCES CORP                        X               7        2,741                  0         0
COMPUTER SCIENCES CORP                        X               7        2,912                  0         0
COMPUTER SCIENCES CORP                        X               7        3,359                  0         0
COMPUTER SCIENCES CORP                        X               7        8,629                  0         0
COMPUTER SCIENCES CORP                        X               7       17,110                  0         0
COMPUTER SCIENCES CORP                        X               3       10,571                  0    30,000
COMPUTER SCIENCES CORP                        X               3       75,249                  0         0
COMPUWARE CORP                                X               3        2,239                  0         0
COMPUWARE CORP                                X               7        2,730                  0         0
COMPUWARE CORP                                X               7        3,060                  0         0
COMPUWARE CORP                                X               7        3,860                  0         0
COMPUWARE CORP                                X               7        5,700                  0         0
COMPUWARE CORP                                X                        7,744                  0         0
COMPUWARE CORP                                X               7       14,961                  0         0
COMPUWARE CORP                                X               7       31,720                  0         0
COMVERSE TECHNOLOGY INC                       X                            0                 80         0
COMVERSE TECHNOLOGY INC                       X               5            0                652         0
COMVERSE TECHNOLOGY INC                       X               7        1,380                  0         0
COMVERSE TECHNOLOGY INC                       X               7        1,550                  0         0
COMVERSE TECHNOLOGY INC                       X               7        2,050                  0         0
COMVERSE TECHNOLOGY INC                       X               7        2,900                  0         0
COMVERSE TECHNOLOGY INC                       X               7        9,429                  0         0
COMVERSE TECHNOLOGY INC                       X               7       19,010                  0         0
COMVERSE TECHNOLOGY INC                       X               3       45,895                  0         0
COMVERSE TECHNOLOGY INC                       X               5        4,000                  0         0
COMVERSE TECHNOLOGY INC                       X               5            0             38,000         0
CONAGRA FOODS INC                             X                            0                220         0
CONAGRA FOODS INC                             X               5          535                  0         0
CONAGRA FOODS INC                             X               7          710                  0         0
CONAGRA FOODS INC                             X               7        1,000                  0         0
CONAGRA FOODS INC                             X               7        1,300                  0         0
CONAGRA FOODS INC                             X               4          450                900       450
CONAGRA FOODS INC                             X               7        2,200                  0         0
CONAGRA FOODS INC                             X               3        2,655                  0         0
CONAGRA FOODS INC                             X               7        3,103                  0         0
CONAGRA FOODS INC                             X               7        3,624                  0         0
CONAGRA FOODS INC                             X               7        3,946                  0         0
CONAGRA FOODS INC                             X               7        4,280                  0         0
CONAGRA FOODS INC                             X               7        5,299                  0         0
CONAGRA FOODS INC                             X               2        6,458                  0         0
CONAGRA FOODS INC                             X               7        8,128                  0         0
CONAGRA FOODS INC                             X               7       12,547                  0         0
CONAGRA FOODS INC                             X               7       25,345                  0         0
CONAGRA FOODS INC                             X               7       51,300                  0         0
CONCORD CAMERA CORP                           X               4            0            509,054         0
CONEXANT SYSTEMS INC                          X               5          500                  0         0
CONEXANT SYSTEMS INC                          X               4          692                  0         0
CONEXANT SYSTEMS INC                          X               3        2,100                  0         0
CONEXANT SYSTEMS INC                          X               3            0                  0     2,688
CONEXANT SYSTEMS INC                          X               2       11,888                  0         0
CONOCOPHILLIPS                                X                            0                110         0
CONOCOPHILLIPS                                X               5            0                200         0
CONOCOPHILLIPS                                X               7          800                  0         0
CONOCOPHILLIPS                                X               6          900                  0         0
CONOCOPHILLIPS                                X               5            0                942         0
CONOCOPHILLIPS                                X               7        1,000                  0         0
CONOCOPHILLIPS                                X               3        1,000                  0         0
CONOCOPHILLIPS                                X               5        1,200                  0         0
CONOCOPHILLIPS                                X               7        1,300                  0         0
CONOCOPHILLIPS                                X               7        2,100                  0         0
CONOCOPHILLIPS                                X               2        3,045                  0         0
CONOCOPHILLIPS                                X               7        3,300                  0         0
CONOCOPHILLIPS                                X               7        3,900                  0         0
CONOCOPHILLIPS                                X               5        4,060                  0         0
CONOCOPHILLIPS                                X               7        4,330                  0         0
CONOCOPHILLIPS                                X               5        4,400                  0         0
CONOCOPHILLIPS                                X               7        5,760                  0         0
CONOCOPHILLIPS                                X               3        6,560                  0         0
CONOCOPHILLIPS                                X               3        7,320                  0         0
CONOCOPHILLIPS                                X               5            0              7,400         0
CONOCOPHILLIPS                                X               7        8,600                  0         0
CONOCOPHILLIPS                                X                        9,054                  0         0
CONOCOPHILLIPS                                X               5            0              9,540         0
CONOCOPHILLIPS                                X               7       10,226                  0         0
CONOCOPHILLIPS                                X               4       10,406                  0       200
CONOCOPHILLIPS                                X               7       11,696                  0         0
CONOCOPHILLIPS                                X               7       13,746                  0         0
CONOCOPHILLIPS                                X               7       13,900                  0         0
CONOCOPHILLIPS                                X               7       22,394                  0         0
CONOCOPHILLIPS                                X               3       24,300                  0         0
CONOCOPHILLIPS                                X               7       29,424                  0         0
CONOCOPHILLIPS                                X               4       14,664                  0    16,665
CONOCOPHILLIPS                                X               7       60,929                  0         0
CONOCOPHILLIPS                                X               3       87,114                  0       480
CONOCOPHILLIPS                                X               7      131,820                  0         0
CONSOL ENERGY INC                             X               5           59                  0         0
CONSOL ENERGY INC                             X               3          509                  0         0
CONSOL ENERGY INC                             X               3        2,300                  0         0
CONSOL ENERGY INC                             X               4        4,000                  0         0
CONSOL ENERGY INC                             X               7        4,241                  0         0
CONSOL ENERGY INC                             X               7        7,900                  0         0
CONSOLIDATED EDISON INC                       X               2          400                  0         0
CONSOLIDATED EDISON INC                       X               7        1,300                  0         0
CONSOLIDATED EDISON INC                       X               7        1,721                  0         0
CONSOLIDATED EDISON INC                       X               7        2,110                  0         0
CONSOLIDATED EDISON INC                       X               7        2,415                  0         0
CONSOLIDATED EDISON INC                       X               7        3,474                  0         0
CONSOLIDATED EDISON INC                       X               2        3,800                  0         0
CONSOLIDATED EDISON INC                       X               7        3,828                  0         0
CONSOLIDATED EDISON INC                       X               7        6,644                  0         0
CONSOLIDATED EDISON INC                       X               7       11,124                  0         0
CONSOLIDATED EDISON INC                       X               3       12,937                  0         0
CONSOLIDATED EDISON INC                       X               7       24,100                  0         0
CONSOLIDATED EDISON INC                       X               4       20,295              3,650     6,050
CONSOLIDATED EDISON INC                       X               4       38,656                  0       300
CONSTELLATION BRANDS INC                      X               7          800                  0         0
CONSTELLATION BRANDS INC                      X               3        1,120                  0         0
CONSTELLATION BRANDS INC                      X               7        1,600                  0         0
CONSTELLATION BRANDS INC                      X               7        1,650                  0         0
CONSTELLATION BRANDS INC                      X               7        2,000                  0         0
CONSTELLATION BRANDS INC                      X               7        2,400                  0         0
CONSTELLATION BRANDS INC                      X               7        2,900                  0         0
CONSTELLATION BRANDS INC                      X               7        3,250                  0         0
CONSTELLATION BRANDS INC                      X               7        5,900                  0         0
CONSTELLATION BRANDS INC                      X               7        9,530                  0         0
CONSTELLATION BRANDS INC                      X               7       16,600                  0         0
CONSTELLATION BRANDS INC                      X               4       25,743              1,480     3,200
CONSTELLATION BRANDS INC                      X               4      323,091                  0    10,094
CONSTELLATION ENERGY GROUP I                  X               4          400                  0         0
CONSTELLATION ENERGY GROUP I                  X               7          900                  0         0
CONSTELLATION ENERGY GROUP I                  X               7        1,100                  0         0
CONSTELLATION ENERGY GROUP I                  X               7        1,311                  0         0
CONSTELLATION ENERGY GROUP I                  X               7        1,540                  0         0
CONSTELLATION ENERGY GROUP I                  X               7        1,771                  0         0
CONSTELLATION ENERGY GROUP I                  X               4        2,100                  0         0
CONSTELLATION ENERGY GROUP I                  X               7        2,950                  0         0
CONSTELLATION ENERGY GROUP I                  X               7        3,032                  0         0
CONSTELLATION ENERGY GROUP I                  X               7        3,700                  0         0
CONSTELLATION ENERGY GROUP I                  X               7        8,231                  0         0
CONSTELLATION ENERGY GROUP I                  X               3       10,089                  0         0
CONSTELLATION ENERGY GROUP I                  X               7       16,810                  0         0
CONVERGYS CORP                                X               5          800                  0         0
CONVERGYS CORP                                X               5            0                825         0
CONVERGYS CORP                                X               7        1,000                  0         0
CONVERGYS CORP                                X               7        1,130                  0         0
CONVERGYS CORP                                X               7        1,400                  0         0
CONVERGYS CORP                                X               7        1,450                  0         0
CONVERGYS CORP                                X               7        2,100                  0         0
CONVERGYS CORP                                X               7        2,200                  0         0
CONVERGYS CORP                                X               3        3,500                  0         0
CONVERGYS CORP                                X               7        5,800                  0         0
CONVERGYS CORP                                X               2       11,943                  0         0
CONVERGYS CORP                                X               7       14,880                  0         0
CONVERGYS CORP                                X               3       18,000                  0       100
COOPER CAMERON CORP                           X               5            0                 76         0
COOPER CAMERON CORP                           X               4          200                  0         0
COOPER CAMERON CORP                           X                        1,839                  0         0
COOPER CAMERON CORP                           X               7        2,094                  0         0
COOPER CAMERON CORP                           X               3          306                  0     2,396
COOPER CAMERON CORP                           X               7        6,150                  0         0
COOPER TIRE & RUBR CO                         X               7          430                  0         0
COOPER TIRE & RUBR CO                         X               7          520                  0         0
COOPER TIRE & RUBR CO                         X               7          590                  0         0
COOPER TIRE & RUBR CO                         X               7        1,100                  0         0
COOPER TIRE & RUBR CO                         X               2       11,426                  0         0
COPART INC                                    X                       10,000                  0         0
CORINTHIAN COLLEGES INC                       X                        1,917                  0         0
CORINTHIAN COLLEGES INC                       X               2       12,150                  0         0
CORNING INC                                   X               3          510                  0         0
CORNING INC                                   X               7          800                  0         0
CORNING INC                                   X               7        1,230                  0         0
CORNING INC                                   X               7        1,400                  0         0
CORNING INC                                   X               5            0              2,100         0
CORNING INC                                   X               5            0              2,209         0
CORNING INC                                   X               7        2,300                  0         0
CORNING INC                                   X               3        3,000                  0         0
CORNING INC                                   X               7        3,950                  0         0
CORNING INC                                   X               2        4,910                  0         0
CORNING INC                                   X               7        5,039                  0         0
CORNING INC                                   X               7        5,500                  0         0
CORNING INC                                   X               7        6,193                  0         0
CORNING INC                                   X                       10,000                  0         0
CORNING INC                                   X               7       10,682                  0         0
CORNING INC                                   X               7       11,050                  0         0
CORNING INC                                   X               7       12,180                  0         0
CORNING INC                                   X                       12,300                  0         0
CORNING INC                                   X               7       14,399                  0         0
CORNING INC                                   X               3       15,000                  0         0
CORNING INC                                   X               4          920                  0    14,893
CORNING INC                                   X               4       14,924              1,200       100
CORNING INC                                   X               7       20,627                  0         0
CORNING INC                                   X               7       23,780                  0         0
CORNING INC                                   X               7       31,639                  0         0
CORNING INC                                   X               5       37,924                  0         0
CORNING INC                                   X               3       45,200                  0         0
CORNING INC                                   X               7       58,460                  0         0
CORNING INC                                   X               7       61,878                  0         0
CORNING INC                                   X               7       62,223                  0         0
CORNING INC                                   X               3       74,029                  0         0
CORNING INC                                   X               3       74,889                  0     5,500
CORNING INC                                   X               7      102,206                  0         0
CORNING INC                                   X               7      139,410                  0         0
CORUS ENTERTAINMENT INC                       X               2       35,760                  0         0
COSTCO WHSL CORP NEW                          X               7          300                  0         0
COSTCO WHSL CORP NEW                          X               7          470                  0         0
COSTCO WHSL CORP NEW                          X               7          500                  0         0
COSTCO WHSL CORP NEW                          X               5          690                  0         0
COSTCO WHSL CORP NEW                          X               7          850                  0         0
COSTCO WHSL CORP NEW                          X               7        1,450                  0         0
COSTCO WHSL CORP NEW                          X               7        2,069                  0         0
COSTCO WHSL CORP NEW                          X               4        3,000                  0         0
COSTCO WHSL CORP NEW                          X               7        3,000                  0         0
COSTCO WHSL CORP NEW                          X               7        3,380                  0         0
COSTCO WHSL CORP NEW                          X               7        4,000                  0         0
COSTCO WHSL CORP NEW                          X               7        4,602                  0         0
COSTCO WHSL CORP NEW                          X               5            0              5,340         0
COSTCO WHSL CORP NEW                          X                        5,500                  0         0
COSTCO WHSL CORP NEW                          X               2        5,835                  0         0
COSTCO WHSL CORP NEW                          X               7        6,630                  0         0
COSTCO WHSL CORP NEW                          X               7        6,978                  0         0
COSTCO WHSL CORP NEW                          X               7        7,809                  0         0
COSTCO WHSL CORP NEW                          X               7       10,141                  0         0
COSTCO WHSL CORP NEW                          X               3       10,121                  0       910
COSTCO WHSL CORP NEW                          X               7       21,323                  0         0
COSTCO WHSL CORP NEW                          X               7       45,430                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               2           55                  0         0
COUNTRYWIDE FINANCIAL CORP                    X                            0                174         0
COUNTRYWIDE FINANCIAL CORP                    X               5            0                278         0
COUNTRYWIDE FINANCIAL CORP                    X               7          400                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7          590                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7          650                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7        1,100                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               5            0              1,436         0
COUNTRYWIDE FINANCIAL CORP                    X               7        1,800                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7        2,290                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7        2,400                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7        3,400                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7        4,218                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               3        4,900                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7        5,010                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7        5,928                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7        6,500                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7        9,692                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7       11,150                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7       13,256                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               6       22,610                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               2       25,410                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               7       26,103                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               4            0                  0    42,870
COUNTRYWIDE FINANCIAL CORP                    X               7       54,858                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               3       53,398                  0     3,390
COUNTRYWIDE FINANCIAL CORP                    X               3       80,670                  0         0
COUNTRYWIDE FINANCIAL CORP                    X               3      147,750                  0         0
COVANCE INC                                   X               2           55                  0         0
COVANCE INC                                   X               4        5,441                560         0
COVANCE INC                                   X               3       50,000                  0         0
COVANCE INC                                   X               4       73,177                  0     2,997
COVENTRY HEALTH CARE INC                      X               7          550                  0         0
COVENTRY HEALTH CARE INC                      X               3          600                  0         0
COVENTRY HEALTH CARE INC                      X               3          611                  0         0
COVENTRY HEALTH CARE INC                      X               7          750                  0         0
COVENTRY HEALTH CARE INC                      X               7          850                  0         0
COVENTRY HEALTH CARE INC                      X               7        1,050                  0         0
COVENTRY HEALTH CARE INC                      X               7        1,600                  0         0
COVENTRY HEALTH CARE INC                      X                        1,910                  0         0
COVENTRY HEALTH CARE INC                      X               7        3,900                  0         0
COVENTRY HEALTH CARE INC                      X               7        4,650                  0         0
COVENTRY HEALTH CARE INC                      X               7        4,789                  0         0
COVENTRY HEALTH CARE INC                      X               7       15,274                  0         0
CP SHIPS LTD                                  X               5          793                  0         0
CP SHIPS LTD                                  X               2       23,515                  0         0
CRANE CO                                      X                        5,083                  0         0
CRANE CO                                      X               4        7,000                  0         0
CREDIT SUISSE GROUP                           X               5          240                  0         0
CREDIT SUISSE GROUP                           X               5            0                810         0
CREDIT SUISSE GROUP                           X               2        5,470                  0         0
CREDIT SUISSE GROUP                           X               4          110                  0     6,458
CROWN CASTLE INTL CORP                        X               5          210                  0         0
CROWN CASTLE INTL CORP                        X               3        1,323                  0         0
CROWN CASTLE INTL CORP                        X               7        8,777                  0         0
CROWN CASTLE INTL CORP                        X               7       19,400                  0         0
CRYSTALLEX INTL CORP                          X               2        5,000                  0         0
CRYSTALLEX INTL CORP                          X               3       10,000                  0         0
CUMMINS INC                                   X               5            0                 78         0
CUMMINS INC                                   X               2          100                  0         0
CUMMINS INC                                   X               3          255                  0         0
CUMMINS INC                                   X               7          300                  0         0
CUMMINS INC                                   X               7          350                  0         0
CUMMINS INC                                   X                          400                  0         0
CUMMINS INC                                   X               4          480                  0         0
CUMMINS INC                                   X               7          490                  0         0
CUMMINS INC                                   X               3          700                  0         0
CUMMINS INC                                   X               7          800                  0         0
CUMMINS INC                                   X               7        2,245                  0         0
CUMMINS INC                                   X               7        3,800                  0         0
CURIS INC                                     X               3            0                  0    26,000
CYBERONICS INC                                X               3        8,500                  0         0
DNP SELECT INCOME FD                          X               4            0                  0     2,295
DNP SELECT INCOME FD                          X               7        7,300                  0         0
DNP SELECT INCOME FD                          X               7       19,360                  0         0
D R HORTON INC                                X               4            0                  0        74
D R HORTON INC                                X               7          530                  0         0
D R HORTON INC                                X               7          750                  0         0
D R HORTON INC                                X                        1,300                  0         0
D R HORTON INC                                X               7        1,323                  0         0
D R HORTON INC                                X               7        1,600                  0         0
D R HORTON INC                                X               7        2,000                  0         0
D R HORTON INC                                X               7        2,300                  0         0
D R HORTON INC                                X               7        2,530                  0         0
D R HORTON INC                                X               7        4,130                  0         0
D R HORTON INC                                X               7        5,600                  0         0
D R HORTON INC                                X               7        7,530                  0         0
D R HORTON INC                                X               3        7,855                  0         0
D R HORTON INC                                X               3        1,300                  0     8,000
D R HORTON INC                                X               7       14,233                  0         0
D R HORTON INC                                X               7       29,593                  0         0
DST SYS INC DEL                               X               4            0                  0       400
DST SYS INC DEL                               X               3          509                  0         0
DST SYS INC DEL                               X               7        1,000                  0         0
DST SYS INC DEL                               X               4            0                  0     2,663
DST SYS INC DEL                               X               7        3,291                  0         0
DST SYS INC DEL                               X               7        8,100                  0         0
DST SYS INC DEL                               X               5            0             15,000         0
DTE ENERGY CO                                 X                            0                130         0
DTE ENERGY CO                                 X               5          335                  0         0
DTE ENERGY CO                                 X               3          569                  0         0
DTE ENERGY CO                                 X               7        1,243                  0         0
DTE ENERGY CO                                 X               7        1,380                  0         0
DTE ENERGY CO                                 X               7        1,423                  0         0
DTE ENERGY CO                                 X               7        1,731                  0         0
DTE ENERGY CO                                 X               7        2,750                  0         0
DTE ENERGY CO                                 X               7        4,600                  0         0
DTE ENERGY CO                                 X               7        8,031                  0         0
DTE ENERGY CO                                 X               7       16,020                  0         0
DTE ENERGY CO                                 X               3      615,000                  0         0
DANA CORP                                     X               2          215                  0         0
DANA CORP                                     X               5            0              1,016         0
DANA CORP                                     X               7        1,050                  0         0
DANA CORP                                     X               7        1,180                  0         0
DANA CORP                                     X               7        1,270                  0         0
DANA CORP                                     X               7        2,169                  0         0
DANA CORP                                     X               3        3,300                  0         0
DANA CORP                                     X               7        4,496                  0         0
DANAHER CORP DEL                              X               4            0                  0        60
DANAHER CORP DEL                              X               5            0                772         0
DANAHER CORP DEL                              X               2          950                  0         0
DANAHER CORP DEL                              X               3        1,174                  0         0
DANAHER CORP DEL                              X               7        1,742                  0         0
DANAHER CORP DEL                              X               7        1,990                  0         0
DANAHER CORP DEL                              X               7        2,298                  0         0
DANAHER CORP DEL                              X               5            0              2,300         0
DANAHER CORP DEL                              X               7        3,864                  0         0
DANAHER CORP DEL                              X               7        3,866                  0         0
DANAHER CORP DEL                              X               3        4,300                  0         0
DANAHER CORP DEL                              X               7        5,634                  0         0
DANAHER CORP DEL                              X               3        3,300                  0     5,090
DANAHER CORP DEL                              X               7       10,426                  0         0
DANAHER CORP DEL                              X               4            0                  0    11,243
DANAHER CORP DEL                              X               7       22,580                  0         0
DARDEN RESTAURANTS INC                        X               5           61                  0         0
DARDEN RESTAURANTS INC                        X               5            0                466         0
DARDEN RESTAURANTS INC                        X               4          500                  0         0
DARDEN RESTAURANTS INC                        X               3          967                  0         0
DARDEN RESTAURANTS INC                        X               7        1,032                  0         0
DARDEN RESTAURANTS INC                        X               7        1,232                  0         0
DARDEN RESTAURANTS INC                        X               7        1,250                  0         0
DARDEN RESTAURANTS INC                        X               3        1,500                  0         0
DARDEN RESTAURANTS INC                        X                        1,800                  0         0
DARDEN RESTAURANTS INC                        X               7        2,397                  0         0
DARDEN RESTAURANTS INC                        X               7        2,400                  0         0
DARDEN RESTAURANTS INC                        X               7        3,593                  0         0
DARDEN RESTAURANTS INC                        X               4        3,600                  0         0
DARDEN RESTAURANTS INC                        X               7        6,133                  0         0
DARDEN RESTAURANTS INC                        X               7       18,230                  0         0
DAVITA INC                                    X               3          560                  0       650
DAVITA INC                                    X               7        3,840                  0         0
DAVITA INC                                    X               7        8,500                  0         0
DEAN FOODS CO NEW                             X               5            0                125         0
DEAN FOODS CO NEW                             X               7        1,712                  0         0
DEAN FOODS CO NEW                             X               5            0              2,803         0
DEAN FOODS CO NEW                             X               7        4,000                  0         0
DEAN FOODS CO NEW                             X               7        6,133                  0         0
DEAN FOODS CO NEW                             X               7       13,520                  0         0
DEAN FOODS CO NEW                             X               7       13,653                  0         0
DEAN FOODS CO NEW                             X               7       15,005                  0         0
DEAN FOODS CO NEW                             X               7       17,369                  0         0
DEAN FOODS CO NEW                             X               3       20,424                  0         0
DEERE & CO                                    X               7          300                  0         0
DEERE & CO                                    X               5            0                350         0
DEERE & CO                                    X               7          400                  0         0
DEERE & CO                                    X               5          555                  0         0
DEERE & CO                                    X               7          600                  0         0
DEERE & CO                                    X               3          650                  0         0
DEERE & CO                                    X               3          700                  0         0
DEERE & CO                                    X               7        1,000                  0         0
DEERE & CO                                    X               7        1,000                  0         0
DEERE & CO                                    X               2        1,385                  0         0
DEERE & CO                                    X               3        1,550                  0         0
DEERE & CO                                    X               7        1,746                  0         0
DEERE & CO                                    X               7        2,060                  0         0
DEERE & CO                                    X               3        2,075                  0         0
DEERE & CO                                    X               7        2,398                  0         0
DEERE & CO                                    X               7        3,972                  0         0
DEERE & CO                                    X               7        5,469                  0         0
DEERE & CO                                    X               7        5,506                  0         0
DEERE & CO                                    X               4        5,006              1,292       750
DEERE & CO                                    X               4        9,490                  0         0
DEERE & CO                                    X               7       11,029                  0         0
DEERE & CO                                    X               3       13,350                  0         0
DEERE & CO                                    X               7       22,550                  0         0
DEERE & CO                                    X               3       22,929                  0     2,789
DEL MONTE FOODS CO                            X               2           65                  0         0
DEL MONTE FOODS CO                            X               3          223                  0         0
DEL MONTE FOODS CO                            X               4          467                  0         0
DEL MONTE FOODS CO                            X               5            0                725         0
DEL MONTE FOODS CO                            X               4            0              1,004         0
DEL MONTE FOODS CO                            X               7        7,000                  0         0
DEL MONTE FOODS CO                            X               7       22,430                  0         0
DEL MONTE FOODS CO                            X               3       55,000                  0         0
DELL INC                                      X               1          114                  0         0
DELL INC                                      X                          800                  0         0
DELL INC                                      X               7        1,050                  0         0
DELL INC                                      X               3        1,745                  0         0
DELL INC                                      X               7        1,760                  0         0
DELL INC                                      X               2        1,870                  0         0
DELL INC                                      X               5            0              1,877         0
DELL INC                                      X               5        2,000                  0         0
DELL INC                                      X               7        2,300                  0         0
DELL INC                                      X               5            0              3,100         0
DELL INC                                      X               7        3,500                  0         0
DELL INC                                      X               7        3,620                  0         0
DELL INC                                      X                        4,400                  0         0
DELL INC                                      X               5            0              5,403         0
DELL INC                                      X               7        5,600                  0         0
DELL INC                                      X               7        5,708                  0         0
DELL INC                                      X               7        6,100                  0         0
DELL INC                                      X                        3,930              2,475         0
DELL INC                                      X               7        6,850                  0         0
DELL INC                                      X               7        8,050                  0         0
DELL INC                                      X               7        8,800                  0         0
DELL INC                                      X               3       12,950                  0         0
DELL INC                                      X               7       17,150                  0         0
DELL INC                                      X               7       17,615                  0         0
DELL INC                                      X               7       20,130                  0         0
DELL INC                                      X               5       20,665                  0         0
DELL INC                                      X                       21,124                  0         0
DELL INC                                      X               7       23,459                  0         0
DELL INC                                      X               7       23,893                  0         0
DELL INC                                      X               6       27,468                  0         0
DELL INC                                      X               2       31,380                  0         0
DELL INC                                      X               7       35,828                  0         0
DELL INC                                      X               7       38,264                  0         0
DELL INC                                      X               7       49,910                  0         0
DELL INC                                      X               3       47,598                  0     3,450
DELL INC                                      X               3       56,610                  0         0
DELL INC                                      X               4       64,626              6,100     8,412
DELL INC                                      X               3       88,231                  0         0
DELL INC                                      X               7      107,062                  0         0
DELL INC                                      X               3      176,371                  0         0
DELL INC                                      X               7      234,250                  0         0
DELL INC                                      X               3      265,793                  0     1,908
DELL INC                                      X               4      293,567                400    33,392
DELL INC                                      X               3    4,754,434                  0         0
DELPHI CORP                                   X               4           69                  0         0
DELPHI CORP                                   X               4            0                838         0
DELPHI CORP                                   X               5            0              2,605         0
DELPHI CORP                                   X               3        3,460                  0       139
DELPHI CORP                                   X               7        4,086                  0         0
DELPHI CORP                                   X               7        4,440                  0         0
DELPHI CORP                                   X               2        5,208                  0         0
DELPHI CORP                                   X               7        5,282                  0         0
DELPHI CORP                                   X               7        8,218                  0         0
DELPHI CORP                                   X               7       22,040                  0         0
DENBURY RES INC                               X                        5,000                  0         0
DELUXE CORP                                   X                            0                150         0
DELUXE CORP                                   X               5          385                  0         0
DELUXE CORP                                   X               3          600                  0         0
DELUXE CORP                                   X               7        1,700                  0         0
DELUXE CORP                                   X               7        4,580                  0         0
DENTSPLY INTL INC NEW                         X               3          458                  0         0
DENTSPLY INTL INC NEW                         X               3            0                  0       600
DENTSPLY INTL INC NEW                         X               7        3,142                  0         0
DENTSPLY INTL INC NEW                         X               2        3,811                  0         0
DENTSPLY INTL INC NEW                         X               4        2,750              1,000     1,500
DENTSPLY INTL INC NEW                         X               7        8,480                  0         0
DENTSPLY INTL INC NEW                         X               4       20,077                  0     2,778
DEUTSCHE TELEKOM AG                           X               3          375                  0         0
DEUTSCHE TELEKOM AG                           X                            0                580         0
DEUTSCHE TELEKOM AG                           X               5        2,930                  0         0
DEUTSCHE TELEKOM AG                           X               2        6,415                  0         0
DEUTSCHE TELEKOM AG                           X               5            0             13,925         0
DEUTSCHE TELEKOM AG                           X               3       54,050                  0         0
DEVELOPERS DIVERSIFIED RLTY                   X               4          250                  0         0
DEVELOPERS DIVERSIFIED RLTY                   X               7        1,700                  0         0
DEVELOPERS DIVERSIFIED RLTY                   X               3            0                  0     1,800
DEVELOPERS DIVERSIFIED RLTY                   X               7        9,300                  0         0
DEVELOPERS DIVERSIFIED RLTY                   X               3       14,500                  0         0
DEVON ENERGY CORP NEW                         X               3          630                  0         0
DEVON ENERGY CORP NEW                         X               7          800                  0         0
DEVON ENERGY CORP NEW                         X               5            0              1,010         0
DEVON ENERGY CORP NEW                         X               7        1,550                  0         0
DEVON ENERGY CORP NEW                         X               4          502                  0     1,083
DEVON ENERGY CORP NEW                         X               2        1,800                  0         0
DEVON ENERGY CORP NEW                         X               7        1,820                  0         0
DEVON ENERGY CORP NEW                         X               7        3,336                  0         0
DEVON ENERGY CORP NEW                         X               7        3,820                  0         0
DEVON ENERGY CORP NEW                         X               7        4,000                  0         0
DEVON ENERGY CORP NEW                         X               3        4,200                  0         0
DEVON ENERGY CORP NEW                         X               7        4,538                  0         0
DEVON ENERGY CORP NEW                         X               7        7,250                  0         0
DEVON ENERGY CORP NEW                         X               3        7,217                  0     1,406
DEVON ENERGY CORP NEW                         X               7        9,550                  0         0
DEVON ENERGY CORP NEW                         X               7       20,510                  0         0
DEVON ENERGY CORP NEW                         X               7       43,400                  0         0
DEVON ENERGY CORP NEW                         X               3       71,508                  0         0
DEX MEDIA INC                                 X               3          662                  0         0
DEX MEDIA INC                                 X               2        2,095                  0         0
DEX MEDIA INC                                 X               7        4,438                  0         0
DEX MEDIA INC                                 X               7        9,800                  0         0
DIAGEO P L C                                  X               5          190                  0         0
DIAGEO P L C                                  X               3          500                  0         0
DIAGEO P L C                                  X               5            0              1,610         0
DIAGEO P L C                                  X               2        2,665                  0         0
DIAGEO P L C                                  X               4        1,267                  0     3,970
DIAMOND OFFSHORE DRILLING IN                  X               2           30                  0         0
DIAMOND OFFSHORE DRILLING IN                  X               3        1,150                  0         0
DIAMOND OFFSHORE DRILLING IN                  X               7        2,543                  0         0
DIAMOND OFFSHORE DRILLING IN                  X                        2,904                  0         0
DIAMOND OFFSHORE DRILLING IN                  X               4        3,000                  0         0
DIAMOND OFFSHORE DRILLING IN                  X               7        6,010                  0         0
DIAMOND OFFSHORE DRILLING IN                  X               3        8,357                  0         0
DIAMOND OFFSHORE DRILLING IN                  X               5        4,000                  0         0
DIAMOND OFFSHORE DRILLING IN                  X               5            0             42,000         0
DIAMONDS TR                                   X               4            0                  0       184
DIAMONDS TR                                   X               5        1,110                  0         0
DIAMONDS TR                                   X               3            0                  0     1,345
DIAMONDS TR                                   X               2        1,889                  0         0
DIAMONDS TR                                   X                        4,800                  0         0
DIAMONDS TR                                   X               3            0                  0     4,943
DIAMONDS TR                                   X                       32,700                  0         0
DIEBOLD INC                                   X               2          350                  0         0
DIEBOLD INC                                   X               7          400                  0         0
DIEBOLD INC                                   X               3          407                  0         0
DIEBOLD INC                                   X               7          480                  0         0
DIEBOLD INC                                   X               7          650                  0         0
DIEBOLD INC                                   X               7        1,620                  0         0
DIEBOLD INC                                   X               7        2,793                  0         0
DIEBOLD INC                                   X               7        7,750                  0         0
DIME CMNTY BANCSHARES                         X               4            0            311,614         0
DIONEX CORP                                   X               4        4,000                  0         0
DIRECTV GROUP INC                             X               4            2                  0         0
DIRECTV GROUP INC                             X               5        1,810                  0         0
DIRECTV GROUP INC                             X               3        2,944                  0         0
DIRECTV GROUP INC                             X               7        3,500                  0         0
DIRECTV GROUP INC                             X               7        3,700                  0         0
DIRECTV GROUP INC                             X               2        5,579                  0         0
DIRECTV GROUP INC                             X               7       10,716                  0         0
DIRECTV GROUP INC                             X               7       47,856                  0         0
DIRECTV GROUP INC                             X               7      100,480                  0         0
DIRECTV GROUP INC                             X               3      136,202                  0         0
DISNEY WALT CO                                X               1           50                  0         0
DISNEY WALT CO                                X               3          270                  0         0
DISNEY WALT CO                                X               7        1,000                  0         0
DISNEY WALT CO                                X               5        1,300                  0         0
DISNEY WALT CO                                X               7        1,550                  0         0
DISNEY WALT CO                                X               7        1,800                  0         0
DISNEY WALT CO                                X                        2,000                  0         0
DISNEY WALT CO                                X               7        3,000                  0         0
DISNEY WALT CO                                X                        3,000                565         0
DISNEY WALT CO                                X               3        3,875                  0         0
DISNEY WALT CO                                X               7        4,000                  0         0
DISNEY WALT CO                                X               7        5,400                  0         0
DISNEY WALT CO                                X               7        5,700                  0         0
DISNEY WALT CO                                X               3        5,980                  0         0
DISNEY WALT CO                                X               7        6,600                  0         0
DISNEY WALT CO                                X               7        6,749                  0         0
DISNEY WALT CO                                X               7        7,940                  0         0
DISNEY WALT CO                                X               5       12,940                  0         0
DISNEY WALT CO                                X               5            0             13,000         0
DISNEY WALT CO                                X               7       14,770                  0         0
DISNEY WALT CO                                X               7       15,900                  0         0
DISNEY WALT CO                                X               7       16,460                  0         0
DISNEY WALT CO                                X               2       16,549                  0         0
DISNEY WALT CO                                X               7       19,502                  0         0
DISNEY WALT CO                                X                       26,900                  0         0
DISNEY WALT CO                                X               3       27,771                  0         1
DISNEY WALT CO                                X               7       31,719                  0         0
DISNEY WALT CO                                X               7       32,258                  0         0
DISNEY WALT CO                                X               3       36,325                  0         0
DISNEY WALT CO                                X               7       44,817                  0         0
DISNEY WALT CO                                X               7       88,523                  0         0
DISNEY WALT CO                                X               4       69,666             14,700    16,000
DISNEY WALT CO                                X               3      101,091                  0         0
DISNEY WALT CO                                X               3       99,491                  0    29,627
DISNEY WALT CO                                X               4      132,927                  0     2,735
DISNEY WALT CO                                X               7      194,850                  0         0
DISNEY WALT CO                                X               5        6,000                  0         0
DISNEY WALT CO                                X               5            0             59,000         0
DISCOVERY HOLDING CO                          X                            0                 28         0
DISCOVERY HOLDING CO                          X               3           61                  0         0
DISCOVERY HOLDING CO                          X               5          115                  0         0
DISCOVERY HOLDING CO                          X               7          180                  0         0
DISCOVERY HOLDING CO                          X               7          190                  0         0
DISCOVERY HOLDING CO                          X               7          274                  0         0
DISCOVERY HOLDING CO                          X               7          305                  0         0
DISCOVERY HOLDING CO                          X               5            0                724         0
DISCOVERY HOLDING CO                          X               7          870                  0         0
DISCOVERY HOLDING CO                          X               4            0                  0       936
DISCOVERY HOLDING CO                          X               7        1,010                  0         0
DISCOVERY HOLDING CO                          X               3        1,343                  0        80
DISCOVERY HOLDING CO                          X               7        1,498                  0         0
DISCOVERY HOLDING CO                          X               4            0                  0     2,015
DISCOVERY HOLDING CO                          X               5            0              2,991         0
DISCOVERY HOLDING CO                          X               3            0                  0     3,234
DISCOVERY HOLDING CO                          X               7        3,765                  0         0
DISCOVERY HOLDING CO                          X               7       11,786                  0         0
DISCOVERY HOLDING CO                          X               7       26,150                  0         0
DOBSON COMMUNICATIONS CORP                    X                       16,091                  0         0
DR REDDYS LABS LTD                            X               6      863,300                  0         0
DOLLAR GEN CORP                               X               2          250                  0         0
DOLLAR GEN CORP                               X               3        1,476                  0         0
DOLLAR GEN CORP                               X               7        2,139                  0         0
DOLLAR GEN CORP                               X               7        2,700                  0         0
DOLLAR GEN CORP                               X               7        3,082                  0         0
DOLLAR GEN CORP                               X               3        3,700                  0         0
DOLLAR GEN CORP                               X               7        4,440                  0         0
DOLLAR GEN CORP                               X               7        4,723                  0         0
DOLLAR GEN CORP                               X                        5,481                  0         0
DOLLAR GEN CORP                               X               7        5,677                  0         0
DOLLAR GEN CORP                               X               7        9,624                  0         0
DOLLAR GEN CORP                               X               7       23,450                  0         0
DOLLAR TREE STORES INC                        X               3          662                  0         0
DOLLAR TREE STORES INC                        X               7        4,438                  0         0
DOLLAR TREE STORES INC                        X                        7,160                  0         0
DOLLAR TREE STORES INC                        X               7       10,640                  0         0
DOLLAR TREE STORES INC                        X               2       11,000                  0         0
DOLLAR TREE STORES INC                        X               3      173,860                  0         0
DOMINION RES INC VA NEW                       X               3          260                  0         0
DOMINION RES INC VA NEW                       X               7          300                  0         0
DOMINION RES INC VA NEW                       X               7          360                  0         0
DOMINION RES INC VA NEW                       X               7          400                  0         0
DOMINION RES INC VA NEW                       X               3          480                  0         0
DOMINION RES INC VA NEW                       X               4          500                  0         0
DOMINION RES INC VA NEW                       X               7          700                  0         0
DOMINION RES INC VA NEW                       X               7        1,200                  0         0
DOMINION RES INC VA NEW                       X               7        1,348                  0         0
DOMINION RES INC VA NEW                       X               7        2,504                  0         0
DOMINION RES INC VA NEW                       X               7        2,800                  0         0
DOMINION RES INC VA NEW                       X               7        2,910                  0         0
DOMINION RES INC VA NEW                       X               7        3,396                  0         0
DOMINION RES INC VA NEW                       X               3        4,271                  0         0
DOMINION RES INC VA NEW                       X               7        4,500                  0         0
DOMINION RES INC VA NEW                       X               7        4,537                  0         0
DOMINION RES INC VA NEW                       X               7        5,493                  0         0
DOMINION RES INC VA NEW                       X               3        5,853                  0         0
DOMINION RES INC VA NEW                       X               7        6,917                  0         0
DOMINION RES INC VA NEW                       X               4        4,083                  0     8,115
DOMINION RES INC VA NEW                       X               7       14,822                  0         0
DOMINION RES INC VA NEW                       X               7       33,640                  0         0
DOMTAR INC                                    X               5            0              1,595         0
DOMTAR INC                                    X               2       68,967                  0         0
DONNELLEY R R & SONS CO                       X               5            0                244         0
DONNELLEY R R & SONS CO                       X               4          280                  0       280
DONNELLEY R R & SONS CO                       X                          615                  0         0
DONNELLEY R R & SONS CO                       X               3        1,323                  0         0
DONNELLEY R R & SONS CO                       X               7        1,510                  0         0
DONNELLEY R R & SONS CO                       X               7        1,700                  0         0
DONNELLEY R R & SONS CO                       X               7        1,730                  0         0
DONNELLEY R R & SONS CO                       X               7        1,987                  0         0
DONNELLEY R R & SONS CO                       X               7        2,300                  0         0
DONNELLEY R R & SONS CO                       X               7        3,150                  0         0
DONNELLEY R R & SONS CO                       X               7        3,500                  0         0
DONNELLEY R R & SONS CO                       X               7        5,800                  0         0
DONNELLEY R R & SONS CO                       X               7        9,977                  0         0
DONNELLEY R R & SONS CO                       X               3       10,000                  0         0
DONNELLEY R R & SONS CO                       X               7       21,240                  0         0
DORAL FINL CORP                               X               3          611                  0         0
DORAL FINL CORP                               X               7        4,189                  0         0
DORAL FINL CORP                               X               7        9,765                  0         0
DOVER CORP                                    X               3          221                  0         0
DOVER CORP                                    X               3          300                  0         0
DOVER CORP                                    X               5            0              1,020         0
DOVER CORP                                    X               7        1,485                  0         0
DOVER CORP                                    X               7        1,610                  0         0
DOVER CORP                                    X               7        1,933                  0         0
DOVER CORP                                    X               7        3,347                  0         0
DOVER CORP                                    X               7        3,416                  0         0
DOVER CORP                                    X               7        4,060                  0         0
DOVER CORP                                    X               4        4,600                  0         0
DOVER CORP                                    X                        5,765                  0         0
DOVER CORP                                    X               7        9,379                  0         0
DOVER CORP                                    X               4        2,500                  0    15,200
DOVER CORP                                    X               7       18,100                  0         0
DOW CHEM CO                                   X                            0                130         0
DOW CHEM CO                                   X               5          290                  0         0
DOW CHEM CO                                   X               7          500                  0         0
DOW CHEM CO                                   X               3          504                  0         0
DOW CHEM CO                                   X               2          700                  0         0
DOW CHEM CO                                   X               7          750                  0         0
DOW CHEM CO                                   X               7          850                  0         0
DOW CHEM CO                                   X               7        1,500                  0         0
DOW CHEM CO                                   X               7        2,500                  0         0
DOW CHEM CO                                   X               7        3,223                  0         0
DOW CHEM CO                                   X               5        3,600                  0         0
DOW CHEM CO                                   X               7        4,280                  0         0
DOW CHEM CO                                   X               2        5,550                  0         0
DOW CHEM CO                                   X                        6,311                  0         0
DOW CHEM CO                                   X               7        7,111                  0         0
DOW CHEM CO                                   X               7        7,850                  0         0
DOW CHEM CO                                   X               7        8,080                  0         0
DOW CHEM CO                                   X               7        9,451                  0         0
DOW CHEM CO                                   X                       11,800                  0         0
DOW CHEM CO                                   X               3       13,877                  0         0
DOW CHEM CO                                   X               7       14,237                  0         0
DOW CHEM CO                                   X               7       15,525                  0         0
DOW CHEM CO                                   X               7       20,712                  0         0
DOW CHEM CO                                   X               3       28,180                  0         0
DOW CHEM CO                                   X               7       41,467                  0         0
DOW CHEM CO                                   X               7       90,940                  0         0
DOW CHEM CO                                   X               3      102,550                  0         0
DOW CHEM CO                                   X               4       83,732             17,619    33,655
DOW CHEM CO                                   X               3      181,530                  0     1,559
DOW CHEM CO                                   X               4      278,756                450    13,509
DOW JONES & CO INC                            X               7          300                  0         0
DOW JONES & CO INC                            X               4          350                  0         0
DOW JONES & CO INC                            X               7          580                  0         0
DOW JONES & CO INC                            X               7          676                  0         0
DOW JONES & CO INC                            X               7          931                  0         0
DOW JONES & CO INC                            X               3        1,000                  0         0
DOW JONES & CO INC                            X               7        1,158                  0         0
DOW JONES & CO INC                            X               7        1,500                  0         0
DOW JONES & CO INC                            X               7        4,010                  0         0
DRDGOLD LTD                                   X               3            0                  0   355,260
DU PONT E I DE NEMOURS & CO                   X               1          210                  0         0
DU PONT E I DE NEMOURS & CO                   X               7          600                  0         0
DU PONT E I DE NEMOURS & CO                   X               7          790                  0         0
DU PONT E I DE NEMOURS & CO                   X               7          900                  0         0
DU PONT E I DE NEMOURS & CO                   X               5        1,300                  0         0
DU PONT E I DE NEMOURS & CO                   X               7        1,600                  0         0
DU PONT E I DE NEMOURS & CO                   X               3        2,100                  0         0
DU PONT E I DE NEMOURS & CO                   X               7        2,464                  0         0
DU PONT E I DE NEMOURS & CO                   X               7        2,750                  0         0
DU PONT E I DE NEMOURS & CO                   X                        3,000                  0         0
DU PONT E I DE NEMOURS & CO                   X               7        3,374                  0         0
DU PONT E I DE NEMOURS & CO                   X               7        4,660                  0         0
DU PONT E I DE NEMOURS & CO                   X               7        7,186                  0         0
DU PONT E I DE NEMOURS & CO                   X               5            0              7,260         0
DU PONT E I DE NEMOURS & CO                   X               3        7,280                  0         0
DU PONT E I DE NEMOURS & CO                   X               7        8,300                  0         0
DU PONT E I DE NEMOURS & CO                   X               2        8,685                  0         0
DU PONT E I DE NEMOURS & CO                   X               7        9,440                  0         0
DU PONT E I DE NEMOURS & CO                   X               7        9,746                  0         0
DU PONT E I DE NEMOURS & CO                   X                       10,500                  0         0
DU PONT E I DE NEMOURS & CO                   X               7       10,832                  0         0
DU PONT E I DE NEMOURS & CO                   X               7       13,024                  0         0
DU PONT E I DE NEMOURS & CO                   X               5       13,455                  0         0
DU PONT E I DE NEMOURS & CO                   X               7       15,994                  0         0
DU PONT E I DE NEMOURS & CO                   X                       16,125                  0         0
DU PONT E I DE NEMOURS & CO                   X               2       18,175                  0         0
DU PONT E I DE NEMOURS & CO                   X               7       21,285                  0         0
DU PONT E I DE NEMOURS & CO                   X               3       33,063                  0       340
DU PONT E I DE NEMOURS & CO                   X               7       43,112                  0         0
DU PONT E I DE NEMOURS & CO                   X               3       50,027                  0         0
DU PONT E I DE NEMOURS & CO                   X               3       57,700                  0         0
DU PONT E I DE NEMOURS & CO                   X               3       79,422                  0     2,884
DU PONT E I DE NEMOURS & CO                   X               4       53,110             19,100    17,100
DU PONT E I DE NEMOURS & CO                   X               7       93,570                  0         0
DU PONT E I DE NEMOURS & CO                   X               4      119,331                  0       500
DUKE ENERGY CORP                              X               4          100                  0         0
DUKE ENERGY CORP                              X               7          700                  0         0
DUKE ENERGY CORP                              X               7          840                  0         0
DUKE ENERGY CORP                              X               7          950                  0         0
DUKE ENERGY CORP                              X               2        1,485                  0         0
DUKE ENERGY CORP                              X               7        1,600                  0         0
DUKE ENERGY CORP                              X               4        1,475                  0       400
DUKE ENERGY CORP                              X               6        2,500                  0         0
DUKE ENERGY CORP                              X               7        3,000                  0         0
DUKE ENERGY CORP                              X               7        3,384                  0         0
DUKE ENERGY CORP                              X               7        3,400                  0         0
DUKE ENERGY CORP                              X               5        5,215                  0         0
DUKE ENERGY CORP                              X               3        5,280                  0         0
DUKE ENERGY CORP                              X               3        5,760                  0         0
DUKE ENERGY CORP                              X               7        6,100                  0         0
DUKE ENERGY CORP                              X               7        6,912                  0         0
DUKE ENERGY CORP                              X               7        7,820                  0         0
DUKE ENERGY CORP                              X               7        8,870                  0         0
DUKE ENERGY CORP                              X               7        9,246                  0         0
DUKE ENERGY CORP                              X               2       12,300                  0         0
DUKE ENERGY CORP                              X               5       13,500                  0         0
DUKE ENERGY CORP                              X               7       14,462                  0         0
DUKE ENERGY CORP                              X               7       14,943                  0         0
DUKE ENERGY CORP                              X               7       19,829                  0         0
DUKE ENERGY CORP                              X               3       36,635                  0         0
DUKE ENERGY CORP                              X               7       41,272                  0         0
DUKE ENERGY CORP                              X               7       90,010                  0         0
DUKE ENERGY CORP                              X               3    3,953,412                  0         0
DUKE REALTY CORP                              X                            0                195         0
DUKE REALTY CORP                              X               5          465                  0         0
DUKE REALTY CORP                              X               7        1,000                  0         0
DUKE REALTY CORP                              X               7        1,040                  0         0
DUKE REALTY CORP                              X               7        1,350                  0         0
DUKE REALTY CORP                              X               4        1,000                  0       400
DUKE REALTY CORP                              X               7        2,000                  0         0
DUKE REALTY CORP                              X               7        2,700                  0         0
DUKE REALTY CORP                              X               7        2,800                  0         0
DUKE REALTY CORP                              X               7        6,740                  0         0
DUKE REALTY CORP                              X               7       13,720                  0         0
DUN & BRADSTREET CORP DEL NE                  X               5            0                175         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          407                  0         0
DUN & BRADSTREET CORP DEL NE                  X               3          450                  0         0
DUN & BRADSTREET CORP DEL NE                  X               7        1,000                  0         0
DUN & BRADSTREET CORP DEL NE                  X               4        1,500                  0         0
DUN & BRADSTREET CORP DEL NE                  X               7        2,693                  0         0
DUN & BRADSTREET CORP DEL NE                  X               7        7,030                  0         0
DYNEGY INC NEW                                X               5          657                  0         0
DYNEGY INC NEW                                X               7        2,670                  0         0
DYNEGY INC NEW                                X               7        3,000                  0         0
DYNEGY INC NEW                                X               3        4,000                  0         0
DYNEGY INC NEW                                X               7        4,080                  0         0
DYNEGY INC NEW                                X               7        5,570                  0         0
DYNEGY INC NEW                                X               2       20,360                  0         0
DYNEGY INC NEW                                X               4       60,144                  0     2,000
DYNEGY INC NEW                                X               4      874,312                  0     6,711
E M C CORP MASS                               X               1          271                  0         0
E M C CORP MASS                               X               2          300                  0         0
E M C CORP MASS                               X               3          400                  0         0
E M C CORP MASS                               X               2          825                  0         0
E M C CORP MASS                               X               7        1,300                  0         0
E M C CORP MASS                               X               7        1,500                  0         0
E M C CORP MASS                               X               7        1,920                  0         0
E M C CORP MASS                               X                        2,000                  0         0
E M C CORP MASS                               X               7        2,200                  0         0
E M C CORP MASS                               X                        2,900                  0         0
E M C CORP MASS                               X               3        3,600                  0         0
E M C CORP MASS                               X               5            0              3,600         0
E M C CORP MASS                               X               7        3,800                  0         0
E M C CORP MASS                               X               7        6,002                  0         0
E M C CORP MASS                               X               7        6,650                  0         0
E M C CORP MASS                               X               7        8,363                  0         0
E M C CORP MASS                               X               7       10,200                  0         0
E M C CORP MASS                               X               5            0             10,500         0
E M C CORP MASS                               X               7       17,420                  0         0
E M C CORP MASS                               X               7       19,930                  0         0
E M C CORP MASS                               X               7       20,110                  0         0
E M C CORP MASS                               X               3       19,072                  0     3,025
E M C CORP MASS                               X               7       23,789                  0         0
E M C CORP MASS                               X                       25,100                  0         0
E M C CORP MASS                               X                       25,815                  0         0
E M C CORP MASS                               X               7       26,548                  0         0
E M C CORP MASS                               X               7       35,699                  0         0
E M C CORP MASS                               X               7       38,862                  0         0
E M C CORP MASS                               X               7       52,684                  0         0
E M C CORP MASS                               X               5       99,243                  0         0
E M C CORP MASS                               X               4       75,549                750    29,085
E M C CORP MASS                               X               7      106,390                  0         0
E M C CORP MASS                               X               3      121,230                  0         0
E M C CORP MASS                               X               3      195,470                  0     8,478
E M C CORP MASS                               X               7      229,050                  0         0
E M C CORP MASS                               X               4      606,735                  0    78,767
ENSCO INTL INC                                X               2           40                  0         0
ENSCO INTL INC                                X                        2,199                  0         0
ENSCO INTL INC                                X               3        5,135                  0       835
ENSCO INTL INC                                X               7        6,884                  0         0
ENSCO INTL INC                                X                       11,200                  0         0
ENSCO INTL INC                                X               7       14,360                  0         0
ENSCO INTL INC                                X               3      192,126                  0         0
ENI S P A                                     X               5           70                  0         0
ENI S P A                                     X               5            0                180         0
ENI S P A                                     X               2        1,215                  0         0
ENI S P A                                     X               4           30                  0     2,402
ENI S P A                                     X               2        7,525                  0         0
EOG RES INC                                   X               7          310                  0         0
EOG RES INC                                   X               7          450                  0         0
EOG RES INC                                   X               7          500                  0         0
EOG RES INC                                   X               5            0              1,040         0
EOG RES INC                                   X               4          600                  0       521
EOG RES INC                                   X               7        1,150                  0         0
EOG RES INC                                   X               7        1,200                  0         0
EOG RES INC                                   X               3        1,200                  0         0
EOG RES INC                                   X               7        1,786                  0         0
EOG RES INC                                   X                        1,834                  0         0
EOG RES INC                                   X               7        2,010                  0         0
EOG RES INC                                   X               7        2,352                  0         0
EOG RES INC                                   X               7        3,000                  0         0
EOG RES INC                                   X               7        3,924                  0         0
EOG RES INC                                   X               7        5,326                  0         0
EOG RES INC                                   X                       11,000                  0         0
EOG RES INC                                   X               7       11,079                  0         0
EOG RES INC                                   X               3       23,035                  0         0
EOG RES INC                                   X               7       23,120                  0         0
E TRADE FINANCIAL CORP                        X               2          500                  0         0
E TRADE FINANCIAL CORP                        X               7        2,640                  0         0
E TRADE FINANCIAL CORP                        X               7        2,950                  0         0
E TRADE FINANCIAL CORP                        X               7        3,850                  0         0
E TRADE FINANCIAL CORP                        X               7        5,423                  0         0
E TRADE FINANCIAL CORP                        X               3        2,540                  0     6,000
E TRADE FINANCIAL CORP                        X               7        8,877                  0         0
E TRADE FINANCIAL CORP                        X               7       17,510                  0         0
E TRADE FINANCIAL CORP                        X               7       33,600                  0         0
EASTERN CO                                    X               4            0             17,325         0
EASTMAN CHEM CO                               X               5            0                201         0
EASTMAN CHEM CO                               X               3          400                  0         0
EASTMAN CHEM CO                               X               3          458                  0         0
EASTMAN CHEM CO                               X               7          550                  0         0
EASTMAN CHEM CO                               X               7          620                  0         0
EASTMAN CHEM CO                               X               7          682                  0         0
EASTMAN CHEM CO                               X               3          900                  0         0
EASTMAN CHEM CO                               X               7        1,178                  0         0
EASTMAN CHEM CO                               X               7        2,492                  0         0
EASTMAN CHEM CO                               X               7        3,042                  0         0
EASTMAN CHEM CO                               X               4        7,821                175         0
EASTMAN CHEM CO                               X               7        8,720                  0         0
EASTMAN CHEM CO                               X               4        4,234                  0     8,343
EASTMAN CHEM CO                               X               3       37,000                  0         0
EASTMAN KODAK CO                              X               5           70                  0         0
EASTMAN KODAK CO                              X               3          300                  0         0
EASTMAN KODAK CO                              X               5            0                370         0
EASTMAN KODAK CO                              X               7          800                  0         0
EASTMAN KODAK CO                              X               3          230                  0     1,000
EASTMAN KODAK CO                              X               7        1,500                  0         0
EASTMAN KODAK CO                              X               3            0                  0     1,600
EASTMAN KODAK CO                              X               7        1,750                  0         0
EASTMAN KODAK CO                              X               7        1,971                  0         0
EASTMAN KODAK CO                              X               7        2,014                  0         0
EASTMAN KODAK CO                              X               7        2,470                  0         0
EASTMAN KODAK CO                              X               7        2,862                  0         0
EASTMAN KODAK CO                              X               4        3,462                  0         0
EASTMAN KODAK CO                              X                        4,000                  0         0
EASTMAN KODAK CO                              X               2        4,340                  0         0
EASTMAN KODAK CO                              X               7        4,723                  0         0
EASTMAN KODAK CO                              X               7        7,581                  0         0
EASTMAN KODAK CO                              X               7       13,270                  0         0
EASTMAN KODAK CO                              X               7       27,600                  0         0
EASTMAN KODAK CO                              X               4        2,750                  0    28,335
EATON CORP                                    X               2           25                  0         0
EATON CORP                                    X               7          400                  0         0
EATON CORP                                    X               7          600                  0         0
EATON CORP                                    X               3          800                  0         0
EATON CORP                                    X               7        1,100                  0         0
EATON CORP                                    X               7        1,150                  0         0
EATON CORP                                    X               7        1,362                  0         0
EATON CORP                                    X               7        1,386                  0         0
EATON CORP                                    X               7        2,182                  0         0
EATON CORP                                    X               4        2,450                  0         0
EATON CORP                                    X               7        2,586                  0         0
EATON CORP                                    X               3          767                  0     1,938
EATON CORP                                    X               5        2,905                  0         0
EATON CORP                                    X               7        3,553                  0         0
EATON CORP                                    X               7        6,000                  0         0
EATON CORP                                    X               7        6,933                  0         0
EATON CORP                                    X               3        9,220                  0         0
EATON CORP                                    X               2       11,400                  0         0
EATON CORP                                    X               7       14,120                  0         0
EATON CORP                                    X               4       26,318                  0     1,100
EATON CORP                                    X               3       43,290                  0         0
EATON CORP                                    X               3       48,883                  0         0
EATON VANCE ENH EQTY INC FD                   X               4            0                  0    11,000
EATON VANCE LTD DUR INCOME F                  X               4            0                  0    11,000
EBAY INC                                      X               4            0                  0       185
EBAY INC                                      X               7          400                  0         0
EBAY INC                                      X               7          780                  0         0
EBAY INC                                      X               7          900                  0         0
EBAY INC                                      X               2          920                  0         0
EBAY INC                                      X               5            0              1,000         0
EBAY INC                                      X                        1,600                  0         0
EBAY INC                                      X               7        1,800                  0         0
EBAY INC                                      X               7        2,267                  0         0
EBAY INC                                      X               3        2,500                  0         0
EBAY INC                                      X               7        2,586                  0         0
EBAY INC                                      X               7        2,600                  0         0
EBAY INC                                      X               7        3,500                  0         0
EBAY INC                                      X               7        3,513                  0         0
EBAY INC                                      X               5            0              7,519         0
EBAY INC                                      X               7        7,680                  0         0
EBAY INC                                      X                        7,903                  0         0
EBAY INC                                      X               7        8,156                  0         0
EBAY INC                                      X               3        8,600                  0         0
EBAY INC                                      X               7        9,210                  0         0
EBAY INC                                      X               7       10,970                  0         0
EBAY INC                                      X               7       11,154                  0         0
EBAY INC                                      X               5       13,458                  0         0
EBAY INC                                      X               7       14,104                  0         0
EBAY INC                                      X               7       17,628                  0         0
EBAY INC                                      X               7       17,813                  0         0
EBAY INC                                      X               3       18,446                  0     3,760
EBAY INC                                      X               7       22,802                  0         0
EBAY INC                                      X               7       22,853                  0         0
EBAY INC                                      X               7       24,908                  0         0
EBAY INC                                      X               4          100                  0    29,381
EBAY INC                                      X               7       44,712                  0         0
EBAY INC                                      X               3       55,832                  0         0
EBAY INC                                      X               7       96,700                  0         0
EBAY INC                                      X               3      129,070                  0       803
ECHOSTAR COMMUNICATIONS NEW                   X               5          270                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X               7        1,100                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X               3        1,323                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X               4            0                  0     1,927
ECHOSTAR COMMUNICATIONS NEW                   X               4        2,000                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X               7        2,400                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X               7        4,071                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X               7       10,277                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X               7       21,890                  0         0
ECOLAB INC                                    X               3          378                  0         0
ECOLAB INC                                    X               7        1,540                  0         0
ECOLAB INC                                    X               7        1,547                  0         0
ECOLAB INC                                    X               3        1,600                  0         0
ECOLAB INC                                    X               7        1,752                  0         0
ECOLAB INC                                    X               7        2,400                  0         0
ECOLAB INC                                    X               7        3,000                  0         0
ECOLAB INC                                    X               7        3,150                  0         0
ECOLAB INC                                    X               7       11,822                  0         0
ECOLAB INC                                    X               7       25,030                  0         0
ECOLAB INC                                    X               4       25,365              6,300     1,000
ECOLAB INC                                    X               4       27,730                120     8,567
EDISON INTL                                   X               7          400                  0         0
EDISON INTL                                   X               7          600                  0         0
EDISON INTL                                   X               7          700                  0         0
EDISON INTL                                   X               7        1,400                  0         0
EDISON INTL                                   X               7        1,500                  0         0
EDISON INTL                                   X               7        2,357                  0         0
EDISON INTL                                   X               7        2,710                  0         0
EDISON INTL                                   X               7        3,215                  0         0
EDISON INTL                                   X               7        4,000                  0         0
EDISON INTL                                   X               7        5,348                  0         0
EDISON INTL                                   X               7        5,816                  0         0
EDISON INTL                                   X               7        7,842                  0         0
EDISON INTL                                   X               7       14,865                  0         0
EDISON INTL                                   X               3       24,700                  0         0
EDISON INTL                                   X               7       30,300                  0         0
EDISON INTL                                   X               3       30,383                  0         0
EDWARDS AG INC                                X               3          458                  0         0
EDWARDS AG INC                                X               7        1,600                  0         0
EDWARDS AG INC                                X               7        2,942                  0         0
EDWARDS AG INC                                X               7        7,370                  0         0
EDWARDS LIFESCIENCES CORP                     X                        2,190                  0         0
EDWARDS LIFESCIENCES CORP                     X               4        1,500              3,500         0
8X8 INC NEW                                   X               3            0                  0    39,365
EL PASO CORP                                  X               3          150                  0         0
EL PASO CORP                                  X               5        2,125                  0         0
EL PASO CORP                                  X               4        2,618                  0         0
EL PASO CORP                                  X               7        3,100                  0         0
EL PASO CORP                                  X               7        3,200                  0         0
EL PASO CORP                                  X               5            0              3,600         0
EL PASO CORP                                  X               7        4,650                  0         0
EL PASO CORP                                  X               3        5,408                  0         0
EL PASO CORP                                  X               7        5,670                  0         0
EL PASO CORP                                  X               7        6,367                  0         0
EL PASO CORP                                  X               3        8,800                  0         0
EL PASO CORP                                  X               7       10,727                  0         0
EL PASO CORP                                  X               2       13,692                  0         0
EL PASO CORP                                  X               7       16,021                  0         0
EL PASO CORP                                  X               7       30,382                  0         0
EL PASO CORP                                  X               3       33,158                  0         0
EL PASO CORP                                  X               7       60,780                  0         0
ELDORADO GOLD CORP NEW                        X               2       20,500                  0         0
ELECTRONIC ARTS INC                           X               7          200                  0         0
ELECTRONIC ARTS INC                           X               7          330                  0         0
ELECTRONIC ARTS INC                           X               7          500                  0         0
ELECTRONIC ARTS INC                           X               7          650                  0         0
ELECTRONIC ARTS INC                           X               7        1,100                  0         0
ELECTRONIC ARTS INC                           X               7        1,150                  0         0
ELECTRONIC ARTS INC                           X               2        1,615                  0         0
ELECTRONIC ARTS INC                           X               3        1,425                  0       250
ELECTRONIC ARTS INC                           X               7        1,800                  0         0
ELECTRONIC ARTS INC                           X               7        2,194                  0         0
ELECTRONIC ARTS INC                           X               7        2,500                  0         0
ELECTRONIC ARTS INC                           X               7        2,722                  0         0
ELECTRONIC ARTS INC                           X               7        2,970                  0         0
ELECTRONIC ARTS INC                           X               5            0              3,318         0
ELECTRONIC ARTS INC                           X               4        3,581                  0         0
ELECTRONIC ARTS INC                           X               7        3,770                  0         0
ELECTRONIC ARTS INC                           X               7        4,961                  0         0
ELECTRONIC ARTS INC                           X                        5,000                  0         0
ELECTRONIC ARTS INC                           X               7        7,189                  0         0
ELECTRONIC ARTS INC                           X               7       14,375                  0         0
ELECTRONIC ARTS INC                           X               7       29,470                  0         0
ELECTRONIC ARTS INC                           X               4       64,606                  0     4,713
ELECTRONIC DATA SYS NEW                       X               2          130                  0         0
ELECTRONIC DATA SYS NEW                       X               1          266                  0         0
ELECTRONIC DATA SYS NEW                       X               5          855                  0         0
ELECTRONIC DATA SYS NEW                       X               4          903                  0         0
ELECTRONIC DATA SYS NEW                       X               3          804                  0       100
ELECTRONIC DATA SYS NEW                       X               5            0              1,855         0
ELECTRONIC DATA SYS NEW                       X               4            0                  0     1,948
ELECTRONIC DATA SYS NEW                       X               7        3,733                  0         0
ELECTRONIC DATA SYS NEW                       X               7        4,450                  0         0
ELECTRONIC DATA SYS NEW                       X               7        5,143                  0         0
ELECTRONIC DATA SYS NEW                       X               2        7,032                  0         0
ELECTRONIC DATA SYS NEW                       X               7        7,469                  0         0
ELECTRONIC DATA SYS NEW                       X               7        7,945                  0         0
ELECTRONIC DATA SYS NEW                       X               7       10,759                  0         0
ELECTRONIC DATA SYS NEW                       X               7       23,896                  0         0
ELECTRONIC DATA SYS NEW                       X               3       26,098                  0         0
ELECTRONIC DATA SYS NEW                       X               7       48,770                  0         0
ELECTRONICS BOUTIQUE HLDGS C                  X                       25,000                  0         0
EMBRAER-EMPRESA BRASILEIRA D                  X               3            0                  0    21,900
EMERSON ELEC CO                               X               3          160                  0         0
EMERSON ELEC CO                               X               7          400                  0         0
EMERSON ELEC CO                               X               7          500                  0         0
EMERSON ELEC CO                               X               7          600                  0         0
EMERSON ELEC CO                               X               5          660                  0         0
EMERSON ELEC CO                               X               7        1,050                  0         0
EMERSON ELEC CO                               X               7        1,080                  0         0
EMERSON ELEC CO                               X               7        1,200                  0         0
EMERSON ELEC CO                               X               5            0              1,300         0
EMERSON ELEC CO                               X               7        2,019                  0         0
EMERSON ELEC CO                               X               5            0              2,200         0
EMERSON ELEC CO                               X               7        2,963                  0         0
EMERSON ELEC CO                               X               7        3,380                  0         0
EMERSON ELEC CO                               X               7        3,500                  0         0
EMERSON ELEC CO                               X                        3,769                  0         0
EMERSON ELEC CO                               X               7        3,967                  0         0
EMERSON ELEC CO                               X               7        4,487                  0         0
EMERSON ELEC CO                               X               7        5,759                  0         0
EMERSON ELEC CO                               X               7        6,657                  0         0
EMERSON ELEC CO                               X               7        7,000                  0         0
EMERSON ELEC CO                               X               2        7,933                  0         0
EMERSON ELEC CO                               X               7        8,731                  0         0
EMERSON ELEC CO                               X               3        8,921                  0         0
EMERSON ELEC CO                               X               3        8,752                  0       260
EMERSON ELEC CO                               X               7       18,415                  0         0
EMERSON ELEC CO                               X               3       20,773                  0         0
EMERSON ELEC CO                               X               4       20,080                  0       700
EMERSON ELEC CO                               X               4       34,931                 60         0
EMERSON ELEC CO                               X               7       38,980                  0         0
ENCANA CORP                                   X               2          800                  0         0
ENCANA CORP                                   X               3        1,500                  0         0
ENCANA CORP                                   X                        1,700                  0         0
ENCANA CORP                                   X               5        4,342                  0         0
ENCANA CORP                                   X               3        9,722                  0         0
ENCANA CORP                                   X               3       69,880                  0         0
ENCANA CORP                                   X               2       73,349                  0         0
ENBRIDGE INC                                  X               2      214,108                  0         0
ENBRIDGE ENERGY PARTNERS L P                  X               4        3,600                  0         0
ENBRIDGE ENERGY MANAGEMENT L                  X                        5,293                  0         0
ENDESA S A                                    X                            0                171         0
ENDESA S A                                    X               2        8,685                  0         0
ENERGY EAST CORP                              X               3          865                  0         0
ENERGY EAST CORP                              X               7        3,437                  0         0
ENERGY EAST CORP                              X               7        5,735                  0         0
ENERGY EAST CORP                              X               7       13,110                  0         0
ENERGY EAST CORP                              X               4       13,951                  0         0
ENERGIZER HLDGS INC                           X               3          458                  0         0
ENERGIZER HLDGS INC                           X               7        1,800                  0         0
ENERGIZER HLDGS INC                           X               7        3,042                  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      149,944                  0         0
ENERSIS S A                                   X               7       56,100                  0         0
ENGELHARD CORP                                X               5           90                  0         0
ENGELHARD CORP                                X               7          880                  0         0
ENGELHARD CORP                                X               7          980                  0         0
ENGELHARD CORP                                X               7        1,300                  0         0
ENGELHARD CORP                                X               7        1,800                  0         0
ENGELHARD CORP                                X                        3,108                  0         0
ENGELHARD CORP                                X               7        4,787                  0         0
ENGELHARD CORP                                X               7       10,130                  0         0
ENGELHARD CORP                                X               3          713                  0    32,000
ENGINEERED SUPPORT SYS INC                    X                       23,000                  0         0
ENTERGY CORP NEW                              X               2           25                  0         0
ENTERGY CORP NEW                              X               7          300                  0         0
ENTERGY CORP NEW                              X               7          350                  0         0
ENTERGY CORP NEW                              X               7        1,000                  0         0
ENTERGY CORP NEW                              X               7        1,000                  0         0
ENTERGY CORP NEW                              X               7        1,443                  0         0
ENTERGY CORP NEW                              X               7        1,700                  0         0
ENTERGY CORP NEW                              X               7        2,049                  0         0
ENTERGY CORP NEW                              X               3        3,049                  0         0
ENTERGY CORP NEW                              X               7        3,232                  0         0
ENTERGY CORP NEW                              X               7        3,823                  0         0
ENTERGY CORP NEW                              X               7        4,877                  0         0
ENTERGY CORP NEW                              X               7        9,329                  0         0
ENTERGY CORP NEW                              X               7       21,100                  0         0
ENTERPRISE PRODS PARTNERS L                   X               3        1,120                  0         0
ENTERPRISE PRODS PARTNERS L                   X               4        3,620                  0         0
ENTERPRISE PRODS PARTNERS L                   X               7        8,580                  0         0
ENTERPRISE PRODS PARTNERS L                   X               7       21,530                  0         0
EQUIFAX INC                                   X               7          500                  0         0
EQUIFAX INC                                   X               7          960                  0         0
EQUIFAX INC                                   X               7        1,080                  0         0
EQUIFAX INC                                   X               7        1,268                  0         0
EQUIFAX INC                                   X               3        1,400                  0         0
EQUIFAX INC                                   X               7        2,000                  0         0
EQUIFAX INC                                   X               7        4,400                  0         0
EQUIFAX INC                                   X               7        5,286                  0         0
EQUIFAX INC                                   X               7        5,600                  0         0
EQUIFAX INC                                   X               3        6,492                  0         0
EQUIFAX INC                                   X               7       12,510                  0         0
EQUITABLE RES INC                             X               3          357                  0         0
EQUITABLE RES INC                             X                        1,962                  0         0
EQUITABLE RES INC                             X               7        2,800                  0         0
EQUITABLE RES INC                             X               7        4,686                  0         0
EQUITABLE RES INC                             X               7       11,600                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               4        1,300                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               7        2,518                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               7        2,700                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               7        2,903                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               7        3,390                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               7        3,986                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               7        6,179                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               7        6,755                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               3        8,850                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               7        9,895                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               5       10,500                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               7       11,000                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               7       38,390                  0         0
EQUITY OFFICE PROPERTIES TRU                  X               3       47,700                  0         0
EQUITY RESIDENTIAL                            X               4        1,000                  0         0
EQUITY RESIDENTIAL                            X               7        2,152                  0         0
EQUITY RESIDENTIAL                            X               7        2,241                  0         0
EQUITY RESIDENTIAL                            X               7        2,420                  0         0
EQUITY RESIDENTIAL                            X               7        2,814                  0         0
EQUITY RESIDENTIAL                            X               7        4,291                  0         0
EQUITY RESIDENTIAL                            X               7        4,396                  0         0
EQUITY RESIDENTIAL                            X               7        8,654                  0         0
EQUITY RESIDENTIAL                            X               7       10,000                  0         0
EQUITY RESIDENTIAL                            X               7       26,160                  0         0
