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hsbc13f-1205.txt





                             13F-HR
                             FORM 13F HR

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

                              FORM 13F

                        FORM 13F COVER PAGE

REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED:31 December 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	14 February 2006


REPORT TYPE (CHECK ONLY ONE):

( X )        13F HOLDINGS REPORT

(   )        13F NOTICE

(   )        13F COMBINATION REPORT



LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER:

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




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




FORM 13F SUMMARY PAGE

REPORT SUMMARY:

NUMBER OF OTHER INCLUDED MANAGERS:             7

FORM 13F INFORMATION TABLE ENTRY TOTAL:     6,430

FORM 13F INFORMATION TABLE VALUE TOTAL:      $12,700,405

LIST OF OTHER INCLUDED MANAGERS:


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






HSBC HOLDINGS PLC
REGULATION 13F REPORTING
REPORT DATE: 31 December 2005





                                                                        	    SHARES OR
           NAME OF ISSUER              TITLE OF CLASS     CUSIP      FAIR MARKET    PRINCIPAL
                                                                    VALUE (x1000)    AMOUNT
                                 		                      	
ABB LTD                             SPONSORED ADR       000375204             23       2,330
ABB LTD                             SPONSORED ADR       000375204            124      12,800
ABB LTD                             SPONSORED ADR       000375204            972     100,000
ABN AMRO HLDG NV                    SPONSORED ADR       000937102              8         300
ABN AMRO HLDG NV                    SPONSORED ADR       000937102             81       3,090
ABN AMRO HLDG NV                    SPONSORED ADR       000937102            285      10,886
ABN AMRO HLDG NV                    SPONSORED ADR       000937102            369      14,105
ABM INDS INC                        COM                 000957100            373      19,081
AFLAC INC                           COM                 001055102             10         207
AFLAC INC                           COM                 001055102             56       1,200
AFLAC INC                           COM                 001055102             74       1,586
AFLAC INC                           COM                 001055102            126       2,712
AFLAC INC                           COM                 001055102            139       3,000
AFLAC INC                           COM                 001055102            146       3,140
AFLAC INC                           COM                 001055102            200       4,300
AFLAC INC                           COM                 001055102            464      10,000
AFLAC INC                           COM                 001055102          6,637     142,971
AFLAC INC                           COM                 001055102         10,247     220,750
AES CORP                            COM                 00130H105              4         280
AES CORP                            COM                 00130H105            115       7,269
AES CORP                            COM                 00130H105            165      10,400
AES CORP                            COM                 00130H105          2,512     158,677
AES CORP                            COM                 00130H105          7,915     500,000
AMB PROPERTY CORP                   COM                 00163T109            518      10,530
AMR CORP                            COM                 001765106             51       2,297
AMR CORP                            COM                 001765106             89       4,000
AMR CORP                            COM                 001765106            200       9,000
ATI TECHNOLOGIES INC                COM                 001941103             17       1,000
ATI TECHNOLOGIES INC                COM                 001941103             51       2,990
ATI TECHNOLOGIES INC                COM                 001941103          1,278      75,215
AT&T INC                            COM                 00206R102              1          56
AT&T INC                            COM                 00206R102             26       1,070
AT&T INC                            COM                 00206R102             53       2,182
AT&T INC                            COM                 00206R102             59       2,406
AT&T INC                            COM                 00206R102             85       3,452
AT&T INC                            COM                 00206R102            235       9,597
AT&T INC                            COM                 00206R102            258      10,520
AT&T INC                            COM                 00206R102            891      36,363
AT&T INC                            COM                 00206R102          1,171      47,799
AT&T INC                            COM                 00206R102          3,236     132,135
AT&T INC                            COM                 00206R102          3,748     153,025
AT&T INC                            COM                 00206R102          8,352     341,031
AT&T INC                            COM                 00206R102         24,860   1,015,126
AU OPTRONICS CORP                   SPONSORED ADR       002255107              1          42
AU OPTRONICS CORP                   SPONSORED ADR       002255107              1          82
AU OPTRONICS CORP                   SPONSORED ADR       002255107             41       2,725
AU OPTRONICS CORP                   SPONSORED ADR       002255107             89       5,950
AU OPTRONICS CORP                   SPONSORED ADR       002255107            166      11,033
AU OPTRONICS CORP                   SPONSORED ADR       002255107            355      23,630
AU OPTRONICS CORP                   SPONSORED ADR       002255107            369      24,566
AU OPTRONICS CORP                   SPONSORED ADR       002255107            392      26,108
AU OPTRONICS CORP                   SPONSORED ADR       002255107          4,444     296,101
AVX CORP NEW                        COM                 002444107             39       2,700
AVX CORP NEW                        COM                 002444107            125       8,628
AARON RENTS INC                     COM                 002535201            371      17,612
ABAXIS INC                          COM                 002567105            325      19,730
ABBOTT LABS                         COM                 002824100              9         230
ABBOTT LABS                         COM                 002824100             79       2,000
ABBOTT LABS                         COM                 002824100            117       2,960
ABBOTT LABS                         COM                 002824100            118       3,000
ABBOTT LABS                         COM                 002824100            244       6,200
ABBOTT LABS                         COM                 002824100            260       6,601
ABBOTT LABS                         COM                 002824100            309       7,825
ABBOTT LABS                         COM                 002824100            495      12,563
ABBOTT LABS                         COM                 002824100            497      12,605
ABBOTT LABS                         COM                 002824100            504      12,785
ABBOTT LABS                         COM                 002824100            865      21,932
ABBOTT LABS                         COM                 002824100          1,972      50,000
ABBOTT LABS                         COM                 002824100          3,404      86,327
ABBOTT LABS                         COM                 002824100          6,419     162,798
ABBOTT LABS                         COM                 002824100          9,912     251,385
ABBOTT LABS                         COM                 002824100         15,555     394,489
ABERCROMBIE & FITCH CO              CL A                002896207              7         100
ABERCROMBIE & FITCH CO              CL A                002896207             29         446
ABERCROMBIE & FITCH CO              CL A                002896207          1,132      17,370
ABBEY NATL PLC                      ADR PRF B7.375      002920700             53       2,000
ABBEY NATL PLC                      ADR PRF B7.375      002920700            126       4,774
ABBEY NATL PLC                      ADR PRF B7.375      002920700          5,517     209,050
ABBEY NATL PLC                      GDR                 002920809            376      14,685
ABGENIX INC                         COM                 00339B107          1,075      50,000
ABITIBI-CONSOLIDATED INC            COM                 003924107             24       5,909
ABITIBI-CONSOLIDATED INC            COM                 003924107             81      20,000
ACTIVCARD CORP                      COM                 00506J107              3         772
ACTIVCARD CORP                      COM                 00506J107              3         780
ACTIVCARD CORP                      COM                 00506J107              4       1,025
ACTIVCARD CORP                      COM                 00506J107             70      20,000
ADOBE SYS INC                       COM                 00724F101              7         186
ADOBE SYS INC                       COM                 00724F101              9         250
ADOBE SYS INC                       COM                 00724F101             22         584
ADOBE SYS INC                       COM                 00724F101             37       1,000
ADOBE SYS INC                       COM                 00724F101             39       1,068
ADOBE SYS INC                       COM                 00724F101             64       1,720
ADOBE SYS INC                       COM                 00724F101            138       3,738
ADOBE SYS INC                       COM                 00724F101          3,606      97,565
ADOBE SYS INC                       COM                 00724F101          3,959     107,104
ADOBE SYS INC                       COM                 00724F101          5,488     148,475
ADVANCED SEMICONDUCTOR ENGR         SPONSORED ADR       00756M404            132      29,500
ADVANTAGE ENERGY INCOME FD          TR UNIT             00762L101            248      12,850
ADVANCED MICRO DEVICES INC          COM                 007903107              5         150
ADVANCED MICRO DEVICES INC          COM                 007903107              5         160
ADVANCED MICRO DEVICES INC          COM                 007903107             43       1,400
ADVANCED MICRO DEVICES INC          COM                 007903107             72       2,340
ADVANCED MICRO DEVICES INC          COM                 007903107            153       5,000
ADVANCED MICRO DEVICES INC          COM                 007903107            309      10,094
ADVANCED MICRO DEVICES INC          COM                 007903107            459      14,990
ADVANCED MICRO DEVICES INC          COM                 007903107          1,907      62,324
ADVANCED MICRO DEVICES INC          COM                 007903107          4,460     145,758
AEGON N V                           ORD AMER REG        007924103              0          16
AEGON N V                           ORD AMER REG        007924103              4         228
AEGON N V                           ORD AMER REG        007924103              5         313
AEGON N V                           ORD AMER REG        007924103             23       1,409
AEGON N V                           ORD AMER REG        007924103            157       9,636
AEGON N V                           ORD AMER REG        007924103            293      17,939
AETNA INC NEW                       COM                 00817Y108              4          39
AETNA INC NEW                       COM                 00817Y108              7          72
AETNA INC NEW                       COM                 00817Y108             19         200
AETNA INC NEW                       COM                 00817Y108             22         235
AETNA INC NEW                       COM                 00817Y108            349       3,700
AETNA INC NEW                       COM                 00817Y108            443       4,700
AETNA INC NEW                       COM                 00817Y108            519       5,500
AETNA INC NEW                       COM                 00817Y108            767       8,129
AETNA INC NEW                       COM                 00817Y108          1,377      14,600
AETNA INC NEW                       COM                 00817Y108          1,858      19,700
AETNA INC NEW                       COM                 00817Y108          6,851      72,647
AFFILIATED COMPUTER SERVICES        CL A                008190100             34         577
AFFILIATED COMPUTER SERVICES        CL A                008190100             44         750
AFFILIATED COMPUTER SERVICES        CL A                008190100             89       1,500
AFFILIATED COMPUTER SERVICES        CL A                008190100            155       2,615
AFFILIATED COMPUTER SERVICES        CL A                008190100            652      11,015
AFFILIATED COMPUTER SERVICES        CL A                008190100          1,429      24,139
AFFILIATED COMPUTER SERVICES        CL A                008190100          1,711      28,908
AFFILIATED COMPUTER SERVICES        CL A                008190100          1,780      30,075
AFFILIATED COMPUTER SERVICES        CL A                008190100          2,190      37,000
AGERE SYS INC                       COM                 00845V308              0           5
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              1          87
AGERE SYS INC                       COM                 00845V308              3         246
AGERE SYS INC                       COM                 00845V308              6         478
AGERE SYS INC                       COM                 00845V308              9         666
AGERE SYS INC                       COM                 00845V308             20       1,559
AGERE SYS INC                       COM                 00845V308             25       1,911
AGERE SYS INC                       COM                 00845V308             32       2,494
AGERE SYS INC                       COM                 00845V308            359      27,861
AGILENT TECHNOLOGIES INC            COM                 00846U101              5         150
AGILENT TECHNOLOGIES INC            COM                 00846U101             38       1,143
AGILENT TECHNOLOGIES INC            COM                 00846U101             50       1,500
AGILENT TECHNOLOGIES INC            COM                 00846U101             69       2,076
AGILENT TECHNOLOGIES INC            COM                 00846U101            120       3,590
AGILENT TECHNOLOGIES INC            COM                 00846U101            176       5,296
AGILENT TECHNOLOGIES INC            COM                 00846U101            343      10,304
AGILENT TECHNOLOGIES INC            COM                 00846U101            523      15,696
AGILENT TECHNOLOGIES INC            COM                 00846U101          3,819     114,731
AGRIUM INC                          COM                 008916108          6,348     288,682
AIR PRODS & CHEMS INC               COM                 009158106             24         400
AIR PRODS & CHEMS INC               COM                 009158106            169       2,850
AIR PRODS & CHEMS INC               COM                 009158106            237       4,000
AIR PRODS & CHEMS INC               COM                 009158106            385       6,500
AIR PRODS & CHEMS INC               COM                 009158106          3,073      51,918
AKAMAI TECHNOLOGIES INC             COM                 00971T101            140       7,000
AKAMAI TECHNOLOGIES INC             COM                 00971T101            199      10,000
AKAMAI TECHNOLOGIES INC             COM                 00971T101            837      42,000
AKAMAI TECHNOLOGIES INC             COM                 00971T101          1,009      50,617
AKZO NOBEL NV                       SPONSORED ADR       010199305              4          90
AKZO NOBEL NV                       SPONSORED ADR       010199305              9         200
AKZO NOBEL NV                       SPONSORED ADR       010199305            116       2,525
AKZO NOBEL NV                       SPONSORED ADR       010199305            195       4,230
ALAMOSA HLDGS INC                   COM                 011589108              3         173
ALAMOSA HLDGS INC                   COM                 011589108              5         284
ALAMOSA HLDGS INC                   COM                 011589108          3,722     200,000
ALBERTO CULVER CO                   COM                 013068101             65       1,415
ALBERTO CULVER CO                   COM                 013068101            562      12,278
ALBERTSONS INC                      COM                 013104104              2          72
ALBERTSONS INC                      COM                 013104104             19         900
ALBERTSONS INC                      COM                 013104104             25       1,150
ALBERTSONS INC                      COM                 013104104             36       1,680
ALBERTSONS INC                      COM                 013104104             45       2,090
ALBERTSONS INC                      COM                 013104104            126       5,900
ALBERTSONS INC                      COM                 013104104            271      12,691
ALBERTSONS INC                      COM                 013104104            400      18,736
ALBERTSONS INC                      COM                 013104104          1,794      84,051
ALCAN INC                           COM                 013716105              6         150
ALCAN INC                           COM                 013716105             21         516
ALCAN INC                           COM                 013716105            895      21,851
ALCAN INC                           COM                 013716105          3,272      79,908
ALCOA INC                           COM                 013817101              3         100
ALCOA INC                           COM                 013817101              6         200
ALCOA INC                           COM                 013817101             15         500
ALCOA INC                           COM                 013817101             18         600
ALCOA INC                           COM                 013817101             49       1,666
ALCOA INC                           COM                 013817101             74       2,488
ALCOA INC                           COM                 013817101             74       2,500
ALCOA INC                           COM                 013817101             82       2,762
ALCOA INC                           COM                 013817101            127       4,310
ALCOA INC                           COM                 013817101            246       8,330
ALCOA INC                           COM                 013817101            341      11,518
ALCOA INC                           COM                 013817101            399      13,480
ALCOA INC                           COM                 013817101            647      21,887
ALCOA INC                           COM                 013817101            779      26,361
ALCOA INC                           COM                 013817101          1,224      41,400
ALCOA INC                           COM                 013817101          2,244      75,879
ALCOA INC                           COM                 013817101          4,880     165,034
ALCOA INC                           COM                 013817101          6,199     209,651
ALCATEL                             SPONSORED ADR       013904305              9         729
ALCATEL                             SPONSORED ADR       013904305             11         850
ALCATEL                             SPONSORED ADR       013904305             36       2,905
ALCATEL                             SPONSORED ADR       013904305            119       9,572
ALCATEL                             SPONSORED ADR       013904305            242      19,505
ALLEGHENY ENERGY INC                COM                 017361106             41       1,300
ALLEGHENY ENERGY INC                COM                 017361106            216       6,826
ALLEGHENY TECHNOLOGIES INC          COM                 01741R102              2          51
ALLEGHENY TECHNOLOGIES INC          COM                 01741R102             58       1,600
ALLEGHENY TECHNOLOGIES INC          COM                 01741R102            232       6,440
ALLEGHENY TECHNOLOGIES INC          COM                 01741R102          2,659      73,689
ALLERGAN INC                        COM                 018490102             45         415
ALLERGAN INC                        COM                 018490102            140       1,300
ALLERGAN INC                        COM                 018490102            998       9,240
ALLERGAN INC                        COM                 018490102          3,175      29,412
ALLIANCE CAP MGMT HLDG L P          UNIT LTD PARTN      01855A101             23         400
ALLIANCE CAP MGMT HLDG L P          UNIT LTD PARTN      01855A101            141       2,500
ALLIANCE CAP MGMT HLDG L P          UNIT LTD PARTN      01855A101            429       7,600
ALLIANCE DATA SYSTEMS CORP          COM                 018581108             39       1,090
ALLIANCE DATA SYSTEMS CORP          COM                 018581108            308       8,650
ALLIANT ENERGY CORP                 COM                 018802108             75       2,664
ALLIANT ENERGY CORP                 COM                 018802108            408      14,538
ALLIANT TECHSYSTEMS INC             COM                 018804104            625       8,210
ALLIED CAP CORP NEW                 COM                 01903Q108            529      18,000
ALLIED CAP CORP NEW                 COM                 01903Q108            540      18,400
ALLIED CAP CORP NEW                 COM                 01903Q108            563      19,166
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             20         465
ALLIED IRISH BKS P L C              SPON ADR ORD        019228402            393       9,154
ALLIED WASTE INDS INC               COM PAR$.01NEW      019589308              4         492
ALLIED WASTE INDS INC               COM PAR$.01NEW      019589308             44       5,000
ALLIED WASTE INDS INC               COM PAR$.01NEW      019589308             95      10,920
ALLSTATE CORP                       COM                 020002101             33         610
ALLSTATE CORP                       COM                 020002101             52         960
ALLSTATE CORP                       COM                 020002101             89       1,650
ALLSTATE CORP                       COM                 020002101            212       3,920
ALLSTATE CORP                       COM                 020002101          1,798      33,245
ALLSTATE CORP                       COM                 020002101          2,762      51,075
ALLSTATE CORP                       COM                 020002101          3,764      69,607
ALLSTATE CORP                       COM                 020002101          8,847     163,630
ALLTEL CORP                         COM                 020039103              7         105
ALLTEL CORP                         COM                 020039103             16         260
ALLTEL CORP                         COM                 020039103            116       1,836
ALLTEL CORP                         COM                 020039103            118       1,865
ALLTEL CORP                         COM                 020039103            189       3,000
ALLTEL CORP                         COM                 020039103            252       4,000
ALLTEL CORP                         COM                 020039103            264       4,183
ALLTEL CORP                         COM                 020039103            357       5,651
ALLTEL CORP                         COM                 020039103          1,268      20,093
ALLTEL CORP                         COM                 020039103          5,364      85,000
ALLTEL CORP                         COM                 020039103          5,524      87,541
ALTERA CORP                         COM                 021441100             13         705
ALTERA CORP                         COM                 021441100             74       4,000
ALTERA CORP                         COM                 021441100            148       8,000
ALTERA CORP                         COM                 021441100            177       9,544
ALTERA CORP                         COM                 021441100            203      10,951
ALTERA CORP                         COM                 021441100            232      12,500
ALTERA CORP                         COM                 021441100          1,594      86,030
ALTRIA GROUP INC                    COM                 02209S103             16         210
ALTRIA GROUP INC                    COM                 02209S103             82       1,100
ALTRIA GROUP INC                    COM                 02209S103             89       1,194
ALTRIA GROUP INC                    COM                 02209S103            122       1,633
ALTRIA GROUP INC                    COM                 02209S103            172       2,300
ALTRIA GROUP INC                    COM                 02209S103            193       2,580
ALTRIA GROUP INC                    COM                 02209S103            306       4,100
ALTRIA GROUP INC                    COM                 02209S103            471       6,300
ALTRIA GROUP INC                    COM                 02209S103            533       7,134
ALTRIA GROUP INC                    COM                 02209S103            628       8,400
ALTRIA GROUP INC                    COM                 02209S103            672       9,000
ALTRIA GROUP INC                    COM                 02209S103            826      11,060
ALTRIA GROUP INC                    COM                 02209S103          1,175      15,730
ALTRIA GROUP INC                    COM                 02209S103          1,375      18,400
ALTRIA GROUP INC                    COM                 02209S103          1,412      18,900
ALTRIA GROUP INC                    COM                 02209S103          1,499      20,068
ALTRIA GROUP INC                    COM                 02209S103          1,872      25,050
ALTRIA GROUP INC                    COM                 02209S103          2,913      38,992
ALTRIA GROUP INC                    COM                 02209S103          3,853      51,565
ALTRIA GROUP INC                    COM                 02209S103          3,961      53,010
ALTRIA GROUP INC                    COM                 02209S103          5,320      71,200
ALTRIA GROUP INC                    COM                 02209S103          5,996      80,240
ALTRIA GROUP INC                    COM                 02209S103         11,496     153,858
ALTRIA GROUP INC                    COM                 02209S103         20,498     274,328
ALTRIA GROUP INC                    COM                 02209S103         38,934     521,067
ALTRIA GROUP INC                    COM                 02209S103        358,656   4,800,000
AMAZON COM INC                      COM                 023135106              6         124
AMAZON COM INC                      COM                 023135106              9         185
AMAZON COM INC                      COM                 023135106             11         240
AMAZON COM INC                      COM                 023135106             78       1,646
AMAZON COM INC                      COM                 023135106             83       1,765
AMAZON COM INC                      COM                 023135106             90       1,905
AMAZON COM INC                      COM                 023135106            132       2,805
AMAZON COM INC                      COM                 023135106            283       6,000
AMAZON COM INC                      COM                 023135106          3,549      75,270
AMAZON COM INC                      COM                 023135106          4,008      85,000
AMBAC FINL GROUP INC                COM                 023139108              2          30
AMBAC FINL GROUP INC                COM                 023139108             32         409
AMBAC FINL GROUP INC                COM                 023139108             56         730
AMBAC FINL GROUP INC                COM                 023139108            144       1,871
AMBAC FINL GROUP INC                COM                 023139108            285       3,700
AMBAC FINL GROUP INC                COM                 023139108          1,875      24,331
AMERADA HESS CORP                   COM                 023551104             60         475
AMERADA HESS CORP                   COM                 023551104            165       1,300
AMERADA HESS CORP                   COM                 023551104          1,972      15,551
AMERADA HESS CORP                   COM                 023551104         13,440     105,980
AMEREN CORP                         COM                 023608102              8         160
AMEREN CORP                         COM                 023608102            108       2,107
AMEREN CORP                         COM                 023608102            776      15,151
AMEREN CORP                         COM                 023608102          1,688      32,939
AMEREN CORP                         COM                 023608102          2,641      51,542
AMEREN CORP                         COM                 023608102         30,744     600,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105              1          22
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105              1          44
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              4         139
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             18         600
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105            123       4,200
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105            132       4,500
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105            263       9,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105          1,630      55,720
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105          1,726      59,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105          1,773      60,600
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105          2,466      84,288
AMERICAN CAPITAL STRATEGIES         COM                 024937104            153       4,220
AMERICAN CAPITAL STRATEGIES         COM                 024937104            772      21,333
AMERICAN CAPITAL STRATEGIES         COM                 024937104          2,173      60,000
AMERICAN COMMERCIAL LINES           COM NEW             025195207          1,457      48,063
AMERICAN ELEC PWR INC               COM                 025537101              2          50
AMERICAN ELEC PWR INC               COM                 025537101             15         400
AMERICAN ELEC PWR INC               COM                 025537101             24         650
AMERICAN ELEC PWR INC               COM                 025537101            139       3,745
AMERICAN ELEC PWR INC               COM                 025537101            163       4,400
AMERICAN ELEC PWR INC               COM                 025537101          3,466      93,441
AMERICAN ELEC PWR INC               COM                 025537101         24,109     650,000
AMERICAN EAGLE OUTFITTERS NE        COM                 02553E106              3         120
AMERICAN EAGLE OUTFITTERS NE        COM                 02553E106            177       7,723
AMERICAN EAGLE OUTFITTERS NE        COM                 02553E106            415      18,059
AMERICAN EXPRESS CO                 COM                 025816109              0           5