EQUITY RESIDENTIAL                            X               3      100,000                  0         0
ERICSSON L M TEL CO                           X               5          400                  0         0
ERICSSON L M TEL CO                           X               3          206                  0       440
ERICSSON L M TEL CO                           X               2        1,825                  0         0
ERICSSON L M TEL CO                           X                        2,000                  0         0
ERICSSON L M TEL CO                           X               4        3,545                  0         0
ERICSSON L M TEL CO                           X               3        5,000                  0         0
ERICSSON L M TEL CO                           X               5        6,700                  0         0
ERICSSON L M TEL CO                           X                       29,100                  0         0
ERICSSON L M TEL CO                           X               3            0                  0    53,040
ETABLISSEMENTS DELHAIZE FRER                  X               3          300                  0         0
ETABLISSEMENTS DELHAIZE FRER                  X               5          333                  0         0
ETABLISSEMENTS DELHAIZE FRER                  X               2        1,870                  0         0
ETABLISSEMENTS DELHAIZE FRER                  X               4        5,851                  0         0
EVERGREEN SOLAR INC                           X               3       35,000                  0         0
EXELON CORP                                   X               5           60                  0         0
EXELON CORP                                   X               7          500                  0         0
EXELON CORP                                   X               7          600                  0         0
EXELON CORP                                   X               2          627                  0         0
EXELON CORP                                   X               7          650                  0         0
EXELON CORP                                   X               7        1,150                  0         0
EXELON CORP                                   X               7        1,900                  0         0
EXELON CORP                                   X               7        2,368                  0         0
EXELON CORP                                   X               5        4,000                  0         0
EXELON CORP                                   X               2        4,260                  0         0
EXELON CORP                                   X               7        4,620                  0         0
EXELON CORP                                   X                        4,900                  0         0
EXELON CORP                                   X               7        4,994                  0         0
EXELON CORP                                   X               7        5,620                  0         0
EXELON CORP                                   X               7        6,200                  0         0
EXELON CORP                                   X               7        6,504                  0         0
EXELON CORP                                   X               3        9,735                  0         0
EXELON CORP                                   X               7       10,726                  0         0
EXELON CORP                                   X               7       10,759                  0         0
EXELON CORP                                   X               7       15,301                  0         0
EXELON CORP                                   X               7       29,642                  0         0
EXELON CORP                                   X               3       33,723                  0         0
EXELON CORP                                   X               3       46,000                  0         0
EXELON CORP                                   X               3       58,330                  0         0
EXELON CORP                                   X               7       63,240                  0         0
EXELON CORP                                   X               4       52,003              2,850    20,700
EXELON CORP                                   X               3       96,652                  0     4,280
EXELON CORP                                   X               4      230,518                  0     7,892
EXPEDIA INC DEL                               X                           25                  0         0
EXPEDIA INC DEL                               X                          585                  0         0
EXPEDIA INC DEL                               X               3          585                  0         0
EXPEDIA INC DEL                               X               2          960                  0         0
EXPEDIA INC DEL                               X               4        1,665                  0         0
EXPEDIA INC DEL                               X               7        3,638                  0         0
EXPEDIA INC DEL                               X               7       15,964                  0         0
EXPEDIA INC DEL                               X               7       32,290                  0         0
EXPEDIA INC DEL                               X               3       96,312                  0         0
EXPEDIA INC DEL                               X               3      750,000                  0         0
EXPEDITORS INTL WASH INC                      X               7          380                  0         0
EXPEDITORS INTL WASH INC                      X               7          500                  0         0
EXPEDITORS INTL WASH INC                      X               3          611                  0         0
EXPEDITORS INTL WASH INC                      X               7        1,500                  0         0
EXPEDITORS INTL WASH INC                      X               4            0                  0     2,065
EXPEDITORS INTL WASH INC                      X               5            0              2,950         0
EXPEDITORS INTL WASH INC                      X               7        4,989                  0         0
EXPEDITORS INTL WASH INC                      X                        5,000                  0         0
EXPEDITORS INTL WASH INC                      X               7       11,090                  0         0
EXPRESS SCRIPTS INC                           X               4            0                  0       766
EXPRESS SCRIPTS INC                           X               3          916                  0         0
EXPRESS SCRIPTS INC                           X               7        1,100                  0         0
EXPRESS SCRIPTS INC                           X               7        1,220                  0         0
EXPRESS SCRIPTS INC                           X               7        1,400                  0         0
EXPRESS SCRIPTS INC                           X               6        1,800                  0         0
EXPRESS SCRIPTS INC                           X               7        1,976                  0         0
EXPRESS SCRIPTS INC                           X               7        2,200                  0         0
EXPRESS SCRIPTS INC                           X               7        6,784                  0         0
EXPRESS SCRIPTS INC                           X               7       16,000                  0         0
EYETECH PHARMACEUTICALS INC                   X                       11,200                  0         0
EXXON MOBIL CORP                              X               1          200                  0         0
EXXON MOBIL CORP                              X               6          259                  0         0
EXXON MOBIL CORP                              X               3          425                  0         0
EXXON MOBIL CORP                              X               7        2,650                  0         0
EXXON MOBIL CORP                              X                        2,820                 40         0
EXXON MOBIL CORP                              X               5        3,000                  0         0
EXXON MOBIL CORP                              X               7        4,400                  0         0
EXXON MOBIL CORP                              X                        4,800                  0         0
EXXON MOBIL CORP                              X               7        5,937                  0         0
EXXON MOBIL CORP                              X               7        6,050                  0         0
EXXON MOBIL CORP                              X               5            0              6,545         0
EXXON MOBIL CORP                              X               2        6,550                  0         0
EXXON MOBIL CORP                              X               7        9,200                  0         0
EXXON MOBIL CORP                              X                       12,300                  0         0
EXXON MOBIL CORP                              X               2       14,341                  0         0
EXXON MOBIL CORP                              X               5       14,488                  0         0
EXXON MOBIL CORP                              X               7       15,843                  0         0
EXXON MOBIL CORP                              X               7       18,000                  0         0
EXXON MOBIL CORP                              X               7       18,560                  0         0
EXXON MOBIL CORP                              X               7       19,632                  0         0
EXXON MOBIL CORP                              X               3       24,280                  0         0
EXXON MOBIL CORP                              X               5       26,982                  0         0
EXXON MOBIL CORP                              X               3       29,070                  0         0
EXXON MOBIL CORP                              X               3       30,360                  0         0
EXXON MOBIL CORP                              X               7       41,550                  0         0
EXXON MOBIL CORP                              X               3       43,644                  0         0
EXXON MOBIL CORP                              X               7       45,770                  0         0
EXXON MOBIL CORP                              X               7       46,164                  0         0
EXXON MOBIL CORP                              X               7       51,690                  0         0
EXXON MOBIL CORP                              X               7       52,610                  0         0
EXXON MOBIL CORP                              X                       61,032                  0         0
EXXON MOBIL CORP                              X               7       61,935                  0         0
EXXON MOBIL CORP                              X               3       65,270                  0         0
EXXON MOBIL CORP                              X               7       67,296                  0         0
EXXON MOBIL CORP                              X               3       82,749                  0     9,000
EXXON MOBIL CORP                              X               7      101,116                  0         0
EXXON MOBIL CORP                              X               7      132,150                  0         0
EXXON MOBIL CORP                              X               7      279,480                  0         0
EXXON MOBIL CORP                              X               3      317,084                  0         0
EXXON MOBIL CORP                              X               3      554,367                  0    10,909
EXXON MOBIL CORP                              X               7      609,140                  0         0
EXXON MOBIL CORP                              X               4      666,996              5,520    26,662
EXXON MOBIL CORP                              X               4      564,887             93,266   167,271
FMC TECHNOLOGIES INC                          X               4          859                  0         0
FMC TECHNOLOGIES INC                          X               5            0              5,100         0
FPL GROUP INC                                 X               5           80                  0         0
FPL GROUP INC                                 X               5            0                774         0
FPL GROUP INC                                 X               7        1,050                  0         0
FPL GROUP INC                                 X               7        2,000                  0         0
FPL GROUP INC                                 X               7        2,006                  0         0
FPL GROUP INC                                 X               7        2,946                  0         0
FPL GROUP INC                                 X               7        3,290                  0         0
FPL GROUP INC                                 X               7        3,536                  0         0
FPL GROUP INC                                 X               7        3,828                  0         0
FPL GROUP INC                                 X               3        5,371                  0         0
FPL GROUP INC                                 X               7        6,420                  0         0
FPL GROUP INC                                 X               7        7,300                  0         0
FPL GROUP INC                                 X               4        5,440                  0     2,000
FPL GROUP INC                                 X               7        9,632                  0         0
FPL GROUP INC                                 X               7       17,061                  0         0
FPL GROUP INC                                 X               4        6,400              1,200    12,800
FPL GROUP INC                                 X               7       37,780                  0         0
FAIR ISAAC CORP                               X               5            0                220         0
FAIR ISAAC CORP                               X               3          500                  0         0
FAIR ISAAC CORP                               X               3        2,000                  0         0
FAIR ISAAC CORP                               X               7        2,400                  0         0
FAIR ISAAC CORP                               X               2        6,070                  0         0
FAIR ISAAC CORP                               X               7        7,260                  0         0
FAIR ISAAC CORP                               X               5        3,000                  0         0
FAIR ISAAC CORP                               X               5            0             32,000         0
FAIRFAX FINL HLDGS LTD                        X               3          200                  0         0
FAIRFAX FINL HLDGS LTD                        X                          600                  0         0
FAIRFAX FINL HLDGS LTD                        X               5            0              1,075         0
FAIRFAX FINL HLDGS LTD                        X               2        3,598                  0         0
FAIRMONT HOTELS RESORTS INC                   X               5          793                  0         0
FAIRMONT HOTELS RESORTS INC                   X               3        2,325                  0         0
FAIRMONT HOTELS RESORTS INC                   X               2        5,404                  0         0
FALCONBRIDGE LTD NEW 2005                     X               2       40,290                  0         0
FAMILY DLR STORES INC                         X               3        1,018                  0         0
FAMILY DLR STORES INC                         X               7        1,174                  0         0
FAMILY DLR STORES INC                         X               7        1,330                  0         0
FAMILY DLR STORES INC                         X               7        1,411                  0         0
FAMILY DLR STORES INC                         X               7        2,506                  0         0
FAMILY DLR STORES INC                         X                        3,305                  0         0
FAMILY DLR STORES INC                         X               7        3,594                  0         0
FAMILY DLR STORES INC                         X               7        6,582                  0         0
FAMILY DLR STORES INC                         X               7       16,800                  0         0
FASTENAL CO                                   X               3          458                  0         0
FASTENAL CO                                   X               5            0              2,000         0
FASTENAL CO                                   X               7        2,942                  0         0
FASTENAL CO                                   X               7        7,110                  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          395                  0         0
FEDERAL HOME LN MTG CORP                      X               7          400                  0         0
FEDERAL HOME LN MTG CORP                      X               4          500                  0         0
FEDERAL HOME LN MTG CORP                      X               7          540                  0         0
FEDERAL HOME LN MTG CORP                      X               7          650                  0         0
FEDERAL HOME LN MTG CORP                      X               2        1,025                  0         0
FEDERAL HOME LN MTG CORP                      X               7        1,050                  0         0
FEDERAL HOME LN MTG CORP                      X               5            0              1,060         0
FEDERAL HOME LN MTG CORP                      X               7        1,800                  0         0
FEDERAL HOME LN MTG CORP                      X                        2,000                  0         0
FEDERAL HOME LN MTG CORP                      X               7        2,293                  0         0
FEDERAL HOME LN MTG CORP                      X               7        3,220                  0         0
FEDERAL HOME LN MTG CORP                      X               7        5,105                  0         0
FEDERAL HOME LN MTG CORP                      X               5            0              5,400         0
FEDERAL HOME LN MTG CORP                      X               3        5,661                  0         0
FEDERAL HOME LN MTG CORP                      X               4        2,000                  0     3,708
FEDERAL HOME LN MTG CORP                      X               7        5,738                  0         0
FEDERAL HOME LN MTG CORP                      X               7        5,930                  0         0
FEDERAL HOME LN MTG CORP                      X               7        6,679                  0         0
FEDERAL HOME LN MTG CORP                      X               3       10,564                  0         0
FEDERAL HOME LN MTG CORP                      X               7       10,635                  0         0
FEDERAL HOME LN MTG CORP                      X               5            0             11,000         0
FEDERAL HOME LN MTG CORP                      X               7       11,127                  0         0
FEDERAL HOME LN MTG CORP                      X               7       14,173                  0         0
FEDERAL HOME LN MTG CORP                      X               3       28,370                  0         0
FEDERAL HOME LN MTG CORP                      X               7       29,989                  0         0
FEDERAL HOME LN MTG CORP                      X               7       65,270                  0         0
FEDERAL NATL MTG ASSN                         X                           14                  0         0
FEDERAL NATL MTG ASSN                         X                            0                 55         0
FEDERAL NATL MTG ASSN                         X               3          260                  0         0
FEDERAL NATL MTG ASSN                         X               5          340                  0         0
FEDERAL NATL MTG ASSN                         X               7          500                  0         0
FEDERAL NATL MTG ASSN                         X               7          720                  0         0
FEDERAL NATL MTG ASSN                         X               7          850                  0         0
FEDERAL NATL MTG ASSN                         X               3        1,410                  0         0
FEDERAL NATL MTG ASSN                         X               7        1,450                  0         0
FEDERAL NATL MTG ASSN                         X               7        2,500                  0         0
FEDERAL NATL MTG ASSN                         X               7        3,141                  0         0
FEDERAL NATL MTG ASSN                         X               7        3,610                  0         0
FEDERAL NATL MTG ASSN                         X               2        5,341                  0         0
FEDERAL NATL MTG ASSN                         X               7        7,136                  0         0
FEDERAL NATL MTG ASSN                         X               7        7,730                  0         0
FEDERAL NATL MTG ASSN                         X               7        8,160                  0         0
FEDERAL NATL MTG ASSN                         X               5            0              9,000         0
FEDERAL NATL MTG ASSN                         X               2        9,250                  0         0
FEDERAL NATL MTG ASSN                         X               7        9,498                  0         0
FEDERAL NATL MTG ASSN                         X               3       12,600                  0         0
FEDERAL NATL MTG ASSN                         X               7       15,116                  0         0
FEDERAL NATL MTG ASSN                         X               7       15,517                  0         0
FEDERAL NATL MTG ASSN                         X               3       19,040                  0         0
FEDERAL NATL MTG ASSN                         X               7       21,604                  0         0
FEDERAL NATL MTG ASSN                         X               4       22,690                570     7,000
FEDERAL NATL MTG ASSN                         X               7       42,116                  0         0
FEDERAL NATL MTG ASSN                         X               4       28,344                  0    29,605
FEDERAL NATL MTG ASSN                         X               7       91,420                  0         0
FEDERAL NATL MTG ASSN                         X               3    12,003,700                 0         0
FEDERATED DEPT STORES INC DE                  X               5            0                 52         0
FEDERATED DEPT STORES INC DE                  X               7          250                  0         0
FEDERATED DEPT STORES INC DE                  X               4            0                  0       361
FEDERATED DEPT STORES INC DE                  X               4          466                  0         0
FEDERATED DEPT STORES INC DE                  X               7          552                  0         0
FEDERATED DEPT STORES INC DE                  X               7          699                  0         0
FEDERATED DEPT STORES INC DE                  X               7          900                  0         0
FEDERATED DEPT STORES INC DE                  X               7        1,275                  0         0
FEDERATED DEPT STORES INC DE                  X               7        1,881                  0         0
FEDERATED DEPT STORES INC DE                  X               7        2,240                  0         0
FEDERATED DEPT STORES INC DE                  X               3          869                  0     1,395
FEDERATED DEPT STORES INC DE                  X               3        2,500                  0         0
FEDERATED DEPT STORES INC DE                  X               7        2,569                  0         0
FEDERATED DEPT STORES INC DE                  X               7        3,719                  0         0
FEDERATED DEPT STORES INC DE                  X               7        4,326                  0         0
FEDERATED DEPT STORES INC DE                  X               7        5,731                  0         0
FEDERATED DEPT STORES INC DE                  X               7       11,973                  0         0
FEDERATED DEPT STORES INC DE                  X               7       25,164                  0         0
FEDERATED INVS INC PA                         X               7          460                  0         0
FEDERATED INVS INC PA                         X               7          770                  0         0
FEDERATED INVS INC PA                         X               7          890                  0         0
FEDERATED INVS INC PA                         X               7        1,361                  0         0
FEDERATED INVS INC PA                         X               7        1,600                  0         0
FEDERATED INVS INC PA                         X               3            0                  0     1,700
FEDERATED INVS INC PA                         X               7        4,300                  0         0
FEDERATED INVS INC PA                         X               7        6,500                  0         0
FEDEX CORP                                    X               4          100                  0         0
FEDEX CORP                                    X               7          200                  0         0
FEDEX CORP                                    X               7          250                  0         0
FEDEX CORP                                    X               7          320                  0         0
FEDEX CORP                                    X               2          335                  0         0
FEDEX CORP                                    X               5            0                480         0
FEDEX CORP                                    X               7          550                  0         0
FEDEX CORP                                    X               3          600                  0         0
FEDEX CORP                                    X               7          727                  0         0
FEDEX CORP                                    X               7          950                  0         0
FEDEX CORP                                    X               3        1,050                  0         0
FEDEX CORP                                    X               7        1,269                  0         0
FEDEX CORP                                    X               7        2,100                  0         0
FEDEX CORP                                    X               7        2,186                  0         0
FEDEX CORP                                    X               7        2,580                  0         0
FEDEX CORP                                    X                        2,700                  0         0
FEDEX CORP                                    X               7        2,993                  0         0
FEDEX CORP                                    X               7        3,002                  0         0
FEDEX CORP                                    X               3        3,564                  0         0
FEDEX CORP                                    X               7        4,000                  0         0
FEDEX CORP                                    X                        4,132                  0         0
FEDEX CORP                                    X               7        4,507                  0         0
FEDEX CORP                                    X               7        4,898                  0         0
FEDEX CORP                                    X               7        5,986                  0         0
FEDEX CORP                                    X               3        8,077                  0       800
FEDEX CORP                                    X               7       13,273                  0         0
FEDEX CORP                                    X               7       28,310                  0         0
FIDELITY NATL FINL INC                        X               3        1,069                  0         0
FIDELITY NATL FINL INC                        X               7        5,050                  0         0
FIDELITY NATL FINL INC                        X               7        7,931                  0         0
FIDELITY NATL FINL INC                        X               7       18,381                  0         0
FIFTH THIRD BANCORP                           X               4          290                  0         0
FIFTH THIRD BANCORP                           X               7          500                  0         0
FIFTH THIRD BANCORP                           X               3          500                  0         0
FIFTH THIRD BANCORP                           X               5            0                540         0
FIFTH THIRD BANCORP                           X               7          550                  0         0
FIFTH THIRD BANCORP                           X               7          620                  0         0
FIFTH THIRD BANCORP                           X               7        1,150                  0         0
FIFTH THIRD BANCORP                           X               4        1,540                  0         0
FIFTH THIRD BANCORP                           X               7        1,800                  0         0
FIFTH THIRD BANCORP                           X               7        2,354                  0         0
FIFTH THIRD BANCORP                           X               2        2,510                  0         0
FIFTH THIRD BANCORP                           X               3        2,697                  0         0
FIFTH THIRD BANCORP                           X               7        3,140                  0         0
FIFTH THIRD BANCORP                           X               7        3,993                  0         0
FIFTH THIRD BANCORP                           X               7        4,710                  0         0
FIFTH THIRD BANCORP                           X               7        5,339                  0         0
FIFTH THIRD BANCORP                           X               7        7,613                  0         0
FIFTH THIRD BANCORP                           X               7        9,040                  0         0
FIFTH THIRD BANCORP                           X               7       12,001                  0         0
FIFTH THIRD BANCORP                           X               7       24,503                  0         0
FIFTH THIRD BANCORP                           X               7       52,770                  0         0
FIFTH THIRD BANCORP                           X               3    2,000,000                  0         0
FIRST AMERN CORP CALIF                        X               2           70                  0         0
FIRST AMERN CORP CALIF                        X               3          180                  0         0
FIRST AMERN CORP CALIF                        X               3          370                  0         0
FIRST AMERN CORP CALIF                        X               3          509                  0         0
FIRST AMERN CORP CALIF                        X               7        4,691                  0         0
FIRST AMERN CORP CALIF                        X               7        7,800                  0         0
FIRST DATA CORP                               X               2          150                  0         0
FIRST DATA CORP                               X               7          500                  0         0
FIRST DATA CORP                               X               7          500                  0         0
FIRST DATA CORP                               X               7          600                  0         0
FIRST DATA CORP                               X               2          685                  0         0
FIRST DATA CORP                               X               7          700                  0         0
FIRST DATA CORP                               X               7          800                  0         0
FIRST DATA CORP                               X               5          940                  0         0
FIRST DATA CORP                               X               7        1,400                  0         0
FIRST DATA CORP                               X               5        1,745                  0         0
FIRST DATA CORP                               X               7        2,200                  0         0
FIRST DATA CORP                               X               7        2,783                  0         0
FIRST DATA CORP                               X               7        4,150                  0         0
FIRST DATA CORP                               X                        4,200                  0         0
FIRST DATA CORP                               X                        4,640                  0         0
FIRST DATA CORP                               X               7        5,635                  0         0
FIRST DATA CORP                               X               7        6,430                  0         0
FIRST DATA CORP                               X               7        7,655                  0         0
FIRST DATA CORP                               X               3        7,760                  0         0
FIRST DATA CORP                               X               7        7,860                  0         0
FIRST DATA CORP                               X               4        9,501                900     1,100
FIRST DATA CORP                               X               7       12,524                  0         0
FIRST DATA CORP                               X               7       13,969                  0         0
FIRST DATA CORP                               X               3       12,776                  0     2,700
FIRST DATA CORP                               X               7       15,962                  0         0
FIRST DATA CORP                               X               7       33,781                  0         0
FIRST DATA CORP                               X               4       30,142                  0     5,258
FIRST DATA CORP                               X               7       72,870                  0         0
FIRST DATA CORP                               X               3      110,140                  0         0
FIRST HORIZON NATL CORP                       X               5            0                210         0
FIRST HORIZON NATL CORP                       X               3          764                  0         0
FIRST HORIZON NATL CORP                       X               7          893                  0         0
FIRST HORIZON NATL CORP                       X               7          980                  0         0
FIRST HORIZON NATL CORP                       X               7        1,193                  0         0
FIRST HORIZON NATL CORP                       X               7        1,800                  0         0
FIRST HORIZON NATL CORP                       X               7        2,000                  0         0
FIRST HORIZON NATL CORP                       X               7        4,836                  0         0
FIRST HORIZON NATL CORP                       X               4        5,750                  0         0
FIRST HORIZON NATL CORP                       X               4        7,200                  0       400
FIRST HORIZON NATL CORP                       X               7       12,130                  0         0
FIRST MARBLEHEAD CORP                         X               3          400                  0         0
FIRST MARBLEHEAD CORP                         X               3          900                  0         0
FIRST MARBLEHEAD CORP                         X               7        1,100                  0         0
FIRST MARBLEHEAD CORP                         X               7        2,800                  0         0
FIRST MARBLEHEAD CORP                         X               2        5,225                  0         0
FIRST MARBLEHEAD CORP                         X               4       11,725                  0         0
FISERV INC                                    X               7        1,300                  0         0
FISERV INC                                    X               7        1,360                  0         0
FISERV INC                                    X               7        1,400                  0         0
FISERV INC                                    X               7        1,500                  0         0
FISERV INC                                    X               7        1,540                  0         0
FISERV INC                                    X               4            0                  0     1,548
FISERV INC                                    X               7        1,600                  0         0
FISERV INC                                    X               5            0              1,600         0
FISERV INC                                    X               7        1,926                  0         0
FISERV INC                                    X               7        2,774                  0         0
FISERV INC                                    X               7        3,328                  0         0
FISERV INC                                    X               3            0                  0     3,400
FISERV INC                                    X               7        3,826                  0         0
FISERV INC                                    X               2        6,755                  0         0
FISERV INC                                    X               7        9,029                  0         0
FISERV INC                                    X               7       17,710                  0         0
FISERV INC                                    X               3       29,683                  0         0
FIRSTENERGY CORP                              X               4          499                  0         0
FIRSTENERGY CORP                              X               7          500                  0         0
FIRSTENERGY CORP                              X               7          500                  0         0
FIRSTENERGY CORP                              X               4          519                  0         0
FIRSTENERGY CORP                              X               7          700                  0         0
FIRSTENERGY CORP                              X               3        1,230                  0         0
FIRSTENERGY CORP                              X               7        1,685                  0         0
FIRSTENERGY CORP                              X               7        1,800                  0         0
FIRSTENERGY CORP                              X               7        2,467                  0         0
FIRSTENERGY CORP                              X               7        2,710                  0         0
FIRSTENERGY CORP                              X               7        3,198                  0         0
FIRSTENERGY CORP                              X               7        5,069                  0         0
FIRSTENERGY CORP                              X               7        5,397                  0         0
FIRSTENERGY CORP                              X               7        6,000                  0         0
FIRSTENERGY CORP                              X               7        6,953                  0         0
FIRSTENERGY CORP                              X               7       15,270                  0         0
FIRSTENERGY CORP                              X               7       30,160                  0         0
FISHER SCIENTIFIC INTL INC                    X               5            0                156         0
FISHER SCIENTIFIC INTL INC                    X               3          213                  0         0
FISHER SCIENTIFIC INTL INC                    X               7          830                  0         0
FISHER SCIENTIFIC INTL INC                    X                            0              1,000         0
FISHER SCIENTIFIC INTL INC                    X               7        1,010                  0         0
FISHER SCIENTIFIC INTL INC                    X               7        1,140                  0         0
FISHER SCIENTIFIC INTL INC                    X               7        1,700                  0         0
FISHER SCIENTIFIC INTL INC                    X               7        1,800                  0         0
FISHER SCIENTIFIC INTL INC                    X               7        2,000                  0         0
FISHER SCIENTIFIC INTL INC                    X               7        5,787                  0         0
FISHER SCIENTIFIC INTL INC                    X               7       10,600                  0         0
FISHER SCIENTIFIC INTL INC                    X               7       12,997                  0         0
FISHER SCIENTIFIC INTL INC                    X               7       14,459                  0         0
FISHER SCIENTIFIC INTL INC                    X               2       16,490                  0         0
FISHER SCIENTIFIC INTL INC                    X               7       18,199                  0         0
FISHER SCIENTIFIC INTL INC                    X               6       23,783                  0         0
FISHER SCIENTIFIC INTL INC                    X               3       53,440                  0         0
FISHER SCIENTIFIC INTL INC                    X               3      117,317                  0         0
FISHER SCIENTIFIC INTL INC                    X               5        4,000                  0         0
FISHER SCIENTIFIC INTL INC                    X               5            0             40,000         0
FLEXIBLE SOLUTIONS INTL INC                   X               3      101,500                  0         0
FLUOR CORP NEW                                X               5           23                  0         0
FLUOR CORP NEW                                X               4          200                  0         0
FLUOR CORP NEW                                X               4          300                  0         0
FLUOR CORP NEW                                X               3          509                  0         0
FLUOR CORP NEW                                X               2          550                  0         0
FLUOR CORP NEW                                X               7          600                  0         0
FLUOR CORP NEW                                X               7          660                  0         0
FLUOR CORP NEW                                X               7          910                  0         0
FLUOR CORP NEW                                X               7        1,258                  0         0
FLUOR CORP NEW                                X               7        2,042                  0         0
FLUOR CORP NEW                                X               7        4,091                  0         0
FLUOR CORP NEW                                X               7        8,210                  0         0
FLUSHING FINL CORP                            X               4            0            351,202         0
FOOT LOCKER INC                               X               5            0                319         0
FOOT LOCKER INC                               X               3          967                  0         0
FOOT LOCKER INC                               X               4        2,001                  0         0
FOOT LOCKER INC                               X               7        2,400                  0         0
FOOT LOCKER INC                               X               7        6,133                  0         0
FOOT LOCKER INC                               X               7       13,500                  0         0
FORD MTR CO DEL                               X               5        1,000                  0         0
FORD MTR CO DEL                               X               7        1,200                  0         0
FORD MTR CO DEL                               X               7        1,840                  0         0
FORD MTR CO DEL                               X               3        1,860                  0         0
FORD MTR CO DEL                               X               7        2,100                  0         0
FORD MTR CO DEL                               X               4        2,556                  0         0
FORD MTR CO DEL                               X               7        3,650                  0         0
FORD MTR CO DEL                               X               7        5,350                  0         0
FORD MTR CO DEL                               X               5        6,420                  0         0
FORD MTR CO DEL                               X               7        7,502                  0         0
FORD MTR CO DEL                               X               7        8,300                  0         0
FORD MTR CO DEL                               X               4       10,288              1,141         0
FORD MTR CO DEL                               X               7       13,146                  0         0
FORD MTR CO DEL                               X               3       12,289                  0     1,000
FORD MTR CO DEL                               X               7       15,880                  0         0
FORD MTR CO DEL                               X               7       17,722                  0         0
FORD MTR CO DEL                               X               7       18,711                  0         0
FORD MTR CO DEL                               X               2       23,899                  0         0
FORD MTR CO DEL                               X               7       24,050                  0         0
FORD MTR CO DEL                               X               7       30,262                  0         0
FORD MTR CO DEL                               X               5            0             32,360         0
FORD MTR CO DEL                               X               3       33,470                  0         0
FORD MTR CO DEL                               X               7       35,047                  0         0
FORD MTR CO DEL                               X               7       78,706                  0         0
FORD MTR CO DEL                               X               7      167,140                  0         0
FORDING CDN COAL TR                           X               5          135                  0         0
FORDING CDN COAL TR                           X               3            0                  0     1,500
FORDING CDN COAL TR                           X               3        2,000                  0         0
FORDING CDN COAL TR                           X               2        6,780                  0         0
FOREST CITY ENTERPRISES INC                   X               7        3,800                  0         0
FOREST CITY ENTERPRISES INC                   X               7        7,100                  0         0
FOREST LABS INC                               X                            0                 60         0
FOREST LABS INC                               X               4            0                  0        62
FOREST LABS INC                               X               5          316                  0         0
FOREST LABS INC                               X               3          392                  0         0
FOREST LABS INC                               X               7          460                  0         0
FOREST LABS INC                               X               7          650                  0         0
FOREST LABS INC                               X               7          900                  0         0
FOREST LABS INC                               X               7        1,500                  0         0
FOREST LABS INC                               X               7        1,600                  0         0
FOREST LABS INC                               X               5            0              1,900         0
FOREST LABS INC                               X               7        1,990                  0         0
FOREST LABS INC                               X               7        2,448                  0         0
FOREST LABS INC                               X               7        2,830                  0         0
FOREST LABS INC                               X               7        3,318                  0         0
FOREST LABS INC                               X               3        4,200                  0         0
FOREST LABS INC                               X                        5,232                  0         0
FOREST LABS INC                               X               7        5,658                  0         0
FOREST LABS INC                               X               7        6,922                  0         0
FOREST LABS INC                               X               4            0                  0     8,687
FOREST LABS INC                               X               7       16,268                  0         0
FOREST LABS INC                               X               7       33,460                  0         0
FORTUNE BRANDS INC                            X               7          300                  0         0
FORTUNE BRANDS INC                            X               4          500                  0         0
FORTUNE BRANDS INC                            X               7          500                  0         0
FORTUNE BRANDS INC                            X               7          900                  0         0
FORTUNE BRANDS INC                            X               7        1,056                  0         0
FORTUNE BRANDS INC                            X               7        1,240                  0         0
FORTUNE BRANDS INC                            X               7        1,487                  0         0
FORTUNE BRANDS INC                            X               7        2,299                  0         0
FORTUNE BRANDS INC                            X               7        2,423                  0         0
FORTUNE BRANDS INC                            X               3        2,760                  0         0
FORTUNE BRANDS INC                            X               7        3,430                  0         0
FORTUNE BRANDS INC                            X               4        2,655              1,400         0
FORTUNE BRANDS INC                            X               7        6,436                  0         0
FORTUNE BRANDS INC                            X               7       13,110                  0         0
FOUNDATION COAL HLDGS INC                     X                            0                177         0
FOUNDATION COAL HLDGS INC                     X               3        3,000                  0         0
FOUNDATION COAL HLDGS INC                     X               3       10,000                  0         0
FOUR SEASONS HOTEL INC                        X               2          200                  0         0
FOUR SEASONS HOTEL INC                        X                       15,750                  0         0
FRANCE TELECOM                                X               2           80                  0         0
FRANCE TELECOM                                X                            0                140         0
FRANCE TELECOM                                X               5          620                  0         0
FRANCE TELECOM                                X               2        2,785                  0         0
FRANCE TELECOM                                X               5            0              5,173         0
FRANKLIN RES INC                              X               2          200                  0         0
FRANKLIN RES INC                              X               7          300                  0         0
FRANKLIN RES INC                              X               7          900                  0         0
FRANKLIN RES INC                              X               7          900                  0         0
FRANKLIN RES INC                              X               7        1,090                  0         0
FRANKLIN RES INC                              X               7        1,270                  0         0
FRANKLIN RES INC                              X               7        1,455                  0         0
FRANKLIN RES INC                              X               5            0              1,600         0
FRANKLIN RES INC                              X               7        2,360                  0         0
FRANKLIN RES INC                              X               7        2,451                  0         0
FRANKLIN RES INC                              X               7        3,235                  0         0
FRANKLIN RES INC                              X               7        8,733                  0         0
FRANKLIN RES INC                              X               3       18,187                  0         0
FRANKLIN RES INC                              X               7       18,540                  0         0
FRANKLIN RES INC                              X               5        6,000                  0         0
FRANKLIN RES INC                              X               5            0             64,000         0
FREEPORT-MCMORAN COPPER & GO                  X               2          190                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               4          668                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               3          842                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               7          900                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               7          900                  0         0
FREEPORT-MCMORAN COPPER & GO                  X                        1,000                160         0
FREEPORT-MCMORAN COPPER & GO                  X               3        1,300                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               7        1,380                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               7        1,500                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               7        1,810                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               7        2,600                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               7        2,713                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               5            0              2,882         0
FREEPORT-MCMORAN COPPER & GO                  X               7        3,537                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               5        7,752                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               7        8,180                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               7       18,130                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               3       20,853                  0         0
FREEPORT-MCMORAN COPPER & GO                  X               3      197,100                  0         0
FREESCALE SEMICONDUCTOR INC                   X                            0                205         0
FREESCALE SEMICONDUCTOR INC                   X               7        6,800                  0         0
FREESCALE SEMICONDUCTOR INC                   X               7       12,200                  0         0
FREESCALE SEMICONDUCTOR INC                   X               3          231                  0         0
FREESCALE SEMICONDUCTOR INC                   X               5          253                  0         0
FREESCALE SEMICONDUCTOR INC                   X               3          407                  0         0
FREESCALE SEMICONDUCTOR INC                   X               3          458                  0         0
FREESCALE SEMICONDUCTOR INC                   X                          458                  0         0
FREESCALE SEMICONDUCTOR INC                   X               4          277                  0       228
FREESCALE SEMICONDUCTOR INC                   X               2          726                  0         0
FREESCALE SEMICONDUCTOR INC                   X               7          874                  0         0
FREESCALE SEMICONDUCTOR INC                   X               5        2,650                  0         0
FREESCALE SEMICONDUCTOR INC                   X               3        2,666                  0        72
FREESCALE SEMICONDUCTOR INC                   X               7        2,828                  0         0
FREESCALE SEMICONDUCTOR INC                   X               7        3,265                  0         0
FREESCALE SEMICONDUCTOR INC                   X               4        1,464                320     1,854
FREESCALE SEMICONDUCTOR INC                   X               7        3,827                  0         0
FREESCALE SEMICONDUCTOR INC                   X               7        6,050                  0         0
FREESCALE SEMICONDUCTOR INC                   X               7        9,082                  0         0
FREESCALE SEMICONDUCTOR INC                   X               7       11,900                  0         0
FREESCALE SEMICONDUCTOR INC                   X               3       14,737                  0       148
FREESCALE SEMICONDUCTOR INC                   X               3       20,372                  0         0
FREESCALE SEMICONDUCTOR INC                   X               7       24,740                  0         0
FRIEDMAN BILLINGS RAMSEY GRO                  X                            0                260         0
FRIEDMAN BILLINGS RAMSEY GRO                  X               3            0                  0       787
FRIEDMAN BILLINGS RAMSEY GRO                  X               7       12,500                  0         0
FUJI PHOTO FILM LTD                           X               5        1,300                  0         0
FUJI PHOTO FILM LTD                           X               5            0              7,770         0
FUJI PHOTO FILM LTD                           X               2        8,165                  0         0
FULTON FINL CORP PA                           X               3          891                  0         0
FULTON FINL CORP PA                           X               7        5,859                  0         0
FULTON FINL CORP PA                           X               7       13,125                  0         0
GALLAGHER ARTHUR J & CO                       X               3          560                  0         0
GALLAGHER ARTHUR J & CO                       X               7        3,640                  0         0
GALLAGHER ARTHUR J & CO                       X               7        9,930                  0         0
GANNETT INC                                   X               3          210                  0         0
GANNETT INC                                   X               7          250                  0         0
GANNETT INC                                   X               5            0                310         0
GANNETT INC                                   X               2          350                  0         0
GANNETT INC                                   X               7          700                  0         0
GANNETT INC                                   X               7          700                  0         0
GANNETT INC                                   X               5            0                846         0
GANNETT INC                                   X               3          950                  0         0
GANNETT INC                                   X               7        1,392                  0         0
GANNETT INC                                   X               2        1,525                  0         0
GANNETT INC                                   X               7        1,786                  0         0
GANNETT INC                                   X               7        1,960                  0         0
GANNETT INC                                   X               7        2,413                  0         0
GANNETT INC                                   X               7        4,015                  0         0
GANNETT INC                                   X               7        4,188                  0         0
GANNETT INC                                   X               7        5,440                  0         0
GANNETT INC                                   X               7        6,500                  0         0
GANNETT INC                                   X               3            0                  0     7,260
GANNETT INC                                   X               4        8,750                  0       800
GANNETT INC                                   X               7       10,679                  0         0
GANNETT INC                                   X               3       13,388                  0         0
GANNETT INC                                   X               3       17,700                  0         0
GANNETT INC                                   X               4       14,654                  0     3,800
GANNETT INC                                   X               7       23,340                  0         0
GAP INC DEL                                   X               5            0                210         0
GAP INC DEL                                   X               7          500                  0         0
GAP INC DEL                                   X               7          620                  0         0
GAP INC DEL                                   X               4          800                  0         0
GAP INC DEL                                   X               2          885                  0         0
GAP INC DEL                                   X               7          950                  0         0
GAP INC DEL                                   X               5            0                990         0
GAP INC DEL                                   X               7        1,250                  0         0
GAP INC DEL                                   X               4        1,500                  0         0
GAP INC DEL                                   X               5            0              1,620         0
GAP INC DEL                                   X               7        2,400                  0         0
GAP INC DEL                                   X               7        2,500                  0         0
GAP INC DEL                                   X               7        3,400                  0         0
GAP INC DEL                                   X               5        4,000                  0         0
GAP INC DEL                                   X               7        4,199                  0         0
GAP INC DEL                                   X               7        4,900                  0         0
GAP INC DEL                                   X               7        5,558                  0         0
GAP INC DEL                                   X                        5,879                  0         0
GAP INC DEL                                   X               7        8,895                  0         0
GAP INC DEL                                   X               7        9,622                  0         0
GAP INC DEL                                   X               5       12,750                  0         0
GAP INC DEL                                   X               7       16,074                  0         0
GAP INC DEL                                   X               7       33,681                  0         0
GAP INC DEL                                   X               7       62,930                  0         0
GAP INC DEL                                   X               3        3,689                  0    60,000
GATEWAY INC                                   X               1          193                  0         0
GATEWAY INC                                   X               3            0                  0       500
GATEWAY INC                                   X               5        1,000                  0         0
GATEWAY INC                                   X               3            0                  0     1,200
GATEWAY INC                                   X               7        1,900                  0         0
GATEWAY INC                                   X               7        2,610                  0         0
GATEWAY INC                                   X               7        2,950                  0         0
GATEWAY INC                                   X               5            0              3,535         0
GATEWAY INC                                   X               7        5,500                  0         0
GATEWAY INC                                   X               5       13,000                  0         0
GATEWAY INC                                   X               3    6,000,000                  0         0
GEHL CO                                       X               3            0                  0    30,000
GENAERA CORP                                  X               3            0                  0    20,000
GENENTECH INC                                 X                            0                 45         0
GENENTECH INC                                 X               4            0                  0        55
GENENTECH INC                                 X               7          200                  0         0
GENENTECH INC                                 X               7          270                  0         0
GENENTECH INC                                 X               7          320                  0         0
GENENTECH INC                                 X               7          350                  0         0
GENENTECH INC                                 X               2          400                  0         0
GENENTECH INC                                 X               5            0                791         0
GENENTECH INC                                 X               7        1,200                  0         0
GENENTECH INC                                 X               7        1,360                  0         0
GENENTECH INC                                 X               3        1,400                  0         0
GENENTECH INC                                 X               7        1,600                  0         0
GENENTECH INC                                 X               3          300                  0     2,000
GENENTECH INC                                 X               7        2,900                  0         0
GENENTECH INC                                 X               5            0              2,900         0
GENENTECH INC                                 X                        3,420                  0         0
GENENTECH INC                                 X               7        6,272                  0         0
GENENTECH INC                                 X               4          635                  0     7,778
GENENTECH INC                                 X               3        3,651                  0     6,300
GENENTECH INC                                 X               5       11,563                  0         0
GENENTECH INC                                 X               7       18,812                  0         0
GENENTECH INC                                 X               7       39,440                  0         0
GENERAL DYNAMICS CORP                         X               3          170                  0         0
GENERAL DYNAMICS CORP                         X               4          200                  0         0
GENERAL DYNAMICS CORP                         X               7          200                  0         0
GENERAL DYNAMICS CORP                         X               7          200                  0         0
GENERAL DYNAMICS CORP                         X               7          350                  0         0
GENERAL DYNAMICS CORP                         X               7          700                  0         0
GENERAL DYNAMICS CORP                         X               3          800                  0         0
GENERAL DYNAMICS CORP                         X               7          827                  0         0
GENERAL DYNAMICS CORP                         X               7        1,491                  0         0
GENERAL DYNAMICS CORP                         X               3        1,600                  0         0
GENERAL DYNAMICS CORP                         X               7        1,680                  0         0
GENERAL DYNAMICS CORP                         X               7        2,014                  0         0
GENERAL DYNAMICS CORP                         X               7        2,500                  0         0
GENERAL DYNAMICS CORP                         X                        2,600                  0         0
GENERAL DYNAMICS CORP                         X               7        2,770                  0         0
GENERAL DYNAMICS CORP                         X               7        3,245                  0         0
GENERAL DYNAMICS CORP                         X               7        4,505                  0         0
GENERAL DYNAMICS CORP                         X               7        8,833                  0         0
GENERAL DYNAMICS CORP                         X               3       17,469                  0         0
GENERAL DYNAMICS CORP                         X               7       19,260                  0         0
GENERAL ELEC CO                               X               1          115                  0         0
GENERAL ELEC CO                               X               7        3,713                  0         0
GENERAL ELEC CO                               X               7        4,200                  0         0
GENERAL ELEC CO                               X               5        5,000                  0         0
GENERAL ELEC CO                               X               3        5,750                  0         0
GENERAL ELEC CO                               X               7        5,900                  0         0
GENERAL ELEC CO                               X                        7,200                  0         0
GENERAL ELEC CO                               X               7        7,300                  0         0
GENERAL ELEC CO                               X               3        8,554                  0         0
GENERAL ELEC CO                               X                        9,600                  0         0
GENERAL ELEC CO                               X                        9,500                430         0
GENERAL ELEC CO                               X               7       10,000                  0         0
GENERAL ELEC CO                               X               7       15,100                  0         0
GENERAL ELEC CO                               X               3       18,074                  0         0
GENERAL ELEC CO                               X                       21,012                  0         0
GENERAL ELEC CO                               X                       22,093                  0         0
GENERAL ELEC CO                               X               7       29,850                  0         0
GENERAL ELEC CO                               X               7       30,301                  0         0
GENERAL ELEC CO                               X               7       31,020                  0         0
GENERAL ELEC CO                               X               5       31,300                  0         0
GENERAL ELEC CO                               X               7       33,041                  0         0
GENERAL ELEC CO                               X               7       38,498                  0         0
GENERAL ELEC CO                               X               5            0             42,035         0
GENERAL ELEC CO                               X               3       60,137                  0         0
GENERAL ELEC CO                               X               2       60,687                  0         0
GENERAL ELEC CO                               X               7       62,070                  0         0
GENERAL ELEC CO                               X                       63,000                  0         0
GENERAL ELEC CO                               X               5            0             65,217         0
GENERAL ELEC CO                               X               7       77,660                  0         0
GENERAL ELEC CO                               X               3       83,315                  0         0
GENERAL ELEC CO                               X               7       88,140                  0         0
GENERAL ELEC CO                               X               3       93,694                  0         0
GENERAL ELEC CO                               X               7      103,817                  0         0
GENERAL ELEC CO                               X               2      110,550                  0         0
GENERAL ELEC CO                               X               5            0            113,300         0
GENERAL ELEC CO                               X               3      117,576                  0         0
GENERAL ELEC CO                               X               7      157,328                  0         0
GENERAL ELEC CO                               X               7      169,765                  0         0
GENERAL ELEC CO                               X               3      136,521                  0    41,341
GENERAL ELEC CO                               X               7      221,410                  0         0
GENERAL ELEC CO                               X               5      307,143                  0         0
GENERAL ELEC CO                               X               7      463,604                  0         0
GENERAL ELEC CO                               X               3      671,716                  0         0
GENERAL ELEC CO                               X               7    1,011,490                  0         0
GENERAL ELEC CO                               X               4      687,238            146,568   229,427
GENERAL ELEC CO                               X               4    1,073,753                700    80,782
GENERAL ELEC CO                               X               3    1,134,690                  0    55,243
GENERAL GROWTH PPTYS INC                      X               7        1,655                  0         0
GENERAL GROWTH PPTYS INC                      X               7        3,445                  0         0
GENERAL GROWTH PPTYS INC                      X               7        6,500                  0         0
GENERAL GROWTH PPTYS INC                      X               3            0                  0     7,100
GENERAL GROWTH PPTYS INC                      X               7       24,442                  0         0
GENERAL MLS INC                               X               5            0                180         0
GENERAL MLS INC                               X               7          350                  0         0
GENERAL MLS INC                               X               7          520                  0         0
GENERAL MLS INC                               X               7          950                  0         0
GENERAL MLS INC                               X                        1,393                  0         0
GENERAL MLS INC                               X               7        1,550                  0         0
GENERAL MLS INC                               X               4        1,600                  0         0
GENERAL MLS INC                               X               7        2,020                  0         0
GENERAL MLS INC                               X               2        2,364                  0         0
GENERAL MLS INC                               X                        2,400                  0         0
GENERAL MLS INC                               X               7        2,628                  0         0
GENERAL MLS INC                               X               7        2,913                  0         0
GENERAL MLS INC                               X               7        3,592                  0         0
GENERAL MLS INC                               X               7        4,477                  0         0
GENERAL MLS INC                               X               7        6,002                  0         0
GENERAL MLS INC                               X               7        7,899                  0         0
GENERAL MLS INC                               X               3        8,485                  0         0
GENERAL MLS INC                               X               7       16,670                  0         0
GENERAL MLS INC                               X               7       34,630                  0         0
GENERAL MLS INC                               X               4       93,525                  0         0
GENERAL MTRS CORP                             X               1          105                  0         0
GENERAL MTRS CORP                             X               3          175                  0         0
GENERAL MTRS CORP                             X               7          500                  0         0
GENERAL MTRS CORP                             X               5          550                  0         0
GENERAL MTRS CORP                             X               7          660                  0         0
GENERAL MTRS CORP                             X               5            0                840         0
GENERAL MTRS CORP                             X               4          918                  0         0
GENERAL MTRS CORP                             X               7        1,000                  0         0
GENERAL MTRS CORP                             X               7        1,100                  0         0
GENERAL MTRS CORP                             X               5        1,125                  0         0
GENERAL MTRS CORP                             X               7        1,900                  0         0
GENERAL MTRS CORP                             X               7        3,000                  0         0
GENERAL MTRS CORP                             X               7        3,219                  0         0
GENERAL MTRS CORP                             X               7        4,079                  0         0
GENERAL MTRS CORP                             X               7        4,870                  0         0
GENERAL MTRS CORP                             X               7        5,447                  0         0
GENERAL MTRS CORP                             X               3        6,240                  0       400
GENERAL MTRS CORP                             X               7        9,227                  0         0
GENERAL MTRS CORP                             X               4        7,680              1,200       800
GENERAL MTRS CORP                             X               2       11,069                  0         0
GENERAL MTRS CORP                             X               7       12,156                  0         0
GENERAL MTRS CORP                             X               3       23,843                  0       250
GENERAL MTRS CORP                             X               7       25,403                  0         0
GENERAL MTRS CORP                             X               3       28,438                  0         0
GENERAL MTRS CORP                             X               7       52,850                  0         0
GENERAL MTRS CORP                             X                        4,300                  0         0
GENERAL MTRS CORP                             X               5       10,000                  0         0
GENTEX CORP                                   X               5            0                236         0
GENTEX CORP                                   X                        1,891                  0         0
GENTEX CORP                                   X               7        8,300                  0         0
GENTEX CORP                                   X               7       15,100                  0         0
GENTA INC                                     X               5       16,000                  0         0
GENUINE PARTS CO                              X               5            0                224         0
GENUINE PARTS CO                              X               4          227                  0         0
GENUINE PARTS CO                              X               3        1,069                  0         0
GENUINE PARTS CO                              X               7        1,245                  0         0
GENUINE PARTS CO                              X               7        1,380                  0         0
GENUINE PARTS CO                              X               7        1,400                  0         0
GENUINE PARTS CO                              X               7        1,743                  0         0
GENUINE PARTS CO                              X                        2,085                  0         0
GENUINE PARTS CO                              X               2        2,745                  0         0
GENUINE PARTS CO                              X               7        2,746                  0         0
GENUINE PARTS CO                              X               7        2,987                  0         0
GENUINE PARTS CO                              X               7        3,900                  0         0
GENUINE PARTS CO                              X               7        3,924                  0         0
GENUINE PARTS CO                              X               7        7,731                  0         0
GENUINE PARTS CO                              X               7       18,370                  0         0
GENWORTH FINL INC                             X               2           50                  0         0
GENWORTH FINL INC                             X               5            0                 63         0
GENWORTH FINL INC                             X               3          865                  0         0
GENWORTH FINL INC                             X               7        4,500                  0         0
GENWORTH FINL INC                             X               7       10,535                  0         0
GENWORTH FINL INC                             X               7       21,400                  0         0
GENWORTH FINL INC                             X               4            0                  0    31,772
GENZYME CORP                                  X                            0                 65         0
GENZYME CORP                                  X               5            0                204         0
GENZYME CORP                                  X               7          250                  0         0
GENZYME CORP                                  X               5          370                  0         0
GENZYME CORP                                  X               7          400                  0         0
GENZYME CORP                                  X               7          450                  0         0
GENZYME CORP                                  X               7          700                  0         0
GENZYME CORP                                  X               4           75                  0       645
GENZYME CORP                                  X               7        1,052                  0         0
GENZYME CORP                                  X               7        1,400                  0         0
GENZYME CORP                                  X               7        1,854                  0         0
GENZYME CORP                                  X               7        2,150                  0         0
GENZYME CORP                                  X               7        2,462                  0         0
GENZYME CORP                                  X               7        2,500                  0         0
GENZYME CORP                                  X               7        3,745                  0         0
GENZYME CORP                                  X               7        4,170                  0         0
GENZYME CORP                                  X               7        5,980                  0         0
GENZYME CORP                                  X               7       11,726                  0         0
GENZYME CORP                                  X               3       18,564                  0         0
GENZYME CORP                                  X               7       24,010                  0         0
GEORGIA PAC CORP                              X               5            0                245         0
GEORGIA PAC CORP                              X               4          400                  0         0
GEORGIA PAC CORP                              X               7        1,100                  0         0
GEORGIA PAC CORP                              X               7        1,350                  0         0
GEORGIA PAC CORP                              X               3        1,500                  0         0
GEORGIA PAC CORP                              X                        1,550                  0         0
GEORGIA PAC CORP                              X               3        1,578                  0         0
GEORGIA PAC CORP                              X               7        1,880                  0         0
GEORGIA PAC CORP                              X               7        2,240                  0         0
GEORGIA PAC CORP                              X               7        2,656                  0         0
GEORGIA PAC CORP                              X               7        4,177                  0         0
GEORGIA PAC CORP                              X               7        4,319                  0         0
GEORGIA PAC CORP                              X               7        7,717                  0         0
GEORGIA PAC CORP                              X               4        5,200              1,200     2,900
GEORGIA PAC CORP                              X               7       11,922                  0         0
GEORGIA PAC CORP                              X               7       23,160                  0         0
GETTY IMAGES INC                              X               3          255                  0         0
GETTY IMAGES INC                              X               7        1,745                  0         0
GETTY IMAGES INC                              X               7        2,090                  0         0
GETTY IMAGES INC                              X               7        3,900                  0         0
GILEAD SCIENCES INC                           X               4            0                  0        78
GILEAD SCIENCES INC                           X               7          300                  0         0
GILEAD SCIENCES INC                           X               7          430                  0         0
GILEAD SCIENCES INC                           X               7          500                  0         0
GILEAD SCIENCES INC                           X               7          800                  0         0
GILEAD SCIENCES INC                           X               5            0              1,200         0
GILEAD SCIENCES INC                           X               7        1,250                  0         0
GILEAD SCIENCES INC                           X               7        1,740                  0         0
GILEAD SCIENCES INC                           X               5            0              3,000         0
GILEAD SCIENCES INC                           X               7        3,230                  0         0
GILEAD SCIENCES INC                           X               7        3,810                  0         0
GILEAD SCIENCES INC                           X               5        3,901                  0         0
GILEAD SCIENCES INC                           X               7        4,350                  0         0
GILEAD SCIENCES INC                           X                        4,392                  0         0
GILEAD SCIENCES INC                           X               7        4,820                  0         0
GILEAD SCIENCES INC                           X               7        6,254                  0         0
GILEAD SCIENCES INC                           X               7        7,410                  0         0
GILEAD SCIENCES INC                           X               7       10,300                  0         0
GILEAD SCIENCES INC                           X               4          380                  0    11,590
GILEAD SCIENCES INC                           X               7       20,500                  0         0
GILEAD SCIENCES INC                           X               3       22,929                  0         0
GILEAD SCIENCES INC                           X               7       42,960                  0         0
GILEAD SCIENCES INC                           X               3       44,397                  0         0
GILLETTE CO                                   X               2          200                  0         0
GILLETTE CO                                   X               7          600                  0         0
GILLETTE CO                                   X               7          770                  0         0
GILLETTE CO                                   X               7          850                  0         0
GILLETTE CO                                   X               3        1,298                  0         0
GILLETTE CO                                   X               7        1,450                  0         0
GILLETTE CO                                   X               3        1,500                  0         0
GILLETTE CO                                   X               7        2,328                  0         0
GILLETTE CO                                   X               7        2,750                  0         0
GILLETTE CO                                   X               5        2,900                  0         0
GILLETTE CO                                   X               3        3,110                  0         0
GILLETTE CO                                   X               7        3,320                  0         0
GILLETTE CO                                   X                        4,000                 80         0
GILLETTE CO                                   X               5        4,195                  0         0
GILLETTE CO                                   X               7        4,290                  0         0
GILLETTE CO                                   X                        5,586                  0         0
GILLETTE CO                                   X               7        6,605                  0         0
GILLETTE CO                                   X               7        7,430                  0         0
GILLETTE CO                                   X               7        8,000                  0         0
GILLETTE CO                                   X               7        8,832                  0         0
GILLETTE CO                                   X                        9,000                  0         0
GILLETTE CO                                   X                        9,300                  0         0
GILLETTE CO                                   X               7        9,997                  0         0
GILLETTE CO                                   X               5            0             13,600         0
GILLETTE CO                                   X               5            0             13,900         0
GILLETTE CO                                   X               7       14,393                  0         0
GILLETTE CO                                   X               2       16,050                  0         0
GILLETTE CO                                   X               3       14,300                  0    14,200
GILLETTE CO                                   X               4       36,396                  0       200
GILLETTE CO                                   X               3       37,077                  0         0
GILLETTE CO                                   X                       38,100                  0         0
GILLETTE CO                                   X               7       43,112                  0         0
GILLETTE CO                                   X               4       23,986             11,934     9,200
GILLETTE CO                                   X                       66,000                  0         0
GILDAN ACTIVEWEAR INC                         X               2        5,601                  0         0
GLATFELTER                                    X               2       12,265                  0         0
GLAXOSMITHKLINE PLC                           X               3            0                  0       290
GLAXOSMITHKLINE PLC                           X               3          450                  0         0
GLAXOSMITHKLINE PLC                           X                            0                567         0
GLAXOSMITHKLINE PLC                           X               4        1,200                  0         0
GLAXOSMITHKLINE PLC                           X               5        2,673                  0         0
GLAXOSMITHKLINE PLC                           X               5            0              5,183         0
GLAXOSMITHKLINE PLC                           X               4          700                  0     6,111
GLAXOSMITHKLINE PLC                           X               2        8,186                  0         0
GLENCAIRN GOLD CORP                           X               2       10,000                  0         0
GOLD FIELDS LTD NEW                           X               3          500                  0         0
GOLD FIELDS LTD NEW                           X               3            0                  0     1,100
GOLD FIELDS LTD NEW                           X               2        1,275                  0         0
GOLD FIELDS LTD NEW                           X               4        3,000                  0         0
GOLD FIELDS LTD NEW                           X               3       69,620                  0     4,900
GOLD FIELDS LTD NEW                           X               3      123,150                  0         0
GOLDCORP INC NEW                              X               3        3,200                  0         0
GOLDCORP INC NEW                              X               2       11,045                  0         0
GOLDEN STAR RES LTD CDA                       X               2        3,000                  0         0
GOLDEN STAR RES LTD CDA                       X               3       10,000                  0         0
GOLDEN WEST FINL CORP DEL                     X               7          300                  0         0
GOLDEN WEST FINL CORP DEL                     X               7          340                  0         0
GOLDEN WEST FINL CORP DEL                     X               7          600                  0         0
GOLDEN WEST FINL CORP DEL                     X               7        1,100                  0         0
GOLDEN WEST FINL CORP DEL                     X               5            0              1,175         0
GOLDEN WEST FINL CORP DEL                     X               7        1,319                  0         0
GOLDEN WEST FINL CORP DEL                     X               7        1,964                  0         0
GOLDEN WEST FINL CORP DEL                     X               7        2,170                  0         0
GOLDEN WEST FINL CORP DEL                     X               7        2,484                  0         0
GOLDEN WEST FINL CORP DEL                     X               7        4,006                  0         0
GOLDEN WEST FINL CORP DEL                     X               7        4,016                  0         0
GOLDEN WEST FINL CORP DEL                     X               7        5,434                  0         0
GOLDEN WEST FINL CORP DEL                     X               3        7,428                  0         0
GOLDEN WEST FINL CORP DEL                     X               7       13,975                  0         0
GOLDEN WEST FINL CORP DEL                     X               7       29,320                  0         0
GOLDFIELD CORP                                X               3       28,200                  0         0
GOLDMAN SACHS GROUP INC                       X               2           25                  0         0
GOLDMAN SACHS GROUP INC                       X               7          260                  0         0
GOLDMAN SACHS GROUP INC                       X               7          350                  0         0
GOLDMAN SACHS GROUP INC                       X               7          350                  0         0
GOLDMAN SACHS GROUP INC                       X                          500                  0         0
GOLDMAN SACHS GROUP INC                       X                          500                  0         0
GOLDMAN SACHS GROUP INC                       X               5            0                500         0
GOLDMAN SACHS GROUP INC                       X               7          700                  0         0
GOLDMAN SACHS GROUP INC                       X                            0                750         0
GOLDMAN SACHS GROUP INC                       X               7        1,112                  0         0
GOLDMAN SACHS GROUP INC                       X               4        1,092                  0        42
GOLDMAN SACHS GROUP INC                       X               7        1,400                  0         0
GOLDMAN SACHS GROUP INC                       X                        2,000                  0         0
GOLDMAN SACHS GROUP INC                       X               7        3,389                  0         0
GOLDMAN SACHS GROUP INC                       X               7        3,740                  0         0
GOLDMAN SACHS GROUP INC                       X               7        3,850                  0         0
GOLDMAN SACHS GROUP INC                       X               5            0              4,300         0
GOLDMAN SACHS GROUP INC                       X               7        4,563                  0         0
GOLDMAN SACHS GROUP INC                       X               3        6,203                  0         0
GOLDMAN SACHS GROUP INC                       X               7        6,818                  0         0
GOLDMAN SACHS GROUP INC                       X               3        7,108                  0         0
GOLDMAN SACHS GROUP INC                       X               7        7,429                  0         0
GOLDMAN SACHS GROUP INC                       X               6        8,955                  0         0
GOLDMAN SACHS GROUP INC                       X               2        9,220                  0         0
GOLDMAN SACHS GROUP INC                       X               7        9,503                  0         0
GOLDMAN SACHS GROUP INC                       X               7       10,380                  0         0
GOLDMAN SACHS GROUP INC                       X               7       11,019                  0         0
GOLDMAN SACHS GROUP INC                       X               7       12,168                  0         0
GOLDMAN SACHS GROUP INC                       X               7       20,958                  0         0
GOLDMAN SACHS GROUP INC                       X               3       26,410                  0         0
GOLDMAN SACHS GROUP INC                       X               4       21,808                  0     6,175
GOLDMAN SACHS GROUP INC                       X               7       45,440                  0         0
GOLDMAN SACHS GROUP INC                       X               3       47,714                  0       792
GOLDMAN SACHS GROUP INC                       X               3       75,118                  0         0
GOLDMAN SACHS GROUP INC                       X               5      183,625                  0         0
GOODRICH CORP                                 X               2           35                  0         0
GOODRICH CORP                                 X               7          850                  0         0
GOODRICH CORP                                 X               7          940                  0         0
GOODRICH CORP                                 X               3        1,100                  0         0
GOODRICH CORP                                 X               7        1,195                  0         0
GOODRICH CORP                                 X               7        1,759                  0         0
GOODRICH CORP                                 X               7        3,141                  0         0
GOODRICH CORP                                 X               7        4,736                  0         0
GOODRICH CORP                                 X               7       11,130                  0         0
GOODRICH CORP                                 X               3       18,674                  0         0
GOODYEAR TIRE & RUBR CO                       X               4          100                  0         0
GOODYEAR TIRE & RUBR CO                       X               7        1,230                  0         0
GOODYEAR TIRE & RUBR CO                       X               7        1,390                  0         0
GOODYEAR TIRE & RUBR CO                       X               5            0              1,410         0
GOODYEAR TIRE & RUBR CO                       X               7        1,478                  0         0
GOODYEAR TIRE & RUBR CO                       X               3            0                  0     1,500
GOODYEAR TIRE & RUBR CO                       X               5        2,545                  0         0
GOODYEAR TIRE & RUBR CO                       X               7        2,621                  0         0
GOODYEAR TIRE & RUBR CO                       X               7        3,325                  0         0
GOODYEAR TIRE & RUBR CO                       X               3        3,600                  0       400
GOODYEAR TIRE & RUBR CO                       X               2        8,466                  0         0
GOOGLE INC                                    X               4            0                  0        30
GOOGLE INC                                    X               7          100                  0         0
GOOGLE INC                                    X               7          100                  0         0
GOOGLE INC                                    X               5            0                139         0
GOOGLE INC                                    X               7          220                  0         0
GOOGLE INC                                    X               2          225                  0         0
GOOGLE INC                                    X               7          240                  0         0
GOOGLE INC                                    X                          350                  0         0
GOOGLE INC                                    X               5          400                  0         0
GOOGLE INC                                    X               3          550                  0         0
GOOGLE INC                                    X                          578                  0         0
GOOGLE INC                                    X               7          600                  0         0
GOOGLE INC                                    X               7          700                  0         0
GOOGLE INC                                    X               7        1,500                  0         0
GOOGLE INC                                    X               5        2,000                  0         0
GOOGLE INC                                    X                        2,500                  0         0
GOOGLE INC                                    X               7        2,500                  0         0
GOOGLE INC                                    X               5            0              2,600         0
GOOGLE INC                                    X               4          450                  0     4,384
GOOGLE INC                                    X               7        9,595                  0         0
GOOGLE INC                                    X               3        9,935                  0       220
GOOGLE INC                                    X               7       21,000                  0         0
GRACE W R & CO DEL NEW                        X               4            0                216         0
GRACE W R & CO DEL NEW                        X                       10,000                  0         0
GRACE W R & CO DEL NEW                        X               4       40,750                  0         0
GRAINGER W W INC                              X               5            0                353         0
GRAINGER W W INC                              X               3          509                  0         0
GRAINGER W W INC                              X               7          520                  0         0
GRAINGER W W INC                              X               7          560                  0         0
GRAINGER W W INC                              X               7          839                  0         0
GRAINGER W W INC                              X               7        1,221                  0         0
GRAINGER W W INC                              X               7        1,255                  0         0
GRAINGER W W INC                              X               7        1,529                  0         0
GRAINGER W W INC                              X                        1,862                  0         0
GRAINGER W W INC                              X               7        3,491                  0         0
GRAINGER W W INC                              X               7        7,950                  0         0
GRAMERCY CAP CORP                             X               4       10,000                  0         0
GROUPE DANONE                                 X               2        1,970                  0         0
GROUPE DANONE                                 X               5        5,400                  0         0
GROUPE DANONE                                 X               3            0                  0     8,166
GROUPE CGI INC                                X               2       58,720                  0         0
GRUPO TELEVISA SA DE CV                       X               7        1,500                  0         0
GRUPO TELEVISA SA DE CV                       X               7       12,964                  0         0
GRUPO TELEVISA SA DE CV                       X               7       15,000                  0         0
GRUPO TELEVISA SA DE CV                       X               7       15,800                  0         0
GRUPO TELEVISA SA DE CV                       X               7       16,000                  0         0
GTECH HLDGS CORP                              X               3          662                  0         0
GTECH HLDGS CORP                              X               7        2,400                  0         0
GTECH HLDGS CORP                              X               7        4,538                  0         0
GTECH HLDGS CORP                              X               7       10,100                  0         0
GUIDANT CORP                                  X               5            0                150         0
GUIDANT CORP                                  X               7          200                  0         0
GUIDANT CORP                                  X               7          290                  0         0
GUIDANT CORP                                  X               7          350                  0         0
GUIDANT CORP                                  X               5            0                440         0
GUIDANT CORP                                  X               3          500                  0         0
GUIDANT CORP                                  X               7          550                  0         0
GUIDANT CORP                                  X               2          650                  0         0
GUIDANT CORP                                  X               7          950                  0         0
GUIDANT CORP                                  X               7        1,284                  0         0
GUIDANT CORP                                  X               7        1,800                  0         0
GUIDANT CORP                                  X               7        2,368                  0         0
GUIDANT CORP                                  X                        2,476                  0         0
GUIDANT CORP                                  X               7        2,790                  0         0
GUIDANT CORP                                  X               4        2,997                  0         0
GUIDANT CORP                                  X               7        3,160                  0         0
GUIDANT CORP                                  X               5        3,255                  0         0
GUIDANT CORP                                  X               7        3,590                  0         0
GUIDANT CORP                                  X               3        3,526                  0     1,209
GUIDANT CORP                                  X               7        4,899                  0         0
GUIDANT CORP                                  X               7        5,250                  0         0
GUIDANT CORP                                  X               4        5,552                  0       150
GUIDANT CORP                                  X               7        8,168                  0         0
GUIDANT CORP                                  X               7       14,522                  0         0
GUIDANT CORP                                  X                       29,750                  0         0
GUIDANT CORP                                  X               7       33,000                  0         0
GUIDANT CORP                                  X                       52,850                  0         0
GYRODYNE CO AMER INC                          X               4            0             64,580         0
HCA INC                                       X               7          400                  0         0
HCA INC                                       X               7          420                  0         0
HCA INC                                       X               7          450                  0         0
HCA INC                                       X               7          750                  0         0
HCA INC                                       X               7        1,200                  0         0
HCA INC                                       X               5            0              1,230         0
HCA INC                                       X               7        1,640                  0         0
HCA INC                                       X               4        1,011                  0       671
HCA INC                                       X               7        2,980                  0         0
HCA INC                                       X               7        3,267                  0         0
HCA INC                                       X               7        3,820                  0         0
HCA INC                                       X               7        4,341                  0         0
HCA INC                                       X               5            0              5,600         0
HCA INC                                       X               2        6,660                  0         0
HCA INC                                       X               7        7,033                  0         0
HCA INC                                       X               7        7,347                  0         0
HCA INC                                       X               7       10,452                  0         0
HCA INC                                       X               5            0             11,415         0
HCA INC                                       X               3       11,487                  0     1,500
HCA INC                                       X               7       19,166                  0         0
HCA INC                                       X               7       41,180                  0         0
HCC INS HLDGS INC                             X               3        7,050                  0         0
HSBC HLDGS PLC                                X               3            0                  0       300
HSBC HLDGS PLC                                X               3            0                  0       461
HSBC HLDGS PLC                                X               3          785                  0         0
HSBC HLDGS PLC                                X               4        2,578                  0         0
HSBC HLDGS PLC                                X               3        2,689                  0         0
HSBC HLDGS PLC                                X                        4,169                  0         0
HSBC HLDGS PLC                                X               2        4,550                  0         0
HSBC HLDGS PLC                                X               2       13,179                  0         0
HSBC HLDGS PLC                                X               5            0             13,721         0
HSBC HLDGS PLC                                X               5       36,058                  0         0
HSBC HLDGS PLC                                X               4       61,686                  0     3,483
HAIN CELESTIAL GROUP INC                      X               3            0                  0    19,400
HALLIBURTON CO                                X               5            0                176         0
HALLIBURTON CO                                X               7          300                  0         0
HALLIBURTON CO                                X               7          450                  0         0
HALLIBURTON CO                                X               7          500                  0         0
HALLIBURTON CO                                X               2          500                  0         0
HALLIBURTON CO                                X               3          500                  0         0
HALLIBURTON CO                                X               5            0                650         0
HALLIBURTON CO                                X               7          850                  0         0
HALLIBURTON CO                                X                        1,025                  0         0
HALLIBURTON CO                                X               7        1,400                  0         0
HALLIBURTON CO                                X               5        1,500                  0         0
HALLIBURTON CO                                X               7        1,881                  0         0
HALLIBURTON CO                                X               3        2,300                  0         0
HALLIBURTON CO                                X               4        3,000                  0         0
HALLIBURTON CO                                X               7        3,200                  0         0
HALLIBURTON CO                                X               7        3,780                  0         0
HALLIBURTON CO                                X                        4,018                  0         0
HALLIBURTON CO                                X               7        4,170                  0         0
HALLIBURTON CO                                X               7        4,340                  0         0
HALLIBURTON CO                                X               7        5,067                  0         0
HALLIBURTON CO                                X               3        8,000                  0         0
HALLIBURTON CO                                X               7        8,174                  0         0
HALLIBURTON CO                                X               5        8,300                  0         0
HALLIBURTON CO                                X               7       12,759                  0         0
HALLIBURTON CO                                X               5            0             12,800         0
HALLIBURTON CO                                X               7       22,556                  0         0
HALLIBURTON CO                                X               3       25,562                  0         0
HALLIBURTON CO                                X               3       43,710                  0         0
HALLIBURTON CO                                X               7       47,930                  0         0
HALLIBURTON CO                                X               3       66,744                  0       400
HALLIBURTON CO                                X               5        5,000                  0         0
HALLIBURTON CO                                X               5            0             35,000         0
HANCOCK JOHN PATRIOT PREM DI                  X               4            0                  0    21,307
HANGER ORTHOPEDIC GROUP INC                   X               3            0                  0    10,500
HARDINGE INC                                  X               4       30,000                  0         0
HARLEY DAVIDSON INC                           X               3          400                  0         0
HARLEY DAVIDSON INC                           X               7          400                  0         0
HARLEY DAVIDSON INC                           X               7          520                  0         0
HARLEY DAVIDSON INC                           X               7          750                  0         0
HARLEY DAVIDSON INC                           X               7          800                  0         0
HARLEY DAVIDSON INC                           X               7        1,400                  0         0
HARLEY DAVIDSON INC                           X               3        1,405                  0         0
HARLEY DAVIDSON INC                           X               5        1,500                  0         0
HARLEY DAVIDSON INC                           X               7        1,657                  0         0
HARLEY DAVIDSON INC                           X               7        1,700                  0         0
HARLEY DAVIDSON INC                           X               7        1,985                  0         0
HARLEY DAVIDSON INC                           X               7        2,140                  0         0
HARLEY DAVIDSON INC                           X                        2,500                  0         0
HARLEY DAVIDSON INC                           X               7        2,773                  0         0
HARLEY DAVIDSON INC                           X               7        2,950                  0         0
HARLEY DAVIDSON INC                           X               5            0              3,085         0
HARLEY DAVIDSON INC                           X               3        4,000                  0         0
HARLEY DAVIDSON INC                           X               7        4,240                  0         0
HARLEY DAVIDSON INC                           X               7        4,694                  0         0
HARLEY DAVIDSON INC                           X               7        6,192                  0         0
HARLEY DAVIDSON INC                           X                        7,800                  0         0
HARLEY DAVIDSON INC                           X               7        8,000                  0         0
HARLEY DAVIDSON INC                           X               4        4,463                  0     4,975
HARLEY DAVIDSON INC                           X               4       11,376                300         0
HARLEY DAVIDSON INC                           X               7       11,826                  0         0
HARLEY DAVIDSON INC                           X               3       10,674                  0     3,620
HARLEY DAVIDSON INC                           X               7       27,830                  0         0
HARMAN INTL INDS INC                          X               7          400                  0         0
HARMAN INTL INDS INC                          X               7        1,300                  0         0
HARMAN INTL INDS INC                          X               7        3,093                  0         0
HARMAN INTL INDS INC                          X               3          407                  0     3,930
HARMAN INTL INDS INC                          X               7        6,000                  0         0
HARMONY GOLD MNG LTD                          X               4          116                  0         0
HARMONY GOLD MNG LTD                          X               3          700                  0         0
HARMONY GOLD MNG LTD                          X               4        1,000                  0         0
HARMONY GOLD MNG LTD                          X               3        1,700                  0         0
HARMONY GOLD MNG LTD                          X                        5,000                  0         0
HARMONY GOLD MNG LTD                          X               3        7,820                  0     1,190
HARRAHS ENTMT INC                             X               7          400                  0         0
HARRAHS ENTMT INC                             X               7          490                  0         0
HARRAHS ENTMT INC                             X               3          700                  0         0
HARRAHS ENTMT INC                             X               7          800                  0         0
HARRAHS ENTMT INC                             X               3          918                  0         0
HARRAHS ENTMT INC                             X               7        1,282                  0         0
HARRAHS ENTMT INC                             X               7        1,540                  0         0
HARRAHS ENTMT INC                             X               7        1,764                  0         0
HARRAHS ENTMT INC                             X               7        3,030                  0         0
HARRAHS ENTMT INC                             X               7        3,600                  0         0
HARRAHS ENTMT INC                             X               7        4,230                  0         0
HARRAHS ENTMT INC                             X               7        4,513                  0         0
HARRAHS ENTMT INC                             X               7        7,855                  0         0
HARRAHS ENTMT INC                             X               7       17,360                  0         0
HARRIS CORP DEL                               X               3          128                  0         0
HARRIS CORP DEL                               X               3          814                  0         0
HARRIS CORP DEL                               X               7        5,186                  0         0
HARRIS CORP DEL                               X               7       12,840                  0         0
HARTFORD FINL SVCS GROUP INC                  X               5           70                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7          200                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7          300                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7          360                  0         0
HARTFORD FINL SVCS GROUP INC                  X               3          415                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7          600                  0         0
HARTFORD FINL SVCS GROUP INC                  X               3          600                  0         0
HARTFORD FINL SVCS GROUP INC                  X               5            0                800         0
HARTFORD FINL SVCS GROUP INC                  X                          759                 55         0
HARTFORD FINL SVCS GROUP INC                  X               7          950                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7        1,309                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7        2,238                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7        2,520                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7        2,851                  0         0
HARTFORD FINL SVCS GROUP INC                  X               2        3,535                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7        4,310                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7        4,471                  0         0
HARTFORD FINL SVCS GROUP INC                  X               5            0              4,700         0
HARTFORD FINL SVCS GROUP INC                  X               7        4,852                  0         0
HARTFORD FINL SVCS GROUP INC                  X               7        6,685                  0         0
HARTFORD FINL SVCS GROUP INC                  X               4        5,650                  0     3,500
HARTFORD FINL SVCS GROUP INC                  X               7       13,226                  0         0
HARTFORD FINL SVCS GROUP INC                  X               3       18,863                  0       660
HARTFORD FINL SVCS GROUP INC                  X               4        8,772                  0    13,290
HARTFORD FINL SVCS GROUP INC                  X               7       28,130                  0         0
HARVEST ENERGY TR                             X               2       18,384                  0         0
HASBRO INC                                    X               3        1,018                  0         0
HASBRO INC                                    X               7        1,230                  0         0
HASBRO INC                                    X               7        1,400                  0         0
HASBRO INC                                    X               7        1,810                  0         0
HASBRO INC                                    X               7        2,600                  0         0
HASBRO INC                                    X               7        6,882                  0         0
HASBRO INC                                    X               5       12,200                  0         0
HASBRO INC                                    X               7       15,330                  0         0
HEALTH CARE PPTY INVS INC                     X               7        1,650                  0         0
HEALTH CARE PPTY INVS INC                     X               7       12,900                  0         0
HEALTH MGMT ASSOC INC NEW                     X               3        1,476                  0         0
HEALTH MGMT ASSOC INC NEW                     X               7        1,930                  0         0
HEALTH MGMT ASSOC INC NEW                     X               7        1,987                  0         0
HEALTH MGMT ASSOC INC NEW                     X               7        2,697                  0         0
HEALTH MGMT ASSOC INC NEW                     X               7        3,600                  0         0
HEALTH MGMT ASSOC INC NEW                     X               7        3,702                  0         0
HEALTH MGMT ASSOC INC NEW                     X               5            0              3,900         0
HEALTH MGMT ASSOC INC NEW                     X                        5,178                  0         0
HEALTH MGMT ASSOC INC NEW                     X               7       11,824                  0         0
HEALTH MGMT ASSOC INC NEW                     X               5            0             16,800         0
HEALTH MGMT ASSOC INC NEW                     X               7       22,920                  0         0
HEALTH MGMT ASSOC INC NEW                     X               5        4,000                  0         0
HEALTH MGMT ASSOC INC NEW                     X               5            0             45,000         0
HEALTHCARE RLTY TR                            X               5            0                176         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          662                  0         0
HEALTH NET INC                                X               7        1,800                  0         0
HEALTH NET INC                                X               7        2,300                  0         0
HEALTH NET INC                                X               7        4,338                  0         0
HEALTH NET INC                                X               7       12,030                  0         0
HEALTH NET INC                                X               3       15,000                  0         0
HECLA MNG CO                                  X               3            0                  0     1,500
HECLA MNG CO                                  X               3        1,700                  0         0
HECLA MNG CO                                  X               5       10,000                  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               7          680                  0         0
HEINZ H J CO                                  X               7          950                  0         0
HEINZ H J CO                                  X                        1,000                  0         0
HEINZ H J CO                                  X               7        1,250                  0         0
HEINZ H J CO                                  X               5            0              1,370         0
HEINZ H J CO                                  X               5        1,500                  0         0
HEINZ H J CO                                  X               3        1,787                  0         0
HEINZ H J CO                                  X               7        2,100                  0         0
HEINZ H J CO                                  X               7        2,461                  0         0
HEINZ H J CO                                  X               7        2,610                  0         0
HEINZ H J CO                                  X               7        2,960                  0         0
HEINZ H J CO                                  X               5        3,000                  0         0
HEINZ H J CO                                  X               7        3,428                  0         0
HEINZ H J CO                                  X               7        3,796                  0         0
HEINZ H J CO                                  X               7        5,501                  0         0
HEINZ H J CO                                  X               2        6,077                  0         0
HEINZ H J CO                                  X               7        6,194                  0         0
HEINZ H J CO                                  X               7       11,800                  0         0
HEINZ H J CO                                  X               4       11,855                  0     1,000
HEINZ H J CO                                  X               4        5,650              3,650     3,950
HEINZ H J CO                                  X               7       15,863                  0         0
HEINZ H J CO                                  X               7       33,750                  0         0
HEINZ H J CO                                  X               3      103,000                  0         0
HERSHEY CO                                    X               5            0                380         0
HERSHEY CO                                    X               7        1,350                  0         0
HERSHEY CO                                    X               7        1,550                  0         0
HERSHEY CO                                    X               7        1,772                  0         0
HERSHEY CO                                    X               7        2,790                  0         0
HERSHEY CO                                    X               7        3,380                  0         0
HERSHEY CO                                    X               2        4,000                  0         0
HERSHEY CO                                    X               7        4,500                  0         0
HERSHEY CO                                    X               4        2,150                  0     2,890
HERSHEY CO                                    X               7        8,380                  0         0
HERSHEY CO                                    X               3        9,793                  0         0
HERSHEY CO                                    X               7       19,120                  0         0
HERSHEY CO                                    X               4       45,738                  0     1,250
HEWLETT PACKARD CO                            X               2          115                  0         0
HEWLETT PACKARD CO                            X               3          126                  0         0
HEWLETT PACKARD CO                            X               1          243                  0         0
HEWLETT PACKARD CO                            X               3          310                  0         0
HEWLETT PACKARD CO                            X               5          316                  0         0
HEWLETT PACKARD CO                            X               5            0                940         0
HEWLETT PACKARD CO                            X               7        1,400                  0         0
HEWLETT PACKARD CO                            X                        1,500                  0         0
HEWLETT PACKARD CO                            X               5            0              1,970         0
HEWLETT PACKARD CO                            X               7        2,250                  0         0
HEWLETT PACKARD CO                            X               7        2,800                  0         0
HEWLETT PACKARD CO                            X               7        4,300                  0         0
HEWLETT PACKARD CO                            X               3        4,566                  0         0
HEWLETT PACKARD CO                            X               3        5,000                  0         0
HEWLETT PACKARD CO                            X               7        5,600                  0         0
HEWLETT PACKARD CO                            X               7        7,476                  0         0
HEWLETT PACKARD CO                            X               7        7,800                  0         0
HEWLETT PACKARD CO                            X               7        7,900                  0         0
HEWLETT PACKARD CO                            X               7        8,250                  0         0
HEWLETT PACKARD CO                            X                        8,000                285         0
HEWLETT PACKARD CO                            X               7        9,610                  0         0
HEWLETT PACKARD CO                            X               7       10,870                  0         0
HEWLETT PACKARD CO                            X               5       15,975                  0         0
HEWLETT PACKARD CO                            X               7       20,220                  0         0
HEWLETT PACKARD CO                            X               2       20,767                  0         0
HEWLETT PACKARD CO                            X               7       21,031                  0         0
HEWLETT PACKARD CO                            X               5            0             23,700         0
HEWLETT PACKARD CO                            X               7       23,744                  0         0
HEWLETT PACKARD CO                            X                       24,915                  0         0
HEWLETT PACKARD CO                            X               7       28,035                  0         0
HEWLETT PACKARD CO                            X               4       26,765              2,000         0
HEWLETT PACKARD CO                            X               7       31,529                  0         0
HEWLETT PACKARD CO                            X               7       44,924                  0         0
HEWLETT PACKARD CO                            X               7       45,760                  0         0
HEWLETT PACKARD CO                            X               4       44,160                  0     5,830
HEWLETT PACKARD CO                            X               7       59,781                  0         0
HEWLETT PACKARD CO                            X               3      104,319                  0    18,141
HEWLETT PACKARD CO                            X               7      126,788                  0         0
HEWLETT PACKARD CO                            X               3      158,672                  0    14,160
HEWLETT PACKARD CO                            X               3      186,589                  0         0
HEWLETT PACKARD CO                            X               7      275,110                  0         0
HIBERNIA CORP                                 X               2          500                  0         0
HIBERNIA CORP                                 X               3          967                  0         0
HIBERNIA CORP                                 X               7        2,300                  0         0
HIBERNIA CORP                                 X               4        2,455                  0         0
HIBERNIA CORP                                 X               4        4,340                  0         0
HIBERNIA CORP                                 X               7        6,133                  0         0
HIBERNIA CORP                                 X               7       13,700                  0         0
HIBERNIA CORP                                 X                       67,000                  0         0
HIBERNIA CORP                                 X                      109,500                  0         0
HILLENBRAND INDS INC                          X               3          357                  0         0
HILLENBRAND INDS INC                          X               7          460                  0         0
HILLENBRAND INDS INC                          X               7          600                  0         0
HILLENBRAND INDS INC                          X               7        2,443                  0         0
HILLENBRAND INDS INC                          X               7        5,260                  0         0
HILTON HOTELS CORP                            X               7        1,000                  0         0
HILTON HOTELS CORP                            X               5        1,000                  0         0
HILTON HOTELS CORP                            X               7        2,200                  0         0
HILTON HOTELS CORP                            X               7        2,300                  0         0
HILTON HOTELS CORP                            X               7        2,381                  0         0
HILTON HOTELS CORP                            X               7        2,800                  0         0
HILTON HOTELS CORP                            X               7        3,423                  0         0
HILTON HOTELS CORP                            X               5            0              5,100         0
HILTON HOTELS CORP                            X               7        5,553                  0         0
HILTON HOTELS CORP                            X               7        5,637                  0         0
HILTON HOTELS CORP                            X               7        6,783                  0         0
HILTON HOTELS CORP                            X               7       17,959                  0         0
HILTON HOTELS CORP                            X               3            0                  0    20,000
HILTON HOTELS CORP                            X               7       35,570                  0         0
HILTON HOTELS CORP                            X               3       42,613                  0     1,160
HILTON HOTELS CORP                            X               5        5,000                  0         0
HILTON HOTELS CORP                            X               5            0             47,000         0
HITACHI LIMITED                               X                            0                113         0
HITACHI LIMITED                               X               5          415                  0         0
HITACHI LIMITED                               X               2        1,307                  0         0
HITACHI LIMITED                               X               5            0              4,245         0
HOME DEPOT INC                                X               1          185                  0         0
HOME DEPOT INC                                X               7          950                  0         0
HOME DEPOT INC                                X                        1,000                  0         0
HOME DEPOT INC                                X                        1,000                  0         0
HOME DEPOT INC                                X               5        1,000                  0         0
HOME DEPOT INC                                X               5            0              1,396         0
HOME DEPOT INC                                X                        1,400                  0         0
HOME DEPOT INC                                X                        1,000                405         0
HOME DEPOT INC                                X               7        1,550                  0         0
HOME DEPOT INC                                X               7        1,973                  0         0
HOME DEPOT INC                                X               7        2,050                  0         0
HOME DEPOT INC                                X               3        2,250                  0         0
HOME DEPOT INC                                X               7        3,150                  0         0
HOME DEPOT INC                                X               5            0              4,300         0
HOME DEPOT INC                                X               2        4,825                  0         0
HOME DEPOT INC                                X               2        4,975                  0         0
HOME DEPOT INC                                X               7        5,474                  0         0
HOME DEPOT INC                                X               7        6,050                  0         0
HOME DEPOT INC                                X               7        6,760                  0         0
HOME DEPOT INC                                X               3        6,875                  0         0
HOME DEPOT INC                                X               7        8,030                  0         0
HOME DEPOT INC                                X               7       14,630                  0         0
HOME DEPOT INC                                X               7       15,725                  0         0
HOME DEPOT INC                                X               7       17,155                  0         0
HOME DEPOT INC                                X               7       17,482                  0         0
HOME DEPOT INC                                X               7       17,770                  0         0
HOME DEPOT INC                                X                       20,400                  0         0
HOME DEPOT INC                                X               5       20,817                  0         0
HOME DEPOT INC                                X               7       20,916                  0         0
HOME DEPOT INC                                X               7       21,421                  0         0
HOME DEPOT INC                                X               7       23,520                  0         0
HOME DEPOT INC                                X                       23,596                  0         0
HOME DEPOT INC                                X               3       26,301                  0         0
HOME DEPOT INC                                X               7       34,193                  0         0
HOME DEPOT INC                                X               7       35,358                  0         0
HOME DEPOT INC                                X               7       45,383                  0         0
HOME DEPOT INC                                X               4       60,441              3,920     9,900
HOME DEPOT INC                                X               7       93,653                  0         0
HOME DEPOT INC                                X               3      107,636                  0         0
HOME DEPOT INC                                X               7      206,370                  0         0
HOME DEPOT INC                                X               3      197,126                  0    14,435
HOME DEPOT INC                                X               4      227,296                700    13,974
HONDA MOTOR LTD                               X               4            0                  0       200
HONDA MOTOR LTD                               X               5        1,405                  0         0
HONDA MOTOR LTD                               X               2       11,420                  0         0
HONEYWELL INTL INC                            X               1          190                  0         0
HONEYWELL INTL INC                            X               2          200                  0         0
HONEYWELL INTL INC                            X               7          500                  0         0
HONEYWELL INTL INC                            X               7          680                  0         0
HONEYWELL INTL INC                            X               7          800                  0         0
HONEYWELL INTL INC                            X               3          870                  0         0
HONEYWELL INTL INC                            X               7        1,350                  0         0
HONEYWELL INTL INC                            X               3        1,700                  0         0
HONEYWELL INTL INC                            X               7        2,043                  0         0
HONEYWELL INTL INC                            X               7        2,500                  0         0
HONEYWELL INTL INC                            X               7        3,022                  0         0
HONEYWELL INTL INC                            X                        3,200                  0         0
HONEYWELL INTL INC                            X               7        3,630                  0         0
HONEYWELL INTL INC                            X               2        5,570                  0         0
HONEYWELL INTL INC                            X               7        6,287                  0         0
HONEYWELL INTL INC                            X               7        7,250                  0         0
HONEYWELL INTL INC                            X               7        7,560                  0         0
HONEYWELL INTL INC                            X               7        8,363                  0         0
HONEYWELL INTL INC                            X               7        8,425                  0         0
HONEYWELL INTL INC                            X               3        9,000                  0         0
HONEYWELL INTL INC                            X               5        9,174                  0         0
HONEYWELL INTL INC                            X               3        9,300                  0         0
HONEYWELL INTL INC                            X               7       10,071                  0         0
HONEYWELL INTL INC                            X               5            0             10,090         0
HONEYWELL INTL INC                            X               7       13,767                  0         0
HONEYWELL INTL INC                            X               7       17,248                  0         0
HONEYWELL INTL INC                            X               4       19,055                  0       200
HONEYWELL INTL INC                            X               4       28,960                  0       325
HONEYWELL INTL INC                            X               3       32,299                  0         0
HONEYWELL INTL INC                            X               7       37,577                  0         0
HONEYWELL INTL INC                            X               3       43,005                  0         0
HONEYWELL INTL INC                            X               7       82,130                  0         0
HONEYWELL INTL INC                            X               3      205,919                  0    20,937
HORMEL FOODS CORP                             X               3          611                  0         0
HORMEL FOODS CORP                             X               7        4,089                  0         0
HORMEL FOODS CORP                             X               7        8,510                  0         0
HOSPIRA INC                                   X               5           23                  0         0
HOSPIRA INC                                   X               2           65                  0         0
HOSPIRA INC                                   X               3          296                  0         0
HOSPIRA INC                                   X               3          300                  0         0
HOSPIRA INC                                   X               5          600                  0         0
HOSPIRA INC                                   X                          620                  0         0
HOSPIRA INC                                   X               7          655                  0         0
HOSPIRA INC                                   X               7        1,149                  0         0
HOSPIRA INC                                   X               7        1,236                  0         0
HOSPIRA INC                                   X               4        1,410                  0         0
HOSPIRA INC                                   X               7        1,582                  0         0
HOSPIRA INC                                   X                        1,696                  0         0
HOSPIRA INC                                   X               7        2,256                  0         0
HOSPIRA INC                                   X               7        2,335                  0         0
HOSPIRA INC                                   X               7        4,342                  0         0
HOSPIRA INC                                   X               3        4,563                  0       470
HOSPIRA INC                                   X               4        4,226              1,060     1,820
HOSPIRA INC                                   X               7        7,433                  0         0
HOSPIRA INC                                   X               7       16,146                  0         0
HOSPITALITY PPTYS TR                          X               7        5,800                  0         0
HOST MARRIOTT CORP NEW                        X               5            0                493         0
HOST MARRIOTT CORP NEW                        X               7        4,500                  0         0
HOST MARRIOTT CORP NEW                        X               5        5,339                  0         0
HOST MARRIOTT CORP NEW                        X               7       39,780                  0         0
HUDSON CITY BANCORP                           X               7       28,091                  0         0
HUDSON CITY BANCORP                           X               7       55,454                  0         0
HUDSON UNITED BANCORP                         X               4          118                  0         0
HUDSON UNITED BANCORP                         X               4            0              4,903         0
HUDSON UNITED BANCORP                         X                       28,000                  0         0
HUDSON UNITED BANCORP                         X                       49,300                  0         0
HUMANA INC                                    X               4          300                  0         0
HUMANA INC                                    X               3          675                  0         0
HUMANA INC                                    X               7          900                  0         0
HUMANA INC                                    X               7        1,130                  0         0
HUMANA INC                                    X               7        1,260                  0         0
HUMANA INC                                    X               7        1,600                  0         0
HUMANA INC                                    X               7        2,400                  0         0
HUMANA INC                                    X               7        7,382                  0         0
HUMANA INC                                    X               7       14,300                  0         0
HUMAN GENOME SCIENCES INC                     X               4          400                  0         0
HUMAN GENOME SCIENCES INC                     X               5        2,800                  0         0
HUMAN GENOME SCIENCES INC                     X               3    2,660,000                  0         0
HUNT J B TRANS SVCS INC                       X               3          713                  0         0
HUNT J B TRANS SVCS INC                       X                        2,500                  0         0
HUNT J B TRANS SVCS INC                       X                        3,336                  0         0
HUNT J B TRANS SVCS INC                       X               7        4,687                  0         0
HUNT J B TRANS SVCS INC                       X               7       10,600                  0         0
HUNTINGTON BANCSHARES INC                     X               2           65                  0         0
HUNTINGTON BANCSHARES INC                     X               7        1,663                  0         0
HUNTINGTON BANCSHARES INC                     X               7        1,820                  0         0
HUNTINGTON BANCSHARES INC                     X               7        2,236                  0         0
HUNTINGTON BANCSHARES INC                     X               7        3,400                  0         0
HUNTINGTON BANCSHARES INC                     X               7        3,400                  0         0
HUNTINGTON BANCSHARES INC                     X               3       10,674                  0         0
HUNTINGTON BANCSHARES INC                     X               7       11,176                  0         0
HUNTINGTON BANCSHARES INC                     X               7       24,250                  0         0
HUTCHISON TELECOMM INTL LTD                   X               6    7,134,900                  0   139,200
IAC INTERACTIVECORP                           X                            0                645         0
IAC INTERACTIVECORP                           X               2          960                  0         0
IAC INTERACTIVECORP                           X               3        1,085                  0         0
IAC INTERACTIVECORP                           X               4        1,665                  0         0
IAC INTERACTIVECORP                           X               5        1,960                  0         0
IAC INTERACTIVECORP                           X               7        3,638                  0         0
IAC INTERACTIVECORP                           X                        7,235                  0         0
IAC INTERACTIVECORP                           X               7       15,564                  0         0
IAC INTERACTIVECORP                           X               7       32,290                  0         0
IAC INTERACTIVECORP                           X               3       96,925                  0         0
IPIX CORP                                     X               5       20,000                  0         0
IMS HEALTH INC                                X               3          800                  0         0
IMS HEALTH INC                                X               3        1,425                  0         0
IMS HEALTH INC                                X               7        1,725                  0         0
IMS HEALTH INC                                X               7        1,850                  0         0
IMS HEALTH INC                                X               5        2,000                  0         0
IMS HEALTH INC                                X               7        2,421                  0         0
IMS HEALTH INC                                X               7        3,500                  0         0
IMS HEALTH INC                                X               7        3,742                  0         0
IMS HEALTH INC                                X               7        9,075                  0         0
IMS HEALTH INC                                X               5            0             11,500         0
IMS HEALTH INC                                X               7       23,900                  0         0
ISTAR FINL INC                                X                        5,000                  0         0
ISTAR FINL INC                                X               7        7,550                  0         0
ITT INDS INC IND                              X               5            0                100         0
ITT INDS INC IND                              X               5            0                290         0
ITT INDS INC IND                              X               3          300                  0         0
ITT INDS INC IND                              X               7          666                  0         0
ITT INDS INC IND                              X               3          685                  0         0
ITT INDS INC IND                              X               7          730                  0         0
ITT INDS INC IND                              X               7          929                  0         0
ITT INDS INC IND                              X               7        1,453                  0         0
ITT INDS INC IND                              X               7        1,487                  0         0
ITT INDS INC IND                              X               3        1,500                  0         0
ITT INDS INC IND                              X                        2,000                  0         0
ITT INDS INC IND                              X               7        2,122                  0         0
ITT INDS INC IND                              X               7        4,140                  0         0
ITT INDS INC IND                              X               7        9,070                  0         0
ITT INDS INC IND                              X               2       11,940                  0         0
ITT INDS INC IND                              X               6       14,614                  0         0
ITT INDS INC IND                              X               4       13,189                400     3,250
ITT INDS INC IND                              X               3       25,426                  0         0
ITT INDS INC IND                              X               3       26,420                  0         0
ITT INDS INC IND                              X               3       45,872                  0         0
ITT INDS INC IND                              X               4      121,513                  0     4,101
ICICI BK LTD                                  X                            0                 27         0
ICICI BK LTD                                  X                            0                 53         0
ICICI BK LTD                                  X               5           61                  0         0
ICICI BK LTD                                  X               4            0                  0       100
ICICI BK LTD                                  X               5            0                165         0
ICICI BK LTD                                  X               2        1,900                  0         0
ICICI BK LTD                                  X               6        8,200                  0         0
ICICI BK LTD                                  X               6      250,783                  0   114,200
ILLINOIS TOOL WKS INC                         X               7          300                  0         0
ILLINOIS TOOL WKS INC                         X               7          300                  0         0
ILLINOIS TOOL WKS INC                         X               4          400                  0         0
ILLINOIS TOOL WKS INC                         X                            0                510         0
ILLINOIS TOOL WKS INC                         X               7          650                  0         0
ILLINOIS TOOL WKS INC                         X               5          891                  0         0
ILLINOIS TOOL WKS INC                         X               7          950                  0         0
ILLINOIS TOOL WKS INC                         X               5            0              1,000         0
ILLINOIS TOOL WKS INC                         X               7        1,184                  0         0
ILLINOIS TOOL WKS INC                         X               7        1,511                  0         0
ILLINOIS TOOL WKS INC                         X               4          225                  0     1,398
ILLINOIS TOOL WKS INC                         X                        1,633                  0         0
ILLINOIS TOOL WKS INC                         X               7        1,790                  0         0
ILLINOIS TOOL WKS INC                         X               7        2,000                  0         0
ILLINOIS TOOL WKS INC                         X               7        2,009                  0         0
ILLINOIS TOOL WKS INC                         X               7        2,743                  0         0
ILLINOIS TOOL WKS INC                         X               7        3,380                  0         0
ILLINOIS TOOL WKS INC                         X               3        3,965                  0         0
ILLINOIS TOOL WKS INC                         X               7        4,146                  0         0
ILLINOIS TOOL WKS INC                         X               2       11,260                  0         0
ILLINOIS TOOL WKS INC                         X               3       11,704                  0         0
ILLINOIS TOOL WKS INC                         X               6       12,555                  0         0
ILLINOIS TOOL WKS INC                         X               7       12,926                  0         0
ILLINOIS TOOL WKS INC                         X               3       22,693                  0         0
ILLINOIS TOOL WKS INC                         X               7       27,320                  0         0
ILLINOIS TOOL WKS INC                         X               3       34,430                  0         0
ILLINOIS TOOL WKS INC                         X               3       44,800                  0         0
ILLINOIS TOOL WKS INC                         X               3      128,175                  0         0
ILLINOIS TOOL WKS INC                         X               3    1,350,000                  0         0
IMATION CORP                                  X               3       11,000                  0         0
IMCLONE SYS INC                               X               5            5                  0         0
IMCLONE SYS INC                               X               3            0                  0       200
IMCLONE SYS INC                               X               7        2,100                  0         0
IMCLONE SYS INC                               X               7        5,400                  0         0
IMPERIAL CHEM INDS PLC                        X                            0                120         0
IMPERIAL CHEM INDS PLC                        X               5            0                440         0
IMPERIAL CHEM INDS PLC                        X               2       58,400                  0         0
IMPERIAL OIL LTD                              X               3          263                  0         0
IMPERIAL OIL LTD                              X               3        1,150                  0         0
IMPERIAL OIL LTD                              X               4        2,750                  0         0
IMPERIAL OIL LTD                              X               2       41,547                  0         0
IMPERIAL TOBACCO GROUP PLC                    X               5          120                  0         0
IMPERIAL TOBACCO GROUP PLC                    X               5            0                280         0
IMPERIAL TOBACCO GROUP PLC                    X               4        1,000                609         0
IMPERIAL TOBACCO GROUP PLC                    X               4            0                  0     2,587
INCO LTD                                      X               3          700                  0         0
INCO LTD                                      X               3          500                  0     1,296
INCO LTD                                      X               3        2,090                  0         0
INCO LTD                                      X               3        7,000                  0         0
INCO LTD                                      X               2       69,259                  0         0
INCO LTD                                      X               5        3,000                  0         0
INCO LTD                                      X               5            0             32,000         0
INDEPENDENCE CMNTY BK CORP                    X               3          509                  0         0
INDEPENDENCE CMNTY BK CORP                    X               7        3,291                  0         0
INDEPENDENCE CMNTY BK CORP                    X               7        7,300                  0         0
INFOSYS TECHNOLOGIES LTD                      X               4            0                  0        35
INFOSYS TECHNOLOGIES LTD                      X               3          100                  0         0
INFOSYS TECHNOLOGIES LTD                      X               5            0                145         0
INFOSYS TECHNOLOGIES LTD                      X               3            0                  0       410
INFOSYS TECHNOLOGIES LTD                      X                        1,830                  0         0
INFOSYS TECHNOLOGIES LTD                      X               4            0                  0     4,858
INFOSYS TECHNOLOGIES LTD                      X               6      202,281                  0     1,141
ING GROUP N V                                 X                            0                561         0
ING GROUP N V                                 X               5            0              1,385         0
ING GROUP N V                                 X               2       15,156                  0         0
ING GROUP N V                                 X               5       16,158                  0         0
ING GROUP N V                                 X               2      104,150                  0         0
INNOVEX INC                                   X               3            0                  0    11,000
INTEL CORP                                    X               1          170                  0         0
INTEL CORP                                    X               3          528                  0         0
INTEL CORP                                    X                            0                985         0
INTEL CORP                                    X               6        1,180                  0         0
INTEL CORP                                    X               5            0              1,230         0
INTEL CORP                                    X                        2,377                  0         0
INTEL CORP                                    X               7        2,690                  0         0
INTEL CORP                                    X               7        3,484                  0         0
INTEL CORP                                    X               3        4,114                  0         0
INTEL CORP                                    X               7        4,300                  0         0
INTEL CORP                                    X               3        4,600                  0         0
INTEL CORP                                    X               7        5,900                  0         0
INTEL CORP                                    X               5        6,200                  0         0
INTEL CORP                                    X               7        6,900                  0         0
INTEL CORP                                    X               7        8,750                  0         0
INTEL CORP                                    X                        9,000                  0         0
INTEL CORP                                    X               3       12,844                  0         0
INTEL CORP                                    X               2       13,600                  0         0
INTEL CORP                                    X               7       14,000                  0         0
INTEL CORP                                    X               7       15,100                  0         0
INTEL CORP                                    X                       15,700                  0         0
INTEL CORP                                    X               7       15,830                  0         0
INTEL CORP                                    X               7       17,500                  0         0
INTEL CORP                                    X               5       18,300                  0         0
INTEL CORP                                    X               7       20,207                  0         0
INTEL CORP                                    X               7       20,880                  0         0
INTEL CORP                                    X                       21,500                  0         0
INTEL CORP                                    X               3       22,636                  0         0
INTEL CORP                                    X                       24,298                  0         0
INTEL CORP                                    X               2       25,072                  0         0
INTEL CORP                                    X               7       31,006                  0         0
INTEL CORP                                    X               5            0             33,200         0
INTEL CORP                                    X               7       37,926                  0         0
INTEL CORP                                    X               7       39,770                  0         0
INTEL CORP                                    X               7       44,623                  0         0
INTEL CORP                                    X               7       50,620                  0         0
INTEL CORP                                    X               7       59,679                  0         0
INTEL CORP                                    X                       62,675                  0         0
INTEL CORP                                    X               7       67,564                  0         0
INTEL CORP                                    X                       79,400                  0         0
INTEL CORP                                    X               5            0             88,293         0
INTEL CORP                                    X               7       96,351                  0         0
INTEL CORP                                    X               7       97,830                  0         0
INTEL CORP                                    X               7      127,071                  0         0
INTEL CORP                                    X               3      128,000                  0    40,161
INTEL CORP                                    X               7      265,713                  0         0
INTEL CORP                                    X               4      342,081             28,858    82,525
INTEL CORP                                    X               5      493,271                  0         0
INTEL CORP                                    X               7      584,860                  0         0
INTEL CORP                                    X               4      687,235                  0    39,811
INTEL CORP                                    X               3      725,519                  0    54,759
INTERNATIONAL BUSINESS MACHS                  X               5            0                100         0
INTERNATIONAL BUSINESS MACHS                  X               2          400                  0         0
INTERNATIONAL BUSINESS MACHS                  X               5            0                416         0
INTERNATIONAL BUSINESS MACHS                  X               7          700                  0         0
INTERNATIONAL BUSINESS MACHS                  X               3          900                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        1,100                  0         0
INTERNATIONAL BUSINESS MACHS                  X               1        1,115                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        1,500                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        1,860                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        2,250                  0         0
INTERNATIONAL BUSINESS MACHS                  X                        2,676                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        3,780                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        4,100                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        4,179                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        4,500                  0         0
INTERNATIONAL BUSINESS MACHS                  X                        4,500                  0         0
INTERNATIONAL BUSINESS MACHS                  X               3        4,966                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        5,250                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        5,390                  0         0
INTERNATIONAL BUSINESS MACHS                  X               3        7,000                  0         0
INTERNATIONAL BUSINESS MACHS                  X                        8,323                  0         0
INTERNATIONAL BUSINESS MACHS                  X               5        9,200                  0         0
INTERNATIONAL BUSINESS MACHS                  X               2        9,205                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7        9,920                  0         0
INTERNATIONAL BUSINESS MACHS                  X               3       10,024                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7       11,692                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7       13,260                  0         0
INTERNATIONAL BUSINESS MACHS                  X               5            0             14,567         0
INTERNATIONAL BUSINESS MACHS                  X                       15,423                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7       15,618                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7       17,623                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7       24,101                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7       25,633                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7       33,490                  0         0
INTERNATIONAL BUSINESS MACHS                  X               5       47,428                  0         0
INTERNATIONAL BUSINESS MACHS                  X               7       69,904                  0         0
INTERNATIONAL BUSINESS MACHS                  X               3       80,253                  0         0
INTERNATIONAL BUSINESS MACHS                  X               4      104,060                  0     7,576
INTERNATIONAL BUSINESS MACHS                  X               7      152,750                  0         0
INTERNATIONAL BUSINESS MACHS                  X               3      120,142                  0    56,046
INTERNATIONAL BUSINESS MACHS                  X               4      130,735             24,148    29,302
INTERNATIONAL BUSINESS MACHS                  X               3      220,693                  0         0
INTERNATIONAL BUSINESS MACHS                  X               3      258,130                  0     8,760
INTERNATIONAL FLAVORS&FRAGRA                  X               3          620                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               7          670                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               7          750                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               7          950                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               7        1,349                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               3        1,400                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               3        1,600                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               3        2,800                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               7        3,051                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               6        3,200                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               7        3,640                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               2        5,065                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               3        5,671                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X               7        8,740                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               5            0                225         0
INTERNATIONAL GAME TECHNOLOG                  X               7          580                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               7          850                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               5            0                925         0
INTERNATIONAL GAME TECHNOLOG                  X               7        1,050                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               5        1,500                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               7        1,600                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               7        1,750                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               7        2,424                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               5        2,500                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               7        2,890                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               7        2,900                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               7        3,284                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               4            0                  0     4,362
INTERNATIONAL GAME TECHNOLOG                  X               7        5,685                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               4        6,000                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               7        7,465                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               7       16,063                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               3       21,824                  0         0
INTERNATIONAL GAME TECHNOLOG                  X               7       32,160                  0         0
INTL PAPER CO                                 X               7          600                  0         0
INTL PAPER CO                                 X               5            0                944         0
INTL PAPER CO                                 X               7        1,100                  0         0
INTL PAPER CO                                 X               7        1,700                  0         0
INTL PAPER CO                                 X               3        2,200                  0         0
INTL PAPER CO                                 X               7        2,324                  0         0
INTL PAPER CO                                 X               7        3,492                  0         0
INTL PAPER CO                                 X               7        3,562                  0         0
INTL PAPER CO                                 X               7        3,950                  0         0
INTL PAPER CO                                 X               7        4,768                  0         0
INTL PAPER CO                                 X               5        4,775                  0         0
INTL PAPER CO                                 X               3        6,500                  0       400
INTL PAPER CO                                 X               7        8,011                  0         0
INTL PAPER CO                                 X               7       10,938                  0         0
INTL PAPER CO                                 X               7       22,010                  0         0
INTL PAPER CO                                 X               3       24,667                  0         0
INTL PAPER CO                                 X               4       17,213              3,520     8,600
INTL PAPER CO                                 X               3       41,332                  0     2,160
INTL PAPER CO                                 X               7       46,900                  0         0
INTL PAPER CO                                 X               4       35,371                  0    17,157
INTERNET CAP GROUP INC                        X               3            2                  0         0
INTERNET CAP GROUP INC                        X               3           50                  0       110
INTERNET CAP GROUP INC                        X               3            3                  0    12,024
INTERNET HOLDRS TR                            X               3            0                  0        50
INTERNET HOLDRS TR                            X               3          200                  0         0
INTERNET HOLDRS TR                            X               5        4,000                  0         0
INTERNET HOLDRS TR                            X               3       41,600                  0         0
INTERPUBLIC GROUP COS INC                     X               2          140                  0         0
INTERPUBLIC GROUP COS INC                     X               5          165                  0         0
INTERPUBLIC GROUP COS INC                     X               5            0                588         0
INTERPUBLIC GROUP COS INC                     X               7        2,336                  0         0
INTERPUBLIC GROUP COS INC                     X               3        2,544                  0         0
INTERPUBLIC GROUP COS INC                     X               7        3,100                  0         0
INTERPUBLIC GROUP COS INC                     X               7        3,340                  0         0
INTERPUBLIC GROUP COS INC                     X               7        3,433                  0         0
INTERPUBLIC GROUP COS INC                     X               7        4,070                  0         0
INTERPUBLIC GROUP COS INC                     X               7        6,170                  0         0
INTERPUBLIC GROUP COS INC                     X               7       10,732                  0         0
INTERPUBLIC GROUP COS INC                     X               7       16,356                  0         0
INTERPUBLIC GROUP COS INC                     X               3       21,268                  0         0
INTERPUBLIC GROUP COS INC                     X               7       39,770                  0         0
INTERSIL CORP                                 X               5            0                166         0
INTERSIL CORP                                 X               3            0                  0       409
INTERSIL CORP                                 X               3          500                  0         0
INTERSIL CORP                                 X               3       72,000                  0         0
INTRAWEST CORPORATION                         X               2        9,910                  0         0
INTUIT                                        X               4           45                  0         0
INTUIT                                        X               7          350                  0         0
INTUIT                                        X               7          900                  0         0
INTUIT                                        X               3          921                  0         0
INTUIT                                        X               7        1,000                  0         0
INTUIT                                        X               7        1,300                  0         0
INTUIT                                        X               7        1,500                  0         0
INTUIT                                        X               7        1,520                  0         0
INTUIT                                        X               7        1,692                  0         0
INTUIT                                        X               3        1,800                  0         0
INTUIT                                        X                        2,068                  0         0
INTUIT                                        X               7        2,725                  0         0
INTUIT                                        X               7        2,950                  0         0
INTUIT                                        X               7        4,725                  0         0
INTUIT                                        X               7        8,529                  0         0
INTUIT                                        X               7       19,620                  0         0
INVERNESS MED INNOVATIONS IN                  X               3      700,000                  0         0
INVITROGEN CORP                               X               3          306                  0         0
INVITROGEN CORP                               X               4            0                  0       934
INVITROGEN CORP                               X               7        1,300                  0         0
INVITROGEN CORP                               X               7        1,994                  0         0
INVITROGEN CORP                               X               7        4,400                  0         0
INVITROGEN CORP                               X               5            0             19,000         0
INVESTORS FINL SERVICES CORP                  X               5            0                117         0
INVESTORS FINL SERVICES CORP                  X               3          407                  0         0
INVESTORS FINL SERVICES CORP                  X               3          980                  0         0
INVESTORS FINL SERVICES CORP                  X                            0              1,100         0
INVESTORS FINL SERVICES CORP                  X               7        1,600                  0         0
INVESTORS FINL SERVICES CORP                  X               7        2,593                  0         0
INVESTORS FINL SERVICES CORP                  X               7        5,800                  0         0
INVESTORS FINL SERVICES CORP                  X               2       58,625                  0         0
INVESTORS FINL SERVICES CORP                  X               3       59,385                  0         0
INVESTORS FINL SERVICES CORP                  X               3      104,430                  0         0
IPSCO INC                                     X               2        8,125                  0         0
IRON MTN INC                                  X               4            0                  0        55
IRON MTN INC                                  X               3          764                  0         0
IRON MTN INC                                  X               7          900                  0         0
IRON MTN INC                                  X               7          960                  0         0
IRON MTN INC                                  X               5            0              1,015         0
IRON MTN INC                                  X               7        4,950                  0         0
IRON MTN INC                                  X               7        5,036                  0         0
IRON MTN INC                                  X               4            0                  0     7,497
IRON MTN INC                                  X               7       12,150                  0         0
ISCO INTL INC                                 X               3        1,750                  0         0
ISCO INTL INC                                 X               3            0                  0    11,800
ISHARES COMEX GOLD TR                         X                       34,690                  0         0
ISHARES INC                                   X               2          300                  0         0
ISHARES INC                                   X               3        2,295                  0         0
ISHARES INC                                   X               3        2,500                  0         0
ISHARES INC                                   X               3        6,500                  0         0
ISHARES INC                                   X               2          900                  0         0
ISHARES INC                                   X                            0              3,200         0
ISHARES INC                                   X               3       26,600                  0         0
ISHARES INC                                   X               3      130,650                  0         0
ISHARES INC                                   X               2          360                  0         0
ISHARES INC                                   X               3       12,000                  0         0
ISHARES INC                                   X               6      109,241                  0         0
ISHARES INC                                   X               3            0                  0       800
ISHARES INC                                   X                       94,908                  0         0
ISHARES INC                                   X               4            0                  0       750
ISHARES INC                                   X               2          775                  0         0
ISHARES INC                                   X               3        1,300                  0         0
ISHARES INC                                   X               5        1,470                  0         0
ISHARES INC                                   X               3        1,580                  0         0
ISHARES INC                                   X                       22,855                  0         0
ISHARES INC                                   X               2          110                  0         0
ISHARES INC                                   X               3        5,358                  0         0
ISHARES INC                                   X               3        5,600                  0         0
ISHARES INC                                   X               6       10,557                  0         0
ISHARES INC                                   X               3       12,800                  0         0
ISHARES INC                                   X               2        1,350                  0         0
ISHARES INC                                   X                      209,949                  0         0
ISHARES INC                                   X               2          390                  0         0
ISHARES INC                                   X                       12,775                  0         0
ISHARES INC                                   X                            0                288         0
ISHARES INC                                   X               5            0                910         0
ISHARES INC                                   X               6        4,153                  0         0
ISHARES INC                                   X                        7,550                  0         0
ISHARES INC                                   X               5       10,336                  0         0
ISHARES INC                                   X                       25,900                149         0
ISHARES INC                                   X               3       44,000                  0         0
ISHARES INC                                   X               3       49,575                  0         0
ISHARES INC                                   X               3      392,360                  0         0
ISHARES INC                                   X                            0                115         0
ISHARES INC                                   X               5          134                  0         0
ISHARES INC                                   X               4            0                  0       400
ISHARES INC                                   X                          500                 60         0
ISHARES INC                                   X               3          600                  0         0
ISHARES INC                                   X               3          950                  0         0
ISHARES INC                                   X               2        1,400                  0         0
ISHARES INC                                   X               6        3,374                  0         0
ISHARES INC                                   X               5            0              5,063         0
ISHARES INC                                   X                        5,200                  0         0
ISHARES INC                                   X               3        9,175                  0         0
ISHARES INC                                   X                          920                  0         0
ISHARES INC                                   X               3        1,770                  0         0
ISHARES INC                                   X               2        1,345                  0         0
ISHARES INC                                   X                        7,725                  0         0
ISHARES INC                                   X               5            0              9,000         0
ISHARES INC                                   X                            0                591         0
ISHARES INC                                   X                          450                395         0
ISHARES INC                                   X               3        5,651                  0         0
ISHARES INC                                   X               3       10,000                  0         0
ISHARES INC                                   X               5       12,599                  0         0
ISHARES INC                                   X               3       16,440                  0         0
ISHARES INC                                   X                       27,924                  0         0
ISHARES INC                                   X               5            0             36,714         0
ISHARES INC                                   X               5            0             80,300         0
ISHARES INC                                   X               4            0                  0     1,000
ISHARES INC                                   X               4            0                  0     2,400
ISHARES INC                                   X               5        5,500                  0         0
ISHARES INC                                   X               5            0             18,350         0
ISHARES INC                                   X                       33,935                  0         0
ISHARES INC                                   X               5            0             55,300         0
ISHARES INC                                   X               5      123,830                  0         0
ISHARES INC                                   X               3      138,156                  0         0
ISHARES INC                                   X               3      141,625                  0         0
ISHARES INC                                   X                      363,486                  0         0
ISHARES INC                                   X               2      368,525                  0         0
ISHARES INC                                   X               3      415,277                  0         0
ISHARES INC                                   X               3      569,005                  0         0
ISHARES INC                                   X               6    1,312,806                  0         0
ISHARES INC                                   X                            0                 49         0
ISHARES INC                                   X                            0                 87         0
ISHARES INC                                   X               5            0                293         0
ISHARES INC                                   X                          917                  0         0
ISHARES INC                                   X               2        1,130                  0         0
ISHARES INC                                   X               5        5,109                  0         0
ISHARES INC                                   X               3       23,700                  0         0
ISHARES INC                                   X               3       48,425                  0         0
ISHARES INC                                   X               3      141,800                  0         0
ISHARES TR                                    X               3          450                  0         0
ISHARES TR                                    X               3          600                  0         0
ISHARES TR                                    X               3        4,100                  0         0
ISHARES TR                                    X                            0                 14         0
ISHARES TR                                    X                            0                 27         0
ISHARES TR                                    X               5            0                 85         0
ISHARES TR                                    X               4            0                  0       200
ISHARES TR                                    X               3          560                  0         0
ISHARES TR                                    X               2        1,250                  0         0
ISHARES TR                                    X               5        1,651                  0         0
ISHARES TR                                    X                        1,670                  0         0
ISHARES TR                                    X               7          390                  0         0
ISHARES TR                                    X               7          590                  0         0
ISHARES TR                                    X               2          661                  0         0
ISHARES TR                                    X               7          840                  0         0
ISHARES TR                                    X               5            0              1,000         0
ISHARES TR                                    X               7        3,100                  0         0
ISHARES TR                                    X               7        3,900                  0         0
ISHARES TR                                    X               7        9,400                  0         0
ISHARES TR                                    X               7       10,690                  0         0
ISHARES TR                                    X               4            0                  0    15,165
ISHARES TR                                    X               7       18,607                  0         0
ISHARES TR                                    X               6       28,334                  0         0
ISHARES TR                                    X               7       43,688                  0         0
ISHARES TR                                    X                        8,900                  0         0
ISHARES TR                                    X               4            0                  0    83,310
ISHARES TR                                    X               3          369                  0         0
ISHARES TR                                    X                          960                  0         0
ISHARES TR                                    X               2        1,175                  0         0
ISHARES TR                                    X               5        1,980                  0         0
ISHARES TR                                    X               3        2,445                  0         0
ISHARES TR                                    X               3        4,125                  0         0
ISHARES TR                                    X               4            0                  0     4,876
ISHARES TR                                    X               3       17,650                  0         0
ISHARES TR                                    X               4            0                  0   116,514
ISHARES TR                                    X                      140,831                  0         0
ISHARES TR                                    X                            0              1,789         0
ISHARES TR                                    X                        6,890                  0         0
ISHARES TR                                    X               2          600                  0         0
ISHARES TR                                    X               7        4,600                  0         0
ISHARES TR                                    X               2           75                  0         0
ISHARES TR                                    X               6        9,293                  0         0
ISHARES TR                                    X               3        2,100                  0         0
ISHARES TR                                    X               3       14,720                  0         0
ISHARES TR                                    X               2          350                  0         0
ISHARES TR                                    X                          930                  0         0
ISHARES TR                                    X               3        5,000                  0         0
ISHARES TR                                    X               3            0                  0       700
ISHARES TR                                    X                        3,790                  0         0
ISHARES TR                                    X               6       17,818                  0         0
ISHARES TR                                    X                        3,245                  0         0
ISHARES TR                                    X               2          385                  0         0
ISHARES TR                                    X                        5,720                  0         0
ISHARES TR                                    X               3        1,460                  0         0
ISHARES TR                                    X               4            0                  0     2,393
ISHARES TR                                    X               2        3,019                  0         0
ISHARES TR                                    X                        5,265                  0         0
ISHARES TR                                    X               4            0                  0    10,285
ISHARES TR                                    X               3       10,500                  0         0
ISHARES TR                                    X               6        5,362                  0         0
ISHARES TR                                    X                        1,101                  0         0
ISHARES TR                                    X               4            0                  0     1,531
ISHARES TR                                    X                        3,000                  0         0
ISHARES TR                                    X               6       33,875                  0         0
ISHARES TR                                    X               4            0                  0    36,380
ISHARES TR                                    X               4            0                  0   148,932
ISHARES TR                                    X                       25,400                  0         0
ISHARES TR                                    X               5            0              3,960         0
ISHARES TR                                    X                       26,100                  0         0
ISHARES TR                                    X               2          200                  0         0
ISHARES TR                                    X               4            0                  0     1,321
ISHARES TR                                    X               4            0                  0     1,550
ISHARES TR                                    X                        3,280                  0         0
ISHARES TR                                    X               3       73,739                  0         0
ISHARES TR                                    X               4            0                  0    18,496
ISHARES TR                                    X               4            0                  0    79,434
ISHARES TR                                    X                       19,010                  0         0
ISHARES TR                                    X               4            0                  0       550
ISHARES TR                                    X                       29,815                  0         0
ISHARES TR                                    X                        6,000                  0         0
ISHARES TR                                    X                       23,780                  0         0
ISHARES TR                                    X               2          300                  0         0
ISHARES TR                                    X               4            0                  0    31,100
ISHARES TR                                    X               4            0                  0    15,000
ISHARES TR                                    X               4            0                  0    92,386
ISHARES TR                                    X               4            0                  0       150
ISHARES TR                                    X                        3,000                  0         0
ISHARES TR                                    X               3        4,700                  0         0
ISHARES TR                                    X               3          900                  0         0
ISHARES TR                                    X               4            0                  0     4,390
ISHARES TR                                    X                        6,874                  0         0
ISHARES TR                                    X                       16,950                  0         0
ISHARES TR                                    X               4            0                  0    24,953
ISHARES TR                                    X               4            0                  0     1,325
ISHARES TR                                    X               2        1,725                  0         0
ISHARES TR                                    X               2          300                  0         0
ISHARES TR                                    X               6       25,828                  0         0
ISHARES TR                                    X               3          400                  0         0
ISHARES TR                                    X               4            0                  0     2,300
ISHARES TR                                    X                        7,100                  0         0
ISHARES TR                                    X               3          179                  0         0
ISHARES TR                                    X               3          570                  0         0
ISHARES TR                                    X               3            0                  0    11,700
ISHARES TR                                    X               4            0                  0     1,005
ISHARES TR                                    X               4            0                  0     1,383
ISHARES TR                                    X                       33,150                  0         0
ISHARES TR                                    X               3        1,515                  0         0
ISHARES TR                                    X               5            0              2,300         0
ISHARES TR                                    X               2        3,319                  0         0
ISHARES TR                                    X                        3,715                  0         0
ISHARES TR                                    X                       42,400                  0         0
IVANHOE ENERGY INC                            X               2        4,000                  0         0
IVANHOE ENERGY INC                            X               3       38,500                  0         0
IVANHOE MINES LTD                             X               2        3,500                  0         0
IVANHOE MINES LTD                             X               3       29,650                  0         0
IVAX CORP                                     X               5        1,000                  0         0
IVAX CORP                                     X               3        1,425                  0         0
IVAX CORP                                     X               7        1,500                  0         0
IVAX CORP                                     X               7       12,975                  0         0
IVAX CORP                                     X               7       24,150                  0         0
IVAX CORP                                     X                       33,000                  0         0
IVAX CORP                                     X                       82,500                  0         0
JDS UNIPHASE CORP                             X               4          100                  0         0
JDS UNIPHASE CORP                             X               5            0                100         0
JDS UNIPHASE CORP                             X               2          200                  0         0
JDS UNIPHASE CORP                             X                        5,959                  0         0
JDS UNIPHASE CORP                             X               2        8,360                  0         0
JDS UNIPHASE CORP                             X               5        9,300                  0         0
JDS UNIPHASE CORP                             X               7        9,873                  0         0
JDS UNIPHASE CORP                             X               7       11,400                  0         0
JDS UNIPHASE CORP                             X               7       19,142                  0         0
JDS UNIPHASE CORP                             X               7       19,862                  0         0
JDS UNIPHASE CORP                             X               7       21,145                  0         0
JDS UNIPHASE CORP                             X               3       24,300                  0     4,000
JDS UNIPHASE CORP                             X               7       47,571                  0         0
JDS UNIPHASE CORP                             X               5       51,000                  0         0
JDS UNIPHASE CORP                             X               7       80,811                  0         0
JDS UNIPHASE CORP                             X               3       84,135                  0         0
JDS UNIPHASE CORP                             X               7      152,500                  0         0
JDS UNIPHASE CORP                             X               3      217,681                  0     3,790
JPMORGAN & CHASE & CO                         X               1          100                  0         0
JPMORGAN & CHASE & CO                         X               2          200                  0         0
JPMORGAN & CHASE & CO                         X                            0                225         0
JPMORGAN & CHASE & CO                         X               7        1,500                  0         0
JPMORGAN & CHASE & CO                         X               5        2,000                  0         0
JPMORGAN & CHASE & CO                         X               3        2,220                  0         0
JPMORGAN & CHASE & CO                         X               7        2,440                  0         0
JPMORGAN & CHASE & CO                         X               3        3,285                  0         0
JPMORGAN & CHASE & CO                         X               7        3,300                  0         0
JPMORGAN & CHASE & CO                         X               5            0              3,400         0
JPMORGAN & CHASE & CO                         X               3        3,710                  0         0
JPMORGAN & CHASE & CO                         X               7        4,950                  0         0
JPMORGAN & CHASE & CO                         X                        5,490                  0         0
JPMORGAN & CHASE & CO                         X               3        8,115                  0         0
JPMORGAN & CHASE & CO                         X               7        9,850                  0         0
JPMORGAN & CHASE & CO                         X               7       11,210                  0         0
JPMORGAN & CHASE & CO                         X               7       12,905                  0         0
JPMORGAN & CHASE & CO                         X               5            0             13,560         0
JPMORGAN & CHASE & CO                         X                       15,000                  0         0
JPMORGAN & CHASE & CO                         X               7       22,273                  0         0
JPMORGAN & CHASE & CO                         X               7       25,796                  0         0
JPMORGAN & CHASE & CO                         X               5            0             28,525         0
JPMORGAN & CHASE & CO                         X               7       29,226                  0         0
JPMORGAN & CHASE & CO                         X                       30,128                  0         0
JPMORGAN & CHASE & CO                         X               7       34,480                  0         0
JPMORGAN & CHASE & CO                         X               3       38,398                  0         0
JPMORGAN & CHASE & CO                         X               2       48,914                  0         0
JPMORGAN & CHASE & CO                         X               7       52,001                  0         0
JPMORGAN & CHASE & CO                         X               7       55,983                  0         0
JPMORGAN & CHASE & CO                         X               3       47,609                  0    12,500
JPMORGAN & CHASE & CO                         X               7       73,035                  0         0
JPMORGAN & CHASE & CO                         X               5       99,535                  0         0
JPMORGAN & CHASE & CO                         X               3      112,440                  0         0
JPMORGAN & CHASE & CO                         X               7      152,931                  0         0
JPMORGAN & CHASE & CO                         X               4      105,175             19,756    44,173
JPMORGAN & CHASE & CO                         X               3      307,023                  0     6,271
JPMORGAN & CHASE & CO                         X               7      337,320                  0         0
JPMORGAN & CHASE & CO                         X               4      335,892              5,450    39,461
JABIL CIRCUIT INC                             X               5          500                  0         0
JABIL CIRCUIT INC                             X               5          500                  0         0
JABIL CIRCUIT INC                             X               5            0                547         0
JABIL CIRCUIT INC                             X               4            0                  0     1,081
JABIL CIRCUIT INC                             X               7        1,190                  0         0
JABIL CIRCUIT INC                             X               7        1,200                  0         0
JABIL CIRCUIT INC                             X               3        1,221                  0         0
JABIL CIRCUIT INC                             X               7        1,493                  0         0
JABIL CIRCUIT INC                             X               7        1,544                  0         0
JABIL CIRCUIT INC                             X               3        1,700                  0         0
JABIL CIRCUIT INC                             X               7        2,965                  0         0
JABIL CIRCUIT INC                             X               7        4,835                  0         0
JABIL CIRCUIT INC                             X               7        5,500                  0         0
JABIL CIRCUIT INC                             X               7        9,579                  0         0
JABIL CIRCUIT INC                             X               7       20,580                  0         0
JABIL CIRCUIT INC                             X               3       79,000                  0         0
JACOBS ENGR GROUP INC DEL                     X               5            0                158         0
JACOBS ENGR GROUP INC DEL                     X               3          306                  0         0
JACOBS ENGR GROUP INC DEL                     X               7        2,194                  0         0
JACOBS ENGR GROUP INC DEL                     X               4            0                  0     4,060
JACOBS ENGR GROUP INC DEL                     X               7        5,250                  0         0
JANUS CAP GROUP INC                           X               7        1,700                  0         0
JANUS CAP GROUP INC                           X               7        1,890                  0         0
JANUS CAP GROUP INC                           X               7        2,100                  0         0
JANUS CAP GROUP INC                           X               7        3,500                  0         0
JANUS CAP GROUP INC                           X               4            0              6,000         0
JANUS CAP GROUP INC                           X               7        9,226                  0         0
JANUS CAP GROUP INC                           X               7       19,210                  0         0
JEFFERSON PILOT CORP                          X                            0                120         0
JEFFERSON PILOT CORP                          X               5          305                  0         0
JEFFERSON PILOT CORP                          X               3          865                  0         0
JEFFERSON PILOT CORP                          X               7          985                  0         0
JEFFERSON PILOT CORP                          X               7        1,180                  0         0
JEFFERSON PILOT CORP                          X               7        1,483                  0         0
JEFFERSON PILOT CORP                          X               7        1,990                  0         0
JEFFERSON PILOT CORP                          X               7        2,044                  0         0
JEFFERSON PILOT CORP                          X               7        6,335                  0         0
JEFFERSON PILOT CORP                          X               7       12,570                  0         0
JOHNSON & JOHNSON                             X               1          180                  0         0
JOHNSON & JOHNSON                             X                        1,000                  0         0
JOHNSON & JOHNSON                             X               7        1,200                  0         0
JOHNSON & JOHNSON                             X               7        2,050                  0         0
JOHNSON & JOHNSON                             X               7        2,800                  0         0
JOHNSON & JOHNSON                             X               7        2,800                  0         0
JOHNSON & JOHNSON                             X               5            0              3,189         0
JOHNSON & JOHNSON                             X               5        3,500                  0         0
JOHNSON & JOHNSON                             X                        4,000                  0         0
JOHNSON & JOHNSON                             X               7        4,100                  0         0
JOHNSON & JOHNSON                             X                        4,200                  0         0
JOHNSON & JOHNSON                             X               3        5,920                  0         0
JOHNSON & JOHNSON                             X               7        7,689                  0         0
JOHNSON & JOHNSON                             X               7        8,400                  0         0
JOHNSON & JOHNSON                             X               7        9,109                  0         0
JOHNSON & JOHNSON                             X               7        9,230                  0         0
JOHNSON & JOHNSON                             X                       10,800                  0         0
JOHNSON & JOHNSON                             X               5       14,090                  0         0
JOHNSON & JOHNSON                             X               3       15,372                  0         0
JOHNSON & JOHNSON                             X               5            0             16,800         0
JOHNSON & JOHNSON                             X               7       17,020                  0         0
JOHNSON & JOHNSON                             X               3       17,035                  0         0
JOHNSON & JOHNSON                             X               7       21,790                  0         0
JOHNSON & JOHNSON                             X               7       24,710                  0         0
JOHNSON & JOHNSON                             X               2       24,960                  0         0
JOHNSON & JOHNSON                             X               5            0             25,280         0
JOHNSON & JOHNSON                             X               2       28,245                  0         0
JOHNSON & JOHNSON                             X               7       29,129                  0         0
JOHNSON & JOHNSON                             X                       31,131                  0         0
JOHNSON & JOHNSON                             X               7       32,423                  0         0
JOHNSON & JOHNSON                             X               3       35,294                  0     1,400
JOHNSON & JOHNSON                             X                        4,000             36,250         0
JOHNSON & JOHNSON                             X               7       46,460                  0         0
JOHNSON & JOHNSON                             X               7       47,690                  0         0
JOHNSON & JOHNSON                             X               3       60,711                  0         0
JOHNSON & JOHNSON                             X               7       61,617                  0         0
JOHNSON & JOHNSON                             X               3       99,598                  0         0
JOHNSON & JOHNSON                             X               7      130,050                  0         0
JOHNSON & JOHNSON                             X               4      108,705             17,778    17,150
JOHNSON & JOHNSON                             X               7      282,990                  0         0
JOHNSON & JOHNSON                             X               3      298,300                  0     9,910
JOHNSON & JOHNSON                             X               4      413,958                400    23,480
JOHNSON & JOHNSON                             X               3      677,871                  0         0
JOHNSON CTLS INC                              X               5           25                  0         0
JOHNSON CTLS INC                              X               7        1,100                  0         0
JOHNSON CTLS INC                              X               7        1,300                  0         0
JOHNSON CTLS INC                              X               7        1,368                  0         0
JOHNSON CTLS INC                              X               7        1,462                  0         0
JOHNSON CTLS INC                              X               7        1,610                  0         0
JOHNSON CTLS INC                              X               7        1,902                  0         0
JOHNSON CTLS INC                              X               4          350              2,000         0
JOHNSON CTLS INC                              X               3        2,900                  0         0
JOHNSON CTLS INC                              X               7        3,234                  0         0
JOHNSON CTLS INC                              X               7        4,290                  0         0
JOHNSON CTLS INC                              X               7        4,416                  0         0
JOHNSON CTLS INC                              X               3        7,843                  0         0
JOHNSON CTLS INC                              X               4        8,477                  0       240
JOHNSON CTLS INC                              X               7        8,729                  0         0
JOHNSON CTLS INC                              X               7       17,390                  0         0
JONES APPAREL GROUP INC                       X               5            0                490         0
JONES APPAREL GROUP INC                       X               3          764                  0         0
JONES APPAREL GROUP INC                       X               7          836                  0         0
JONES APPAREL GROUP INC                       X               7          990                  0         0
JONES APPAREL GROUP INC                       X               7        1,304                  0         0
JONES APPAREL GROUP INC                       X               7        1,850                  0         0
JONES APPAREL GROUP INC                       X                        2,425                  0         0
JONES APPAREL GROUP INC                       X               7        3,350                  0         0
JONES APPAREL GROUP INC                       X               5            0              3,900         0
JONES APPAREL GROUP INC                       X               7        4,836                  0         0
JONES APPAREL GROUP INC                       X               2        6,120                  0         0
JONES APPAREL GROUP INC                       X               7       12,540                  0         0
JUNIPER NETWORKS INC                          X               5          125                  0         0
JUNIPER NETWORKS INC                          X               4            0                  0       355
JUNIPER NETWORKS INC                          X               5            0                666         0
JUNIPER NETWORKS INC                          X               7        1,600                  0         0
JUNIPER NETWORKS INC                          X               3        2,300                  0         0
JUNIPER NETWORKS INC                          X               5            0              4,000         0
JUNIPER NETWORKS INC                          X                        4,006                  0         0
JUNIPER NETWORKS INC                          X               3        4,157                  0         0
JUNIPER NETWORKS INC                          X               7        5,300                  0         0
JUNIPER NETWORKS INC                          X               7        6,800                  0         0
JUNIPER NETWORKS INC                          X               5        9,800                  0         0
JUNIPER NETWORKS INC                          X               7       25,393                  0         0
JUNIPER NETWORKS INC                          X                       32,500                  0         0
JUNIPER NETWORKS INC                          X               3       35,046                  0       925
JUNIPER NETWORKS INC                          X               4            0                  0    51,143
JUNIPER NETWORKS INC                          X               5            0             56,300         0
JUNIPER NETWORKS INC                          X               7       57,810                  0         0
JUNIPER NETWORKS INC                          X               5        3,000                  0         0
JUNIPER NETWORKS INC                          X               5            0             14,000         0
KKR FINL CORP                                 X               2       18,650                  0         0
KKR FINL CORP                                 X               3      124,000                  0         0
KKR FINL CORP                                 X               3      139,400                  0         0
KLA-TENCOR CORP                               X               5           73                  0         0
KLA-TENCOR CORP                               X               5            0                216         0
KLA-TENCOR CORP                               X               7          290                  0         0
KLA-TENCOR CORP                               X               7          400                  0         0
KLA-TENCOR CORP                               X               7          500                  0         0
KLA-TENCOR CORP                               X               5            0                800         0
KLA-TENCOR CORP                               X               7          900                  0         0
KLA-TENCOR CORP                               X               7          900                  0         0
KLA-TENCOR CORP                               X               3        1,021                  0         0
KLA-TENCOR CORP                               X                        1,076                  0         0
KLA-TENCOR CORP                               X               3        1,269                  0         0
KLA-TENCOR CORP                               X               7        1,435                  0         0
KLA-TENCOR CORP                               X               7        1,650                  0         0
KLA-TENCOR CORP                               X               7        1,954                  0         0
KLA-TENCOR CORP                               X               7        2,974                  0         0
KLA-TENCOR CORP                               X               7        3,053                  0         0
KLA-TENCOR CORP                               X                        3,368                  0         0
KLA-TENCOR CORP                               X               7        5,326                  0         0
KLA-TENCOR CORP                               X               7        9,251                  0         0
KLA-TENCOR CORP                               X               7       17,980                  0         0
KLA-TENCOR CORP                               X               4       34,800                  0         0
KT CORP                                       X                            0                 27         0
KT CORP                                       X                            0                 52         0
KT CORP                                       X               2        2,592                  0         0
KT CORP                                       X               5            0              2,655         0
KT CORP                                       X               5        8,880                  0         0
KT CORP                                       X               3            0                  0    12,200
KT CORP                                       X               6      450,000                  0         0
K V PHARMACEUTICAL CO                         X               3        3,506                  0         0
K V PHARMACEUTICAL CO                         X               4            0                  0     7,163
KANBAY INTL INC                               X                    4,532,240                  0         0
KAYDON CORP                                   X               4       11,200                  0         0
KEANE INC                                     X               5            0             12,000         0
KB HOME                                       X               7          100                  0         0
KB HOME                                       X               7          570                  0         0
KB HOME                                       X               7          590                  0         0
KB HOME                                       X               7          600                  0         0
KB HOME                                       X               3          800                  0         0
KB HOME                                       X               7          860                  0         0
KB HOME                                       X               7        1,350                  0         0
KB HOME                                       X               7        2,000                  0         0
KB HOME                                       X               7        4,591                  0         0
KB HOME                                       X               7       10,240                  0         0
KB HOME                                       X               3       17,966                  0         0
KELLOGG CO                                    X               5            0                500         0
KELLOGG CO                                    X               3          600                  0         0
KELLOGG CO                                    X               7        1,000                  0         0
KELLOGG CO                                    X               3        1,400                  0         0
KELLOGG CO                                    X               7        1,882                  0         0
KELLOGG CO                                    X               7        1,900                  0         0
KELLOGG CO                                    X               7        2,169                  0         0
KELLOGG CO                                    X               7        2,512                  0         0
KELLOGG CO                                    X               7        3,900                  0         0
KELLOGG CO                                    X               7        4,200                  0         0
KELLOGG CO                                    X               3        5,301                  0         0
KELLOGG CO                                    X               7        6,266                  0         0
KELLOGG CO                                    X               4        6,900                  0         0
KELLOGG CO                                    X               7       13,968                  0         0
KELLOGG CO                                    X               7       28,890                  0         0
KERR MCGEE CORP                               X                            0                 95         0
KERR MCGEE CORP                               X               7          280                  0         0
KERR MCGEE CORP                               X               7          300                  0         0
KERR MCGEE CORP                               X               7          400                  0         0
KERR MCGEE CORP                               X               5            0                480         0
KERR MCGEE CORP                               X               7          500                  0         0
KERR MCGEE CORP                               X               3          500                  0         0
KERR MCGEE CORP                               X               7          851                  0         0
KERR MCGEE CORP                               X               7        1,000                  0         0
KERR MCGEE CORP                               X               7        1,100                  0         0
KERR MCGEE CORP                               X               7        1,224                  0         0
KERR MCGEE CORP                               X               7        1,950                  0         0
KERR MCGEE CORP                               X               7        2,602                  0         0
KERR MCGEE CORP                               X               7        3,400                  0         0
KERR MCGEE CORP                               X               7        3,500                  0         0
KERR MCGEE CORP                               X               7        5,684                  0         0
KERR MCGEE CORP                               X               7       10,500                  0         0
KERR MCGEE CORP                               X               3       12,561                  0         0
KERR MCGEE CORP                               X               4            0                  0    20,761
KEYCORP NEW                                   X               2           50                  0         0
KEYCORP NEW                                   X                            0                355         0
KEYCORP NEW                                   X               7          640                  0         0
KEYCORP NEW                                   X               5          900                  0         0
KEYCORP NEW                                   X               7          950                  0         0
KEYCORP NEW                                   X               7        2,100                  0         0
KEYCORP NEW                                   X               7        2,350                  0         0
KEYCORP NEW                                   X               7        2,909                  0         0
KEYCORP NEW                                   X               7        3,415                  0         0
KEYCORP NEW                                   X               4        3,614                  0         0
KEYCORP NEW                                   X               7        3,972                  0         0
KEYCORP NEW                                   X               4        4,730                  0       543
KEYCORP NEW                                   X               7        6,153                  0         0
KEYCORP NEW                                   X               7        6,771                  0         0
KEYCORP NEW                                   X               7        9,729                  0         0
KEYCORP NEW                                   X               7       10,500                  0         0
KEYCORP NEW                                   X               7       19,507                  0         0
KEYCORP NEW                                   X               3       31,839                  0         0
KEYCORP NEW                                   X               7       40,210                  0         0
KEYSPAN CORP                                  X                            0                155         0
KEYSPAN CORP                                  X               5          370                  0         0
KEYSPAN CORP                                  X               3          967                  0         0
KEYSPAN CORP                                  X               7        1,300                  0         0
KEYSPAN CORP                                  X               7        1,318                  0         0
KEYSPAN CORP                                  X               7        1,391                  0         0
KEYSPAN CORP                                  X               7        1,470                  0         0
KEYSPAN CORP                                  X               7        1,692                  0         0
KEYSPAN CORP                                  X               4        2,460                  0         0
KEYSPAN CORP                                  X               7        2,786                  0         0
KEYSPAN CORP                                  X               7        7,683                  0         0
KEYSPAN CORP                                  X               7       10,214                  0         0
KEYSPAN CORP                                  X               7       13,700                  0         0
KIMBERLY CLARK CORP                           X                            0                 95         0
KIMBERLY CLARK CORP                           X               5            0                200         0
KIMBERLY CLARK CORP                           X               5          225                  0         0
KIMBERLY CLARK CORP                           X               7          300                  0         0
KIMBERLY CLARK CORP                           X               7          400                  0         0
KIMBERLY CLARK CORP                           X               7          470                  0         0
KIMBERLY CLARK CORP                           X               7          500                  0         0
KIMBERLY CLARK CORP                           X               3          560                  0         0
KIMBERLY CLARK CORP                           X               7          850                  0         0
KIMBERLY CLARK CORP                           X               7        1,263                  0         0
KIMBERLY CLARK CORP                           X               7        1,450                  0         0
KIMBERLY CLARK CORP                           X               3        1,500                  0         0
KIMBERLY CLARK CORP                           X               7        1,930                  0         0
KIMBERLY CLARK CORP                           X               3        2,753                  0         0
KIMBERLY CLARK CORP                           X               7        2,860                  0         0
KIMBERLY CLARK CORP                           X               7        3,454                  0         0
KIMBERLY CLARK CORP                           X               7        4,010                  0         0
KIMBERLY CLARK CORP                           X               7        4,566                  0         0
KIMBERLY CLARK CORP                           X               7        5,258                  0         0
KIMBERLY CLARK CORP                           X               7        5,580                  0         0
KIMBERLY CLARK CORP                           X               7        5,901                  0         0
KIMBERLY CLARK CORP                           X               2        6,871                  0         0
KIMBERLY CLARK CORP                           X               7        7,713                  0         0
KIMBERLY CLARK CORP                           X                        8,600                  0         0
KIMBERLY CLARK CORP                           X               7        9,668                  0         0
KIMBERLY CLARK CORP                           X               3       12,641                  0         0
KIMBERLY CLARK CORP                           X               3       18,328                  0         0
KIMBERLY CLARK CORP                           X               7       20,858                  0         0
KIMBERLY CLARK CORP                           X               4       25,690                400     5,900
KIMBERLY CLARK CORP                           X               7       47,090                  0         0
KIMBERLY CLARK CORP                           X               4       57,051              4,200    35,346
KIMCO REALTY CORP                             X               2          400                  0         0
KIMCO REALTY CORP                             X               7        3,000                  0         0
KIMCO REALTY CORP                             X               3            0                  0     5,100
KIMCO REALTY CORP                             X               7       12,000                  0         0
KIMCO REALTY CORP                             X               7       23,640                  0         0
KINDER MORGAN ENERGY PARTNER                  X               4        5,975                  0         0
KINDER MORGAN INC KANS                        X               2          255                  0         0
KINDER MORGAN INC KANS                        X               3          300                  0         0
KINDER MORGAN INC KANS                        X               7          714                  0         0
KINDER MORGAN INC KANS                        X               7          830                  0         0
KINDER MORGAN INC KANS                        X               7          894                  0         0
KINDER MORGAN INC KANS                        X               7        1,473                  0         0
KINDER MORGAN INC KANS                        X               7        2,187                  0         0
KINDER MORGAN INC KANS                        X                        3,000                  0         0
KINDER MORGAN INC KANS                        X               7        4,140                  0         0
KINDER MORGAN INC KANS                        X               3        7,161                  0         0
KINDER MORGAN INC KANS                        X               7        9,070                  0         0
KINETIC CONCEPTS INC                          X               5            0                205         0
KINETIC CONCEPTS INC                          X               3          306                  0         0
KINETIC CONCEPTS INC                          X               7        1,994                  0         0
KINETIC CONCEPTS INC                          X               7        4,300                  0         0
KING PHARMACEUTICALS INC                      X               3          500                  0         0
KING PHARMACEUTICALS INC                      X               5            0                671         0
KING PHARMACEUTICALS INC                      X               2        1,000                  0         0
KING PHARMACEUTICALS INC                      X               7        1,682                  0         0
KING PHARMACEUTICALS INC                      X               7        1,910                  0         0
KING PHARMACEUTICALS INC                      X               7        2,765                  0         0
KING PHARMACEUTICALS INC                      X               7        3,579                  0         0
KING PHARMACEUTICALS INC                      X               3            0                  0     3,800