AMERICAN EXPRESS CO                 COM                 025816109              8         150
AMERICAN EXPRESS CO                 COM                 025816109             52       1,020
AMERICAN EXPRESS CO                 COM                 025816109             52       1,020
AMERICAN EXPRESS CO                 COM                 025816109             62       1,200
AMERICAN EXPRESS CO                 COM                 025816109            229       4,455
AMERICAN EXPRESS CO                 COM                 025816109            232       4,500
AMERICAN EXPRESS CO                 COM                 025816109            542      10,541
AMERICAN EXPRESS CO                 COM                 025816109            960      18,655
AMERICAN EXPRESS CO                 COM                 025816109          1,077      20,922
AMERICAN EXPRESS CO                 COM                 025816109          1,699      33,015
AMERICAN EXPRESS CO                 COM                 025816109          2,466      47,923
AMERICAN EXPRESS CO                 COM                 025816109          5,115      99,400
AMERICAN EXPRESS CO                 COM                 025816109          6,997     135,960
AMERICAN EXPRESS CO                 COM                 025816109         15,433     299,905
AMERICAN INTL GROUP INC             COM                 026874107             15         225
AMERICAN INTL GROUP INC             COM                 026874107             16         240
AMERICAN INTL GROUP INC             COM                 026874107             19         280
AMERICAN INTL GROUP INC             COM                 026874107             68       1,000
AMERICAN INTL GROUP INC             COM                 026874107             96       1,400
AMERICAN INTL GROUP INC             COM                 026874107            108       1,578
AMERICAN INTL GROUP INC             COM                 026874107            129       1,892
AMERICAN INTL GROUP INC             COM                 026874107            459       6,732
AMERICAN INTL GROUP INC             COM                 026874107            511       7,492
AMERICAN INTL GROUP INC             COM                 026874107            539       7,900
AMERICAN INTL GROUP INC             COM                 026874107            738      10,817
AMERICAN INTL GROUP INC             COM                 026874107            805      11,800
AMERICAN INTL GROUP INC             COM                 026874107            890      13,050
AMERICAN INTL GROUP INC             COM                 026874107          1,244      18,230
AMERICAN INTL GROUP INC             COM                 026874107          2,110      30,922
AMERICAN INTL GROUP INC             COM                 026874107          3,140      46,019
AMERICAN INTL GROUP INC             COM                 026874107          3,377      49,498
AMERICAN INTL GROUP INC             COM                 026874107          4,283      62,770
AMERICAN INTL GROUP INC             COM                 026874107          5,155      75,555
AMERICAN INTL GROUP INC             COM                 026874107          5,281      77,400
AMERICAN INTL GROUP INC             COM                 026874107          6,770      99,219
AMERICAN INTL GROUP INC             COM                 026874107         13,602     199,356
AMERICAN INTL GROUP INC             COM                 026874107         15,295     224,161
AMERICAN INTL GROUP INC             COM                 026874107         42,510     623,045
AMERICAN INTL GROUP INC             COM                 026874107         50,947     746,690
AMERICAN INTL GROUP INC             COM                 026874107         58,489     857,240
AMERICAN PWR CONVERSION CORP        COM                 029066107              9         400
AMERICAN PWR CONVERSION CORP        COM                 029066107            316      14,347
AMERICAN PWR CONVERSION CORP        COM                 029066107            934      42,459
AMERICAN STD COS INC DEL            COM                 029712106              8         200
AMERICAN STD COS INC DEL            COM                 029712106            184       4,600
AMERICAN STD COS INC DEL            COM                 029712106            201       5,030
AMERICAN STD COS INC DEL            COM                 029712106          1,880      47,064
AMERICAN TOWER CORP                 CL A                029912201              4         144
AMERICAN TOWER CORP                 CL A                029912201            271      10,000
AMERICAN TOWER CORP                 CL A                029912201          1,692      62,426
AMERICREDIT CORP                    COM                 03060R101              4         165
AMERICREDIT CORP                    COM                 03060R101            668      26,064
AMERISOURCEBERGEN CORP              COM                 03073E105              0          10
AMERISOURCEBERGEN CORP              COM                 03073E105              1          26
AMERISOURCEBERGEN CORP              COM                 03073E105             21         500
AMERISOURCEBERGEN CORP              COM                 03073E105             50       1,200
AMERISOURCEBERGEN CORP              COM                 03073E105             79       1,920
AMERISOURCEBERGEN CORP              COM                 03073E105          2,093      50,544
AMERITRADE HLDG CORP NEW            COM                 03074K100              3         115
AMERITRADE HLDG CORP NEW            COM                 03074K100          1,623      67,633
AMERIPRISE FINL INC                 COM                 03076C106              1          20
AMERIPRISE FINL INC                 COM                 03076C106             10         238
AMERIPRISE FINL INC                 COM                 03076C106             10         240
AMERIPRISE FINL INC                 COM                 03076C106             13         312
AMERIPRISE FINL INC                 COM                 03076C106             36         888
AMERIPRISE FINL INC                 COM                 03076C106             72       1,757
AMERIPRISE FINL INC                 COM                 03076C106            153       3,729
AMERIPRISE FINL INC                 COM                 03076C106            193       4,710
AMERIPRISE FINL INC                 COM                 03076C106          1,155      28,180
AMERIPRISE FINL INC                 COM                 03076C106          1,674      40,827
AMERIPRISE FINL INC                 COM                 03076C106          2,551      62,228
AMGEN INC                           COM                 031162100             19         240
AMGEN INC                           COM                 031162100             98       1,243
AMGEN INC                           COM                 031162100            110       1,400
AMGEN INC                           COM                 031162100            183       2,321
AMGEN INC                           COM                 031162100            212       2,694
AMGEN INC                           COM                 031162100            686       8,700
AMGEN INC                           COM                 031162100            919      11,651
AMGEN INC                           COM                 031162100          1,305      16,551
AMGEN INC                           COM                 031162100          1,358      17,224
AMGEN INC                           COM                 031162100          1,551      19,665
AMGEN INC                           COM                 031162100          2,698      34,210
AMGEN INC                           COM                 031162100          2,719      34,480
AMGEN INC                           COM                 031162100          3,410      43,239
AMGEN INC                           COM                 031162100          4,293      54,440
AMGEN INC                           COM                 031162100         11,184     141,821
AMGEN INC                           COM                 031162100         26,996     342,322
AMGEN INC                           NOTE         3/0    031162AE0              4       5,000
AMGEN INC                           NOTE         3/0    031162AE0             23      29,000
AMPHENOL CORP NEW                   CL A                032095101              1          25
AMPHENOL CORP NEW                   CL A                032095101            114       2,569
AMPHENOL CORP NEW                   CL A                032095101            865      19,551
AMSOUTH BANCORPORATION              COM                 032165102          1,132      43,198
AMSOUTH BANCORPORATION              COM                 032165102          1,814      69,213
AMSOUTH BANCORPORATION              COM                 032165102          2,332      88,963
AMSOUTH BANCORPORATION              COM                 032165102         11,795     450,000
AMYLIN PHARMACEUTICALS INC          COM                 032346108            395       9,900
ANADARKO PETE CORP                  COM                 032511107             31         330
ANADARKO PETE CORP                  COM                 032511107             84         889
ANADARKO PETE CORP                  COM                 032511107             95       1,000
ANADARKO PETE CORP                  COM                 032511107            161       1,700
ANADARKO PETE CORP                  COM                 032511107            180       1,900
ANADARKO PETE CORP                  COM                 032511107            279       2,940
ANADARKO PETE CORP                  COM                 032511107            279       2,942
ANADARKO PETE CORP                  COM                 032511107            475       5,012
ANADARKO PETE CORP                  COM                 032511107          5,214      55,031
ANADARKO PETE CORP                  COM                 032511107          5,328      56,227
ANADARKO PETE CORP                  COM                 032511107          8,622      91,000
ANALOG DEVICES INC                  COM                 032654105            153       4,252
ANALOG DEVICES INC                  COM                 032654105          1,766      49,231
ANALOG DEVICES INC                  COM                 032654105          3,228      90,003
ANGLO AMERN PLC                     ADR                 03485P102              3          98
ANGLO AMERN PLC                     ADR                 03485P102              4         129
ANGLO AMERN PLC                     ADR                 03485P102             11         309
ANGLO AMERN PLC                     ADR                 03485P102            109       3,124
ANGLO AMERN PLC                     ADR                 03485P102            205       5,887
ANGLO AMERN PLC                     ADR                 03485P102          1,582      45,500
ANGLO AMERN PLC                     ADR                 03485P102          3,205      92,150
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206             16         330
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206             20         400
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206             20         406
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206             29         580
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206            131       2,650
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206          1,843      37,365
ANHEUSER BUSCH COS INC              COM                 035229103             12         290
ANHEUSER BUSCH COS INC              COM                 035229103             19         450
ANHEUSER BUSCH COS INC              COM                 035229103             30         700
ANHEUSER BUSCH COS INC              COM                 035229103             31         727
ANHEUSER BUSCH COS INC              COM                 035229103             34         800
ANHEUSER BUSCH COS INC              COM                 035229103             52       1,200
ANHEUSER BUSCH COS INC              COM                 035229103            116       2,700
ANHEUSER BUSCH COS INC              COM                 035229103            287       6,670
ANHEUSER BUSCH COS INC              COM                 035229103            412       9,584
ANHEUSER BUSCH COS INC              COM                 035229103            467      10,865
ANHEUSER BUSCH COS INC              COM                 035229103            702      16,343
ANHEUSER BUSCH COS INC              COM                 035229103          1,104      25,699
ANHEUSER BUSCH COS INC              COM                 035229103          3,007      70,000
ANHEUSER BUSCH COS INC              COM                 035229103          8,128     189,203
ANIMAS CORP DEL                     COM                 03525Y105            734      30,400
ANIMAS CORP DEL                     COM                 03525Y105          1,389      57,500
ANOORAQ RES CORP                    COM                 03633E108             48      66,300
AO TATNEFT                          SPON ADR REG S      03737P306            660      10,000
AON CORP                            COM                 037389103              3          95
AON CORP                            COM                 037389103             11         315
AON CORP                            COM                 037389103             40       1,100
AON CORP                            COM                 037389103            634      17,629
AON CORP                            COM                 037389103            859      23,900
AON CORP                            COM                 037389103          2,497      69,463
AON CORP                            COM                 037389103          2,737      76,123
APACHE CORP                         COM                 037411105             52         762
APACHE CORP                         COM                 037411105            137       2,000
APACHE CORP                         COM                 037411105            142       2,067
APACHE CORP                         COM                 037411105            164       2,400
APACHE CORP                         COM                 037411105            250       3,646
APACHE CORP                         COM                 037411105            617       9,000
APACHE CORP                         COM                 037411105            834      12,165
APACHE CORP                         COM                 037411105          1,062      15,492
APACHE CORP                         COM                 037411105          1,140      16,640
APACHE CORP                         COM                 037411105          1,173      17,114
APACHE CORP                         COM                 037411105          1,339      19,543
APACHE CORP                         COM                 037411105          2,279      33,260
APACHE CORP                         COM                 037411105          5,035      73,487
APACHE CORP                         COM                 037411105          9,384     136,955
APARTMENT INVT & MGMT CO            CL A                03748R101             76       2,000
APARTMENT INVT & MGMT CO            CL A                03748R101            520      13,740
APOLLO GROUP INC                    CL A                037604105              2          32
APOLLO GROUP INC                    CL A                037604105             29         486
APOLLO GROUP INC                    CL A                037604105             42         700
APOLLO GROUP INC                    CL A                037604105            142       2,349
APOLLO GROUP INC                    CL A                037604105            605      10,000
APOLLO GROUP INC                    CL A                037604105          2,602      43,034
APPLE COMPUTER INC                  COM                 037833100             24         335
APPLE COMPUTER INC                  COM                 037833100             36         500
APPLE COMPUTER INC                  COM                 037833100             39         536
APPLE COMPUTER INC                  COM                 037833100             40         550
APPLE COMPUTER INC                  COM                 037833100             65         900
APPLE COMPUTER INC                  COM                 037833100            108       1,500
APPLE COMPUTER INC                  COM                 037833100            153       2,124
APPLE COMPUTER INC                  COM                 037833100            252       3,500
APPLE COMPUTER INC                  COM                 037833100            345       4,800
APPLE COMPUTER INC                  COM                 037833100            458       6,367
APPLE COMPUTER INC                  COM                 037833100            489       6,800
APPLE COMPUTER INC                  COM                 037833100            490       6,815
APPLE COMPUTER INC                  COM                 037833100            575       8,000
APPLE COMPUTER INC                  COM                 037833100          1,056      14,692
APPLE COMPUTER INC                  COM                 037833100          1,414      19,670
APPLE COMPUTER INC                  COM                 037833100          2,055      28,587
APPLE COMPUTER INC                  COM                 037833100          4,952      68,877
APPLE COMPUTER INC                  COM                 037833100         15,728     218,775
APPLERA CORP                        COM AP BIO GRP      038020103              4         145
APPLERA CORP                        COM AP BIO GRP      038020103             88       3,305
APPLERA CORP                        COM AP BIO GRP      038020103          1,199      45,141
APPLIED MATLS INC                   COM                 038222105              2         100
APPLIED MATLS INC                   COM                 038222105             12         680
APPLIED MATLS INC                   COM                 038222105             52       2,904
APPLIED MATLS INC                   COM                 038222105             54       3,000
APPLIED MATLS INC                   COM                 038222105            177       9,850
APPLIED MATLS INC                   COM                 038222105            213      11,896
APPLIED MATLS INC                   COM                 038222105            406      22,648
APPLIED MATLS INC                   COM                 038222105            526      29,300
APPLIED MATLS INC                   COM                 038222105            624      34,787
APPLIED MATLS INC                   COM                 038222105          1,987     110,774
APPLIED MATLS INC                   COM                 038222105          8,148     454,207
APPLIED MICRO CIRCUITS CORP         COM                 03822W109              0         100
APPLIED MICRO CIRCUITS CORP         COM                 03822W109              5       2,000
APPLIED MICRO CIRCUITS CORP         COM                 03822W109             71      27,446
AQUA AMERICA INC                    COM                 03836W103            114       4,166
AQUA AMERICA INC                    COM                 03836W103            204       7,466
ARAMARK CORP                        CL B                038521100              7         240
ARAMARK CORP                        CL B                038521100            205       7,371
ARCH COAL INC                       COM                 039380100              2          20
ARCH COAL INC                       COM                 039380100             58         730
ARCH COAL INC                       COM                 039380100            219       2,750
ARCH COAL INC                       COM                 039380100            318       4,000
ARCHER DANIELS MIDLAND CO           COM                 039483102             35       1,400
ARCHER DANIELS MIDLAND CO           COM                 039483102             68       2,754
ARCHER DANIELS MIDLAND CO           COM                 039483102             89       3,600
ARCHER DANIELS MIDLAND CO           COM                 039483102            117       4,731
ARCHER DANIELS MIDLAND CO           COM                 039483102            802      32,525
ARCHER DANIELS MIDLAND CO           COM                 039483102            967      39,200
ARCHER DANIELS MIDLAND CO           COM                 039483102          1,799      72,933
ARCHER DANIELS MIDLAND CO           COM                 039483102          2,851     115,600
ARCHER DANIELS MIDLAND CO           COM                 039483102          3,844     155,887
ARCHER DANIELS MIDLAND CO           COM                 039483102          6,788     275,280
ARCHSTONE SMITH TR                  COM                 039583109          1,483      35,404
ARIBA INC                           COM NEW             04033V203              0          50
ARIBA INC                           COM NEW             04033V203              3         398
ARIBA INC                           COM NEW             04033V203              3         442
ARIBA INC                           COM NEW             04033V203             11       1,500
ARIBA INC                           COM NEW             04033V203            308      41,887
ARROW ELECTRS INC                   COM                 042735100             29         900
ARROW ELECTRS INC                   COM                 042735100            154       4,800
ARROW ELECTRS INC                   COM                 042735100            497      15,508
ASHLAND INC NEW                     COM                 044209104            850      14,681
ASIAINFO HLDGS INC                  COM                 04518A104             20       5,000
ASIAINFO HLDGS INC                  COM                 04518A104            190      47,847
ASPEN TECHNOLOGY INC                COM                 045327103            157      20,000
ASSOCIATED BANC CORP                COM                 045487105            598      18,366
ASSURANT INC                        COM                 04621X108            884      20,335
ASTORIA FINL CORP                   COM                 046265104            508      17,268
ASTRAZENECA PLC                     SPONSORED ADR       046353108             29         600
ASTRAZENECA PLC                     SPONSORED ADR       046353108             34         700
ASTRAZENECA PLC                     SPONSORED ADR       046353108             49       1,000
ASTRAZENECA PLC                     SPONSORED ADR       046353108            134       2,750
ATMEL CORP                          COM                 049513104              1         200
ATMEL CORP                          COM                 049513104             15       4,700
ATMEL CORP                          COM                 049513104             22       7,000
AUTODESK INC                        COM                 052769106              1          20
AUTODESK INC                        COM                 052769106              2          39
AUTODESK INC                        COM                 052769106              3          80
AUTODESK INC                        COM                 052769106             34         800
AUTODESK INC                        COM                 052769106             41         952
AUTODESK INC                        COM                 052769106             86       2,000
AUTODESK INC                        COM                 052769106            109       2,540
AUTODESK INC                        COM                 052769106            159       3,700
AUTODESK INC                        COM                 052769106            515      12,000
AUTODESK INC                        COM                 052769106          1,564      36,421
AUTODESK INC                        COM                 052769106          2,575      59,975
AUTOLIV INC                         COM                 052800109            601      13,240
AUTOMATIC DATA PROCESSING IN        COM                 053015103              0          10
AUTOMATIC DATA PROCESSING IN        COM                 053015103              3          68
AUTOMATIC DATA PROCESSING IN        COM                 053015103             16         350
AUTOMATIC DATA PROCESSING IN        COM                 053015103             31         677
AUTOMATIC DATA PROCESSING IN        COM                 053015103            118       2,560
AUTOMATIC DATA PROCESSING IN        COM                 053015103            197       4,294
AUTOMATIC DATA PROCESSING IN        COM                 053015103            340       7,400
AUTOMATIC DATA PROCESSING IN        COM                 053015103            468      10,200
AUTOMATIC DATA PROCESSING IN        COM                 053015103            540      11,760
AUTOMATIC DATA PROCESSING IN        COM                 053015103          2,417      52,650
AUTOMATIC DATA PROCESSING IN        COM                 053015103          3,188      69,460
AUTOMATIC DATA PROCESSING IN        COM                 053015103          3,515      76,575
AUTOMATIC DATA PROCESSING IN        COM                 053015103          5,446     118,640
AUTOMATIC DATA PROCESSING IN        COM                 053015103          6,874     149,770
AUTOMATIC DATA PROCESSING IN        COM                 053015103         13,663     297,666
AUTONATION INC                      COM                 05329W102             22       1,000
AUTONATION INC                      COM                 05329W102             52       2,400
AUTONATION INC                      COM                 05329W102            991      45,609
AUTOZONE INC                        COM                 053332102             10         110
AUTOZONE INC                        COM                 053332102          1,335      14,549
AUTOZONE INC                        COM                 053332102         41,288     450,000
AVAYA INC                           COM                 053499109              0           4
AVAYA INC                           COM                 053499109              0          22
AVAYA INC                           COM                 053499109              1          57
AVAYA INC                           COM                 053499109              2         188
AVAYA INC                           COM                 053499109              3         274
AVAYA INC                           COM                 053499109              3         296
AVAYA INC                           COM                 053499109              4         333
AVAYA INC                           COM                 053499109              6         609
AVAYA INC                           COM                 053499109             13       1,254
AVAYA INC                           COM                 053499109             16       1,506
AVAYA INC                           COM                 053499109          1,275     119,486
AVERY DENNISON CORP                 COM                 053611109             36         645
AVERY DENNISON CORP                 COM                 053611109            196       3,544
AVERY DENNISON CORP                 COM                 053611109            282       5,100
AVERY DENNISON CORP                 COM                 053611109            310       5,601
AVERY DENNISON CORP                 COM                 053611109          1,406      25,447
AVNET INC                           COM                 053807103            493      20,610
AVON PRODS INC                      COM                 054303102             17         600
AVON PRODS INC                      COM                 054303102             17         600
AVON PRODS INC                      COM                 054303102             37       1,300
AVON PRODS INC                      COM                 054303102             37       1,305
AVON PRODS INC                      COM                 054303102             46       1,612
AVON PRODS INC                      COM                 054303102             79       2,780
AVON PRODS INC                      COM                 054303102            114       4,000
AVON PRODS INC                      COM                 054303102            286      10,000
AVON PRODS INC                      COM                 054303102            896      31,400
AVON PRODS INC                      COM                 054303102          3,621     126,830
AXA                                 SPONSORED ADR       054536107              4         118
AXA                                 SPONSORED ADR       054536107             23         708
AXA                                 SPONSORED ADR       054536107             24         730
AXA                                 SPONSORED ADR       054536107             42       1,310
AXA                                 SPONSORED ADR       054536107             59       1,840
AXA                                 SPONSORED ADR       054536107            513      15,883
BB&T CORP                           COM                 054937107            293       7,000
BB&T CORP                           COM                 054937107            351       8,372
BB&T CORP                           COM                 054937107            561      13,387
BB&T CORP                           COM                 054937107          5,438     129,762
BCE INC                             COM                 05534B109             36       1,500
BCE INC                             COM                 05534B109             81       3,400
BCE INC                             COM                 05534B109            431      18,000
BCE INC                             COM                 05534B109            527      22,000
BCE INC                             COM                 05534B109          7,070     295,203
BJ SVCS CO                          COM                 055482103            147       4,000
BJ SVCS CO                          COM                 055482103            370      10,100
BJ SVCS CO                          COM                 055482103            487      13,281
BJ SVCS CO                          COM                 055482103            916      24,972
BJ SVCS CO                          COM                 055482103          3,924     107,005
BP PLC                              SPONSORED ADR       055622104             11         173
BP PLC                              SPONSORED ADR       055622104             13         200
BP PLC                              SPONSORED ADR       055622104             48         750
BP PLC                              SPONSORED ADR       055622104             59         911
BP PLC                              SPONSORED ADR       055622104             72       1,120
BP PLC                              SPONSORED ADR       055622104             77       1,200
BP PLC                              SPONSORED ADR       055622104            451       7,020
BP PLC                              SPONSORED ADR       055622104            477       7,425
BP PLC                              SPONSORED ADR       055622104          2,176      33,886
BP PLC                              SPONSORED ADR       055622104          2,869      44,675
BP PLC                              SPONSORED ADR       055622104          8,700     135,468
BP PLC                              SPONSORED ADR       055622104          9,155     142,563
BP PLC                              SPONSORED ADR       055622104         22,477     350,000
BRT RLTY TR                         SH BEN INT NEW      055645303          1,809      75,850
BT GROUP PLC                        ADR                 05577E101              8         220
BT GROUP PLC                        ADR                 05577E101             15         403
BT GROUP PLC                        ADR                 05577E101             83       2,174
BT GROUP PLC                        ADR                 05577E101            216       5,620
BT GROUP PLC                        ADR                 05577E101            817      21,275
BMC SOFTWARE INC                    COM                 055921100             16         800
BMC SOFTWARE INC                    COM                 055921100             33       1,600
BMC SOFTWARE INC                    COM                 055921100             65       3,156
BMC SOFTWARE INC                    COM                 055921100            188       9,195
BMC SOFTWARE INC                    COM                 055921100            969      47,286
BAKER HUGHES INC                    COM                 057224107             12         200
BAKER HUGHES INC                    COM                 057224107             43         700
BAKER HUGHES INC                    COM                 057224107             49         800
BAKER HUGHES INC                    COM                 057224107             61       1,000
BAKER HUGHES INC                    COM                 057224107             91       1,500
BAKER HUGHES INC                    COM                 057224107             97       1,602
BAKER HUGHES INC                    COM                 057224107             98       1,611
BAKER HUGHES INC                    COM                 057224107            195       3,214
BAKER HUGHES INC                    COM                 057224107            275       4,525
BAKER HUGHES INC                    COM                 057224107          4,729      77,812
BALCHEM CORP                        COM                 057665200            300      10,052
BALL CORP                           COM                 058498106              6         158
BALL CORP                           COM                 058498106              8         198
BALL CORP                           COM                 058498106             48       1,200
BALL CORP                           COM                 058498106            540      13,600
BALL CORP                           COM                 058498106          1,254      31,577
BALLARD PWR SYS INC                 COM                 05858H104              3         635
BALLARD PWR SYS INC                 COM                 05858H104              4       1,000
BALLARD PWR SYS INC                 COM                 05858H104              5       1,100
BALLARD PWR SYS INC                 COM                 05858H104             14       3,385
BALLARD PWR SYS INC                 COM                 05858H104             21       5,000
BANCO BRADESCO S A                  SP ADR PFD NEW      059460303              0          13
BANCO BRADESCO S A                  SP ADR PFD NEW      059460303              1          25
BANCO BRADESCO S A                  SP ADR PFD NEW      059460303              1          29
BANCO BRADESCO S A                  SP ADR PFD NEW      059460303              2          81
BANCO BRADESCO S A                  SP ADR PFD NEW      059460303            233       8,000
BANCO ITAU HLDG FINANCIERA S        SP ADR 500 PFD      059602201              1          40
BANCO ITAU HLDG FINANCIERA S        SP ADR 500 PFD      059602201              2          75
BANCO ITAU HLDG FINANCIERA S        SP ADR 500 PFD      059602201              2          90
BANCO ITAU HLDG FINANCIERA S        SP ADR 500 PFD      059602201              6         235
BANCO ITAU HLDG FINANCIERA S        SP ADR 500 PFD      059602201             48       2,000
BANCO ITAU HLDG FINANCIERA S        SP ADR 500 PFD      059602201            204       8,500
BANCO SANTANDER CENT HISPANO        ADR                 05964H105              8         590
BANCO SANTANDER CENT HISPANO        ADR                 05964H105             15       1,110
BANCO SANTANDER CENT HISPANO        ADR                 05964H105             16       1,224
BANCO SANTANDER CENT HISPANO        ADR                 05964H105             18       1,358
BANCO SANTANDER CENT HISPANO        ADR                 05964H105             18       1,392
BANCO SANTANDER CENT HISPANO        ADR                 05964H105            106       8,023
BANCO SANTANDER CENT HISPANO        ADR                 05964H105            554      42,011
BANK OF AMERICA CORPORATION         COM                 060505104             60       1,306
BANK OF AMERICA CORPORATION         COM                 060505104            126       2,722
BANK OF AMERICA CORPORATION         COM                 060505104            205       4,440
BANK OF AMERICA CORPORATION         COM                 060505104            231       5,000
BANK OF AMERICA CORPORATION         COM                 060505104            356       7,705
BANK OF AMERICA CORPORATION         COM                 060505104            484      10,480
BANK OF AMERICA CORPORATION         COM                 060505104            494      10,700
BANK OF AMERICA CORPORATION         COM                 060505104            545      11,800
BANK OF AMERICA CORPORATION         COM                 060505104          1,223      26,509
BANK OF AMERICA CORPORATION         COM                 060505104          1,325      28,701
BANK OF AMERICA CORPORATION         COM                 060505104          1,535      33,261
BANK OF AMERICA CORPORATION         COM                 060505104          1,869      40,500
BANK OF AMERICA CORPORATION         COM                 060505104          3,385      73,350
BANK OF AMERICA CORPORATION         COM                 060505104          6,513     141,136
BANK OF AMERICA CORPORATION         COM                 060505104         15,488     335,594
BANK OF AMERICA CORPORATION         COM                 060505104         17,716     383,881
BANK OF AMERICA CORPORATION         COM                 060505104         46,351   1,004,366
BANK MONTREAL QUE                   COM                 063671101            179       3,200
BANK MONTREAL QUE                   COM                 063671101         11,877     212,322
BANK NEW YORK INC                   COM                 064057102             25         770
BANK NEW YORK INC                   COM                 064057102             83       2,605
BANK NEW YORK INC                   COM                 064057102             85       2,670
BANK NEW YORK INC                   COM                 064057102             96       3,000
BANK NEW YORK INC                   COM                 064057102            201       6,312
BANK NEW YORK INC                   COM                 064057102            251       7,875
BANK NEW YORK INC                   COM                 064057102            309       9,702
BANK NEW YORK INC                   COM                 064057102            492      15,445
BANK NEW YORK INC                   COM                 064057102          1,233      38,728
BANK NEW YORK INC                   COM                 064057102          1,258      39,491
BANK NEW YORK INC                   COM                 064057102          6,005     188,549
BANK NOVA SCOTIA HALIFAX            COM                 064149107             36         900
BANK NOVA SCOTIA HALIFAX            COM                 064149107         14,467     365,151
BARD C R INC                        COM                 067383109             26         400
BARD C R INC                        COM                 067383109             46         700
BARD C R INC                        COM                 067383109             66       1,000
BARD C R INC                        COM                 067383109            144       2,180
BARD C R INC                        COM                 067383109            347       5,268
BARD C R INC                        COM                 067383109          1,635      24,809
BARCLAYS PLC                        ADR                 06738E204             11         250
BARCLAYS PLC                        ADR                 06738E204             19         440
BARCLAYS PLC                        ADR                 06738E204            359       8,525
BARCLAYS PLC                        ADR                 06738E204            505      12,000
BARCLAYS PLC                        ADR                 06738E204            720      17,111
BARRICK GOLD CORP                   COM                 067901108              4         127
BARRICK GOLD CORP                   COM                 067901108             93       3,320
BARRICK GOLD CORP                   COM                 067901108            128       4,600
BARRICK GOLD CORP                   COM                 067901108            144       5,152
BARRICK GOLD CORP                   COM                 067901108            348      12,500
BARRICK GOLD CORP                   COM                 067901108            446      16,000
BARRICK GOLD CORP                   COM                 067901108            513      18,400
BARRICK GOLD CORP                   COM                 067901108            965      34,633
BARRICK GOLD CORP                   COM                 067901108          1,022      36,686
BARRICK GOLD CORP                   COM                 067901108          2,957     106,100
BARRICK GOLD CORP                   COM                 067901108          4,184     150,140
BARR PHARMACEUTICALS INC            COM                 068306109             14         225
BARR PHARMACEUTICALS INC            COM                 068306109             42         675
BARR PHARMACEUTICALS INC            COM                 068306109             99       1,591
BARR PHARMACEUTICALS INC            COM                 068306109            112       1,800
BARR PHARMACEUTICALS INC            COM                 068306109            941      15,102
BARR PHARMACEUTICALS INC            COM                 068306109          1,929      30,975
BARR PHARMACEUTICALS INC            COM                 068306109          4,383      70,357
BAUSCH & LOMB INC                   COM                 071707103              1          15
BAUSCH & LOMB INC                   COM                 071707103              6          93
BAUSCH & LOMB INC                   COM                 071707103             19         285
BAUSCH & LOMB INC                   COM                 071707103             37         545
BAUSCH & LOMB INC                   COM                 071707103             41         600
BAUSCH & LOMB INC                   COM                 071707103             61         900
BAUSCH & LOMB INC                   COM                 071707103            113       1,665
BAUSCH & LOMB INC                   COM                 071707103            354       5,219
BAUSCH & LOMB INC                   COM                 071707103            677       9,974
BAXTER INTL INC                     COM                 071813109             11         284
BAXTER INTL INC                     COM                 071813109             26         700
BAXTER INTL INC                     COM                 071813109             38       1,000
BAXTER INTL INC                     COM                 071813109            159       4,224
BAXTER INTL INC                     COM                 071813109            245       6,516
BAXTER INTL INC                     COM                 071813109            410      10,900
BAXTER INTL INC                     COM                 071813109            556      14,767
BAXTER INTL INC                     COM                 071813109            706      18,739
BAXTER INTL INC                     COM                 071813109          2,033      54,000
BAXTER INTL INC                     COM                 071813109          6,004     159,482
BBVA BANCO FRANCES S A              SPONSORED ADR       07329M100          5,545     775,563
BEA SYS INC                         COM                 073325102             47       5,000
BEA SYS INC                         COM                 073325102            606      64,433
BEAR STEARNS COS INC                COM                 073902108             35         300
BEAR STEARNS COS INC                COM                 073902108            130       1,123
BEAR STEARNS COS INC                COM                 073902108            185       1,600
BEAR STEARNS COS INC                COM                 073902108            277       2,400
BEAR STEARNS COS INC                COM                 073902108          3,024      26,175
BEAR STEARNS COS INC                COM                 073902108          3,358      29,070
BECKMAN COULTER INC                 COM                 075811109             11         200
BECKMAN COULTER INC                 COM                 075811109             71       1,245
BECKMAN COULTER INC                 COM                 075811109            542       9,523
BECTON DICKINSON & CO               COM                 075887109              4          60
BECTON DICKINSON & CO               COM                 075887109             13         220
BECTON DICKINSON & CO               COM                 075887109            120       1,991
BECTON DICKINSON & CO               COM                 075887109            192       3,200
BECTON DICKINSON & CO               COM                 075887109            493       8,200
BECTON DICKINSON & CO               COM                 075887109            526       8,757
BECTON DICKINSON & CO               COM                 075887109          3,746      62,356
BED BATH & BEYOND INC               COM                 075896100              7         200
BED BATH & BEYOND INC               COM                 075896100              9         260
BED BATH & BEYOND INC               COM                 075896100             76       2,100
BED BATH & BEYOND INC               COM                 075896100            131       3,621
BED BATH & BEYOND INC               COM                 075896100            535      14,807
BED BATH & BEYOND INC               COM                 075896100            704      19,482
BED BATH & BEYOND INC               COM                 075896100          2,750      76,066
BED BATH & BEYOND INC               COM                 075896100          5,419     149,915
BELDEN CDT INC                      COM                 077454106            377      15,416
BELLSOUTH CORP                      COM                 079860102             27       1,000
BELLSOUTH CORP                      COM                 079860102             53       1,965
BELLSOUTH CORP                      COM                 079860102            138       5,110
BELLSOUTH CORP                      COM                 079860102            198       7,290
BELLSOUTH CORP                      COM                 079860102            688      25,400
BELLSOUTH CORP                      COM                 079860102            743      27,400
BELLSOUTH CORP                      COM                 079860102          1,156      42,661
BELLSOUTH CORP                      COM                 079860102          1,548      57,133
BELLSOUTH CORP                      COM                 079860102         12,206     450,390
BEMA GOLD CORP                      COM                 08135F107             38      13,100
BEMA GOLD CORP                      COM                 08135F107             54      18,600
BEMIS INC                           COM                 081437105            599      21,483
BERKLEY W R CORP                    COM                 084423102             15         325
BERKLEY W R CORP                    COM                 084423102            226       4,740
BERKLEY W R CORP                    COM                 084423102          1,103      23,156
BERKSHIRE HATHAWAY INC DEL          CL A                084670108             89           1
BERKSHIRE HATHAWAY INC DEL          CL A                084670108            177           2
BERKSHIRE HATHAWAY INC DEL          CL A                084670108            177           2
BERKSHIRE HATHAWAY INC DEL          CL A                084670108            177           2
BERKSHIRE HATHAWAY INC DEL          CL A                084670108            266           3
BERKSHIRE HATHAWAY INC DEL          CL A                084670108            443           5
BERKSHIRE HATHAWAY INC DEL          CL A                084670108          1,063          12
BERKSHIRE HATHAWAY INC DEL          CL A                084670108          1,152          13
BERKSHIRE HATHAWAY INC DEL          CL A                084670108          3,633          41
BERKSHIRE HATHAWAY INC DEL          CL A                084670108          3,899          44
BERKSHIRE HATHAWAY INC DEL          CL A                084670108          8,242          93
BERKSHIRE HATHAWAY INC DEL          CL A                084670108         13,293         150
BERKSHIRE HATHAWAY INC DEL          CL B                084670207             29          10
BERKSHIRE HATHAWAY INC DEL          CL B                084670207             41          14
BERKSHIRE HATHAWAY INC DEL          CL B                084670207            164          56
BERKSHIRE HATHAWAY INC DEL          CL B                084670207            170          58
BERKSHIRE HATHAWAY INC DEL          CL B                084670207            191          65
BERKSHIRE HATHAWAY INC DEL          CL B                084670207            288          98
BERKSHIRE HATHAWAY INC DEL          CL B                084670207            408         139
BERKSHIRE HATHAWAY INC DEL          CL B                084670207            740         252
BERKSHIRE HATHAWAY INC DEL          CL B                084670207            837         285
BERKSHIRE HATHAWAY INC DEL          CL B                084670207            840         286
BERKSHIRE HATHAWAY INC DEL          CL B                084670207            878         299
BERKSHIRE HATHAWAY INC DEL          CL B                084670207          1,368         466
BERKSHIRE HATHAWAY INC DEL          CL B                084670207          1,485         506
BERKSHIRE HATHAWAY INC DEL          CL B                084670207          1,805         615
BERKSHIRE HATHAWAY INC DEL          CL B                084670207          2,431         828
BEST BUY INC                        COM                 086516101              2          42
BEST BUY INC                        COM                 086516101             30         700
BEST BUY INC                        COM                 086516101            526      12,106
BEST BUY INC                        COM                 086516101          1,155      26,572
BEST BUY INC                        COM                 086516101          1,762      40,513
BEST BUY INC                        COM                 086516101          4,930     113,390
BEST BUY INC                        SDCV  2.250% 1/1    086516AF8              4       4,000
BEST BUY INC                        SDCV  2.250% 1/1    086516AF8             21      20,000
BEVERLY ENTERPRISES INC             COM NEW             087851309             23       2,000
BEVERLY ENTERPRISES INC             COM NEW             087851309            349      29,900
BEVERLY ENTERPRISES INC             COM NEW             087851309            763      65,400
BHP BILLITON LTD                    SPONSORED ADR       088606108             58       1,750
BHP BILLITON LTD                    SPONSORED ADR       088606108          4,346     130,050
BIOMET INC                          COM                 090613100             29         800
BIOMET INC                          COM                 090613100             37       1,000
BIOMET INC                          COM                 090613100            134       3,677
BIOMET INC                          COM                 090613100          2,355      64,392
BIOGEN IDEC INC                     COM                 09062X103             10         218
BIOGEN IDEC INC                     COM                 09062X103             15         325
BIOGEN IDEC INC                     COM                 09062X103             18         402
BIOGEN IDEC INC                     COM                 09062X103            310       6,854
BIOGEN IDEC INC                     COM                 09062X103            380       8,400
BIOGEN IDEC INC                     COM                 09062X103          1,489      32,884
BIOGEN IDEC INC                     COM                 09062X103          3,974      87,758
BIOGEN IDEC INC                     COM                 09062X103          6,613     146,050
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS      09067D201             60         300
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS      09067D201             60         300
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS      09067D201            462       2,300
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS      09067D201            482       2,400
BIOVAIL CORP                        COM                 09067J109              4         180
BIOVAIL CORP                        COM                 09067J109             15         630
BIOVAIL CORP                        COM                 09067J109             48       2,031
BIOVAIL CORP                        COM                 09067J109          1,182      49,807
BLACK & DECKER CORP                 COM                 091797100             30         350
BLACK & DECKER CORP                 COM                 091797100             35         405
BLACK & DECKER CORP                 COM                 091797100             52         600
BLACK & DECKER CORP                 COM                 091797100            157       1,800
BLACK & DECKER CORP                 COM                 091797100            159       1,823
BLACK & DECKER CORP                 COM                 091797100          1,217      14,000
BLACK & DECKER CORP                 COM                 091797100          1,830      21,039
BLACK & DECKER CORP                 COM                 091797100          1,886      21,691
BLACK & DECKER CORP                 COM                 091797100          2,125      24,435
BLOCK H & R INC                     COM                 093671105             20         800
BLOCK H & R INC                     COM                 093671105             74       3,000
BLOCK H & R INC                     COM                 093671105            143       5,818
BLOCK H & R INC                     COM                 093671105            227       9,245
BLOCK H & R INC                     COM                 093671105          1,461      59,500
BLOCK H & R INC                     COM                 093671105          1,975      80,462
BOEING CO                           COM                 097023105             20         285
BOEING CO                           COM                 097023105             32         450
BOEING CO                           COM                 097023105             35         500
BOEING CO                           COM                 097023105            106       1,511
BOEING CO                           COM                 097023105            129       1,830
BOEING CO                           COM                 097023105            146       2,073
BOEING CO                           COM                 097023105            174       2,481
BOEING CO                           COM                 097023105            211       3,000
BOEING CO                           COM                 097023105            225       3,200
BOEING CO                           COM                 097023105            267       3,800
BOEING CO                           COM                 097023105            370       5,270
BOEING CO                           COM                 097023105            609       8,671
BOEING CO                           COM                 097023105            643       9,150
BOEING CO                           COM                 097023105            649       9,239
BOEING CO                           COM                 097023105            702       9,990
BOEING CO                           COM                 097023105         14,522     206,744
BOOKHAM INC                         COM                 09856E105              0           6
BOOKHAM INC                         COM                 09856E105              2         352
BOOKHAM INC                         COM                 09856E105             11       2,000
BOOKHAM INC                         COM                 09856E105             20       3,441
BOOKHAM INC                         COM                 09856E105             37       6,500
BORDERS GROUP INC                   COM                 099709107            207       9,539
BORG WARNER INC                     COM                 099724106            212       3,500
BOSTON PROPERTIES INC               COM                 101121101            137       1,850
BOSTON PROPERTIES INC               COM                 101121101            928      12,524
BOSTON SCIENTIFIC CORP              COM                 101137107             10         420
BOSTON SCIENTIFIC CORP              COM                 101137107             15         600
BOSTON SCIENTIFIC CORP              COM                 101137107             61       2,510
BOSTON SCIENTIFIC CORP              COM                 101137107            147       6,000
BOSTON SCIENTIFIC CORP              COM                 101137107            301      12,300
BOSTON SCIENTIFIC CORP              COM                 101137107          1,076      43,926
BOSTON SCIENTIFIC CORP              COM                 101137107          3,504     143,069
BRINKER INTL INC                    COM                 109641100              6         143
BRINKER INTL INC                    COM                 109641100              7         181
BRINKER INTL INC                    COM                 109641100            724      18,731
BRISTOL MYERS SQUIBB CO             COM                 110122108              5         200
BRISTOL MYERS SQUIBB CO             COM                 110122108             30       1,323
BRISTOL MYERS SQUIBB CO             COM                 110122108             77       3,350
BRISTOL MYERS SQUIBB CO             COM                 110122108            165       7,200
BRISTOL MYERS SQUIBB CO             COM                 110122108            203       8,830
BRISTOL MYERS SQUIBB CO             COM                 110122108            578      25,155
BRISTOL MYERS SQUIBB CO             COM                 110122108            592      25,745
BRISTOL MYERS SQUIBB CO             COM                 110122108            678      29,500
BRISTOL MYERS SQUIBB CO             COM                 110122108            867      37,733
BRISTOL MYERS SQUIBB CO             COM                 110122108          1,060      46,148
BRISTOL MYERS SQUIBB CO             COM                 110122108          4,821     209,801
BRISTOL MYERS SQUIBB CO             COM                 110122108         11,579     503,871
BRISTOL MYERS SQUIBB CO             COM                 110122108         17,266     751,342
BRISTOL MYERS SQUIBB CO             COM                 110122108         69,636   3,030,280
BRITISH AMERN TOB PLC               SPONSORED ADR       110448107             85       1,877
BRITISH AMERN TOB PLC               SPONSORED ADR       110448107            193       4,295
BROADCOM CORP                       CL A                111320107              8         170
BROADCOM CORP                       CL A                111320107             94       2,000
BROADCOM CORP                       CL A                111320107            123       2,600
BROADCOM CORP                       CL A                111320107            141       3,000
BROADCOM CORP                       CL A                111320107            474      10,057
BROADCOM CORP                       CL A                111320107            790      16,758
BROADCOM CORP                       CL A                111320107          2,238      47,456
BROADCOM CORP                       CL A                111320107          3,273      69,410
BROOKFIELD ASSET MGMT INC           CL A LTD VT SH      112585104            403       8,000
BROOKFIELD ASSET MGMT INC           CL A LTD VT SH      112585104          1,408      27,985
BROOKFIELD ASSET MGMT INC           CL A LTD VT SH      112585104          3,491      69,365
BROWN & BROWN INC                   COM                 115236101            612      20,046
BROWN FORMAN CORP                   CL A                115637100            203       2,860
BROWN FORMAN CORP                   CL B                115637209            816      11,768
BRUNSWICK CORP                      COM                 117043109            802      19,720
BURLINGTON NORTHN SANTA FE C        COM                 12189T104             28         393
BURLINGTON NORTHN SANTA FE C        COM                 12189T104             42         600
BURLINGTON NORTHN SANTA FE C        COM                 12189T104            135       1,900
BURLINGTON NORTHN SANTA FE C        COM                 12189T104            205       2,900
BURLINGTON NORTHN SANTA FE C        COM                 12189T104            268       3,786
BURLINGTON NORTHN SANTA FE C        COM                 12189T104            295       4,160
BURLINGTON NORTHN SANTA FE C        COM                 12189T104          1,279      18,060
BURLINGTON NORTHN SANTA FE C        COM                 12189T104          4,018      56,730
BURLINGTON NORTHN SANTA FE C        COM                 12189T104          6,544      92,400
BURLINGTON NORTHN SANTA FE C        COM                 12189T104         12,190     172,130
BURLINGTON NORTHN SANTA FE C        COM                 12189T104        123,935   1,750,000
BURLINGTON RES INC                  COM                 122014103             36         415
BURLINGTON RES INC                  COM                 122014103            526       6,100
BURLINGTON RES INC                  COM                 122014103            584       6,775
BURLINGTON RES INC                  COM                 122014103            595       6,900
BURLINGTON RES INC                  COM                 122014103            922      10,701
BURLINGTON RES INC                  COM                 122014103          4,310      50,000
BURLINGTON RES INC                  COM                 122014103          4,455      51,683
BURLINGTON RES INC                  COM                 122014103          7,109      82,472
BURLINGTON RES INC                  COM                 122014103          7,502      87,031
BURLINGTON RES INC                  COM                 122014103         10,478     121,550
CAE INC                             COM                 124765108          2,562     349,965
CBS CORP NEW                        CL B                124857202            517      20,255
C D W CORP                          COM                 12512N105             14         250
C D W CORP                          COM                 12512N105             20         340
C D W CORP                          COM                 12512N105             87       1,516
C D W CORP                          COM                 12512N105            889      15,443
C D W CORP                          COM                 12512N105          1,001      17,385
C D W CORP                          COM                 12512N105          1,040      18,070
C D W CORP                          COM                 12512N105          1,340      23,280
C D W CORP                          COM                 12512N105          1,802      31,300
C H ROBINSON WORLDWIDE INC          COM NEW             12541W209          1,071      28,922
CIGNA CORP                          COM                 125509109             27         245
CIGNA CORP                          COM                 125509109            214       1,920
CIGNA CORP                          COM                 125509109            345       3,088
CIGNA CORP                          COM                 125509109          2,209      19,775
CIGNA CORP                          COM                 125509109          3,454      30,918
CIT GROUP INC                       COM                 125581108              8         155
CIT GROUP INC                       COM                 125581108             52       1,000
CIT GROUP INC                       COM                 125581108             93       1,796
CIT GROUP INC                       COM                 125581108            895      17,283
CIT GROUP INC                       COM                 125581108          2,547      49,196
CMGI INC                            COM                 125750109              0          20
CMGI INC                            COM                 125750109              0         100
CMGI INC                            COM                 125750109              1         800
CMGI INC                            COM                 125750109              1         980