KING PHARMACEUTICALS INC                      X               7        3,954                  0         0
KING PHARMACEUTICALS INC                      X               7        8,000                  0         0
KING PHARMACEUTICALS INC                      X               7       23,480                  0         0
KING PHARMACEUTICALS INC                      X               3       34,583                  0     8,000
KING PHARMACEUTICALS INC                      X                       52,500                  0         0
KING PHARMACEUTICALS INC                      X                       79,500                  0         0
KINROSS GOLD CORP                             X               5          121                  0         0
KINROSS GOLD CORP                             X               4          800                  0         0
KINROSS GOLD CORP                             X               3            0                  0       866
KINROSS GOLD CORP                             X               2       10,341                  0         0
KINGSWAY FINL SVCS INC                        X               2       31,150                  0         0
KNIGHT RIDDER INC                             X               3          458                  0         0
KNIGHT RIDDER INC                             X               7          514                  0         0
KNIGHT RIDDER INC                             X               7          600                  0         0
KNIGHT RIDDER INC                             X               7          610                  0         0
KNIGHT RIDDER INC                             X               7          626                  0         0
KNIGHT RIDDER INC                             X               7          680                  0         0
KNIGHT RIDDER INC                             X               3          800                  0         0
KNIGHT RIDDER INC                             X               7        1,000                  0         0
KNIGHT RIDDER INC                             X               7        1,200                  0         0
KNIGHT RIDDER INC                             X               7        1,270                  0         0
KNIGHT RIDDER INC                             X               7        1,300                  0         0
KNIGHT RIDDER INC                             X               7        1,313                  0         0
KNIGHT RIDDER INC                             X               7        1,920                  0         0
KNIGHT RIDDER INC                             X               7        3,042                  0         0
KNIGHT RIDDER INC                             X               7        3,100                  0         0
KNIGHT RIDDER INC                             X               7        7,320                  0         0
KOHLS CORP                                    X               5           20                  0         0
KOHLS CORP                                    X               2           90                  0         0
KOHLS CORP                                    X               7          390                  0         0
KOHLS CORP                                    X               7          400                  0         0
KOHLS CORP                                    X               7          650                  0         0
KOHLS CORP                                    X               4          675                  0         0
KOHLS CORP                                    X               4          100                  0       599
KOHLS CORP                                    X               3          715                  0         0
KOHLS CORP                                    X               7          950                  0         0
KOHLS CORP                                    X               7        1,360                  0         0
KOHLS CORP                                    X               7        2,503                  0         0
KOHLS CORP                                    X               7        2,950                  0         0
KOHLS CORP                                    X               7        3,329                  0         0
KOHLS CORP                                    X               7        4,500                  0         0
KOHLS CORP                                    X               7        5,632                  0         0
KOHLS CORP                                    X               7        6,126                  0         0
KOHLS CORP                                    X               7        6,886                  0         0
KOHLS CORP                                    X               3        5,998                  0     1,430
KOHLS CORP                                    X                        7,500                  0         0
KOHLS CORP                                    X               7       15,572                  0         0
KOHLS CORP                                    X               6       20,009                  0         0
KOHLS CORP                                    X               7       31,830                  0         0
KOHLS CORP                                    X               2       34,075                  0         0
KOHLS CORP                                    X               3       50,680                  0         0
KOHLS CORP                                    X               3       73,298                  0         0
KOHLS CORP                                    X               3      110,000                  0         0
KONINKLIJKE AHOLD N V                         X               2          310                  0         0
KONINKLIJKE AHOLD N V                         X                            0              1,290         0
KONINKLIJKE AHOLD N V                         X               5        2,500                  0         0
KONINKLIJKE AHOLD N V                         X               2        9,566                  0         0
KONINKLIJKE AHOLD N V                         X               5            0             28,656         0
KOOKMIN BK NEW                                X                            0                 29         0
KOOKMIN BK NEW                                X                            0                 56         0
KOOKMIN BK NEW                                X               5           65                  0         0
KOOKMIN BK NEW                                X               5            0                178         0
KOOKMIN BK NEW                                X               6            0                  0     1,464
KOOKMIN BK NEW                                X               2        2,905                  0         0
KOOKMIN BK NEW                                X               3            0                  0    10,300
KOOKMIN BK NEW                                X               6            0                  0    11,600
KOOKMIN BK NEW                                X               2       12,700                  0         0
KOOKMIN BK NEW                                X               3       25,950                  0         0
KOOKMIN BK NEW                                X               3       33,150                  0         0
KOOKMIN BK NEW                                X               3       34,475                  0         0
KOREA FD                                      X               3        4,100                  0         0
KOREA FD                                      X               5        5,797                  0         0
KOREA FD                                      X                       16,000                  0         0
KOREA FD                                      X               5            0             32,000         0
KRAFT FOODS INC                               X               2          200                  0         0
KRAFT FOODS INC                               X               3          500                  0         0
KRAFT FOODS INC                               X               5            0                500         0
KRAFT FOODS INC                               X               4          800                  0         0
KRAFT FOODS INC                               X                        1,000                  0         0
KRAFT FOODS INC                               X               7        1,200                  0         0
KRAFT FOODS INC                               X               3        1,992                  0         0
KRAFT FOODS INC                               X               4        2,709                  0         0
KRAFT FOODS INC                               X               5        5,500                  0         0
KRAFT FOODS INC                               X               7       18,058                  0         0
KRAFT FOODS INC                               X               3       19,350                  0         0
KRAFT FOODS INC                               X               3       21,800                  0         0
KRAFT FOODS INC                               X               7       39,300                  0         0
KROGER CO                                     X               5          940                  0         0
KROGER CO                                     X               7        1,650                  0         0
KROGER CO                                     X               7        2,150                  0         0
KROGER CO                                     X               5            0              2,385         0
KROGER CO                                     X               7        3,700                  0         0
KROGER CO                                     X               7        3,800                  0         0
KROGER CO                                     X               7        5,250                  0         0
KROGER CO                                     X               7        6,040                  0         0
KROGER CO                                     X               7        7,340                  0         0
KROGER CO                                     X               7       11,235                  0         0
KROGER CO                                     X               7       11,375                  0         0
KROGER CO                                     X               7       12,500                  0         0
KROGER CO                                     X               5            0             14,500         0
KROGER CO                                     X               2       14,550                  0         0
KROGER CO                                     X               7       15,256                  0         0
KROGER CO                                     X               7       35,023                  0         0
KROGER CO                                     X               3       36,408                  0         0
KROGER CO                                     X               3       48,078                  0         0
KROGER CO                                     X               7       68,850                  0         0
LG PHILIP LCD CO LTD                          X                            0                 11         0
LG PHILIP LCD CO LTD                          X                            0                 21         0
LG PHILIP LCD CO LTD                          X               5           25                  0         0
LG PHILIP LCD CO LTD                          X               5            0              8,380         0
LG PHILIP LCD CO LTD                          X               6            0                  0    23,300
LG PHILIP LCD CO LTD                          X               3        8,200                  0    25,600
LG PHILIP LCD CO LTD                          X               7       52,600                  0         0
LG PHILIP LCD CO LTD                          X               6      158,100                  0   118,300
LSI LOGIC CORP                                X               3        1,117                  0         0
LSI LOGIC CORP                                X               5        2,000                  0         0
LSI LOGIC CORP                                X               7        2,700                  0         0
LSI LOGIC CORP                                X               7        3,050                  0         0
LSI LOGIC CORP                                X               5        3,670                  0         0
LSI LOGIC CORP                                X               7        3,790                  0         0
LSI LOGIC CORP                                X               7        5,600                  0         0
LSI LOGIC CORP                                X               7       17,200                  0         0
LSI LOGIC CORP                                X               7       32,300                  0         0
LSI LOGIC CORP                                X               3      253,163                  0     2,000
L-3 COMMUNICATIONS HLDGS INC                  X               3           11                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               5          220                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               2          450                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               5            0                633         0
L-3 COMMUNICATIONS HLDGS INC                  X               7          870                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               4        1,000                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               7        1,000                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X                          997                 45         0
L-3 COMMUNICATIONS HLDGS INC                  X               7        1,150                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               7        1,800                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               3        2,000                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               7        2,600                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               7        5,189                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               7       10,690                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X               4          200                  0    16,244
LABONE INC NEW                                X                        9,677                  0         0
LABONE INC NEW                                X                       12,729                  0         0
LABORATORY CORP AMER HLDGS                    X               5           25                  0         0
LABORATORY CORP AMER HLDGS                    X               7          800                  0         0
LABORATORY CORP AMER HLDGS                    X               7          940                  0         0
LABORATORY CORP AMER HLDGS                    X               7        1,200                  0         0
LABORATORY CORP AMER HLDGS                    X               7        1,300                  0         0
LABORATORY CORP AMER HLDGS                    X               7        1,950                  0         0
LABORATORY CORP AMER HLDGS                    X               7        2,260                  0         0
LABORATORY CORP AMER HLDGS                    X               3        3,100                  0         0
LABORATORY CORP AMER HLDGS                    X                        5,808                  0         0
LABORATORY CORP AMER HLDGS                    X               7        6,335                  0         0
LABORATORY CORP AMER HLDGS                    X               4        3,280              2,745       900
LABORATORY CORP AMER HLDGS                    X               3        8,020                  0         0
LABORATORY CORP AMER HLDGS                    X               7       12,520                  0         0
LABORATORY CORP AMER HLDGS                    X               4       26,953                  0       948
LABORATORY CORP AMER HLDGS                    X               5        6,000                  0         0
LABORATORY CORP AMER HLDGS                    X               5            0             58,000         0
LAFARGE NORTH AMERICA INC                     X               2          500                  0         0
LAFARGE NORTH AMERICA INC                     X               7        1,200                  0         0
LAFARGE NORTH AMERICA INC                     X               7        3,420                  0         0
LAM RESEARCH CORP                             X               5            0                150         0
LAM RESEARCH CORP                             X               5          500                  0         0
LAM RESEARCH CORP                             X               5            0                670         0
LAM RESEARCH CORP                             X                        1,695                  0         0
LAM RESEARCH CORP                             X               7        3,500                  0         0
LAM RESEARCH CORP                             X               7        5,286                  0         0
LAM RESEARCH CORP                             X               7       11,800                  0         0
LAM RESEARCH CORP                             X               3       39,904                  0     2,530
LAMAR ADVERTISING CO                          X               3          509                  0         0
LAMAR ADVERTISING CO                          X               7        3,391                  0         0
LAMAR ADVERTISING CO                          X               7        9,530                  0         0
LAS VEGAS SANDS CORP                          X               2          300                  0         0
LAS VEGAS SANDS CORP                          X               5            0              6,000         0
LAUDER ESTEE COS INC                          X               5            0                160         0
LAUDER ESTEE COS INC                          X               4          275                  0         0
LAUDER ESTEE COS INC                          X               2        1,095                  0         0
LAUDER ESTEE COS INC                          X               5            0              1,500         0
LAUDER ESTEE COS INC                          X               3        1,750                  0         0
LAUDER ESTEE COS INC                          X               7        1,800                  0         0
LAUDER ESTEE COS INC                          X               4        1,902                  0         0
LAUDER ESTEE COS INC                          X               3        2,666                  0         0
LAUDER ESTEE COS INC                          X                        3,883                  0         0
LAUDER ESTEE COS INC                          X               7        3,889                  0         0
LAUDER ESTEE COS INC                          X               3        1,071                  0     4,320
LAUDER ESTEE COS INC                          X               7        8,260                  0         0
LAUDER ESTEE COS INC                          X               5            0              8,393         0
LAUDER ESTEE COS INC                          X                        9,700                  0         0
LAUDER ESTEE COS INC                          X               3       15,435                  0         0
LEAR CORP                                     X               5            0                130         0
LEAR CORP                                     X               5            0                390         0
LEAR CORP                                     X               3          407                  0         0
LEAR CORP                                     X               2          435                  0         0
LEAR CORP                                     X                        2,400                  0         0
LEAR CORP                                     X               7        2,593                  0         0
LEAR CORP                                     X               7        4,270                  0         0
LEAR CORP                                     X               7        7,290                  0         0
LEGGETT & PLATT INC                           X               5            0                218         0
LEGGETT & PLATT INC                           X               3        1,171                  0         0
LEGGETT & PLATT INC                           X               7        1,262                  0         0
LEGGETT & PLATT INC                           X               7        1,520                  0         0
LEGGETT & PLATT INC                           X               7        1,632                  0         0
LEGGETT & PLATT INC                           X               7        2,700                  0         0
LEGGETT & PLATT INC                           X               7        3,062                  0         0
LEGGETT & PLATT INC                           X               7        5,948                  0         0
LEGGETT & PLATT INC                           X               7        6,350                  0         0
LEGGETT & PLATT INC                           X               7        7,529                  0         0
LEGGETT & PLATT INC                           X                        8,241                  0         0
LEGGETT & PLATT INC                           X               4        9,276                  0         0
LEGGETT & PLATT INC                           X               7       17,720                  0         0
LEGGETT & PLATT INC                           X               3       20,000                  0         0
LEGG MASON INC                                X               5           15                  0         0
LEGG MASON INC                                X               7          300                  0         0
LEGG MASON INC                                X               5            0                600         0
LEGG MASON INC                                X               3          611                  0         0
LEGG MASON INC                                X               7          655                  0         0
LEGG MASON INC                                X               7        1,545                  0         0
LEGG MASON INC                                X               7        4,989                  0         0
LEGG MASON INC                                X               4        5,856                125     1,667
LEGG MASON INC                                X               7       10,465                  0         0
LEGG MASON INC                                X               4       54,204                  0    11,018
LEHMAN BROS HLDGS INC                         X                            0                 30         0
LEHMAN BROS HLDGS INC                         X               5          107                  0         0
LEHMAN BROS HLDGS INC                         X               3          155                  0         0
LEHMAN BROS HLDGS INC                         X               7          200                  0         0
LEHMAN BROS HLDGS INC                         X               7          260                  0         0
LEHMAN BROS HLDGS INC                         X               2          264                  0         0
LEHMAN BROS HLDGS INC                         X               7          300                  0         0
LEHMAN BROS HLDGS INC                         X               5            0                480         0
LEHMAN BROS HLDGS INC                         X               7          500                  0         0
LEHMAN BROS HLDGS INC                         X               4          555                  0         0
LEHMAN BROS HLDGS INC                         X               7          850                  0         0
LEHMAN BROS HLDGS INC                         X               5            0              1,000         0
LEHMAN BROS HLDGS INC                         X               7        1,010                  0         0
LEHMAN BROS HLDGS INC                         X               4        1,600                  0       300
LEHMAN BROS HLDGS INC                         X               7        1,961                  0         0
LEHMAN BROS HLDGS INC                         X               7        2,250                  0         0
LEHMAN BROS HLDGS INC                         X               7        2,657                  0         0
LEHMAN BROS HLDGS INC                         X               7        2,800                  0         0
LEHMAN BROS HLDGS INC                         X               7        3,763                  0         0
LEHMAN BROS HLDGS INC                         X               7        4,296                  0         0
LEHMAN BROS HLDGS INC                         X               7        5,681                  0         0
LEHMAN BROS HLDGS INC                         X               3        6,000                  0         0
LEHMAN BROS HLDGS INC                         X               7       12,175                  0         0
LEHMAN BROS HLDGS INC                         X               3       23,070                  0       200
LEHMAN BROS HLDGS INC                         X               3       25,000                  0         0
LEHMAN BROS HLDGS INC                         X               7       25,982                  0         0
LENNAR CORP                                   X               4            0                  0        25
LENNAR CORP                                   X               3          764                  0         0
LENNAR CORP                                   X               5            0              1,018         0
LENNAR CORP                                   X               7        3,600                  0         0
LENNAR CORP                                   X               7        3,700                  0         0
LENNAR CORP                                   X               4            0                  0     3,964
LENNAR CORP                                   X               7        5,636                  0         0
LENNAR CORP                                   X               7       11,590                  0         0
LEUCADIA NATL CORP                            X               3          258                  0         0
LEUCADIA NATL CORP                            X               7        3,142                  0         0
LEUCADIA NATL CORP                            X               7        7,050                  0         0
LEVEL 3 COMMUNICATIONS INC                    X               3        2,000                  0         0
LEVEL 3 COMMUNICATIONS INC                    X               7       22,600                  0         0
LEVEL 3 COMMUNICATIONS INC                    X               5       40,000                  0         0
LEVEL 3 COMMUNICATIONS INC                    X               3       65,000                  0       450
LEVEL 3 COMMUNICATIONS INC                    X               7       89,310                  0         0
LEVEL 3 COMMUNICATIONS INC                    X               3            0                  0   100,000
LEXMARK INTL NEW                              X               5            0                 90         0
LEXMARK INTL NEW                              X               7          100                  0         0
LEXMARK INTL NEW                              X               7          150                  0         0
LEXMARK INTL NEW                              X               7          200                  0         0
LEXMARK INTL NEW                              X               5            0                240         0
LEXMARK INTL NEW                              X               7          250                  0         0
LEXMARK INTL NEW                              X               7          500                  0         0
LEXMARK INTL NEW                              X               3          614                  0         0
LEXMARK INTL NEW                              X               7          650                  0         0
LEXMARK INTL NEW                              X               7          800                  0         0
LEXMARK INTL NEW                              X               2          850                  0         0
LEXMARK INTL NEW                              X               7          880                  0         0
LEXMARK INTL NEW                              X               7          975                  0         0
LEXMARK INTL NEW                              X               3        1,000                  0         0
LEXMARK INTL NEW                              X               7        1,187                  0         0
LEXMARK INTL NEW                              X                        1,218                  0         0
LEXMARK INTL NEW                              X               7        1,877                  0         0
LEXMARK INTL NEW                              X               7        2,072                  0         0
LEXMARK INTL NEW                              X               5            0              2,445         0
LEXMARK INTL NEW                              X               7        2,773                  0         0
LEXMARK INTL NEW                              X               7        5,686                  0         0
LEXMARK INTL NEW                              X               7       11,670                  0         0
LIBERTY GLOBAL INC                            X               3            2                  0         0
LIBERTY GLOBAL INC                            X               5           57                  0         0
LIBERTY GLOBAL INC                            X               3          180                  0         0
LIBERTY GLOBAL INC                            X               4          232                  0         0
LIBERTY GLOBAL INC                            X               4            0                  0       468
LIBERTY GLOBAL INC                            X               5            0                600         0
LIBERTY GLOBAL INC                            X               7        1,000                  0         0
LIBERTY GLOBAL INC                            X               7        1,079                  0         0
LIBERTY GLOBAL INC                            X               3        1,160                  0        40
LIBERTY GLOBAL INC                            X               7        2,259                  0         0
LIBERTY GLOBAL INC                            X               7       10,388                  0         0
LIBERTY GLOBAL INC                            X               7       21,706                  0         0
LIBERTY GLOBAL INC                            X               3            0                  0        40
LIBERTY GLOBAL INC                            X                           45                  0         0
LIBERTY GLOBAL INC                            X               4          232                  0         0
LIBERTY GLOBAL INC                            X               4            0                  0       468
LIBERTY GLOBAL INC                            X               7        1,000                  0         0
LIBERTY GLOBAL INC                            X               7        1,079                  0         0
LIBERTY GLOBAL INC                            X               7        1,600                  0         0
LIBERTY GLOBAL INC                            X               7        7,949                  0         0
LIBERTY GLOBAL INC                            X               7       10,388                  0         0
LIBERTY GLOBAL INC                            X               7       23,706                  0         0
LIBERTY MEDIA CORP NEW                        X                            0                590         0
LIBERTY MEDIA CORP NEW                        X               3          614                  0         0
LIBERTY MEDIA CORP NEW                        X               5        1,150                  0         0
LIBERTY MEDIA CORP NEW                        X               7        1,900                  0         0
LIBERTY MEDIA CORP NEW                        X               7        2,740                  0         0
LIBERTY MEDIA CORP NEW                        X               7        3,050                  0         0
LIBERTY MEDIA CORP NEW                        X               3        7,431                  0       805
LIBERTY MEDIA CORP NEW                        X               7        8,700                  0         0
LIBERTY MEDIA CORP NEW                        X               5            0              9,175         0
LIBERTY MEDIA CORP NEW                        X               4            0                  0     9,360
LIBERTY MEDIA CORP NEW                        X               7       10,105                  0         0
LIBERTY MEDIA CORP NEW                        X               7       14,980                  0         0
LIBERTY MEDIA CORP NEW                        X               5            0             29,910         0
LIBERTY MEDIA CORP NEW                        X               3       32,347                  0         0
LIBERTY MEDIA CORP NEW                        X               7       35,000                  0         0
LIBERTY MEDIA CORP NEW                        X               7       37,654                  0         0
LIBERTY MEDIA CORP NEW                        X               4        4,640                  0    85,850
LIBERTY MEDIA CORP NEW                        X               7      123,669                  0         0
LIBERTY MEDIA CORP NEW                        X               7      261,502                  0         0
LIBERTY MEDIA CORP NEW                        X               5        5,000                  0         0
LIBERTY MEDIA CORP NEW                        X               5            0              8,000         0
LIBERTY PPTY TR                               X               7        1,800                  0         0
LIBERTY PPTY TR                               X               7        2,200                  0         0
LIBERTY PPTY TR                               X               7        7,920                  0         0
LILLY ELI & CO                                X                          333                  0         0
LILLY ELI & CO                                X               2          473                  0         0
LILLY ELI & CO                                X               7          500                  0         0
LILLY ELI & CO                                X               7          600                  0         0
LILLY ELI & CO                                X               3          790                  0         0
LILLY ELI & CO                                X               7          820                  0         0
LILLY ELI & CO                                X               5            0                873         0
LILLY ELI & CO                                X               7        1,050                  0         0
LILLY ELI & CO                                X               2        1,300                  0         0
LILLY ELI & CO                                X               5            0              1,300         0
LILLY ELI & CO                                X               7        1,650                  0         0
LILLY ELI & CO                                X               3        1,900                  0         0
LILLY ELI & CO                                X               3        2,000                  0         0
LILLY ELI & CO                                X               7        2,504                  0         0
LILLY ELI & CO                                X               7        3,000                  0         0
LILLY ELI & CO                                X               7        3,660                  0         0
LILLY ELI & CO                                X               7        3,690                  0         0
LILLY ELI & CO                                X               3        3,800                  0         0
LILLY ELI & CO                                X               7        8,190                  0         0
LILLY ELI & CO                                X               7        8,345                  0         0
LILLY ELI & CO                                X                        8,700                  0         0
LILLY ELI & CO                                X               7        9,550                  0         0
LILLY ELI & CO                                X               4        8,698                800       700
LILLY ELI & CO                                X               7       10,501                  0         0
LILLY ELI & CO                                X               7       11,057                  0         0
LILLY ELI & CO                                X               3       12,000                  0         0
LILLY ELI & CO                                X               7       13,961                  0         0
LILLY ELI & CO                                X               7       18,121                  0         0
LILLY ELI & CO                                X               4       20,690                  0        78
LILLY ELI & CO                                X               7       24,894                  0         0
LILLY ELI & CO                                X               3       31,124                  0         0
LILLY ELI & CO                                X               7       49,100                  0         0
LILLY ELI & CO                                X               3       57,020                  0         0
LILLY ELI & CO                                X               7      107,470                  0         0
LIMITED BRANDS INC                            X               2           75                  0         0
LIMITED BRANDS INC                            X                            0                265         0
LIMITED BRANDS INC                            X               5          615                  0         0
LIMITED BRANDS INC                            X               3        1,442                  0         0
LIMITED BRANDS INC                            X               4        2,000                  0         0
LIMITED BRANDS INC                            X               7        2,100                  0         0
LIMITED BRANDS INC                            X               7        2,200                  0         0
LIMITED BRANDS INC                            X               7        2,590                  0         0
LIMITED BRANDS INC                            X               7        2,818                  0         0
LIMITED BRANDS INC                            X               7        3,648                  0         0
LIMITED BRANDS INC                            X               7        3,982                  0         0
LIMITED BRANDS INC                            X               7        5,848                  0         0
LIMITED BRANDS INC                            X                        7,680                  0         0
LIMITED BRANDS INC                            X               5            0              8,100         0
LIMITED BRANDS INC                            X               7        9,925                  0         0
LIMITED BRANDS INC                            X               7       19,158                  0         0
LIMITED BRANDS INC                            X               7       38,060                  0         0
LINCARE HLDGS INC                             X               3          611                  0         0
LINCARE HLDGS INC                             X                        1,670                  0         0
LINCARE HLDGS INC                             X               7        3,889                  0         0
LINCARE HLDGS INC                             X               7        4,700                  0         0
LINCARE HLDGS INC                             X               7       10,510                  0         0
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               7          900                  0         0
LINCOLN NATL CORP IND                         X               7        1,229                  0         0
LINCOLN NATL CORP IND                         X               7        1,300                  0         0
LINCOLN NATL CORP IND                         X               7        1,390                  0         0
LINCOLN NATL CORP IND                         X               7        1,663                  0         0
LINCOLN NATL CORP IND                         X               7        2,791                  0         0
LINCOLN NATL CORP IND                         X               7        4,459                  0         0
LINCOLN NATL CORP IND                         X               7        8,400                  0         0
LINCOLN NATL CORP IND                         X               7        8,631                  0         0
LINCOLN NATL CORP IND                         X               7       15,680                  0         0
LINCOLN NATL CORP IND                         X               3       18,716                  0         0
LINEAR TECHNOLOGY CORP                        X               7          400                  0         0
LINEAR TECHNOLOGY CORP                        X               7          470                  0         0
LINEAR TECHNOLOGY CORP                        X               7          650                  0         0
LINEAR TECHNOLOGY CORP                        X               7          800                  0         0
LINEAR TECHNOLOGY CORP                        X               7        1,400                  0         0
LINEAR TECHNOLOGY CORP                        X               7        1,616                  0         0
LINEAR TECHNOLOGY CORP                        X               7        2,174                  0         0
LINEAR TECHNOLOGY CORP                        X               7        2,630                  0         0
LINEAR TECHNOLOGY CORP                        X               3        1,583                  0     1,233
LINEAR TECHNOLOGY CORP                        X               7        3,034                  0         0
LINEAR TECHNOLOGY CORP                        X                        4,114                  0         0
LINEAR TECHNOLOGY CORP                        X               7        4,931                  0         0
LINEAR TECHNOLOGY CORP                        X               7        6,400                  0         0
LINEAR TECHNOLOGY CORP                        X               7        7,595                  0         0
LINEAR TECHNOLOGY CORP                        X               7       14,017                  0         0
LINEAR TECHNOLOGY CORP                        X               7       29,700                  0         0
LIZ CLAIBORNE INC                             X               3          611                  0         0
LIZ CLAIBORNE INC                             X               7          698                  0         0
LIZ CLAIBORNE INC                             X               7          850                  0         0
LIZ CLAIBORNE INC                             X               7          930                  0         0
LIZ CLAIBORNE INC                             X               7        1,600                  0         0
LIZ CLAIBORNE INC                             X               7        4,189                  0         0
LIZ CLAIBORNE INC                             X               7       11,170                  0         0
LLOYDS TSB GROUP PLC                          X                            0                362         0
LLOYDS TSB GROUP PLC                          X               5            0                525         0
LLOYDS TSB GROUP PLC                          X               2       12,175                  0         0
LOCKHEED MARTIN CORP                          X                            0                 55         0
LOCKHEED MARTIN CORP                          X               2          200                  0         0
LOCKHEED MARTIN CORP                          X               7          400                  0         0
LOCKHEED MARTIN CORP                          X               7          400                  0         0
LOCKHEED MARTIN CORP                          X               7          450                  0         0
LOCKHEED MARTIN CORP                          X               7          650                  0         0
LOCKHEED MARTIN CORP                          X               7        1,250                  0         0
LOCKHEED MARTIN CORP                          X               7        1,642                  0         0
LOCKHEED MARTIN CORP                          X               4        2,000                  0         0
LOCKHEED MARTIN CORP                          X               5            0              2,200         0
LOCKHEED MARTIN CORP                          X               7        2,350                  0         0
LOCKHEED MARTIN CORP                          X               7        2,658                  0         0
LOCKHEED MARTIN CORP                          X               7        3,070                  0         0
LOCKHEED MARTIN CORP                          X               7        3,522                  0         0
LOCKHEED MARTIN CORP                          X               7        5,250                  0         0
LOCKHEED MARTIN CORP                          X               7        5,793                  0         0
LOCKHEED MARTIN CORP                          X               7        6,248                  0         0
LOCKHEED MARTIN CORP                          X               7        8,253                  0         0
LOCKHEED MARTIN CORP                          X               4            0                  0    15,446
LOCKHEED MARTIN CORP                          X               7       19,363                  0         0
LOCKHEED MARTIN CORP                          X               3       22,024                  0       175
LOCKHEED MARTIN CORP                          X               7       41,550                  0         0
LOEWS CORP                                    X               2           15                  0         0
LOEWS CORP                                    X               5          110                  0         0
LOEWS CORP                                    X               7        1,000                  0         0
LOEWS CORP                                    X               3          715                  0       400
LOEWS CORP                                    X               7        1,170                  0         0
LOEWS CORP                                    X               7        1,287                  0         0
LOEWS CORP                                    X               2        1,883                  0         0
LOEWS CORP                                    X               7        2,229                  0         0
LOEWS CORP                                    X               7        3,071                  0         0
LOEWS CORP                                    X               7        6,435                  0         0
LOEWS CORP                                    X               7       13,620                  0         0
LOEWS CORP                                    X               5            0             16,853         0
LOUDEYE CORP                                  X               3            0                  0    10,000
LOUISIANA PAC CORP                            X               5          400                  0         0
LOUISIANA PAC CORP                            X               7          770                  0         0
LOUISIANA PAC CORP                            X               7          860                  0         0
LOUISIANA PAC CORP                            X               7        1,260                  0         0
LOUISIANA PAC CORP                            X               7        1,600                  0         0
LOUISIANA PAC CORP                            X               3        3,000                  0         0
LOUISIANA PAC CORP                            X               7        4,238                  0         0
LOUISIANA PAC CORP                            X               7        9,600                  0         0
LOUISIANA PAC CORP                            X               2       10,700                  0         0
LOUISIANA PAC CORP                            X               3       34,362                  0         0
LOUISIANA PAC CORP                            X               3       71,500                  0         0
LOWES COS INC                                 X               2          380                  0         0
LOWES COS INC                                 X               7          400                  0         0
LOWES COS INC                                 X               3          500                  0         0
LOWES COS INC                                 X               7          610                  0         0
LOWES COS INC                                 X               5          675                  0         0
LOWES COS INC                                 X               7          700                  0         0
LOWES COS INC                                 X               7        1,200                  0         0
LOWES COS INC                                 X               7        1,758                  0         0
LOWES COS INC                                 X                        2,000                  0         0
LOWES COS INC                                 X               7        2,150                  0         0
LOWES COS INC                                 X               7        2,618                  0         0
LOWES COS INC                                 X               5            0              3,090         0
LOWES COS INC                                 X               7        3,260                  0         0
LOWES COS INC                                 X               5            0              4,700         0
LOWES COS INC                                 X               7        5,740                  0         0
LOWES COS INC                                 X               7        6,130                  0         0
LOWES COS INC                                 X               7        6,570                  0         0
LOWES COS INC                                 X                        7,232                  0         0
LOWES COS INC                                 X               7        7,612                  0         0
LOWES COS INC                                 X               7        7,754                  0         0
LOWES COS INC                                 X               7       10,251                  0         0
LOWES COS INC                                 X               3       10,837                  0         0
LOWES COS INC                                 X               3       11,350                  0         0
LOWES COS INC                                 X               7       12,499                  0         0
LOWES COS INC                                 X               3       16,151                  0         0
LOWES COS INC                                 X               7       16,633                  0         0
LOWES COS INC                                 X               2       26,780                  0         0
LOWES COS INC                                 X               7       33,831                  0         0
LOWES COS INC                                 X               3       34,016                  0         0
LOWES COS INC                                 X               7       72,740                  0         0
LOWES COS INC                                 X               4       68,039              5,400    13,842
LOWES COS INC                                 X               4      149,793                  0    22,110
LOWES COS INC                                 X               5        4,000                  0         0
LOWES COS INC                                 X               5            0             39,000         0
LUCENT TECHNOLOGIES INC                       X               3          274                  0         0
LUCENT TECHNOLOGIES INC                       X               3        1,280                  0         0
LUCENT TECHNOLOGIES INC                       X               7        2,600                  0         0
LUCENT TECHNOLOGIES INC                       X               5        3,300                  0         0
LUCENT TECHNOLOGIES INC                       X               4        4,307                  0         0
LUCENT TECHNOLOGIES INC                       X               7        4,400                  0         0
LUCENT TECHNOLOGIES INC                       X               7        6,700                  0         0
LUCENT TECHNOLOGIES INC                       X               7        8,200                  0         0
LUCENT TECHNOLOGIES INC                       X               7       15,500                  0         0
LUCENT TECHNOLOGIES INC                       X               7       16,100                  0         0
LUCENT TECHNOLOGIES INC                       X                       18,000                  0         0
LUCENT TECHNOLOGIES INC                       X               7       18,900                  0         0
LUCENT TECHNOLOGIES INC                       X               5            0             22,169         0
LUCENT TECHNOLOGIES INC                       X               7       24,574                  0         0
LUCENT TECHNOLOGIES INC                       X               3       30,000                  0         0
LUCENT TECHNOLOGIES INC                       X               7       31,605                  0         0
LUCENT TECHNOLOGIES INC                       X               7       37,400                  0         0
LUCENT TECHNOLOGIES INC                       X               7       43,571                  0         0
LUCENT TECHNOLOGIES INC                       X               7       45,590                  0         0
LUCENT TECHNOLOGIES INC                       X               5       50,805                  0         0
LUCENT TECHNOLOGIES INC                       X               3       61,062                  0         0
LUCENT TECHNOLOGIES INC                       X               7       64,609                  0         0
LUCENT TECHNOLOGIES INC                       X               7       73,704                  0         0
LUCENT TECHNOLOGIES INC                       X               3       81,750                  0         0
LUCENT TECHNOLOGIES INC                       X               2       98,850                  0         0
LUCENT TECHNOLOGIES INC                       X               7      106,117                  0         0
LUCENT TECHNOLOGIES INC                       X               2      138,000                  0         0
LUCENT TECHNOLOGIES INC                       X               7      149,448                  0         0
LUCENT TECHNOLOGIES INC                       X               7      196,546                  0         0
LUCENT TECHNOLOGIES INC                       X               7      199,690                  0         0
LUCENT TECHNOLOGIES INC                       X               3      223,531                  0         0
LUCENT TECHNOLOGIES INC                       X               3      165,223                  0    70,680
LUCENT TECHNOLOGIES INC                       X               7      444,410                  0         0
LUCENT TECHNOLOGIES INC                       X               3      321,709                  0   206,531
LYONDELL CHEMICAL CO                          X                            0                180         0
LYONDELL CHEMICAL CO                          X               4          199                  0         0
LYONDELL CHEMICAL CO                          X               5            0                567         0
LYONDELL CHEMICAL CO                          X               3          635                  0         0
LYONDELL CHEMICAL CO                          X               5        1,010                  0         0
LYONDELL CHEMICAL CO                          X               3        1,323                  0         0
LYONDELL CHEMICAL CO                          X               3        1,696                  0         0
LYONDELL CHEMICAL CO                          X               7        6,100                  0         0
LYONDELL CHEMICAL CO                          X               7       11,977                  0         0
LYONDELL CHEMICAL CO                          X               7       24,200                  0         0
M & T BK CORP                                 X               7          500                  0         0
M & T BK CORP                                 X               7          580                  0         0
M & T BK CORP                                 X               7          680                  0         0
M & T BK CORP                                 X               7          750                  0         0
M & T BK CORP                                 X               4          800                  0         0
M & T BK CORP                                 X               7          800                  0         0
M & T BK CORP                                 X               7          800                  0         0
M & T BK CORP                                 X               3          863                  0         0
M & T BK CORP                                 X               7        1,256                  0         0
M & T BK CORP                                 X               7        1,674                  0         0
M & T BK CORP                                 X               7        3,800                  0         0
M & T BK CORP                                 X               7        4,987                  0         0
M & T BK CORP                                 X               4        8,990                  0         0
M & T BK CORP                                 X               7       10,850                  0         0
MBIA INC                                      X               4          165                  0         0
MBIA INC                                      X               7          380                  0         0
MBIA INC                                      X               7          550                  0         0
MBIA INC                                      X               3          665                  0         0
MBIA INC                                      X               7          800                  0         0
MBIA INC                                      X               7          945                  0         0
MBIA INC                                      X               7          980                  0         0
MBIA INC                                      X               7        1,172                  0         0
MBIA INC                                      X               7        1,441                  0         0
MBIA INC                                      X               7        2,044                  0         0
MBIA INC                                      X               7        2,380                  0         0
MBIA INC                                      X               7        3,407                  0         0
MBIA INC                                      X               7        6,135                  0         0
MBIA INC                                      X               7       13,470                  0         0
MBNA CORP                                     X               3          320                  0         0
MBNA CORP                                     X               5          710                  0         0
MBNA CORP                                     X               7          900                  0         0
MBNA CORP                                     X               7        1,300                  0         0
MBNA CORP                                     X               7        1,450                  0         0
MBNA CORP                                     X               7        2,300                  0         0
MBNA CORP                                     X               7        3,700                  0         0
MBNA CORP                                     X               7        4,200                  0         0
MBNA CORP                                     X               7        4,548                  0         0
MBNA CORP                                     X               7        6,900                  0         0
MBNA CORP                                     X                        6,975                310         0
MBNA CORP                                     X               4        8,947                  0         0
MBNA CORP                                     X               7        9,076                  0         0
MBNA CORP                                     X               7       10,210                  0         0
MBNA CORP                                     X               7       12,115                  0         0
MBNA CORP                                     X               7       12,900                  0         0
MBNA CORP                                     X               2       16,585                  0         0
MBNA CORP                                     X               7       18,890                  0         0
MBNA CORP                                     X               7       20,361                  0         0
MBNA CORP                                     X               3       20,866                  0         0
MBNA CORP                                     X               7       24,421                  0         0
MBNA CORP                                     X               3       24,542                  0         0
MBNA CORP                                     X               3       33,000                  0         0
MBNA CORP                                     X                       38,200                  0         0
MBNA CORP                                     X               7       57,139                  0         0
MBNA CORP                                     X                      102,000                  0         0
MBNA CORP                                     X               7      123,090                  0         0
MDU RES GROUP INC                             X               3          713                  0         0
MDU RES GROUP INC                             X               7        4,587                  0         0
MDU RES GROUP INC                             X               7       10,200                  0         0
MCI INC                                       X               3        1,185                  0         0
MCI INC                                       X               5        1,540                  0         0
MCI INC                                       X               7        1,700                  0         0
MCI INC                                       X               5            0              3,897         0
MCI INC                                       X                        5,973                  0         0
MCI INC                                       X               7       15,415                  0         0
MCI INC                                       X               7       28,700                  0         0
MDS INC                                       X               2      254,617                  0         0
MGIC INVT CORP WIS                            X                            0                 20         0
MGIC INVT CORP WIS                            X               5           65                  0         0
MGIC INVT CORP WIS                            X               7          671                  0         0
MGIC INVT CORP WIS                            X               7          780                  0         0
MGIC INVT CORP WIS                            X               3          800                  0         0
MGIC INVT CORP WIS                            X               7          964                  0         0
MGIC INVT CORP WIS                            X               7        1,540                  0         0
MGIC INVT CORP WIS                            X               7        1,724                  0         0
MGIC INVT CORP WIS                            X               7        4,540                  0         0
MGIC INVT CORP WIS                            X               4            0                  0     7,007
MGIC INVT CORP WIS                            X               7        8,650                  0         0
MGIC INVT CORP WIS                            X               3       25,238                  0         0
MGM MIRAGE                                    X               3          814                  0         0
MGM MIRAGE                                    X               3        1,280                  0         0
MGM MIRAGE                                    X               5        3,500                  0         0
MGM MIRAGE                                    X               7        6,786                  0         0
MGM MIRAGE                                    X               7       15,780                  0         0
MTS SYS CORP                                  X               3       24,417                  0         0
MACERICH CO                                   X               3            0                  0     1,190
MACERICH CO                                   X               7        5,100                  0         0
MACROMEDIA INC                                X                       37,800                  0         0
MACROMEDIA INC                                X                       79,600                  0         0
MAGNA INTL INC                                X               3          460                  0         0
MAGNA INTL INC                                X               6       15,429                  0         0
MAGNA INTL INC                                X               2       22,023                  0         0
MAGNA INTL INC                                X               3       27,070                  0         0
MAGNA INTL INC                                X               3       39,710                  0         0
MALAYSIA FD INC                               X               5            0            134,130         0
MANOR CARE INC NEW                            X               5           84                  0         0
MANOR CARE INC NEW                            X               3          509                  0         0
MANOR CARE INC NEW                            X               7          600                  0         0
MANOR CARE INC NEW                            X               7          690                  0         0
MANOR CARE INC NEW                            X               7          930                  0         0
MANOR CARE INC NEW                            X               7        1,300                  0         0
MANOR CARE INC NEW                            X               7        3,391                  0         0
MANOR CARE INC NEW                            X                        3,738                  0         0
MANOR CARE INC NEW                            X               7        8,190                  0         0
MANPOWER INC                                  X               7          400                  0         0
MANPOWER INC                                  X               3          509                  0         0
MANPOWER INC                                  X               3        1,100                  0         0
MANPOWER INC                                  X               7        1,300                  0         0
MANPOWER INC                                  X               7        1,400                  0         0
MANPOWER INC                                  X                        1,800                  0         0
MANPOWER INC                                  X               4        2,000                  0         0
MANPOWER INC                                  X               2        2,450                  0         0
MANPOWER INC                                  X               7        3,491                  0         0
MANPOWER INC                                  X               7        7,380                  0         0
MANULIFE FINL CORP                            X               4          393                  0         0
MANULIFE FINL CORP                            X               2          500                  0         0
MANULIFE FINL CORP                            X               4        2,791                  0         0
MANULIFE FINL CORP                            X               5        3,500                  0         0
MANULIFE FINL CORP                            X               2      155,106                  0         0
MARATHON OIL CORP                             X               7          118                  0         0
MARATHON OIL CORP                             X               2          125                  0         0
MARATHON OIL CORP                             X                            0                250         0
MARATHON OIL CORP                             X               7          460                  0         0
MARATHON OIL CORP                             X               7          500                  0         0
MARATHON OIL CORP                             X               7          800                  0         0
MARATHON OIL CORP                             X               7        1,100                  0         0
MARATHON OIL CORP                             X               7        1,674                  0         0
MARATHON OIL CORP                             X               3        2,400                  0         0
MARATHON OIL CORP                             X               7        2,628                  0         0
MARATHON OIL CORP                             X               4        3,000                  0         0
MARATHON OIL CORP                             X                        3,000                  0         0
MARATHON OIL CORP                             X               7        3,072                  0         0
MARATHON OIL CORP                             X               5        3,115                  0         0
MARATHON OIL CORP                             X               3        3,300                  0         0
MARATHON OIL CORP                             X               7        3,643                  0         0
MARATHON OIL CORP                             X               7        4,189                  0         0
MARATHON OIL CORP                             X               7        4,400                  0         0
MARATHON OIL CORP                             X               3        5,868                  0         0
MARATHON OIL CORP                             X               7        5,920                  0         0
MARATHON OIL CORP                             X               7        8,066                  0         0
MARATHON OIL CORP                             X               7       15,957                  0         0
MARATHON OIL CORP                             X               7       35,502                  0         0
MARATHON OIL CORP                             X               3       58,648                  0         0
MARKEL CORP                                   X               3           51                  0         0
MARKEL CORP                                   X               7          499                  0         0
MARKEL CORP                                   X               7          900                  0         0
MARSH & MCLENNAN COS INC                      X               3          220                  0         0
MARSH & MCLENNAN COS INC                      X               4          500                  0         0
MARSH & MCLENNAN COS INC                      X               7          500                  0         0
MARSH & MCLENNAN COS INC                      X               2          500                  0         0
MARSH & MCLENNAN COS INC                      X               7          600                  0         0
MARSH & MCLENNAN COS INC                      X               5            0                660         0
MARSH & MCLENNAN COS INC                      X               7          900                  0         0
MARSH & MCLENNAN COS INC                      X               7        1,100                  0         0
MARSH & MCLENNAN COS INC                      X               5        1,120                  0         0
MARSH & MCLENNAN COS INC                      X               7        2,100                  0         0
MARSH & MCLENNAN COS INC                      X               7        2,474                  0         0
MARSH & MCLENNAN COS INC                      X               3        2,755                  0         0
MARSH & MCLENNAN COS INC                      X               3        2,802                  0         0
MARSH & MCLENNAN COS INC                      X               7        3,792                  0         0
MARSH & MCLENNAN COS INC                      X               7        3,826                  0         0
MARSH & MCLENNAN COS INC                      X               7        4,516                  0         0
MARSH & MCLENNAN COS INC                      X               7        5,162                  0         0
MARSH & MCLENNAN COS INC                      X               7        8,533                  0         0
MARSH & MCLENNAN COS INC                      X               4        5,200                  0     5,288
MARSH & MCLENNAN COS INC                      X               7       12,265                  0         0
MARSH & MCLENNAN COS INC                      X               7       25,145                  0         0
MARSH & MCLENNAN COS INC                      X               3       43,098                  0         0
MARSH & MCLENNAN COS INC                      X               7       50,430                  0         0
MARSHALL & ILSLEY CORP                        X               7          560                  0         0
MARSHALL & ILSLEY CORP                        X               7        1,513                  0         0
MARSHALL & ILSLEY CORP                        X               7        1,600                  0         0
MARSHALL & ILSLEY CORP                        X               7        1,730                  0         0
MARSHALL & ILSLEY CORP                        X               7        2,039                  0         0
MARSHALL & ILSLEY CORP                        X               7        2,234                  0         0
MARSHALL & ILSLEY CORP                        X               7        3,000                  0         0
MARSHALL & ILSLEY CORP                        X               7        3,200                  0         0
MARSHALL & ILSLEY CORP                        X               7        5,180                  0         0
MARSHALL & ILSLEY CORP                        X               7        7,500                  0         0
MARSHALL & ILSLEY CORP                        X               3        7,872                  0       595
MARSHALL & ILSLEY CORP                        X               7       10,526                  0         0
MARSHALL & ILSLEY CORP                        X               7       20,550                  0         0
MARRIOTT INTL INC NEW                         X               4           50                  0         0
MARRIOTT INTL INC NEW                         X               5            0                236         0
MARRIOTT INTL INC NEW                         X               7          400                  0         0
MARRIOTT INTL INC NEW                         X               7          420                  0         0
MARRIOTT INTL INC NEW                         X               7          600                  0         0
MARRIOTT INTL INC NEW                         X               7          650                  0         0
MARRIOTT INTL INC NEW                         X                          700                  0         0
MARRIOTT INTL INC NEW                         X               7        1,235                  0         0
MARRIOTT INTL INC NEW                         X               7        1,300                  0         0
MARRIOTT INTL INC NEW                         X               7        1,348                  0         0
MARRIOTT INTL INC NEW                         X               7        1,460                  0         0
MARRIOTT INTL INC NEW                         X               7        1,666                  0         0
MARRIOTT INTL INC NEW                         X               7        2,616                  0         0
MARRIOTT INTL INC NEW                         X               7        3,051                  0         0
MARRIOTT INTL INC NEW                         X               7        3,653                  0         0
MARRIOTT INTL INC NEW                         X               7        3,900                  0         0
MARRIOTT INTL INC NEW                         X               7        6,900                  0         0
MARRIOTT INTL INC NEW                         X               3            0                  0     8,000
MARRIOTT INTL INC NEW                         X               7       10,329                  0         0
MARRIOTT INTL INC NEW                         X               7       22,530                  0         0
MARRIOTT INTL INC NEW                         X               3       24,691                  0     8,200
MARVEL ENTERPRISES INC                        X               3      750,000                  0         0
MASCO CORP                                    X               2          140                  0         0
MASCO CORP                                    X               7          600                  0         0
MASCO CORP                                    X               7          850                  0         0
MASCO CORP                                    X               5          955                  0         0
MASCO CORP                                    X               7        1,050                  0         0
MASCO CORP                                    X               7        1,800                  0         0
MASCO CORP                                    X               7        2,000                  0         0
MASCO CORP                                    X               5            0              2,104         0
MASCO CORP                                    X               3        2,246                  0         0
MASCO CORP                                    X               7        2,700                  0         0
MASCO CORP                                    X               7        3,241                  0         0
MASCO CORP                                    X               7        3,530                  0         0
MASCO CORP                                    X               7        4,134                  0         0
MASCO CORP                                    X               7        7,044                  0         0
MASCO CORP                                    X               7        7,405                  0         0
MASCO CORP                                    X               7        8,700                  0         0
MASCO CORP                                    X               7        9,418                  0         0
MASCO CORP                                    X                       12,624                  0         0
MASCO CORP                                    X               7       20,554                  0         0
MASCO CORP                                    X               7       42,320                  0         0
MASCO CORP                                    X               5            0             69,000         0
MASSEY ENERGY CORP                            X               4          200                  0         0
MASSEY ENERGY CORP                            X               4          300                  0         0
MASSEY ENERGY CORP                            X               3          500                  0         0
MASSEY ENERGY CORP                            X               3      178,200                  0         0
MATSUSHITA ELEC INDL                          X                            0                543         0
MATSUSHITA ELEC INDL                          X               5          795                  0         0
MATSUSHITA ELEC INDL                          X               2          800                  0         0
MATSUSHITA ELEC INDL                          X               2        2,092                  0         0
MATSUSHITA ELEC INDL                          X               5            0              8,205         0
MATSUSHITA ELEC INDL                          X               4            0            239,566         0
MATTEL INC                                    X               2           20                  0         0
MATTEL INC                                    X               5          110                  0         0
MATTEL INC                                    X               4          550                  0         0
MATTEL INC                                    X               2        1,000                  0         0
MATTEL INC                                    X               7        1,600                  0         0
MATTEL INC                                    X               7        2,700                  0         0
MATTEL INC                                    X               7        2,909                  0         0
MATTEL INC                                    X               7        3,207                  0         0
MATTEL INC                                    X               7        3,280                  0         0
MATTEL INC                                    X               7        3,300                  0         0
MATTEL INC                                    X               7        3,772                  0         0
MATTEL INC                                    X               4        5,400                  0         0
MATTEL INC                                    X               7        5,942                  0         0
MATTEL INC                                    X               7        8,895                  0         0
MATTEL INC                                    X               3        1,795                  0     7,465
MATTEL INC                                    X               7       19,105                  0         0
MATTEL INC                                    X               3       20,301                  0         0
MATTEL INC                                    X               7       39,350                  0         0
MAXIM INTEGRATED PRODS INC                    X               5            0                180         0
MAXIM INTEGRATED PRODS INC                    X               7          400                  0         0
MAXIM INTEGRATED PRODS INC                    X               7          460                  0         0
MAXIM INTEGRATED PRODS INC                    X               7          650                  0         0
MAXIM INTEGRATED PRODS INC                    X               7          800                  0         0
MAXIM INTEGRATED PRODS INC                    X               3          685                  0       375
MAXIM INTEGRATED PRODS INC                    X               7        1,500                  0         0
MAXIM INTEGRATED PRODS INC                    X               7        1,500                  0         0
MAXIM INTEGRATED PRODS INC                    X                        1,661                  0         0
MAXIM INTEGRATED PRODS INC                    X               7        2,170                  0         0
MAXIM INTEGRATED PRODS INC                    X               7        2,325                  0         0
MAXIM INTEGRATED PRODS INC                    X               7        2,670                  0         0
MAXIM INTEGRATED PRODS INC                    X               7        2,933                  0         0
MAXIM INTEGRATED PRODS INC                    X               7        3,211                  0         0
MAXIM INTEGRATED PRODS INC                    X               5            0              4,609         0
MAXIM INTEGRATED PRODS INC                    X               7        5,360                  0         0
MAXIM INTEGRATED PRODS INC                    X               7        5,416                  0         0
MAXIM INTEGRATED PRODS INC                    X               7        6,854                  0         0
MAXIM INTEGRATED PRODS INC                    X               7       15,665                  0         0
MAXIM INTEGRATED PRODS INC                    X               7       31,090                  0         0
MAYTAG CORP                                   X               7          550                  0         0
MAYTAG CORP                                   X               7          620                  0         0
MAYTAG CORP                                   X               2        1,005                  0         0
MAYTAG CORP                                   X               7        1,110                  0         0
MAYTAG CORP                                   X               7        1,200                  0         0
MAYTAG CORP                                   X               5            0              1,330         0
MAYTAG CORP                                   X                       21,500                  0         0
MAYTAG CORP                                   X                       22,100                  0         0
MCAFEE INC                                    X               5            0                230         0
MCAFEE INC                                    X               5            0              1,200         0
MCAFEE INC                                    X               3        1,818                  0         0
MCAFEE INC                                    X                        2,819                  0         0
MCAFEE INC                                    X               7        6,482                  0         0
MCAFEE INC                                    X               7       15,000                  0         0
MCCORMICK & CO INC                            X               3          764                  0         0
MCCORMICK & CO INC                            X               7          960                  0         0
MCCORMICK & CO INC                            X               7        1,080                  0         0
MCCORMICK & CO INC                            X               7        1,160                  0         0
MCCORMICK & CO INC                            X               7        2,000                  0         0
MCCORMICK & CO INC                            X               4        2,500                  0         0
MCCORMICK & CO INC                            X               7        4,836                  0         0
MCCORMICK & CO INC                            X               7       11,060                  0         0
MCDONALDS CORP                                X               1          105                  0         0
MCDONALDS CORP                                X               5          120                  0         0
MCDONALDS CORP                                X               7          800                  0         0
MCDONALDS CORP                                X               5        1,049                  0         0
MCDONALDS CORP                                X               7        1,110                  0         0
MCDONALDS CORP                                X               7        1,250                  0         0
MCDONALDS CORP                                X               3        1,340                  0         0
MCDONALDS CORP                                X               7        2,100                  0         0
MCDONALDS CORP                                X                        3,000                  0         0
MCDONALDS CORP                                X               7        3,600                  0         0
MCDONALDS CORP                                X               7        4,649                  0         0
MCDONALDS CORP                                X               7        6,720                  0         0
MCDONALDS CORP                                X               2        7,245                  0         0
MCDONALDS CORP                                X               3        7,830                  0         0
MCDONALDS CORP                                X               7        9,189                  0         0
MCDONALDS CORP                                X               7       10,540                  0         0
MCDONALDS CORP                                X               7       11,750                  0         0
MCDONALDS CORP                                X               7       12,467                  0         0
MCDONALDS CORP                                X               5            0             13,500         0
MCDONALDS CORP                                X               7       16,905                  0         0
MCDONALDS CORP                                X               7       20,118                  0         0
MCDONALDS CORP                                X               5            0             24,725         0
MCDONALDS CORP                                X               7       27,500                  0         0
MCDONALDS CORP                                X               4       10,526              4,774    22,100
MCDONALDS CORP                                X               3       34,472                  0     6,150
MCDONALDS CORP                                X               7       54,788                  0         0
MCDONALDS CORP                                X               4       45,700                  0     9,254
MCDONALDS CORP                                X               7      118,430                  0         0
MCDONALDS CORP                                X               3      171,655                  0         0
MCDONALDS CORP                                X               3    2,147,865                  0         0
MCF CORP                                      X               3            0                  0    58,000
MCGRAW HILL COS INC                           X               5            0                240         0
MCGRAW HILL COS INC                           X               7          530                  0         0
MCGRAW HILL COS INC                           X               7          700                  0         0
MCGRAW HILL COS INC                           X               7        1,100                  0         0
MCGRAW HILL COS INC                           X               2        1,275                  0         0
MCGRAW HILL COS INC                           X               4        1,020                  0       501
MCGRAW HILL COS INC                           X               5        2,000                  0         0
MCGRAW HILL COS INC                           X               7        2,100                  0         0
MCGRAW HILL COS INC                           X               7        2,148                  0         0
MCGRAW HILL COS INC                           X               7        2,200                  0         0
MCGRAW HILL COS INC                           X               7        2,732                  0         0
MCGRAW HILL COS INC                           X               7        3,200                  0         0
MCGRAW HILL COS INC                           X               7        3,606                  0         0
MCGRAW HILL COS INC                           X               3        4,000                  0         0
MCGRAW HILL COS INC                           X               7        5,808                  0         0
MCGRAW HILL COS INC                           X               7        6,240                  0         0
MCGRAW HILL COS INC                           X               4        3,600              4,000         0
MCGRAW HILL COS INC                           X               7        7,946                  0         0
MCGRAW HILL COS INC                           X               7        9,000                  0         0
MCGRAW HILL COS INC                           X               5            0             15,380         0
MCGRAW HILL COS INC                           X               7       17,168                  0         0
MCGRAW HILL COS INC                           X               3       33,020                  0         0
MCGRAW HILL COS INC                           X               7       35,460                  0         0
MCKESSON CORP                                 X               7          100                  0         0
MCKESSON CORP                                 X               3          331                  0         0
MCKESSON CORP                                 X               3          435                  0         0
MCKESSON CORP                                 X               2          500                  0         0
MCKESSON CORP                                 X               7          600                  0         0
MCKESSON CORP                                 X               7          650                  0         0
MCKESSON CORP                                 X               5        1,000                  0         0
MCKESSON CORP                                 X               7        1,291                  0         0
MCKESSON CORP                                 X               7        1,500                  0         0
MCKESSON CORP                                 X               7        1,779                  0         0
MCKESSON CORP                                 X               7        2,228                  0         0
MCKESSON CORP                                 X               7        2,475                  0         0
MCKESSON CORP                                 X               7        2,906                  0         0
MCKESSON CORP                                 X               7        5,132                  0         0
MCKESSON CORP                                 X               7        8,027                  0         0
MCKESSON CORP                                 X               7       13,419                  0         0
MCKESSON CORP                                 X               7       28,700                  0         0
MEADWESTVACO CORP                             X               5            0                236         0
MEADWESTVACO CORP                             X               3        1,221                  0         0
MEADWESTVACO CORP                             X               7        1,229                  0         0
MEADWESTVACO CORP                             X               7        1,322                  0         0
MEADWESTVACO CORP                             X               7        1,600                  0         0
MEADWESTVACO CORP                             X               7        1,956                  0         0
MEADWESTVACO CORP                             X               7        3,200                  0         0
MEADWESTVACO CORP                             X               7        7,879                  0         0
MEADWESTVACO CORP                             X               4            0              8,827         0
MEADWESTVACO CORP                             X               7       17,660                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               3           13                  0         0
MEDCO HEALTH SOLUTIONS INC                    X                           34                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               2           36                  0         0
MEDCO HEALTH SOLUTIONS INC                    X                           43                  0         0
MEDCO HEALTH SOLUTIONS INC                    X                            0                242         0
MEDCO HEALTH SOLUTIONS INC                    X               7          280                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               2          302                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7          400                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7          500                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               5          853                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7        1,100                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7        1,200                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               3        1,479                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7        2,216                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               3        2,554                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               5            0              2,600         0
MEDCO HEALTH SOLUTIONS INC                    X               7        2,602                  0         0
MEDCO HEALTH SOLUTIONS INC                    X                        2,845                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7        2,895                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7        4,000                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7        4,422                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7        4,995                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7        6,362                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               7       13,372                  0         0
MEDCO HEALTH SOLUTIONS INC                    X               4        9,290                  0     4,687
MEDCO HEALTH SOLUTIONS INC                    X               4       13,508              1,943     3,254
MEDCO HEALTH SOLUTIONS INC                    X               7       28,551                  0         0
MEDIMMUNE INC                                 X               3            0                  0       200
MEDIMMUNE INC                                 X               3          500                  0         0
MEDIMMUNE INC                                 X               7        1,300                  0         0
MEDIMMUNE INC                                 X               7        1,600                  0         0
MEDIMMUNE INC                                 X               7        1,943                  0         0
MEDIMMUNE INC                                 X                        2,081                  0         0
MEDIMMUNE INC                                 X               7        2,120                  0         0
MEDIMMUNE INC                                 X               5        2,200                  0         0
MEDIMMUNE INC                                 X               7        2,525                  0         0
MEDIMMUNE INC                                 X               7        3,630                  0         0
MEDIMMUNE INC                                 X               3        3,768                  0     3,020
MEDIMMUNE INC                                 X               7       11,473                  0         0
MEDIMMUNE INC                                 X               7       24,050                  0         0
MEDTRONIC INC                                 X               5            0                180         0
MEDTRONIC INC                                 X               7          600                  0         0
MEDTRONIC INC                                 X                          700                  0         0
MEDTRONIC INC                                 X               7          900                  0         0
MEDTRONIC INC                                 X               7        1,150                  0         0
MEDTRONIC INC                                 X               7        1,750                  0         0
MEDTRONIC INC                                 X               3        3,050                  0         0
MEDTRONIC INC                                 X               7        3,164                  0         0
MEDTRONIC INC                                 X               7        3,200                  0         0
MEDTRONIC INC                                 X               7        3,840                  0         0
MEDTRONIC INC                                 X               2        3,946                  0         0
MEDTRONIC INC                                 X               5        4,525                  0         0
MEDTRONIC INC                                 X               7        4,720                  0         0
MEDTRONIC INC                                 X                        8,300                  0         0
MEDTRONIC INC                                 X               7        8,500                  0         0
MEDTRONIC INC                                 X               7        8,888                  0         0
MEDTRONIC INC                                 X               7       10,120                  0         0
MEDTRONIC INC                                 X               7       11,837                  0         0
MEDTRONIC INC                                 X               7       13,209                  0         0
MEDTRONIC INC                                 X                       13,326                  0         0
MEDTRONIC INC                                 X               3       14,400                  0         0
MEDTRONIC INC                                 X               7       16,735                  0         0
MEDTRONIC INC                                 X               3       17,080                  0         0
MEDTRONIC INC                                 X               3       16,967                  0       810
MEDTRONIC INC                                 X               7       19,384                  0         0
MEDTRONIC INC                                 X               7       25,822                  0         0
MEDTRONIC INC                                 X               4       33,260              3,130     2,175
MEDTRONIC INC                                 X               7       53,142                  0         0
MEDTRONIC INC                                 X               3       56,898                  0       200
MEDTRONIC INC                                 X               4       85,826                  0     5,362
MEDTRONIC INC                                 X               7      115,690                  0         0
MEDTRONIC INC                                 X               5        4,000                  0         0
MEDTRONIC INC                                 X               5            0             46,000         0
MELLON FINL CORP                              X               2           50                  0         0
MELLON FINL CORP                              X               5          345                  0         0
MELLON FINL CORP                              X                        1,000                  0         0
MELLON FINL CORP                              X               7        1,100                  0         0
MELLON FINL CORP                              X               3        2,195                  0         0
MELLON FINL CORP                              X               7        2,350                  0         0
MELLON FINL CORP                              X               7        2,806                  0         0
MELLON FINL CORP                              X               7        3,070                  0         0
MELLON FINL CORP                              X               7        3,500                  0         0
MELLON FINL CORP                              X               2        3,725                  0         0
MELLON FINL CORP                              X               7        4,172                  0         0
MELLON FINL CORP                              X               7        6,378                  0         0
MELLON FINL CORP                              X               7        6,711                  0         0
MELLON FINL CORP                              X               7        8,600                  0         0
MELLON FINL CORP                              X               7       11,000                  0         0
MELLON FINL CORP                              X               7       19,305                  0         0
MELLON FINL CORP                              X               4       25,249                  0     6,100
MELLON FINL CORP                              X               4       31,882                  0       125
MELLON FINL CORP                              X               7       40,750                  0         0
MEMRY CORP                                    X               3            0                  0    15,000
MERCANTILE BANKSHARES CORP                    X               3          458                  0         0
MERCANTILE BANKSHARES CORP                    X               7          700                  0         0
MERCANTILE BANKSHARES CORP                    X               7        4,042                  0         0
MERCANTILE BANKSHARES CORP                    X               7        5,000                  0         0
MERCANTILE BANKSHARES CORP                    X               7        7,310                  0         0
MERCK & CO INC                                X               1          100                  0         0
MERCK & CO INC                                X               2          300                  0         0
MERCK & CO INC                                X               6          800                  0         0
MERCK & CO INC                                X               7        1,000                  0         0
MERCK & CO INC                                X               7        1,580                  0         0
MERCK & CO INC                                X                            0              2,000         0
MERCK & CO INC                                X               7        2,100                  0         0
MERCK & CO INC                                X               7        3,150                  0         0
MERCK & CO INC                                X               7        5,523                  0         0
MERCK & CO INC                                X               7        5,850                  0         0
MERCK & CO INC                                X               3        6,360                  0         0
MERCK & CO INC                                X               7        7,240                  0         0
MERCK & CO INC                                X               7        7,290                  0         0
MERCK & CO INC                                X               5        7,700                  0         0
MERCK & CO INC                                X                        8,900                  0         0
MERCK & CO INC                                X               7       15,760                  0         0
MERCK & CO INC                                X               3       15,805                  0         0
MERCK & CO INC                                X               7       16,140                  0         0
MERCK & CO INC                                X               7       18,460                  0         0
MERCK & CO INC                                X               7       21,417                  0         0
MERCK & CO INC                                X                       22,000                  0         0
MERCK & CO INC                                X               2       23,219                  0         0
MERCK & CO INC                                X               7       24,498                  0         0
MERCK & CO INC                                X               5            0             25,670         0
MERCK & CO INC                                X               7       34,562                  0         0
MERCK & CO INC                                X               7       35,107                  0         0
MERCK & CO INC                                X               7       46,284                  0         0
MERCK & CO INC                                X                        5,315             50,350         0
MERCK & CO INC                                X               3       37,046                  0    29,750
MERCK & CO INC                                X               7       96,404                  0         0
MERCK & CO INC                                X               5      108,292                  0         0
MERCK & CO INC                                X               3      110,415                  0         0
MERCK & CO INC                                X               3      103,261                  0    17,851
MERCK & CO INC                                X               3      122,100                  0         0
MERCK & CO INC                                X               4       94,586                  0    45,468
MERCK & CO INC                                X               4      112,611             34,052    31,244
MERCK & CO INC                                X               7      209,970                  0         0
MERCURY INTERACTIVE CORP                      X               5          300                  0         0
MERCURY INTERACTIVE CORP                      X               7          530                  0         0
MERCURY INTERACTIVE CORP                      X               7          740                  0         0
MERCURY INTERACTIVE CORP                      X               7          750                  0         0
MERCURY INTERACTIVE CORP                      X               3          560                  0       270
MERCURY INTERACTIVE CORP                      X               3        1,000                  0         0
MERCURY INTERACTIVE CORP                      X               7        1,400                  0         0
MERCURY INTERACTIVE CORP                      X                        2,806                  0         0
MERCURY INTERACTIVE CORP                      X               7        3,640                  0         0
MERCURY INTERACTIVE CORP                      X               7        7,680                  0         0
MEREDITH CORP                                 X               7          350                  0         0
MEREDITH CORP                                 X               7          400                  0         0
MEREDITH CORP                                 X               7          500                  0         0
MEREDITH CORP                                 X               7          700                  0         0
MEREDITH CORP                                 X               3        1,000                  0         0
MEREDITH CORP                                 X               3            0                  0     8,400
MERRILL LYNCH & CO INC                        X                            0                280         0
MERRILL LYNCH & CO INC                        X               7          500                  0         0
MERRILL LYNCH & CO INC                        X               5          700                  0         0
MERRILL LYNCH & CO INC                        X               7          750                  0         0
MERRILL LYNCH & CO INC                        X               7          850                  0         0
MERRILL LYNCH & CO INC                        X               2        1,265                  0         0
MERRILL LYNCH & CO INC                        X               5            0              1,300         0
MERRILL LYNCH & CO INC                        X               7        1,450                  0         0
MERRILL LYNCH & CO INC                        X               7        1,913                  0         0
MERRILL LYNCH & CO INC                        X               7        2,500                  0         0
MERRILL LYNCH & CO INC                        X                        3,000                  0         0
MERRILL LYNCH & CO INC                        X               7        3,099                  0         0
MERRILL LYNCH & CO INC                        X               7        3,850                  0         0
MERRILL LYNCH & CO INC                        X               5        4,230                  0         0
MERRILL LYNCH & CO INC                        X               7        6,804                  0         0
MERRILL LYNCH & CO INC                        X               7        7,260                  0         0
MERRILL LYNCH & CO INC                        X               7        7,680                  0         0
MERRILL LYNCH & CO INC                        X               3        7,643                  0       700
MERRILL LYNCH & CO INC                        X               7        9,110                  0         0
MERRILL LYNCH & CO INC                        X               3       12,200                  0         0
MERRILL LYNCH & CO INC                        X               7       13,939                  0         0
MERRILL LYNCH & CO INC                        X               7       14,849                  0         0
MERRILL LYNCH & CO INC                        X               7       15,657                  0         0
MERRILL LYNCH & CO INC                        X               7       18,193                  0         0
MERRILL LYNCH & CO INC                        X               7       19,238                  0         0
MERRILL LYNCH & CO INC                        X               3       26,285                  0         0
MERRILL LYNCH & CO INC                        X               7       26,392                  0         0
MERRILL LYNCH & CO INC                        X               7       40,668                  0         0
MERRILL LYNCH & CO INC                        X               4       41,731              6,400     5,464
MERRILL LYNCH & CO INC                        X               3       62,500                  0         0
MERRILL LYNCH & CO INC                        X               7       89,510                  0         0
MERRILL LYNCH & CO INC                        X               4      215,423                  0    14,825
METALS USA INC                                X                       35,200                  0         0
METALS USA INC                                X                       58,306                  0         0
METHANEX CORP                                 X               5           95                  0         0
METHANEX CORP                                 X               2       16,660                  0         0
METLIFE INC                                   X               5            0                460         0
METLIFE INC                                   X               4          500                  0         0
METLIFE INC                                   X               7          700                  0         0
METLIFE INC                                   X               7          800                  0         0
METLIFE INC                                   X               7        1,000                  0         0
METLIFE INC                                   X               7        2,100                  0         0
METLIFE INC                                   X               2        2,130                  0         0
METLIFE INC                                   X               7        2,296                  0         0
METLIFE INC                                   X               7        2,593                  0         0
METLIFE INC                                   X               5            0              2,700         0
METLIFE INC                                   X               7        5,620                  0         0
METLIFE INC                                   X               7        6,240                  0         0
METLIFE INC                                   X               7        6,800                  0         0
METLIFE INC                                   X               7        7,515                  0         0
METLIFE INC                                   X               7       12,121                  0         0
METLIFE INC                                   X               7       12,143                  0         0
METLIFE INC                                   X               7       14,489                  0         0
METLIFE INC                                   X               3       15,061                  0         0
METLIFE INC                                   X               7       16,519                  0         0
METLIFE INC                                   X               7       24,291                  0         0
METLIFE INC                                   X               7       26,940                  0         0
METLIFE INC                                   X               7       33,233                  0         0
METLIFE INC                                   X               7       72,100                  0         0
METLIFE INC                                   X               3       66,714                  0     8,730
METTLER TOLEDO INTERNATIONAL                  X               3        4,000                  0         0
MEXICO FD INC                                 X                        4,000                  0         0
MEXICO FD INC                                 X               5            0             22,000         0
MICHAELS STORES INC                           X               7        3,000                  0         0
MICHAELS STORES INC                           X                        3,088                  0         0
MICHAELS STORES INC                           X               7        5,335                  0         0
MICHAELS STORES INC                           X               3          865                  0    11,100
MICHAELS STORES INC                           X               7       13,480                  0         0
MICROSOFT CORP                                X               1          362                  0         0
MICROSOFT CORP                                X               5            0                600         0
MICROSOFT CORP                                X               3        2,112                  0         0
MICROSOFT CORP                                X               6        2,940                  0         0
MICROSOFT CORP                                X                        3,814                  0         0
MICROSOFT CORP                                X               7        4,300                  0         0
MICROSOFT CORP                                X               7        5,500                  0         0
MICROSOFT CORP                                X               7        7,330                  0         0
MICROSOFT CORP                                X               5        8,000                  0         0
MICROSOFT CORP                                X               3        9,350                  0         0
MICROSOFT CORP                                X                        8,845                750         0
MICROSOFT CORP                                X               7       10,200                  0         0
MICROSOFT CORP                                X               5       13,700                  0         0
MICROSOFT CORP                                X               7       13,850                  0         0
MICROSOFT CORP                                X               3       16,983                  0         0
MICROSOFT CORP                                X               7       20,550                  0         0
MICROSOFT CORP                                X               7       21,000                  0         0
MICROSOFT CORP                                X                       21,100                  0         0
MICROSOFT CORP                                X               3       22,942                  0         0
MICROSOFT CORP                                X               7       24,824                  0         0
MICROSOFT CORP                                X               5            0             28,843         0
MICROSOFT CORP                                X               7       30,500                  0         0
MICROSOFT CORP                                X                       30,584                  0         0
MICROSOFT CORP                                X               5            0             32,119         0
MICROSOFT CORP                                X               7       33,390                  0         0
MICROSOFT CORP                                X               7       34,839                  0         0
MICROSOFT CORP                                X               2       40,714                  0         0
MICROSOFT CORP                                X               3       49,244                  0         0
MICROSOFT CORP                                X               5            0             51,660         0
MICROSOFT CORP                                X                       54,100                  0         0
MICROSOFT CORP                                X               2       64,493                  0         0
MICROSOFT CORP                                X               7       67,380                  0         0
MICROSOFT CORP                                X               7       67,549                  0         0
MICROSOFT CORP                                X               7       76,620                  0         0
MICROSOFT CORP                                X               7       90,206                  0         0
MICROSOFT CORP                                X               3       90,505                  0         0
MICROSOFT CORP                                X                       91,283                  0         0
MICROSOFT CORP                                X               7      105,162                  0         0
MICROSOFT CORP                                X               7      147,560                  0         0
MICROSOFT CORP                                X               7      149,580                  0         0
MICROSOFT CORP                                X               5      163,038                  0         0
MICROSOFT CORP                                X               3      187,143                  0         0
MICROSOFT CORP                                X               7      193,885                  0         0
MICROSOFT CORP                                X               3      219,332                  0    28,488
MICROSOFT CORP                                X               4      326,870             33,555    66,152
MICROSOFT CORP                                X               7      472,678                  0         0
MICROSOFT CORP                                X               4      809,068              1,000   113,493
MICROSOFT CORP                                X               7    1,019,830                  0         0
MICROSOFT CORP                                X               3    1,024,622                  0    66,726
MICROSOFT CORP                                X               3    2,686,682                  0         0
MICROCHIP TECHNOLOGY INC                      X               5            0                385         0
MICROCHIP TECHNOLOGY INC                      X                        1,036                  0         0
MICROCHIP TECHNOLOGY INC                      X               3        1,272                  0         0
MICROCHIP TECHNOLOGY INC                      X               7        1,300                  0         0
MICROCHIP TECHNOLOGY INC                      X               7        1,300                  0         0
MICROCHIP TECHNOLOGY INC                      X               5        2,000                  0         0
MICROCHIP TECHNOLOGY INC                      X               7        3,560                  0         0
MICROCHIP TECHNOLOGY INC                      X               7        9,828                  0         0
MICROCHIP TECHNOLOGY INC                      X               5       11,750                  0         0
MICROCHIP TECHNOLOGY INC                      X               7       18,570                  0         0
MICROCHIP TECHNOLOGY INC                      X               3      200,000                  0         0