CMGI INC                            COM                 125750109              6       3,920
CMGI INC                            COM                 125750109              8       5,000
CMGI INC                            COM                 125750109             99      65,300
CMS ENERGY CORP                     COM                 125896100             32       2,208
CMS ENERGY CORP                     COM                 125896100             44       3,000
CMS ENERGY CORP                     COM                 125896100            128       8,810
CSK AUTO CORP                       COM                 125965103              3         214
CSK AUTO CORP                       COM                 125965103            438      29,045
CSX CORP                            COM                 126408103              2          35
CSX CORP                            COM                 126408103             37         727
CSX CORP                            COM                 126408103             66       1,300
CSX CORP                            COM                 126408103            173       3,400
CSX CORP                            COM                 126408103          2,652      52,236
CVS CORP                            COM                 126650100             60       2,272
CVS CORP                            COM                 126650100             80       3,015
CVS CORP                            COM                 126650100            153       5,800
CVS CORP                            COM                 126650100          1,408      53,300
CVS CORP                            COM                 126650100          1,837      69,525
CVS CORP                            COM                 126650100          2,238      84,707
CVS CORP                            COM                 126650100          2,283      86,400
CVS CORP                            COM                 126650100          3,179     120,309
CVS CORP                            COM                 126650100          3,975     150,470
CVS CORP                            COM                 126650100          5,631     213,134
CVS CORP                            COM                 126650100         14,575     551,675
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109              3         110
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109             11         480
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109             21         900
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109            911      38,814
CABOT CORP                          COM                 127055101            361      10,080
CABOT MICROELECTRONICS CORP         COM                 12709P103            317      10,822
CADBURY SCHWEPPES PLC               ADR                 127209302              9         230
CADBURY SCHWEPPES PLC               ADR                 127209302             22         565
CADBURY SCHWEPPES PLC               ADR                 127209302            547      14,274
CADENCE DESIGN SYSTEM INC           COM                 127387108              5         268
CADENCE DESIGN SYSTEM INC           COM                 127387108              9         541
CADENCE DESIGN SYSTEM INC           COM                 127387108            776      45,842
CADENCE DESIGN SYSTEM INC           NOTE         8/1    127387AB4              4       4,000
CADENCE DESIGN SYSTEM INC           NOTE         8/1    127387AB4             26      23,000
CAMECO CORP                         COM                 13321L108             32         500
CAMECO CORP                         COM                 13321L108            646      10,185
CAMECO CORP                         COM                 13321L108         13,298     209,780
CAMPBELL SOUP CO                    COM                 134429109              7         238
CAMPBELL SOUP CO                    COM                 134429109             17         555
CAMPBELL SOUP CO                    COM                 134429109             45       1,500
CAMPBELL SOUP CO                    COM                 134429109            300      10,086
CAMPBELL SOUP CO                    COM                 134429109          1,918      64,428
CDN IMPERIAL BK OF COMMERCE         COM                 136069101            105       1,600
CDN IMPERIAL BK OF COMMERCE         COM                 136069101            165       2,500
CDN IMPERIAL BK OF COMMERCE         COM                 136069101          4,390      66,719
CANADIAN NATL RY CO                 COM                 136375102             32         400
CANADIAN NATL RY CO                 COM                 136375102            300       3,750
CANADIAN NATL RY CO                 COM                 136375102          7,204      90,056
CANADIAN NAT RES LTD                COM                 136385101            149       3,000
CANADIAN NAT RES LTD                COM                 136385101            541      10,900
CANADIAN NAT RES LTD                COM                 136385101          5,759     116,069
CANADIAN PAC RY LTD                 COM                 13645T100              4         100
CANADIAN PAC RY LTD                 COM                 13645T100             67       1,587
CANADIAN PAC RY LTD                 COM                 13645T100          5,945     141,705
CANON INC                           ADR                 138006309              9         160
CANON INC                           ADR                 138006309             14         242
CANON INC                           ADR                 138006309             36         615
CANON INC                           ADR                 138006309            176       3,000
CANON INC                           ADR                 138006309            496       8,427
CANON INC                           ADR                 138006309            529       8,989
CAPITAL ONE FINL CORP               COM                 14040H105             24         280
CAPITAL ONE FINL CORP               COM                 14040H105             32         375
CAPITAL ONE FINL CORP               COM                 14040H105             86       1,000
CAPITAL ONE FINL CORP               COM                 14040H105            291       3,365
CAPITAL ONE FINL CORP               COM                 14040H105          1,046      12,105
CAPITAL ONE FINL CORP               COM                 14040H105          5,826      67,427
CAPITAL ONE FINL CORP               COM                 14040H105          6,290      72,802
CARBO CERAMICS INC                  COM                 140781105            280       4,954
CARDINAL HEALTH INC                 COM                 14149Y108             17         240
CARDINAL HEALTH INC                 COM                 14149Y108             40         580
CARDINAL HEALTH INC                 COM                 14149Y108             83       1,200
CARDINAL HEALTH INC                 COM                 14149Y108            102       1,485
CARDINAL HEALTH INC                 COM                 14149Y108            180       2,625
CARDINAL HEALTH INC                 COM                 14149Y108            391       5,689
CARDINAL HEALTH INC                 COM                 14149Y108            392       5,700
CARDINAL HEALTH INC                 COM                 14149Y108            828      12,049
CARDINAL HEALTH INC                 COM                 14149Y108            867      12,607
CARDINAL HEALTH INC                 COM                 14149Y108            970      14,110
CARDINAL HEALTH INC                 COM                 14149Y108          1,116      16,226
CARDINAL HEALTH INC                 COM                 14149Y108          1,244      18,100
CARDINAL HEALTH INC                 COM                 14149Y108          7,922     115,235
CARDIOTECH INTL INC                 COM                 14160C100             28      12,000
CAREER EDUCATION CORP               COM                 141665109              2          68
CAREER EDUCATION CORP               COM                 141665109            141       4,191
CAREER EDUCATION CORP               COM                 141665109            506      15,000
CAREER EDUCATION CORP               COM                 141665109            729      21,634
CAREER EDUCATION CORP               COM                 141665109            819      24,279
CAREMARK RX INC                     COM                 141705103             12         230
CAREMARK RX INC                     COM                 141705103             21         400
CAREMARK RX INC                     COM                 141705103             21         400
CAREMARK RX INC                     COM                 141705103             67       1,300
CAREMARK RX INC                     COM                 141705103             78       1,500
CAREMARK RX INC                     COM                 141705103             82       1,575
CAREMARK RX INC                     COM                 141705103            185       3,575
CAREMARK RX INC                     COM                 141705103            186       3,600
CAREMARK RX INC                     COM                 141705103            218       4,201
CAREMARK RX INC                     COM                 141705103            966      18,656
CAREMARK RX INC                     COM                 141705103          1,046      20,200
CAREMARK RX INC                     COM                 141705103          1,048      20,229
CAREMARK RX INC                     COM                 141705103          3,414      65,912
CAREMARK RX INC                     COM                 141705103          5,733     110,702
CARNIVAL CORP                       PAIRED CTF          143658300              3          55
CARNIVAL CORP                       PAIRED CTF          143658300             21         400
CARNIVAL CORP                       PAIRED CTF          143658300             77       1,432
CARNIVAL CORP                       PAIRED CTF          143658300             80       1,500
CARNIVAL CORP                       PAIRED CTF          143658300            115       2,158
CARNIVAL CORP                       PAIRED CTF          143658300            440       8,222
CARNIVAL CORP                       PAIRED CTF          143658300          1,201      22,470
CARNIVAL CORP                       PAIRED CTF          143658300          1,465      27,400
CARNIVAL CORP                       PAIRED CTF          143658300          3,553      66,456
CARNIVAL CORP                       PAIRED CTF          143658300          4,817      90,082
CARNIVAL CORP                       PAIRED CTF          143658300          5,254      98,269
CARNIVAL CORP                       PAIRED CTF          143658300          6,256     116,996
CARNIVAL CORP                       DBCV  2.000% 4/1    143658AN2              4       3,000
CARNIVAL CORP                       DBCV  2.000% 4/1    143658AN2             21      15,000
CATERPILLAR INC DEL                 COM                 149123101             19         330
CATERPILLAR INC DEL                 COM                 149123101             43         750
CATERPILLAR INC DEL                 COM                 149123101             58       1,000
CATERPILLAR INC DEL                 COM                 149123101             58       1,000
CATERPILLAR INC DEL                 COM                 149123101             81       1,400
CATERPILLAR INC DEL                 COM                 149123101            121       2,097
CATERPILLAR INC DEL                 COM                 149123101            151       2,610
CATERPILLAR INC DEL                 COM                 149123101            153       2,645
CATERPILLAR INC DEL                 COM                 149123101            185       3,200
CATERPILLAR INC DEL                 COM                 149123101            231       4,000
CATERPILLAR INC DEL                 COM                 149123101            424       7,340
CATERPILLAR INC DEL                 COM                 149123101            540       9,352
CATERPILLAR INC DEL                 COM                 149123101            611      10,572
CATERPILLAR INC DEL                 COM                 149123101            717      12,410
CATERPILLAR INC DEL                 COM                 149123101          1,067      18,475
CATERPILLAR INC DEL                 COM                 149123101          7,511     130,010
CATERPILLAR INC DEL                 COM                 149123101         11,722     202,913
CATHAY GENERAL BANCORP              COM                 149150104            259       7,212
CATHAY GENERAL BANCORP              COM                 149150104            337       9,384
CCE SPINCO INC                      COM                 14985W109              1          63
CCE SPINCO INC                      COM                 14985W109             11         826
CCE SPINCO INC                      COM                 14985W109            209      15,962
CCE SPINCO INC                      COM                 14985W109            492      37,575
CELESTICA INC                       SUB VTG SHS         15101Q108              1         109
CELESTICA INC                       SUB VTG SHS         15101Q108            153      14,470
CELGENE CORP                        COM                 151020104             71       1,100
CELGENE CORP                        COM                 151020104            185       2,850
CELGENE CORP                        COM                 151020104          1,674      25,832
CEMEX S A                           SPON ADR 5 ORD      151290889              1          16
CEMEX S A                           SPON ADR 5 ORD      151290889              2          30
CEMEX S A                           SPON ADR 5 ORD      151290889              2          32
CEMEX S A                           SPON ADR 5 ORD      151290889              6         102
CEMEX S A                           SPON ADR 5 ORD      151290889             27         457
CEMEX S A                           SPON ADR 5 ORD      151290889             65       1,100
CEMEX S A                           SPON ADR 5 ORD      151290889            401       6,753
CEMEX S A                           SPON ADR 5 ORD      151290889          2,533      42,700
CENDANT CORP                        COM                 151313103             13         750
CENDANT CORP                        COM                 151313103             18       1,040
CENDANT CORP                        COM                 151313103             69       4,007
CENDANT CORP                        COM                 151313103            138       8,000
CENDANT CORP                        COM                 151313103            178      10,300
CENDANT CORP                        COM                 151313103            204      11,825
CENDANT CORP                        COM                 151313103            231      13,411
CENDANT CORP                        COM                 151313103            681      39,481
CENDANT CORP                        COM                 151313103          1,380      80,000
CENDANT CORP                        COM                 151313103          1,725     100,000
CENDANT CORP                        COM                 151313103          4,514     261,654
CENTERPOINT PPTYS TR                COM                 151895109            346       7,000
CENTERPOINT ENERGY INC              COM                 15189T107             10         800
CENTERPOINT ENERGY INC              COM                 15189T107             50       3,900
CENTERPOINT ENERGY INC              COM                 15189T107            283      22,000
CENTERPOINT ENERGY INC              COM                 15189T107            344      26,800
CENTERPOINT ENERGY INC              COM                 15189T107            920      71,634
CENTEX CORP                         COM                 152312104              2          25
CENTEX CORP                         COM                 152312104             50         700
CENTEX CORP                         COM                 152312104            175       2,443
CENTEX CORP                         COM                 152312104            530       7,411
CENTEX CORP                         COM                 152312104          2,463      34,451
CENTRAL FD CDA LTD                  CL A                153501101            174      25,600
CENTURYTEL INC                      COM                 156700106              4         134
CENTURYTEL INC                      COM                 156700106              6         167
CENTURYTEL INC                      COM                 156700106             46       1,400
CENTURYTEL INC                      COM                 156700106            866      26,107
CENTURYTEL INC                      COM                 156700106          1,705      51,419
CENTURYTEL INC                      COM                 156700106          2,487      75,000
CEPHALON INC                        COM                 156708109             26         400
CEPHALON INC                        COM                 156708109             71       1,100
CEPHALON INC                        COM                 156708109            620       9,583
CERIDIAN CORP NEW                   COM                 156779100            681      27,395
CERNER CORP                         COM                 156782104            272       2,995
CERTEGY INC                         COM                 156880106            421      10,380
CHARTERED SEMICONDUCTOR MFG         NOTE  2.500% 4/0    16133RAA4            396     350,000
CHEESECAKE FACTORY INC              COM                 163072101            318       8,514
CHEROKEE INC DEL NEW                COM                 16444H102            241       7,016
CHESAPEAKE ENERGY CORP              COM                 165167107             16         500
CHESAPEAKE ENERGY CORP              COM                 165167107             32       1,000
CHESAPEAKE ENERGY CORP              COM                 165167107             32       1,000
CHESAPEAKE ENERGY CORP              COM                 165167107             90       2,850
CHESAPEAKE ENERGY CORP              COM                 165167107            127       4,000
CHESAPEAKE ENERGY CORP              COM                 165167107            200       6,316
CHESAPEAKE ENERGY CORP              COM                 165167107            476      15,000
CHESAPEAKE ENERGY CORP              COM                 165167107            641      20,200
CHESAPEAKE ENERGY CORP              COM                 165167107          1,809      57,000
CHEVRON CORP NEW                    COM                 166764100             31         540
CHEVRON CORP NEW                    COM                 166764100             48         840
CHEVRON CORP NEW                    COM                 166764100             57       1,000
CHEVRON CORP NEW                    COM                 166764100             64       1,120
CHEVRON CORP NEW                    COM                 166764100             84       1,482
CHEVRON CORP NEW                    COM                 166764100             91       1,600
CHEVRON CORP NEW                    COM                 166764100            196       3,447
CHEVRON CORP NEW                    COM                 166764100            244       4,290
CHEVRON CORP NEW                    COM                 166764100            313       5,514
CHEVRON CORP NEW                    COM                 166764100            409       7,200
CHEVRON CORP NEW                    COM                 166764100            664      11,700
CHEVRON CORP NEW                    COM                 166764100          1,036      18,253
CHEVRON CORP NEW                    COM                 166764100          1,098      19,340
CHEVRON CORP NEW                    COM                 166764100          1,394      24,562
CHEVRON CORP NEW                    COM                 166764100          2,211      38,941
CHEVRON CORP NEW                    COM                 166764100          2,362      41,615
CHEVRON CORP NEW                    COM                 166764100          5,887     103,704
CHEVRON CORP NEW                    COM                 166764100          8,350     147,091
CHEVRON CORP NEW                    COM                 166764100         10,219     180,005
CHEVRON CORP NEW                    COM                 166764100         13,022     229,390
CHEVRON CORP NEW                    COM                 166764100         30,769     541,986
CHICAGO MERCANTILE HLDGS INC        CL A                167760107              2           6
CHICAGO MERCANTILE HLDGS INC        CL A                167760107             95         259
CHICAGO MERCANTILE HLDGS INC        CL A                167760107            599       1,630
CHICOS FAS INC                      COM                 168615102             28         636
CHICOS FAS INC                      COM                 168615102             44       1,000
CHICOS FAS INC                      COM                 168615102          1,262      28,732
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109              8         320
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109             23         950
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109            103       4,300
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109            195       8,100
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109            238       9,900
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              2          32
CHINA PETE & CHEM CORP              SPON ADR H SHS      16941R108              4          87
CHINA PETE & CHEM CORP              SPON ADR H SHS      16941R108            118       2,380
CHINA PETE & CHEM CORP              SPON ADR H SHS      16941R108            226       4,550
CHINA TECHFAITH WIRLS COMM T        SPONSORED ADR       169424108            212      15,701
CHIRON CORP                         COM                 170040109              3          70
CHIRON CORP                         COM                 170040109             16         370
CHIRON CORP                         COM                 170040109             36         800
CHIRON CORP                         COM                 170040109            948      21,335
CHIRON CORP                         COM                 170040109          1,283      28,871
CHIRON CORP                         COM                 170040109          1,467      33,000
CHOICEPOINT INC                     COM                 170388102            748      16,811
CHUBB CORP                          COM                 171232101              5          50
CHUBB CORP                          COM                 171232101             56         571
CHUBB CORP                          COM                 171232101             62         630
CHUBB CORP                          COM                 171232101             68         700
CHUBB CORP                          COM                 171232101             93         950
CHUBB CORP                          COM                 171232101            100       1,025
CHUBB CORP                          COM                 171232101            215       2,200
CHUBB CORP                          COM                 171232101            322       3,300
CHUBB CORP                          COM                 171232101          1,074      11,000
CHUBB CORP                          COM                 171232101          1,178      12,062
CHUBB CORP                          COM                 171232101          4,804      49,191
CHUBB CORP                          COM                 171232101          9,126      93,458
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205              1          34
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205              1          65
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205              6         350
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205             49       2,676
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205             64       3,507
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205             98       5,346
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205            982      53,500
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205          1,101      60,000
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205          1,141      62,201
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205          2,127     115,900
CIBER INC                           COM                 17163B102            132      20,000
CIENA CORP                          COM                 171779101             12       4,100
CIENA CORP                          COM                 171779101             18       6,000
CIENA CORP                          COM                 171779101             30      10,000
CIENA CORP                          COM                 171779101             82      27,670
CIMAREX ENERGY CO                   COM                 171798101             36         830
CIMAREX ENERGY CO                   COM                 171798101             65       1,500
CIMAREX ENERGY CO                   COM                 171798101             79       1,837
CIMAREX ENERGY CO                   COM                 171798101             98       2,274
CIMAREX ENERGY CO                   COM                 171798101          5,531     128,600
CINCINNATI FINL CORP                COM                 172062101            179       4,017
CINCINNATI FINL CORP                COM                 172062101          1,608      35,980
CINERGY CORP                        COM                 172474108             85       2,000
CINERGY CORP                        COM                 172474108          1,795      42,276
CINERGY CORP                        COM                 172474108         42,460   1,000,000
CIRCUIT CITY STORE INC              COM                 172737108            737      32,609
CIRCUIT CITY STORE INC              COM                 172737108          1,752      77,561
CISCO SYS INC                       COM                 17275R102              2         134
CISCO SYS INC                       COM                 17275R102             28       1,615
CISCO SYS INC                       COM                 17275R102             43       2,500
CISCO SYS INC                       COM                 17275R102             62       3,619
CISCO SYS INC                       COM                 17275R102            115       6,700
CISCO SYS INC                       COM                 17275R102            179      10,450
CISCO SYS INC                       COM                 17275R102            228      13,343
CISCO SYS INC                       COM                 17275R102            262      15,310
CISCO SYS INC                       COM                 17275R102            444      25,953
CISCO SYS INC                       COM                 17275R102            521      30,410
CISCO SYS INC                       COM                 17275R102            626      36,558
CISCO SYS INC                       COM                 17275R102            665      38,864
CISCO SYS INC                       COM                 17275R102            901      52,600
CISCO SYS INC                       COM                 17275R102          1,034      60,372
CISCO SYS INC                       COM                 17275R102          1,259      73,560
CISCO SYS INC                       COM                 17275R102          3,995     233,380
CISCO SYS INC                       COM                 17275R102          4,499     262,797
CISCO SYS INC                       COM                 17275R102          5,915     345,487
CISCO SYS INC                       COM                 17275R102          6,528     381,307
CISCO SYS INC                       COM                 17275R102          7,787     454,868
CISCO SYS INC                       COM                 17275R102          8,326     486,348
CISCO SYS INC                       COM                 17275R102         28,165   1,645,123
CISCO SYS INC                       COM                 17275R102         41,447   2,420,997
CINTAS CORP                         COM                 172908105             53       1,300
CINTAS CORP                         COM                 172908105          1,437      34,935
CITIGROUP INC                       COM                 172967101             10         200
CITIGROUP INC                       COM                 172967101             24         500
CITIGROUP INC                       COM                 172967101             49       1,000
CITIGROUP INC                       COM                 172967101            216       4,452
CITIGROUP INC                       COM                 172967101            225       4,632
CITIGROUP INC                       COM                 172967101            437       9,000
CITIGROUP INC                       COM                 172967101            520      10,725
CITIGROUP INC                       COM                 172967101            556      11,450
CITIGROUP INC                       COM                 172967101            713      14,700
CITIGROUP INC                       COM                 172967101            844      17,400
CITIGROUP INC                       COM                 172967101          1,082      22,300
CITIGROUP INC                       COM                 172967101          1,297      26,721
CITIGROUP INC                       COM                 172967101          1,500      30,912
CITIGROUP INC                       COM                 172967101          1,747      36,000
CITIGROUP INC                       COM                 172967101          2,327      47,950
CITIGROUP INC                       COM                 172967101          2,591      53,390
CITIGROUP INC                       COM                 172967101          3,145      64,800
CITIGROUP INC                       COM                 172967101          3,375      69,541
CITIGROUP INC                       COM                 172967101          3,474      71,585
CITIGROUP INC                       COM                 172967101          3,529      72,718
CITIGROUP INC                       COM                 172967101          7,992     164,674
CITIGROUP INC                       COM                 172967101          9,848     202,935
CITIGROUP INC                       COM                 172967101         26,472     545,477
CITIGROUP INC                       COM                 172967101         31,937     658,096
CITIGROUP INC                       COM                 172967101         43,677     900,000
CITIGROUP INC                       COM                 172967101         60,686   1,250,474
CITIZENS COMMUNICATIONS CO          COM                 17453B101             24       2,000
CITIZENS COMMUNICATIONS CO          COM                 17453B101            784      64,069
CITIZENS COMMUNICATIONS CO          COM                 17453B101          2,564     209,655
CITIZENS COMMUNICATIONS CO          COM                 17453B101          2,666     217,950
CITIZENS COMMUNICATIONS CO          COM                 17453B101          4,218     344,920
CITRIX SYS INC                      COM                 177376100             16         570
CITRIX SYS INC                      COM                 177376100             72       2,500
CITRIX SYS INC                      COM                 177376100          1,068      37,162
CITY NATL CORP                      COM                 178566105            676       9,334
CLARCOR INC                         COM                 179895107            373      12,558
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102              1          30
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102             16         500
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102            208       6,612
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102            383      12,180
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102          4,259     135,407
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102          4,727     150,300