MICRON TECHNOLOGY INC                         X                            0                170         0
MICRON TECHNOLOGY INC                         X               3          200                  0         0
MICRON TECHNOLOGY INC                         X               2          310                  0         0
MICRON TECHNOLOGY INC                         X               1          318                  0         0
MICRON TECHNOLOGY INC                         X               7        1,800                  0         0
MICRON TECHNOLOGY INC                         X               7        2,900                  0         0
MICRON TECHNOLOGY INC                         X               7        3,000                  0         0
MICRON TECHNOLOGY INC                         X               7        4,886                  0         0
MICRON TECHNOLOGY INC                         X               7        5,440                  0         0
MICRON TECHNOLOGY INC                         X               5        5,581                  0         0
MICRON TECHNOLOGY INC                         X               5            0              5,850         0
MICRON TECHNOLOGY INC                         X               7        6,413                  0         0
MICRON TECHNOLOGY INC                         X               3        7,114                  0       400
MICRON TECHNOLOGY INC                         X               3        7,600                  0         0
MICRON TECHNOLOGY INC                         X               7        8,506                  0         0
MICRON TECHNOLOGY INC                         X               7       10,083                  0         0
MICRON TECHNOLOGY INC                         X               7       15,083                  0         0
MICRON TECHNOLOGY INC                         X               2       16,344                  0         0
MICRON TECHNOLOGY INC                         X               7       27,386                  0         0
MICRON TECHNOLOGY INC                         X               3       30,986                  0         0
MICRON TECHNOLOGY INC                         X               7       59,630                  0         0
MIDCAP SPDR TR                                X               2          450                  0         0
MIDCAP SPDR TR                                X               4            0                  0       876
MIDCAP SPDR TR                                X               4            0                  0   290,367
MILLENNIUM PHARMACEUTICALS I                  X                            0                110         0
MILLENNIUM PHARMACEUTICALS I                  X               7        4,200                  0         0
MILLENNIUM PHARMACEUTICALS I                  X               5        8,500                  0         0
MILLENNIUM PHARMACEUTICALS I                  X               7       11,819                  0         0
MILLENNIUM PHARMACEUTICALS I                  X               3        1,781                  0    11,000
MILLENNIUM PHARMACEUTICALS I                  X               7       30,000                  0         0
MILLEA HOLDINGS INC                           X                            0                111         0
MILLEA HOLDINGS INC                           X               5          385                  0         0
MILLEA HOLDINGS INC                           X               2        1,254                  0         0
MILLEA HOLDINGS INC                           X               5            0              2,920         0
MILLEA HOLDINGS INC                           X               4            0              7,717         0
MILLIPORE CORP                                X               4          350                  0         0
MILLIPORE CORP                                X               7          350                  0         0
MILLIPORE CORP                                X               7          390                  0         0
MILLIPORE CORP                                X               7          430                  0         0
MILLIPORE CORP                                X               7          700                  0         0
MILLIPORE CORP                                X                        1,500                  0         0
MILLIPORE CORP                                X               7        1,600                  0         0
MILLIPORE CORP                                X               3        1,816                  0         0
MILLIPORE CORP                                X               7        3,950                  0         0
MILLS CORP                                    X               7        4,800                  0         0
MITSUBISHI TOKYO FINL GROUP                   X               3            0                  0     1,200
MITSUBISHI TOKYO FINL GROUP                   X               5        3,050                  0         0
MITSUBISHI TOKYO FINL GROUP                   X               2       13,834                  0         0
MITSUBISHI TOKYO FINL GROUP                   X               3       16,050                  0         0
MITSUBISHI TOKYO FINL GROUP                   X               5            0             32,343         0
MITSUBISHI TOKYO FINL GROUP                   X               2       57,845                  0         0
MOHAWK INDS INC                               X               3          407                  0         0
MOHAWK INDS INC                               X               7          600                  0         0
MOHAWK INDS INC                               X               7        2,593                  0         0
MOHAWK INDS INC                               X               7        6,790                  0         0
MOLEX INC                                     X               5            0                900         0
MOLEX INC                                     X               7        1,000                  0         0
MOLEX INC                                     X               7        1,285                  0         0
MOLEX INC                                     X               7        1,675                  0         0
MOLEX INC                                     X               3            0                  0     1,800
MOLEX INC                                     X                        2,283                  0         0
MOLEX INC                                     X               7        2,314                  0         0
MOLEX INC                                     X               4            0                  0     2,412
MOLEX INC                                     X               7        2,500                  0         0
MOLEX INC                                     X               7        3,736                  0         0
MOLEX INC                                     X               7        6,270                  0         0
MOLEX INC                                     X               7        2,200                  0         0
MOLEX INC                                     X               4        2,500                  0         0
MOLEX INC                                     X               7        7,300                  0         0
MOLSON COORS BREWING CO                       X               4          200                  0         0
MOLSON COORS BREWING CO                       X               2          220                  0         0
MOLSON COORS BREWING CO                       X               7          450                  0         0
MOLSON COORS BREWING CO                       X               7          500                  0         0
MOLSON COORS BREWING CO                       X               7          560                  0         0
MOLSON COORS BREWING CO                       X               7          850                  0         0
MOLSON COORS BREWING CO                       X               7          950                  0         0
MOLSON COORS BREWING CO                       X               7        3,700                  0         0
MOLSON COORS BREWING CO                       X               7        7,624                  0         0
MONEYGRAM INTL INC                            X               7        2,900                  0         0
MONEYGRAM INTL INC                            X               7        8,140                  0         0
MONSANTO CO NEW                               X               2            1                  0         0
MONSANTO CO NEW                               X               5           30                  0         0
MONSANTO CO NEW                               X               2           55                  0         0
MONSANTO CO NEW                               X               7          300                  0         0
MONSANTO CO NEW                               X               7          450                  0         0
MONSANTO CO NEW                               X               7          550                  0         0
MONSANTO CO NEW                               X               3          600                  0         0
MONSANTO CO NEW                               X               7        1,034                  0         0
MONSANTO CO NEW                               X               7        1,100                  0         0
MONSANTO CO NEW                               X               5            0              1,130         0
MONSANTO CO NEW                               X               7        1,139                  0         0
MONSANTO CO NEW                               X               4        1,145                  0       122
MONSANTO CO NEW                               X               3        1,520                  0         0
MONSANTO CO NEW                               X               7        1,926                  0         0
MONSANTO CO NEW                               X               7        2,210                  0         0
MONSANTO CO NEW                               X               4          597                  0     1,838
MONSANTO CO NEW                               X               7        2,604                  0         0
MONSANTO CO NEW                               X               5        2,900                  0         0
MONSANTO CO NEW                               X                        3,000                  0         0
MONSANTO CO NEW                               X               5        3,564                  0         0
MONSANTO CO NEW                               X               7        3,863                  0         0
MONSANTO CO NEW                               X               7        4,401                  0         0
MONSANTO CO NEW                               X               7        6,112                  0         0
MONSANTO CO NEW                               X               7        6,227                  0         0
MONSANTO CO NEW                               X               3        6,933                  0         0
MONSANTO CO NEW                               X               7        7,655                  0         0
MONSANTO CO NEW                               X                       11,304                  0         0
MONSANTO CO NEW                               X               7       12,522                  0         0
MONSANTO CO NEW                               X               5            0             18,474         0
MONSANTO CO NEW                               X               7       19,125                  0         0
MONSANTO CO NEW                               X               7       25,800                  0         0
MONSTER WORLDWIDE INC                         X               7          850                  0         0
MONSTER WORLDWIDE INC                         X               7          940                  0         0
MONSTER WORLDWIDE INC                         X               7        1,050                  0         0
MONSTER WORLDWIDE INC                         X               7        1,700                  0         0
MONSTER WORLDWIDE INC                         X               5        2,000                  0         0
MONSTER WORLDWIDE INC                         X               7        4,438                  0         0
MONSTER WORLDWIDE INC                         X               7        9,900                  0         0
MOODYS CORP                                   X               3          400                  0         0
MOODYS CORP                                   X               7          900                  0         0
MOODYS CORP                                   X               3          900                  0         0
MOODYS CORP                                   X               3        1,532                  0         0
MOODYS CORP                                   X               7        1,800                  0         0
MOODYS CORP                                   X               7        1,832                  0         0
MOODYS CORP                                   X               4        2,000                  0         0
MOODYS CORP                                   X               7        2,140                  0         0
MOODYS CORP                                   X               7        2,432                  0         0
MOODYS CORP                                   X               4        2,800                  0         0
MOODYS CORP                                   X               7        3,942                  0         0
MOODYS CORP                                   X               7        4,144                  0         0
MOODYS CORP                                   X               5            0              4,870         0
MOODYS CORP                                   X               7        5,056                  0         0
MOODYS CORP                                   X               7        8,900                  0         0
MOODYS CORP                                   X               7       14,168                  0         0
MOODYS CORP                                   X               7       28,340                  0         0
MOOG INC                                      X               4          300          1,291,857         0
MOOG INC                                      X               4            0          2,300,051         0
MORGAN STANLEY                                X                            0                115         0
MORGAN STANLEY                                X               3          300                  0         0
MORGAN STANLEY                                X               7          600                  0         0
MORGAN STANLEY                                X               2          720                  0         0
MORGAN STANLEY                                X               7          840                  0         0
MORGAN STANLEY                                X               7        1,000                  0         0
MORGAN STANLEY                                X               7        1,600                  0         0
MORGAN STANLEY                                X               7        1,978                  0         0
MORGAN STANLEY                                X               3        1,980                  0         0
MORGAN STANLEY                                X               5            0              2,000         0
MORGAN STANLEY                                X               5            0              2,750         0
MORGAN STANLEY                                X               7        2,950                  0         0
MORGAN STANLEY                                X               7        3,545                  0         0
MORGAN STANLEY                                X               3        3,750                  0         0
MORGAN STANLEY                                X               7        4,330                  0         0
MORGAN STANLEY                                X                        5,500                  0         0
MORGAN STANLEY                                X               7        7,961                  0         0
MORGAN STANLEY                                X               7        8,450                  0         0
MORGAN STANLEY                                X               7        9,090                  0         0
MORGAN STANLEY                                X               3        8,710                  0       700
MORGAN STANLEY                                X               4        6,231                  0     4,247
MORGAN STANLEY                                X               7       10,688                  0         0
MORGAN STANLEY                                X               5       11,625                  0         0
MORGAN STANLEY                                X               7       13,697                  0         0
MORGAN STANLEY                                X               7       15,305                  0         0
MORGAN STANLEY                                X               7       17,405                  0         0
MORGAN STANLEY                                X               4       21,106                175         2
MORGAN STANLEY                                X               7       21,393                  0         0
MORGAN STANLEY                                X               7       22,995                  0         0
MORGAN STANLEY                                X               7       29,390                  0         0
MORGAN STANLEY                                X               7       47,804                  0         0
MORGAN STANLEY                                X               7      104,300                  0         0
MORGAN STANLEY                                X               3      104,014                  0       624
MORGAN STANLEY                                X               3      126,642                  0         0
MORGAN STANLEY INDIA INVS FD                  X               2          400                  0         0
MORGAN STANLEY INDIA INVS FD                  X                          600                  0         0
MORGAN STANLEY INDIA INVS FD                  X               3      100,000                  0         0
MOTOROLA INC                                  X               1          337                  0         0
MOTOROLA INC                                  X               2          625                  0         0
MOTOROLA INC                                  X               7        1,100                  0         0
MOTOROLA INC                                  X               7        1,400                  0         0
MOTOROLA INC                                  X               7        1,980                  0         0
MOTOROLA INC                                  X               7        2,100                  0         0
MOTOROLA INC                                  X               7        2,300                  0         0
MOTOROLA INC                                  X               7        2,300                  0         0
MOTOROLA INC                                  X               5            0              2,800         0
MOTOROLA INC                                  X               5            0              3,000         0
MOTOROLA INC                                  X               5        3,520                  0         0
MOTOROLA INC                                  X               7        3,700                  0         0
MOTOROLA INC                                  X                        4,150                  0         0
MOTOROLA INC                                  X               3        5,425                  0         0
MOTOROLA INC                                  X               7        6,200                  0         0
MOTOROLA INC                                  X               3        7,900                  0         0
MOTOROLA INC                                  X               7        7,920                  0         0
MOTOROLA INC                                  X               7        8,303                  0         0
MOTOROLA INC                                  X               2       12,132                  0         0
MOTOROLA INC                                  X               3       14,450                  0         0
MOTOROLA INC                                  X               3       16,250                  0         0
MOTOROLA INC                                  X                       18,189                  0         0
MOTOROLA INC                                  X               7       18,202                  0         0
MOTOROLA INC                                  X               7       18,460                  0         0
MOTOROLA INC                                  X               7       20,700                  0         0
MOTOROLA INC                                  X               7       24,149                  0         0
MOTOROLA INC                                  X               5       33,955                  0         0
MOTOROLA INC                                  X               7       39,553                  0         0
MOTOROLA INC                                  X               7       42,167                  0         0
MOTOROLA INC                                  X               7       55,931                  0         0
MOTOROLA INC                                  X               4       40,210              7,527    19,850
MOTOROLA INC                                  X               3       52,094                  0    17,650
MOTOROLA INC                                  X               7      106,732                  0         0
MOTOROLA INC                                  X               3      124,169                  0         0
MOTOROLA INC                                  X               3      218,487                  0    11,365
MOTOROLA INC                                  X               7      232,130                  0         0
MOTOROLA INC                                  X               4      256,362                  0    75,660
MURPHY OIL CORP                               X               5           60                  0         0
MURPHY OIL CORP                               X                        1,000                  0         0
MURPHY OIL CORP                               X               3        1,000                  0         0
MURPHY OIL CORP                               X               7        1,250                  0         0
MURPHY OIL CORP                               X               7        1,300                  0         0
MURPHY OIL CORP                               X               7        1,300                  0         0
MURPHY OIL CORP                               X               7        1,400                  0         0
MURPHY OIL CORP                               X                        1,546                  0         0
MURPHY OIL CORP                               X               7        1,700                  0         0
MURPHY OIL CORP                               X               7        2,500                  0         0
MURPHY OIL CORP                               X               7        3,700                  0         0
MURPHY OIL CORP                               X               7        8,280                  0         0
MURPHY OIL CORP                               X               7       16,880                  0         0
MURPHY OIL CORP                               X               3      120,420                  0         0
MYLAN LABS INC                                X               2          150                  0         0
MYLAN LABS INC                                X               5            0                333         0
MYLAN LABS INC                                X               5          365                  0         0
MYLAN LABS INC                                X               4        1,012                  0         0
MYLAN LABS INC                                X               7        1,380                  0         0
MYLAN LABS INC                                X               7        1,500                  0         0
MYLAN LABS INC                                X               7        2,070                  0         0
MYLAN LABS INC                                X               3        2,700                  0         0
MYLAN LABS INC                                X               7        3,287                  0         0
MYLAN LABS INC                                X               7        4,213                  0         0
MYLAN LABS INC                                X               7       11,800                  0         0
MYLAN LABS INC                                X               7       21,175                  0         0
NCR CORP NEW                                  X               7          300                  0         0
NCR CORP NEW                                  X               7          550                  0         0
NCR CORP NEW                                  X               5            0                600         0
NCR CORP NEW                                  X               3        1,244                  0         0
NCR CORP NEW                                  X               7        1,320                  0         0
NCR CORP NEW                                  X               7        1,480                  0         0
NCR CORP NEW                                  X               3        1,500                  0         0
NCR CORP NEW                                  X               7        1,772                  0         0
NCR CORP NEW                                  X               7        1,892                  0         0
NCR CORP NEW                                  X               7        2,700                  0         0
NCR CORP NEW                                  X               5        4,600                  0         0
NCR CORP NEW                                  X               7        9,080                  0         0
NCR CORP NEW                                  X                       15,200                  0         0
NCR CORP NEW                                  X               7       18,880                  0         0
NII HLDGS INC                                 X               3          407                  0         0
NII HLDGS INC                                 X               7        1,200                  0         0
NII HLDGS INC                                 X               7        3,493                  0         0
NII HLDGS INC                                 X               7        7,200                  0         0
NMT MED INC                                   X               3            0                  0    11,300
NTL INC DEL                                   X               7          400                  0         0
NTL INC DEL                                   X               3          509                  0         0
NTL INC DEL                                   X               7        1,200                  0         0
NTL INC DEL                                   X               7        3,391                  0         0
NTL INC DEL                                   X               7        7,900                  0         0
NVR INC                                       X               3           39                  0         0
NVR INC                                       X               7          200                  0         0
NVR INC                                       X               7          286                  0         0
NVR INC                                       X               7          620                  0         0
NABORS INDS INC                               X               5            0             43,000         0
NASDAQ 100 TR                                 X               5            0                280         0
NASDAQ 100 TR                                 X               5          300                  0         0
NASDAQ 100 TR                                 X               4            0                  0       908
NASDAQ 100 TR                                 X                            0              1,600         0
NASDAQ 100 TR                                 X               2        2,548                  0         0
NASDAQ 100 TR                                 X               3        7,595                  0         0
NASDAQ 100 TR                                 X                        8,000                  0         0
NASDAQ 100 TR                                 X               3       10,500                  0         0
NASDAQ 100 TR                                 X               6       10,807                  0         0
NASDAQ 100 TR                                 X                       20,041                  0         0
NASDAQ 100 TR                                 X               5       39,028                  0         0
NASDAQ 100 TR                                 X               3       96,594                  0         0
NASDAQ 100 TR                                 X               3       50,443                  0    52,365
NASDAQ 100 TR                                 X                      125,100                  0         0
NASDAQ 100 TR                                 X               3      222,102                  0         0
NASDAQ 100 TR                                 X               3      315,000                  0         0
NATIONAL CITY CORP                            X               2           55                  0         0
NATIONAL CITY CORP                            X               4          700                  0         0
NATIONAL CITY CORP                            X               7          720                  0         0
NATIONAL CITY CORP                            X               7          800                  0         0
NATIONAL CITY CORP                            X               7        1,300                  0         0
NATIONAL CITY CORP                            X               4        1,974                  0         0
NATIONAL CITY CORP                            X               7        2,150                  0         0
NATIONAL CITY CORP                            X               7        2,895                  0         0
NATIONAL CITY CORP                            X               7        4,241                  0         0
NATIONAL CITY CORP                            X               7        4,840                  0         0
NATIONAL CITY CORP                            X               7        5,723                  0         0
NATIONAL CITY CORP                            X               7        8,960                  0         0
NATIONAL CITY CORP                            X               7        9,462                  0         0
NATIONAL CITY CORP                            X               7       13,487                  0         0
NATIONAL CITY CORP                            X               3       18,251                  0         0
NATIONAL CITY CORP                            X               7       27,945                  0         0
NATIONAL CITY CORP                            X               3       32,655                  0         0
NATIONAL CITY CORP                            X               7       62,850                  0         0
NATIONAL FUEL GAS CO N J                      X               4        5,522              1,064         0
NATIONAL FUEL GAS CO N J                      X               4        6,625                  0         0
NATIONAL OILWELL VARCO INC                    X               5           57                  0         0
NATIONAL OILWELL VARCO INC                    X               7          250                  0         0
NATIONAL OILWELL VARCO INC                    X               4          418                  0         0
NATIONAL OILWELL VARCO INC                    X               3          865                  0         0
NATIONAL OILWELL VARCO INC                    X                          936                  0         0
NATIONAL OILWELL VARCO INC                    X               7        1,000                  0         0
NATIONAL OILWELL VARCO INC                    X               3        1,100                  0         0
NATIONAL OILWELL VARCO INC                    X               7        1,250                  0         0
NATIONAL OILWELL VARCO INC                    X               7        1,400                  0         0
NATIONAL OILWELL VARCO INC                    X                            0              1,500         0
NATIONAL OILWELL VARCO INC                    X               7        1,740                  0         0
NATIONAL OILWELL VARCO INC                    X               7        2,900                  0         0
NATIONAL OILWELL VARCO INC                    X               7        7,835                  0         0
NATIONAL OILWELL VARCO INC                    X               6       10,454                  0         0
NATIONAL OILWELL VARCO INC                    X               7       15,800                  0         0
NATIONAL OILWELL VARCO INC                    X               2       15,830                  0         0
NATIONAL OILWELL VARCO INC                    X               3       79,545                  0         0
NATIONAL OILWELL VARCO INC                    X               3      239,630                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               1          185                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7          650                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7          750                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7        1,700                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7        1,800                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7        2,368                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7        2,420                  0         0
NATIONAL SEMICONDUCTOR CORP                   X                        2,818                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7        2,980                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               4        3,000                  0         0
NATIONAL SEMICONDUCTOR CORP                   X                        3,237                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7        3,246                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7        5,069                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7        6,000                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7        8,131                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7       16,512                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7       20,039                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7       22,033                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7       26,808                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               7       32,080                  0         0
NATIONAL SEMICONDUCTOR CORP                   X               3       42,988                  0         0
NAVISTAR INTL CORP NEW                        X               7          500                  0         0
NAVISTAR INTL CORP NEW                        X               7          550                  0         0
NAVISTAR INTL CORP NEW                        X               7          750                  0         0
NAVISTAR INTL CORP NEW                        X               7          991                  0         0
NAVISTAR INTL CORP NEW                        X               7        1,509                  0         0
NAVISTAR INTL CORP NEW                        X               4        2,000                  0         0
NAVISTAR INTL CORP NEW                        X                        2,400                  0         0
NAVISTAR INTL CORP NEW                        X               3       31,999                  0         0
NAVTEQ CORP                                   X               7        4,500                  0         0
NAVTEQ CORP                                   X               2        5,175                  0         0
NAVTEQ CORP                                   X               7        8,400                  0         0
NAVTEQ CORP                                   X               3       54,500                  0         0
NAVTEQ CORP                                   X               3       67,468                  0         0
NEIMAN MARCUS GROUP INC                       X                        1,138                  0         0
NEIMAN MARCUS GROUP INC                       X               7        1,550                  0         0
NET2PHONE                                     X               5       38,000                  0         0
NETEASE COM INC                               X               3          182                  0         0
NETEASE COM INC                               X               6            0                  0     2,500
NETEASE COM INC                               X               6            0                  0    13,396
NETWORK APPLIANCE INC                         X               2           80                  0         0
NETWORK APPLIANCE INC                         X               5          120                  0         0
NETWORK APPLIANCE INC                         X               7          200                  0         0
NETWORK APPLIANCE INC                         X               7          390                  0         0
NETWORK APPLIANCE INC                         X               7          600                  0         0
NETWORK APPLIANCE INC                         X               7          700                  0         0
NETWORK APPLIANCE INC                         X               7        1,200                  0         0
NETWORK APPLIANCE INC                         X               7        1,500                  0         0
NETWORK APPLIANCE INC                         X               5            0              1,809         0
NETWORK APPLIANCE INC                         X               3        2,188                  0         0
NETWORK APPLIANCE INC                         X               4            0                  0     2,435
NETWORK APPLIANCE INC                         X               7        2,621                  0         0
NETWORK APPLIANCE INC                         X               7        3,230                  0         0
NETWORK APPLIANCE INC                         X               7        3,903                  0         0
NETWORK APPLIANCE INC                         X                        4,136                  0         0
NETWORK APPLIANCE INC                         X               7        5,043                  0         0
NETWORK APPLIANCE INC                         X               7        5,655                  0         0
NETWORK APPLIANCE INC                         X               7        8,842                  0         0
NETWORK APPLIANCE INC                         X               7       16,847                  0         0
NETWORK APPLIANCE INC                         X               7       35,560                  0         0
NEVSUN RES LTD                                X               2       21,000                  0         0
NEW HAMPSHIRE THRIFT BANCSHS                  X               4            0                  0    42,476
NEW YORK CMNTY BANCORP INC                    X               3        1,578                  0         0
NEW YORK CMNTY BANCORP INC                    X               4            0              2,240         0
NEW YORK CMNTY BANCORP INC                    X               7       10,322                  0         0
NEW YORK CMNTY BANCORP INC                    X               4       14,466                  0         0
NEW YORK CMNTY BANCORP INC                    X               7       25,506                  0         0
NEW YORK TIMES CO                             X               4          250                  0         0
NEW YORK TIMES CO                             X               7          900                  0         0
NEW YORK TIMES CO                             X               7        1,029                  0         0
NEW YORK TIMES CO                             X               7        1,070                  0         0
NEW YORK TIMES CO                             X               7        1,160                  0         0
NEW YORK TIMES CO                             X               7        1,381                  0         0
NEW YORK TIMES CO                             X               7        1,450                  0         0
NEW YORK TIMES CO                             X               7        1,700                  0         0
NEW YORK TIMES CO                             X               7        2,310                  0         0
NEW YORK TIMES CO                             X               7        2,500                  0         0
NEW YORK TIMES CO                             X               7        2,825                  0         0
NEW YORK TIMES CO                             X               7        3,029                  0         0
NEW YORK TIMES CO                             X               7        4,500                  0         0
NEW YORK TIMES CO                             X               3        5,298                  0         0
NEW YORK TIMES CO                             X               7        5,684                  0         0
NEW YORK TIMES CO                             X               7       13,700                  0         0
NEWELL RUBBERMAID INC                         X               5            0                205         0
NEWELL RUBBERMAID INC                         X               3        1,679                  0         0
NEWELL RUBBERMAID INC                         X               7        2,098                  0         0
NEWELL RUBBERMAID INC                         X               7        2,330                  0         0
NEWELL RUBBERMAID INC                         X               7        2,400                  0         0
NEWELL RUBBERMAID INC                         X               7        2,500                  0         0
NEWELL RUBBERMAID INC                         X               7        2,998                  0         0
NEWELL RUBBERMAID INC                         X               7        3,924                  0         0
NEWELL RUBBERMAID INC                         X               7        4,069                  0         0
NEWELL RUBBERMAID INC                         X               7        5,687                  0         0
NEWELL RUBBERMAID INC                         X               7       13,071                  0         0
NEWELL RUBBERMAID INC                         X               7       25,740                  0         0
NEWFIELD EXPL CO                              X               3          713                  0         0
NEWFIELD EXPL CO                              X               7        5,887                  0         0
NEWFIELD EXPL CO                              X               7       10,800                  0         0
NEWMONT MINING CORP                           X               4          100                  0         0
NEWMONT MINING CORP                           X               7          300                  0         0
NEWMONT MINING CORP                           X               7          420                  0         0
NEWMONT MINING CORP                           X               4          600                  0         0
NEWMONT MINING CORP                           X               7          600                  0         0
NEWMONT MINING CORP                           X               3          700                  0         0
NEWMONT MINING CORP                           X               7          900                  0         0
NEWMONT MINING CORP                           X                        1,000                  0         0
NEWMONT MINING CORP                           X               7        1,400                  0         0
NEWMONT MINING CORP                           X               2        1,725                  0         0
NEWMONT MINING CORP                           X               7        1,779                  0         0
NEWMONT MINING CORP                           X               7        2,400                  0         0
NEWMONT MINING CORP                           X               7        3,327                  0         0
NEWMONT MINING CORP                           X               7        3,560                  0         0
NEWMONT MINING CORP                           X               7        4,377                  0         0
NEWMONT MINING CORP                           X               7        4,679                  0         0
NEWMONT MINING CORP                           X               7        4,800                  0         0
NEWMONT MINING CORP                           X                        5,005                  0         0
NEWMONT MINING CORP                           X               3        5,411                  0         0
NEWMONT MINING CORP                           X               3        6,600                  0         0
NEWMONT MINING CORP                           X               7        7,284                  0         0
NEWMONT MINING CORP                           X                        7,900                  0         0
NEWMONT MINING CORP                           X               7        9,440                  0         0
NEWMONT MINING CORP                           X               7       18,766                  0         0
NEWMONT MINING CORP                           X               5       21,683                  0         0
NEWMONT MINING CORP                           X               3       33,930                  0         0
NEWMONT MINING CORP                           X               7       40,210                  0         0
NEWMONT MINING CORP                           X               3       63,035                  0     8,757
NEWMONT MINING CORP                           X               3       89,840                  0         0
NEWMONT MINING CORP                           X               3      127,748                  0         0
NEWMONT MINING CORP                           X               3      635,581                  0     1,950
NEWMONT MINING CORP                           X               3      755,991                  0         0
NEWS CORP                                     X               7          900                  0         0
NEWS CORP                                     X               7        1,200                  0         0
NEWS CORP                                     X               7        1,400                  0         0
NEWS CORP                                     X               3        1,572                  0         0
NEWS CORP                                     X               7        1,660                  0         0
NEWS CORP                                     X               7        2,550                  0         0
NEWS CORP                                     X                        2,647                  0         0
NEWS CORP                                     X               7        4,250                  0         0
NEWS CORP                                     X               7        4,300                  0         0
NEWS CORP                                     X               5            0              4,800         0
NEWS CORP                                     X               7        6,823                  0         0
NEWS CORP                                     X               4           82                  0    13,508
NEWS CORP                                     X               7       17,950                  0         0
NEWS CORP                                     X               7       20,500                  0         0
NEWS CORP                                     X               3       23,285                  0         0
NEWS CORP                                     X               7       23,800                  0         0
NEWS CORP                                     X               7       28,970                  0         0
NEWS CORP                                     X               7       39,700                  0         0
NEWS CORP                                     X               7       47,435                  0         0
NEWS CORP                                     X               7       74,274                  0         0
NEWS CORP                                     X               3      123,194                  0         0
NEWS CORP                                     X               7      160,159                  0         0
NEWS CORP                                     X               3      172,023                  0       228
NEWS CORP                                     X               7          900                  0         0
NEWS CORP                                     X               4        2,000                  0         0
NEWS CORP                                     X               7        2,400                  0         0
NEWS CORP                                     X               3        4,032                  0         0
NEWS CORP                                     X                        7,613                  0         0
NEWS CORP                                     X               7        9,000                  0         0
NEWS CORP                                     X               5            0              9,485         0
NEWS CORP                                     X               5       13,442                  0         0
NEWS CORP                                     X               7       35,518                  0         0
NEWS CORP                                     X               7       74,700                  0         0
NEXTEL PARTNERS INC                           X               5          143                  0         0
NEXTEL PARTNERS INC                           X               5            0                790         0
NEXTEL PARTNERS INC                           X               3          814                  0         0
NEXTEL PARTNERS INC                           X               7        5,286                  0         0
NEXTEL PARTNERS INC                           X               7       12,700                  0         0
NEXEN INC                                     X               3          108                  0         0
NEXEN INC                                     X                        1,758                  0         0
NEXEN INC                                     X               2       75,817                  0         0
NICE SYS LTD                                  X                            0                  6         0
NICE SYS LTD                                  X                            0                 13         0
NICE SYS LTD                                  X               5           15                  0         0
NICE SYS LTD                                  X               5            0                 41         0
NICE SYS LTD                                  X                        4,000                  0         0
NICE SYS LTD                                  X               7        6,700                  0         0
NICE SYS LTD                                  X               7       14,174                  0         0
NICE SYS LTD                                  X               7       17,635                  0         0
NICE SYS LTD                                  X               7       22,155                  0         0
NIKE INC                                      X               4           70                  0         0
NIKE INC                                      X               3           89                  0         0
NIKE INC                                      X               3          106                  0         0
NIKE INC                                      X               2          300                  0         0
NIKE INC                                      X               7          450                  0         0
NIKE INC                                      X               7          500                  0         0
NIKE INC                                      X               5          500                  0         0
NIKE INC                                      X               7          676                  0         0
NIKE INC                                      X               7        1,455                  0         0
NIKE INC                                      X               7        1,637                  0         0
NIKE INC                                      X               7        1,846                  0         0
NIKE INC                                      X                        2,094                  0         0
NIKE INC                                      X               7        2,624                  0         0
NIKE INC                                      X               7        3,021                  0         0
NIKE INC                                      X               7        4,391                  0         0
NIKE INC                                      X               4        6,000                  0         0
NIKE INC                                      X               7        6,635                  0         0
NIKE INC                                      X               5            0              7,200         0
NIKE INC                                      X               7       14,000                  0         0
NIKE INC                                      X               3       23,643                  0         0
NIKE INC                                      X               3       52,700                  0         0
NIPPON TELEG & TEL CORP                       X               2           80                  0         0
NIPPON TELEG & TEL CORP                       X                            0                441         0
NIPPON TELEG & TEL CORP                       X               5        2,045                  0         0
NIPPON TELEG & TEL CORP                       X               2        5,541                  0         0
NIPPON TELEG & TEL CORP                       X               5            0             12,778         0
NISOURCE INC                                  X               5            0                304         0
NISOURCE INC                                  X               3        1,628                  0         0
NISOURCE INC                                  X               7        1,874                  0         0
NISOURCE INC                                  X               7        2,380                  0         0
NISOURCE INC                                  X               7        2,741                  0         0
NISOURCE INC                                  X               3        3,500                  0         0
NISOURCE INC                                  X               7        3,900                  0         0
NISOURCE INC                                  X               7        4,541                  0         0
NISOURCE INC                                  X               7       12,772                  0         0
NISOURCE INC                                  X               7       25,150                  0         0
NISSAN MOTORS                                 X               5            0                390         0
NISSAN MOTORS                                 X               2        9,100                  0         0
NOKIA CORP                                    X               5        2,600                  0         0
NOKIA CORP                                    X               3        3,000                  0         0
NOKIA CORP                                    X               5            0             10,655         0
NOKIA CORP                                    X                       12,141                  0         0
NOKIA CORP                                    X                       15,000                  0         0
NOKIA CORP                                    X               3            0                  0    15,650
NOKIA CORP                                    X               3       18,038                  0         0
NOKIA CORP                                    X               2       20,199                  0         0
NOKIA CORP                                    X               3       21,998                  0         0
NOKIA CORP                                    X               2       27,150                  0         0
NOKIA CORP                                    X               4          230                  0    27,824
NOKIA CORP                                    X               3       28,850                  0         0
NOKIA CORP                                    X               3       18,071                  0    43,351
NOKIA CORP                                    X               5      146,736                  0         0
NOBLE ENERGY INC                              X                            0                115         0
NOBLE ENERGY INC                              X               3          357                  0         0
NOBLE ENERGY INC                              X                        1,454                  0         0
NOBLE ENERGY INC                              X               3        2,310                  0         0
NOBLE ENERGY INC                              X               7        8,086                  0         0
NOBLE ENERGY INC                              X               5            0             11,540         0
NOBLE ENERGY INC                              X               7       17,200                  0         0
NOBLE ENERGY INC                              X               4        1,447                  0    32,774
NOMURA HLDGS INC                              X               5        1,240                  0         0
NOMURA HLDGS INC                              X               5            0             14,010         0
NOMURA HLDGS INC                              X               4            0                  0    14,444
NORDSTROM INC                                 X               7        1,500                  0         0
NORDSTROM INC                                 X               7        1,760                  0         0
NORDSTROM INC                                 X               7        1,870                  0         0
NORDSTROM INC                                 X                        1,964                  0         0
NORDSTROM INC                                 X               7        2,120                  0         0
NORDSTROM INC                                 X               7        3,376                  0         0
NORDSTROM INC                                 X               3            0                  0     4,200
NORDSTROM INC                                 X               7        4,324                  0         0
NORDSTROM INC                                 X               7       12,370                  0         0
NORDSTROM INC                                 X               7       25,200                  0         0
NORDSTROM INC                                 X               3       33,298                  0         0
NORFOLK SOUTHERN CORP                         X               2           45                  0         0
NORFOLK SOUTHERN CORP                         X               7          400                  0         0
NORFOLK SOUTHERN CORP                         X               7          520                  0         0
NORFOLK SOUTHERN CORP                         X               7          750                  0         0
NORFOLK SOUTHERN CORP                         X               7          850                  0         0
NORFOLK SOUTHERN CORP                         X               7        1,600                  0         0
NORFOLK SOUTHERN CORP                         X               7        2,150                  0         0
NORFOLK SOUTHERN CORP                         X               7        2,816                  0         0
NORFOLK SOUTHERN CORP                         X               3        2,041                  0       933
NORFOLK SOUTHERN CORP                         X               7        3,220                  0         0
NORFOLK SOUTHERN CORP                         X               7        3,933                  0         0
NORFOLK SOUTHERN CORP                         X               3        4,700                  0         0
NORFOLK SOUTHERN CORP                         X               7        6,556                  0         0
NORFOLK SOUTHERN CORP                         X               7        6,781                  0         0
NORFOLK SOUTHERN CORP                         X               7       10,316                  0         0
NORFOLK SOUTHERN CORP                         X               7       17,709                  0         0
NORFOLK SOUTHERN CORP                         X               4       20,174                  0       750
NORFOLK SOUTHERN CORP                         X               7       38,400                  0         0
NORFOLK SOUTHERN CORP                         X               4      161,400                  0     4,624
NORSK HYDRO A S                               X               2          705                  0         0
NORSK HYDRO A S                               X               3        2,000                  0         0
NORTEL NETWORKS CORP NEW                      X               6          500                  0         0
NORTEL NETWORKS CORP NEW                      X               3          880                  0         0
NORTEL NETWORKS CORP NEW                      X                        1,100                  0         0
NORTEL NETWORKS CORP NEW                      X               4        2,000                  0         0
NORTEL NETWORKS CORP NEW                      X               3        1,600                  0     1,250
NORTEL NETWORKS CORP NEW                      X               3        4,500                  0         0
NORTEL NETWORKS CORP NEW                      X               3        4,950                  0         0
NORTEL NETWORKS CORP NEW                      X               3        9,770                  0         0
NORTEL NETWORKS CORP NEW                      X               5       61,071                  0         0
NORTEL NETWORKS CORP NEW                      X               5            0             63,105         0
NORTEL NETWORKS CORP NEW                      X               2      579,976                  0         0
NORTH FORK BANCORPORATION NY                  X               2          330                  0         0
NORTH FORK BANCORPORATION NY                  X               3          825                  0         0
NORTH FORK BANCORPORATION NY                  X               7        1,150                  0         0
NORTH FORK BANCORPORATION NY                  X               7        1,450                  0         0
NORTH FORK BANCORPORATION NY                  X               3        1,500                  0         0
NORTH FORK BANCORPORATION NY                  X               3        2,493                  0         0
NORTH FORK BANCORPORATION NY                  X               7        2,800                  0         0
NORTH FORK BANCORPORATION NY                  X               7        2,900                  0         0
NORTH FORK BANCORPORATION NY                  X               7        3,472                  0         0
NORTH FORK BANCORPORATION NY                  X               5            0              4,100         0
NORTH FORK BANCORPORATION NY                  X               7        4,105                  0         0
NORTH FORK BANCORPORATION NY                  X               7        4,558                  0         0
NORTH FORK BANCORPORATION NY                  X               7        6,234                  0         0
NORTH FORK BANCORPORATION NY                  X               7        7,958                  0         0
NORTH FORK BANCORPORATION NY                  X               2       10,850                  0         0
NORTH FORK BANCORPORATION NY                  X               7       11,042                  0         0
NORTH FORK BANCORPORATION NY                  X               7       21,107                  0         0
NORTH FORK BANCORPORATION NY                  X               6       32,967                  0         0
NORTH FORK BANCORPORATION NY                  X               7       43,492                  0         0
NORTH FORK BANCORPORATION NY                  X               3       67,350                  0         0
NORTH FORK BANCORPORATION NY                  X               3      106,161                  0         0
NORTHEAST UTILS                               X               5            0                345         0
NORTHEAST UTILS                               X               4          500                  0         0
NORTHEAST UTILS                               X               7        4,300                  0         0
NORTHEAST UTILS                               X               7       10,640                  0         0
NORTHERN BORDER PARTNERS L P                  X               4        6,150                  0         0
NORTHERN DYNASTY MINERALS LT                  X               2        1,000                  0         0
NORTHERN DYNASTY MINERALS LT                  X               3       60,000                  0         0
NORTHERN TR CORP                              X               5           45                  0         0
NORTHERN TR CORP                              X               4          100                  0         0
NORTHERN TR CORP                              X               7          590                  0         0
NORTHERN TR CORP                              X               7          800                  0         0
NORTHERN TR CORP                              X               7        1,000                  0         0
NORTHERN TR CORP                              X               7        1,438                  0         0
NORTHERN TR CORP                              X               7        1,590                  0         0
NORTHERN TR CORP                              X               7        1,600                  0         0
NORTHERN TR CORP                              X               7        1,600                  0         0
NORTHERN TR CORP                              X               7        1,938                  0         0
NORTHERN TR CORP                              X               7        2,740                  0         0
NORTHERN TR CORP                              X               7        3,085                  0         0
NORTHERN TR CORP                              X               7        4,625                  0         0
NORTHERN TR CORP                              X               7        8,300                  0         0
NORTHERN TR CORP                              X               7       10,177                  0         0
NORTHERN TR CORP                              X               7       20,980                  0         0
NORTHERN TR CORP                              X               3       26,568                  0         0
NORTHERN TR CORP                              X               3       30,000                  0         0
NORTHGATE MINERALS CORP                       X               2       14,000                  0         0
NORTHROP GRUMMAN CORP                         X               2           30                  0         0
NORTHROP GRUMMAN CORP                         X                            0                190         0
NORTHROP GRUMMAN CORP                         X               5          260                  0         0
NORTHROP GRUMMAN CORP                         X               7          380                  0         0
NORTHROP GRUMMAN CORP                         X               6          400                  0         0
NORTHROP GRUMMAN CORP                         X               7          400                  0         0
NORTHROP GRUMMAN CORP                         X               7          700                  0         0
NORTHROP GRUMMAN CORP                         X               7        1,200                  0         0
NORTHROP GRUMMAN CORP                         X               7        1,589                  0         0
NORTHROP GRUMMAN CORP                         X               3        1,600                  0         0
NORTHROP GRUMMAN CORP                         X               7        2,610                  0         0
NORTHROP GRUMMAN CORP                         X               3        3,000                  0         0
NORTHROP GRUMMAN CORP                         X               7        3,004                  0         0
NORTHROP GRUMMAN CORP                         X               7        3,476                  0         0
NORTHROP GRUMMAN CORP                         X               7        5,544                  0         0
NORTHROP GRUMMAN CORP                         X               7        5,580                  0         0
NORTHROP GRUMMAN CORP                         X               4        5,140                856         0
NORTHROP GRUMMAN CORP                         X               7        7,884                  0         0
NORTHROP GRUMMAN CORP                         X               7       15,970                  0         0
NORTHROP GRUMMAN CORP                         X               3       24,119                  0       240
NORTHROP GRUMMAN CORP                         X               4       10,798                  0    19,943
NORTHROP GRUMMAN CORP                         X               7       34,658                  0         0
NORTHWEST NAT GAS CO                          X               4        7,500              1,500         0
NOVA CHEMICALS CORP                           X               2       29,925                  0         0
NOVARTIS A G                                  X               4            0                  0       400
NOVARTIS A G                                  X               5            0                495         0
NOVARTIS A G                                  X               3          600                  0         0
NOVARTIS A G                                  X               7        1,021                  0         0
NOVARTIS A G                                  X               2        1,520                  0         0
NOVARTIS A G                                  X               5        3,625                  0         0
NOVARTIS A G                                  X               4        1,135                  0     3,055
NOVARTIS A G                                  X               2       20,775                  0         0
NOVELL INC                                    X               1          194                  0         0
NOVELL INC                                    X               3          200                  0        67
NOVELL INC                                    X               3          500                  0         0
NOVELL INC                                    X               7        2,730                  0         0
NOVELL INC                                    X               7        3,060                  0         0
NOVELL INC                                    X               7        3,950                  0         0
NOVELL INC                                    X               7        5,700                  0         0
NOVELL INC                                    X               5       14,427                  0         0
NOVELLUS SYS INC                              X               3          500                  0         0
NOVELLUS SYS INC                              X               7        1,037                  0         0
NOVELLUS SYS INC                              X                        1,122                  0         0
NOVELLUS SYS INC                              X               7        1,130                  0         0
NOVELLUS SYS INC                              X               5        1,465                  0         0
NOVELLUS SYS INC                              X               7        1,482                  0         0
NOVELLUS SYS INC                              X               3        1,800                  0         0
NOVELLUS SYS INC                              X               7        2,200                  0         0
NOVELLUS SYS INC                              X               7        5,586                  0         0
NOVELLUS SYS INC                              X               7       15,630                  0         0
NOVELLUS SYS INC                              X               3       49,548                  0     1,475
NSTAR                                         X               3          611                  0         0
NSTAR                                         X               4        1,200                  0         0
NSTAR                                         X               4            0              2,520         0
NSTAR                                         X               7        4,189                  0         0
NSTAR                                         X               7        8,160                  0         0
NUCOR CORP                                    X               5            0                115         0
NUCOR CORP                                    X               4          200                  0         0
NUCOR CORP                                    X               7          300                  0         0
NUCOR CORP                                    X               7          400                  0         0
NUCOR CORP                                    X               3            0                  0       800
NUCOR CORP                                    X               7          900                  0         0
NUCOR CORP                                    X               7          900                  0         0
NUCOR CORP                                    X               7        1,146                  0         0
NUCOR CORP                                    X               7        1,260                  0         0
NUCOR CORP                                    X               7        1,682                  0         0
NUCOR CORP                                    X                        1,976                  0         0
NUCOR CORP                                    X               7        2,422                  0         0
NUCOR CORP                                    X               7        3,096                  0         0
NUCOR CORP                                    X               7        3,728                  0         0
NUCOR CORP                                    X               7        7,233                  0         0
NUCOR CORP                                    X               3       10,941                  0         0
NUCOR CORP                                    X               7       15,720                  0         0
NUCOR CORP                                    X               3       38,000                  0         0
NVIDIA CORP                                   X               3            0                  0       100
NVIDIA CORP                                   X               2          150                  0         0
NVIDIA CORP                                   X               5          250                  0         0
NVIDIA CORP                                   X               7        1,170                  0         0
NVIDIA CORP                                   X               7        1,320                  0         0
NVIDIA CORP                                   X               7        1,730                  0         0
NVIDIA CORP                                   X               3        2,100                  0         0
NVIDIA CORP                                   X               7        2,200                  0         0
NVIDIA CORP                                   X               7        2,400                  0         0
NVIDIA CORP                                   X               7        2,733                  0         0
NVIDIA CORP                                   X               7        5,300                  0         0
NVIDIA CORP                                   X                        5,500                  0         0
NVIDIA CORP                                   X               3        5,650                  0         0
NVIDIA CORP                                   X               7       26,642                  0         0
NVIDIA CORP                                   X               7       30,640                  0         0
NVIDIA CORP                                   X               7       45,422                  0         0
NUVEEN NY SELECT QUALITY MUN                  X               4            0                  0     1,073
NUVEEN NY SELECT QUALITY MUN                  X               4            0                  0    10,350
OCCIDENTAL PETE CORP DEL                      X                            0                 80         0
OCCIDENTAL PETE CORP DEL                      X               2          200                  0         0
OCCIDENTAL PETE CORP DEL                      X               5          205                  0         0
OCCIDENTAL PETE CORP DEL                      X               7          300                  0         0
OCCIDENTAL PETE CORP DEL                      X               7          400                  0         0
OCCIDENTAL PETE CORP DEL                      X               7          450                  0         0
OCCIDENTAL PETE CORP DEL                      X               7          700                  0         0
OCCIDENTAL PETE CORP DEL                      X               5            0                700         0
OCCIDENTAL PETE CORP DEL                      X               2        1,040                  0         0
OCCIDENTAL PETE CORP DEL                      X               7        1,100                  0         0
OCCIDENTAL PETE CORP DEL                      X               7        1,489                  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               7        2,940                  0         0
OCCIDENTAL PETE CORP DEL                      X               3        3,100                  0         0
OCCIDENTAL PETE CORP DEL                      X               7        3,400                  0         0
OCCIDENTAL PETE CORP DEL                      X               7        3,915                  0         0
OCCIDENTAL PETE CORP DEL                      X               7        4,000                  0         0
OCCIDENTAL PETE CORP DEL                      X               7        6,421                  0         0
OCCIDENTAL PETE CORP DEL                      X               7        8,975                  0         0
OCCIDENTAL PETE CORP DEL                      X               7       17,366                  0         0
OCCIDENTAL PETE CORP DEL                      X               3       20,106                  0         0
OCCIDENTAL PETE CORP DEL                      X               4       18,879                300     3,100
OCCIDENTAL PETE CORP DEL                      X               4       33,935                  0     2,919
OCCIDENTAL PETE CORP DEL                      X               7       37,190                  0         0
OCCIDENTAL PETE CORP DEL                      X               3       44,040                  0         0
OCEANFIRST FINL CORP                          X               4            0             15,003         0
OFFICE DEPOT INC                              X               2           55                  0         0
OFFICE DEPOT INC                              X               4        1,100                  0         0
OFFICE DEPOT INC                              X               7        2,000                  0         0
OFFICE DEPOT INC                              X               7        2,172                  0         0
OFFICE DEPOT INC                              X               7        2,480                  0         0
OFFICE DEPOT INC                              X               7        2,517                  0         0
OFFICE DEPOT INC                              X               7        3,220                  0         0
OFFICE DEPOT INC                              X               5            0              3,507         0
OFFICE DEPOT INC                              X               7        5,105                  0         0
OFFICE DEPOT INC                              X               5            0              7,500         0
OFFICE DEPOT INC                              X                        8,000                  0         0
OFFICE DEPOT INC                              X               7        8,336                  0         0
OFFICE DEPOT INC                              X               7        8,598                  0         0
OFFICE DEPOT INC                              X               7       13,717                  0         0
OFFICE DEPOT INC                              X               7       23,172                  0         0
OFFICE DEPOT INC                              X               7       23,838                  0         0
OFFICE DEPOT INC                              X               7       30,000                  0         0
OFFICE DEPOT INC                              X               3       44,057                  0         0
OFFICEMAX INC DEL                             X               5            0                146         0
OFFICEMAX INC DEL                             X               7          600                  0         0
OFFICEMAX INC DEL                             X               7          640                  0         0
OFFICEMAX INC DEL                             X               7          700                  0         0
OFFICEMAX INC DEL                             X               7        1,300                  0         0
OFFICEMAX INC DEL                             X               7        2,900                  0         0
OFFICEMAX INC DEL                             X               7        7,600                  0         0
OIL SVC HOLDRS TR                             X               3          400                  0         0
OIL SVC HOLDRS TR                             X                          691                  0         0
OIL SVC HOLDRS TR                             X               5          800                  0         0
OIL SVC HOLDRS TR                             X               3        3,300                  0         0
OIL SVC HOLDRS TR                             X               3        3,800                  0         0
OIL SVC HOLDRS TR                             X                        9,900                  0         0
OIL SVC HOLDRS TR                             X               3       14,900                  0         0
OIL SVC HOLDRS TR                             X               3       44,163                  0         0
OLD REP INTL CORP                             X               3        1,120                  0         0
OLD REP INTL CORP                             X               7        2,100                  0         0
OLD REP INTL CORP                             X               7        3,000                  0         0
OLD REP INTL CORP                             X               7        7,080                  0         0
OLD REP INTL CORP                             X               7       17,325                  0         0
OMNICARE INC                                  X               5          101                  0         0
OMNICARE INC                                  X               3          611                  0         0
OMNICARE INC                                  X               7        3,400                  0         0
OMNICARE INC                                  X               4        5,000                  0         0
OMNICARE INC                                  X               7        5,039                  0         0
OMNICARE INC                                  X               7       10,050                  0         0
OMNICOM GROUP INC                             X               7          200                  0         0
OMNICOM GROUP INC                             X               7          210                  0         0
OMNICOM GROUP INC                             X               7          300                  0         0
OMNICOM GROUP INC                             X               7          400                  0         0
OMNICOM GROUP INC                             X                          500                  0         0
OMNICOM GROUP INC                             X               7          800                  0         0
OMNICOM GROUP INC                             X               7          800                  0         0
OMNICOM GROUP INC                             X               5          915                  0         0
OMNICOM GROUP INC                             X               7        1,000                  0         0
OMNICOM GROUP INC                             X               7        1,060                  0         0
OMNICOM GROUP INC                             X               7        1,100                  0         0
OMNICOM GROUP INC                             X               7        1,290                  0         0
OMNICOM GROUP INC                             X               2        1,471                  0         0
OMNICOM GROUP INC                             X               7        1,480                  0         0
OMNICOM GROUP INC                             X               4        1,690                  0         0
OMNICOM GROUP INC                             X               7        1,801                  0         0
OMNICOM GROUP INC                             X               3        2,000                  0         0
OMNICOM GROUP INC                             X               7        2,500                  0         0
OMNICOM GROUP INC                             X               7        2,952                  0         0
OMNICOM GROUP INC                             X               7        3,107                  0         0
OMNICOM GROUP INC                             X               4        2,500                735       400
OMNICOM GROUP INC                             X               7        3,695                  0         0
OMNICOM GROUP INC                             X               3        8,000                  0         0
OMNICOM GROUP INC                             X               7        8,680                  0         0
OMNICOM GROUP INC                             X               2       10,225                  0         0
OMNICOM GROUP INC                             X               7       16,970                  0         0
OMNICOM GROUP INC                             X               3       30,740                  0         0
OMNICOM GROUP INC                             X               3       53,990                  0         0
OMNICOM GROUP INC                             X               5        2,000                  0         0
OMNICOM GROUP INC                             X               5            0             14,000         0
OMNICOM GROUP INC                             X               5        4,000                  0         0
OMNICOM GROUP INC                             X               5            0             44,000         0
ONE LIBERTY PPTYS INC                         X               4       59,753                  0         0
OPEN JT STK CO-VIMPEL COMMUN                  X                            0                  8         0
OPEN JT STK CO-VIMPEL COMMUN                  X                            0                 15         0
OPEN JT STK CO-VIMPEL COMMUN                  X               5           17                  0         0
OPEN JT STK CO-VIMPEL COMMUN                  X               5            0                 47         0
OPEN JT STK CO-VIMPEL COMMUN                  X               7       40,100                  0         0
OPENWAVE SYS INC                              X               3       13,400                  0        75
ORACLE CORP                                   X               1          527                  0         0
ORACLE CORP                                   X               3        1,717                  0         0
ORACLE CORP                                   X               3        1,796                  0         0
ORACLE CORP                                   X               7        2,200                  0         0
ORACLE CORP                                   X               5            0              2,810         0
ORACLE CORP                                   X               2        3,350                  0         0
ORACLE CORP                                   X               7        3,760                  0         0
ORACLE CORP                                   X               7        4,900                  0         0
ORACLE CORP                                   X               5        5,045                  0         0
ORACLE CORP                                   X                        5,500                  0         0
ORACLE CORP                                   X               7        6,450                  0         0
ORACLE CORP                                   X               3        7,575                  0         0
ORACLE CORP                                   X               2        8,205                  0         0
ORACLE CORP                                   X               5            0              9,000         0
ORACLE CORP                                   X               7        9,100                  0         0
ORACLE CORP                                   X               7       10,467                  0         0
ORACLE CORP                                   X               7       12,600                  0         0
ORACLE CORP                                   X               7       12,900                  0         0
ORACLE CORP                                   X               3       13,033                  0         0
ORACLE CORP                                   X               7       13,750                  0         0
ORACLE CORP                                   X               7       16,800                  0         0
ORACLE CORP                                   X               7       18,650                  0         0
ORACLE CORP                                   X               7       27,622                  0         0
ORACLE CORP                                   X               7       31,570                  0         0
ORACLE CORP                                   X               7       35,690                  0         0
ORACLE CORP                                   X               7       37,042                  0         0
ORACLE CORP                                   X               5            0             39,849         0
ORACLE CORP                                   X                       41,328                  0         0
ORACLE CORP                                   X               7       42,897                  0         0
ORACLE CORP                                   X               7       60,272                  0         0
ORACLE CORP                                   X               7       60,866                  0         0
ORACLE CORP                                   X               3       69,653                  0         0
ORACLE CORP                                   X               7       80,952                  0         0
ORACLE CORP                                   X               4       92,688             11,124     7,448
ORACLE CORP                                   X               3      189,660                  0         0
ORACLE CORP                                   X               5      193,290                  0         0
ORACLE CORP                                   X               7      223,723                  0         0
ORACLE CORP                                   X               4      231,296                  0    17,039
ORACLE CORP                                   X               3      396,095                  0    20,565
ORACLE CORP                                   X               7      492,000                  0         0
OUTBACK STEAKHOUSE INC                        X               5            0                300         0
OUTBACK STEAKHOUSE INC                        X               3          458                  0         0
OUTBACK STEAKHOUSE INC                        X               7        2,942                  0         0
OUTBACK STEAKHOUSE INC                        X               7        7,280                  0         0
PG&E CORP                                     X               4          200                  0         0
PG&E CORP                                     X               7          300                  0         0
PG&E CORP                                     X               3          350                  0         0
PG&E CORP                                     X               7          400                  0         0
PG&E CORP                                     X               7          600                  0         0
PG&E CORP                                     X               7          700                  0         0
PG&E CORP                                     X               7        1,434                  0         0
PG&E CORP                                     X               7        1,600                  0         0
PG&E CORP                                     X               7        2,665                  0         0
PG&E CORP                                     X               7        3,160                  0         0
PG&E CORP                                     X               7        3,589                  0         0
PG&E CORP                                     X               7        4,280                  0         0
PG&E CORP                                     X               3        4,900                  0         0
PG&E CORP                                     X               3        6,046                  0         0
PG&E CORP                                     X               7        6,162                  0         0
PG&E CORP                                     X               7        7,312                  0         0
PG&E CORP                                     X               7        9,447                  0         0
PG&E CORP                                     X               7       17,365                  0         0
PG&E CORP                                     X               3       33,100                  0         0
PG&E CORP                                     X               7       36,860                  0         0
PHH CORP                                      X               7           35                  0         0
PHH CORP                                      X               2           35                  0         0
PHH CORP                                      X               7          200                  0         0
PHH CORP                                      X               7          205                  0         0
PHH CORP                                      X               7          250                  0         0
PHH CORP                                      X               4          265                  0         0
PHH CORP                                      X               4          654                  0       100
PHH CORP                                      X               3          846                  0         0
PHH CORP                                      X               7        2,955                  0         0
PHH CORP                                      X               7        4,825                  0         0
PMC-SIERRA INC                                X               2           85                  0         0
PMC-SIERRA INC                                X               3          300                  0       390
PMC-SIERRA INC                                X               7        1,230                  0         0
PMC-SIERRA INC                                X               7        1,400                  0         0
PMC-SIERRA INC                                X               7        1,740                  0         0
PMC-SIERRA INC                                X               7        2,600                  0         0
PMC-SIERRA INC                                X               5        8,500                  0         0
PMI GROUP INC                                 X               5           50                  0         0
PMI GROUP INC                                 X               5            0                128         0
PMI GROUP INC                                 X               5            0                820         0
PMI GROUP INC                                 X               7        2,500                  0         0
PMI GROUP INC                                 X               7        8,320                  0         0
PNC FINL SVCS GROUP INC                       X               2           41                  0         0
PNC FINL SVCS GROUP INC                       X               5            0                170         0
PNC FINL SVCS GROUP INC                       X               5            0                340         0
PNC FINL SVCS GROUP INC                       X               7          480                  0         0
PNC FINL SVCS GROUP INC                       X               3          500                  0         0
PNC FINL SVCS GROUP INC                       X               7          700                  0         0
PNC FINL SVCS GROUP INC                       X               7          900                  0         0
PNC FINL SVCS GROUP INC                       X               7        1,400                  0         0
PNC FINL SVCS GROUP INC                       X               7        1,659                  0         0
PNC FINL SVCS GROUP INC                       X               7        2,114                  0         0
PNC FINL SVCS GROUP INC                       X               7        2,480                  0         0
PNC FINL SVCS GROUP INC                       X               7        2,778                  0         0
PNC FINL SVCS GROUP INC                       X               4        1,970              2,100         0
PNC FINL SVCS GROUP INC                       X               7        4,303                  0         0
PNC FINL SVCS GROUP INC                       X               7        4,752                  0         0
PNC FINL SVCS GROUP INC                       X               7        6,532                  0         0
PNC FINL SVCS GROUP INC                       X               7        6,800                  0         0
PNC FINL SVCS GROUP INC                       X               4        7,326                  0       252
PNC FINL SVCS GROUP INC                       X               7       13,324                  0         0
PNC FINL SVCS GROUP INC                       X               3       20,359                  0         0
PNC FINL SVCS GROUP INC                       X               7       27,570                  0         0
POSCO                                         X                            0                 13         0
POSCO                                         X                            0                125         0
POSCO                                         X               3        1,040                  0         0
POSCO                                         X               5            0              1,200         0
POSCO                                         X               5        1,527                  0         0
POSCO                                         X               5            0              1,843         0
POSCO                                         X               3        3,680                  0         0
POSCO                                         X               2        4,005                  0         0
POSCO                                         X               6            0                  0     7,560
POSCO                                         X               4            0                  0     9,247
POSCO                                         X               6        4,000                  0     5,800
POSCO                                         X               3          700                  0    11,000
POSCO                                         X               3       83,250                  0         0
PPG INDS INC                                  X               2           25                  0         0
PPG INDS INC                                  X               7          340                  0         0
PPG INDS INC                                  X               7          450                  0         0
PPG INDS INC                                  X               7          650                  0         0
PPG INDS INC                                  X               6          750                  0         0
PPG INDS INC                                  X               7        1,100                  0         0
PPG INDS INC                                  X               7        1,200                  0         0
PPG INDS INC                                  X               7        1,226                  0         0
PPG INDS INC                                  X                        1,244                  0         0
PPG INDS INC                                  X               7        1,460                  0         0
PPG INDS INC                                  X               7        1,640                  0         0
PPG INDS INC                                  X               3        2,400                  0         0
PPG INDS INC                                  X                        2,425                  0         0
PPG INDS INC                                  X               7        2,599                  0         0
PPG INDS INC                                  X               7        2,690                  0         0
PPG INDS INC                                  X               7        2,911                  0         0
PPG INDS INC                                  X               7        3,853                  0         0
PPG INDS INC                                  X               3        5,446                  0         0
PPG INDS INC                                  X               7        5,500                  0         0
PPG INDS INC                                  X               7        7,831                  0         0
PPG INDS INC                                  X               4        6,604                  0     2,750
PPG INDS INC                                  X               4        3,150                  0     6,500
PPG INDS INC                                  X               7       15,750                  0         0
PPL CORP                                      X               4          300                  0         0
PPL CORP                                      X               4        1,400                  0         0
PPL CORP                                      X               7        1,900                  0         0
PPL CORP                                      X               7        2,000                  0         0
PPL CORP                                      X               7        2,400                  0         0
PPL CORP                                      X               7        2,620                  0         0
PPL CORP                                      X               7        3,200                  0         0
PPL CORP                                      X               7        3,616                  0         0
PPL CORP                                      X               3        5,200                  0         0
PPL CORP                                      X               7        5,570                  0         0
PPL CORP                                      X               7        5,916                  0         0
PPL CORP                                      X               3        7,430                  0         0
PPL CORP                                      X               7        9,584                  0         0
PPL CORP                                      X               7       17,458                  0         0
PPL CORP                                      X               7       38,800                  0         0
PACCAR INC                                    X               4           30                  0         0
PACCAR INC                                    X               7          900                  0         0
PACCAR INC                                    X               7          900                  0         0
PACCAR INC                                    X               7        1,262                  0         0
PACCAR INC                                    X               7        1,475                  0         0
PACCAR INC                                    X               7        1,683                  0         0
PACCAR INC                                    X               3        2,400                  0         0
PACCAR INC                                    X               7        2,644                  0         0
PACCAR INC                                    X               7        2,794                  0         0
PACCAR INC                                    X               7        3,605                  0         0
PACCAR INC                                    X               3        6,369                  0         0
PACCAR INC                                    X               7        7,931                  0         0
PACCAR INC                                    X               7       16,085                  0         0
PACIFICARE HEALTH SYS DEL                     X               7          400                  0         0
PACIFICARE HEALTH SYS DEL                     X               3          509                  0         0
PACIFICARE HEALTH SYS DEL                     X               7        3,991                  0         0
PACIFICARE HEALTH SYS DEL                     X               7        7,600                  0         0
PACIFICARE HEALTH SYS DEL                     X                       24,500                  0         0
PACTIV CORP                                   X               4          150                  0         0
PACTIV CORP                                   X               2          300                  0         0
PACTIV CORP                                   X               5            0                356         0
PACTIV CORP                                   X               3          865                  0         0
PACTIV CORP                                   X               4          920                  0         0
PACTIV CORP                                   X               7        1,080                  0         0
PACTIV CORP                                   X               7        1,190                  0         0
PACTIV CORP                                   X               7        1,330                  0         0
PACTIV CORP                                   X               7        2,263                  0         0
PACTIV CORP                                   X               7        5,239                  0         0
PACTIV CORP                                   X               7        5,835                  0         0
PACTIV CORP                                   X               7       14,880                  0         0
PALL CORP                                     X                            0                 80         0
PALL CORP                                     X               3          713                  0         0
PALL CORP                                     X               7          880                  0         0
PALL CORP                                     X               7          990                  0         0
PALL CORP                                     X               7        1,050                  0         0
PALL CORP                                     X               7        1,250                  0         0
PALL CORP                                     X               7        1,800                  0         0
PALL CORP                                     X               4        2,500                  0         0
PALL CORP                                     X               7        2,715                  0         0
PALL CORP                                     X               7        4,787                  0         0
PALL CORP                                     X               7       13,180                  0         0
PAN AMERICAN SILVER CORP                      X               2        1,200                  0         0
PAN AMERICAN SILVER CORP                      X               3       82,000                  0         0
PARAMETRIC TECHNOLOGY CORP                    X               7        1,900                  0         0
PARAMETRIC TECHNOLOGY CORP                    X               7        2,130                  0         0
PARAMETRIC TECHNOLOGY CORP                    X               7        2,650                  0         0
PARAMETRIC TECHNOLOGY CORP                    X               7        3,900                  0         0
PARAMETRIC TECHNOLOGY CORP                    X                        8,556                  0         0
PARAMETRIC TECHNOLOGY CORP                    X               3       58,104                  0         0
PARKER HANNIFIN CORP                          X               3          400                  0         0
PARKER HANNIFIN CORP                          X               4          450                  0         0
PARKER HANNIFIN CORP                          X               3          614                  0         0
PARKER HANNIFIN CORP                          X               7          700                  0         0
PARKER HANNIFIN CORP                          X               7          935                  0         0
PARKER HANNIFIN CORP                          X               7        1,040                  0         0
PARKER HANNIFIN CORP                          X               7        1,214                  0         0
PARKER HANNIFIN CORP                          X                        1,263                  0         0
PARKER HANNIFIN CORP                          X               7        1,729                  0         0
PARKER HANNIFIN CORP                          X               7        2,067                  0         0
PARKER HANNIFIN CORP                          X               7        2,487                  0         0
PARKER HANNIFIN CORP                          X               5            0              4,750         0
PARKER HANNIFIN CORP                          X               7        5,536                  0         0
PARKER HANNIFIN CORP                          X               7       12,390                  0         0
PARTNER COMMUNICATIONS CO LT                  X                            0                 35         0
PARTNER COMMUNICATIONS CO LT                  X                            0                 69         0
PARTNER COMMUNICATIONS CO LT                  X               5            0                219         0
PARTNER COMMUNICATIONS CO LT                  X               5       20,079                  0         0
PATTERSON COMPANIES INC                       X               4          240                  0       417
PATTERSON COMPANIES INC                       X               3          865                  0         0
PATTERSON COMPANIES INC                       X               5            0              2,800         0
PATTERSON COMPANIES INC                       X               7        5,435                  0         0
PATTERSON COMPANIES INC                       X               7       13,440                  0         0
PATTERSON UTI ENERGY INC                      X               5           71                  0         0
PATTERSON UTI ENERGY INC                      X               3          967                  0         0
PATTERSON UTI ENERGY INC                      X               7        8,133                  0         0
PATTERSON UTI ENERGY INC                      X               7       16,480                  0         0
PAXAR CORP                                    X               4       33,762                  0         0
PAYCHEX INC                                   X               7          800                  0         0
PAYCHEX INC                                   X               7        1,000                  0         0
PAYCHEX INC                                   X               7        1,950                  0         0
PAYCHEX INC                                   X               7        2,000                  0         0
PAYCHEX INC                                   X               7        2,540                  0         0
PAYCHEX INC                                   X               7        2,542                  0         0
PAYCHEX INC                                   X               7        3,231                  0         0
PAYCHEX INC                                   X               7        5,195                  0         0
PAYCHEX INC                                   X               7        5,412                  0         0
PAYCHEX INC                                   X               4        5,655                  0         0
PAYCHEX INC                                   X               7        7,471                  0         0
PAYCHEX INC                                   X               4        6,676                  0       993
PAYCHEX INC                                   X               7       17,110                  0         0
PAYCHEX INC                                   X               3       20,497                  0         0
PAYCHEX INC                                   X               7       35,790                  0         0
PEABODY ENERGY CORP                           X               5           42                  0         0
PEABODY ENERGY CORP                           X                          670                  0         0
PEABODY ENERGY CORP                           X               3          713                  0         0
PEABODY ENERGY CORP                           X               3        1,480                  0         0
PEABODY ENERGY CORP                           X               7        5,987                  0         0
PEABODY ENERGY CORP                           X               7       12,500                  0         0
PEABODY ENERGY CORP                           X               2       13,190                  0         0
PEABODY ENERGY CORP                           X               6       16,875                  0         0
PEABODY ENERGY CORP                           X               3       57,075                  0         0
PEABODY ENERGY CORP                           X               3       57,650                  0         0
PEERLESS SYS CORP                             X               5      140,060                  0         0
PENNEY J C INC                                X               4          300                  0         0
PENNEY J C INC                                X               7          320                  0         0
PENNEY J C INC                                X               4          408                  0         0
PENNEY J C INC                                X               7          450                  0         0
PENNEY J C INC                                X               7          550                  0         0
PENNEY J C INC                                X               5            0                600         0
PENNEY J C INC                                X               7        1,200                  0         0
PENNEY J C INC                                X               7        1,200                  0         0
PENNEY J C INC                                X               2        1,245                  0         0
PENNEY J C INC                                X               3        1,400                  0         0
PENNEY J C INC                                X               7        1,847                  0         0
PENNEY J C INC                                X               7        2,130                  0         0
PENNEY J C INC                                X               7        2,563                  0         0
PENNEY J C INC                                X               3        3,300                  0         0
PENNEY J C INC                                X               7        4,119                  0         0
PENNEY J C INC                                X               7        4,230                  0         0
PENNEY J C INC                                X               7        4,677                  0         0
PENNEY J C INC                                X               3        9,800                  0         0
PENNEY J C INC                                X               7       12,870                  0         0
PENNEY J C INC                                X               3       18,847                  0         0
PENNEY J C INC                                X               7       27,060                  0         0
PENTAIR INC                                   X               3          611                  0         0
PENTAIR INC                                   X                        1,725                  0         0
PENTAIR INC                                   X               5            0              2,126         0
PENTAIR INC                                   X                        2,300                  0         0
PENTAIR INC                                   X               7        3,889                  0         0
PENTAIR INC                                   X               7        8,700                  0         0
PEOPLES BK BRIDGEPORT CONN                    X               7        2,400                  0         0
PEOPLES BK BRIDGEPORT CONN                    X               7        6,150                  0         0
PEOPLES ENERGY CORP                           X               7          270                  0         0
PEOPLES ENERGY CORP                           X               7          300                  0         0
PEOPLES ENERGY CORP                           X               7          560                  0         0
PEOPLES ENERGY CORP                           X               7          600                  0         0
PEOPLES ENERGY CORP                           X               4          850                  0         0
PEOPLES ENERGY CORP                           X               3      175,000                  0         0
PEPCO HOLDINGS INC                            X               3        1,120                  0         0
PEPCO HOLDINGS INC                            X               7        4,100                  0         0
PEPCO HOLDINGS INC                            X               7        7,280                  0         0
PEPCO HOLDINGS INC                            X               7       16,960                  0         0
PEPSI BOTTLING GROUP INC                      X               7        1,041                  0         0
PEPSI BOTTLING GROUP INC                      X               3        1,171                  0         0
PEPSI BOTTLING GROUP INC                      X               7        1,210                  0         0
PEPSI BOTTLING GROUP INC                      X               7        1,346                  0         0
PEPSI BOTTLING GROUP INC                      X               3        1,700                  0         0
PEPSI BOTTLING GROUP INC                      X               7        2,198                  0         0
PEPSI BOTTLING GROUP INC                      X               7        3,202                  0         0
PEPSI BOTTLING GROUP INC                      X               7        7,429                  0         0
PEPSI BOTTLING GROUP INC                      X               7       18,930                  0         0
PEPSIAMERICAS INC                             X               7        3,400                  0         0
PEPSIAMERICAS INC                             X               7       12,990                  0         0
PEPSICO INC                                   X                            0                 40         0
PEPSICO INC                                   X               3          500                  0         0
PEPSICO INC                                   X               7          800                  0         0
PEPSICO INC                                   X               6          955                  0         0
PEPSICO INC                                   X               7        1,200                  0         0
PEPSICO INC                                   X               7        1,550                  0         0
PEPSICO INC                                   X               7        1,800                  0         0
PEPSICO INC                                   X               7        2,450                  0         0
PEPSICO INC                                   X               5            0              3,090         0
PEPSICO INC                                   X               3        3,800                  0         0
PEPSICO INC                                   X               5        3,879                  0         0
PEPSICO INC                                   X               3        4,299                  0         0
PEPSICO INC                                   X               7        4,353                  0         0
PEPSICO INC                                   X               7        4,650                  0         0
PEPSICO INC                                   X               3        5,050                  0         0
PEPSICO INC                                   X               7        5,460                  0         0
PEPSICO INC                                   X                        6,000                  0         0
PEPSICO INC                                   X               7        6,310                  0         0
PEPSICO INC                                   X               5            0              8,820         0
PEPSICO INC                                   X               2       11,035                  0         0
PEPSICO INC                                   X               7       11,860                  0         0
PEPSICO INC                                   X               7       12,254                  0         0
PEPSICO INC                                   X                       13,791                  0         0
PEPSICO INC                                   X               7       13,810                  0         0
PEPSICO INC                                   X               2       14,450                  0         0
PEPSICO INC                                   X               7       16,350                  0         0
PEPSICO INC                                   X               7       18,301                  0         0
PEPSICO INC                                   X               3       18,719                  0         0
PEPSICO INC                                   X               3       20,256                  0         0
PEPSICO INC                                   X               3       20,692                  0         0
PEPSICO INC                                   X               7       26,871                  0         0
PEPSICO INC                                   X               7       27,048                  0         0
PEPSICO INC                                   X               7       35,015                  0         0
PEPSICO INC                                   X               7       73,300                  0         0
PEPSICO INC                                   X               3      114,630                  0         0
PEPSICO INC                                   X               7      160,470                  0         0
PEPSICO INC                                   X               4      157,052             37,476    54,200
PEPSICO INC                                   X               4      385,742                 60    18,483
PERKINELMER INC                               X               3            0                  0       400