CLOROX CO DEL                       COM                 189054109              6          97
CLOROX CO DEL                       COM                 189054109             26         450
CLOROX CO DEL                       COM                 189054109            115       2,030
CLOROX CO DEL                       COM                 189054109            125       2,200
CLOROX CO DEL                       COM                 189054109            381       6,692
CLOROX CO DEL                       COM                 189054109            527       9,264
CLOROX CO DEL                       COM                 189054109          1,999      35,136
COACH INC                           COM                 189754104              4         120
COACH INC                           COM                 189754104             35       1,050
COACH INC                           COM                 189754104             97       2,900
COACH INC                           COM                 189754104            396      11,863
COACH INC                           COM                 189754104            683      20,500
COACH INC                           COM                 189754104          1,140      34,205
COACH INC                           COM                 189754104          4,563     136,863
COCA COLA CO                        COM                 191216100             11         280
COCA COLA CO                        COM                 191216100             12         310
COCA COLA CO                        COM                 191216100             29         730
COCA COLA CO                        COM                 191216100             40       1,000
COCA COLA CO                        COM                 191216100             87       2,155
COCA COLA CO                        COM                 191216100            109       2,700
COCA COLA CO                        COM                 191216100            141       3,500
COCA COLA CO                        COM                 191216100            170       4,225
COCA COLA CO                        COM                 191216100            240       5,964
COCA COLA CO                        COM                 191216100            572      14,200
COCA COLA CO                        COM                 191216100          1,134      28,125
COCA COLA CO                        COM                 191216100          1,558      38,640
COCA COLA CO                        COM                 191216100          2,651      65,774
COCA COLA CO                        COM                 191216100          2,945      73,060
COCA COLA CO                        COM                 191216100          4,043     100,310
COCA COLA CO                        COM                 191216100          4,371     108,443
COCA COLA CO                        COM                 191216100          5,949     147,580
COCA COLA CO                        COM                 191216100          6,907     171,359
COCA COLA CO                        COM                 191216100         23,514     583,322
COCA COLA ENTERPRISES INC           COM                 191219104          1,516      79,099
COEUR D ALENE MINES CORP IDA        COM                 192108108              2         500
COEUR D ALENE MINES CORP IDA        COM                 192108108             40      10,000
COEUR D ALENE MINES CORP IDA        COM                 192108108             48      11,900
COEUR D ALENE MINES CORP IDA        COM                 192108108            100      25,000
COGNEX CORP                         COM                 192422103             49       1,613
COGNEX CORP                         COM                 192422103            181       6,000
COGNIZANT TECHNOLOGY SOLUTIO        CL A                192446102            161       3,204
COGNIZANT TECHNOLOGY SOLUTIO        CL A                192446102          1,148      22,836
COGNIZANT TECHNOLOGY SOLUTIO        CL A                192446102          6,167     122,671
COLGATE PALMOLIVE CO                COM                 194162103             59       1,076
COLGATE PALMOLIVE CO                COM                 194162103             69       1,265
COLGATE PALMOLIVE CO                COM                 194162103             87       1,590
COLGATE PALMOLIVE CO                COM                 194162103            115       2,100
COLGATE PALMOLIVE CO                COM                 194162103            154       2,800
COLGATE PALMOLIVE CO                COM                 194162103            168       3,069
COLGATE PALMOLIVE CO                COM                 194162103            214       3,910
COLGATE PALMOLIVE CO                COM                 194162103            506       9,224
COLGATE PALMOLIVE CO                COM                 194162103            510       9,305
COLGATE PALMOLIVE CO                COM                 194162103            614      11,200
COLGATE PALMOLIVE CO                COM                 194162103          1,029      18,760
COLGATE PALMOLIVE CO                COM                 194162103          1,795      32,722
COLGATE PALMOLIVE CO                COM                 194162103          6,880     125,435
COLGATE PALMOLIVE CO                COM                 194162103         10,446     190,448
COLONIAL BANCGROUP INC              COM                 195493309            533      22,386
COMCAST CORP NEW                    CL A                20030N101             23         900
COMCAST CORP NEW                    CL A                20030N101             45       1,732
COMCAST CORP NEW                    CL A                20030N101            109       4,201
COMCAST CORP NEW                    CL A                20030N101            258       9,952
COMCAST CORP NEW                    CL A                20030N101            304      11,719
COMCAST CORP NEW                    CL A                20030N101            326      12,566
COMCAST CORP NEW                    CL A                20030N101            340      13,136
COMCAST CORP NEW                    CL A                20030N101            715      27,595
COMCAST CORP NEW                    CL A                20030N101            746      28,776
COMCAST CORP NEW                    CL A                20030N101          9,978     384,949
COMCAST CORP NEW                    CL A                20030N101         51,840   2,000,000
COMCAST CORP NEW                    CL A SPL            20030N200              2          85
COMCAST CORP NEW                    CL A SPL            20030N200             11         420
COMCAST CORP NEW                    CL A SPL            20030N200             35       1,345
COMCAST CORP NEW                    CL A SPL            20030N200             39       1,500
COMCAST CORP NEW                    CL A SPL            20030N200             74       2,885
COMCAST CORP NEW                    CL A SPL            20030N200            308      12,000
COMCAST CORP NEW                    CL A SPL            20030N200            452      17,588
COMCAST CORP NEW                    CL A SPL            20030N200          1,116      43,435
COMCAST CORP NEW                    CL A SPL            20030N200          2,749     107,000
COMCAST CORP NEW                    CL A SPL            20030N200          3,742     145,671
COMERICA INC                        COM                 200340107              2          35
COMERICA INC                        COM                 200340107             16         280
COMERICA INC                        COM                 200340107            148       2,600
COMERICA INC                        COM                 200340107            522       9,200
COMERICA INC                        COM                 200340107          1,794      31,608
COMERICA INC                        COM                 200340107          2,472      43,556
COMMERCE BANCORP INC NJ             COM                 200519106             29         851
COMMERCE BANCORP INC NJ             COM                 200519106            138       4,000
COMMERCE BANCORP INC NJ             COM                 200519106            145       4,200
COMMERCE BANCORP INC NJ             COM                 200519106            540      15,700
COMMERCE BANCORP INC NJ             COM                 200519106            835      24,264
COMMERCE BANCSHARES INC             COM                 200525103            577      11,073
COMMUNITY HEALTH SYS INC NEW        COM                 203668108            418      10,890
COMMUNITY HEALTH SYS INC NEW        COM                 203668108            521      13,600
COMPANHIA ENERGETICA DE MINA        SP ADR N-V PFD      204409601            789      21,400
COMPANHIA SIDERURGICA NACION        SPONSORED ADR       20440W105             64       3,000
COMPANHIA SIDERURGICA NACION        SPONSORED ADR       20440W105            193       9,000
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD        204412100              4         100
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD        204412100             14         390
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD        204412100          1,305      36,000
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209              3          83
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209             10         249
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209             14         350
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209             59       1,438
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209             84       2,040
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209            168       4,091
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209            792      19,260
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209          1,070      26,000
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209          1,476      35,880
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209         15,318     372,340
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            228       6,000
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD        20441W203          1,651      43,400
COMPASS BANCSHARES INC              COM                 20449H109          1,206      24,997
COMPUTER ASSOC INTL INC             COM                 204912109              7         255
COMPUTER ASSOC INTL INC             COM                 204912109              7         260
COMPUTER ASSOC INTL INC             COM                 204912109            117       4,165
COMPUTER ASSOC INTL INC             COM                 204912109            127       4,500
COMPUTER ASSOC INTL INC             COM                 204912109          1,188      42,134
COMPUTER ASSOC INTL INC             COM                 204912109          3,041     107,885
COMPUTER SCIENCES CORP              COM                 205363104              5          98
COMPUTER SCIENCES CORP              COM                 205363104             24         475
COMPUTER SCIENCES CORP              COM                 205363104             86       1,700
COMPUTER SCIENCES CORP              COM                 205363104            101       2,000
COMPUTER SCIENCES CORP              COM                 205363104          1,041      20,552
COMPUTER SCIENCES CORP              COM                 205363104          1,995      39,400
COMPUTER SCIENCES CORP              COM                 205363104          2,367      46,749
COMPUTER SCIENCES CORP              COM                 205363104          3,996      78,903
COMPUWARE CORP                      COM                 205638109             69       7,744
COMPUWARE CORP                      COM                 205638109            662      73,841
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402              2          80
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402          1,027      38,619
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402          1,623      61,045
COMVERSE TECHNOLOGY INC             DEBT         5/1    205862AL9              6       4,000
COMVERSE TECHNOLOGY INC             DEBT         5/1    205862AL9             27      18,000
CONAGRA FOODS INC                   COM                 205887102              4         220
CONAGRA FOODS INC                   COM                 205887102             11         535
CONAGRA FOODS INC                   COM                 205887102             37       1,800
CONAGRA FOODS INC                   COM                 205887102            187       9,203
CONAGRA FOODS INC                   COM                 205887102            608      30,000
CONAGRA FOODS INC                   COM                 205887102          2,556     126,052
CONCORD CAMERA CORP                 COM                 206156101            606     509,054
CONEXANT SYSTEMS INC                COM                 207142100              1         500
CONEXANT SYSTEMS INC                COM                 207142100              2         692
CONEXANT SYSTEMS INC                COM                 207142100              3       1,450
CONEXANT SYSTEMS INC                COM                 207142100              6       2,488
CONEXANT SYSTEMS INC                COM                 207142100             27      11,888
CONOCOPHILLIPS                      COM                 20825C104              6         110
CONOCOPHILLIPS                      COM                 20825C104             12         200
CONOCOPHILLIPS                      COM                 20825C104             52         900
CONOCOPHILLIPS                      COM                 20825C104             58       1,000
CONOCOPHILLIPS                      COM                 20825C104             70       1,200
CONOCOPHILLIPS                      COM                 20825C104            116       2,000
CONOCOPHILLIPS                      COM                 20825C104            151       2,594
CONOCOPHILLIPS                      COM                 20825C104            256       4,395
CONOCOPHILLIPS                      COM                 20825C104            265       4,560
CONOCOPHILLIPS                      COM                 20825C104            382       6,560
CONOCOPHILLIPS                      COM                 20825C104            431       7,400
CONOCOPHILLIPS                      COM                 20825C104            524       9,000
CONOCOPHILLIPS                      COM                 20825C104            527       9,054
CONOCOPHILLIPS                      COM                 20825C104            617      10,606
CONOCOPHILLIPS                      COM                 20825C104            699      12,020
CONOCOPHILLIPS                      COM                 20825C104          1,917      32,952
CONOCOPHILLIPS                      COM                 20825C104          2,030      34,900
CONOCOPHILLIPS                      COM                 20825C104          2,734      47,000
CONOCOPHILLIPS                      COM                 20825C104          6,464     111,108
CONOCOPHILLIPS                      COM                 20825C104         19,364     332,825
CONSOL ENERGY INC                   COM                 20854P109              4          59
CONSOL ENERGY INC                   COM                 20854P109            150       2,300
CONSOL ENERGY INC                   COM                 20854P109            261       4,000
CONSOL ENERGY INC                   COM                 20854P109            974      14,941
CONSOLIDATED EDISON INC             COM                 209115104             19         400
CONSOLIDATED EDISON INC             COM                 209115104            621      13,411
CONSOLIDATED EDISON INC             COM                 209115104          1,394      30,085
CONSOLIDATED EDISON INC             COM                 209115104          1,864      40,243
CONSOLIDATED EDISON INC             COM                 209115104          2,586      55,816
CONSTELLATION BRANDS INC            CL A                21036P108            514      19,600
CONSTELLATION BRANDS INC            CL A                21036P108          1,364      52,000
CONSTELLATION BRANDS INC            CL A                21036P108          9,083     346,289
CONSTELLATION ENERGY GROUP I        COM                 210371100             61       1,057
CONSTELLATION ENERGY GROUP I        COM                 210371100            121       2,100
CONSTELLATION ENERGY GROUP I        COM                 210371100            535       9,285
CONSTELLATION ENERGY GROUP I        COM                 210371100          2,578      44,765
CONVERGYS CORP                      COM                 212485106             55       3,500
CONVERGYS CORP                      COM                 212485106            230      14,493
CONVERGYS CORP                      COM                 212485106            287      18,100
CONVERGYS CORP                      COM                 212485106            494      31,160
COOPER CAMERON CORP                 COM                 216640102             17         400
COOPER CAMERON CORP                 COM                 216640102            152       3,678
COOPER CAMERON CORP                 COM                 216640102            198       4,792
COOPER CAMERON CORP                 COM                 216640102            745      17,988
COOPER CAMERON CORP                 COM                 216640102          1,722      41,600
COOPER TIRE & RUBR CO               COM                 216831107             40       2,640
COOPER TIRE & RUBR CO               COM                 216831107            261      17,051
COPART INC                          COM                 217204106            231      10,000
CORINTHIAN COLLEGES INC             COM                 218868107            221      18,795
CORNING INC                         COM                 219350105             10         510
CORNING INC                         COM                 219350105             51       2,600
CORNING INC                         COM                 219350105             57       2,880
CORNING INC                         COM                 219350105            242      12,300
CORNING INC                         COM                 219350105            295      15,000
CORNING INC                         COM                 219350105            295      15,024
CORNING INC                         COM                 219350105            458      23,300
CORNING INC                         COM                 219350105            521      26,500
CORNING INC                         COM                 219350105            745      37,874
CORNING INC                         COM                 219350105            889      45,200
CORNING INC                         COM                 219350105          1,386      70,512
CORNING INC                         COM                 219350105          8,727     443,879
CORUS ENTERTAINMENT INC             COM CL B NON VTG    220874101          1,314      49,058
COSTCO WHSL CORP NEW                COM                 22160K105             34         690
COSTCO WHSL CORP NEW                COM                 22160K105             68       1,383
COSTCO WHSL CORP NEW                COM                 22160K105             92       1,864
COSTCO WHSL CORP NEW                COM                 22160K105            148       3,000
COSTCO WHSL CORP NEW                COM                 22160K105            226       4,560
COSTCO WHSL CORP NEW                COM                 22160K105            272       5,500
COSTCO WHSL CORP NEW                COM                 22160K105            497      10,044
COSTCO WHSL CORP NEW                COM                 22160K105          4,536      91,700
COSTCO WHSL CORP NEW                COM                 22160K105          6,579     132,999
COUNTRYWIDE FINANCIAL CORP          COM                 222372104              6         174
COUNTRYWIDE FINANCIAL CORP          COM                 222372104            168       4,900
COUNTRYWIDE FINANCIAL CORP          COM                 222372104            754      22,065
COUNTRYWIDE FINANCIAL CORP          COM                 222372104          1,038      30,356
COUNTRYWIDE FINANCIAL CORP          COM                 222372104          1,098      32,110
COUNTRYWIDE FINANCIAL CORP          COM                 222372104          1,614      47,211
COUNTRYWIDE FINANCIAL CORP          COM                 222372104          2,758      80,670
COUNTRYWIDE FINANCIAL CORP          COM                 222372104          4,956     144,950
COUNTRYWIDE FINANCIAL CORP          COM                 222372104          5,283     154,505
COVANCE INC                         COM                 222816100            323       6,644
COVANCE INC                         COM                 222816100          2,428      50,000
COVANCE INC                         COM                 222816100          4,106      84,579
COVENTRY HEALTH CARE INC            COM                 222862104             45         796
COVENTRY HEALTH CARE INC            COM                 222862104             51         900
COVENTRY HEALTH CARE INC            COM                 222862104             65       1,137
COVENTRY HEALTH CARE INC            COM                 222862104             94       1,650
COVENTRY HEALTH CARE INC            COM                 222862104          2,396      42,062
CRANE CO                            COM                 224399105             47       1,331
CRANE CO                            COM                 224399105            247       7,000
CREDENCE SYS CORP                   COM                 225302108              2         334
CREDENCE SYS CORP                   COM                 225302108             46       6,643
CREDENCE SYS CORP                   COM                 225302108             51       7,300
CREDIT SUISSE GROUP                 SPONSORED ADR       225401108             12         240
CREDIT SUISSE GROUP                 SPONSORED ADR       225401108             27         530
CREDIT SUISSE GROUP                 SPONSORED ADR       225401108            401       7,870
CREDIT SUISSE GROUP                 SPONSORED ADR       225401108            680      13,351
CRESUD S A C I F Y A                SPONSORED ADR       226406106             11       1,000
CRESUD S A C I F Y A                SPONSORED ADR       226406106            328      30,000
CROSSTEX ENERGY INC                 COM                 22765Y104            366       5,807
CROWN CASTLE INTL CORP              COM                 228227104              1          55
CROWN CASTLE INTL CORP              COM                 228227104              6         210
CROWN CASTLE INTL CORP              COM                 228227104          1,025      38,087
CRYSTALLEX INTL CORP                COM                 22942F101             22      10,100
CUMMINS INC                         COM                 231021106              5          61
CUMMINS INC                         COM                 231021106              7          78
CUMMINS INC                         COM                 231021106              9         100
CUMMINS INC                         COM                 231021106             43         480
CUMMINS INC                         COM                 231021106             63         700
CUMMINS INC                         COM                 231021106            538       6,000
CUMMINS INC                         COM                 231021106            743       8,285
CURIS INC                           COM                 231269101             93      26,000
DNP SELECT INCOME FD                COM                 23325P104            333      32,040
D R HORTON INC                      COM                 23331A109              1          40
D R HORTON INC                      COM                 23331A109             46       1,300
D R HORTON INC                      COM                 23331A109             46       1,300
D R HORTON INC                      COM                 23331A109            129       3,600
D R HORTON INC                      COM                 23331A109            223       6,255
D R HORTON INC                      COM                 23331A109          2,645      74,019
DST SYS INC DEL                     COM                 233326107             24         400
DST SYS INC DEL                     COM                 233326107            513       8,567
DST SYS INC DEL                     COM                 233326107            848      14,161
DTE ENERGY CO                       COM                 233331107              6         130
DTE ENERGY CO                       COM                 233331107             14         335
DTE ENERGY CO                       COM                 233331107          1,640      37,978
DTE ENERGY CO                       COM                 233331107         25,914     600,000
DAKTRONICS INC                      COM                 234264109            426      14,397
DANA CORP                           COM                 235811106              3         401
DANA CORP                           COM                 235811106              4         506
DANA CORP                           COM                 235811106              4         570
DANA CORP                           COM                 235811106             24       3,300
DANA CORP                           COM                 235811106             73      10,165
DANAHER CORP DEL                    COM                 235851102              3          60
DANAHER CORP DEL                    COM                 235851102              9         170
DANAHER CORP DEL                    COM                 235851102             18         330
DANAHER CORP DEL                    COM                 235851102             55         990
DANAHER CORP DEL                    COM                 235851102            151       2,700
DANAHER CORP DEL                    COM                 235851102            183       3,272
DANAHER CORP DEL                    COM                 235851102            240       4,300
DANAHER CORP DEL                    COM                 235851102            591      10,590
DANAHER CORP DEL                    COM                 235851102            655      11,740
DANAHER CORP DEL                    COM                 235851102          3,213      57,600
DARDEN RESTAURANTS INC              COM                 237194105             19         500
DARDEN RESTAURANTS INC              COM                 237194105             22         565
DARDEN RESTAURANTS INC              COM                 237194105             58       1,500
DARDEN RESTAURANTS INC              COM                 237194105             70       1,800
DARDEN RESTAURANTS INC              COM                 237194105            140       3,600
DARDEN RESTAURANTS INC              COM                 237194105          1,585      40,757
DAVITA INC                          COM                 23918K108            688      13,580
DEAN FOODS CO NEW                   COM                 242370104              4         101
DEAN FOODS CO NEW                   COM                 242370104              5         125
DEAN FOODS CO NEW                   COM                 242370104             74       1,960
DEAN FOODS CO NEW                   COM                 242370104            560      14,862
DEAN FOODS CO NEW                   COM                 242370104          1,965      52,167
DEBT STRATEGIES FD INC NEW          COM                 24276Q109             69      11,000
DEERE & CO                          COM                 244199105             24         350
DEERE & CO                          COM                 244199105             37         550
DEERE & CO                          COM                 244199105             38         555
DEERE & CO                          COM                 244199105             44         650
DEERE & CO                          COM                 244199105             48         700
DEERE & CO                          COM                 244199105             52         767
DEERE & CO                          COM                 244199105             79       1,155
DEERE & CO                          COM                 244199105            184       2,705
DEERE & CO                          COM                 244199105            226       3,312
DEERE & CO                          COM                 244199105            446       6,548
DEERE & CO                          COM                 244199105            695      10,202
DEERE & CO                          COM                 244199105            909      13,350
DEERE & CO                          COM                 244199105          1,480      21,726
DEERE & CO                          COM                 244199105          3,993      58,630
DEL MONTE FOODS CO                  COM                 24522P103              1          65
DEL MONTE FOODS CO                  COM                 24522P103              1         133
DEL MONTE FOODS CO                  COM                 24522P103              2         223
DEL MONTE FOODS CO                  COM                 24522P103             10       1,004
DEL MONTE FOODS CO                  COM                 24522P103            363      34,770
DEL MONTE FOODS CO                  COM                 24522P103            574      55,000
DELL INC                            COM                 24702R101              3         114
DELL INC                            COM                 24702R101             40       1,325
DELL INC                            COM                 24702R101             52       1,745
DELL INC                            COM                 24702R101             60       2,000
DELL INC                            COM                 24702R101             74       2,475
DELL INC                            COM                 24702R101             99       3,300
DELL INC                            COM                 24702R101            132       4,400
DELL INC                            COM                 24702R101            164       5,473
DELL INC                            COM                 24702R101            176       5,877
DELL INC                            COM                 24702R101            228       7,600
DELL INC                            COM                 24702R101            416      13,905
DELL INC                            COM                 24702R101            625      20,858
DELL INC                            COM                 24702R101            704      23,505
DELL INC                            COM                 24702R101            976      32,588
DELL INC                            COM                 24702R101          1,000      33,400
DELL INC                            COM                 24702R101          1,658      55,350
DELL INC                            COM                 24702R101          1,888      63,053
DELL INC                            COM                 24702R101          4,510     150,600
DELL INC                            COM                 24702R101          4,857     162,183
DELL INC                            COM                 24702R101          5,321     177,655
DELL INC                            COM                 24702R101          9,756     325,740
DELL INC                            COM                 24702R101         18,833     628,809
DELL INC                            COM                 24702R101        146,006   4,875,000
DENBURY RES INC                     COM NEW             247916208            296      13,000
DELUXE CORP                         COM                 248019101              5         150
DELUXE CORP                         COM                 248019101             12         385
DELUXE CORP                         COM                 248019101             18         600
DELUXE CORP                         COM                 248019101            189       6,280
DENTSPLY INTL INC NEW               COM                 249030107             32         600
DENTSPLY INTL INC NEW               COM                 249030107            199       3,711
DENTSPLY INTL INC NEW               COM                 249030107            336       6,250
DENTSPLY INTL INC NEW               COM                 249030107            876      16,322
DENTSPLY INTL INC NEW               COM                 249030107          1,313      24,458
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105              6         375
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105             12         700
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105             49       2,930
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105            131       7,850
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105            247      14,870
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105          1,090      65,550
DEVELOPERS DIVERSIFIED RLTY         COM                 251591103              4          83
DEVELOPERS DIVERSIFIED RLTY         COM                 251591103             85       1,800
DEVELOPERS DIVERSIFIED RLTY         COM                 251591103            592      12,600
DEVELOPERS DIVERSIFIED RLTY         COM                 251591103            682      14,500
DEVON ENERGY CORP NEW               COM                 25179M103             34         540
DEVON ENERGY CORP NEW               COM                 25179M103             39         630
DEVON ENERGY CORP NEW               COM                 25179M103            194       3,100
DEVON ENERGY CORP NEW               COM                 25179M103            213       3,400
DEVON ENERGY CORP NEW               COM                 25179M103            306       4,890
DEVON ENERGY CORP NEW               COM                 25179M103            446       7,133
DEVON ENERGY CORP NEW               COM                 25179M103          2,639      42,200
DEVON ENERGY CORP NEW               COM                 25179M103          5,898      94,300
DEVON ENERGY CORP NEW               COM                 25179M103          6,384     102,074
DEX MEDIA INC                       COM                 25212E100             58       2,145
DEX MEDIA INC                       COM                 25212E100            402      14,838
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             55         940
DIAGEO P L C                        SPON ADR NEW        25243Q205            164       2,820
DIAGEO P L C                        SPON ADR NEW        25243Q205            617      10,588
DIAGNOSTIC PRODS CORP               COM                 252450101            403       8,296
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102              1          20
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102             80       1,150
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102            209       3,000
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102            348       5,000
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102            683       9,823
DIAMOND OFFSHORE DRILLING IN        DBCV  1.500% 4/1    25271CAE2              6       4,000
DIAMOND OFFSHORE DRILLING IN        DBCV  1.500% 4/1    25271CAE2             31      22,000
DIAMONDS TR                         UNIT SER 1          252787106             20         184
DIAMONDS TR                         UNIT SER 1          252787106            119       1,110
DIAMONDS TR                         UNIT SER 1          252787106            186       1,739
DIAMONDS TR                         UNIT SER 1          252787106            493       4,608
DIAMONDS TR                         UNIT SER 1          252787106            513       4,800
DIAMONDS TR                         UNIT SER 1          252787106            572       5,348
DIAMONDS TR                         UNIT SER 1          252787106          2,695      25,200
DIAMONDS TR                         UNIT SER 1          252787106          9,661      90,329
DIEBOLD INC                         COM                 253651103            216       5,675
DIEBOLD INC                         COM                 253651103            535      14,073
DIME CMNTY BANCSHARES               COM                 253922108          4,553     311,614
DIRECTV GROUP INC                   COM                 25459L106              0           2
DIRECTV GROUP INC                   COM                 25459L106             26       1,810
DIRECTV GROUP INC                   COM                 25459L106             75       5,337
DIRECTV GROUP INC                   COM                 25459L106          1,923     136,202
DIRECTV GROUP INC                   COM                 25459L106          2,467     174,692
DISNEY WALT CO                      COM DISNEY          254687106              4         155
DISNEY WALT CO                      COM DISNEY          254687106              5         200
DISNEY WALT CO                      COM DISNEY          254687106              6         270
DISNEY WALT CO                      COM DISNEY          254687106             31       1,300
DISNEY WALT CO                      COM DISNEY          254687106             48       2,000
DISNEY WALT CO                      COM DISNEY          254687106             86       3,590
DISNEY WALT CO                      COM DISNEY          254687106            143       5,980
DISNEY WALT CO                      COM DISNEY          254687106            312      13,000
DISNEY WALT CO                      COM DISNEY          254687106            317      13,240
DISNEY WALT CO                      COM DISNEY          254687106            486      20,272
DISNEY WALT CO                      COM DISNEY          254687106            496      20,699
DISNEY WALT CO                      COM DISNEY          254687106            501      20,900
DISNEY WALT CO                      COM DISNEY          254687106            733      30,600
DISNEY WALT CO                      COM DISNEY          254687106            799      33,325
DISNEY WALT CO                      COM DISNEY          254687106          2,368      98,777
DISNEY WALT CO                      COM DISNEY          254687106          2,403     100,266
DISNEY WALT CO                      COM DISNEY          254687106          3,114     129,898
DISNEY WALT CO                      COM DISNEY          254687106         11,819     493,078
DISNEY WALT CO                      COM DISNEY          254687106         13,773     574,580
DISNEY WALT CO                      NOTE  2.125% 4/1    254687AU0              6       6,000
DISNEY WALT CO                      NOTE  2.125% 4/1    254687AU0             32      32,000
DISCOVERY HOLDING CO                CL A COM            25468Y107              0           4
DISCOVERY HOLDING CO                CL A COM            25468Y107              0          28
DISCOVERY HOLDING CO                CL A COM            25468Y107              1          61
DISCOVERY HOLDING CO                CL A COM            25468Y107              1          80
DISCOVERY HOLDING CO                CL A COM            25468Y107              2         115
DISCOVERY HOLDING CO                CL A COM            25468Y107             11         724
DISCOVERY HOLDING CO                CL A COM            25468Y107             14         936
DISCOVERY HOLDING CO                CL A COM            25468Y107            695      45,848
DOBSON COMMUNICATIONS CORP          CL A                256069105              4         574
DOBSON COMMUNICATIONS CORP          CL A                256069105            121      16,091
DR REDDYS LABS LTD                  ADR                 256135203         19,667     910,500
DOLLAR GEN CORP                     COM                 256669102              5         250
DOLLAR GEN CORP                     COM                 256669102             71       3,700
DOLLAR GEN CORP                     COM                 256669102            200      10,482
DOLLAR GEN CORP                     COM                 256669102          1,162      60,925
DOLLAR TREE STORES INC              COM                 256747106             53       2,228
DOLLAR TREE STORES INC              COM                 256747106            230       9,600
DOLLAR TREE STORES INC              COM                 256747106            361      15,078
DOLLAR TREE STORES INC              COM                 256747106            367      15,345
DOLLAR TREE STORES INC              COM                 256747106          4,461     186,330
DOMINION RES INC VA NEW             COM                 25746U109             12         150
DOMINION RES INC VA NEW             COM                 25746U109             15         190
DOMINION RES INC VA NEW             COM                 25746U109             20         260
DOMINION RES INC VA NEW             COM                 25746U109             39         500
DOMINION RES INC VA NEW             COM                 25746U109            326       4,217
DOMINION RES INC VA NEW             COM                 25746U109            452       5,853
DOMINION RES INC VA NEW             COM                 25746U109            776      10,053
DOMINION RES INC VA NEW             COM                 25746U109          6,417      83,127
DONNELLEY R R & SONS CO             COM                 257867101              7         194
DONNELLEY R R & SONS CO             COM                 257867101              9         267
DONNELLEY R R & SONS CO             COM                 257867101             19         560
DONNELLEY R R & SONS CO             COM                 257867101             21         615
DONNELLEY R R & SONS CO             COM                 257867101            342      10,000
DONNELLEY R R & SONS CO             COM                 257867101          2,033      59,414
DOVER CORP                          COM                 260003108             12         300
DOVER CORP                          COM                 260003108             41       1,020
DOVER CORP                          COM                 260003108            234       5,780
DOVER CORP                          COM                 260003108            717      17,700
DOVER CORP                          COM                 260003108          1,704      42,083
DOW CHEM CO                         COM                 260543103              6         130
DOW CHEM CO                         COM                 260543103             13         300
DOW CHEM CO                         COM                 260543103             14         315
DOW CHEM CO                         COM                 260543103             22         504
DOW CHEM CO                         COM                 260543103             49       1,125
DOW CHEM CO                         COM                 260543103            112       2,550
DOW CHEM CO                         COM                 260543103            131       3,000
DOW CHEM CO                         COM                 260543103            277       6,311
DOW CHEM CO                         COM                 260543103            507      11,577
DOW CHEM CO                         COM                 260543103          1,235      28,180
DOW CHEM CO                         COM                 260543103          5,670     129,397
DOW CHEM CO                         COM                 260543103          7,623     173,972
DOW CHEM CO                         COM                 260543103         10,134     231,256
DOW CHEM CO                         COM                 260543103         13,202     301,273
DOW JONES & CO INC                  COM                 260561105             12         350
DOW JONES & CO INC                  COM                 260561105             35       1,000
DOW JONES & CO INC                  COM                 260561105            318       8,955
DRDGOLD LTD                         SPONSORED ADR       26152H103            216     150,000
DRDGOLD LTD                         SPONSORED ADR       26152H103            504     350,000
DU PONT E I DE NEMOURS & CO         COM                 263534109             10         240
DU PONT E I DE NEMOURS & CO         COM                 263534109             55       1,300
DU PONT E I DE NEMOURS & CO         COM                 263534109             89       2,100
DU PONT E I DE NEMOURS & CO         COM                 263534109            128       3,000
DU PONT E I DE NEMOURS & CO         COM                 263534109            156       3,680
DU PONT E I DE NEMOURS & CO         COM                 263534109            195       4,580
DU PONT E I DE NEMOURS & CO         COM                 263534109            266       6,269
DU PONT E I DE NEMOURS & CO         COM                 263534109            446      10,500
DU PONT E I DE NEMOURS & CO         COM                 263534109            554      13,025
DU PONT E I DE NEMOURS & CO         COM                 263534109            685      16,125
DU PONT E I DE NEMOURS & CO         COM                 263534109          1,104      25,985
DU PONT E I DE NEMOURS & CO         COM                 263534109          1,466      34,503
DU PONT E I DE NEMOURS & CO         COM                 263534109          1,513      35,604
DU PONT E I DE NEMOURS & CO         COM                 263534109          3,620      85,185
DU PONT E I DE NEMOURS & CO         COM                 263534109          4,422     104,045
DU PONT E I DE NEMOURS & CO         COM                 263534109         10,364     243,852
DUKE ENERGY CORP                    COM                 264399106              3         100
DUKE ENERGY CORP                    COM                 264399106             41       1,500
DUKE ENERGY CORP                    COM                 264399106             56       2,025
DUKE ENERGY CORP                    COM                 264399106             69       2,500
DUKE ENERGY CORP                    COM                 264399106            108       3,950
DUKE ENERGY CORP                    COM                 264399106            142       5,173
DUKE ENERGY CORP                    COM                 264399106            145       5,280
DUKE ENERGY CORP                    COM                 264399106            158       5,760
DUKE ENERGY CORP                    COM                 264399106            220       8,000
DUKE ENERGY CORP                    COM                 264399106            360      13,100
DUKE ENERGY CORP                    COM                 264399106          2,259      82,307
DUKE ENERGY CORP                    COM                 264399106          6,388     232,698
DUKE ENERGY CORP                    COM                 264399106        109,800   4,000,000
DUKE REALTY CORP                    COM NEW             264411505              7         195
DUKE REALTY CORP                    COM NEW             264411505             16         465
DUKE REALTY CORP                    COM NEW             264411505             47       1,400
DUKE REALTY CORP                    COM NEW             264411505            652      19,520
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             18         265
DUN & BRADSTREET CORP DEL NE        COM                 26483E100             30         450
DUN & BRADSTREET CORP DEL NE        COM                 26483E100            100       1,500
DUN & BRADSTREET CORP DEL NE        COM                 26483E100            772      11,523
DYNEGY INC NEW                      CL A                26816Q101              3         657
DYNEGY INC NEW                      CL A                26816Q101             19       4,000
DYNEGY INC NEW                      CL A                26816Q101             74      15,320
DYNEGY INC NEW                      CL A                26816Q101             99      20,360
DYNEGY INC NEW                      CL A                26816Q101            101      20,958
DYNEGY INC NEW                      CL A                26816Q101          4,831     998,113
E M C CORP MASS                     COM                 268648102              3         210
E M C CORP MASS                     COM                 268648102              4         300
E M C CORP MASS                     COM                 268648102              5         400
E M C CORP MASS                     COM                 268648102             19       1,400
E M C CORP MASS                     COM                 268648102             19       1,400
E M C CORP MASS                     COM                 268648102             27       2,000
E M C CORP MASS                     COM                 268648102             39       2,900
E M C CORP MASS                     COM                 268648102             49       3,600
E M C CORP MASS                     COM                 268648102             98       7,185
E M C CORP MASS                     COM                 268648102            146      10,700
E M C CORP MASS                     COM                 268648102            288      21,143
E M C CORP MASS                     COM                 268648102            308      22,600
E M C CORP MASS                     COM                 268648102            406      29,825
E M C CORP MASS                     COM                 268648102          1,166      85,573
E M C CORP MASS                     COM                 268648102          1,788     131,293
E M C CORP MASS                     COM                 268648102          1,960     143,910
E M C CORP MASS                     COM                 268648102          8,591     630,777
E M C CORP MASS                     COM                 268648102          9,629     706,992
ENSCO INTL INC                      COM                 26874Q100              1          30
ENSCO INTL INC                      COM                 26874Q100             81       1,828
ENSCO INTL INC                      COM                 26874Q100            187       4,219
ENSCO INTL INC                      COM                 26874Q100            213       4,800
ENSCO INTL INC                      COM                 26874Q100          1,064      24,000
ENSCO INTL INC                      COM                 26874Q100          1,145      25,814
ENI S P A                           SPONSORED ADR       26874R108             10          70
ENI S P A                           SPONSORED ADR       26874R108             14         100
ENI S P A                           SPONSORED ADR       26874R108            234       1,675
ENI S P A                           SPONSORED ADR       26874R108            256       1,836
ENI S P A                           SPONSORED ADR       26874R108            743       5,328
EOG RES INC                         COM                 26875P101             34         467
EOG RES INC                         COM                 26875P101             41         565
EOG RES INC                         COM                 26875P101             51         700
EOG RES INC                         COM                 26875P101             88       1,200
EOG RES INC                         COM                 26875P101            155       2,114
EOG RES INC                         COM                 26875P101            660       9,000
EOG RES INC                         COM                 26875P101          1,494      20,365
EOG RES INC                         COM                 26875P101          2,649      36,100
EOG RES INC                         COM                 26875P101          4,161      56,707
EOG RES INC                         COM                 26875P101          6,060      82,600
E ON AG                             SPONSORED ADR       268780103             67       1,950
E ON AG                             SPONSORED ADR       268780103            183       5,310
EPIQ SYS INC                        COM                 26882D109            282      15,234
E TRADE FINANCIAL CORP              COM                 269246104             10         500
E TRADE FINANCIAL CORP              COM                 269246104             67       3,204
E TRADE FINANCIAL CORP              COM                 269246104            125       6,000
E TRADE FINANCIAL CORP              COM                 269246104          2,069      99,200
EAGLE MATERIALS INC                 COM                 26969P108            331       2,702
EASTERN CO                          COM                 276317104            338      17,325
EASTMAN CHEM CO                     COM                 277432100             10         202
EASTMAN CHEM CO                     COM                 277432100             21         400
EASTMAN CHEM CO                     COM                 277432100             46         900
EASTMAN CHEM CO                     COM                 277432100            403       7,811
EASTMAN CHEM CO                     COM                 277432100            649      12,577
EASTMAN CHEM CO                     COM                 277432100          1,204      23,344
EASTMAN CHEM CO                     COM                 277432100          1,909      37,000
EASTMAN KODAK CO                    COM                 277461109              3         140
EASTMAN KODAK CO                    COM                 277461109              7         300
EASTMAN KODAK CO                    COM                 277461109             23       1,000
EASTMAN KODAK CO                    COM                 277461109             40       1,690
EASTMAN KODAK CO                    COM                 277461109             81       3,462
EASTMAN KODAK CO                    COM                 277461109             94       4,000
EASTMAN KODAK CO                    COM                 277461109            109       4,650
EASTMAN KODAK CO                    COM                 277461109            148       6,345
EASTMAN KODAK CO                    COM                 277461109            550      23,483
EASTMAN KODAK CO                    COM                 277461109          1,718      73,431
EATON CORP                          COM                 278058102              2          25
EATON CORP                          COM                 278058102             64         950
EATON CORP                          COM                 278058102             70       1,050
EATON CORP                          COM                 278058102            130       1,938
EATON CORP                          COM                 278058102            195       2,905
EATON CORP                          COM                 278058102            599       8,930
EATON CORP                          COM                 278058102            728      10,850
EATON CORP                          COM                 278058102            887      13,225
EATON CORP                          COM                 278058102          1,543      22,997
EATON CORP                          COM                 278058102          2,454      36,582
EBAY INC                            COM                 278642103              8         185
EBAY INC                            COM                 278642103             35         800
EBAY INC                            COM                 278642103             40         920
EBAY INC                            COM                 278642103             69       1,600
EBAY INC                            COM                 278642103             82       1,895
EBAY INC                            COM                 278642103             94       2,181
EBAY INC                            COM                 278642103            108       2,500
EBAY INC                            COM                 278642103            244       5,654
EBAY INC                            COM                 278642103            372       8,600
EBAY INC                            COM                 278642103            562      12,996
EBAY INC                            COM                 278642103            834      19,288
EBAY INC                            COM                 278642103          1,201      27,798
EBAY INC                            COM                 278642103          3,710      85,833
EBAY INC                            COM                 278642103         12,955     299,750
ECHOSTAR COMMUNICATIONS NEW         CL A                278762109            103       3,793
ECHOSTAR COMMUNICATIONS NEW         CL A                278762109          1,232      45,328
ECOLAB INC                          COM                 278865100             58       1,600
ECOLAB INC                          COM                 278865100          1,197      32,990
ECOLAB INC                          COM                 278865100          1,494      41,181
ECOLAB INC                          COM                 278865100          1,920      52,941
EDISON INTL                         COM                 281020107             38         863
EDISON INTL                         COM                 281020107            166       3,800
EDISON INTL                         COM                 281020107          1,077      24,700
EDISON INTL                         COM                 281020107          1,662      38,103
EDISON INTL                         COM                 281020107          3,616      82,923
EDWARDS AG INC                      COM                 281760108            543      11,592
EDWARDS LIFESCIENCES CORP           COM                 28176E108             91       2,190
EDWARDS LIFESCIENCES CORP           COM                 28176E108            208       5,000
8X8 INC NEW                         COM                 282914100             39      20,965
EL PASO CORP                        COM                 28336L109              2         150
EL PASO CORP                        COM                 28336L109             18       1,490
EL PASO CORP                        COM                 28336L109             28       2,330
EL PASO CORP                        COM                 28336L109             30       2,450
EL PASO CORP                        COM                 28336L109             41       3,375
EL PASO CORP                        COM                 28336L109             64       5,300
EL PASO CORP                        COM                 28336L109            158      13,007
EL PASO CORP                        COM                 28336L109          1,811     148,897
ELDORADO GOLD CORP NEW              COM                 284902103             93      19,000
ELECTRONIC ARTS INC                 COM                 285512109              9         180
ELECTRONIC ARTS INC                 COM                 285512109             13         250
ELECTRONIC ARTS INC                 COM                 285512109             14         265
ELECTRONIC ARTS INC                 COM                 285512109             22         425
ELECTRONIC ARTS INC                 COM                 285512109             53       1,006
ELECTRONIC ARTS INC                 COM                 285512109             83       1,590
ELECTRONIC ARTS INC                 COM                 285512109            269       5,140
ELECTRONIC ARTS INC                 COM                 285512109            680      12,998
ELECTRONIC ARTS INC                 COM                 285512109          3,947      75,451
ELECTRONIC ARTS INC                 COM                 285512109          4,207      80,430
ELECTRONIC DATA SYS NEW             COM                 285661104              2         100
ELECTRONIC DATA SYS NEW             COM                 285661104              5         210
ELECTRONIC DATA SYS NEW             COM                 285661104             17         703
ELECTRONIC DATA SYS NEW             COM                 285661104             19         785
ELECTRONIC DATA SYS NEW             COM                 285661104             36       1,490
ELECTRONIC DATA SYS NEW             COM                 285661104            130       5,422
ELECTRONIC DATA SYS NEW             COM                 285661104            162       6,737
ELECTRONIC DATA SYS NEW             COM                 285661104          2,988     124,295
EMBRAER-EMPRESA BRASILEIRA D        SP ADR PFD SHS      29081M102          1,009      25,800
EMDEON CORP                         COM                 290849108              0          46
EMDEON CORP                         COM                 290849108              3         300
EMDEON CORP                         COM                 290849108              4         500
EMDEON CORP                         COM                 290849108             39       4,606
EMDEON CORP                         COM                 290849108             40       4,750
EMDEON CORP                         COM                 290849108            379      44,790
EMERSON ELEC CO                     COM                 291011104             12         160
EMERSON ELEC CO                     COM                 291011104             97       1,300
EMERSON ELEC CO                     COM                 291011104            194       2,600
EMERSON ELEC CO                     COM                 291011104            632       8,465
EMERSON ELEC CO                     COM                 291011104            708       9,473
EMERSON ELEC CO                     COM                 291011104            816      10,921
EMERSON ELEC CO                     COM                 291011104          1,087      14,548
EMERSON ELEC CO                     COM                 291011104          1,560      20,880
EMERSON ELEC CO                     COM                 291011104          2,614      34,990
EMERSON ELEC CO                     COM                 291011104          7,874     105,413
EMPRESA NACIONAL DE ELCTRCID        SPONSORED ADR       29244T101            860      28,100
ENCANA CORP                         COM                 292505104             27         600
ENCANA CORP                         COM                 292505104             68       1,500
ENCANA CORP                         COM                 292505104            154       3,400
ENCANA CORP                         COM                 292505104            196       4,342
ENCANA CORP                         COM                 292505104          3,576      79,195
ENCANA CORP                         COM                 292505104          4,907     108,661
ENBRIDGE INC                        COM                 29250N105          8,302     265,504
ENBRIDGE ENERGY MANAGEMENT L        SHS UNITS LLI       29250X103            248       5,479
ENDESA S A                          SPONSORED ADR       29258N107              4         171
ENDESA S A                          SPONSORED ADR       29258N107              5         210
ENDESA S A                          SPONSORED ADR       29258N107            342      13,135
ENERGY EAST CORP                    COM                 29266M109            279      12,241
ENERGY EAST CORP                    COM                 29266M109            474      20,782
ENERGIZER HLDGS INC                 COM                 29266R108            644      12,932
ENERPLUS RES FD                     UNIT TR G NEW       29274D604             96       2,000
ENERPLUS RES FD                     UNIT TR G NEW       29274D604          6,931     144,452
ENGELHARD CORP                      COM                 292845104              3          90
ENGELHARD CORP                      COM                 292845104             94       3,108
ENGELHARD CORP                      COM                 292845104            288       9,560
ENGELHARD CORP                      COM                 292845104            599      19,877
ENGELHARD CORP                      COM                 292845104            965      32,000
ENGINEERED SUPPORT SYS INC          COM                 292866100            808      19,400
ENGINEERED SUPPORT SYS INC          COM                 292866100          1,734      41,651
ENTERGY CORP NEW                    COM                 29364G103              2          25
ENTERGY CORP NEW                    COM                 29364G103            143       2,082
ENTERGY CORP NEW                    COM                 29364G103          3,473      50,593
EQUIFAX INC                         COM                 294429105             53       1,400
EQUIFAX INC                         COM                 294429105            250       6,578
EQUIFAX INC                         COM                 294429105          1,088      28,604
EQUITABLE RES INC                   COM                 294549100             72       1,962
EQUITABLE RES INC                   COM                 294549100            758      20,666