PERKINELMER INC                               X               7          910                  0         0
PERKINELMER INC                               X               7        1,010                  0         0
PERKINELMER INC                               X               7        1,340                  0         0
PERKINELMER INC                               X               7        1,900                  0         0
PERKINELMER INC                               X               4          800              3,000         0
PERKINELMER INC                               X                        4,000                  0         0
PETRO-CDA                                     X               3        1,000                  0         0
PETRO-CDA                                     X               3        6,600                  0         0
PETRO-CDA                                     X               2       72,485                  0         0
PETROCHINA CO LTD                             X                            0                 95         0
PETROCHINA CO LTD                             X               5          225                  0         0
PETROCHINA CO LTD                             X               3            0                  0       800
PETROCHINA CO LTD                             X               6            0                  0     2,800
PETROBRAS ENERGIA PARTCPTNS                   X               1    1,416,001                  0         0
PETROFUND ENERGY TRUST                        X               2       21,092                  0         0
PETROKAZAKHSTAN INC                           X               2        6,695                  0         0
PETROKAZAKHSTAN INC                           X                       28,800                  0         0
PETROKAZAKHSTAN INC                           X                       62,000                  0         0
PETROLEO BRASILEIRO SA PETRO                  X                            0                 39         0
PETROLEO BRASILEIRO SA PETRO                  X                            0                 75         0
PETROLEO BRASILEIRO SA PETRO                  X               5           88                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               5            0                150         0
PETROLEO BRASILEIRO SA PETRO                  X               5            0                495         0
PETROLEO BRASILEIRO SA PETRO                  X               2          700                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               2        3,325                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               5            0              9,600         0
PETROLEO BRASILEIRO SA PETRO                  X               3            0                  0    26,300
PETROLEO BRASILEIRO SA PETRO                  X               7       30,868                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               5          340                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               3        2,500                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               7        2,700                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               3        2,850                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               3            0                  0     5,300
PETROLEO BRASILEIRO SA PETRO                  X               3            0                  0    13,800
PETROLEO BRASILEIRO SA PETRO                  X               7       16,700                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               3       20,620                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               7       21,400                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               7       26,100                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               3       68,021                  0         0
PETROLEO BRASILEIRO SA PETRO                  X               7       71,325                  0         0
PETSMART INC                                  X               2        1,685                  0         0
PETSMART INC                                  X                        1,939                  0         0
PETSMART INC                                  X               5        3,796                  0         0
PETSMART INC                                  X               7        5,684                  0         0
PETSMART INC                                  X               7       16,600                  0         0
PETSMART INC                                  X               3          916                  0    19,200
PFIZER INC                                    X               1           90                  0         0
PFIZER INC                                    X               7        2,900                  0         0
PFIZER INC                                    X               5            0              3,753         0
PFIZER INC                                    X               5        4,975                  0         0
PFIZER INC                                    X               7        5,200                  0         0
PFIZER INC                                    X               7        7,100                  0         0
PFIZER INC                                    X               7        7,220                  0         0
PFIZER INC                                    X                        9,000                  0         0
PFIZER INC                                    X               7       10,600                  0         0
PFIZER INC                                    X               7       19,212                  0         0
PFIZER INC                                    X               7       21,200                  0         0
PFIZER INC                                    X                       19,573              2,520         0
PFIZER INC                                    X               7       22,450                  0         0
PFIZER INC                                    X               7       23,011                  0         0
PFIZER INC                                    X               2       26,747                  0         0
PFIZER INC                                    X                       29,145                  0         0
PFIZER INC                                    X               6       31,987                  0         0
PFIZER INC                                    X                       34,800                  0         0
PFIZER INC                                    X               7       41,550                  0         0
PFIZER INC                                    X               7       54,056                  0         0
PFIZER INC                                    X               7       61,310                  0         0
PFIZER INC                                    X               2       63,755                  0         0
PFIZER INC                                    X               5            0             65,476         0
PFIZER INC                                    X               7       72,112                  0         0
PFIZER INC                                    X                       74,200                  0         0
PFIZER INC                                    X               3       74,225                  0         0
PFIZER INC                                    X               7       81,313                  0         0
PFIZER INC                                    X                       93,237                  0         0
PFIZER INC                                    X               3      113,284                  0         0
PFIZER INC                                    X               7      116,187                  0         0
PFIZER INC                                    X               7      118,026                  0         0
PFIZER INC                                    X               3      132,652                  0         0
PFIZER INC                                    X               7      152,718                  0         0
PFIZER INC                                    X               5      201,876                  0         0
PFIZER INC                                    X               3      203,549                  0         0
PFIZER INC                                    X               7      321,677                  0         0
PFIZER INC                                    X               3      363,067                  0         0
PFIZER INC                                    X               3      370,662                  0         0
PFIZER INC                                    X               3      294,300                  0   141,028
PFIZER INC                                    X               4      392,426             23,488    66,095
PFIZER INC                                    X               3      629,457                  0         0
PFIZER INC                                    X               7      706,040                  0         0
PFIZER INC                                    X               4      704,671                  0    49,040
PFIZER INC                                    X               3    1,192,296                  0    57,685
PHARMACEUTICAL PROD DEV INC                   X               3       11,500                  0         0
PHARMACEUTICAL HLDRS TR                       X               5          300                  0         0
PHARMACEUTICAL HLDRS TR                       X               3          400                  0         0
PHARMACEUTICAL HLDRS TR                       X               2          400                  0         0
PHARMACEUTICAL HLDRS TR                       X               5        1,000                  0         0
PHARMACEUTICAL HLDRS TR                       X               3        2,500                  0         0
PHARMACEUTICAL HLDRS TR                       X               3        5,900                  0         0
PHARMACEUTICAL HLDRS TR                       X               3            0                  0     7,000
PHARMACEUTICAL HLDRS TR                       X               5            0              7,900         0
PHELPS DODGE CORP                             X               4            0                  0       200
PHELPS DODGE CORP                             X               7          200                  0         0
PHELPS DODGE CORP                             X               7          250                  0         0
PHELPS DODGE CORP                             X               6          400                  0         0
PHELPS DODGE CORP                             X               7          400                  0         0
PHELPS DODGE CORP                             X               7          500                  0         0
PHELPS DODGE CORP                             X               7          764                  0         0
PHELPS DODGE CORP                             X               7          840                  0         0
PHELPS DODGE CORP                             X               7        1,017                  0         0
PHELPS DODGE CORP                             X               3        1,400                  0         0
PHELPS DODGE CORP                             X                        1,500                  0         0
PHELPS DODGE CORP                             X               3        1,500                  0         0
PHELPS DODGE CORP                             X               7        1,626                  0         0
PHELPS DODGE CORP                             X                        1,846                  0         0
PHELPS DODGE CORP                             X               7        1,900                  0         0
PHELPS DODGE CORP                             X               7        2,012                  0         0
PHELPS DODGE CORP                             X               2        2,025                  0         0
PHELPS DODGE CORP                             X               7        2,167                  0         0
PHELPS DODGE CORP                             X               7        4,540                  0         0
PHELPS DODGE CORP                             X               4        5,785                  0         0
PHELPS DODGE CORP                             X               7        9,300                  0         0
PHELPS DODGE CORP                             X               3       24,703                  0         0
PHILIPPINE LONG DISTANCE TEL                  X               5          200                  0         0
PHILIPPINE LONG DISTANCE TEL                  X               5            0                280         0
PHILIPPINE LONG DISTANCE TEL                  X               3            0                  0     1,400
PHILIPPINE LONG DISTANCE TEL                  X               3       27,600                  0         0
PHILIPPINE LONG DISTANCE TEL                  X               3            0                  0    52,700
PIMCO MUN INCOME FD II                        X               4            0                  0    14,330
PIMCO HIGH INCOME FD                          X               2       25,000                  0         0
PIMCO MUN INCOME FD III                       X               4            0                  0    14,490
PINNACLE WEST CAP CORP                        X               3          509                  0         0
PINNACLE WEST CAP CORP                        X               7          670                  0         0
PINNACLE WEST CAP CORP                        X               7          720                  0         0
PINNACLE WEST CAP CORP                        X               7          930                  0         0
PINNACLE WEST CAP CORP                        X               4        1,000                  0         0
PINNACLE WEST CAP CORP                        X               7        1,500                  0         0
PINNACLE WEST CAP CORP                        X               7        5,091                  0         0
PINNACLE WEST CAP CORP                        X               7        7,930                  0         0
PIONEER NAT RES CO                            X               2          250                  0         0
PIONEER NAT RES CO                            X               3          916                  0         0
PIONEER NAT RES CO                            X               7        6,584                  0         0
PIONEER NAT RES CO                            X               7       13,560                  0         0
PIONEER NAT RES CO                            X               3       22,650                  0         0
PIONEER NAT RES CO                            X               3       66,560                  0         0
PITNEY BOWES INC                              X               2           50                  0         0
PITNEY BOWES INC                              X               7          500                  0         0
PITNEY BOWES INC                              X               5            0                630         0
PITNEY BOWES INC                              X               7          700                  0         0
PITNEY BOWES INC                              X               7        1,500                  0         0
PITNEY BOWES INC                              X               4        1,600                  0         0
PITNEY BOWES INC                              X               7        1,600                  0         0
PITNEY BOWES INC                              X               7        1,663                  0         0
PITNEY BOWES INC                              X               7        1,730                  0         0
PITNEY BOWES INC                              X               7        1,800                  0         0
PITNEY BOWES INC                              X               7        2,231                  0         0
PITNEY BOWES INC                              X               7        3,551                  0         0
PITNEY BOWES INC                              X               3        3,700                  0         0
PITNEY BOWES INC                              X               7        4,370                  0         0
PITNEY BOWES INC                              X               7        6,217                  0         0
PITNEY BOWES INC                              X               7        8,900                  0         0
PITNEY BOWES INC                              X               7       10,775                  0         0
PITNEY BOWES INC                              X               4          200                  0    20,176
PITNEY BOWES INC                              X               7       21,930                  0         0
PITNEY BOWES INC                              X               3       24,278                  0         0
PIXAR                                         X               5            0                754         0
PIXAR                                         X               3        1,240                  0         0
PIXAR                                         X               7        2,600                  0         0
PIXAR                                         X               7        3,560                  0         0
PLACER DOME INC                               X               3          603                  0         0
PLACER DOME INC                               X               5        1,600                  0         0
PLACER DOME INC                               X               3        2,000                  0         0
PLACER DOME INC                               X               4        3,000                  0         0
PLACER DOME INC                               X               3        3,700                  0         0
PLACER DOME INC                               X               4        7,810                  0         0
PLACER DOME INC                               X               2      136,335                  0         0
PLACER DOME INC                               X               3      943,000                  0         0
PLUM CREEK TIMBER CO INC                      X               7          800                  0         0
PLUM CREEK TIMBER CO INC                      X               7        1,328                  0         0
PLUM CREEK TIMBER CO INC                      X               7        1,550                  0         0
PLUM CREEK TIMBER CO INC                      X                        1,690                  0         0
PLUM CREEK TIMBER CO INC                      X               7        1,901                  0         0
PLUM CREEK TIMBER CO INC                      X               4        2,000                  0         0
PLUM CREEK TIMBER CO INC                      X               7        2,200                  0         0
PLUM CREEK TIMBER CO INC                      X               4        1,422                822         0
PLUM CREEK TIMBER CO INC                      X               7        2,300                  0         0
PLUM CREEK TIMBER CO INC                      X               3        2,300                  0         0
PLUM CREEK TIMBER CO INC                      X               7        3,038                  0         0
PLUM CREEK TIMBER CO INC                      X               7        5,060                  0         0
PLUM CREEK TIMBER CO INC                      X               7        5,392                  0         0
PLUM CREEK TIMBER CO INC                      X               7       18,340                  0         0
PLUM CREEK TIMBER CO INC                      X               3       65,519                  0         0
POGO PRODUCING CO                             X               3          357                  0         0
POGO PRODUCING CO                             X                        1,002                  0         0
POGO PRODUCING CO                             X               7        2,443                  0         0
POGO PRODUCING CO                             X               7        6,420                  0         0
POPULAR INC                                   X               3        1,628                  0         0
POPULAR INC                                   X               7       12,572                  0         0
POPULAR INC                                   X               7       23,360                  0         0
PORTUGAL TELECOM SGPS S A                     X                            0                980         0
PORTUGAL TELECOM SGPS S A                     X               5        1,210                  0         0
PORTUGAL TELECOM SGPS S A                     X               2        4,354                  0         0
PORTUGAL TELECOM SGPS S A                     X               5            0             10,025         0
POTASH CORP SASK INC                          X               5            0                 79         0
POTASH CORP SASK INC                          X               3          500                  0         0
POTASH CORP SASK INC                          X               2       19,420                  0         0
PRAXAIR INC                                   X               5            0                375         0
PRAXAIR INC                                   X               7          570                  0         0
PRAXAIR INC                                   X               7          800                  0         0
PRAXAIR INC                                   X               7        1,050                  0         0
PRAXAIR INC                                   X               5            0              1,255         0
PRAXAIR INC                                   X               7        1,700                  0         0
PRAXAIR INC                                   X               7        1,900                  0         0
PRAXAIR INC                                   X               7        2,308                  0         0
PRAXAIR INC                                   X               7        2,670                  0         0
PRAXAIR INC                                   X               4        2,835                  0         0
PRAXAIR INC                                   X               2        3,075                  0         0
PRAXAIR INC                                   X               7        3,160                  0         0
PRAXAIR INC                                   X               7        4,370                  0         0
PRAXAIR INC                                   X               7        5,308                  0         0
PRAXAIR INC                                   X               7        7,768                  0         0
PRAXAIR INC                                   X               7        8,000                  0         0
PRAXAIR INC                                   X               3       13,153                  0         0
PRAXAIR INC                                   X               7       15,021                  0         0
PRAXAIR INC                                   X               4       18,378                  0     1,934
PRAXAIR INC                                   X               7       30,650                  0         0
PRECISION CASTPARTS CORP                      X               3          357                  0         0
PRECISION CASTPARTS CORP                      X               7        6,186                  0         0
PRECISION CASTPARTS CORP                      X               7       11,400                  0         0
PRECISION DRILLING CORP                       X               2       30,485                  0         0
PRICE T ROWE GROUP INC                        X               7          400                  0         0
PRICE T ROWE GROUP INC                        X               7          480                  0         0
PRICE T ROWE GROUP INC                        X               7          650                  0         0
PRICE T ROWE GROUP INC                        X               3          814                  0         0
PRICE T ROWE GROUP INC                        X               7          910                  0         0
PRICE T ROWE GROUP INC                        X               7        1,010                  0         0
PRICE T ROWE GROUP INC                        X               7        1,200                  0         0
PRICE T ROWE GROUP INC                        X               7        1,200                  0         0
PRICE T ROWE GROUP INC                        X               7        1,261                  0         0
PRICE T ROWE GROUP INC                        X               7        1,780                  0         0
PRICE T ROWE GROUP INC                        X               7        2,132                  0         0
PRICE T ROWE GROUP INC                        X               4            0                  0     2,298
PRICE T ROWE GROUP INC                        X               7        2,603                  0         0
PRICE T ROWE GROUP INC                        X               7        3,400                  0         0
PRICE T ROWE GROUP INC                        X               7        6,286                  0         0
PRICE T ROWE GROUP INC                        X               7       13,350                  0         0
PRIDE INTL INC DEL                            X               5          125                  0         0
PRIDE INTL INC DEL                            X               5            0                263         0
PRIDE INTL INC DEL                            X               3          814                  0         0
PRIDE INTL INC DEL                            X               3        7,500                  0         0
PRIDE INTL INC DEL                            X               7        8,386                  0         0
PRIDE INTL INC DEL                            X               7       15,170                  0         0
PRIMEWEST ENERGY TR                           X               3        1,000                  0         0
PRIMEWEST ENERGY TR                           X               2       30,352                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               2           85                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               4          475                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               7        2,067                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               7        2,180                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               7        2,865                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               7        4,332                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               7        5,668                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               7       12,768                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               3       16,244                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               7       26,730                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X               5       52,500                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X                            0                  0   148,351
PRIORITY HEALTHCARE CORP                      X                       16,200                  0         0
PRIORITY HEALTHCARE CORP                      X                       37,300                  0         0
PROCTER & GAMBLE CO                           X               1          175                  0         0
PROCTER & GAMBLE CO                           X               6          200                  0         0
PROCTER & GAMBLE CO                           X               5            0                840         0
PROCTER & GAMBLE CO                           X               7        1,030                  0         0
PROCTER & GAMBLE CO                           X               7        1,400                  0         0
PROCTER & GAMBLE CO                           X               7        1,800                  0         0
PROCTER & GAMBLE CO                           X               7        2,350                  0         0
PROCTER & GAMBLE CO                           X               7        3,550                  0         0
PROCTER & GAMBLE CO                           X               2        5,200                  0         0
PROCTER & GAMBLE CO                           X               3        5,960                  0         0
PROCTER & GAMBLE CO                           X               5            0              6,300         0
PROCTER & GAMBLE CO                           X               7        6,404                  0         0
PROCTER & GAMBLE CO                           X               7        7,000                  0         0
PROCTER & GAMBLE CO                           X               7        7,380                  0         0
PROCTER & GAMBLE CO                           X               7        8,340                  0         0
PROCTER & GAMBLE CO                           X                        8,500                  0         0
PROCTER & GAMBLE CO                           X               2       12,437                  0         0
PROCTER & GAMBLE CO                           X               7       13,640                  0         0
PROCTER & GAMBLE CO                           X               5       15,835                  0         0
PROCTER & GAMBLE CO                           X               7       18,048                  0         0
PROCTER & GAMBLE CO                           X               7       20,460                  0         0
PROCTER & GAMBLE CO                           X               3       20,470                  0       300
PROCTER & GAMBLE CO                           X                       21,253                  0         0
PROCTER & GAMBLE CO                           X               7       24,122                  0         0
PROCTER & GAMBLE CO                           X               7       27,174                  0         0
PROCTER & GAMBLE CO                           X               3       27,295                  0         0
PROCTER & GAMBLE CO                           X               3       30,914                  0         0
PROCTER & GAMBLE CO                           X               7       39,482                  0         0
PROCTER & GAMBLE CO                           X               7       50,347                  0         0
PROCTER & GAMBLE CO                           X               3       59,070                  0         0
PROCTER & GAMBLE CO                           X               7       71,154                  0         0
PROCTER & GAMBLE CO                           X               7      109,073                  0         0
PROCTER & GAMBLE CO                           X               4       94,791             27,610    14,065
PROCTER & GAMBLE CO                           X               3      138,409                  0         0
PROCTER & GAMBLE CO                           X               3      135,116                  0     9,825
PROCTER & GAMBLE CO                           X               4      190,162                 40    24,448
PROCTER & GAMBLE CO                           X               7      330,125                  0         0
PROGRESS ENERGY INC                           X                            0                140         0
PROGRESS ENERGY INC                           X               5          345                  0         0
PROGRESS ENERGY INC                           X               4          757                  0         0
PROGRESS ENERGY INC                           X               4          900                  0         0
PROGRESS ENERGY INC                           X               7        1,050                  0         0
PROGRESS ENERGY INC                           X               3        1,134                  0         0
PROGRESS ENERGY INC                           X               7        1,600                  0         0
PROGRESS ENERGY INC                           X               7        1,703                  0         0
PROGRESS ENERGY INC                           X               7        1,732                  0         0
PROGRESS ENERGY INC                           X               7        2,150                  0         0
PROGRESS ENERGY INC                           X               7        2,346                  0         0
PROGRESS ENERGY INC                           X               7        3,840                  0         0
PROGRESS ENERGY INC                           X               7        3,910                  0         0
PROGRESS ENERGY INC                           X               7        6,290                  0         0
PROGRESS ENERGY INC                           X               7       11,424                  0         0
PROGRESS ENERGY INC                           X               7       23,950                  0         0
PROGRESSIVE CORP OHIO                         X               7          200                  0         0
PROGRESSIVE CORP OHIO                         X               7          200                  0         0
PROGRESSIVE CORP OHIO                         X               7          220                  0         0
PROGRESSIVE CORP OHIO                         X               7          400                  0         0
PROGRESSIVE CORP OHIO                         X               7          700                  0         0
PROGRESSIVE CORP OHIO                         X               7          970                  0         0
PROGRESSIVE CORP OHIO                         X               7        1,300                  0         0
PROGRESSIVE CORP OHIO                         X               7        1,460                  0         0
PROGRESSIVE CORP OHIO                         X               7        1,680                  0         0
PROGRESSIVE CORP OHIO                         X               5            0              1,732         0
PROGRESSIVE CORP OHIO                         X               7        1,909                  0         0
PROGRESSIVE CORP OHIO                         X               3        2,100                  0         0
PROGRESSIVE CORP OHIO                         X               7        3,230                  0         0
PROGRESSIVE CORP OHIO                         X               7        3,280                  0         0
PROGRESSIVE CORP OHIO                         X               7        3,400                  0         0
PROGRESSIVE CORP OHIO                         X               7        3,970                  0         0
PROGRESSIVE CORP OHIO                         X               3        3,972                  0         0
PROGRESSIVE CORP OHIO                         X               7        8,633                  0         0
PROGRESSIVE CORP OHIO                         X               7       18,870                  0         0
PROLOGIS                                      X               7          700                  0         0
PROLOGIS                                      X               3            0                  0     1,460
PROLOGIS                                      X               7        1,590                  0         0
PROLOGIS                                      X               7        1,850                  0         0
PROLOGIS                                      X               7        2,500                  0         0
PROLOGIS                                      X               7        2,700                  0         0
PROLOGIS                                      X               7        3,940                  0         0
PROLOGIS                                      X               7       22,980                  0         0
PROTECTIVE LIFE CORP                          X               3          407                  0         0
PROTECTIVE LIFE CORP                          X               7        2,693                  0         0
PROTECTIVE LIFE CORP                          X               7        6,000                  0         0
PROTEIN DESIGN LABS INC                       X                            0                142         0
PROTEIN DESIGN LABS INC                       X               3        4,500                  0    19,200
PROVIDENT ENERGY TR                           X               2       32,983                  0         0
PROVIDENT NEW YORK BANCORP                    X               4            0            169,715         0
PROVIDIAN FINL CORP                           X               7        2,060                  0         0
PROVIDIAN FINL CORP                           X               7        2,320                  0         0
PROVIDIAN FINL CORP                           X               7        2,650                  0         0
PROVIDIAN FINL CORP                           X               3        2,800                  0         0
PROVIDIAN FINL CORP                           X               7        4,304                  0         0
PROVIDIAN FINL CORP                           X               7       11,519                  0         0
PROVIDIAN FINL CORP                           X               3       70,220                  0         0
PROVIDIAN FINL CORP                           X                       77,200                  0         0
PROVIDIAN FINL CORP                           X               5            0             18,000         0
PRUDENTIAL FINL INC                           X               7          400                  0         0
PRUDENTIAL FINL INC                           X               7          450                  0         0
PRUDENTIAL FINL INC                           X               7          756                  0         0
PRUDENTIAL FINL INC                           X               7        1,050                  0         0
PRUDENTIAL FINL INC                           X               5            0              1,130         0
PRUDENTIAL FINL INC                           X               2        1,390                  0         0
PRUDENTIAL FINL INC                           X               7        1,500                  0         0
PRUDENTIAL FINL INC                           X               7        1,892                  0         0
PRUDENTIAL FINL INC                           X               7        3,731                  0         0
PRUDENTIAL FINL INC                           X               7        4,310                  0         0
PRUDENTIAL FINL INC                           X               5        4,700                  0         0
PRUDENTIAL FINL INC                           X               7        4,941                  0         0
PRUDENTIAL FINL INC                           X               7        8,229                  0         0
PRUDENTIAL FINL INC                           X               7        8,257                  0         0
PRUDENTIAL FINL INC                           X               7        8,355                  0         0
PRUDENTIAL FINL INC                           X               7        9,000                  0         0
PRUDENTIAL FINL INC                           X               3        9,960                  0         0
PRUDENTIAL FINL INC                           X               7       10,706                  0         0
PRUDENTIAL FINL INC                           X               7       11,449                  0         0
PRUDENTIAL FINL INC                           X               7       23,005                  0         0
PRUDENTIAL FINL INC                           X               7       50,100                  0         0
PRUDENTIAL FINL INC                           X               3       58,448                  0       500
PUBLIC SVC ENTERPRISE GROUP                   X               3          425                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7          500                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               4            0                  0       525
PUBLIC SVC ENTERPRISE GROUP                   X               7          650                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7        1,139                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7        1,200                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7        1,711                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7        1,880                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7        2,312                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7        3,916                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7        4,043                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7        5,403                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7       11,375                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               7       21,900                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X               3      250,000                  0         0
PUBLIC STORAGE INC                            X               7          600                  0         0
PUBLIC STORAGE INC                            X               7          700                  0         0
PUBLIC STORAGE INC                            X                          795                  0         0
PUBLIC STORAGE INC                            X               7          950                  0         0
PUBLIC STORAGE INC                            X               7        1,400                  0         0
PUBLIC STORAGE INC                            X               7        1,400                  0         0
PUBLIC STORAGE INC                            X                        2,000                  0         0
PUBLIC STORAGE INC                            X               7        3,200                  0         0
PUBLIC STORAGE INC                            X               7        8,640                  0         0
PUGET ENERGY INC NEW                          X               7        3,300                  0         0
PUGET ENERGY INC NEW                          X               7        8,480                  0         0
PULTE HOMES INC                               X               4            0                  0        15
PULTE HOMES INC                               X               7          600                  0         0
PULTE HOMES INC                               X               7        1,178                  0         0
PULTE HOMES INC                               X               7        1,400                  0         0
PULTE HOMES INC                               X               7        1,620                  0         0
PULTE HOMES INC                               X               7        1,800                  0         0
PULTE HOMES INC                               X               7        2,090                  0         0
PULTE HOMES INC                               X               5            0              2,100         0
PULTE HOMES INC                               X               4            0                  0     2,390
PULTE HOMES INC                               X               7        3,298                  0         0
PULTE HOMES INC                               X               7        4,702                  0         0
PULTE HOMES INC                               X               7        6,140                  0         0
PULTE HOMES INC                               X               7       11,972                  0         0
PULTE HOMES INC                               X               3        3,600                  0    12,000
PULTE HOMES INC                               X               7       24,340                  0         0
PULTE HOMES INC                               X               3       35,761                  0         0
QLOGIC CORP                                   X               3          560                  0         0
QLOGIC CORP                                   X               7          637                  0         0
QLOGIC CORP                                   X               7          730                  0         0
QLOGIC CORP                                   X               7        1,000                  0         0
QLOGIC CORP                                   X               7        1,400                  0         0
QLOGIC CORP                                   X               7        1,619                  0         0
QLOGIC CORP                                   X               7        1,800                  0         0
QLOGIC CORP                                   X                        1,891                  0         0
QLOGIC CORP                                   X               7        1,900                  0         0
QLOGIC CORP                                   X               3        2,200                  0         0
QLOGIC CORP                                   X               5        3,000                  0         0
QLOGIC CORP                                   X               7        3,640                  0         0
QLOGIC CORP                                   X               7        9,440                  0         0
QUALCOMM INC                                  X               7          700                  0         0
QUALCOMM INC                                  X               7        1,200                  0         0
QUALCOMM INC                                  X               5            0              1,358         0
QUALCOMM INC                                  X               7        1,550                  0         0
QUALCOMM INC                                  X               7        1,600                  0         0
QUALCOMM INC                                  X               7        1,800                  0         0
QUALCOMM INC                                  X               2        2,260                  0         0
QUALCOMM INC                                  X               7        2,350                  0         0
QUALCOMM INC                                  X               5            0              4,070         0
QUALCOMM INC                                  X               7        4,227                  0         0
QUALCOMM INC                                  X               7        4,300                  0         0
QUALCOMM INC                                  X               5        4,595                  0         0
QUALCOMM INC                                  X               5            0              5,300         0
QUALCOMM INC                                  X               7        5,460                  0         0
QUALCOMM INC                                  X               7        5,538                  0         0
QUALCOMM INC                                  X               4       10,500                  0       210
QUALCOMM INC                                  X               7       11,830                  0         0
QUALCOMM INC                                  X               7       12,000                  0         0
QUALCOMM INC                                  X               7       13,530                  0         0
QUALCOMM INC                                  X                       13,794                  0         0
QUALCOMM INC                                  X               7       15,946                  0         0
QUALCOMM INC                                  X               7       17,802                  0         0
QUALCOMM INC                                  X               3       16,568                  0     5,700
QUALCOMM INC                                  X               7       25,088                  0         0
QUALCOMM INC                                  X               7       26,068                  0         0
QUALCOMM INC                                  X               4          510                  0    33,452
QUALCOMM INC                                  X               7       35,711                  0         0
QUALCOMM INC                                  X               7       71,957                  0         0
QUALCOMM INC                                  X               3       81,992                  0         0
QUALCOMM INC                                  X               3       96,309                  0     1,024
QUALCOMM INC                                  X               7      156,910                  0         0
QUANTA SVCS INC                               X               5        2,000                  0         0
QUANTA SVCS INC                               X               5            0             14,000         0
QUEBECOR WORLD INC                            X               5            0                585         0
QUEBECOR WORLD INC                            X               2       73,862                  0         0
QUEST DIAGNOSTICS INC                         X               7          800                  0         0
QUEST DIAGNOSTICS INC                         X               7          800                  0         0
QUEST DIAGNOSTICS INC                         X               7        1,160                  0         0
QUEST DIAGNOSTICS INC                         X               7        1,270                  0         0
QUEST DIAGNOSTICS INC                         X               4        1,400                  0         0
QUEST DIAGNOSTICS INC                         X                        1,402                  0         0
QUEST DIAGNOSTICS INC                         X               7        1,800                  0         0
QUEST DIAGNOSTICS INC                         X               5            0              2,200         0
QUEST DIAGNOSTICS INC                         X               7        2,800                  0         0
QUEST DIAGNOSTICS INC                         X               3        3,000                  0         0
QUEST DIAGNOSTICS INC                         X               7        3,748                  0         0
QUEST DIAGNOSTICS INC                         X               7        4,300                  0         0
QUEST DIAGNOSTICS INC                         X               4          300                  0     4,907
QUEST DIAGNOSTICS INC                         X               7        7,184                  0         0
QUEST DIAGNOSTICS INC                         X               3          916                  0     8,540
QUEST DIAGNOSTICS INC                         X               7       15,100                  0         0
QUESTAR CORP                                  X               5           29                  0         0
QUESTAR CORP                                  X               3          509                  0         0
QUESTAR CORP                                  X                          912                  0         0
QUESTAR CORP                                  X               7        1,600                  0         0
QUESTAR CORP                                  X               7        3,891                  0         0
QUESTAR CORP                                  X               7        7,620                  0         0
QUIKSILVER INC                                X                            0                258         0
QUIKSILVER INC                                X               3       15,000                  0         0
QUILMES INDL QUINSA SOCIETE                   X               3          329                  0     7,655
QWEST COMMUNICATIONS INTL IN                  X               5          500                  0         0
QWEST COMMUNICATIONS INTL IN                  X               3          709                  0         0
QWEST COMMUNICATIONS INTL IN                  X               7        3,700                  0         0
QWEST COMMUNICATIONS INTL IN                  X               7        7,800                  0         0
QWEST COMMUNICATIONS INTL IN                  X               7        8,100                  0         0
QWEST COMMUNICATIONS INTL IN                  X               7       10,860                  0         0
QWEST COMMUNICATIONS INTL IN                  X               3       11,290                  0       107
QWEST COMMUNICATIONS INTL IN                  X               7       11,543                  0         0
QWEST COMMUNICATIONS INTL IN                  X               7       15,806                  0         0
QWEST COMMUNICATIONS INTL IN                  X               3       16,300                  0         0
QWEST COMMUNICATIONS INTL IN                  X               7       23,656                  0         0
QWEST COMMUNICATIONS INTL IN                  X               7       25,930                  0         0
QWEST COMMUNICATIONS INTL IN                  X               7       37,455                  0         0
QWEST COMMUNICATIONS INTL IN                  X               3       76,694                  0         0
QWEST COMMUNICATIONS INTL IN                  X               7       84,260                  0         0
QWEST COMMUNICATIONS INTL IN                  X               7      191,010                  0         0
RF MICRODEVICES INC                           X               2        2,000                  0         0
RF MICRODEVICES INC                           X               3        4,433                  0         0
RF MICRODEVICES INC                           X               5        4,500                  0         0
RADIAN GROUP INC                              X                            0                100         0
RADIAN GROUP INC                              X               3          560                  0         0
RADIAN GROUP INC                              X               5            0                900         0
RADIAN GROUP INC                              X               7        1,500                  0         0
RADIAN GROUP INC                              X               7        3,740                  0         0
RADIAN GROUP INC                              X               7        8,480                  0         0
RADIAN GROUP INC                              X               4            0                  0    15,531
RADIOSHACK CORP                               X               5            0                480         0
RADIOSHACK CORP                               X               3          967                  0         0
RADIOSHACK CORP                               X               7        1,168                  0         0
RADIOSHACK CORP                               X               7        1,260                  0         0
RADIOSHACK CORP                               X               7        1,329                  0         0
RADIOSHACK CORP                               X                        1,414                  0         0
RADIOSHACK CORP                               X               7        2,359                  0         0
RADIOSHACK CORP                               X               7        2,405                  0         0
RADIOSHACK CORP                               X               7        3,706                  0         0
RADIOSHACK CORP                               X               7        6,233                  0         0
RADIOSHACK CORP                               X               7       17,090                  0         0
RADIOSHACK CORP                               X               2       19,140                  0         0
RAMBUS INC DEL                                X               3            0                  0    20,000
RAMBUS INC DEL                                X               5       20,000                  0         0
RAND CAP CORP                                 X               4            0                  0   249,207
RAYTHEON CO                                   X                            0                 90         0
RAYTHEON CO                                   X               2          300                  0         0
RAYTHEON CO                                   X               7          460                  0         0
RAYTHEON CO                                   X               7          500                  0         0
RAYTHEON CO                                   X               7          850                  0         0
RAYTHEON CO                                   X               3        1,320                  0         0
RAYTHEON CO                                   X               7        1,450                  0         0
RAYTHEON CO                                   X               7        1,913                  0         0
RAYTHEON CO                                   X               5        2,000                  0         0
RAYTHEON CO                                   X               3        2,137                  0       150
RAYTHEON CO                                   X               7        3,398                  0         0
RAYTHEON CO                                   X               7        3,870                  0         0
RAYTHEON CO                                   X               7        4,378                  0         0
RAYTHEON CO                                   X               5        6,600                  0         0
RAYTHEON CO                                   X               7        6,705                  0         0
RAYTHEON CO                                   X               7        7,383                  0         0
RAYTHEON CO                                   X               7        8,948                  0         0
RAYTHEON CO                                   X               7       20,163                  0         0
RAYTHEON CO                                   X               4       26,481              1,713       200
RAYTHEON CO                                   X               7       41,660                  0         0
RAYTHEON CO                                   X               4      245,669                  0    23,246
RED HAT INC                                   X               3        1,830                  0         0
RED HAT INC                                   X               5        2,000                  0         0
RED HAT INC                                   X               3       14,000                  0         0
RED HAT INC                                   X               3       13,400                  0     1,695
REEBOK INTL LTD                               X               7          410                  0         0
REEBOK INTL LTD                               X               7          470                  0         0
REEBOK INTL LTD                               X               7          650                  0         0
REEBOK INTL LTD                               X               7          800                  0         0
REEBOK INTL LTD                               X               7        1,255                  0         0
REEBOK INTL LTD                               X                       23,700                  0         0
REEBOK INTL LTD                               X                       51,700                  0         0
REGENCY CTRS CORP                             X               7        5,400                  0         0
REGIS CORP MINN                               X               2          100                  0         0
REGIS CORP MINN                               X               3            0                  0    10,300
REGIONS FINANCIAL CORP NEW                    X                            0                355         0
REGIONS FINANCIAL CORP NEW                    X               4            0                  0       734
REGIONS FINANCIAL CORP NEW                    X               5          910                  0         0
REGIONS FINANCIAL CORP NEW                    X               7        1,300                  0         0
REGIONS FINANCIAL CORP NEW                    X               7        1,650                  0         0
REGIONS FINANCIAL CORP NEW                    X               3        2,391                  0         0
REGIONS FINANCIAL CORP NEW                    X               7        2,600                  0         0
REGIONS FINANCIAL CORP NEW                    X               7        3,189                  0         0
REGIONS FINANCIAL CORP NEW                    X               7        3,269                  0         0
REGIONS FINANCIAL CORP NEW                    X               7        3,760                  0         0
REGIONS FINANCIAL CORP NEW                    X               7        4,531                  0         0
REGIONS FINANCIAL CORP NEW                    X               7        4,690                  0         0
REGIONS FINANCIAL CORP NEW                    X               7        6,800                  0         0
REGIONS FINANCIAL CORP NEW                    X               7        7,603                  0         0
REGIONS FINANCIAL CORP NEW                    X               7       11,090                  0         0
REGIONS FINANCIAL CORP NEW                    X               4       12,778                  0         0
REGIONS FINANCIAL CORP NEW                    X               7       21,309                  0         0
REGIONS FINANCIAL CORP NEW                    X               7       42,962                  0         0
REGIONS FINANCIAL CORP NEW                    X               3      481,520                  0         0
RENAL CARE GROUP INC                          X                       23,500                  0         0
RENAL CARE GROUP INC                          X                       58,100                  0         0
REPSOL YPF S A                                X               2        8,240                  0         0
REPSOL YPF S A                                X               1      251,700                  0         0
REPUBLIC SVCS INC                             X               3          967                  0         0
REPUBLIC SVCS INC                             X               7        2,000                  0         0
REPUBLIC SVCS INC                             X               7        6,033                  0         0
REPUBLIC SVCS INC                             X               7       13,520                  0         0
RESEARCH IN MOTION LTD                        X               3            0                  0       145
RESEARCH IN MOTION LTD                        X               5            0                158         0
RESEARCH IN MOTION LTD                        X               2        1,515                  0         0
RESEARCH IN MOTION LTD                        X               3       21,050                  0         0
RESEARCH IN MOTION LTD                        X               3       23,300                  0         0
RESEARCH IN MOTION LTD                        X               3       51,560                  0         0
RESPIRONICS INC                               X                       11,900                  0         0
REVLON INC                                    X               3      150,500                  0         0
REYNOLDS AMERICAN INC                         X                            0                 75         0
REYNOLDS AMERICAN INC                         X               3          133                  0         0
REYNOLDS AMERICAN INC                         X               7          300                  0         0
REYNOLDS AMERICAN INC                         X               3          563                  0         0
REYNOLDS AMERICAN INC                         X               7          630                  0         0
REYNOLDS AMERICAN INC                         X               7          720                  0         0
REYNOLDS AMERICAN INC                         X               4          100                  0       671
REYNOLDS AMERICAN INC                         X               7          810                  0         0
REYNOLDS AMERICAN INC                         X               5          846                  0         0
REYNOLDS AMERICAN INC                         X               7        1,300                  0         0
REYNOLDS AMERICAN INC                         X               7        1,600                  0         0
REYNOLDS AMERICAN INC                         X               3        2,000                  0         0
REYNOLDS AMERICAN INC                         X               7        4,887                  0         0
REYNOLDS AMERICAN INC                         X               7       10,360                  0         0
RIO TINTO PLC                                 X                            0                 81         0
RIO TINTO PLC                                 X               4            0                  0     7,063
RITCHIE BROS AUCTIONEERS                      X               2          200                  0         0
RITCHIE BROS AUCTIONEERS                      X               2       47,825                  0         0
ROBERT HALF INTL INC                          X               3        1,069                  0         0
ROBERT HALF INTL INC                          X               7        1,220                  0         0
ROBERT HALF INTL INC                          X               7        1,360                  0         0
ROBERT HALF INTL INC                          X               7        1,648                  0         0
ROBERT HALF INTL INC                          X               7        2,500                  0         0
ROBERT HALF INTL INC                          X               4            0                  0     4,124
ROBERT HALF INTL INC                          X               7        6,731                  0         0
ROBERT HALF INTL INC                          X               7       18,380                  0         0
ROCKWELL AUTOMATION INC                       X               7          270                  0         0
ROCKWELL AUTOMATION INC                       X               7          400                  0         0
ROCKWELL AUTOMATION INC                       X               7          900                  0         0
ROCKWELL AUTOMATION INC                       X               7        1,000                  0         0
ROCKWELL AUTOMATION INC                       X               4        1,142                  0         0
ROCKWELL AUTOMATION INC                       X                        1,302                  0         0
ROCKWELL AUTOMATION INC                       X               7        1,310                  0         0
ROCKWELL AUTOMATION INC                       X               7        1,320                  0         0
ROCKWELL AUTOMATION INC                       X               7        1,560                  0         0
ROCKWELL AUTOMATION INC                       X               7        1,760                  0         0
ROCKWELL AUTOMATION INC                       X               4            0                  0     2,919
ROCKWELL AUTOMATION INC                       X               7        2,931                  0         0
ROCKWELL AUTOMATION INC                       X               7        3,489                  0         0
ROCKWELL AUTOMATION INC                       X               7        8,380                  0         0
ROCKWELL AUTOMATION INC                       X               3       14,071                  0         0
ROCKWELL AUTOMATION INC                       X               7       16,810                  0         0
ROCKWELL COLLINS INC                          X               4          692                  0         0
ROCKWELL COLLINS INC                          X               7        1,233                  0         0
ROCKWELL COLLINS INC                          X               7        1,500                  0         0
ROCKWELL COLLINS INC                          X               7        1,607                  0         0
ROCKWELL COLLINS INC                          X               7        2,675                  0         0
ROCKWELL COLLINS INC                          X               7        2,923                  0         0
ROCKWELL COLLINS INC                          X               7        4,149                  0         0
ROCKWELL COLLINS INC                          X               7        8,480                  0         0
ROCKWELL COLLINS INC                          X               3       17,820                  0         0
ROCKWELL COLLINS INC                          X               7       18,350                  0         0
ROFIN SINAR TECHNOLOGIES INC                  X               3       49,335                  0         0
ROGERS COMMUNICATIONS INC                     X               2       41,554                  0         0
ROHM & HAAS CO                                X               5          120                  0         0
ROHM & HAAS CO                                X               5            0                280         0
ROHM & HAAS CO                                X               7        1,077                  0         0
ROHM & HAAS CO                                X               7        1,230                  0         0
ROHM & HAAS CO                                X               7        1,403                  0         0
ROHM & HAAS CO                                X               7        1,970                  0         0
ROHM & HAAS CO                                X               7        2,211                  0         0
ROHM & HAAS CO                                X               7        2,304                  0         0
ROHM & HAAS CO                                X                        2,433                  0         0
ROHM & HAAS CO                                X               7        3,213                  0         0
ROHM & HAAS CO                                X               7        7,682                  0         0
ROHM & HAAS CO                                X               7       16,170                  0         0
ROHM & HAAS CO                                X               3       31,322                  0         0
ROME BANCORP INC NEW                          X               4            0             50,323         0
ROSS STORES INC                               X               5            0                665         0
ROSS STORES INC                               X               3          916                  0         0
ROSS STORES INC                               X                        2,126                  0         0
ROSS STORES INC                               X               7        5,784                  0         0
ROSS STORES INC                               X               7       15,770                  0         0
ROSTELECOM OPEN JT STK LNG D                  X               3            0                  0    26,000
ROWAN COS INC                                 X               2           45                  0         0
ROWAN COS INC                                 X               3          611                  0         0
ROWAN COS INC                                 X               7          750                  0         0
ROWAN COS INC                                 X               7          840                  0         0
ROWAN COS INC                                 X               7        1,050                  0         0
ROWAN COS INC                                 X               7        1,600                  0         0
ROWAN COS INC                                 X                        1,866                  0         0
ROWAN COS INC                                 X               4        3,800                  0         0
ROWAN COS INC                                 X               7        4,089                  0         0
ROWAN COS INC                                 X               7        9,300                  0         0
ROYAL & SUN ALLIANCE INS                      X               5            0             12,145         0
ROYAL BK CDA MONTREAL QUE                     X               2          550                  0         0
ROYAL BK CDA MONTREAL QUE                     X               3        2,000                  0         0
ROYAL BK CDA MONTREAL QUE                     X               5       32,500                  0         0
ROYAL BK CDA MONTREAL QUE                     X               2      206,677                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X                       10,000                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X               3            0                  0    12,750
ROYAL BK SCOTLAND GROUP PLC                   X               2          300                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X                       10,000                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X               2          700                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X               3            0                  0    41,899
ROYAL BK SCOTLAND GROUP PLC                   X               2          800                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X               3            0                  0     8,800
ROYAL DUTCH PETE CO                           X                            0                176         0
ROYAL DUTCH PETE CO                           X               4          500                  0         0
ROYAL DUTCH PETE CO                           X               2          665                  0         0
ROYAL DUTCH PETE CO                           X                        3,950                  0         0
ROYAL DUTCH PETE CO                           X               4        4,050                  0         0
ROYAL DUTCH PETE CO                           X               3            0                  0     8,540
ROYAL DUTCH SHELL PLC                         X                        5,842                  0         0
ROYAL DUTCH SHELL PLC                         X               5        1,200                  0         0
ROYAL DUTCH SHELL PLC                         X               3            0                  0     1,810
ROYAL DUTCH SHELL PLC                         X               2        3,835                  0         0
ROYAL DUTCH SHELL PLC                         X               5        7,130                  0         0
ROYAL DUTCH SHELL PLC                         X               4       16,490                200    13,004
ROYAL DUTCH SHELL PLC                         X               4       26,097                  0     3,738
ROYAL DUTCH SHELL PLC                         X               3       80,633                  0         0
ROYAL KPN NV                                  X               2       10,500                  0         0
RYANAIR HLDGS PLC                             X               5            0                348         0
RYANAIR HLDGS PLC                             X               2          410                  0         0
RYANAIR HLDGS PLC                             X               3            0                  0     8,000
RYDER SYS INC                                 X               3          357                  0         0
RYDER SYS INC                                 X               7          430                  0         0
RYDER SYS INC                                 X               7          510                  0         0
RYDER SYS INC                                 X               7          570                  0         0
RYDER SYS INC                                 X               7        1,003                  0         0
RYDER SYS INC                                 X               7        1,597                  0         0
RYDER SYS INC                                 X               3        1,800                  0         0
RYDER SYS INC                                 X                        2,200                  0         0
RYDER SYS INC                                 X               7        2,543                  0         0
RYDER SYS INC                                 X               7        5,600                  0         0
SBC COMMUNICATIONS INC                        X               1           56                  0         0
SBC COMMUNICATIONS INC                        X               3          720                  0         0
SBC COMMUNICATIONS INC                        X               7        1,400                  0         0
SBC COMMUNICATIONS INC                        X               5            0              1,645         0
SBC COMMUNICATIONS INC                        X               7        2,350                  0         0
SBC COMMUNICATIONS INC                        X               7        3,100                  0         0
SBC COMMUNICATIONS INC                        X               3        3,345                  0         0
SBC COMMUNICATIONS INC                        X               7        4,100                  0         0
SBC COMMUNICATIONS INC                        X               7        4,550                  0         0
SBC COMMUNICATIONS INC                        X               7        4,800                  0         0
SBC COMMUNICATIONS INC                        X               7        8,473                  0         0
SBC COMMUNICATIONS INC                        X               7        9,400                  0         0
SBC COMMUNICATIONS INC                        X               5        9,762                  0         0
SBC COMMUNICATIONS INC                        X               7       10,450                  0         0
SBC COMMUNICATIONS INC                        X               7       10,650                  0         0
SBC COMMUNICATIONS INC                        X               2       12,142                  0         0
SBC COMMUNICATIONS INC                        X               7       21,760                  0         0
SBC COMMUNICATIONS INC                        X               7       24,292                  0         0
SBC COMMUNICATIONS INC                        X               7       27,420                  0         0
SBC COMMUNICATIONS INC                        X               7       32,478                  0         0
SBC COMMUNICATIONS INC                        X               7       36,039                  0         0
SBC COMMUNICATIONS INC                        X                       42,231                  0         0
SBC COMMUNICATIONS INC                        X               3       26,760                  0    18,100
SBC COMMUNICATIONS INC                        X               7       52,199                  0         0
SBC COMMUNICATIONS INC                        X               7       52,769                  0         0
SBC COMMUNICATIONS INC                        X               7       69,697                  0         0
SBC COMMUNICATIONS INC                        X               4      114,603                  0    10,550
SBC COMMUNICATIONS INC                        X               4       59,736             29,620    45,593
SBC COMMUNICATIONS INC                        X               7      145,507                  0         0
SBC COMMUNICATIONS INC                        X               3      309,163                  0       682
SBC COMMUNICATIONS INC                        X               7      317,330                  0         0
SBC COMMUNICATIONS INC                        X               3    2,000,000                  0         0
SEI INVESTMENTS CO                            X               3          458                  0         0
SEI INVESTMENTS CO                            X               7        3,042                  0         0
SEI INVESTMENTS CO                            X               7        8,540                  0         0
SK TELECOM LTD                                X                            0                 13         0
SK TELECOM LTD                                X                            0                 26         0
SK TELECOM LTD                                X               7        1,550                  0         0
SK TELECOM LTD                                X               5            0              2,658         0
SK TELECOM LTD                                X               3        3,800                  0         0
SK TELECOM LTD                                X               5        4,330                  0         0
SK TELECOM LTD                                X               6            0                  0     6,700
SK TELECOM LTD                                X               6            0                  0     9,906
SK TELECOM LTD                                X               3            0                  0    12,800
SK TELECOM LTD                                X               7       20,220                  0         0
SLM CORP                                      X               3          369                  0         0
SLM CORP                                      X               7          450                  0         0
SLM CORP                                      X               7          480                  0         0
SLM CORP                                      X               4          775                  0         0
SLM CORP                                      X               7          800                  0         0
SLM CORP                                      X               3        1,000                  0         0
SLM CORP                                      X               7        1,400                  0         0
SLM CORP                                      X               7        1,772                  0         0
SLM CORP                                      X               7        3,007                  0         0
SLM CORP                                      X               7        3,500                  0         0
SLM CORP                                      X               7        4,015                  0         0
SLM CORP                                      X                        5,000                  0         0
SLM CORP                                      X               4        4,550                  0     1,128
SLM CORP                                      X               7        5,850                  0         0
SLM CORP                                      X               7        6,764                  0         0
SLM CORP                                      X               7        8,586                  0         0
SLM CORP                                      X               7       18,565                  0         0
SLM CORP                                      X               3       20,997                  0         0
SLM CORP                                      X               5            0             24,000         0
SLM CORP                                      X               7       41,310                  0         0
SPDR TR                                       X               4            0                  0       570
SPDR TR                                       X               5            0              1,100         0
SPDR TR                                       X               3        1,800                  0         0
SPDR TR                                       X               4            0                  0     2,318
SPDR TR                                       X               2        2,901                  0         0
SPDR TR                                       X                        4,658                  0         0
SPDR TR                                       X                        5,232                  0         0
SPDR TR                                       X               5            0              6,770         0
SPDR TR                                       X               5        9,260                  0         0
SPDR TR                                       X               3        3,836                  0     8,674
SPDR TR                                       X                       21,300                  0         0
SPDR TR                                       X               3       22,500                  0         0
SPDR TR                                       X               3       42,460                  0         0
SPDR TR                                       X                       58,800                  0         0
SPDR TR                                       X               3       59,665                  0         0
SPDR TR                                       X               6       91,259                  0         0
SPDR TR                                       X               3      399,074                  0         0
SPX CORP                                      X               2          140                  0         0
SPX CORP                                      X               3          458                  0         0
SPX CORP                                      X               7        2,942                  0         0
SPX CORP                                      X               7        8,020                  0         0
SABRE HLDGS CORP                              X               5            0                240         0
SABRE HLDGS CORP                              X               3          814                  0         0
SABRE HLDGS CORP                              X               7        1,090                  0         0
SABRE HLDGS CORP                              X               7        1,215                  0         0
SABRE HLDGS CORP                              X               7        1,461                  0         0
SABRE HLDGS CORP                              X               7        1,950                  0         0
SABRE HLDGS CORP                              X               3        2,300                  0         0
SABRE HLDGS CORP                              X               7        3,034                  0         0
SABRE HLDGS CORP                              X               7        3,210                  0         0
SABRE HLDGS CORP                              X                        3,653                  0         0
SABRE HLDGS CORP                              X               7        5,286                  0         0
SABRE HLDGS CORP                              X               7       11,410                  0         0
SAFECO CORP                                   X               5            0                148         0
SAFECO CORP                                   X               3          900                  0         0
SAFECO CORP                                   X               7          930                  0         0
SAFECO CORP                                   X               7        1,100                  0         0
SAFECO CORP                                   X               7        1,210                  0         0
SAFECO CORP                                   X               7        1,500                  0         0
SAFECO CORP                                   X               7        2,000                  0         0
SAFECO CORP                                   X               7        2,133                  0         0
SAFECO CORP                                   X               7        5,886                  0         0
SAFECO CORP                                   X               7       13,280                  0         0
SAFECO CORP                                   X               3       15,693                  0         0
SAFEWAY INC                                   X               3        1,447                  0         0
SAFEWAY INC                                   X               3        1,450                  0         0
SAFEWAY INC                                   X               7        2,295                  0         0
SAFEWAY INC                                   X               7        2,800                  0         0
SAFEWAY INC                                   X               7        3,194                  0         0
SAFEWAY INC                                   X               7        3,440                  0         0
SAFEWAY INC                                   X               7        4,446                  0         0
SAFEWAY INC                                   X               5            0              4,729         0
SAFEWAY INC                                   X               7        7,191                  0         0
SAFEWAY INC                                   X               7        7,992                  0         0
SAFEWAY INC                                   X               5        8,280                  0         0
SAFEWAY INC                                   X               7        9,398                  0         0
SAFEWAY INC                                   X               5            0             11,800         0
SAFEWAY INC                                   X               2       13,478                  0         0
SAFEWAY INC                                   X               7       20,603                  0         0
SAFEWAY INC                                   X               3       22,566                  0         0
SAFEWAY INC                                   X               7       42,590                  0         0
ST JOE CO                                     X               7          400                  0         0
ST JOE CO                                     X               3          458                  0         0
ST JOE CO                                     X               7        1,100                  0         0
ST JOE CO                                     X                        2,677                  0         0
ST JOE CO                                     X               7        2,942                  0         0
ST JOE CO                                     X                        4,000                  0         0
ST JOE CO                                     X               4        4,500                  0         0
ST JOE CO                                     X               7        7,170                  0         0
ST JUDE MED INC                               X               4            0                  0       145
ST JUDE MED INC                               X               7          480                  0         0
ST JUDE MED INC                               X               2          500                  0         0
ST JUDE MED INC                               X               7          700                  0         0
ST JUDE MED INC                               X               5            0                800         0
ST JUDE MED INC                               X               7          900                  0         0
ST JUDE MED INC                               X               7        1,600                  0         0
ST JUDE MED INC                               X               7        1,850                  0         0
ST JUDE MED INC                               X               5        2,000                  0         0
ST JUDE MED INC                               X               7        2,656                  0         0
ST JUDE MED INC                               X               7        3,050                  0         0
ST JUDE MED INC                               X               5            0              3,100         0
ST JUDE MED INC                               X               7        3,504                  0         0
ST JUDE MED INC                               X               7        5,342                  0         0
ST JUDE MED INC                               X               7        5,980                  0         0
ST JUDE MED INC                               X               7        8,200                  0         0
ST JUDE MED INC                               X               7       16,468                  0         0
ST JUDE MED INC                               X               4          100                  0    20,535
ST JUDE MED INC                               X               7       34,600                  0         0
ST JUDE MED INC                               X               3       46,488                  0         0
ST PAUL TRAVELERS INC                         X                           65                  0         0
ST PAUL TRAVELERS INC                         X               3          145                  0         0
ST PAUL TRAVELERS INC                         X                            0                170         0
ST PAUL TRAVELERS INC                         X               6          171                  0         0
ST PAUL TRAVELERS INC                         X                          215                  0         0
ST PAUL TRAVELERS INC                         X               7          500                  0         0
ST PAUL TRAVELERS INC                         X               7          690                  0         0
ST PAUL TRAVELERS INC                         X               7          700                  0         0
ST PAUL TRAVELERS INC                         X               3        1,040                  0         0
ST PAUL TRAVELERS INC                         X               7        1,250                  0         0
ST PAUL TRAVELERS INC                         X               5            0              1,800         0
ST PAUL TRAVELERS INC                         X               7        2,000                  0         0
ST PAUL TRAVELERS INC                         X               7        2,594                  0         0
ST PAUL TRAVELERS INC                         X               2        3,144                  0         0
ST PAUL TRAVELERS INC                         X               7        3,200                  0         0
ST PAUL TRAVELERS INC                         X               7        5,049                  0         0
ST PAUL TRAVELERS INC                         X               7        5,695                  0         0
ST PAUL TRAVELERS INC                         X               3        6,022                  0         0
ST PAUL TRAVELERS INC                         X               7        6,759                  0         0
ST PAUL TRAVELERS INC                         X               7        7,780                  0         0
ST PAUL TRAVELERS INC                         X               7        9,941                  0         0
ST PAUL TRAVELERS INC                         X               5       10,320                  0         0
ST PAUL TRAVELERS INC                         X               7       10,919                  0         0
ST PAUL TRAVELERS INC                         X               3       11,603                  0        85
ST PAUL TRAVELERS INC                         X               7       14,243                  0         0
ST PAUL TRAVELERS INC                         X               3       14,587                  0         6
ST PAUL TRAVELERS INC                         X               5            0             20,380         0
ST PAUL TRAVELERS INC                         X               4       19,395                792       450
ST PAUL TRAVELERS INC                         X               7       29,745                  0         0
ST PAUL TRAVELERS INC                         X               3       53,084                  0         0
ST PAUL TRAVELERS INC                         X               7       63,817                  0         0
ST PAUL TRAVELERS INC                         X               4      198,135                  0     9,087
SAKS INC                                      X               2       83,090                  0         0
SALOMON BROTHERS FD INC                       X               4            0                  0     2,690
SALOMON BROTHERS FD INC                       X               3    1,000,000                  0         0
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                895         0
SAN PAOLO-IMI S P A                           X               4            0                  0     6,873
SANDISK CORP                                  X                            0                 50         0
SANDISK CORP                                  X               5          930                  0         0
SANDISK CORP                                  X               6        1,400                  0         0
SANDISK CORP                                  X               7        1,750                  0         0
SANDISK CORP                                  X                        3,000                  0         0
SANDISK CORP                                  X               7        5,900                  0         0
SANDISK CORP                                  X               7        9,333                  0         0
SANDISK CORP                                  X               7       17,100                  0         0
SANMINA SCI CORP                              X               2          300                  0         0
SANMINA SCI CORP                              X               3        2,160                  0         0
SANMINA SCI CORP                              X               3        3,053                  0       816
SANMINA SCI CORP                              X               7        3,945                  0         0
SANMINA SCI CORP                              X               6        4,000                  0         0
SANMINA SCI CORP                              X               7        4,120                  0         0
SANMINA SCI CORP                              X               7        4,821                  0         0
SANMINA SCI CORP                              X               7        7,700                  0         0
SANMINA SCI CORP                              X               5        8,040                  0         0
SANMINA SCI CORP                              X               7       16,600                  0         0
SANMINA SCI CORP                              X               5            0             17,700         0
SANMINA SCI CORP                              X               7       20,247                  0         0
SANMINA SCI CORP                              X               3       26,433                  0         0
SANMINA SCI CORP                              X               7       46,040                  0         0
SANMINA SCI CORP                              X               3      193,750                  0         0
SANMINA SCI CORP                              X               3      278,400                  0         0
SANOFI AVENTIS                                X               5          598                  0         0
SANOFI AVENTIS                                X               5            0              2,723         0
SANOFI AVENTIS                                X               4          100                  0     5,611
SANOFI AVENTIS                                X               2       10,730                  0         0
SAP AKTIENGESELLSCHAFT                        X               5           25                  0         0
SAP AKTIENGESELLSCHAFT                        X               4            0                  0       115
SAP AKTIENGESELLSCHAFT                        X               5            0                310         0
SAP AKTIENGESELLSCHAFT                        X               2          770                  0         0
SAP AKTIENGESELLSCHAFT                        X               3        1,600                  0         0
SAP AKTIENGESELLSCHAFT                        X               4            0                  0    16,358
SARA LEE CORP                                 X               7          800                  0         0
SARA LEE CORP                                 X               7        1,000                  0         0
SARA LEE CORP                                 X               7        1,050                  0         0
SARA LEE CORP                                 X               7        1,850                  0         0
SARA LEE CORP                                 X               7        2,750                  0         0
SARA LEE CORP                                 X               3        3,765                  0         0
SARA LEE CORP                                 X               7        4,481                  0         0
SARA LEE CORP                                 X               7        5,550                  0         0
SARA LEE CORP                                 X               7        6,480                  0         0
SARA LEE CORP                                 X               7        7,655                  0         0
SARA LEE CORP                                 X               7       11,492                  0         0
SARA LEE CORP                                 X               7       12,907                  0         0
SARA LEE CORP                                 X               7       17,496                  0         0
SARA LEE CORP                                 X               7       17,900                  0         0
SARA LEE CORP                                 X               4       25,532                  0         0
SARA LEE CORP                                 X               7       35,335                  0         0
SARA LEE CORP                                 X               3       39,455                  0         0
SARA LEE CORP                                 X               4       18,658              3,300    28,500
SARA LEE CORP                                 X               7       76,320                  0         0
SASOL LTD                                     X                            0                 50         0
SASOL LTD                                     X               5          113                  0         0
SASOL LTD                                     X                            0                288         0
SASOL LTD                                     X               5            0                304         0
SASOL LTD                                     X               3            0                  0     9,800
SATYAM COMPUTER SERVICES LTD                  X                            0                 52         0
SATYAM COMPUTER SERVICES LTD                  X                            0                102         0
SATYAM COMPUTER SERVICES LTD                  X               5          117                  0         0
SATYAM COMPUTER SERVICES LTD                  X               5            0                315         0
SATYAM COMPUTER SERVICES LTD                  X               6            0                  0     8,000
SCANA CORP NEW                                X               4          100                  0         0
SCANA CORP NEW                                X               3          713                  0         0
SCANA CORP NEW                                X               4        1,000                  0         0
SCANA CORP NEW                                X               7        4,387                  0         0
SCANA CORP NEW                                X               7        7,500                  0         0
SCANA CORP NEW                                X               7       11,630                  0         0
SCHEIN HENRY INC                              X               3          509                  0         0
SCHEIN HENRY INC                              X               7        3,491                  0         0
SCHEIN HENRY INC                              X               2        3,792                  0         0
SCHEIN HENRY INC                              X               4            0                  0     4,460
SCHEIN HENRY INC                              X               7        8,080                  0         0
SCHERING A G                                  X               5          100                  0         0
SCHERING A G                                  X               5            0              1,740         0
SCHERING A G                                  X               4            0                  0     2,349
SCHERING PLOUGH CORP                          X               4            0                  0       200
SCHERING PLOUGH CORP                          X               3          300                  0         0
SCHERING PLOUGH CORP                          X               7          900                  0         0
SCHERING PLOUGH CORP                          X               7        1,290                  0         0
SCHERING PLOUGH CORP                          X               7        1,450                  0         0
SCHERING PLOUGH CORP                          X               5            0              1,600         0
SCHERING PLOUGH CORP                          X               5        2,130                  0         0
SCHERING PLOUGH CORP                          X               7        2,450                  0         0
SCHERING PLOUGH CORP                          X               3        2,584                  0         0
SCHERING PLOUGH CORP                          X               2        3,200                  0         0
SCHERING PLOUGH CORP                          X               5            0              3,595         0
SCHERING PLOUGH CORP                          X               7        3,810                  0         0
SCHERING PLOUGH CORP                          X               3        4,000                  0         0
SCHERING PLOUGH CORP                          X                        4,000                  0         0
SCHERING PLOUGH CORP                          X               7        4,300                  0         0
SCHERING PLOUGH CORP                          X               7        5,474                  0         0
SCHERING PLOUGH CORP                          X               3        5,900                  0         0
SCHERING PLOUGH CORP                          X               7        7,900                  0         0
SCHERING PLOUGH CORP                          X               7       10,967                  0         0
SCHERING PLOUGH CORP                          X               2       10,978                  0         0
SCHERING PLOUGH CORP                          X               7       12,500                  0         0
SCHERING PLOUGH CORP                          X               7       14,240                  0         0
SCHERING PLOUGH CORP                          X               7       14,690                  0         0
SCHERING PLOUGH CORP                          X               7       16,190                  0         0
SCHERING PLOUGH CORP                          X                       19,200                  0         0
SCHERING PLOUGH CORP                          X               7       23,803                  0         0
SCHERING PLOUGH CORP                          X               7       31,908                  0         0
SCHERING PLOUGH CORP                          X               4       41,096                  0         0
SCHERING PLOUGH CORP                          X               3       58,440                  0         0
SCHERING PLOUGH CORP                          X               7       64,579                  0         0
SCHERING PLOUGH CORP                          X               3       80,000                  0         0
SCHERING PLOUGH CORP                          X               7      138,730                  0         0
SCHLUMBERGER LTD                              X               7          300                  0         0
SCHLUMBERGER LTD                              X               7          300                  0         0
SCHLUMBERGER LTD                              X               7          500                  0         0
SCHLUMBERGER LTD                              X               7          550                  0         0
SCHLUMBERGER LTD                              X               7          950                  0         0
SCHLUMBERGER LTD                              X               7        1,170                  0         0
SCHLUMBERGER LTD                              X               7        1,519                  0         0
SCHLUMBERGER LTD                              X               7        1,650                  0         0
SCHLUMBERGER LTD                              X               2        1,845                  0         0
SCHLUMBERGER LTD                              X               3        2,000                  0         0
SCHLUMBERGER LTD                              X               7        2,043                  0         0
SCHLUMBERGER LTD                              X               7        2,720                  0         0
SCHLUMBERGER LTD                              X               7        4,338                  0         0
SCHLUMBERGER LTD                              X               7        4,593                  0         0
SCHLUMBERGER LTD                              X               7        4,690                  0         0
SCHLUMBERGER LTD                              X               7        4,974                  0         0
SCHLUMBERGER LTD                              X               7        5,727                  0         0
SCHLUMBERGER LTD                              X                        6,305                  0         0
SCHLUMBERGER LTD                              X               7        6,430                  0         0
SCHLUMBERGER LTD                              X               7        7,245                  0         0
SCHLUMBERGER LTD                              X               5        7,800                  0         0
SCHLUMBERGER LTD                              X               5        8,282                  0         0
SCHLUMBERGER LTD                              X               3        9,189                  0         0
SCHLUMBERGER LTD                              X               7        9,353                  0         0
SCHLUMBERGER LTD                              X               3       12,963                  0         0
SCHLUMBERGER LTD                              X               7       13,327                  0         0
SCHLUMBERGER LTD                              X               3       19,360                  0         0
SCHLUMBERGER LTD                              X                       21,600                  0         0
SCHLUMBERGER LTD                              X               7       25,648                  0         0
SCHLUMBERGER LTD                              X               3       29,586                  0         0
SCHLUMBERGER LTD                              X               5            0             35,600         0
SCHLUMBERGER LTD                              X               4       44,861              5,050     1,576
SCHLUMBERGER LTD                              X               7       55,730                  0         0
SCHLUMBERGER LTD                              X               4       49,929                  0     8,257
SCHLUMBERGER LTD                              X               3       60,920                  0     1,500
SCHLUMBERGER LTD                              X               3      536,043                  0         0
SCHWAB CHARLES CORP NEW                       X               5        1,000                  0         0
SCHWAB CHARLES CORP NEW                       X               7        1,910                  0         0
SCHWAB CHARLES CORP NEW                       X               5            0              2,600         0
SCHWAB CHARLES CORP NEW                       X               7        2,750                  0         0
SCHWAB CHARLES CORP NEW                       X               7        3,150                  0         0
SCHWAB CHARLES CORP NEW                       X               4        3,000                  0       170
SCHWAB CHARLES CORP NEW                       X               7        3,700                  0         0
SCHWAB CHARLES CORP NEW                       X               5        5,656                  0         0
SCHWAB CHARLES CORP NEW                       X               7        6,100                  0         0
SCHWAB CHARLES CORP NEW                       X               3        6,691                  0         0
SCHWAB CHARLES CORP NEW                       X               7        6,983                  0         0
SCHWAB CHARLES CORP NEW                       X               7        7,603                  0         0
SCHWAB CHARLES CORP NEW                       X               7        8,830                  0         0
SCHWAB CHARLES CORP NEW                       X               7       10,123                  0         0
SCHWAB CHARLES CORP NEW                       X               7       17,147                  0         0
SCHWAB CHARLES CORP NEW                       X               5            0             17,700         0
SCHWAB CHARLES CORP NEW                       X               7       18,500                  0         0
SCHWAB CHARLES CORP NEW                       X               7       20,850                  0         0
SCHWAB CHARLES CORP NEW                       X               4            0                  0    25,255
SCHWAB CHARLES CORP NEW                       X               7       62,009                  0         0
SCHWAB CHARLES CORP NEW                       X               7      122,640                  0         0
SCHWAB CHARLES CORP NEW                       X               3      350,000                  0         0
SCIENTIFIC ATLANTA INC                        X               7          900                  0         0
SCIENTIFIC ATLANTA INC                        X               7        1,030                  0         0
SCIENTIFIC ATLANTA INC                        X               7        1,210                  0         0
SCIENTIFIC ATLANTA INC                        X               3        1,500                  0         0
SCIENTIFIC ATLANTA INC                        X               7        1,520                  0         0
SCIENTIFIC ATLANTA INC                        X               7        1,700                  0         0
SCIENTIFIC ATLANTA INC                        X               7        2,000                  0         0
SCIENTIFIC ATLANTA INC                        X               7        2,300                  0         0
SCIENTIFIC ATLANTA INC                        X               7        2,353                  0         0
SCIENTIFIC ATLANTA INC                        X               5        4,275                  0         0
SCIENTIFIC ATLANTA INC                        X               3        4,341                  0         0
SCIENTIFIC ATLANTA INC                        X               7        6,033                  0         0
SCIENTIFIC ATLANTA INC                        X               7       14,780                  0         0
SCIENTIFIC ATLANTA INC                        X               2       61,920                  0         0
SCRIPPS E W CO OHIO                           X               4          350                  0         0
SCRIPPS E W CO OHIO                           X               5        2,720                  0         0
SCRIPPS E W CO OHIO                           X               7        3,740                  0         0
SCRIPPS E W CO OHIO                           X               2        4,493                  0         0
SCRIPPS E W CO OHIO                           X               3          560                  0     8,700
SCRIPPS E W CO OHIO                           X               7        9,300                  0         0
SCUDDER NEW ASIA FD INC                       X                       12,000                  0         0
SCUDDER NEW ASIA FD INC                       X               5            0             36,000         0
SEALED AIR CORP NEW                           X               4          208                115         0
SEALED AIR CORP NEW                           X               7          590                  0         0
SEALED AIR CORP NEW                           X               7          660                  0         0
SEALED AIR CORP NEW                           X               7          890                  0         0
SEALED AIR CORP NEW                           X               3        1,000                  0         0
SEALED AIR CORP NEW                           X               5            0              1,115         0
SEALED AIR CORP NEW                           X               7        1,215                  0         0
SEALED AIR CORP NEW                           X               7        2,280                  0         0
SEALED AIR CORP NEW                           X               7        3,291                  0         0
SEALED AIR CORP NEW                           X               3        4,847                  0         0
SEALED AIR CORP NEW                           X               7        8,210                  0         0
SEALED AIR CORP NEW                           X               4       13,774                  0         0
SEARS HLDGS CORP                              X               7          200                  0         0
SEARS HLDGS CORP                              X               3          261                  0         0
SEARS HLDGS CORP                              X                          360                  0         0
SEARS HLDGS CORP                              X               7          368                  0         0
SEARS HLDGS CORP                              X               7          500                  0         0
SEARS HLDGS CORP                              X               7          720                  0         0
SEARS HLDGS CORP                              X               4          301                  0       472
SEARS HLDGS CORP                              X               7          850                  0         0
SEARS HLDGS CORP                              X               7        1,000                  0         0
SEARS HLDGS CORP                              X               7        1,000                  0         0
SEARS HLDGS CORP                              X               7        1,186                  0         0
SEARS HLDGS CORP                              X               7        1,700                  0         0
SEARS HLDGS CORP                              X               4        1,747                  0         0
SEARS HLDGS CORP                              X               5        2,219                  0         0
SEARS HLDGS CORP                              X               7        2,300                  0         0
SEARS HLDGS CORP                              X                        4,800                  0         0
SEARS HLDGS CORP                              X               7        5,260                  0         0
SEARS HLDGS CORP                              X               7       10,500                  0         0
SELECT SECTOR SPDR TR                         X               5        1,530                  0         0
SELECT SECTOR SPDR TR                         X               4            0                  0     4,697
SELECT SECTOR SPDR TR                         X                        6,340                  0         0
SELECT SECTOR SPDR TR                         X               3          619                  0         0
SELECT SECTOR SPDR TR                         X                        2,100                  0         0
SELECT SECTOR SPDR TR                         X               4            0                  0     3,398
SELECT SECTOR SPDR TR                         X               5        3,500                  0         0
SELECT SECTOR SPDR TR                         X               5        7,000                  0         0
SELECT SECTOR SPDR TR                         X               3       10,265                  0         0
SELECT SECTOR SPDR TR                         X               4            0                  0     6,388
SELECT SECTOR SPDR TR                         X                        6,485                  0         0
SELECT SECTOR SPDR TR                         X               3       17,415                  0         0
SELECT SECTOR SPDR TR                         X               3      222,510                  0         0
SELECT SECTOR SPDR TR                         X               3          490                  0         0
SELECT SECTOR SPDR TR                         X                        2,460                  0         0
SELECT SECTOR SPDR TR                         X               4            0                  0     4,290
SELECT SECTOR SPDR TR                         X               3       95,870                  0         0
SELECT SECTOR SPDR TR                         X               2          500                  0         0
SELECT SECTOR SPDR TR                         X               5          600                  0         0
SELECT SECTOR SPDR TR                         X                        4,305                  0         0
SELECT SECTOR SPDR TR                         X               4            0                  0     8,853
SELECT SECTOR SPDR TR                         X               3      146,910                  0         0
SELECT SECTOR SPDR TR                         X               4            0                  0     1,004
SELECT SECTOR SPDR TR                         X                        1,350                  0         0
SELECT SECTOR SPDR TR                         X               5        7,700                  0         0
SEMICONDUCTOR HLDRS TR                        X               2          100                  0         0
SEMICONDUCTOR HLDRS TR                        X               3          800                  0         0
SEMICONDUCTOR HLDRS TR                        X               5            0              5,570         0
SEMICONDUCTOR HLDRS TR                        X               5        8,300                  0         0
SEMICONDUCTOR HLDRS TR                        X               3       21,200                  0       600
SEMPRA ENERGY                                 X                            0                145         0
SEMPRA ENERGY                                 X               5          370                  0         0
SEMPRA ENERGY                                 X               7        1,870                  0         0
SEMPRA ENERGY                                 X               7        2,230                  0         0
SEMPRA ENERGY                                 X               7        2,557                  0         0
SEMPRA ENERGY                                 X               7        3,628                  0         0
SEMPRA ENERGY                                 X               7        4,225                  0         0
SEMPRA ENERGY                                 X               7        4,625                  0         0
SEMPRA ENERGY                                 X               3        5,081                  0         0
SEMPRA ENERGY                                 X               7       11,175                  0         0
SEMPRA ENERGY                                 X               3       18,190                  0         0
SEMPRA ENERGY                                 X               7       22,830                  0         0
SEPRACOR INC                                  X               5            0                273         0
SEPRACOR INC                                  X               7          400                  0         0
SEPRACOR INC                                  X               3          611                  0         0
SEPRACOR INC                                  X               5        1,000                  0         0
SEPRACOR INC                                  X                        1,488                  0         0
SEPRACOR INC                                  X               7        4,989                  0         0
SEPRACOR INC                                  X               7        9,500                  0         0
SERVICE CORP INTL                             X               4        3,000                  0         0
SERVICE CORP INTL                             X               2        4,000                  0         0
SERVICE CORP INTL                             X               3        5,000                  0         0
SERVICEMASTER CO                              X               3        1,679                  0         0
SERVICEMASTER CO                              X               7        7,159                  0         0
SERVICEMASTER CO                              X               7       11,321                  0         0
SERVICEMASTER CO                              X               7       27,970                  0         0
SHAW COMMUNICATIONS INC                       X               2        1,200                  0         0
SHAW COMMUNICATIONS INC                       X               2       64,258                  0         0
SHERWIN WILLIAMS CO                           X               7          814                  0         0