EQUITY OFFICE PROPERTIES TRU        COM                 294741103             39       1,300
EQUITY OFFICE PROPERTIES TRU        COM                 294741103            253       8,350
EQUITY OFFICE PROPERTIES TRU        COM                 294741103            425      14,000
EQUITY OFFICE PROPERTIES TRU        COM                 294741103          2,482      81,846
EQUITY RESIDENTIAL                  SH BEN INT          29476L107             39       1,000
EQUITY RESIDENTIAL                  SH BEN INT          29476L107          2,198      56,198
ERICSSON L M TEL CO                 ADR B SEK 10        294821608              8         240
ERICSSON L M TEL CO                 ADR B SEK 10        294821608             14         400
ERICSSON L M TEL CO                 ADR B SEK 10        294821608             66       1,920
ERICSSON L M TEL CO                 ADR B SEK 10        294821608             69       2,000
ERICSSON L M TEL CO                 ADR B SEK 10        294821608            122       3,545
ERICSSON L M TEL CO                 ADR B SEK 10        294821608            172       5,000
ERICSSON L M TEL CO                 ADR B SEK 10        294821608            230       6,700
ERICSSON L M TEL CO                 ADR B SEK 10        294821608          1,001      29,100
ERICSSON L M TEL CO                 ADR B SEK 10        294821608          1,825      53,040
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR       29759W101             22         333
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR       29759W101            184       2,815
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR       29759W101            383       5,851
EVERGREEN SOLAR INC                 COM                 30033R108            373      35,000
EXELON CORP                         COM                 30161N101             32         600
EXELON CORP                         COM                 30161N101             80       1,507
EXELON CORP                         COM                 30161N101            703      13,235
EXELON CORP                         COM                 30161N101            888      16,710
EXELON CORP                         COM                 30161N101          2,444      46,000
EXELON CORP                         COM                 30161N101          2,972      55,933
EXELON CORP                         COM                 30161N101          3,119      58,697
EXELON CORP                         COM                 30161N101          3,674      69,132
EXELON CORP                         COM                 30161N101          7,544     141,972
EXELON CORP                         COM                 30161N101          8,715     164,004
EXPEDIA INC DEL                     COM                 30212P105              1          52
EXPEDIA INC DEL                     COM                 30212P105             15         627
EXPEDIA INC DEL                     COM                 30212P105             23         947
EXPEDIA INC DEL                     COM                 30212P105             40       1,665
EXPEDIA INC DEL                     COM                 30212P105            198       8,250
EXPEDIA INC DEL                     COM                 30212P105          1,346      56,182
EXPEDIA INC DEL                     COM                 30212P105         17,970     750,000
EXPEDITORS INTL WASH INC            COM                 302130109            199       2,950
EXPEDITORS INTL WASH INC            COM                 302130109            270       4,000
EXPEDITORS INTL WASH INC            COM                 302130109            440       6,524
EXPEDITORS INTL WASH INC            COM                 302130109          1,219      18,059
EXPRESS SCRIPTS INC                 COM                 302182100            151       1,800
EXPRESS SCRIPTS INC                 COM                 302182100            151       1,800
EXPRESS SCRIPTS INC                 COM                 302182100            152       1,809
EXPRESS SCRIPTS INC                 COM                 302182100          2,679      31,970
EXXON MOBIL CORP                    COM                 30231G102             15         259
EXXON MOBIL CORP                    COM                 30231G102             15         270
EXXON MOBIL CORP                    COM                 30231G102             16         290
EXXON MOBIL CORP                    COM                 30231G102             17         300
EXXON MOBIL CORP                    COM                 30231G102             78       1,383
EXXON MOBIL CORP                    COM                 30231G102            112       2,000
EXXON MOBIL CORP                    COM                 30231G102            157       2,800
EXXON MOBIL CORP                    COM                 30231G102            161       2,860
EXXON MOBIL CORP                    COM                 30231G102            169       3,000
EXXON MOBIL CORP                    COM                 30231G102          1,033      18,390
EXXON MOBIL CORP                    COM                 30231G102          1,057      18,816
EXXON MOBIL CORP                    COM                 30231G102          1,296      23,080
EXXON MOBIL CORP                    COM                 30231G102          1,308      23,282
EXXON MOBIL CORP                    COM                 30231G102          1,633      29,070
EXXON MOBIL CORP                    COM                 30231G102          1,705      30,360
EXXON MOBIL CORP                    COM                 30231G102          2,602      46,324
EXXON MOBIL CORP                    COM                 30231G102          3,342      59,500
EXXON MOBIL CORP                    COM                 30231G102          3,666      65,270
EXXON MOBIL CORP                    COM                 30231G102          4,421      78,709
EXXON MOBIL CORP                    COM                 30231G102         35,247     627,500
EXXON MOBIL CORP                    COM                 30231G102         39,387     701,204
EXXON MOBIL CORP                    COM                 30231G102         44,484     791,947
EXXON MOBIL CORP                    COM                 30231G102         87,370   1,555,454
FMC TECHNOLOGIES INC                COM                 30249U101             37         859
FMC TECHNOLOGIES INC                COM                 30249U101            197       4,600
FPL GROUP INC                       COM                 302571104              2          59
FPL GROUP INC                       COM                 302571104             12         290
FPL GROUP INC                       COM                 302571104             32         774
FPL GROUP INC                       COM                 302571104             58       1,400
FPL GROUP INC                       COM                 302571104            240       5,782
FPL GROUP INC                       COM                 302571104            312       7,517
FPL GROUP INC                       COM                 302571104            848      20,400
FPL GROUP INC                       COM                 302571104          3,974      95,619
FACTSET RESH SYS INC                COM                 303075105            422      10,247
FAIR ISAAC CORP                     COM                 303250104              2          50
FAIR ISAAC CORP                     COM                 303250104             22         500
FAIR ISAAC CORP                     COM                 303250104            177       4,000
FAIR ISAAC CORP                     COM                 303250104            479      10,850
FAIR ISAAC CORP                     NOTE  1.500% 8/1    303250AB0              3       3,000
FAIR ISAAC CORP                     NOTE  1.500% 8/1    303250AB0             19      17,000
FAIRFAX FINL HLDGS LTD              SUB VTG             303901102             86         600
FAIRFAX FINL HLDGS LTD              SUB VTG             303901102            129         900
FAIRFAX FINL HLDGS LTD              SUB VTG             303901102            738       5,150
FAIRMONT HOTELS RESORTS INC         COM                 305204109             34         793
FAIRMONT HOTELS RESORTS INC         COM                 305204109            191       4,492
FALCONBRIDGE LTD NEW 2005           COM                 306104100             30       1,000
FALCONBRIDGE LTD NEW 2005           COM                 306104100          1,112      37,540
FAMILY DLR STORES INC               COM                 307000109             34       1,360
FAMILY DLR STORES INC               COM                 307000109            115       4,649
FAMILY DLR STORES INC               COM                 307000109            897      36,197
FARGO ELECTRONICS INC               COM                 30744P102            222      11,545
FASTENAL CO                         COM                 311900104            885      22,614
FEDERAL HOME LN MTG CORP            COM                 313400301             13         200
FEDERAL HOME LN MTG CORP            COM                 313400301             16         240
FEDERAL HOME LN MTG CORP            COM                 313400301             26         395
FEDERAL HOME LN MTG CORP            COM                 313400301             33         500
FEDERAL HOME LN MTG CORP            COM                 313400301             69       1,060
FEDERAL HOME LN MTG CORP            COM                 313400301            101       1,545
FEDERAL HOME LN MTG CORP            COM                 313400301            131       2,000
FEDERAL HOME LN MTG CORP            COM                 313400301            346       5,300
FEDERAL HOME LN MTG CORP            COM                 313400301            490       7,500
FEDERAL HOME LN MTG CORP            COM                 313400301            501       7,664
FEDERAL HOME LN MTG CORP            COM                 313400301            719      11,000
FEDERAL HOME LN MTG CORP            COM                 313400301            975      14,923
FEDERAL HOME LN MTG CORP            COM                 313400301          1,854      28,370
FEDERAL HOME LN MTG CORP            COM                 313400301         10,843     165,919
FEDERAL NATL MTG ASSN               COM                 313586109              1          14
FEDERAL NATL MTG ASSN               COM                 313586109              3          55
FEDERAL NATL MTG ASSN               COM                 313586109             13         260
FEDERAL NATL MTG ASSN               COM                 313586109             17         340
FEDERAL NATL MTG ASSN               COM                 313586109             32         650
FEDERAL NATL MTG ASSN               COM                 313586109             69       1,410
FEDERAL NATL MTG ASSN               COM                 313586109            259       5,300
FEDERAL NATL MTG ASSN               COM                 313586109            380       7,781
FEDERAL NATL MTG ASSN               COM                 313586109            488      10,000
FEDERAL NATL MTG ASSN               COM                 313586109            685      14,031
FEDERAL NATL MTG ASSN               COM                 313586109            719      14,740
FEDERAL NATL MTG ASSN               COM                 313586109            781      16,000
FEDERAL NATL MTG ASSN               COM                 313586109          1,944      39,818
FEDERAL NATL MTG ASSN               COM                 313586109         11,355     232,628
FEDERAL NATL MTG ASSN               COM                 313586109        585,901  12,003,700
FEDERATED DEPT STORES INC DE        COM                 31410H101              8         122
FEDERATED DEPT STORES INC DE        COM                 31410H101             31         466
FEDERATED DEPT STORES INC DE        COM                 31410H101             93       1,395
FEDERATED DEPT STORES INC DE        COM                 31410H101            148       2,236
FEDERATED DEPT STORES INC DE        COM                 31410H101            179       2,700
FEDERATED DEPT STORES INC DE        COM                 31410H101          4,299      64,809
FEDERATED INVS INC PA               CL B                314211103             52       1,400
FEDERATED INVS INC PA               CL B                314211103            588      15,881
FEDEX CORP                          COM                 31428X106             10         100
FEDEX CORP                          COM                 31428X106             11         110
FEDEX CORP                          COM                 31428X106             18         175
FEDEX CORP                          COM                 31428X106             62         600
FEDEX CORP                          COM                 31428X106             66         635
FEDEX CORP                          COM                 31428X106             89         860
FEDEX CORP                          COM                 31428X106            227       2,200
FEDEX CORP                          COM                 31428X106            275       2,664
FEDEX CORP                          COM                 31428X106            951       9,200
FEDEX CORP                          COM                 31428X106          7,965      77,041
FIDELITY NATL FINL INC              COM                 316326107          1,172      31,862
FIFTH THIRD BANCORP                 COM                 316773100              3          70
FIFTH THIRD BANCORP                 COM                 316773100             17         445
FIFTH THIRD BANCORP                 COM                 316773100             58       1,540
FIFTH THIRD BANCORP                 COM                 316773100            137       3,640
FIFTH THIRD BANCORP                 COM                 316773100            207       5,500
FIFTH THIRD BANCORP                 COM                 316773100            785      20,800
FIFTH THIRD BANCORP                 COM                 316773100          5,062     134,203
FIFTH THIRD BANCORP                 COM                 316773100         47,150   1,250,000
FIRST AMERN CORP CALIF              COM                 318522307             17         370
FIRST AMERN CORP CALIF              COM                 318522307            703      15,521
FIRST DATA CORP                     COM                 319963104              6         150
FIRST DATA CORP                     COM                 319963104             29         670
FIRST DATA CORP                     COM                 319963104             40         940
FIRST DATA CORP                     COM                 319963104             75       1,745
FIRST DATA CORP                     COM                 319963104            181       4,200
FIRST DATA CORP                     COM                 319963104            268       6,220
FIRST DATA CORP                     COM                 319963104            317       7,370
FIRST DATA CORP                     COM                 319963104            331       7,700
FIRST DATA CORP                     COM                 319963104            476      11,072
FIRST DATA CORP                     COM                 319963104            495      11,501
FIRST DATA CORP                     COM                 319963104          1,338      31,112
FIRST DATA CORP                     COM                 319963104          4,433     103,080
FIRST DATA CORP                     COM                 319963104          8,245     191,709
FIRST HORIZON NATL CORP             COM                 320517105             50       1,300
FIRST HORIZON NATL CORP             COM                 320517105            187       4,860
FIRST HORIZON NATL CORP             COM                 320517105            254       6,600
FIRST HORIZON NATL CORP             COM                 320517105          1,021      26,562
FIRST MARBLEHEAD CORP               COM                 320771108              2          68
FIRST MARBLEHEAD CORP               COM                 320771108             13         400
FIRST MARBLEHEAD CORP               COM                 320771108            114       3,475
FIRST MARBLEHEAD CORP               COM                 320771108            128       3,900
FIRST MARBLEHEAD CORP               COM                 320771108            385      11,725
FISERV INC                          COM                 337738108             48       1,100
FISERV INC                          COM                 337738108             69       1,600
FISERV INC                          COM                 337738108            115       2,654
FISERV INC                          COM                 337738108            376       8,695
FISERV INC                          COM                 337738108          1,451      33,543
FISERV INC                          COM                 337738108          2,053      47,443
FIRSTENERGY CORP                    COM                 337932107             16         319
FIRSTENERGY CORP                    COM                 337932107             24         499
FIRSTENERGY CORP                    COM                 337932107          3,968      80,999
FISHER SCIENTIFIC INTL INC          COM NEW             338032204             33         540
FISHER SCIENTIFIC INTL INC          COM NEW             338032204             49         800
FISHER SCIENTIFIC INTL INC          COM NEW             338032204             62       1,000
FISHER SCIENTIFIC INTL INC          COM NEW             338032204             65       1,046
FISHER SCIENTIFIC INTL INC          COM NEW             338032204            167       2,700
FISHER SCIENTIFIC INTL INC          COM NEW             338032204          1,346      21,765
FISHER SCIENTIFIC INTL INC          COM NEW             338032204          1,357      21,944
FISHER SCIENTIFIC INTL INC          COM NEW             338032204          2,159      34,895
FISHER SCIENTIFIC INTL INC          COM NEW             338032204          3,326      53,760
FISHER SCIENTIFIC INTL INC          COM NEW             338032204          7,555     122,128
FISHER SCIENTIFIC INTL INC          NOTE  3.250% 3/0    338032AX3              4       4,000
FISHER SCIENTIFIC INTL INC          NOTE  3.250% 3/0    338032AX3             21      21,000
FLEXIBLE SOLUTIONS INTL INC         COM                 33938T104             48      16,500
FLUOR CORP NEW                      COM                 343412102              2          23
FLUOR CORP NEW                      COM                 343412102             15         200
FLUOR CORP NEW                      COM                 343412102             23         300
FLUOR CORP NEW                      COM                 343412102             41         525
FLUOR CORP NEW                      COM                 343412102          1,427      18,471
FLUSHING FINL CORP                  COM                 343873105          6,101     391,818
FOOT LOCKER INC                     COM                 344849104              8         326
FOOT LOCKER INC                     COM                 344849104             10         439
FOOT LOCKER INC                     COM                 344849104             47       2,001
FOOT LOCKER INC                     COM                 344849104            520      22,033
FORD MTR CO DEL                     COM PAR $0.01       345370860              1         100
FORD MTR CO DEL                     COM PAR $0.01       345370860              8       1,000
FORD MTR CO DEL                     COM PAR $0.01       345370860             14       1,860
FORD MTR CO DEL                     COM PAR $0.01       345370860             49       6,350
FORD MTR CO DEL                     COM PAR $0.01       345370860             86      11,200
FORD MTR CO DEL                     COM PAR $0.01       345370860            145      18,774
FORD MTR CO DEL                     COM PAR $0.01       345370860            255      33,005
FORD MTR CO DEL                     COM PAR $0.01       345370860          3,373     436,866
FORDING CDN COAL TR                 TR UNIT             345425102             14         405
FORDING CDN COAL TR                 TR UNIT             345425102             69       2,000
FORDING CDN COAL TR                 TR UNIT             345425102            190       5,491
FOREST CITY ENTERPRISES INC         CL A                345550107            451      11,900
FOREST LABS INC                     COM                 345838106              2          60
FOREST LABS INC                     COM                 345838106             12         298
FOREST LABS INC                     COM                 345838106             77       1,900
FOREST LABS INC                     COM                 345838106            163       4,000
FOREST LABS INC                     COM                 345838106            213       5,232
FOREST LABS INC                     COM                 345838106          3,393      83,414
FORTUNE BRANDS INC                  COM                 349631101             57         734
FORTUNE BRANDS INC                  COM                 349631101            218       2,796
FORTUNE BRANDS INC                  COM                 349631101            309       3,955
FORTUNE BRANDS INC                  COM                 349631101          2,589      33,181
FOUNDATION COAL HLDGS INC           COM                 35039W100              7         179
FOUNDATION COAL HLDGS INC           COM                 35039W100            114       3,000
FOUNDATION COAL HLDGS INC           COM                 35039W100            874      23,000
FRANCE TELECOM                      SPONSORED ADR       35177Q105              3         140
FRANCE TELECOM                      SPONSORED ADR       35177Q105             15         620
FRANCE TELECOM                      SPONSORED ADR       35177Q105            110       4,430
FRANCE TELECOM                      SPONSORED ADR       35177Q105            111       4,455
FRANKLIN ELEC INC                   COM                 353514102            221       5,596
FRANKLIN RES INC                    COM                 354613101             33         350
FRANKLIN RES INC                    COM                 354613101            207       2,200
FRANKLIN RES INC                    COM                 354613101            469       4,989
FRANKLIN RES INC                    COM                 354613101          3,007      31,987
FRANKLIN RES INC                    COM                 354613101          4,010      42,654
FRANKLIN RES INC                    NOTE         5/1    354613AC5              5       6,000
FRANKLIN RES INC                    NOTE         5/1    354613AC5             31      35,000
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857              9         160
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857             22         415
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857             36         668
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857             45         842
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857            167       3,100
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857            196       3,644
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857            417       7,752
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857          1,035      19,233
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857          2,313      43,000
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857         10,604     197,100
FREESCALE SEMICONDUCTOR INC         COM CL A            35687M107              5         205
FREESCALE SEMICONDUCTOR INC         COM CL A            35687M107            496      19,700
FREESCALE SEMICONDUCTOR INC         CL B                35687M206              1          22
FREESCALE SEMICONDUCTOR INC         CL B                35687M206              2          99
FREESCALE SEMICONDUCTOR INC         CL B                35687M206              5         198
FREESCALE SEMICONDUCTOR INC         CL B                35687M206              7         297
FREESCALE SEMICONDUCTOR INC         CL B                35687M206             10         381
FREESCALE SEMICONDUCTOR INC         CL B                35687M206             12         458
FREESCALE SEMICONDUCTOR INC         CL B                35687M206             13         505
FREESCALE SEMICONDUCTOR INC         CL B                35687M206             18         726
FREESCALE SEMICONDUCTOR INC         CL B                35687M206             64       2,544
FREESCALE SEMICONDUCTOR INC         CL B                35687M206             67       2,650
FREESCALE SEMICONDUCTOR INC         CL B                35687M206            119       4,738
FREESCALE SEMICONDUCTOR INC         CL B                35687M206            823      32,711
FREESCALE SEMICONDUCTOR INC         CL B                35687M206          1,673      66,466
FRIEDMAN BILLINGS RAMSEY GRO        CL A                358434108              1         125
FRIEDMAN BILLINGS RAMSEY GRO        CL A                358434108              3         260
FRIEDMAN BILLINGS RAMSEY GRO        CL A                358434108            161      16,270
FUJI PHOTO FILM LTD                 ADR                 359586302             51       1,525
FUJI PHOTO FILM LTD                 ADR                 359586302            245       7,370
FUJI PHOTO FILM LTD                 ADR                 359586302            410      12,335
FULTON FINL CORP PA                 COM                 360271100            481      27,334
GALLAGHER ARTHUR J & CO             COM                 363576109            462      14,970
GALLAHER GROUP PLC                  SPONSORED ADR       363595109             58         968
GALLAHER GROUP PLC                  SPONSORED ADR       363595109            156       2,600
GANNETT INC                         COM                 364730101              8         125
GANNETT INC                         COM                 364730101             58         950
GANNETT INC                         COM                 364730101            155       2,560
GANNETT INC                         COM                 364730101            333       5,500
GANNETT INC                         COM                 364730101            500       8,250
GANNETT INC                         COM                 364730101          1,065      17,585
GANNETT INC                         COM                 364730101          1,072      17,700
GANNETT INC                         COM                 364730101          3,636      60,033
GAP INC DEL                         COM                 364760108              4         210
GAP INC DEL                         COM                 364760108              5         310
GAP INC DEL                         COM                 364760108              7         400
GAP INC DEL                         COM                 364760108             14         800
GAP INC DEL                         COM                 364760108             26       1,500
GAP INC DEL                         COM                 364760108             29       1,620
GAP INC DEL                         COM                 364760108             62       3,500
GAP INC DEL                         COM                 364760108            225      12,750
GAP INC DEL                         COM                 364760108            255      14,461
GAP INC DEL                         COM                 364760108          1,058      60,000
GAP INC DEL                         COM                 364760108          2,833     160,619
GATEWAY INC                         COM                 367626108              0         193
GATEWAY INC                         COM                 367626108              1         500
GATEWAY INC                         COM                 367626108              3       1,200
GATEWAY INC                         COM                 367626108             33      12,960
GATEWAY INC                         COM                 367626108             33      13,000
GATEWAY INC                         COM                 367626108         15,060   6,000,000
GEHL CO                             COM                 368483103            788      30,000
GENAERA CORP                        COM                 36867G100             30      20,000
GENENTECH INC                       COM NEW             368710406              6          70
GENENTECH INC                       COM NEW             368710406             15         160
GENENTECH INC                       COM NEW             368710406             37         400
GENENTECH INC                       COM NEW             368710406             65         706
GENENTECH INC                       COM NEW             368710406            130       1,400
GENENTECH INC                       COM NEW             368710406            185       2,000
GENENTECH INC                       COM NEW             368710406            268       2,900
GENENTECH INC                       COM NEW             368710406            398       4,300
GENENTECH INC                       COM NEW             368710406            719       7,778
GENENTECH INC                       COM NEW             368710406            911       9,845
GENENTECH INC                       COM NEW             368710406          1,051      11,364
GENENTECH INC                       COM NEW             368710406          6,847      74,024
GENERAL DYNAMICS CORP               COM                 369550108             19         170
GENERAL DYNAMICS CORP               COM                 369550108             27         238
GENERAL DYNAMICS CORP               COM                 369550108             46         400
GENERAL DYNAMICS CORP               COM                 369550108            182       1,600
GENERAL DYNAMICS CORP               COM                 369550108            297       2,600
GENERAL DYNAMICS CORP               COM                 369550108          2,568      22,519
GENERAL DYNAMICS CORP               COM                 369550108          5,773      50,615
GENERAL ELECTRIC CO                 COM                 369604103              4         115
GENERAL ELECTRIC CO                 COM                 369604103            186       5,300
GENERAL ELECTRIC CO                 COM                 369604103            247       7,061
GENERAL ELECTRIC CO                 COM                 369604103            252       7,200
GENERAL ELECTRIC CO                 COM                 369604103            336       9,600
GENERAL ELECTRIC CO                 COM                 369604103            426      12,150
GENERAL ELECTRIC CO                 COM                 369604103            523      14,930
GENERAL ELECTRIC CO                 COM                 369604103            605      17,274
GENERAL ELECTRIC CO                 COM                 369604103            666      19,012
GENERAL ELECTRIC CO                 COM                 369604103            722      20,588
GENERAL ELECTRIC CO                 COM                 369604103          1,097      31,300
GENERAL ELECTRIC CO                 COM                 369604103          1,202      34,301
GENERAL ELECTRIC CO                 COM                 369604103          1,708      48,735
GENERAL ELECTRIC CO                 COM                 369604103          1,884      53,757
GENERAL ELECTRIC CO                 COM                 369604103          2,208      63,000
GENERAL ELECTRIC CO                 COM                 369604103          2,293      65,422
GENERAL ELECTRIC CO                 COM                 369604103          2,691      76,785
GENERAL ELECTRIC CO                 COM                 369604103          3,013      85,965
GENERAL ELECTRIC CO                 COM                 369604103          3,563     101,650
GENERAL ELECTRIC CO                 COM                 369604103          3,833     109,351
GENERAL ELECTRIC CO                 COM                 369604103          4,090     116,700
GENERAL ELECTRIC CO                 COM                 369604103          5,339     152,324
GENERAL ELECTRIC CO                 COM                 369604103         11,455     326,807
GENERAL ELECTRIC CO                 COM                 369604103         28,477     812,468