SHERWIN WILLIAMS CO                           X                          899                  0         0
SHERWIN WILLIAMS CO                           X               7          980                  0         0
SHERWIN WILLIAMS CO                           X               3        1,100                  0         0
SHERWIN WILLIAMS CO                           X               7        1,156                  0         0
SHERWIN WILLIAMS CO                           X               7        1,850                  0         0
SHERWIN WILLIAMS CO                           X               7        1,896                  0         0
SHERWIN WILLIAMS CO                           X               7        5,535                  0         0
SHERWIN WILLIAMS CO                           X               7       12,670                  0         0
SHERWIN WILLIAMS CO                           X               3       25,897                  0         0
SHINHAN FINANCIAL GROUP CO L                  X               7          960                  0         0
SHINHAN FINANCIAL GROUP CO L                  X               2        2,375                  0         0
SHINHAN FINANCIAL GROUP CO L                  X               3        2,700                  0         0
SHINHAN FINANCIAL GROUP CO L                  X               6            0                  0     5,680
SHINHAN FINANCIAL GROUP CO L                  X               7       12,510                  0         0
SHINHAN FINANCIAL GROUP CO L                  X               6            0                  0    20,400
SIEBEL SYS INC                                X               1          262                  0         0
SIEBEL SYS INC                                X               5        2,000                  0         0
SIEBEL SYS INC                                X               3        3,153                  0       126
SIEBEL SYS INC                                X               7        4,000                  0         0
SIEBEL SYS INC                                X               7        4,169                  0         0
SIEBEL SYS INC                                X               3        4,500                  0         0
SIEBEL SYS INC                                X               7        5,061                  0         0
SIEBEL SYS INC                                X               7        7,437                  0         0
SIEBEL SYS INC                                X                        9,000                  0         0
SIEBEL SYS INC                                X               7       12,793                  0         0
SIEBEL SYS INC                                X                       15,000                  0         0
SIEBEL SYS INC                                X               7       25,047                  0         0
SIEBEL SYS INC                                X               7       49,560                  0         0
SIEMENS A G                                   X               5           52                  0         0
SIEMENS A G                                   X               3          250                  0         0
SIEMENS A G                                   X               5            0                440         0
SIEMENS A G                                   X               2        2,428                  0         0
SIEMENS A G                                   X               4           22                  0     2,877
SIGMA ALDRICH CORP                            X               7          500                  0         0
SIGMA ALDRICH CORP                            X               7          550                  0         0
SIGMA ALDRICH CORP                            X               4          600                  0         0
SIGMA ALDRICH CORP                            X               7          610                  0         0
SIGMA ALDRICH CORP                            X               7        1,000                  0         0
SIGMA ALDRICH CORP                            X               3            0                  0     1,000
SIGMA ALDRICH CORP                            X               7        1,300                  0         0
SIGMA ALDRICH CORP                            X                        1,407                  0         0
SIGMA ALDRICH CORP                            X               7        2,693                  0         0
SIGMA ALDRICH CORP                            X               3        3,942                  0         0
SIGMA ALDRICH CORP                            X               7        7,380                  0         0
SILICONWARE PRECISION INDS L                  X                            0                118         0
SILICONWARE PRECISION INDS L                  X                            0                229         0
SILICONWARE PRECISION INDS L                  X               5          268                  0         0
SILICONWARE PRECISION INDS L                  X               5            0                724         0
SILICONWARE PRECISION INDS L                  X               6            0                  0   671,181
SILICONWARE PRECISION INDS L                  X               6      492,007                  0   945,540
SILVER STD RES INC                            X               3            0                  0       750
SILVER STD RES INC                            X               3       77,298                  0         0
SIMON PPTY GROUP INC NEW                      X               4          190                  0         0
SIMON PPTY GROUP INC NEW                      X               7          500                  0         0
SIMON PPTY GROUP INC NEW                      X               7          650                  0         0
SIMON PPTY GROUP INC NEW                      X               7        1,173                  0         0
SIMON PPTY GROUP INC NEW                      X               7        1,347                  0         0
SIMON PPTY GROUP INC NEW                      X               7        1,550                  0         0
SIMON PPTY GROUP INC NEW                      X               7        1,775                  0         0
SIMON PPTY GROUP INC NEW                      X               7        2,584                  0         0
SIMON PPTY GROUP INC NEW                      X               7        3,001                  0         0
SIMON PPTY GROUP INC NEW                      X               7        4,800                  0         0
SIMON PPTY GROUP INC NEW                      X               7        5,249                  0         0
SIMON PPTY GROUP INC NEW                      X               3        4,209                  0     3,840
SIMON PPTY GROUP INC NEW                      X               7       20,990                  0         0
SINOPEC SHANGHAI PETROCHEMIC                  X               3        2,700                  0         0
SINOPEC SHANGHAI PETROCHEMIC                  X               2        3,175                  0         0
SIRIUS SATELLITE RADIO INC                    X               3        1,000                  0         0
SIRIUS SATELLITE RADIO INC                    X               2        5,000                  0         0
SIRIUS SATELLITE RADIO INC                    X               7        5,100                  0         0
SIRIUS SATELLITE RADIO INC                    X               7        5,300                  0         0
SIRIUS SATELLITE RADIO INC                    X               2        5,900                  0         0
SIRIUS SATELLITE RADIO INC                    X               3        7,682                  0         0
SIRIUS SATELLITE RADIO INC                    X               7       62,918                  0         0
SIRIUS SATELLITE RADIO INC                    X               7      125,900                  0         0
SMART & FINAL INC                             X               3            0                  0   180,000
SMITH INTL INC                                X               5            0                530         0
SMITH INTL INC                                X               3          611                  0         0
SMITH INTL INC                                X               4            0                  0       633
SMITH INTL INC                                X                          858                  0         0
SMITH INTL INC                                X               7        1,400                  0         0
SMITH INTL INC                                X               7        9,878                  0         0
SMITH INTL INC                                X               7       21,340                  0         0
SMITHFIELD FOODS INC                          X               2          500                  0         0
SMITHFIELD FOODS INC                          X               3          625                  0         0
SMITHFIELD FOODS INC                          X               3          662                  0         0
SMITHFIELD FOODS INC                          X               7        4,338                  0         0
SMITHFIELD FOODS INC                          X               7        9,600                  0         0
SMUCKER J M CO                                X               6            2                  0         0
SMUCKER J M CO                                X               5           64                  0         0
SMUCKER J M CO                                X               2        1,222                  0         0
SMUCKER J M CO                                X               4        4,004                  0         0
SMURFIT-STONE CONTAINER CORP                  X               2          345                  0         0
SMURFIT-STONE CONTAINER CORP                  X               5            0              1,350         0
SMURFIT-STONE CONTAINER CORP                  X                        1,800                  0         0
SMURFIT-STONE CONTAINER CORP                  X                        2,000                  0         0
SMURFIT-STONE CONTAINER CORP                  X               7        7,380                  0         0
SMURFIT-STONE CONTAINER CORP                  X               5            0              9,900         0
SMURFIT-STONE CONTAINER CORP                  X               3        8,309                  0     3,608
SMURFIT-STONE CONTAINER CORP                  X               7       17,760                  0         0
SOLECTRON CORP                                X               5            0              4,435         0
SOLECTRON CORP                                X               7        5,700                  0         0
SOLECTRON CORP                                X               3        5,851                  0         0
SOLECTRON CORP                                X               7        7,028                  0         0
SOLECTRON CORP                                X               7        7,610                  0         0
SOLECTRON CORP                                X               2        8,931                  0         0
SOLECTRON CORP                                X               5        9,590                  0         0
SOLECTRON CORP                                X               7       10,356                  0         0
SOLECTRON CORP                                X               7       12,987                  0         0
SOLECTRON CORP                                X               7       15,054                  0         0
SOLECTRON CORP                                X               7       23,653                  0         0
SOLECTRON CORP                                X               7       37,749                  0         0
SOLECTRON CORP                                X               3       48,895                  0         0
SOLECTRON CORP                                X               7       93,280                  0         0
SONY CORP                                     X               3           60                  0         0
SONY CORP                                     X               4          600                  0         0
SONY CORP                                     X               3          730                  0       175
SONY CORP                                     X               5        1,390                  0         0
SONY CORP                                     X                        3,600                  0         0
SONY CORP                                     X               2        6,675                  0         0
SONY CORP                                     X               5            0              6,989         0
SONY CORP                                     X               3       48,450                  0         0
SOUTHERN CO                                   X               2          120                  0         0
SOUTHERN CO                                   X               3          700                  0         0
SOUTHERN CO                                   X               7          700                  0         0
SOUTHERN CO                                   X               7          700                  0         0
SOUTHERN CO                                   X               7          790                  0         0
SOUTHERN CO                                   X               7        1,550                  0         0
SOUTHERN CO                                   X               7        2,500                  0         0
SOUTHERN CO                                   X               7        3,008                  0         0
SOUTHERN CO                                   X               2        4,000                  0         0
SOUTHERN CO                                   X               7        5,561                  0         0
SOUTHERN CO                                   X               7        6,120                  0         0
SOUTHERN CO                                   X               7        6,140                  0         0
SOUTHERN CO                                   X               7        7,128                  0         0
SOUTHERN CO                                   X               7        9,881                  0         0
SOUTHERN CO                                   X               3       10,937                  0         0
SOUTHERN CO                                   X               5       11,700                  0         0
SOUTHERN CO                                   X               3            0                  0    11,900
SOUTHERN CO                                   X               7       12,074                  0         0
SOUTHERN CO                                   X               7       17,684                  0         0
SOUTHERN CO                                   X               7       32,289                  0         0
SOUTHERN CO                                   X               7       69,720                  0         0
SOUTHERN CO                                   X               4       72,425             14,881    17,900
SOUTHERN CO                                   X               4      117,781              1,000    11,090
SOUTHERN CO                                   X               3    4,000,000                  0         0
SOUTHERN PERU COPPER CORP                     X               3        1,000                  0         0
SOUTHERN PERU COPPER CORP                     X               3            0                  0    12,100
SOUTHWEST AIRLS CO                            X               5          140                  0         0
SOUTHWEST AIRLS CO                            X               7        1,100                  0         0
SOUTHWEST AIRLS CO                            X               7        1,230                  0         0
SOUTHWEST AIRLS CO                            X               7        1,750                  0         0
SOUTHWEST AIRLS CO                            X               7        2,000                  0         0
SOUTHWEST AIRLS CO                            X               7        3,900                  0         0
SOUTHWEST AIRLS CO                            X               3        4,033                  0         0
SOUTHWEST AIRLS CO                            X               7        4,626                  0         0
SOUTHWEST AIRLS CO                            X               4        5,062                  0         0
SOUTHWEST AIRLS CO                            X               7        5,150                  0         0
SOUTHWEST AIRLS CO                            X               7        5,254                  0         0
SOUTHWEST AIRLS CO                            X               7        6,486                  0         0
SOUTHWEST AIRLS CO                            X               7       11,102                  0         0
SOUTHWEST AIRLS CO                            X               7       15,674                  0         0
SOUTHWEST AIRLS CO                            X               3       34,842                  0         0
SOUTHWEST AIRLS CO                            X               7       35,767                  0         0
SOUTHWEST AIRLS CO                            X               7       72,790                  0         0
SOUTHWEST AIRLS CO                            X               3      198,970                  0         0
SOVEREIGN BANCORP INC                         X               4          225                  0       722
SOVEREIGN BANCORP INC                         X               3        2,137                  0         0
SOVEREIGN BANCORP INC                         X               7        2,810                  0         0
SOVEREIGN BANCORP INC                         X               7        2,951                  0         0
SOVEREIGN BANCORP INC                         X               7        3,000                  0         0
SOVEREIGN BANCORP INC                         X               7        3,020                  0         0
SOVEREIGN BANCORP INC                         X               7        3,640                  0         0
SOVEREIGN BANCORP INC                         X               7        4,250                  0         0
SOVEREIGN BANCORP INC                         X               7        5,300                  0         0
SOVEREIGN BANCORP INC                         X               2       10,000                  0         0
SOVEREIGN BANCORP INC                         X               7       17,263                  0         0
SOVEREIGN BANCORP INC                         X               7       34,780                  0         0
SPEEDUS CORP                                  X               3            0                  0    10,000
SPINNAKER EXPL CO                             X                        3,200                  0         0
SPINNAKER EXPL CO                             X                       12,800                  0         0
SPRINT NEXTEL CORP                            X                            0                165         0
SPRINT NEXTEL CORP                            X               5            0                260         0
SPRINT NEXTEL CORP                            X               5            0                375         0
SPRINT NEXTEL CORP                            X               3          625                  0         0
SPRINT NEXTEL CORP                            X               7        1,334                  0         0
SPRINT NEXTEL CORP                            X               7        1,590                  0         0
SPRINT NEXTEL CORP                            X               7        2,127                  0         0
SPRINT NEXTEL CORP                            X               7        2,454                  0         0
SPRINT NEXTEL CORP                            X               3        2,520                  0         0
SPRINT NEXTEL CORP                            X               7        3,200                  0         0
SPRINT NEXTEL CORP                            X               7        3,387                  0         0
SPRINT NEXTEL CORP                            X               3        4,000                  0         0
SPRINT NEXTEL CORP                            X               7        4,291                  0         0
SPRINT NEXTEL CORP                            X               2        4,899                  0         0
SPRINT NEXTEL CORP                            X               4        7,000                  0         0
SPRINT NEXTEL CORP                            X               7        7,539                  0         0
SPRINT NEXTEL CORP                            X               7        9,512                  0         0
SPRINT NEXTEL CORP                            X               7       10,643                  0         0
SPRINT NEXTEL CORP                            X               5       15,905                  0         0
SPRINT NEXTEL CORP                            X               5            0             16,400         0
SPRINT NEXTEL CORP                            X               3       17,429                  0         0
SPRINT NEXTEL CORP                            X               7       19,264                  0         0
SPRINT NEXTEL CORP                            X               7       21,591                  0         0
SPRINT NEXTEL CORP                            X               7       24,650                  0         0
SPRINT NEXTEL CORP                            X               7       28,854                  0         0
SPRINT NEXTEL CORP                            X               7       41,024                  0         0
SPRINT NEXTEL CORP                            X               4        2,195                  0    42,477
SPRINT NEXTEL CORP                            X               7       46,881                  0         0
SPRINT NEXTEL CORP                            X               7       62,733                  0         0
SPRINT NEXTEL CORP                            X               3       65,359                  0     1,014
SPRINT NEXTEL CORP                            X               7      122,926                  0         0
SPRINT NEXTEL CORP                            X               7      264,026                  0         0
SPRINT NEXTEL CORP                            X               3      282,499                  0         0
SS&C TECHNOLOGIES INC                         X                       27,819                  0         0
SS&C TECHNOLOGIES INC                         X                       38,362                  0         0
STANLEY WKS                                   X                            0                130         0
STANLEY WKS                                   X               5          320                  0         0
STANLEY WKS                                   X               3          458                  0         0
STANLEY WKS                                   X               7          580                  0         0
STANLEY WKS                                   X               7          650                  0         0
STANLEY WKS                                   X               7          800                  0         0
STANLEY WKS                                   X               7        1,200                  0         0
STANLEY WKS                                   X               7        1,300                  0         0
STANLEY WKS                                   X               7        3,142                  0         0
STANLEY WKS                                   X                        4,338                  0         0
STANLEY WKS                                   X               4            0              7,000         0
STANLEY WKS                                   X               7        7,950                  0         0
STAPLES INC                                   X               5            0                574         0
STAPLES INC                                   X               7          600                  0         0
STAPLES INC                                   X               7          970                  0         0
STAPLES INC                                   X               7        1,400                  0         0
STAPLES INC                                   X               7        1,725                  0         0
STAPLES INC                                   X               7        3,000                  0         0
STAPLES INC                                   X               7        3,573                  0         0
STAPLES INC                                   X               2        4,250                  0         0
STAPLES INC                                   X               4        1,554                  0     3,205
STAPLES INC                                   X               7        5,499                  0         0
STAPLES INC                                   X               7        6,160                  0         0
STAPLES INC                                   X               7        7,186                  0         0
STAPLES INC                                   X               3        8,300                  0         0
STAPLES INC                                   X               7       11,089                  0         0
STAPLES INC                                   X               3       11,540                  0         0
STAPLES INC                                   X               7       12,107                  0         0
STAPLES INC                                   X               7       12,500                  0         0
STAPLES INC                                   X               7       16,606                  0         0
STAPLES INC                                   X               7       34,817                  0         0
STAPLES INC                                   X               3       36,956                  0         0
STAPLES INC                                   X               7       69,135                  0         0
STARBUCKS CORP                                X               7          220                  0         0
STARBUCKS CORP                                X               7          300                  0         0
STARBUCKS CORP                                X               7          400                  0         0
STARBUCKS CORP                                X               7          450                  0         0
STARBUCKS CORP                                X               7          700                  0         0
STARBUCKS CORP                                X               4           80                  0       841
STARBUCKS CORP                                X                        1,100                  0         0
STARBUCKS CORP                                X               7        1,200                  0         0
STARBUCKS CORP                                X               7        1,617                  0         0
STARBUCKS CORP                                X               7        2,300                  0         0
STARBUCKS CORP                                X               2        2,420                  0         0
STARBUCKS CORP                                X               7        2,763                  0         0
STARBUCKS CORP                                X               7        3,050                  0         0
STARBUCKS CORP                                X                        3,597                  0         0
STARBUCKS CORP                                X               7        3,755                  0         0
STARBUCKS CORP                                X               5            0              4,752         0
STARBUCKS CORP                                X               7        5,450                  0         0
STARBUCKS CORP                                X               7        6,131                  0         0
STARBUCKS CORP                                X               3        8,064                  0         0
STARBUCKS CORP                                X               7        9,804                  0         0
STARBUCKS CORP                                X               7       16,438                  0         0
STARBUCKS CORP                                X               7       17,266                  0         0
STARBUCKS CORP                                X               5       26,393                  0         0
STARBUCKS CORP                                X               7       72,600                  0         0
STARTEK INC                                   X               4       15,300                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7          300                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7          360                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7          500                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               2          525                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7          600                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        1,100                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        1,200                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        1,538                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        1,730                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        1,850                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        2,119                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        3,100                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        3,650                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        4,700                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        5,000                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               2        7,400                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7        9,428                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               3       13,688                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               7       20,630                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               4       28,885              4,394       675
STARWOOD HOTELS&RESORTS WRLD                  X               3       36,600                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X               4      156,308                  0     2,981
STATE STR CORP                                X               5           40                  0         0
STATE STR CORP                                X               7          510                  0         0
STATE STR CORP                                X               7          750                  0         0
STATE STR CORP                                X               7          950                  0         0
STATE STR CORP                                X               7        1,600                  0         0
STATE STR CORP                                X               7        1,721                  0         0
STATE STR CORP                                X               3        1,730                  0         0
STATE STR CORP                                X               4        1,745                  0         0
STATE STR CORP                                X               7        2,339                  0         0
STATE STR CORP                                X               7        2,760                  0         0
STATE STR CORP                                X               7        3,216                  0         0
STATE STR CORP                                X               7        3,259                  0         0
STATE STR CORP                                X               7        5,141                  0         0
STATE STR CORP                                X               4        2,800                  0     3,293
STATE STR CORP                                X               7        6,500                  0         0
STATE STR CORP                                X               7        6,911                  0         0
STATE STR CORP                                X               7       15,270                  0         0
STATE STR CORP                                X               7       31,570                  0         0
STATION CASINOS INC                           X               5            0                293         0
STATION CASINOS INC                           X               3          306                  0         0
STATION CASINOS INC                           X               7        1,994                  0         0
STATION CASINOS INC                           X               7        4,300                  0         0
STATOIL ASA                                   X               2        1,230                  0         0
STATOIL ASA                                   X               3       10,000                  0         0
STERLING BANCORP                              X               4       31,507                  0         0
STMICROELECTRONICS N V                        X               5          290                  0         0
STMICROELECTRONICS N V                        X               3          800                  0         0
STMICROELECTRONICS N V                        X                        2,000                  0         0
STMICROELECTRONICS N V                        X               2        4,295                  0         0
STMICROELECTRONICS N V                        X               5            0             12,809         0
STMICROELECTRONICS N V                        X               3       92,500                  0         0
STREETTRACKS GOLD TR                          X               2          500                  0         0
STREETTRACKS GOLD TR                          X               3            0                  0       600
STREETTRACKS GOLD TR                          X               3       11,300                  0         0
STREETTRACKS GOLD TR                          X                       16,000                  0         0
STRYKER CORP                                  X               3          255                  0         0
STRYKER CORP                                  X               7          550                  0         0
STRYKER CORP                                  X               7          800                  0         0
STRYKER CORP                                  X               2        1,025                  0         0
STRYKER CORP                                  X               7        1,300                  0         0
STRYKER CORP                                  X               7        1,400                  0         0
STRYKER CORP                                  X               5            0              2,100         0
STRYKER CORP                                  X               7        2,108                  0         0
STRYKER CORP                                  X               7        2,480                  0         0
STRYKER CORP                                  X               3        2,800                  0         0
STRYKER CORP                                  X               7        2,834                  0         0
STRYKER CORP                                  X               7        4,084                  0         0
STRYKER CORP                                  X               7        4,770                  0         0
STRYKER CORP                                  X               7        7,030                  0         0
STRYKER CORP                                  X               3       14,000                  0         0
STRYKER CORP                                  X               7       14,619                  0         0
STRYKER CORP                                  X               3       16,365                  0       300
STRYKER CORP                                  X               4       15,049              1,265     1,132
STRYKER CORP                                  X               7       27,820                  0         0
STRYKER CORP                                  X               4      182,847                  0    18,282
SUN LIFE FINL INC                             X               3        3,900                  0         0
SUN LIFE FINL INC                             X               2      261,207                  0         0
SUN MICROSYSTEMS INC                          X               1          278                  0         0
SUN MICROSYSTEMS INC                          X               5            0              1,930         0
SUN MICROSYSTEMS INC                          X               7        2,600                  0         0
SUN MICROSYSTEMS INC                          X               4          400                  0     3,000
SUN MICROSYSTEMS INC                          X               3        3,520                  0         0
SUN MICROSYSTEMS INC                          X               7        4,310                  0         0
SUN MICROSYSTEMS INC                          X               7        6,400                  0         0
SUN MICROSYSTEMS INC                          X               7        7,500                  0         0
SUN MICROSYSTEMS INC                          X               4       12,830                  0         0
SUN MICROSYSTEMS INC                          X               7       13,800                  0         0
SUN MICROSYSTEMS INC                          X               7       17,342                  0         0
SUN MICROSYSTEMS INC                          X               7       20,600                  0         0
SUN MICROSYSTEMS INC                          X               2       22,620                  0         0
SUN MICROSYSTEMS INC                          X                       22,804                  0         0
SUN MICROSYSTEMS INC                          X               7       25,046                  0         0
SUN MICROSYSTEMS INC                          X               7       27,320                  0         0
SUN MICROSYSTEMS INC                          X               7       28,460                  0         0
SUN MICROSYSTEMS INC                          X                       32,000                  0         0
SUN MICROSYSTEMS INC                          X               7       33,175                  0         0
SUN MICROSYSTEMS INC                          X               3       44,487                  0     3,150
SUN MICROSYSTEMS INC                          X               7       51,500                  0         0
SUN MICROSYSTEMS INC                          X               7       56,423                  0         0
SUN MICROSYSTEMS INC                          X               3       22,542                  0    39,303
SUN MICROSYSTEMS INC                          X               7       78,166                  0         0
SUN MICROSYSTEMS INC                          X               5      134,257                  0         0
SUN MICROSYSTEMS INC                          X               7      164,300                  0         0
SUN MICROSYSTEMS INC                          X               3      171,490                  0         0
SUN MICROSYSTEMS INC                          X               7      324,960                  0         0
SUNCOR ENERGY INC                             X               3        8,920                  0         0
SUNCOR ENERGY INC                             X                       15,000                  0         0
SUNCOR ENERGY INC                             X               2       45,862                  0         0
SUNCOR ENERGY INC                             X               3      118,050                  0         0
SUNOCO INC                                    X               7        1,040                  0         0
SUNOCO INC                                    X               7        1,200                  0         0
SUNOCO INC                                    X               7        1,300                  0         0
SUNOCO INC                                    X               7        1,400                  0         0
SUNOCO INC                                    X               7        1,450                  0         0
SUNOCO INC                                    X               3        1,600                  0         0
SUNOCO INC                                    X               7        2,072                  0         0
SUNOCO INC                                    X               3        2,456                  0         0
SUNOCO INC                                    X               7        3,328                  0         0
SUNOCO INC                                    X               4            0              5,694         0
SUNOCO INC                                    X               7        6,386                  0         0
SUNOCO INC                                    X               7       14,660                  0         0
SUNRISE SENIOR LIVING INC                     X                          344                  0         0
SUNRISE SENIOR LIVING INC                     X               2          450                  0         0
SUNRISE SENIOR LIVING INC                     X               3            0                  0     5,520
SUNTRUST BKS INC                              X               2           25                  0         0
SUNTRUST BKS INC                              X               5            0                160         0
SUNTRUST BKS INC                              X               7          300                  0         0
SUNTRUST BKS INC                              X               5            0                315         0
SUNTRUST BKS INC                              X               7          360                  0         0
SUNTRUST BKS INC                              X               7          400                  0         0
SUNTRUST BKS INC                              X               7          650                  0         0
SUNTRUST BKS INC                              X               7        1,100                  0         0
SUNTRUST BKS INC                              X               7        1,563                  0         0
SUNTRUST BKS INC                              X               7        2,599                  0         0
SUNTRUST BKS INC                              X               7        3,080                  0         0
SUNTRUST BKS INC                              X               4        2,206                  0     1,085
SUNTRUST BKS INC                              X               7        3,496                  0         0
SUNTRUST BKS INC                              X               3        5,182                  0         0
SUNTRUST BKS INC                              X               7        5,812                  0         0
SUNTRUST BKS INC                              X               7        5,862                  0         0
SUNTRUST BKS INC                              X               7        7,515                  0         0
SUNTRUST BKS INC                              X               7       16,019                  0         0
SUNTRUST BKS INC                              X               3       29,095                  0         0
SUNTRUST BKS INC                              X               7       34,493                  0         0
SUPERVALU INC                                 X               2           30                  0         0
SUPERVALU INC                                 X               3          865                  0         0
SUPERVALU INC                                 X               7          960                  0         0
SUPERVALU INC                                 X               7        1,080                  0         0
SUPERVALU INC                                 X               7        1,385                  0         0
SUPERVALU INC                                 X               3        1,400                  0         0
SUPERVALU INC                                 X               7        2,016                  0         0
SUPERVALU INC                                 X               7        3,284                  0         0
SUPERVALU INC                                 X               7        5,335                  0         0
SUPERVALU INC                                 X               7       12,080                  0         0
SYMANTEC CORP                                 X                           42                  0         0
SYMANTEC CORP                                 X               7          400                  0         0
SYMANTEC CORP                                 X               5            0                459         0
SYMANTEC CORP                                 X               3          400                  0       400
SYMANTEC CORP                                 X               7        1,226                  0         0
SYMANTEC CORP                                 X               7        1,793                  0         0
SYMANTEC CORP                                 X               7        2,317                  0         0
SYMANTEC CORP                                 X               5        2,660                  0         0
SYMANTEC CORP                                 X               7        3,311                  0         0
SYMANTEC CORP                                 X                            0              3,620         0
SYMANTEC CORP                                 X                        3,901                  0         0
SYMANTEC CORP                                 X               7        4,223                  0         0
SYMANTEC CORP                                 X               2        5,000                  0         0
SYMANTEC CORP                                 X               7        6,019                  0         0
SYMANTEC CORP                                 X               7        6,285                  0         0
SYMANTEC CORP                                 X               3        6,581                  0         0
SYMANTEC CORP                                 X               7        8,935                  0         0
SYMANTEC CORP                                 X               7        9,490                  0         0
SYMANTEC CORP                                 X               7       10,173                  0         0
SYMANTEC CORP                                 X                       10,769                  0         0
SYMANTEC CORP                                 X               7       11,911                  0         0
SYMANTEC CORP                                 X               7       19,388                  0         0
SYMANTEC CORP                                 X               4       19,344              1,170     1,528
SYMANTEC CORP                                 X               7       24,256                  0         0
SYMANTEC CORP                                 X               3       35,766                  0       625
SYMANTEC CORP                                 X               2       37,687                  0         0
SYMANTEC CORP                                 X               6       38,385                  0         0
SYMANTEC CORP                                 X               7       51,749                  0         0
SYMANTEC CORP                                 X               3       60,237                  0         0
SYMANTEC CORP                                 X               3       98,331                  0         0
SYMANTEC CORP                                 X               7      113,209                  0         0
SYMANTEC CORP                                 X               4      169,034                  0    59,090
SYMANTEC CORP                                 X               3      329,165                  0         0
SYMBOL TECHNOLOGIES INC                       X               5        1,000                  0         0
SYMBOL TECHNOLOGIES INC                       X               7        1,747                  0         0
SYMBOL TECHNOLOGIES INC                       X               7        1,890                  0         0
SYMBOL TECHNOLOGIES INC                       X               3        2,151                  0         0
SYMBOL TECHNOLOGIES INC                       X               7        2,750                  0         0
SYMBOL TECHNOLOGIES INC                       X               7        3,400                  0         0
SYMBOL TECHNOLOGIES INC                       X               7        3,700                  0         0
SYMBOL TECHNOLOGIES INC                       X                        6,808                  0         0
SYMBOL TECHNOLOGIES INC                       X               7        9,424                  0         0
SYMBOL TECHNOLOGIES INC                       X               7       20,900                  0         0
SYNOPSYS INC                                  X               5            0                870         0
SYNOPSYS INC                                  X               5            0              1,095         0
SYNOPSYS INC                                  X                        1,627                  0         0
SYNOPSYS INC                                  X               7        2,460                  0         0
SYNOPSYS INC                                  X               7        3,300                  0         0
SYNOPSYS INC                                  X               7        4,310                  0         0
SYNOPSYS INC                                  X               7        5,100                  0         0
SYNOPSYS INC                                  X               7       14,090                  0         0
SYNOPSYS INC                                  X               2       16,040                  0         0
SYNOVUS FINL CORP                             X               7        2,188                  0         0
SYNOVUS FINL CORP                             X               7        2,400                  0         0
SYNOVUS FINL CORP                             X               7        2,650                  0         0
SYNOVUS FINL CORP                             X               7        3,001                  0         0
SYNOVUS FINL CORP                             X               7        3,640                  0         0
SYNOVUS FINL CORP                             X               7        5,054                  0         0
SYNOVUS FINL CORP                             X               7        7,646                  0         0
SYNOVUS FINL CORP                             X               7       11,340                  0         0
SYNOVUS FINL CORP                             X               7       13,517                  0         0
SYNOVUS FINL CORP                             X               7       28,850                  0         0
SYNOVUS FINL CORP                             X               3       45,000                  0         0
SYSCO CORP                                    X               2          200                  0         0
SYSCO CORP                                    X               7          360                  0         0
SYSCO CORP                                    X               7          740                  0         0
SYSCO CORP                                    X               7          800                  0         0
SYSCO CORP                                    X               7        1,400                  0         0
SYSCO CORP                                    X                        1,500                  0         0
SYSCO CORP                                    X               7        1,750                  0         0
SYSCO CORP                                    X               5        2,775                  0         0
SYSCO CORP                                    X               7        2,850                  0         0
SYSCO CORP                                    X               3        3,053                  0         0
SYSCO CORP                                    X               3        3,780                  0         0
SYSCO CORP                                    X               7        4,586                  0         0
SYSCO CORP                                    X               7        5,056                  0         0
SYSCO CORP                                    X               7        5,150                  0         0
SYSCO CORP                                    X               7        6,070                  0         0
SYSCO CORP                                    X               7       10,301                  0         0
SYSCO CORP                                    X               7       10,979                  0         0
SYSCO CORP                                    X               3       12,846                  0         0
SYSCO CORP                                    X               7       13,416                  0         0
SYSCO CORP                                    X               2       21,360                  0         0
SYSCO CORP                                    X               7       27,647                  0         0
SYSCO CORP                                    X               6       32,860                  0         0
SYSCO CORP                                    X               4       33,311                  0     1,239
SYSCO CORP                                    X               7       60,260                  0         0
SYSCO CORP                                    X               3       66,310                  0         0
SYSCO CORP                                    X               3      133,900                  0         0
TCF FINL CORP                                 X               5            0                600         0
TCF FINL CORP                                 X               3          814                  0         0
TCF FINL CORP                                 X               7        2,300                  0         0
TCF FINL CORP                                 X               7        5,386                  0         0
TCF FINL CORP                                 X               7       12,280                  0         0
TD BANKNORTH INC                              X               2          400                  0         0
TD BANKNORTH INC                              X               3          524                  0         0
TD BANKNORTH INC                              X               7        3,347                  0         0
TD BANKNORTH INC                              X               7        8,011                  0         0
TECO ENERGY INC                               X               3        1,171                  0         0
TECO ENERGY INC                               X               7        1,400                  0         0
TECO ENERGY INC                               X               7        1,570                  0         0
TECO ENERGY INC                               X               7        2,204                  0         0
TECO ENERGY INC                               X               7        2,800                  0         0
TECO ENERGY INC                               X               7        7,729                  0         0
TECO ENERGY INC                               X               7       20,470                  0         0
TJX COS INC NEW                               X               7        1,400                  0         0
TJX COS INC NEW                               X               7        2,300                  0         0
TJX COS INC NEW                               X               3        2,451                  0         0
TJX COS INC NEW                               X               7        2,898                  0         0
TJX COS INC NEW                               X               7        3,334                  0         0
TJX COS INC NEW                               X               7        3,936                  0         0
TJX COS INC NEW                               X               2        4,600                  0         0
TJX COS INC NEW                               X               7        4,779                  0         0
TJX COS INC NEW                               X               7        5,579                  0         0
TJX COS INC NEW                               X               7        6,843                  0         0
TJX COS INC NEW                               X                        7,614                  0         0
TJX COS INC NEW                               X               4            0                  0     9,384
TJX COS INC NEW                               X               7       11,439                  0         0
TJX COS INC NEW                               X               7       21,849                  0         0
TJX COS INC NEW                               X               3       23,430                  0         0
TJX COS INC NEW                               X               7       46,910                  0         0
TXU CORP                                      X               4           52                  0         0
TXU CORP                                      X               3          178                  0         0
TXU CORP                                      X               7          240                  0         0
TXU CORP                                      X               7          250                  0         0
TXU CORP                                      X               7          300                  0         0
TXU CORP                                      X               7          450                  0         0
TXU CORP                                      X               4          500                  0         0
TXU CORP                                      X               7          650                  0         0
TXU CORP                                      X               7          939                  0         0
TXU CORP                                      X               3          965                  0         0
TXU CORP                                      X               7        1,200                  0         0
TXU CORP                                      X               7        1,778                  0         0
TXU CORP                                      X               7        2,050                  0         0
TXU CORP                                      X               7        2,324                  0         0
TXU CORP                                      X               7        2,480                  0         0
TXU CORP                                      X               5        2,300                  0     1,000
TXU CORP                                      X               7        3,884                  0         0
TXU CORP                                      X               7        4,972                  0         0
TXU CORP                                      X               7        5,369                  0         0
TXU CORP                                      X               3        9,457                  0         0
TXU CORP                                      X               7       10,576                  0         0
TXU CORP                                      X               7       22,640                  0         0
TAIWAN FD INC                                 X               5       13,100                  0         0
TAIWAN GREATER CHINA FD                       X               3       12,600                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X                            0                153         0
TAIWAN SEMICONDUCTOR MFG LTD                  X                            0                282         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               3            0                  0     2,394
TAIWAN SEMICONDUCTOR MFG LTD                  X               3        2,754                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               5            0              8,399         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               7        9,088                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               7        9,264                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               5            0             12,357         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               5       25,724                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               2       27,235                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               5       36,425                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               7       39,772                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               3       66,976                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               3            0                  0    69,009
TAIWAN SEMICONDUCTOR MFG LTD                  X               3      607,301                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X               6            0                  0 1,007,021
TAIWAN SEMICONDUCTOR MFG LTD                  X               6      423,905                  0 1,010,974
TALISMAN ENERGY INC                           X               5            0                205         0
TALISMAN ENERGY INC                           X                        9,000                  0         0
TALISMAN ENERGY INC                           X               2      111,493                  0         0
TARGET CORP                                   X               5          200                  0         0
TARGET CORP                                   X               7          500                  0         0
TARGET CORP                                   X               2          645                  0         0
TARGET CORP                                   X               7          710                  0         0
TARGET CORP                                   X               5            0                780         0
TARGET CORP                                   X               7          800                  0         0
TARGET CORP                                   X               7        1,400                  0         0
TARGET CORP                                   X               7        2,000                  0         0
TARGET CORP                                   X               7        2,400                  0         0
TARGET CORP                                   X               7        2,942                  0         0
TARGET CORP                                   X               7        4,120                  0         0
TARGET CORP                                   X                        6,000                  0         0
TARGET CORP                                   X               7        6,533                  0         0
TARGET CORP                                   X               5            0              7,100         0
TARGET CORP                                   X               7        7,450                  0         0
TARGET CORP                                   X               7        7,470                  0         0
TARGET CORP                                   X                        7,520                  0         0
TARGET CORP                                   X               7        8,590                  0         0
TARGET CORP                                   X               7        8,702                  0         0
TARGET CORP                                   X               7       13,660                  0         0
TARGET CORP                                   X               7       14,193                  0         0
TARGET CORP                                   X               3       14,394                  0         0
TARGET CORP                                   X               7       18,831                  0         0
TARGET CORP                                   X               7       39,270                  0         0
TARGET CORP                                   X               3       44,490                  0         0
TARGET CORP                                   X               4       25,130              1,100    26,465
TARGET CORP                                   X               4       53,066                  0    12,970
TARGET CORP                                   X               7       84,890                  0         0
TARGET CORP                                   X               3       92,331                  0     1,634
TATA MTRS LTD                                 X                            0                 56         0
TATA MTRS LTD                                 X               4            0                  0       100
TATA MTRS LTD                                 X                            0                114         0
TATA MTRS LTD                                 X               5          141                  0         0
TATA MTRS LTD                                 X               5            0                341         0
TATA MTRS LTD                                 X               6      545,350                  0         0
TECHNITROL INC                                X               4       28,800                  0         0
TECUMSEH PRODS CO                             X               2       11,341                  0         0
TEKTRONIX INC                                 X               7          630                  0         0
TEKTRONIX INC                                 X               7          730                  0         0
TEKTRONIX INC                                 X               7          850                  0         0
TEKTRONIX INC                                 X               7        1,200                  0         0
TEKTRONIX INC                                 X               7        3,000                  0         0
TEKTRONIX INC                                 X                        3,005                  0         0
TEKTRONIX INC                                 X               7        7,530                  0         0
TELE CENTRO OESTE CELULAR S                   X               5           72                  0         0
TELE CENTRO OESTE CELULAR S                   X               2          168                  0         0
TELE CENTRO OESTE CELULAR S                   X               5            0                781         0
TELE CENTRO OESTE CELULAR S                   X               3            0                  0     9,033
TELE NORTE LESTE PART S A                     X                            0                 19         0
TELE NORTE LESTE PART S A                     X                            0                 35         0
TELE NORTE LESTE PART S A                     X               5           42                  0         0
TELE NORTE LESTE PART S A                     X               2          300                  0         0
TELE NORTE LESTE PART S A                     X               5            0                642         0
TELE NORTE LESTE PART S A                     X               7       57,500                  0         0
TELECOM ARGENTINA S A                         X               5            0              1,530         0
TELECOM ARGENTINA S A                         X               1    1,379,825                  0         0
TELECOM HLDRS TR                              X               4            0                  0       500
TELECOM HLDRS TR                              X               3          400                  0       700
TELECOM HLDRS TR                              X               5        3,900                  0         0
TELECOM HLDRS TR                              X               3        4,000                  0         0
TELECOM HLDRS TR                              X                       18,300                  0         0
TELECOM HLDRS TR                              X               3      138,400                  0         0
TELECOM ITALIA S P A NEW                      X                            0                179         0
TELECOM ITALIA S P A NEW                      X               5          582                  0         0
TELECOM ITALIA S P A NEW                      X               2        2,533                  0         0
TELECOM ITALIA S P A NEW                      X               5            0              3,241         0
TELECOMUNICACOES BRASILEIRAS                  X               5          485                  0         0
TELECOMUNICACOES BRASILEIRAS                  X               5            0              1,090         0
TELECOMUNICACOES BRASILEIRAS                  X               2        1,148                  0         0
TELECOMUNICACOES BRASILEIRAS                  X               3            0                  0    11,000
TELECOMUNICACOES DE SAO PAUL                  X               3            0                  0    10,000
TELECOMUNICACOES DE SAO PAUL                  X               3            0                  0    11,300
TELEFONICA S A                                X               3          127                  0         0
TELEFONICA S A                                X                            0                398         0
TELEFONICA S A                                X               5          674                  0         0
TELEFONICA S A                                X               3        1,144                  0         0
TELEFONICA S A                                X               3            0                  0     1,613
TELEFONICA S A                                X               2        2,168                  0         0
TELEFONICA S A                                X               5            0              5,483         0
TELEFONICA S A                                X               1      369,446                  0         0
TELEFONOS DE MEXICO S A                       X               3          120                  0         0
TELEFONOS DE MEXICO S A                       X               3          400                  0         0
TELEFONOS DE MEXICO S A                       X               3            0                  0       400
TELEFONOS DE MEXICO S A                       X               5          830                  0         0
TELEFONOS DE MEXICO S A                       X               3        1,000                  0         0
TELEFONOS DE MEXICO S A                       X               2        3,386                  0         0
TELEFONOS DE MEXICO S A                       X               3        6,000                  0         0
TELEFONOS DE MEXICO S A                       X               5            0              9,300         0
TELEFONOS DE MEXICO S A                       X               4       23,967                  0         0
TELEFONOS DE MEXICO S A                       X               4      351,619                  0    10,743
TELEPHONE & DATA SYS INC                      X               4            8                  0         0
TELEPHONE & DATA SYS INC                      X               3          306                  0         0
TELEPHONE & DATA SYS INC                      X               7          800                  0         0
TELEPHONE & DATA SYS INC                      X               7          900                  0         0
TELEPHONE & DATA SYS INC                      X               7        1,994                  0         0
TELEPHONE & DATA SYS INC                      X               7        5,170                  0         0
TELEPHONE & DATA SYS INC                      X               4            8                  0         0
TELEPHONE & DATA SYS INC                      X               3          306                  0         0
TELEPHONE & DATA SYS INC                      X               7          800                  0         0
TELEPHONE & DATA SYS INC                      X               7          900                  0         0
TELEPHONE & DATA SYS INC                      X               7        1,994                  0         0
TELEPHONE & DATA SYS INC                      X               7        5,170                  0         0
TELESP CELULAR PART S A                       X               3           30                  0         0
TELESP CELULAR PART S A                       X               5           67                  0         0
TELESP CELULAR PART S A                       X               2          148                  0         0
TELESP CELULAR PART S A                       X               5            0              1,107         0
TELESP CELULAR PART S A                       X               7      165,900                  0         0
TELEWEST GLOBAL INC                           X               3            6                  0         0
TELEWEST GLOBAL INC                           X               3            6                  0         0
TELEWEST GLOBAL INC                           X               3            9                  0         0
TELEWEST GLOBAL INC                           X               5          151                  0         0
TELEWEST GLOBAL INC                           X               3        1,476                  0         0
TELEWEST GLOBAL INC                           X               7        9,524                  0         0
TELEWEST GLOBAL INC                           X               7       21,300                  0         0
TELLABS INC                                   X               7        3,688                  0         0
TELLABS INC                                   X               7        3,912                  0         0
TELLABS INC                                   X               7        4,090                  0         0
TELLABS INC                                   X               5            0              5,700         0
TELLABS INC                                   X               7        6,081                  0         0
TELLABS INC                                   X               7        6,200                  0         0
TELLABS INC                                   X               7       13,707                  0         0
TELLABS INC                                   X               7       17,903                  0         0
TELLABS INC                                   X               3       22,504                  0         0
TELLABS INC                                   X               7       39,870                  0         0
TELLABS INC                                   X               3       55,840                  0       400
TELUS CORP                                    X               2        8,992                  0         0
TEMPLE INLAND INC                             X               3          611                  0         0
TEMPLE INLAND INC                             X               7          780                  0         0
TEMPLE INLAND INC                             X               7          830                  0         0
TEMPLE INLAND INC                             X               7        1,236                  0         0
TEMPLE INLAND INC                             X               7        1,850                  0         0
TEMPLE INLAND INC                             X               7        4,189                  0         0
TEMPLE INLAND INC                             X               7       11,200                  0         0
TEMPLETON RUS AND EAST EUR F                  X               3          277                  0         0
TEMPLETON RUS AND EAST EUR F                  X               3        1,475                  0         0
TEMPLETON RUS AND EAST EUR F                  X                        2,500                  0         0
TENARIS S A                                   X               7       21,862                  0         0
TENARIS S A                                   X               1      342,667                  0         0
TENET HEALTHCARE CORP                         X               4          200                  0         0
TENET HEALTHCARE CORP                         X               2          221                  0         0
TENET HEALTHCARE CORP                         X               5        1,770                  0         0
TENET HEALTHCARE CORP                         X               3        2,798                  0         0
TENET HEALTHCARE CORP                         X               7        3,267                  0         0
TENET HEALTHCARE CORP                         X               7        3,690                  0         0
TENET HEALTHCARE CORP                         X               7        4,800                  0         0
TENET HEALTHCARE CORP                         X               5            0              5,100         0
TENET HEALTHCARE CORP                         X               7        6,849                  0         0
TENET HEALTHCARE CORP                         X               7       14,851                  0         0
TENET HEALTHCARE CORP                         X               7       18,102                  0         0
TENET HEALTHCARE CORP                         X               3       23,563                  0         0
TENET HEALTHCARE CORP                         X               2       31,445                  0         0
TENET HEALTHCARE CORP                         X               7       45,430                  0         0
TERADYNE INC                                  X               5        1,200                  0         0
TERADYNE INC                                  X               7        1,208                  0         0
TERADYNE INC                                  X               3        1,320                  0         0
TERADYNE INC                                  X               7        1,540                  0         0
TERADYNE INC                                  X               7        2,234                  0         0
TERADYNE INC                                  X               7        2,900                  0         0
TERADYNE INC                                  X               2        7,194                  0         0
TERADYNE INC                                  X               7        7,580                  0         0
TERADYNE INC                                  X               7       17,560                  0         0
TEREX CORP NEW                                X                        5,000                  0         0
TESORO CORP                                   X               5           38                  0         0
TESORO CORP                                   X               3        4,050                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X                            0                 24         0
TEVA PHARMACEUTICAL INDS LTD                  X                            0                 48         0
TEVA PHARMACEUTICAL INDS LTD                  X               3        1,000                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X               5        3,269                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X               2        4,200                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X               5            0              4,500         0
TEVA PHARMACEUTICAL INDS LTD                  X               5            0              4,856         0
TEVA PHARMACEUTICAL INDS LTD                  X               5            0              5,400         0
TEVA PHARMACEUTICAL INDS LTD                  X               4        6,140                  0       185
TEVA PHARMACEUTICAL INDS LTD                  X               2        7,800                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X               4          800                  0    26,766
TEVA PHARMACEUTICAL INDS LTD                  X               7       41,500                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X               3       47,800                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X               3       73,968                  0    18,100
TEVA PHARMACEUTICAL FIN II L                  X               5            0             17,000         0
TEVA PHARMACEUTICAL FIN II L                  X               5        4,000                  0         0
TEVA PHARMACEUTICAL FIN II L                  X               5            0             27,000         0
TEXAS INSTRS INC                              X               1          197                  0         0
TEXAS INSTRS INC                              X               3          660                  0         0
TEXAS INSTRS INC                              X                            0                770         0
TEXAS INSTRS INC                              X               7          900                  0         0
TEXAS INSTRS INC                              X               2          940                  0         0
TEXAS INSTRS INC                              X               5            0              1,000         0
TEXAS INSTRS INC                              X               2        1,300                  0         0
TEXAS INSTRS INC                              X               7        1,340                  0         0
TEXAS INSTRS INC                              X               7        1,550                  0         0
TEXAS INSTRS INC                              X               3        1,705                  0         0
TEXAS INSTRS INC                              X                        2,072                  0         0
TEXAS INSTRS INC                              X               7        2,174                  0         0
TEXAS INSTRS INC                              X               7        2,650                  0         0
TEXAS INSTRS INC                              X               5            0              3,500         0
TEXAS INSTRS INC                              X               7        4,279                  0         0
TEXAS INSTRS INC                              X               7        4,750                  0         0
TEXAS INSTRS INC                              X               3        5,100                  0         0
TEXAS INSTRS INC                              X                        5,200                  0         0
TEXAS INSTRS INC                              X               7        5,300                  0         0
TEXAS INSTRS INC                              X               7        5,519                  0         0
TEXAS INSTRS INC                              X               7        5,600                  0         0
TEXAS INSTRS INC                              X               7        6,770                  0         0
TEXAS INSTRS INC                              X               3        7,141                  0         0
TEXAS INSTRS INC                              X               4        6,351                340     1,000
TEXAS INSTRS INC                              X               7       12,042                  0         0
TEXAS INSTRS INC                              X               7       12,230                  0         0
TEXAS INSTRS INC                              X               7       13,680                  0         0
TEXAS INSTRS INC                              X               7       15,857                  0         0
TEXAS INSTRS INC                              X                       17,907                  0         0
TEXAS INSTRS INC                              X               7       18,604                  0         0
TEXAS INSTRS INC                              X               7       19,366                  0         0
TEXAS INSTRS INC                              X               7       20,620                  0         0
TEXAS INSTRS INC                              X               5       21,545                  0         0
TEXAS INSTRS INC                              X               7       26,005                  0         0
TEXAS INSTRS INC                              X               7       26,866                  0         0
TEXAS INSTRS INC                              X               3       33,058                  0         0
TEXAS INSTRS INC                              X               7       35,753                  0         0
TEXAS INSTRS INC                              X               4       53,984                  0     6,137
TEXAS INSTRS INC                              X               7       63,518                  0         0
TEXAS INSTRS INC                              X               7       70,997                  0         0
TEXAS INSTRS INC                              X               7      157,440                  0         0
TEXAS INSTRS INC                              X               3      210,798                  0     3,813
TEXTRON INC                                   X               7          300                  0         0
TEXTRON INC                                   X               7          350                  0         0
TEXTRON INC                                   X               2          590                  0         0
TEXTRON INC                                   X               7          655                  0         0
TEXTRON INC                                   X               3          715                  0         0
TEXTRON INC                                   X               7          800                  0         0
TEXTRON INC                                   X               7          949                  0         0
TEXTRON INC                                   X               7          997                  0         0
TEXTRON INC                                   X               7        1,342                  0         0
TEXTRON INC                                   X               7        2,009                  0         0
TEXTRON INC                                   X               5            0              2,700         0
TEXTRON INC                                   X               7        3,041                  0         0
TEXTRON INC                                   X               7        6,735                  0         0
TEXTRON INC                                   X               7       13,160                  0         0
TEXTRON INC                                   X               4        7,905                  0     5,946
TEXTRON INC                                   X               4       82,749             25,815     4,000
THERMO ELECTRON CORP                          X               3            0                  0       315
THERMO ELECTRON CORP                          X               4          850                  0         0
THERMO ELECTRON CORP                          X               7          890                  0         0
THERMO ELECTRON CORP                          X               3          967                  0         0
THERMO ELECTRON CORP                          X               7        1,053                  0         0
THERMO ELECTRON CORP                          X               7        1,200                  0         0
THERMO ELECTRON CORP                          X               7        1,290                  0         0
THERMO ELECTRON CORP                          X               7        1,559                  0         0
THERMO ELECTRON CORP                          X               7        2,200                  0         0
THERMO ELECTRON CORP                          X               7        2,420                  0         0
THERMO ELECTRON CORP                          X               7        2,520                  0         0
THERMO ELECTRON CORP                          X               7        4,890                  0         0
THERMO ELECTRON CORP                          X               7        6,233                  0         0
THERMO ELECTRON CORP                          X                        8,908                  0         0
THERMO ELECTRON CORP                          X               7       17,530                  0         0
THOMSON CORP                                  X               2          850                  0         0
THOMSON CORP                                  X               3        1,300                  0         0
THOMSON CORP                                  X               2      137,261                  0         0
3COM CORP                                     X               1          196                  0         0
3COM CORP                                     X               2        3,555                  0         0
3COM CORP                                     X               5            0              4,460         0
3COM CORP                                     X               3       10,000                  0         0
3COM CORP                                     X               7       12,700                  0         0
3COM CORP                                     X               5       13,000                  0         0
3COM CORP                                     X               3            0                  0    20,000
3COM CORP                                     X               7       29,490                  0         0
3M CO                                         X               7          400                  0         0
3M CO                                         X               7          400                  0         0
3M CO                                         X               7          560                  0         0
3M CO                                         X               7          700                  0         0
3M CO                                         X                        1,000                  0         0
3M CO                                         X               1        1,040                  0         0
3M CO                                         X               7        1,150                  0         0
3M CO                                         X               7        1,844                  0         0
3M CO                                         X               7        2,150                  0         0
3M CO                                         X               7        2,450                  0         0
3M CO                                         X               3        2,660                  0         0
3M CO                                         X               5        3,000                  0         0
3M CO                                         X               7        3,180                  0         0
3M CO                                         X               5        3,275                  0         0
3M CO                                         X                        3,715                  0         0
3M CO                                         X               7        5,666                  0         0
3M CO                                         X               7        6,070                  0         0
3M CO                                         X               7        6,290                  0         0
3M CO                                         X               2        6,330                  0         0
3M CO                                         X               3        6,395                  0         0
3M CO                                         X                        7,448                  0         0
3M CO                                         X               7        7,458                  0         0
3M CO                                         X               3        7,622                  0         0
3M CO                                         X               7        7,881                  0         0
3M CO                                         X               3        8,400                  0         0
3M CO                                         X                        9,500                  0         0
3M CO                                         X               7       10,290                  0         0
3M CO                                         X               7       12,242                  0         0
3M CO                                         X               7       15,910                  0         0
3M CO                                         X               3       20,408                  0         0
3M CO                                         X               7       33,781                  0         0
3M CO                                         X               3       38,476                  0         0
3M CO                                         X               3       60,297                  0         0
3M CO                                         X               4       61,349                 60     3,071
3M CO                                         X               3       70,169                  0         0
3M CO                                         X               7       73,170                  0         0
3M CO                                         X               4       46,931             27,200    14,400
TIFFANY & CO NEW                              X               7          100                  0         0
TIFFANY & CO NEW                              X               7          500                  0         0
TIFFANY & CO NEW                              X               7          911                  0         0
TIFFANY & CO NEW                              X               7        1,160                  0         0
TIFFANY & CO NEW                              X               7        1,452                  0         0
TIFFANY & CO NEW                              X               7        1,600                  0         0
TIFFANY & CO NEW                              X               7        2,200                  0         0
TIFFANY & CO NEW                              X               5        5,000                  0         0
TIFFANY & CO NEW                              X               7        5,784                  0         0
TIFFANY & CO NEW                              X               3          916                  0    12,300
TIFFANY & CO NEW                              X               7       15,080                  0         0
TIME WARNER INC                               X               3          276                  0         0
TIME WARNER INC                               X               7        1,900                  0         0
TIME WARNER INC                               X                        1,400                875         0
TIME WARNER INC                               X               7        3,180                  0         0
TIME WARNER INC                               X               3        4,000                  0         0
TIME WARNER INC                               X               5        4,090                  0         0
TIME WARNER INC                               X               7        4,100                  0         0
TIME WARNER INC                               X                        4,600                  0         0
TIME WARNER INC                               X               7        6,600                  0         0
TIME WARNER INC                               X               7        6,900                  0         0
TIME WARNER INC                               X               3        8,742                  0         0
TIME WARNER INC                               X               7        9,500                  0         0
TIME WARNER INC                               X               5            0             10,000         0
TIME WARNER INC                               X               7       11,100                  0         0
TIME WARNER INC                               X               7       12,400                  0         0
TIME WARNER INC                               X                       12,900                  0         0
TIME WARNER INC                               X               3       14,032                  0         0
TIME WARNER INC                               X               7       14,150                  0         0
TIME WARNER INC                               X               7       14,510                  0         0
TIME WARNER INC                               X               2       16,245                  0         0
TIME WARNER INC                               X               3       17,440                  0         0
TIME WARNER INC                               X               5            0             28,100         0
TIME WARNER INC                               X               7       29,460                  0         0
TIME WARNER INC                               X               7       34,479                  0         0
TIME WARNER INC                               X               5       37,055                  0         0
TIME WARNER INC                               X               7       38,830                  0         0
TIME WARNER INC                               X               7       45,866                  0         0
TIME WARNER INC                               X               7       68,234                  0         0
TIME WARNER INC                               X               7       74,958                  0         0
TIME WARNER INC                               X               3       82,394                  0     6,100
TIME WARNER INC                               X               7       97,368                  0         0
TIME WARNER INC                               X               4      102,501              1,300    13,397
TIME WARNER INC                               X               7      191,463                  0         0
TIME WARNER INC                               X               3      353,531                  0    24,440
TIME WARNER INC                               X               7      418,030                  0         0
TIME WARNER INC                               X               4      440,484                  0    21,643
TIME WARNER INC                               X               3    5,413,932                  0         0
TOLL BROTHERS INC                             X               3          612                  0         0
TOLL BROTHERS INC                             X               7        2,000                  0         0
TOLL BROTHERS INC                             X               7        5,088                  0         0
TOLL BROTHERS INC                             X               7        9,800                  0         0
TOOTSIE ROLL INDS INC                         X               4       10,089                  0         0
TORCHMARK CORP                                X               3          611                  0         0
TORCHMARK CORP                                X               7          770                  0         0
TORCHMARK CORP                                X               7          870                  0         0
TORCHMARK CORP                                X               7        1,001                  0         0
TORCHMARK CORP                                X               7        1,600                  0         0
TORCHMARK CORP                                X               7        1,600                  0         0
TORCHMARK CORP                                X               5            0              3,100         0
TORCHMARK CORP                                X               7        4,189                  0         0
TORCHMARK CORP                                X               5            0             10,000         0
TORCHMARK CORP                                X               7       11,500                  0         0
TORONTO DOMINION BK ONT                       X               2          500                  0         0
TORONTO DOMINION BK ONT                       X               3        1,500                  0         0
TORONTO DOMINION BK ONT                       X               2      190,222                  0         0
TOTAL S A                                     X               2           50                  0         0
TOTAL S A                                     X                            0                109         0
TOTAL S A                                     X               3          200                  0         0
TOTAL S A                                     X               3          528                  0         0
TOTAL S A                                     X               5            0                617         0
TOTAL S A                                     X               5        1,315                  0         0
TOTAL S A                                     X               4          460                  0     2,646
TOTAL S A                                     X               3       15,235                  0         0
TOTAL S A                                     X               2       24,350                  0         0
TOYOTA MOTOR CORP                             X                            0                152         0
TOYOTA MOTOR CORP                             X               5            0                235         0
TOYOTA MOTOR CORP                             X               2          565                  0         0
TOYOTA MOTOR CORP                             X                        1,600                  0         0
TOYOTA MOTOR CORP                             X               5        4,100                  0         0
TOYOTA MOTOR CORP                             X               3       48,440                  0         0
TRANSALTA CORP                                X               2       98,321                  0         0
TRANSATLANTIC HLDGS INC                       X               5            0                482         0
TRANSATLANTIC HLDGS INC                       X               7          900                  0         0
TRANSATLANTIC HLDGS INC                       X               7        2,362                  0         0
TRANSCANADA CORP                              X               4            0                  0       100
TRANSCANADA CORP                              X               2        1,250                  0         0
TRANSCANADA CORP                              X               3            0                  0     5,300
TRANSCANADA CORP                              X               2      197,006                  0         0
TREEHOUSE FOODS INC                           X               5            0                 25         0
TREEHOUSE FOODS INC                           X               7          800                  0         0
TREEHOUSE FOODS INC                           X               7        1,226                  0         0
TREEHOUSE FOODS INC                           X               3        2,657                  0         0
TREEHOUSE FOODS INC                           X               7        2,704                  0         0
TRI CONTL CORP                                X               7        4,000                  0         0
TRI CONTL CORP                                X               7       12,950                  0         0
TRIAD HOSPITALS INC                           X               4          132                  0         0
TRIAD HOSPITALS INC                           X               3          458                  0         0
TRIAD HOSPITALS INC                           X               5            0                720         0
TRIAD HOSPITALS INC                           X               7        2,000                  0         0
TRIAD HOSPITALS INC                           X               7        2,942                  0         0
TRIAD HOSPITALS INC                           X               7        8,210                  0         0
TRIBUNE CO NEW                                X               2          110                  0         0
TRIBUNE CO NEW                                X               3          826                  0         0
TRIBUNE CO NEW                                X               7        1,953                  0         0
TRIBUNE CO NEW                                X               7        2,270                  0         0
TRIBUNE CO NEW                                X               7        2,535                  0         0
TRIBUNE CO NEW                                X               7        3,249                  0         0
TRIBUNE CO NEW                                X               7        4,067                  0         0
TRIBUNE CO NEW                                X               7        6,735                  0         0
TRIBUNE CO NEW                                X               7       10,924                  0         0
TRIBUNE CO NEW                                X               7       23,120                  0         0
TRIZEC PROPERTIES INC                         X               7       13,980                  0         0
TRUSTCO BK CORP N Y                           X               4       15,450                  0         0
TURKCELL ILETISIM HIZMETLERI                  X               7            1                  0         0
TURKCELL ILETISIM HIZMETLERI                  X                            0                101         0
TURKCELL ILETISIM HIZMETLERI                  X                            0                197         0
TURKCELL ILETISIM HIZMETLERI                  X               5          228                  0         0
TURKCELL ILETISIM HIZMETLERI                  X               5            0                617         0
TURKCELL ILETISIM HIZMETLERI                  X               3            0                  0       943
TURKCELL ILETISIM HIZMETLERI                  X               7        3,722                  0         0
TURKCELL ILETISIM HIZMETLERI                  X               7       32,992                  0         0
TURKCELL ILETISIM HIZMETLERI                  X               7       38,993                  0         0
TURKCELL ILETISIM HIZMETLERI                  X               7       49,925                  0         0
TYCO INTL LTD NEW                             X                           16                  0         0
TYCO INTL LTD NEW                             X               5            0                500         0
TYCO INTL LTD NEW                             X               7          900                  0         0
TYCO INTL LTD NEW                             X               7        1,440                  0         0
TYCO INTL LTD NEW                             X               7        1,850                  0         0
TYCO INTL LTD NEW                             X               5        2,101                  0         0
TYCO INTL LTD NEW                             X               7        2,940                  0         0
TYCO INTL LTD NEW                             X               3        3,136                  0         0
TYCO INTL LTD NEW                             X                        4,000                 90         0
TYCO INTL LTD NEW                             X               3        4,599                  0         0
TYCO INTL LTD NEW                             X               7        5,300                  0         0
TYCO INTL LTD NEW                             X               7        5,350                  0         0
TYCO INTL LTD NEW                             X               7        6,490                  0         0
TYCO INTL LTD NEW                             X               2        6,625                  0         0
TYCO INTL LTD NEW                             X               2        6,631                  0         0
TYCO INTL LTD NEW                             X               7        6,850                  0         0
TYCO INTL LTD NEW                             X                        7,367                  0         0
TYCO INTL LTD NEW                             X               3        8,000                  0         0
TYCO INTL LTD NEW                             X               5       11,392                  0         0
TYCO INTL LTD NEW                             X               7       14,000                  0         0
TYCO INTL LTD NEW                             X               3       14,171                  0         0
TYCO INTL LTD NEW                             X                       14,400                  0         0
TYCO INTL LTD NEW                             X               7       14,934                  0         0
TYCO INTL LTD NEW                             X               7       17,050                  0         0
TYCO INTL LTD NEW                             X                       19,733                  0         0
TYCO INTL LTD NEW                             X               7       19,791                  0         0
TYCO INTL LTD NEW                             X               5            0             20,510         0
TYCO INTL LTD NEW                             X               7       22,200                  0         0
TYCO INTL LTD NEW                             X               7       27,467                  0         0
TYCO INTL LTD NEW                             X               7       32,378                  0         0
TYCO INTL LTD NEW                             X               4       36,014              1,450     2,025
TYCO INTL LTD NEW                             X               7       40,036                  0         0
TYCO INTL LTD NEW                             X               7       87,648                  0         0
TYCO INTL LTD NEW                             X               3      116,902                  0         0
TYCO INTL LTD NEW                             X               7      191,440                  0         0
TYCO INTL LTD NEW                             X               4      348,094                  0    10,577
TYSON FOODS INC                               X               3        1,527                  0         0
TYSON FOODS INC                               X               7        2,000                  0         0
TYSON FOODS INC                               X               7        2,250                  0         0
TYSON FOODS INC                               X               7        2,500                  0         0
TYSON FOODS INC                               X               7        3,500                  0         0
TYSON FOODS INC                               X               7        4,100                  0         0
TYSON FOODS INC                               X               3        7,800                  0         0
TYSON FOODS INC                               X               7        9,773                  0         0
TYSON FOODS INC                               X               7       21,460                  0         0
UST INC                                       X               2           35                  0         0
UST INC                                       X               7          340                  0         0
UST INC                                       X               7          450                  0         0
UST INC                                       X               7          600                  0         0
UST INC                                       X               7        1,000                  0         0
UST INC                                       X               3        1,018                  0         0
UST INC                                       X               7        1,188                  0         0
UST INC                                       X               7        1,200                  0         0
UST INC                                       X               7        1,310                  0         0
UST INC                                       X               7        1,580                  0         0
UST INC                                       X               3        1,900                  0         0
UST INC                                       X               7        2,398                  0         0
UST INC                                       X               4            0                  0     2,465
UST INC                                       X               7        3,636                  0         0
UST INC                                       X               7        7,782                  0         0
UST INC                                       X               7       16,490                  0         0
UST INC                                       X               3      606,000                  0         0
US BANCORP DEL                                X               2          495                  0         0
US BANCORP DEL                                X               4          803                  0         0
US BANCORP DEL                                X               7          900                  0         0
US BANCORP DEL                                X               7        1,400                  0         0
US BANCORP DEL                                X               7        1,650                  0         0
US BANCORP DEL                                X               7        2,750                  0         0
US BANCORP DEL                                X                        4,180                  0         0
US BANCORP DEL                                X               7        5,000                  0         0
US BANCORP DEL                                X               7        5,937                  0         0
US BANCORP DEL                                X               4          500                  0     6,026
US BANCORP DEL                                X               7        7,230                  0         0
US BANCORP DEL                                X               3       12,000                  0         0
US BANCORP DEL                                X               7       13,304                  0         0
US BANCORP DEL                                X               7       14,340                  0         0
US BANCORP DEL                                X               7       15,070                  0         0
US BANCORP DEL                                X               7       17,759                  0         0
US BANCORP DEL                                X               3       18,901                  0         0
US BANCORP DEL                                X                       25,500                  0         0
US BANCORP DEL                                X               7       27,876                  0         0
US BANCORP DEL                                X               3       28,790                  0         0
US BANCORP DEL                                X               7       29,267                  0         0
US BANCORP DEL                                X               7       40,097                  0         0
US BANCORP DEL                                X               7       81,385                  0         0
US BANCORP DEL                                X               7      174,890                  0         0
USEC INC                                      X               3      347,930                  0         0
ULTRA PETROLEUM CORP                          X               5           84                  0         0
ULTRA PETROLEUM CORP                          X               3          916                  0         0
ULTRA PETROLEUM CORP                          X               3        4,700                  0         0
ULTRA PETROLEUM CORP                          X               7        6,884                  0         0
ULTRA PETROLEUM CORP                          X               3        9,135                  0         0
ULTRA PETROLEUM CORP                          X               7       14,300                  0         0
ULTRA PETROLEUM CORP                          X               3       15,000                  0         0
UNIBANCO-UNIAO DE BANCOS BRA                  X               5            0                230         0
UNIBANCO-UNIAO DE BANCOS BRA                  X               7       24,913                  0         0
UNILEVER PLC                                  X               4            0                  0       200
UNILEVER PLC                                  X                            0                242         0
UNILEVER PLC                                  X               5          280                  0         0
UNILEVER PLC                                  X               5            0                660         0
UNILEVER PLC                                  X               4        1,825                  0     6,662
UNILEVER N V                                  X                            0                170         0
UNILEVER N V                                  X               5          600                  0         0
UNILEVER N V                                  X               3        1,100                  0         0
UNILEVER N V                                  X               2        2,571                  0         0
UNILEVER N V                                  X               2        3,080                  0         0
UNILEVER N V                                  X               5            0              5,265         0
UNION PAC CORP                                X               3          300                  0         0
UNION PAC CORP                                X               7          390                  0         0
UNION PAC CORP                                X               7          400                  0         0
UNION PAC CORP                                X               7          650                  0         0
UNION PAC CORP                                X               7          700                  0         0
UNION PAC CORP                                X               7        1,436                  0         0
UNION PAC CORP                                X               7        1,932                  0         0
UNION PAC CORP                                X               7        2,150                  0         0
UNION PAC CORP                                X                        2,308                  0         0
UNION PAC CORP                                X               7        2,532                  0         0
UNION PAC CORP                                X               7        2,900                  0         0
UNION PAC CORP                                X               7        3,732                  0         0
UNION PAC CORP                                X               7        4,289                  0         0
UNION PAC CORP                                X               3        5,126                  0         0
UNION PAC CORP                                X               4        5,900                200         0
UNION PAC CORP                                X               7        6,312                  0         0
UNION PAC CORP                                X               3       11,400                  0         0
UNION PAC CORP                                X               7       11,779                  0         0
UNION PAC CORP                                X               4        9,450                  0    11,832
UNION PAC CORP                                X               7       26,820                  0         0
UNIONBANCAL CORP                              X               3          357                  0         0
UNIONBANCAL CORP                              X               7        1,700                  0         0
UNIONBANCAL CORP                              X               7        2,343                  0         0
UNIONBANCAL CORP                              X               7        5,710                  0         0
UNISYS CORP                                   X               4        1,669                  0         0
UNISYS CORP                                   X               5        1,700                  0         0
UNISYS CORP                                   X               3        1,985                  0         0
UNISYS CORP                                   X               4        2,000                  0         0
UNISYS CORP                                   X               7        2,220                  0         0
UNISYS CORP                                   X               7        2,650                  0         0
UNISYS CORP                                   X               7        4,000                  0         0
UNISYS CORP                                   X               7        4,884                  0         0
UNISYS CORP                                   X               7        6,201                  0         0
UNISYS CORP                                   X               5            0              6,355         0
UNISYS CORP                                   X               2       11,545                  0         0
UNISYS CORP                                   X                       12,200                  0         0
UNISYS CORP                                   X               7       13,115                  0         0
UNISYS CORP                                   X               7       27,740                  0         0
UNITED MICROELECTRONICS CORP                  X                            0                383         0
UNITED MICROELECTRONICS CORP                  X                            0                738         0
UNITED MICROELECTRONICS CORP                  X               5            0              2,319         0
UNITED MICROELECTRONICS CORP                  X               5        5,288                  0         0
UNITED MICROELECTRONICS CORP                  X               7        7,084                  0         0
UNITED MICROELECTRONICS CORP                  X               7       31,796                  0         0
UNITED MICROELECTRONICS CORP                  X               3            0                  0   129,322
UNITED MICROELECTRONICS CORP                  X               6      200,485                  0         0
UNITED MICROELECTRONICS CORP                  X               6            0                  0 1,137,648
UNITED PARCEL SERVICE INC                     X               2           10                  0         0
UNITED PARCEL SERVICE INC                     X               5            0                215         0
UNITED PARCEL SERVICE INC                     X               7          300                  0         0
UNITED PARCEL SERVICE INC                     X               7          500                  0         0
UNITED PARCEL SERVICE INC                     X               4          700                  0       375
UNITED PARCEL SERVICE INC                     X               3        1,200                  0         0
UNITED PARCEL SERVICE INC                     X               7        1,300                  0         0
UNITED PARCEL SERVICE INC                     X               4        1,388                  0         0
UNITED PARCEL SERVICE INC                     X               5            0              1,500         0
UNITED PARCEL SERVICE INC                     X               7        1,550                  0         0
UNITED PARCEL SERVICE INC                     X               7        1,586                  0         0
UNITED PARCEL SERVICE INC                     X               5            0              1,800         0
UNITED PARCEL SERVICE INC                     X               7        1,897                  0         0
UNITED PARCEL SERVICE INC                     X               5        2,930                  0         0
UNITED PARCEL SERVICE INC                     X                        5,704                  0         0
UNITED PARCEL SERVICE INC                     X               7        6,734                  0         0
UNITED PARCEL SERVICE INC                     X               7        8,124                  0         0
UNITED PARCEL SERVICE INC                     X               7        8,522                  0         0
UNITED PARCEL SERVICE INC                     X               3        8,631                  0         0
UNITED PARCEL SERVICE INC                     X               7        9,250                  0         0
UNITED PARCEL SERVICE INC                     X               7       10,911                  0         0
UNITED PARCEL SERVICE INC                     X               7       17,678                  0         0
UNITED PARCEL SERVICE INC                     X               7       23,198                  0         0
UNITED PARCEL SERVICE INC                     X               3       24,010                  0       200
UNITED PARCEL SERVICE INC                     X               7       27,296                  0         0
UNITED PARCEL SERVICE INC                     X               7       59,670                  0         0
UNITED PARCEL SERVICE INC                     X               3      589,316                  0         0
UNITED STATES STL CORP NEW                    X               2           35                  0         0
UNITED STATES STL CORP NEW                    X                            0                 60         0
UNITED STATES STL CORP NEW                    X               7          200                  0         0
UNITED STATES STL CORP NEW                    X               7          900                  0         0
UNITED STATES STL CORP NEW                    X               7          950                  0         0
UNITED STATES STL CORP NEW                    X               3        1,100                  0         0
UNITED STATES STL CORP NEW                    X               7        1,150                  0         0
UNITED STATES STL CORP NEW                    X               7        2,100                  0         0
UNITED STATES STL CORP NEW                    X               7        4,487                  0         0
UNITED STATES STL CORP NEW                    X               7        5,200                  0         0
UNITED STATES STL CORP NEW                    X               7       10,300                  0         0
UNITED STATES STL CORP NEW                    X               3       48,613                  0         0
UNITED TECHNOLOGIES CORP                      X               3          300                  0         0
UNITED TECHNOLOGIES CORP                      X               1          330                  0         0
UNITED TECHNOLOGIES CORP                      X               7          600                  0         0
UNITED TECHNOLOGIES CORP                      X               7          760                  0         0
UNITED TECHNOLOGIES CORP                      X               7          900                  0         0
UNITED TECHNOLOGIES CORP                      X               2        1,420                  0         0
UNITED TECHNOLOGIES CORP                      X               7        1,500                  0         0
UNITED TECHNOLOGIES CORP                      X               7        2,040                  0         0
UNITED TECHNOLOGIES CORP                      X               5            0              2,206         0
UNITED TECHNOLOGIES CORP                      X               7        2,800                  0         0
UNITED TECHNOLOGIES CORP                      X               7        3,373                  0         0
UNITED TECHNOLOGIES CORP                      X               5        4,270                  0         0
UNITED TECHNOLOGIES CORP                      X               7        4,340                  0         0
UNITED TECHNOLOGIES CORP                      X               5        4,900                  0         0
UNITED TECHNOLOGIES CORP                      X               5            0              5,000         0
UNITED TECHNOLOGIES CORP                      X               5            0              7,476         0
UNITED TECHNOLOGIES CORP                      X               7        7,518                  0         0
UNITED TECHNOLOGIES CORP                      X               7        8,180                  0         0
UNITED TECHNOLOGIES CORP                      X               7        8,450                  0         0
UNITED TECHNOLOGIES CORP                      X               7       10,032                  0         0
UNITED TECHNOLOGIES CORP                      X               2       10,215                  0         0
UNITED TECHNOLOGIES CORP                      X               3       10,284                  0         0
UNITED TECHNOLOGIES CORP                      X                       11,900                  0         0
UNITED TECHNOLOGIES CORP                      X               7       15,270                  0         0
UNITED TECHNOLOGIES CORP                      X               7       16,434                  0         0
UNITED TECHNOLOGIES CORP                      X               7       21,850                  0         0
UNITED TECHNOLOGIES CORP                      X               6       24,050                  0         0
UNITED TECHNOLOGIES CORP                      X               4       31,070                  0       600
UNITED TECHNOLOGIES CORP                      X               7       44,809                  0         0
UNITED TECHNOLOGIES CORP                      X               3       51,536                  0         0
UNITED TECHNOLOGIES CORP                      X               3       54,120                  0         0
UNITED TECHNOLOGIES CORP                      X               3       92,884                  0       540
UNITED TECHNOLOGIES CORP                      X               4       92,533                  0     2,737
UNITED TECHNOLOGIES CORP                      X               7       97,260                  0         0
UNITED TECHNOLOGIES CORP                      X               3      104,119                  0         0
UNITED TECHNOLOGIES CORP                      X               3      355,218                  0         0
UNITED UTILS PLC                              X               2        4,835                  0         0
UNITED UTILS PLC                              X               4        5,000                  0         0
UNITEDHEALTH GROUP INC                        X                            0                110         0
UNITEDHEALTH GROUP INC                        X               3          164                  0         0
UNITEDHEALTH GROUP INC                        X               2          200                  0         0
UNITEDHEALTH GROUP INC                        X               7          600                  0         0
UNITEDHEALTH GROUP INC                        X               7          940                  0         0
UNITEDHEALTH GROUP INC                        X               5        1,090                  0         0
UNITEDHEALTH GROUP INC                        X               7        1,200                  0         0
UNITEDHEALTH GROUP INC                        X                        1,490                  0         0
UNITEDHEALTH GROUP INC                        X               7        1,800                  0         0
UNITEDHEALTH GROUP INC                        X               3        1,900                  0         0
UNITEDHEALTH GROUP INC                        X               5            0              2,000         0
UNITEDHEALTH GROUP INC                        X               5        3,200                  0         0
UNITEDHEALTH GROUP INC                        X               7        3,268                  0         0
UNITEDHEALTH GROUP INC                        X               7        3,400                  0         0
UNITEDHEALTH GROUP INC                        X               7        3,950                  0         0
UNITEDHEALTH GROUP INC                        X               7        6,020                  0         0
UNITEDHEALTH GROUP INC                        X               5            0              6,200         0
UNITEDHEALTH GROUP INC                        X                        6,470                  0         0
UNITEDHEALTH GROUP INC                        X               7        8,920                  0         0
UNITEDHEALTH GROUP INC                        X                        9,200                  0         0
UNITEDHEALTH GROUP INC                        X               7        9,272                  0         0
UNITEDHEALTH GROUP INC                        X               7       10,470                  0         0
UNITEDHEALTH GROUP INC                        X               7       12,372                  0         0
UNITEDHEALTH GROUP INC                        X               7       13,806                  0         0
UNITEDHEALTH GROUP INC                        X               3       18,678                  0         0
UNITEDHEALTH GROUP INC                        X               7       20,214                  0         0
UNITEDHEALTH GROUP INC                        X               4       19,535                990     1,710
UNITEDHEALTH GROUP INC                        X               7       22,292                  0         0
UNITEDHEALTH GROUP INC                        X               7       27,880                  0         0
UNITEDHEALTH GROUP INC                        X               3       38,690                  0         0
UNITEDHEALTH GROUP INC                        X               7       55,084                  0         0
UNITEDHEALTH GROUP INC                        X               3       63,524                  0         0
UNITEDHEALTH GROUP INC                        X               3       84,653                  0    11,300
UNITEDHEALTH GROUP INC                        X               7      119,654                  0         0
UNITEDHEALTH GROUP INC                        X               4      202,220                  0    20,655
UNITRIN INC                                   X               7        1,700                  0         0
UNITRIN INC                                   X               7        6,060                  0         0
UNIVERSAL HLTH SVCS INC                       X               7        2,950                  0         0
UNIVERSAL HLTH SVCS INC                       X               7        5,660                  0         0
UNIVERSAL HLTH SVCS INC                       X               5        4,000                  0         0
UNIVERSAL HLTH SVCS INC                       X               5            0             34,000         0
UNIVISION COMMUNICATIONS INC                  X               3        1,171                  0         0
UNIVISION COMMUNICATIONS INC                  X               7        1,620                  0         0
UNIVISION COMMUNICATIONS INC                  X               7        1,704                  0         0
UNIVISION COMMUNICATIONS INC                  X               4            0                  0     2,106
UNIVISION COMMUNICATIONS INC                  X               7        2,195                  0         0
UNIVISION COMMUNICATIONS INC                  X               7        2,500                  0         0
UNIVISION COMMUNICATIONS INC                  X               7        3,533                  0         0
UNIVISION COMMUNICATIONS INC                  X               5            0              5,600         0
UNIVISION COMMUNICATIONS INC                  X               7        6,367                  0         0
UNIVISION COMMUNICATIONS INC                  X               7        7,429                  0         0
UNIVISION COMMUNICATIONS INC                  X               7       18,290                  0         0
UNIZAN FINANCIAL CORP                         X                       88,627                  0         0
UNIZAN FINANCIAL CORP                         X                      132,480                  0         0
UNUMPROVIDENT CORP                            X               3        1,781                  0         0
UNUMPROVIDENT CORP                            X               7        2,208                  0         0
UNUMPROVIDENT CORP                            X               7        2,350                  0         0
UNUMPROVIDENT CORP                            X               7        3,075                  0         0
UNUMPROVIDENT CORP                            X               7        4,389                  0         0
UNUMPROVIDENT CORP                            X               7        4,400                  0         0
UNUMPROVIDENT CORP                            X               7        8,580                  0         0
UNUMPROVIDENT CORP                            X               2       12,116                  0         0
UNUMPROVIDENT CORP                            X               7       14,119                  0         0
UNUMPROVIDENT CORP                            X               4       20,191                  0         0
UNUMPROVIDENT CORP                            X               7       26,480                  0         0
UNUMPROVIDENT CORP                            X               4      263,407                  0     2,403
URBAN OUTFITTERS INC                          X               4            0                  0        40
URBAN OUTFITTERS INC                          X                        1,850                  0         0
URBAN OUTFITTERS INC                          X               4            0                  0     5,584
URBAN OUTFITTERS INC                          X               7        6,000                  0         0
URBAN OUTFITTERS INC                          X               7       10,600                  0         0
UTILITIES HOLDRS TR                           X               3          200                  0         0
UTILITIES HOLDRS TR                           X               3          400                  0         0
UTILITIES HOLDRS TR                           X               5          900                  0         0
UTILITIES HOLDRS TR                           X                        2,300                  0         0
UTILITIES HOLDRS TR                           X               3        7,600                  0         0
V F CORP                                      X                            0                100         0
V F CORP                                      X               5          250                  0         0
V F CORP                                      X               7          670                  0         0
V F CORP                                      X               7          680                  0         0
V F CORP                                      X               3          713                  0         0
V F CORP                                      X               5            0                750         0
V F CORP                                      X               7          827                  0         0
V F CORP                                      X               3          800                  0       160
V F CORP                                      X               7        1,300                  0         0
V F CORP                                      X               7        1,605                  0         0
V F CORP                                      X               7        2,495                  0         0
V F CORP                                      X               7        5,287                  0         0
V F CORP                                      X               7       10,040                  0         0
VALERO ENERGY CORP NEW                        X               5            0                155         0
VALERO ENERGY CORP NEW                        X               7          240                  0         0
VALERO ENERGY CORP NEW                        X               7          250                  0         0
VALERO ENERGY CORP NEW                        X               3          435                  0         0
VALERO ENERGY CORP NEW                        X               7          450                  0         0
VALERO ENERGY CORP NEW                        X                          623                  0         0
VALERO ENERGY CORP NEW                        X               3          750                  0         0
VALERO ENERGY CORP NEW                        X               2          830                  0         0
VALERO ENERGY CORP NEW                        X               7          950                  0         0
VALERO ENERGY CORP NEW                        X               7          978                  0         0
VALERO ENERGY CORP NEW                        X                        1,580                  0         0
VALERO ENERGY CORP NEW                        X               7        2,230                  0         0
VALERO ENERGY CORP NEW                        X               7        2,460                  0         0
VALERO ENERGY CORP NEW                        X               7        2,470                  0         0
VALERO ENERGY CORP NEW                        X               7        3,000                  0         0
VALERO ENERGY CORP NEW                        X               7        4,886                  0         0
VALERO ENERGY CORP NEW                        X               7        7,014                  0         0
VALERO ENERGY CORP NEW                        X               7       13,679                  0         0
VALERO ENERGY CORP NEW                        X               7       29,897                  0         0
VALERO ENERGY CORP NEW                        X               3       31,528                  0    13,577
VALERO ENERGY CORP NEW                        X               3       54,545                  0         0
VALLEY NATL BANCORP                           X               7        5,865                  0         0
VALLEY NATL BANCORP                           X               4        6,726                  0         0
VALLEY NATL BANCORP                           X               7       11,013                  0         0
VARIAN MED SYS INC                            X               3          865                  0         0
VARIAN MED SYS INC                            X                        1,160                  0         0
VARIAN MED SYS INC                            X               4            0              1,400         0
VARIAN MED SYS INC                            X               7        2,200                  0         0
VARIAN MED SYS INC                            X               5            0              3,500         0
VARIAN MED SYS INC                            X               7        5,335                  0         0
VARIAN MED SYS INC                            X               7       13,060                  0         0
VECTREN CORP                                  X               4            0             12,128         0
VANGUARD INDEX TR                             X               3          440                  0         0
VANGUARD INDEX TR                             X               4            0                  0    85,451
VERISIGN INC                                  X               4          100                  0         0
VERISIGN INC                                  X               3          175                  0         0
VERISIGN INC                                  X               5          340                  0         0
VERISIGN INC                                  X               3            0                  0       500
VERISIGN INC                                  X               7          550                  0         0
VERISIGN INC                                  X               5            0                633         0
VERISIGN INC                                  X               7        1,300                  0         0
VERISIGN INC                                  X               7        1,500                  0         0
VERISIGN INC                                  X               7        3,600                  0         0
VERISIGN INC                                  X                        6,450                  0         0
VERISIGN INC                                  X               7       12,141                  0         0
VERISIGN INC                                  X               7       25,010                  0         0
VERISIGN INC                                  X               3      127,392                  0     3,060
VERIZON COMMUNICATIONS                        X                            0                170         0
VERIZON COMMUNICATIONS                        X               1          650                  0         0
VERIZON COMMUNICATIONS                        X               5            0              1,075         0
VERIZON COMMUNICATIONS                        X               7        1,100                  0         0
VERIZON COMMUNICATIONS                        X               5            0              1,872         0
VERIZON COMMUNICATIONS                        X               7        1,900                  0         0
VERIZON COMMUNICATIONS                        X               3        1,980                  0         0
VERIZON COMMUNICATIONS                        X                        2,000                  0         0
VERIZON COMMUNICATIONS                        X               3        2,378                  0         0
VERIZON COMMUNICATIONS                        X               5        2,402                  0         0
VERIZON COMMUNICATIONS                        X               7        2,550                  0         0
VERIZON COMMUNICATIONS                        X               2        3,500                  0         0
VERIZON COMMUNICATIONS                        X               7        3,700                  0         0
VERIZON COMMUNICATIONS                        X               7        3,750                  0         0
VERIZON COMMUNICATIONS                        X               7        4,300                  0         0
VERIZON COMMUNICATIONS                        X               2        4,389                  0         0
VERIZON COMMUNICATIONS                        X                        5,010                  0         0
VERIZON COMMUNICATIONS                        X               7        5,100                  0         0
VERIZON COMMUNICATIONS                        X               7        7,600                  0         0
VERIZON COMMUNICATIONS                        X               7        8,560                  0         0
VERIZON COMMUNICATIONS                        X               7        8,750                  0         0
VERIZON COMMUNICATIONS                        X               3        9,855                  0         0
VERIZON COMMUNICATIONS                        X               7       18,170                  0         0
VERIZON COMMUNICATIONS                        X               7       20,309                  0         0
VERIZON COMMUNICATIONS                        X               7       22,960                  0         0
VERIZON COMMUNICATIONS                        X               7       27,016                  0         0
VERIZON COMMUNICATIONS                        X               7       42,711                  0         0
VERIZON COMMUNICATIONS                        X               7       44,046                  0         0
VERIZON COMMUNICATIONS                        X               3       31,100                  0    13,300
VERIZON COMMUNICATIONS                        X               7       58,207                  0         0
VERIZON COMMUNICATIONS                        X               3      101,220                  0         0
VERIZON COMMUNICATIONS                        X               7      119,508                  0         0
VERIZON COMMUNICATIONS                        X               3      122,764                  0         0
VERIZON COMMUNICATIONS                        X               4       70,275             22,544    49,718
VERIZON COMMUNICATIONS                        X               3      176,717                  0     5,239
VERIZON COMMUNICATIONS                        X               4      181,670                500    36,664
VERIZON COMMUNICATIONS                        X               7      263,110                  0         0
VIACOM INC                                    X               4          300                  0         0
VIACOM INC                                    X               3          900                  0         0
VIACOM INC                                    X               5        1,800                  0         0
VIACOM INC                                    X               3        5,900                  0         0
VIACOM INC                                    X               4        8,900                  0         0
VIACOM INC                                    X               5            0                250         0
VIACOM INC                                    X               7          700                  0         0
VIACOM INC                                    X               3        1,085                  0         0
VIACOM INC                                    X               6        1,130                  0         0
VIACOM INC                                    X               7        1,190                  0         0
VIACOM INC                                    X                        1,200                175         0
VIACOM INC                                    X               7        1,450                  0         0
VIACOM INC                                    X               7        1,500                  0         0
VIACOM INC                                    X               3        1,579                  0         0
VIACOM INC                                    X               7        1,700                  0         0
VIACOM INC                                    X                        1,900                  0         0
VIACOM INC                                    X               7        2,500                  0         0
VIACOM INC                                    X               3        2,715                  0         0
VIACOM INC                                    X               5        3,960                  0         0
VIACOM INC                                    X               7        4,100                  0         0
VIACOM INC                                    X               2        4,550                  0         0
VIACOM INC                                    X               7        4,808                  0         0
VIACOM INC                                    X               7        5,910                  0         0
VIACOM INC                                    X               2        6,042                  0         0
VIACOM INC                                    X                        6,820                  0         0
VIACOM INC                                    X               7       11,370                  0         0
VIACOM INC                                    X               7       11,555                  0         0
VIACOM INC                                    X               5            0             11,621         0
VIACOM INC                                    X               7       13,330                  0         0
VIACOM INC                                    X               7       15,525                  0         0
VIACOM INC                                    X               3       16,084                  0       542
VIACOM INC                                    X               7       23,815                  0         0
VIACOM INC                                    X               7       25,402                  0         0
VIACOM INC                                    X               3       27,200                  0         0
VIACOM INC                                    X               7       33,035                  0         0
VIACOM INC                                    X               4       29,114              4,400     6,350
VIACOM INC                                    X               7       65,463                  0         0
VIACOM INC                                    X               3       79,726                  0         0
VIACOM INC                                    X               3      134,329                  0     2,749
VIACOM INC                                    X               7      141,970                  0         0
VIACOM INC                                    X               3      145,362                  0         0
VIACOM INC                                    X               4      221,379                  0    64,710
VIDESH SANCHAR NIGAM LTD                      X               2        1,950                  0         0
VIDESH SANCHAR NIGAM LTD                      X               6      240,100                  0         0
VIISAGE TECHNOLOGY INC                        X               5       10,000                  0         0
VION PHARMACEUTICALS INC                      X               5        1,900                  0         0
VION PHARMACEUTICALS INC                      X               3            0                  0    10,000
VISTEON CORP                                  X               3            0                  0       131
VISTEON CORP                                  X               7          760                  0         0
VISTEON CORP                                  X               7          795                  0         0
VISTEON CORP                                  X               7          910                  0         0
VISTEON CORP                                  X               7        1,020                  0         0
VISTEON CORP                                  X               7        1,919                  0         0
VISTEON CORP                                  X               2        2,625                  0         0
VISTEON CORP                                  X               5            0              2,835         0
VIVENDI UNIVERSAL                             X               5          230                  0         0
VIVENDI UNIVERSAL                             X               3          200                  0       124
VIVENDI UNIVERSAL                             X               5            0                894         0
VIVENDI UNIVERSAL                             X               5        4,425                  0         0
VIVENDI UNIVERSAL                             X               4            0                  0     4,939
VIVENDI UNIVERSAL                             X               3       19,920                  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               5          462                  0         0
VODAFONE GROUP PLC NEW                        X               3        1,460                  0       150
VODAFONE GROUP PLC NEW                        X               4        1,960                  0         0
VODAFONE GROUP PLC NEW                        X               3        2,100                  0         0
VODAFONE GROUP PLC NEW                        X               7        2,346                  0         0
VODAFONE GROUP PLC NEW                        X               5            0              2,675         0
VODAFONE GROUP PLC NEW                        X               3        7,300                  0         0
VODAFONE GROUP PLC NEW                        X                        7,500                  0         0
VODAFONE GROUP PLC NEW                        X               2       10,350                  0         0
VODAFONE GROUP PLC NEW                        X               2       16,655                  0         0
VODAFONE GROUP PLC NEW                        X               4        5,610                  0    12,720
VORNADO RLTY TR                               X               4            0                  0       100
VORNADO RLTY TR                               X               7          850                  0         0
VORNADO RLTY TR                               X               7          950                  0         0
VORNADO RLTY TR                               X               7        1,180                  0         0
VORNADO RLTY TR                               X               7        1,520                  0         0
VORNADO RLTY TR                               X               7        1,750                  0         0
VORNADO RLTY TR                               X               3            0                  0     2,560
VORNADO RLTY TR                               X               7        3,300                  0         0
VORNADO RLTY TR                               X               7       12,690                  0         0
VULCAN MATLS CO                               X               3          111                  0         0
VULCAN MATLS CO                               X               5            0                265         0
VULCAN MATLS CO                               X               7          710                  0         0
VULCAN MATLS CO                               X               7          810                  0         0
VULCAN MATLS CO                               X               7          992                  0         0
VULCAN MATLS CO                               X               7        1,326                  0         0
VULCAN MATLS CO                               X               7        1,547                  0         0
VULCAN MATLS CO                               X               7        2,453                  0         0
VULCAN MATLS CO                               X               7        4,689                  0         0
VULCAN MATLS CO                               X               7        9,820                  0         0
WFS FINL INC                                  X                       17,000                  0         0
WFS FINL INC                                  X                       43,000                  0         0
WPP GROUP PLC                                 X               2        1,130                  0         0
WPP GROUP PLC                                 X               4            0                  0     2,262
WPP GROUP PLC                                 X               3       12,022                  0         0
WACHOVIA CORP 2ND NEW                         X               5            0                250         0
WACHOVIA CORP 2ND NEW                         X               3          400                  0         0
WACHOVIA CORP 2ND NEW                         X               7          700                  0         0
WACHOVIA CORP 2ND NEW                         X               5            0                855         0
WACHOVIA CORP 2ND NEW                         X               7        1,110                  0         0
WACHOVIA CORP 2ND NEW                         X               7        1,500                  0         0
WACHOVIA CORP 2ND NEW                         X               7        2,250                  0         0
WACHOVIA CORP 2ND NEW                         X               4        2,896                  0         0
WACHOVIA CORP 2ND NEW                         X               5            0              3,600         0
WACHOVIA CORP 2ND NEW                         X               7        4,450                  0         0
WACHOVIA CORP 2ND NEW                         X               7        4,920                  0         0
WACHOVIA CORP 2ND NEW                         X               7        4,930                  0         0
WACHOVIA CORP 2ND NEW                         X               5        5,065                  0         0
WACHOVIA CORP 2ND NEW                         X               2        5,549                  0         0
WACHOVIA CORP 2ND NEW                         X               7       10,880                  0         0
WACHOVIA CORP 2ND NEW                         X               7       11,610                  0         0
WACHOVIA CORP 2ND NEW                         X               4        6,122                  0     5,533
WACHOVIA CORP 2ND NEW                         X               7       13,243                  0         0
WACHOVIA CORP 2ND NEW                         X               7       15,499                  0         0
WACHOVIA CORP 2ND NEW                         X               3       17,253                  0         0
WACHOVIA CORP 2ND NEW                         X               7       22,411                  0         0
WACHOVIA CORP 2ND NEW                         X               7       25,187                  0         0
WACHOVIA CORP 2ND NEW                         X               7       33,778                  0         0
WACHOVIA CORP 2ND NEW                         X               7       69,158                  0         0
WACHOVIA CORP 2ND NEW                         X               3       87,322                  0         0
WACHOVIA CORP 2ND NEW                         X               7      151,176                  0         0
WAL MART STORES INC                           X               1          185                  0         0
WAL MART STORES INC                           X               5          300                  0         0
WAL MART STORES INC                           X                        1,000                  0         0
WAL MART STORES INC                           X               7        1,300                  0         0
WAL MART STORES INC                           X               7        2,200                  0         0
WAL MART STORES INC                           X               7        3,000                  0         0
WAL MART STORES INC                           X               7        3,600                  0         0
WAL MART STORES INC                           X               3        3,740                  0         0
WAL MART STORES INC                           X               3        4,600                  0         0
WAL MART STORES INC                           X               2        5,956                  0         0
WAL MART STORES INC                           X               5            0              6,638         0
WAL MART STORES INC                           X                        8,000                  0         0
WAL MART STORES INC                           X               3        8,595                  0         0
WAL MART STORES INC                           X               7        8,950                  0         0
WAL MART STORES INC                           X               7        9,850                  0         0
WAL MART STORES INC                           X               7       10,000                  0         0
WAL MART STORES INC                           X               2       16,400                  0         0
WAL MART STORES INC                           X               7       18,322                  0         0
WAL MART STORES INC                           X               7       18,690                  0         0
WAL MART STORES INC                           X               7       20,780                  0         0
WAL MART STORES INC                           X               7       24,469                  0         0
WAL MART STORES INC                           X               3       26,585                  0         0
WAL MART STORES INC                           X                       30,932                  0         0
WAL MART STORES INC                           X               7       38,489                  0         0
WAL MART STORES INC                           X               7       40,145                  0         0
WAL MART STORES INC                           X               3       37,152                  0    11,649
WAL MART STORES INC                           X               7       52,442                  0         0
WAL MART STORES INC                           X               5       56,635                  0         0
WAL MART STORES INC                           X               4       36,779             41,806    15,925
WAL MART STORES INC                           X               3      125,605                  0         0
WAL MART STORES INC                           X               4      122,692                  0    11,034
WAL MART STORES INC                           X               7      138,071                  0         0
WAL MART STORES INC                           X               3      213,792                  0     7,447
WAL MART STORES INC                           X               7      303,010                  0         0
WALGREEN CO                                   X               2          100                  0         0
WALGREEN CO                                   X               7          600                  0         0
WALGREEN CO                                   X               7          790                  0         0
WALGREEN CO                                   X               7          900                  0         0
WALGREEN CO                                   X               7        1,550                  0         0
WALGREEN CO                                   X               7        2,623                  0         0
WALGREEN CO                                   X               7        2,850                  0         0
WALGREEN CO                                   X               7        3,433                  0         0
WALGREEN CO                                   X               4            0              4,000         0
WALGREEN CO                                   X               7        5,010                  0         0
WALGREEN CO                                   X               5            0              5,273         0
WALGREEN CO                                   X               4          755                  0     4,673
WALGREEN CO                                   X               3        6,850                  0         0
WALGREEN CO                                   X                        7,322                  0         0
WALGREEN CO                                   X               7        7,538                  0         0
WALGREEN CO                                   X               7        8,610                  0         0
WALGREEN CO                                   X               7        8,640                  0         0
WALGREEN CO                                   X               3        9,579                  0         0
WALGREEN CO                                   X               7       10,084                  0         0
WALGREEN CO                                   X               2       10,297                  0         0
WALGREEN CO                                   X               7       11,203                  0         0
WALGREEN CO                                   X               7       14,173                  0         0
WALGREEN CO                                   X               7       16,404                  0         0
WALGREEN CO                                   X               7       21,592                  0         0
WALGREEN CO                                   X               3       33,800                  0         0
WALGREEN CO                                   X               7       44,460                  0         0
WALGREEN CO                                   X               3       51,416                  0         0
WALGREEN CO                                   X               3       69,706                  0     9,800
WALGREEN CO                                   X               7       96,180                  0         0
WASHINGTON MUT INC                            X                            0                285         0
WASHINGTON MUT INC                            X               7          500                  0         0
WASHINGTON MUT INC                            X               7          720                  0         0
WASHINGTON MUT INC                            X               7          800                  0         0
WASHINGTON MUT INC                            X               3        1,200                  0         0
WASHINGTON MUT INC                            X               7        1,400                  0         0
WASHINGTON MUT INC                            X               7        2,400                  0         0
WASHINGTON MUT INC                            X               4        1,587              1,000         0
WASHINGTON MUT INC                            X               7        3,037                  0         0
WASHINGTON MUT INC                            X               7        3,840                  0         0
WASHINGTON MUT INC                            X               2        4,670                  0         0
WASHINGTON MUT INC                            X               5        5,830                  0         0
WASHINGTON MUT INC                            X               7        6,507                  0         0
WASHINGTON MUT INC                            X               7        7,400                  0         0
WASHINGTON MUT INC                            X               7        7,720                  0         0
WASHINGTON MUT INC                            X               7        8,619                  0         0
WASHINGTON MUT INC                            X               4       10,305                  0     2,712
WASHINGTON MUT INC                            X               7       14,122                  0         0
WASHINGTON MUT INC                            X               7       16,769                  0         0
WASHINGTON MUT INC                            X               7       22,965                  0         0
WASHINGTON MUT INC                            X               7       37,426                  0         0
WASHINGTON MUT INC                            X               3       60,000                  0         0
WASHINGTON MUT INC                            X               3       85,371                  0     2,190
WASHINGTON MUT INC                            X               7       94,973                  0         0
WASHINGTON POST CO                            X               7           80                  0         0
WASHINGTON POST CO                            X               7          100                  0         0
WASHINGTON POST CO                            X               7          290                  0         0
WASTE MGMT INC DEL                            X               5          290                  0         0
WASTE MGMT INC DEL                            X               4          100                  0       232
WASTE MGMT INC DEL                            X               3          362                  0         0
WASTE MGMT INC DEL                            X                          380                  0         0
WASTE MGMT INC DEL                            X               7          680                  0         0
WASTE MGMT INC DEL                            X               7          700                  0         0
WASTE MGMT INC DEL                            X               2          839                  0         0
WASTE MGMT INC DEL                            X               7        1,200                  0         0
WASTE MGMT INC DEL                            X               7        2,050                  0         0
WASTE MGMT INC DEL                            X               3        2,748                  0         0
WASTE MGMT INC DEL                            X               7        2,893                  0         0
WASTE MGMT INC DEL                            X               5        3,020                  0         0
WASTE MGMT INC DEL                            X               7        3,040                  0         0
WASTE MGMT INC DEL                            X               7        4,063                  0         0
WASTE MGMT INC DEL                            X               7        4,690                  0         0
WASTE MGMT INC DEL                            X               7        5,549                  0         0
WASTE MGMT INC DEL                            X               7        6,181                  0         0
WASTE MGMT INC DEL                            X               7        9,000                  0         0
WASTE MGMT INC DEL                            X               7        9,272                  0         0
WASTE MGMT INC DEL                            X               5            0             12,200         0
WASTE MGMT INC DEL                            X               7       13,217                  0         0
WASTE MGMT INC DEL                            X               7       24,752                  0         0
WASTE MGMT INC DEL                            X               3       28,267                  0         0
WASTE MGMT INC DEL                            X               7       54,090                  0         0
WATERS CORP                                   X               7          700                  0         0
WATERS CORP                                   X               7          900                  0         0
WATERS CORP                                   X               7        1,030                  0         0
WATERS CORP                                   X               7        1,040                  0         0
WATERS CORP                                   X               7        1,763                  0         0
WATERS CORP                                   X               7        1,900                  0         0
WATERS CORP                                   X               2        2,376                  0         0
WATERS CORP                                   X               7        2,837                  0         0
WATERS CORP                                   X               3        2,888                  0         0
WATERS CORP                                   X               7        4,736                  0         0
WATERS CORP                                   X               7       11,950                  0         0
WATSON PHARMACEUTICALS INC                    X               7          770                  0         0
WATSON PHARMACEUTICALS INC                    X               7          870                  0         0
WATSON PHARMACEUTICALS INC                    X               7          930                  0         0
WATSON PHARMACEUTICALS INC                    X               3          957                  0         0
WATSON PHARMACEUTICALS INC                    X                          971                  0         0
WATSON PHARMACEUTICALS INC                    X               3        1,400                  0         0
WATSON PHARMACEUTICALS INC                    X               7        1,616                  0         0
WATSON PHARMACEUTICALS INC                    X               7        2,384                  0         0
WATSON PHARMACEUTICALS INC                    X               3          662                  0     2,500
WATSON PHARMACEUTICALS INC                    X               7        4,238                  0         0
WATSON PHARMACEUTICALS INC                    X               7       10,940                  0         0
WEBMD CORP                                    X               2           46                  0         0
WEBMD CORP                                    X               2          300                  0         0
WEBMD CORP                                    X               3            0                  0       500
WEBMD CORP                                    X                        4,606                  0         0
WEBMD CORP                                    X               4        4,750                  0         0
WEBMD CORP                                    X                        7,300                  0         0
WEIGHT WATCHERS INTL INC NEW                  X               4          675                  0         0
WEIGHT WATCHERS INTL INC NEW                  X               7        1,400                  0         0
WEIGHT WATCHERS INTL INC NEW                  X               2        2,859                  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
WELLCHOICE INC                                X               3          509                  0         0
WELLCHOICE INC                                X               7        3,891                  0         0
WELLCHOICE INC                                X               7        7,600                  0         0
WELLPOINT INC                                 X               6           36                  0         0
WELLPOINT INC                                 X               4            0                  0       101
WELLPOINT INC                                 X               3          200                  0         0
WELLPOINT INC                                 X               7          400                  0         0
WELLPOINT INC                                 X               7          500                  0         0
WELLPOINT INC                                 X               7          600                  0         0
WELLPOINT INC                                 X               2          710                  0         0
WELLPOINT INC                                 X               7          900                  0         0
WELLPOINT INC                                 X               5            0              1,000         0
WELLPOINT INC                                 X               3        1,160                  0         0
WELLPOINT INC                                 X               7        1,700                  0         0
WELLPOINT INC                                 X               7        2,000                  0         0
WELLPOINT INC                                 X               7        2,083                  0         0
WELLPOINT INC                                 X                        4,200                  0         0
WELLPOINT INC                                 X               7        4,472                  0         0
WELLPOINT INC                                 X               7        4,900                  0         0
WELLPOINT INC                                 X               7        5,180                  0         0
WELLPOINT INC                                 X               5            0              5,400         0
WELLPOINT INC                                 X               7        5,948                  0         0
WELLPOINT INC                                 X               3        8,886                  0         0
WELLPOINT INC                                 X               7        9,194                  0         0
WELLPOINT INC                                 X               7        9,375                  0         0
WELLPOINT INC                                 X               7        9,868                  0         0
WELLPOINT INC                                 X               7       14,294                  0         0
WELLPOINT INC                                 X               4          195                  0    14,678
WELLPOINT INC                                 X               7       18,820                  0         0
WELLPOINT INC                                 X               7       22,390                  0         0
WELLPOINT INC                                 X               2       23,195                  0         0
WELLPOINT INC                                 X               7       26,749                  0         0
WELLPOINT INC                                 X               3       30,882                  0     4,240
WELLPOINT INC                                 X               3       49,600                  0         0
WELLPOINT INC                                 X               7       58,620                  0         0
WELLPOINT INC                                 X               3      134,860                  0         0
WELLPOINT INC                                 X               3      150,858                  0         0
WELLS FARGO & CO NEW                          X               7          700                  0         0
WELLS FARGO & CO NEW                          X               3          740                  0         0
WELLS FARGO & CO NEW                          X               5          985                  0         0
WELLS FARGO & CO NEW                          X               7        1,100                  0         0
WELLS FARGO & CO NEW                          X               7        1,550                  0         0
WELLS FARGO & CO NEW                          X               7        2,200                  0         0
WELLS FARGO & CO NEW                          X               3        2,330                  0         0
WELLS FARGO & CO NEW                          X               2        3,300                  0         0
WELLS FARGO & CO NEW                          X               7        4,700                  0         0
WELLS FARGO & CO NEW                          X               7        5,100                  0         0
WELLS FARGO & CO NEW                          X               7        5,760                  0         0
WELLS FARGO & CO NEW                          X               7       10,210                  0         0
WELLS FARGO & CO NEW                          X               7       12,412                  0         0
WELLS FARGO & CO NEW                          X               7       14,030                  0         0
WELLS FARGO & CO NEW                          X               2       14,856                  0         0
WELLS FARGO & CO NEW                          X               7       16,517                  0         0
WELLS FARGO & CO NEW                          X               3       17,745                  0         0
WELLS FARGO & CO NEW                          X               3       21,842                  0         0
WELLS FARGO & CO NEW                          X               7       25,971                  0         0
WELLS FARGO & CO NEW                          X               7       26,918                  0         0
WELLS FARGO & CO NEW                          X               7       35,892                  0         0
WELLS FARGO & CO NEW                          X               5            0             36,515         0
WELLS FARGO & CO NEW                          X               3       40,870                  0         0
WELLS FARGO & CO NEW                          X               4       39,136              8,696    16,200
WELLS FARGO & CO NEW                          X               7       73,948                  0         0
WELLS FARGO & CO NEW                          X               3      128,723                  0         0
WELLS FARGO & CO NEW                          X               7      162,320                  0         0
WELLS FARGO & CO NEW                          X               4      201,268                300    26,275
WENDYS INTL INC                               X               3          713                  0         0
WENDYS INTL INC                               X               7          750                  0         0
WENDYS INTL INC                               X               7          800                  0         0
WENDYS INTL INC                               X               7          900                  0         0
WENDYS INTL INC                               X               7        1,114                  0         0
WENDYS INTL INC                               X               5        1,300                  0         0
WENDYS INTL INC                               X               7        1,700                  0         0
WENDYS INTL INC                               X               7        1,700                  0         0
WENDYS INTL INC                               X               7        4,487                  0         0
WENDYS INTL INC                               X               7       12,300                  0         0
WENDYS INTL INC                               X               2       51,761                  0         0
WERNER ENTERPRISES INC                        X                        4,465                  0         0
WERNER ENTERPRISES INC                        X               2       10,750                  0         0
WEST MARINE INC                               X               3            0                  0    17,900
WESTAIM CORP                                  X               2       14,000                  0         0
WESTERN GAS RES INC                           X               5            0              5,137         0
WESTERN SILVER CORP                           X               2       11,825                  0         0
WEYERHAEUSER CO                               X               5            0                400         0
WEYERHAEUSER CO                               X               5          450                  0         0
WEYERHAEUSER CO                               X                          700                  0         0
WEYERHAEUSER CO                               X               7          900                  0         0
WEYERHAEUSER CO                               X               3          922                  0         0
WEYERHAEUSER CO                               X               7        1,779                  0         0
WEYERHAEUSER CO                               X               7        1,994                  0         0
WEYERHAEUSER CO                               X               7        2,377                  0         0
WEYERHAEUSER CO                               X               7        3,465                  0         0
WEYERHAEUSER CO                               X               7        4,016                  0         0
WEYERHAEUSER CO                               X               7        6,042                  0         0
WEYERHAEUSER CO                               X               4        7,742                  0       815
WEYERHAEUSER CO                               X               7       10,928                  0         0
WEYERHAEUSER CO                               X               4        9,336              2,900       800
WEYERHAEUSER CO                               X               7       22,640                  0         0
WHIRLPOOL CORP                                X                            0                185         0
WHIRLPOOL CORP                                X               7          300                  0         0
WHIRLPOOL CORP                                X               5          465                  0         0
WHIRLPOOL CORP                                X               7          502                  0         0
WHIRLPOOL CORP                                X               7          520                  0         0
WHIRLPOOL CORP                                X               7          600                  0         0
WHIRLPOOL CORP                                X               7          917                  0         0
WHIRLPOOL CORP                                X               7        1,110                  0         0
WHIRLPOOL CORP                                X               7        1,808                  0         0
WHIRLPOOL CORP                                X               7        2,200                  0         0
WHIRLPOOL CORP                                X               3        2,575                  0         0
WHIRLPOOL CORP                                X               7        2,593                  0         0
WHIRLPOOL CORP                                X               7        7,170                  0         0
WHOLE FOODS MKT INC                           X               2          250                  0         0
WHOLE FOODS MKT INC                           X               7          300                  0         0
WHOLE FOODS MKT INC                           X               3          357                  0         0
WHOLE FOODS MKT INC                           X               4           50                  0       399
WHOLE FOODS MKT INC                           X               7          742                  0         0
WHOLE FOODS MKT INC                           X               7        3,086                  0         0
WHOLE FOODS MKT INC                           X               7        6,220                  0         0
WHOLE FOODS MKT INC                           X               7        6,687                  0         0
WHOLE FOODS MKT INC                           X               7        7,062                  0         0
WHOLE FOODS MKT INC                           X               7        9,190                  0         0
WILLIAMS COS INC DEL                          X               7          520                  0         0
WILLIAMS COS INC DEL                          X               7          800                  0         0
WILLIAMS COS INC DEL                          X               7        1,000                  0         0
WILLIAMS COS INC DEL                          X               3        1,355                  0         0
WILLIAMS COS INC DEL                          X               3        1,687                  0         0
WILLIAMS COS INC DEL                          X               7        2,100                  0         0
WILLIAMS COS INC DEL                          X               7        2,150                  0         0
WILLIAMS COS INC DEL                          X                        2,379                  0         0
WILLIAMS COS INC DEL                          X               7        4,100                  0         0
WILLIAMS COS INC DEL                          X               7        4,800                  0         0
WILLIAMS COS INC DEL                          X               3            0                  0     5,000
WILLIAMS COS INC DEL                          X               7        5,500                  0         0
WILLIAMS COS INC DEL                          X               5        5,535                  0         0
WILLIAMS COS INC DEL                          X               7        5,610                  0         0
WILLIAMS COS INC DEL                          X               7        9,452                  0         0
WILLIAMS COS INC DEL                          X               7       13,278                  0         0
WILLIAMS COS INC DEL                          X               7       26,045                  0         0
WILLIAMS COS INC DEL                          X               3       28,775                  0         0
WILLIAMS COS INC DEL                          X               4       38,595                  0     4,400
WILLIAMS COS INC DEL                          X               7       51,840                  0         0
WILLIAMS COS INC DEL                          X               3      193,033                  0         0
WILLIAMS COS INC DEL                          X               4      564,173                  0    15,679
WILLIAMS SONOMA INC                           X               4            0                  0        60
WILLIAMS SONOMA INC                           X               5            0                422         0
WILLIAMS SONOMA INC                           X               3          662                  0         0
WILLIAMS SONOMA INC                           X               5            0              2,100         0
WILLIAMS SONOMA INC                           X               7        4,538                  0         0
WILLIAMS SONOMA INC                           X               4            0                  0     8,399
WILLIAMS SONOMA INC                           X               7        9,520                  0         0
WINNEBAGO INDS INC                            X               5            0                117         0
WINNEBAGO INDS INC                            X               3            0                  0    11,500
WIPRO LTD                                     X               3            0                  0     1,500
WIPRO LTD                                     X               3       12,000                  0         0
WISCONSIN ENERGY CORP                         X               3          662                  0         0
WISCONSIN ENERGY CORP                         X               5            0              2,900         0
WISCONSIN ENERGY CORP                         X               7        4,538                  0         0
WISCONSIN ENERGY CORP                         X               4        8,875                  0         0
WISCONSIN ENERGY CORP                         X               4        2,755              1,600     5,100
WISCONSIN ENERGY CORP                         X               7       11,190                  0         0
WOORI FIN HLDGS CO LTD                        X               7       15,961                  0         0
WOORI FIN HLDGS CO LTD                        X               7       17,000                  0         0
WORLD FUEL SVCS CORP                          X               4            0                  0     7,615
WRIGLEY WM JR CO                              X                            0                 40         0
WRIGLEY WM JR CO                              X               4          459                  0         0
WRIGLEY WM JR CO                              X               3          465                  0         0
WRIGLEY WM JR CO                              X               5          550                  0         0
WRIGLEY WM JR CO                              X               7        1,397                  0         0
WRIGLEY WM JR CO                              X               7        1,530                  0         0
WRIGLEY WM JR CO                              X               7        1,711                  0         0
WRIGLEY WM JR CO                              X               5            0              2,100         0
WRIGLEY WM JR CO                              X               7        2,250                  0         0
WRIGLEY WM JR CO                              X               7        2,765                  0         0
WRIGLEY WM JR CO                              X               7        3,935                  0         0
WRIGLEY WM JR CO                              X               7        6,635                  0         0
WRIGLEY WM JR CO                              X               4       12,400                  0         0
WRIGLEY WM JR CO                              X               7       14,370                  0         0
WRIGLEY WM JR CO                              X               2       23,600                  0         0
WRIGLEY WM JR CO                              X               3       30,100                  0         0
WYETH                                         X               3          368                  0         0
WYETH                                         X               7          700                  0         0
WYETH                                         X               2          800                  0         0
WYETH                                         X               7        1,000                  0         0
WYETH                                         X               7        1,250                  0         0
WYETH                                         X               7        1,950                  0         0
WYETH                                         X               7        3,357                  0         0
WYETH                                         X               7        3,550                  0         0
WYETH                                         X               2        3,733                  0         0
WYETH                                         X               5        4,220                  0         0
WYETH                                         X               7        4,350                  0         0
WYETH                                         X               7        4,900                  0         0
WYETH                                         X               5        4,970                  0         0
WYETH                                         X               3        8,000                  0         0
WYETH                                         X               5            0              8,320         0
WYETH                                         X               7        9,770                  0         0
WYETH                                         X               7        9,885                  0         0
WYETH                                         X               7       11,050                  0         0
WYETH                                         X               7       13,141                  0         0
WYETH                                         X               3       14,000                  0         0
WYETH                                         X               7       14,546                  0         0
WYETH                                         X                       14,630                  0         0
WYETH                                         X                       18,700                  0         0
WYETH                                         X               3       20,670                  0         0
WYETH                                         X               7       20,671                  0         0
WYETH                                         X               5            0             21,200         0
WYETH                                         X               7       21,492                  0         0
WYETH                                         X               3       27,140                  0         0
WYETH                                         X               7       29,139                  0         0
WYETH                                         X               7       58,183                  0         0
WYETH                                         X               3       67,448                  0         0
WYETH                                         X               7      127,970                  0         0
WYETH                                         X               4       90,455             19,200    29,350
WYETH                                         X               3      163,941                  0     2,000
WYETH                                         X               4      261,465              4,900     3,018
WYETH                                         X               5        4,000                  0         0
WYETH                                         X               5            0             43,000         0
WYNN RESORTS LTD                              X               5          655                  0         0
WYNN RESORTS LTD                              X               3          700                  0         0
WYNN RESORTS LTD                              X               7        1,000                  0         0
WYNN RESORTS LTD                              X               7        2,600                  0         0
XM SATELLITE RADIO HLDGS INC                  X               4            0                  0        30
XM SATELLITE RADIO HLDGS INC                  X               5           90                  0         0
XM SATELLITE RADIO HLDGS INC                  X               3          967                  0         0
XM SATELLITE RADIO HLDGS INC                  X               5            0                997         0
XM SATELLITE RADIO HLDGS INC                  X               7        2,600                  0         0
XM SATELLITE RADIO HLDGS INC                  X               4        1,665                  0     4,879
XM SATELLITE RADIO HLDGS INC                  X               7        7,233                  0         0
XM SATELLITE RADIO HLDGS INC                  X               7       15,900                  0         0
XTO ENERGY INC                                X               2          100                  0         0
XTO ENERGY INC                                X               7          380                  0         0
XTO ENERGY INC                                X               7          600                  0         0
XTO ENERGY INC                                X               7          650                  0         0
XTO ENERGY INC                                X               7        1,466                  0         0
XTO ENERGY INC                                X               7        1,600                  0         0
XTO ENERGY INC                                X               7        2,580                  0         0
XTO ENERGY INC                                X               7        3,050                  0         0
XTO ENERGY INC                                X                        3,162                  0         0
XTO ENERGY INC                                X               7        3,550                  0         0
XTO ENERGY INC                                X               7        4,500                  0         0
XTO ENERGY INC                                X               7        5,933                  0         0
XTO ENERGY INC                                X               7        8,200                  0         0
XTO ENERGY INC                                X               7       16,430                  0         0
XTO ENERGY INC                                X               7       34,300                  0         0
XTO ENERGY INC                                X               3      103,961                  0         0
XTO ENERGY INC                                X               3      113,241                  0         0
XTO ENERGY INC                                X               3      273,033                  0         0
XCEL ENERGY INC                               X               4          589                  0         0
XCEL ENERGY INC                               X               7        2,000                  0         0
XCEL ENERGY INC                               X               7        2,100                  0         0
XCEL ENERGY INC                               X               3        2,442                  0         0
XCEL ENERGY INC                               X               4        3,022                  0         0
XCEL ENERGY INC                               X               7        3,209                  0         0
XCEL ENERGY INC                               X               7        3,410                  0         0
XCEL ENERGY INC                               X               7        3,910                  0         0
XCEL ENERGY INC                               X               7        4,182                  0         0
XCEL ENERGY INC                               X               7        6,600                  0         0
XCEL ENERGY INC                               X               7       19,258                  0         0
XCEL ENERGY INC                               X               7       37,430                  0         0
XCEL ENERGY INC                               X               3    1,250,000                  0         0
XILINX INC                                    X               7          490                  0         0
XILINX INC                                    X               7          700                  0         0
XILINX INC                                    X               7          900                  0         0
XILINX INC                                    X               5            0              1,299         0
XILINX INC                                    X               3          137                  0     1,176
XILINX INC                                    X               7        1,500                  0         0
XILINX INC                                    X               7        1,800                  0         0
XILINX INC                                    X               3        1,800                  0         0
XILINX INC                                    X               5        2,000                  0         0
XILINX INC                                    X                        2,140                  0         0
XILINX INC                                    X               7        2,220                  0         0
XILINX INC                                    X                        2,439                  0         0
XILINX INC                                    X               7        2,503                  0         0
XILINX INC                                    X               7        2,950                  0         0
XILINX INC                                    X               7        3,358                  0         0
XILINX INC                                    X               7        5,280                  0         0
XILINX INC                                    X               7        5,407                  0         0
XILINX INC                                    X               4        6,729                  0       400
XILINX INC                                    X               7        8,661                  0         0
XILINX INC                                    X               5       14,000                  0         0
XILINX INC                                    X               7       16,366                  0         0
XILINX INC                                    X               4       17,319                  0       510
XILINX INC                                    X               7       32,430                  0         0
XEROX CORP                                    X               3          150                  0         0
XEROX CORP                                    X               3          492                  0         0
XEROX CORP                                    X               7          700                  0         0
XEROX CORP                                    X               3            0                  0       900
XEROX CORP                                    X               7          950                  0         0
XEROX CORP                                    X               7        1,450                  0         0
XEROX CORP                                    X               4        1,606                  0         0
XEROX CORP                                    X               7        1,700                  0         0
XEROX CORP                                    X                        2,000                  0         0
XEROX CORP                                    X               3        2,010                  0         0
XEROX CORP                                    X               5        2,305                  0         0
XEROX CORP                                    X               7        3,100                  0         0
XEROX CORP                                    X               7        3,800                  0         0
XEROX CORP                                    X               7        4,600                  0         0
XEROX CORP                                    X                        6,000                  0         0
XEROX CORP                                    X               7        6,200                  0         0
XEROX CORP                                    X               7        6,884                  0         0
XEROX CORP                                    X               3        7,139                  0       365
XEROX CORP                                    X               7        7,840                  0         0
XEROX CORP                                    X               7        9,364                  0         0
XEROX CORP                                    X               7       11,220                  0         0
XEROX CORP                                    X               2       12,283                  0         0
XEROX CORP                                    X               7       12,645                  0         0
XEROX CORP                                    X               7       15,020                  0         0
XEROX CORP                                    X               7       20,147                  0         0
XEROX CORP                                    X               5            0             37,605         0
XEROX CORP                                    X               7       42,761                  0         0
XEROX CORP                                    X               3       48,252                  0         0
XEROX CORP                                    X               4       17,480                  0    44,280
XEROX CORP                                    X               7       90,250                  0         0
YPF SOCIEDAD ANONIMA                          X               1       13,600                  0         0
YAHOO INC                                     X               1          196                  0         0
YAHOO INC                                     X               4            0                  0       220
YAHOO INC                                     X               2          300                  0         0
YAHOO INC                                     X               7          500                  0         0
YAHOO INC                                     X               3          562                  0         0
YAHOO INC                                     X               7          700                  0         0
YAHOO INC                                     X               7          790                  0         0
YAHOO INC                                     X               7          900                  0         0
YAHOO INC                                     X               7          950                  0         0
YAHOO INC                                     X               7        1,000                  0         0
YAHOO INC                                     X               7        1,900                  0         0
YAHOO INC                                     X               5            0              1,985         0
YAHOO INC                                     X               5        2,000                  0         0
YAHOO INC                                     X               7        2,750                  0         0
YAHOO INC                                     X                        2,868                  0         0
YAHOO INC                                     X               7        2,995                  0         0
YAHOO INC                                     X               5            0              3,200         0
YAHOO INC                                     X               7        3,350                  0         0
YAHOO INC                                     X               7        3,512                  0         0
YAHOO INC                                     X               7        3,700                  0         0
YAHOO INC                                     X                        7,200                  0         0
YAHOO INC                                     X               7        8,130                  0         0
YAHOO INC                                     X               7        9,222                  0         0
YAHOO INC                                     X               3       10,259                  0         0
YAHOO INC                                     X               7       10,370                  0         0
YAHOO INC                                     X                       11,397                  0         0
YAHOO INC                                     X               7       12,422                  0         0
YAHOO INC                                     X               7       13,930                  0         0
YAHOO INC                                     X               7       16,900                  0         0
YAHOO INC                                     X               7       20,144                  0         0
YAHOO INC                                     X               7       25,670                  0         0
YAHOO INC                                     X               7       29,285                  0         0
YAHOO INC                                     X               5       29,622                  0         0
YAHOO INC                                     X               7       29,690                  0         0
YAHOO INC                                     X               7       31,474                  0         0
YAHOO INC                                     X               4            0                  0    36,992
YAHOO INC                                     X               7       46,661                  0         0
YAHOO INC                                     X               3       63,063                  0         0
YAHOO INC                                     X               7      101,340                  0         0
YAHOO INC                                     X               3      111,000                  0     4,774
YELLOW ROADWAY CORP                           X                          732                  0         0
YELLOW ROADWAY CORP                           X                        1,200                  0         0
YELLOW ROADWAY CORP                           X               2        4,350                  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               3          360                  0         0
YUM BRANDS INC                                X               7          400                  0         0
YUM BRANDS INC                                X               4          400                 40         0
YUM BRANDS INC                                X               4          450                  0         0
YUM BRANDS INC                                X               7          600                  0         0
YUM BRANDS INC                                X               7          650                  0         0
YUM BRANDS INC                                X               7        1,400                  0         0
YUM BRANDS INC                                X               7        1,400                  0         0
YUM BRANDS INC                                X                        1,600                  0         0
YUM BRANDS INC                                X               3        1,890                  0         0
YUM BRANDS INC                                X               3        2,100                  0         0
YUM BRANDS INC                                X               7        2,149                  0         0
YUM BRANDS INC                                X               7        2,398                  0         0
YUM BRANDS INC                                X               7        2,836                  0         0
YUM BRANDS INC                                X               7        4,542                  0         0
YUM BRANDS INC                                X               7        4,738                  0         0
YUM BRANDS INC                                X               7        5,800                  0         0
YUM BRANDS INC                                X               7        6,310                  0         0
YUM BRANDS INC                                X               3        7,567                  0         0
YUM BRANDS INC                                X               7       13,619                  0         0
YUM BRANDS INC                                X               7       28,410                  0         0
ZARLINK SEMICONDUCTOR INC                     X               5        2,000                  0         0
ZARLINK SEMICONDUCTOR INC                     X               2       39,540                  0         0
ZEBRA TECHNOLOGIES CORP                       X               3          407                  0         0
ZEBRA TECHNOLOGIES CORP                       X               7        1,100                  0         0
ZEBRA TECHNOLOGIES CORP                       X               7        2,793                  0         0
ZEBRA TECHNOLOGIES CORP                       X               2        4,650                  0         0
ZEBRA TECHNOLOGIES CORP                       X               7        6,200                  0         0
ZEBRA TECHNOLOGIES CORP                       X               3       40,000                  0         0
ZIMMER HLDGS INC                              X               3          130                  0         0
ZIMMER HLDGS INC                              X               7          200                  0         0
ZIMMER HLDGS INC                              X               2          280                  0         0
ZIMMER HLDGS INC                              X               7          300                  0         0
ZIMMER HLDGS INC                              X               7          550                  0         0
ZIMMER HLDGS INC                              X               7          650                  0         0
ZIMMER HLDGS INC                              X                          720                  0         0
ZIMMER HLDGS INC                              X               5            0                800         0
ZIMMER HLDGS INC                              X               7        1,100                  0         0
ZIMMER HLDGS INC                              X               7        1,150                  0         0
ZIMMER HLDGS INC                              X               5            0              1,200         0
ZIMMER HLDGS INC                              X               7        1,763                  0         0
ZIMMER HLDGS INC                              X               5            0              1,870         0
ZIMMER HLDGS INC                              X               7        2,040                  0         0
ZIMMER HLDGS INC                              X               7        2,467                  0         0
ZIMMER HLDGS INC                              X               3        2,500                  0         0
ZIMMER HLDGS INC                              X               5        3,265                  0         0
ZIMMER HLDGS INC                              X               7        3,757                  0         0
ZIMMER HLDGS INC                              X               7        4,020                  0         0
ZIMMER HLDGS INC                              X               7        4,980                  0         0
ZIMMER HLDGS INC                              X               7       10,729                  0         0
ZIMMER HLDGS INC                              X               3       14,551                  0         0
ZIMMER HLDGS INC                              X               4        5,304                  0    11,401
ZIMMER HLDGS INC                              X               7       23,290                  0         0
ZIMMER HLDGS INC                              X               4       57,931             17,390     3,638
ZIONS BANCORPORATION                          X               7          665                  0         0
ZIONS BANCORPORATION                          X               7          710                  0         0
ZIONS BANCORPORATION                          X               7          979                  0         0
ZIONS BANCORPORATION                          X               7        1,241                  0         0
ZIONS BANCORPORATION                          X               7        1,400                  0         0
ZIONS BANCORPORATION                          X               7        4,191                  0         0
ZIONS BANCORPORATION                          X               3        4,309                  0         0
ZIONS BANCORPORATION                          X               7        8,320                  0         0
ZIONS BANCORPORATION                          X               4       24,000                  0         0
DAIMLERCHRYSLER AG                            X                            0                 60         0
DAIMLERCHRYSLER AG                            X               2           70                  0         0
DAIMLERCHRYSLER AG                            X               4          374                  0         0
DAIMLERCHRYSLER AG                            X               5          595                  0         0
DAIMLERCHRYSLER AG                            X               2        2,100                  0         0
DAIMLERCHRYSLER AG                            X               5            0              3,635         0
DAIMLERCHRYSLER AG                            X               3    1,779,954                  0   155,731
DEUTSCHE BANK AG NAMEN                        X               2          340                  0         0
DEUTSCHE BANK AG NAMEN                        X               3    1,236,113                  0    82,238
ACE LTD                                       X               2           20                  0         0
ACE LTD                                       X               7          450                  0         0
ACE LTD                                       X               7          650                  0         0
ACE LTD                                       X               7        1,400                  0         0
ACE LTD                                       X               7        1,400                  0         0
ACE LTD                                       X               3        1,480                  0         0
ACE LTD                                       X               7        2,062                  0         0
ACE LTD                                       X               7        2,460                  0         0
ACE LTD                                       X               5            0              2,600         0
ACE LTD                                       X               7        2,829                  0         0
ACE LTD                                       X               3        4,000                  0         0
ACE LTD                                       X               7        4,771                  0         0
ACE LTD                                       X               7        6,000                  0         0
ACE LTD                                       X               7        6,100                  0         0
ACE LTD                                       X               7        6,679                  0         0
ACE LTD                                       X                        7,650                  0         0
ACE LTD                                       X               7       12,870                  0         0
ACE LTD                                       X               7       27,400                  0         0
AMDOCS LTD                                    X               5            0                380         0
AMDOCS LTD                                    X               2          680                  0         0
AMDOCS LTD                                    X               7        1,250                  0         0
AMDOCS LTD                                    X               5            0              1,285         0
AMDOCS LTD                                    X               7        7,879                  0         0
AMDOCS LTD                                    X               7       17,700                  0         0
AXIS CAPITAL HOLDINGS                         X               3          967                  0         0
AXIS CAPITAL HOLDINGS                         X               5            0              4,200         0
AXIS CAPITAL HOLDINGS                         X               7        6,133                  0         0
AXIS CAPITAL HOLDINGS                         X               7       13,400                  0         0
ACCENTURE LTD BERMUDA                         X               7          890                  0         0
ACCENTURE LTD BERMUDA                         X               7        1,200                  0         0
ACCENTURE LTD BERMUDA                         X               2        2,670                  0         0
ACCENTURE LTD BERMUDA                         X               7        2,800                  0         0
ACCENTURE LTD BERMUDA                         X               7        3,100                  0         0
ACCENTURE LTD BERMUDA                         X               7        3,200                  0         0
ACCENTURE LTD BERMUDA                         X               7        3,252                  0         0
ACCENTURE LTD BERMUDA                         X               5            0              3,283         0
ACCENTURE LTD BERMUDA                         X               7        3,500                  0         0
ACCENTURE LTD BERMUDA                         X               5        4,930                  0         0
ACCENTURE LTD BERMUDA                         X               4          800                  0     6,329
ACCENTURE LTD BERMUDA                         X               5            0              8,880         0
ACCENTURE LTD BERMUDA                         X               7        9,800                  0         0
ACCENTURE LTD BERMUDA                         X               7       10,000                  0         0
ACCENTURE LTD BERMUDA                         X               3       17,585                  0         0
ACCENTURE LTD BERMUDA                         X               7       27,289                  0         0
ACCENTURE LTD BERMUDA                         X               7       54,700                  0         0
BUNGE LIMITED                                 X               2           53                  0         0
BUNGE LIMITED                                 X               3          713                  0         0
BUNGE LIMITED                                 X               7        2,800                  0         0
BUNGE LIMITED                                 X               7        5,387                  0         0
BUNGE LIMITED                                 X               7       10,300                  0         0
BUNGE LIMITED                                 X               2       15,075                  0         0
BUNGE LIMITED                                 X               3       53,550                  0         0
BUNGE LIMITED                                 X               3       88,791                  0         0
COOPER INDS LTD                               X               2           10                  0         0
COOPER INDS LTD                               X               4            0                  0       500
COOPER INDS LTD                               X               7          710                  0         0
COOPER INDS LTD                               X               7          750                  0         0
COOPER INDS LTD                               X               7          846                  0         0
COOPER INDS LTD                               X               7          872                  0         0
COOPER INDS LTD                               X               7        1,416                  0         0
COOPER INDS LTD                               X               7        1,894                  0         0
COOPER INDS LTD                               X               7        4,390                  0         0
COOPER INDS LTD                               X               7        9,990                  0         0
EVEREST RE GROUP LTD                          X               3          306                  0         0
EVEREST RE GROUP LTD                          X               7        1,000                  0         0
EVEREST RE GROUP LTD                          X               5            0              1,067         0
EVEREST RE GROUP LTD                          X               7        2,194                  0         0
EVEREST RE GROUP LTD                          X               7        5,100                  0         0
GARMIN LTD                                    X               3          458                  0         0
GARMIN LTD                                    X               7        3,142                  0         0
GARMIN LTD                                    X               7        7,300                  0         0
GLOBALSANTAFE CORP                            X               5           75                  0         0
GLOBALSANTAFE CORP                            X               5            0                231         0
GLOBALSANTAFE CORP                            X               7          420                  0         0
GLOBALSANTAFE CORP                            X               7          600                  0         0
GLOBALSANTAFE CORP                            X               4          850                  0         0
GLOBALSANTAFE CORP                            X               2          910                  0         0
GLOBALSANTAFE CORP                            X               7        1,400                  0         0
GLOBALSANTAFE CORP                            X               7        1,400                  0         0
GLOBALSANTAFE CORP                            X               3        1,425                  0         0
GLOBALSANTAFE CORP                            X               5            0              6,800         0
GLOBALSANTAFE CORP                            X               7       11,175                  0         0
GLOBALSANTAFE CORP                            X               7       23,850                  0         0
GLOBALSANTAFE CORP                            X               3      238,977                  0         0
INGERSOLL-RAND COMPANY LTD                    X                            0                 40         0
INGERSOLL-RAND COMPANY LTD                    X               2           40                  0         0
INGERSOLL-RAND COMPANY LTD                    X               3          385                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7          500                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7          700                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7        1,000                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7        1,560                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7        1,600                  0         0
INGERSOLL-RAND COMPANY LTD                    X                        2,414                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7        2,468                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7        2,640                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7        3,254                  0         0
INGERSOLL-RAND COMPANY LTD                    X               3        4,200                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7        5,562                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7        5,914                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7        7,596                  0         0
INGERSOLL-RAND COMPANY LTD                    X               3        9,453                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7       15,070                  0         0
INGERSOLL-RAND COMPANY LTD                    X               7       34,640                  0         0
INGERSOLL-RAND COMPANY LTD                    X               4       11,108                  0    23,775
INGERSOLL-RAND COMPANY LTD                    X               4        3,980              9,000    27,284
MARVELL TECHNOLOGY GROUP LTD                  X               4            0                  0       175
MARVELL TECHNOLOGY GROUP LTD                  X               7          350                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X               7          800                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X               7          800                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X               7          900                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X               3        1,221                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X                        1,422                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X               7        1,800                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X               5            0              3,500         0
MARVELL TECHNOLOGY GROUP LTD                  X               5        4,036                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X               7        5,100                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X               7        9,879                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X               7       20,000                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X               4            0                  0    25,414
NABORS INDUSTRIES LTD                         X               5           46                  0         0
NABORS INDUSTRIES LTD                         X               7          220                  0         0
NABORS INDUSTRIES LTD                         X               7          350                  0         0
NABORS INDUSTRIES LTD                         X               3          648                  0         0
NABORS INDUSTRIES LTD                         X               7          800                  0         0
NABORS INDUSTRIES LTD                         X               7          800                  0         0
NABORS INDUSTRIES LTD                         X               7        1,115                  0         0
NABORS INDUSTRIES LTD                         X               7        1,280                  0         0
NABORS INDUSTRIES LTD                         X               6        1,400                  0         0
NABORS INDUSTRIES LTD                         X               7        1,494                  0         0
NABORS INDUSTRIES LTD                         X               7        1,517                  0         0
NABORS INDUSTRIES LTD                         X               7        2,623                  0         0
NABORS INDUSTRIES LTD                         X               5            0              3,200         0
NABORS INDUSTRIES LTD                         X               7        3,622                  0         0
NABORS INDUSTRIES LTD                         X                        4,000                  0         0
NABORS INDUSTRIES LTD                         X               7        7,384                  0         0
NABORS INDUSTRIES LTD                         X               5            0              7,500         0
NABORS INDUSTRIES LTD                         X               2        8,250                  0         0
NABORS INDUSTRIES LTD                         X               4       10,136                  0       615
NABORS INDUSTRIES LTD                         X               7       12,350                  0         0
NABORS INDUSTRIES LTD                         X               7       15,000                  0         0
NABORS INDUSTRIES LTD                         X               7       17,386                  0         0
NABORS INDUSTRIES LTD                         X               7       20,649                  0         0
NABORS INDUSTRIES LTD                         X               3       27,040                  0         0
NABORS INDUSTRIES LTD                         X               4       84,181                  0     6,634
NOBLE CORPORATION                             X               2           30                  0         0
NOBLE CORPORATION                             X               5          400                  0         0
NOBLE CORPORATION                             X               7          700                  0         0
NOBLE CORPORATION                             X               7          800                  0         0
NOBLE CORPORATION                             X               7          991                  0         0
NOBLE CORPORATION                             X               7        1,160                  0         0
NOBLE CORPORATION                             X               7        1,353                  0         0
NOBLE CORPORATION                             X               7        2,300                  0         0
NOBLE CORPORATION                             X               3        4,584                  0         0
NOBLE CORPORATION                             X               7        6,086                  0         0
NOBLE CORPORATION                             X               7       13,020                  0         0
NOBLE CORPORATION                             X               4       13,601                  0       250
NOBLE CORPORATION                             X               4      124,350                  0     1,486
OPENTV CORP                                   X               3      186,319                  0         0
PARTNERRE LTD                                 X               5            0                123         0
PARTNERRE LTD                                 X               3          306                  0         0
PARTNERRE LTD                                 X               7        2,094                  0         0
PARTNERRE LTD                                 X               7        2,780                  0         0
PARTNERRE LTD                                 X               5            0              3,700         0
PARTNERRE LTD                                 X               7        4,600                  0         0
RENAISSANCERE HOLDINGS LTD                    X               2           30                  0         0
RENAISSANCERE HOLDINGS LTD                    X               3          407                  0         0
RENAISSANCERE HOLDINGS LTD                    X               5            0              1,300         0
RENAISSANCERE HOLDINGS LTD                    X               5            0              2,000         0
RENAISSANCERE HOLDINGS LTD                    X               7        2,793                  0         0
RENAISSANCERE HOLDINGS LTD                    X               7        6,200                  0         0
RENAISSANCERE HOLDINGS LTD                    X                        6,800                  0         0
SEAGATE TECHNOLOGY                            X                            0                315         0
SEAGATE TECHNOLOGY                            X               5          770                  0         0
SEAGATE TECHNOLOGY                            X               3        1,374                  0         0
SEAGATE TECHNOLOGY                            X               2        2,270                  0         0
SEAGATE TECHNOLOGY                            X               7        4,200                  0         0
SEAGATE TECHNOLOGY                            X               7        4,300                  0         0
SEAGATE TECHNOLOGY                            X                        5,225                  0         0
SEAGATE TECHNOLOGY                            X               7        8,300                  0         0
SEAGATE TECHNOLOGY                            X               7       22,326                  0         0
SEAGATE TECHNOLOGY                            X               7       45,200                  0         0
SEAGATE TECHNOLOGY                            X               7       45,200                  0         0
TRANSOCEAN INC                                X               7          300                  0         0
TRANSOCEAN INC                                X               7          350                  0         0
TRANSOCEAN INC                                X               7          550                  0         0
TRANSOCEAN INC                                X               7          600                  0         0
TRANSOCEAN INC                                X               7          900                  0         0
TRANSOCEAN INC                                X               5        1,000                  0         0
TRANSOCEAN INC                                X               3        1,100                  0         0
TRANSOCEAN INC                                X               7        1,353                  0         0
TRANSOCEAN INC                                X               5            0              1,398         0
TRANSOCEAN INC                                X               7        2,412                  0         0
TRANSOCEAN INC                                X               7        2,790                  0         0
TRANSOCEAN INC                                X               7        3,175                  0         0
TRANSOCEAN INC                                X               4        3,236                  0         0
TRANSOCEAN INC                                X                        3,339                  0         0
TRANSOCEAN INC                                X               5        3,500                  0         0
TRANSOCEAN INC                                X               7        3,560                  0         0
TRANSOCEAN INC                                X               7        5,340                  0         0
TRANSOCEAN INC                                X               4        7,168                  0       257
TRANSOCEAN INC                                X               7        8,210                  0         0
TRANSOCEAN INC                                X               3        8,959                  0         0
TRANSOCEAN INC                                X               3       11,154                  0         0
TRANSOCEAN INC                                X               7       14,721                  0         0
TRANSOCEAN INC                                X               7       29,790                  0         0
WEATHERFORD INTERNATIONAL LT                  X                            0                 60         0
WEATHERFORD INTERNATIONAL LT                  X               5            0                110         0
WEATHERFORD INTERNATIONAL LT                  X               7          200                  0         0
WEATHERFORD INTERNATIONAL LT                  X               4          325                  0         0
WEATHERFORD INTERNATIONAL LT                  X               7          350                  0         0
WEATHERFORD INTERNATIONAL LT                  X               5            0                710         0
WEATHERFORD INTERNATIONAL LT                  X               7          800                  0         0
WEATHERFORD INTERNATIONAL LT                  X               3          814                  0         0
WEATHERFORD INTERNATIONAL LT                  X               7        1,050                  0         0
WEATHERFORD INTERNATIONAL LT                  X               5        1,100                  0         0
WEATHERFORD INTERNATIONAL LT                  X               7        1,170                  0         0
WEATHERFORD INTERNATIONAL LT                  X               7        1,500                  0         0
WEATHERFORD INTERNATIONAL LT                  X               7        2,100                  0         0
WEATHERFORD INTERNATIONAL LT                  X               5        4,150                  0         0
WEATHERFORD INTERNATIONAL LT                  X               7        7,386                  0         0
WEATHERFORD INTERNATIONAL LT                  X               7       17,270                  0         0
WHITE MTNS INS GROUP LTD                      X               3           51                  0         0
WHITE MTNS INS GROUP LTD                      X                          500                  0         0
WHITE MTNS INS GROUP LTD                      X               7          549                  0         0
WHITE MTNS INS GROUP LTD                      X               7        1,020                  0         0
WILLIS GROUP HOLDINGS LTD                     X               3          713                  0         0
WILLIS GROUP HOLDINGS LTD                     X               7        4,587                  0         0
WILLIS GROUP HOLDINGS LTD                     X               3        8,500                  0         0
WILLIS GROUP HOLDINGS LTD                     X               7       10,500                  0         0
XL CAP LTD                                    X               4          100                  0         0
XL CAP LTD                                    X               7          400                  0         0
XL CAP LTD                                    X               7          700                  0         0
XL CAP LTD                                    X               3          715                  0         0
XL CAP LTD                                    X               7        1,037                  0         0
XL CAP LTD                                    X               7        1,050                  0         0
XL CAP LTD                                    X               7        1,190                  0         0
XL CAP LTD                                    X               7        1,338                  0         0
XL CAP LTD                                    X               2        1,451                  0         0
XL CAP LTD                                    X               3        1,529                  0         0
XL CAP LTD                                    X               7        2,083                  0         0
XL CAP LTD                                    X               7        3,017                  0         0
XL CAP LTD                                    X               5            0              3,195         0
XL CAP LTD                                    X               5            0              3,500         0
XL CAP LTD                                    X               7        6,535                  0         0
XL CAP LTD                                    X               7       12,500                  0         0
ALCON INC                                     X               4            0              1,000        40
ALCON INC                                     X               3        1,370                  0         0
ALCON INC                                     X               5            0              2,000         0
ALCON INC                                     X               7        4,340                  0         0
ALCON INC                                     X               4            0                  0     6,119
ALCON INC                                     X               7        8,830                  0         0
ALCON INC                                     X               3       14,500                  0         0
UBS AG                                        X               2          325                  0         0
UBS AG                                        X               4           40                  0     3,665
UBS AG                                        X               3      325,770                  0    24,360
CHECK POINT SOFTWARE TECH LT                  X                            0                 38         0
CHECK POINT SOFTWARE TECH LT                  X               5           87                  0         0
CHECK POINT SOFTWARE TECH LT                  X               5            0                235         0
CHECK POINT SOFTWARE TECH LT                  X               3          360                  0         0
CHECK POINT SOFTWARE TECH LT                  X               4        1,200                  0         0
CHECK POINT SOFTWARE TECH LT                  X                        1,466                 69         0
CHECK POINT SOFTWARE TECH LT                  X                        5,200                  0         0
CHECK POINT SOFTWARE TECH LT                  X               7        7,329                  0         0
CHECK POINT SOFTWARE TECH LT                  X               7       18,470                  0         0
QIAGEN N V                                    X               3      538,840                  0    19,000
KERZNER INTERNATIONAL LTD                     X               3        4,250                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X               7          600                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X               7          800                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X               7        6,684                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X               7       13,350                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X               3      232,031                  0         0
FLEXTRONICS INTL LTD                          X               7        1,200                  0         0
FLEXTRONICS INTL LTD                          X               7        2,500                  0         0
FLEXTRONICS INTL LTD                          X               7        2,600                  0         0
FLEXTRONICS INTL LTD                          X               3        2,700                  0         0
FLEXTRONICS INTL LTD                          X               4            0                  0     4,629
FLEXTRONICS INTL LTD                          X               2        6,065                  0         0
FLEXTRONICS INTL LTD                          X               7        8,170                  0         0
FLEXTRONICS INTL LTD                          X                       15,000                  0         0
FLEXTRONICS INTL LTD                          X               5            0             15,100         0
FLEXTRONICS INTL LTD                          X               7       27,122                  0         0
FLEXTRONICS INTL LTD                          X               3       37,449                  0         0
FLEXTRONICS INTL LTD                          X               7       50,170                  0         0
FLEXTRONICS INTL LTD                          X                      150,000                  0         0
TEEKAY SHIPPING MARSHALL ISL                  X               3          357                  0         0
TEEKAY SHIPPING MARSHALL ISL                  X               2          800                  0         0
TEEKAY SHIPPING MARSHALL ISL                  X               7        2,343                  0         0
TEEKAY SHIPPING MARSHALL ISL                  X               7        5,300                  0         0