GENERAL ELECTRIC CO                 COM                 369604103         30,357     866,112
GENERAL ELECTRIC CO                 COM                 369604103         36,302   1,035,719
GENERAL ELECTRIC CO                 COM                 369604103         42,037   1,199,343
GENERAL ELECTRIC CO                 COM                 369604103         91,040   2,597,426
GENERAL ELECTRIC CO                 COM                 369604103         96,446   2,751,657
GENERAL GROWTH PPTYS INC            COM                 370021107            334       7,100
GENERAL GROWTH PPTYS INC            COM                 370021107          1,411      30,032
GENERAL MLS INC                     COM                 370334104              9         180
GENERAL MLS INC                     COM                 370334104             69       1,393
GENERAL MLS INC                     COM                 370334104             82       1,663
GENERAL MLS INC                     COM                 370334104            118       2,400
GENERAL MLS INC                     COM                 370334104            173       3,500
GENERAL MLS INC                     COM                 370334104            265       5,369
GENERAL MLS INC                     COM                 370334104            333       6,755
GENERAL MLS INC                     COM                 370334104          4,207      85,301
GENERAL MLS INC                     COM                 370334104          4,613      93,525
GENERAL MTRS CORP                   COM                 370442105              2         105
GENERAL MTRS CORP                   COM                 370442105              3         175
GENERAL MTRS CORP                   COM                 370442105              8         418
GENERAL MTRS CORP                   COM                 370442105             11         550
GENERAL MTRS CORP                   COM                 370442105             22       1,155
GENERAL MTRS CORP                   COM                 370442105             43       2,210
GENERAL MTRS CORP                   COM                 370442105            116       5,980
GENERAL MTRS CORP                   COM                 370442105            117       6,004
GENERAL MTRS CORP                   COM                 370442105            329      16,938
GENERAL MTRS CORP                   COM                 370442105            859      44,213
GENERAL MTRS CORP                   COM                 370442105          2,591     133,431
GENERAL MTRS CORP                   DEB SR CONV B       370442733             64       4,300
GENERAL MTRS CORP                   DEB SR CONV B       370442733            149      10,000
GENTEX CORP                         COM                 371901109            589      30,190
GENTA INC                           COM NEW             37245M207             23      16,000
GENUINE PARTS CO                    COM                 372460105             10         224
GENUINE PARTS CO                    COM                 372460105             17         393
GENUINE PARTS CO                    COM                 372460105             92       2,085
GENUINE PARTS CO                    COM                 372460105            256       5,820
GENUINE PARTS CO                    COM                 372460105          1,414      32,200
GENUINE PARTS CO                    COM                 372460105          1,863      42,426
GENWORTH FINL INC                   COM CL A            37247D106              1          40
GENWORTH FINL INC                   COM CL A            37247D106            308       8,910
GENWORTH FINL INC                   COM CL A            37247D106            773      22,357
GENWORTH FINL INC                   COM CL A            37247D106          2,947      85,225
GENZYME CORP                        COM                 372917104              5          65
GENZYME CORP                        COM                 372917104             26         370
GENZYME CORP                        COM                 372917104             71       1,006
GENZYME CORP                        COM                 372917104          1,387      19,593
GENZYME CORP                        COM                 372917104          4,594      64,899
GEORGIA PAC CORP                    COM                 373298108              0         200
GEORGIA PAC CORP                    COM                 373298108              0       2,400
GEORGIA PAC CORP                    COM                 373298108              0      25,000
GETTY IMAGES INC                    COM                 374276103            775       8,685
GILEAD SCIENCES INC                 COM                 375558103              5          88
GILEAD SCIENCES INC                 COM                 375558103             56       1,066
GILEAD SCIENCES INC                 COM                 375558103            105       2,000
GILEAD SCIENCES INC                 COM                 375558103            121       2,300
GILEAD SCIENCES INC                 COM                 375558103            147       2,791
GILEAD SCIENCES INC                 COM                 375558103            158       3,000
GILEAD SCIENCES INC                 COM                 375558103            457       8,700
GILEAD SCIENCES INC                 COM                 375558103            475       9,027
GILEAD SCIENCES INC                 COM                 375558103          3,290      62,588
GILEAD SCIENCES INC                 COM                 375558103          5,781     109,974
GILDAN ACTIVEWEAR INC               COM                 375916103            218       5,076
GLATFELTER                          COM                 377316104            233      16,400
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             61       1,200
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105            133       2,633
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105            188       3,725
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105            561      11,121
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105            736      14,586
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105            854      16,925
GLENCAIRN GOLD CORP                 COM                 377903109              4      10,000
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106              1          41
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106              1          80
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106              5         256
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106              9         500
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106             19       1,100
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106             36       2,030
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106             53       3,000
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106            882      50,000
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106          1,296      73,520
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106          2,132     120,950
GOLDCORP INC NEW                    COM                 380956409             71       3,200
GOLDCORP INC NEW                    COM                 380956409            307      13,795
GOLDEN STAR RES LTD CDA             COM                 38119T104              8       3,000
GOLDEN STAR RES LTD CDA             COM                 38119T104             26      10,000
GOLDEN WEST FINL CORP DEL           COM                 381317106             41         615
GOLDEN WEST FINL CORP DEL           COM                 381317106            231       3,503
GOLDEN WEST FINL CORP DEL           COM                 381317106          2,673      40,500
GOLDEN WEST FINL CORP DEL           COM                 381317106          4,499      68,168
GOLDFIELD CORP                      COM                 381370105             24      28,200
GOLDMAN SACHS GROUP INC             COM                 38141G104              3          20
GOLDMAN SACHS GROUP INC             COM                 38141G104             64         500
GOLDMAN SACHS GROUP INC             COM                 38141G104            115         900
GOLDMAN SACHS GROUP INC             COM                 38141G104            145       1,134
GOLDMAN SACHS GROUP INC             COM                 38141G104            255       2,000
GOLDMAN SACHS GROUP INC             COM                 38141G104            408       3,191
GOLDMAN SACHS GROUP INC             COM                 38141G104            755       5,908
GOLDMAN SACHS GROUP INC             COM                 38141G104            792       6,203
GOLDMAN SACHS GROUP INC             COM                 38141G104          1,047       8,196
GOLDMAN SACHS GROUP INC             COM                 38141G104          1,222       9,570
GOLDMAN SACHS GROUP INC             COM                 38141G104          2,853      22,340
GOLDMAN SACHS GROUP INC             COM                 38141G104          3,115      24,390
GOLDMAN SACHS GROUP INC             COM                 38141G104          4,704      36,833
GOLDMAN SACHS GROUP INC             COM                 38141G104          5,314      41,613
GOLDMAN SACHS GROUP INC             COM                 38141G104         15,658     122,609
GOLDMAN SACHS GROUP INC             COM                 38141G104         22,684     177,625
GOODRICH CORP                       COM                 382388106              2          40
GOODRICH CORP                       COM                 382388106            209       5,089
GOODRICH CORP                       COM                 382388106          1,070      26,031
GOODYEAR TIRE & RUBR CO             COM                 382550101             17       1,000
GOODYEAR TIRE & RUBR CO             COM                 382550101             26       1,500
GOODYEAR TIRE & RUBR CO             COM                 382550101             39       2,250
GOODYEAR TIRE & RUBR CO             COM                 382550101             44       2,545
GOODYEAR TIRE & RUBR CO             COM                 382550101             70       4,000
GOODYEAR TIRE & RUBR CO             COM                 382550101            128       7,381
GOODYEAR TIRE & RUBR CO             COM                 382550101            192      11,044
GOOGLE INC                          CL A                38259P508             10          25
GOOGLE INC                          CL A                38259P508             12          30
GOOGLE INC                          CL A                38259P508             51         124
GOOGLE INC                          CL A                38259P508            249         600
GOOGLE INC                          CL A                38259P508            322         775
GOOGLE INC                          CL A                38259P508            394         950
GOOGLE INC                          CL A                38259P508            563       1,358
GOOGLE INC                          CL A                38259P508          1,037       2,500
GOOGLE INC                          CL A                38259P508          1,039       2,504
GOOGLE INC                          CL A                38259P508          1,175       2,832
GOOGLE INC                          CL A                38259P508          1,408       3,393
GOOGLE INC                          CL A                38259P508          1,411       3,400
GOOGLE INC                          CL A                38259P508         16,721      40,305
GRACE W R & CO DEL NEW              COM                 38388F108              2         216
GRACE W R & CO DEL NEW              COM                 38388F108             10       1,075
GRACE W R & CO DEL NEW              COM                 38388F108             56       6,000
GRACE W R & CO DEL NEW              COM                 38388F108             94      10,000
GRAINGER W W INC                    COM                 384802104              6          91
GRAINGER W W INC                    COM                 384802104              8         119
GRAINGER W W INC                    COM                 384802104            132       1,862
GRAINGER W W INC                    COM                 384802104          1,403      19,735
GRAINGER W W INC                    COM                 384802104          1,450      20,400
GRANT PRIDECO INC                   COM                 38821G101             13         290
GRANT PRIDECO INC                   COM                 38821G101          2,828      64,100
GRANT PRIDECO INC                   COM                 38821G101          3,715      84,200
GROUPE DANONE                       SPONSORED ADR       399449107             52       2,470
GROUPE DANONE                       SPONSORED ADR       399449107            114       5,400
GROUPE DANONE                       SPONSORED ADR       399449107            172       8,166
GROUPE CGI INC                      CL A SUB VTG        39945C109            474      58,765
GRUPO TELEVISA SA DE CV             SP ADR REP ORD      40049J206              0           5
GRUPO TELEVISA SA DE CV             SP ADR REP ORD      40049J206              1          10
GRUPO TELEVISA SA DE CV             SP ADR REP ORD      40049J206              1          11
GRUPO TELEVISA SA DE CV             SP ADR REP ORD      40049J206              2          29
GRUPO TELEVISA SA DE CV             SP ADR REP ORD      40049J206          1,996      24,800
GTECH HLDGS CORP                    COM                 400518106            841      26,488
GUIDANT CORP                        COM                 401698105             19         300
GUIDANT CORP                        COM                 401698105             32         500
GUIDANT CORP                        COM                 401698105            160       2,476
GUIDANT CORP                        COM                 401698105            194       2,997
GUIDANT CORP                        COM                 401698105            211       3,255
GUIDANT CORP                        COM                 401698105            241       3,727
GUIDANT CORP                        COM                 401698105            332       5,129
GUIDANT CORP                        COM                 401698105          1,431      22,100
GUIDANT CORP                        COM                 401698105          2,202      34,000
GUIDANT CORP                        COM                 401698105          5,385      83,161
GYRODYNE CO AMER INC                COM                 403820103          2,809      64,580
HCA INC                             COM                 404119109            211       4,188
HCA INC                             COM                 404119109            431       8,527
HCA INC                             COM                 404119109            464       9,185
HCA INC                             COM                 404119109            556      11,000
HCA INC                             COM                 404119109          2,111      41,800
HCA INC                             COM                 404119109          5,194     102,856
HCC INS HLDGS INC                   COM                 404132102            209       7,050
HDFC BANK LTD                       ADR REPS 3 SHS      40415F101            509      10,000
HSBC HLDGS PLC                      SPON ADR NEW        404280406             24         300
HSBC HLDGS PLC                      SPON ADR NEW        404280406             37         464
HSBC HLDGS PLC                      SPON ADR NEW        404280406             63         785
HSBC HLDGS PLC                      SPON ADR NEW        404280406            121       1,500
HSBC HLDGS PLC                      SPON ADR NEW        404280406            207       2,578
HSBC HLDGS PLC                      SPON ADR NEW        404280406            366       4,550
HSBC HLDGS PLC                      SPON ADR NEW        404280406          1,049      13,042
HSBC HLDGS PLC                      SPON ADR NEW        404280406          1,065      13,231
HSBC HLDGS PLC                      SPON ADR NEW        404280406          2,925      36,348
HSBC HLDGS PLC                      SPON ADR NEW        404280406          5,591      69,484
HSBC HLDGS PLC                      ADR A 1/40PF A      404280604            293      11,850
HSBC HLDGS PLC                      ADR A 1/40PF A      404280604            446      18,000
HSBC HLDGS PLC                      ADR A 1/40PF A      404280604          1,554      62,800
HALLIBURTON CO                      COM                 406216101              8         128
HALLIBURTON CO                      COM                 406216101             40         650
HALLIBURTON CO                      COM                 406216101             40         650
HALLIBURTON CO                      COM                 406216101             51         820
HALLIBURTON CO                      COM                 406216101             77       1,244
HALLIBURTON CO                      COM                 406216101             93       1,500
HALLIBURTON CO                      COM                 406216101            143       2,300
HALLIBURTON CO                      COM                 406216101            186       3,000
HALLIBURTON CO                      COM                 406216101            351       5,673
HALLIBURTON CO                      COM                 406216101            496       8,000
HALLIBURTON CO                      COM                 406216101            682      11,000
HALLIBURTON CO                      COM                 406216101            830      13,400
HALLIBURTON CO                      COM                 406216101            896      14,460
HALLIBURTON CO                      COM                 406216101          4,585      73,996
HALLIBURTON CO                      COM                 406216101          5,707      92,100
HALLIBURTON CO                      COM                 406216101          7,261     117,187
HALLIBURTON CO                      NOTE  3.125% 7/1    406216AM3              9       5,000
HALLIBURTON CO                      NOTE  3.125% 7/1    406216AM3             46      27,000
HANCOCK JOHN PATRIOT PREM DI        COM                 41013Q101            172      21,307
HANGER ORTHOPEDIC GROUP INC         COM NEW             41043F208             60      10,500
HARDINGE INC                        COM                 412324303            520      30,000
HARLEY DAVIDSON INC                 COM                 412822108             21         400
HARLEY DAVIDSON INC                 COM                 412822108             40         785
HARLEY DAVIDSON INC                 COM                 412822108             72       1,405
HARLEY DAVIDSON INC                 COM                 412822108            157       3,045
HARLEY DAVIDSON INC                 COM                 412822108            206       4,000
HARLEY DAVIDSON INC                 COM                 412822108            303       5,890
HARLEY DAVIDSON INC                 COM                 412822108            347       6,738
HARLEY DAVIDSON INC                 COM                 412822108            637      12,370
HARLEY DAVIDSON INC                 COM                 412822108          1,540      29,900
HARLEY DAVIDSON INC                 COM                 412822108          3,656      70,997
HARMAN INTL INDS INC                COM                 413086109             75         769
HARMAN INTL INDS INC                COM                 413086109            385       3,930
HARMAN INTL INDS INC                COM                 413086109          1,056      10,793
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300              2         116
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300              9         700
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300             13       1,000
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300            102       7,820
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300            459      35,200
HARRAHS ENTMT INC                   COM                 413619107             36         500
HARRAHS ENTMT INC                   COM                 413619107             50         700
HARRAHS ENTMT INC                   COM                 413619107          3,236      45,394
HARRIS CORP DEL                     COM                 413875105              6         128
HARRIS CORP DEL                     COM                 413875105            840      19,526
HARTFORD FINL SVCS GROUP INC        COM                 416515104              6          70
HARTFORD FINL SVCS GROUP INC        COM                 416515104             36         415
HARTFORD FINL SVCS GROUP INC        COM                 416515104             69         800
HARTFORD FINL SVCS GROUP INC        COM                 416515104             70         814
HARTFORD FINL SVCS GROUP INC        COM                 416515104            378       4,400
HARTFORD FINL SVCS GROUP INC        COM                 416515104            404       4,700
HARTFORD FINL SVCS GROUP INC        COM                 416515104            446       5,190
HARTFORD FINL SVCS GROUP INC        COM                 416515104            764       8,900
HARTFORD FINL SVCS GROUP INC        COM                 416515104          1,237      14,399
HARTFORD FINL SVCS GROUP INC        COM                 416515104          1,585      18,452
HARTFORD FINL SVCS GROUP INC        COM                 416515104          6,211      72,312
HARVEST ENERGY TR                   TRUST UNIT          41752X101             30         930
HARVEST ENERGY TR                   TRUST UNIT          41752X101            628      19,621
HASBRO INC                          COM                 418056107              4         200
HASBRO INC                          COM                 418056107            762      37,742
HEALTH CARE PPTY INVS INC           COM                 421915109            358      14,020
HEALTH MGMT ASSOC INC NEW           CL A                421933102             13         600
HEALTH MGMT ASSOC INC NEW           CL A                421933102            238      10,853
HEALTH MGMT ASSOC INC NEW           CL A                421933102            369      16,800
HEALTH MGMT ASSOC INC NEW           CL A                421933102          1,226      55,810
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             20      20,000
HEALTHCARE RLTY TR                  COM                 421946104              4         133
HEALTHCARE RLTY TR                  COM                 421946104              6         176
HEALTHCARE RLTY TR                  COM                 421946104            299       9,000
HEALTH CARE REIT INC                COM                 42217K106            305       9,000
HEALTH NET INC                      COM                 42222G108            773      15,000
HEALTH NET INC                      COM                 42222G108          1,248      24,208
HECLA MNG CO                        COM                 422704106              6       1,500
HECLA MNG CO                        COM                 422704106              7       1,700
HECLA MNG CO                        COM                 422704106             41      10,000
HEINZ H J CO                        COM                 423074103              8         240
HEINZ H J CO                        COM                 423074103             12         360
HEINZ H J CO                        COM                 423074103             17         500
HEINZ H J CO                        COM                 423074103             34       1,000
HEINZ H J CO                        COM                 423074103             46       1,370
HEINZ H J CO                        COM                 423074103             51       1,500
HEINZ H J CO                        COM                 423074103            101       3,000
HEINZ H J CO                        COM                 423074103            215       6,377
HEINZ H J CO                        COM                 423074103            430      12,750
HEINZ H J CO                        COM                 423074103            438      13,000
HEINZ H J CO                        COM                 423074103            491      14,552
HEINZ H J CO                        COM                 423074103          2,740      81,253
HERSHEY CO                          COM                 427866108             11         195
HERSHEY CO                          COM                 427866108            221       4,000
HERSHEY CO                          COM                 427866108            336       6,090
HERSHEY CO                          COM                 427866108            407       7,373
HERSHEY CO                          COM                 427866108            818      14,800
HERSHEY CO                          COM                 427866108          2,357      42,663
HERSHEY CO                          COM                 427866108          2,384      43,142
HEWLETT PACKARD CO                  COM                 428236103              4         126
HEWLETT PACKARD CO                  COM                 428236103              4         153
HEWLETT PACKARD CO                  COM                 428236103              5         160
HEWLETT PACKARD CO                  COM                 428236103              9         310
HEWLETT PACKARD CO                  COM                 428236103             43       1,500
HEWLETT PACKARD CO                  COM                 428236103             56       1,970
HEWLETT PACKARD CO                  COM                 428236103            131       4,566
HEWLETT PACKARD CO                  COM                 428236103            261       9,115
HEWLETT PACKARD CO                  COM                 428236103            299      10,436
HEWLETT PACKARD CO                  COM                 428236103            512      17,900
HEWLETT PACKARD CO                  COM                 428236103            596      20,800
HEWLETT PACKARD CO                  COM                 428236103            710      24,802
HEWLETT PACKARD CO                  COM                 428236103            750      26,212
HEWLETT PACKARD CO                  COM                 428236103            824      28,765
HEWLETT PACKARD CO                  COM                 428236103          1,518      53,024
HEWLETT PACKARD CO                  COM                 428236103          2,856      99,763
HEWLETT PACKARD CO                  COM                 428236103          3,461     120,883
HEWLETT PACKARD CO                  COM                 428236103          9,467     330,669
HEWLETT PACKARD CO                  COM                 428236103         21,511     751,348
HILLENBRAND INDS INC                COM                 431573104            406       8,223
HILTON HOTELS CORP                  COM                 432848109             12         500
HILTON HOTELS CORP                  COM                 432848109          2,124      88,106
HILTON HOTELS CORP                  NOTE  3.375% 4/1    432848AZ2              6       5,000
HILTON HOTELS CORP                  NOTE  3.375% 4/1    432848AZ2             33      28,000
HITACHI LIMITED                     ADR 10 COM          433578507              8         113
HITACHI LIMITED                     ADR 10 COM          433578507              9         139
HITACHI LIMITED                     ADR 10 COM          433578507             25         370
HITACHI LIMITED                     ADR 10 COM          433578507            119       1,772
HITACHI LIMITED                     ADR 10 COM          433578507            271       4,015
HOME DEPOT INC                      COM                 437076102             12         305
HOME DEPOT INC                      COM                 437076102             40       1,000
HOME DEPOT INC                      COM                 437076102             40       1,000
HOME DEPOT INC                      COM                 437076102             40       1,000
HOME DEPOT INC                      COM                 437076102             40       1,000
HOME DEPOT INC                      COM                 437076102             57       1,396
HOME DEPOT INC                      COM                 437076102             57       1,400
HOME DEPOT INC                      COM                 437076102             57       1,405
HOME DEPOT INC                      COM                 437076102             91       2,250
HOME DEPOT INC                      COM                 437076102            131       3,225
HOME DEPOT INC                      COM                 437076102            202       5,000
HOME DEPOT INC                      COM                 437076102            252       6,225
HOME DEPOT INC                      COM                 437076102            278       6,875
HOME DEPOT INC                      COM                 437076102            769      19,000
HOME DEPOT INC                      COM                 437076102            863      21,327
HOME DEPOT INC                      COM                 437076102            923      22,793
HOME DEPOT INC                      COM                 437076102          1,065      26,301
HOME DEPOT INC                      COM                 437076102          2,664      65,821
HOME DEPOT INC                      COM                 437076102          7,630     188,495
HOME DEPOT INC                      COM                 437076102         10,299     254,433
HOME DEPOT INC                      COM                 437076102         23,177     572,557
HONDA MOTOR LTD                     AMERN SHS           438128308              6         200
HONDA MOTOR LTD                     AMERN SHS           438128308             41       1,405
HONDA MOTOR LTD                     AMERN SHS           438128308             82       2,831
HONDA MOTOR LTD                     AMERN SHS           438128308          3,964     136,840
HONEYWELL INTL INC                  COM                 438516106             12         310
HONEYWELL INTL INC                  COM                 438516106             32         870
HONEYWELL INTL INC                  COM                 438516106             63       1,700
HONEYWELL INTL INC                  COM                 438516106            119       3,200
HONEYWELL INTL INC                  COM                 438516106            202       5,415
HONEYWELL INTL INC                  COM                 438516106            335       9,000
HONEYWELL INTL INC                  COM                 438516106            342       9,174
HONEYWELL INTL INC                  COM                 438516106            346       9,300
HONEYWELL INTL INC                  COM                 438516106            376      10,090
HONEYWELL INTL INC                  COM                 438516106            717      19,255
HONEYWELL INTL INC                  COM                 438516106            981      26,344
HONEYWELL INTL INC                  COM                 438516106            990      26,568
HONEYWELL INTL INC                  COM                 438516106          1,102      29,590
HONEYWELL INTL INC                  COM                 438516106          8,128     218,203
HORMEL FOODS CORP                   COM                 440452100            475      14,549
HOSPIRA INC                         COM                 441060100              1          23
HOSPIRA INC                         COM                 441060100              2          40
HOSPIRA INC                         COM                 441060100             13         296
HOSPIRA INC                         COM                 441060100             13         300
HOSPIRA INC                         COM                 441060100             27         620
HOSPIRA INC                         COM                 441060100             50       1,170
HOSPIRA INC                         COM                 441060100             73       1,696
HOSPIRA INC                         COM                 441060100             88       2,060
HOSPIRA INC                         COM                 441060100            173       4,046
HOSPIRA INC                         COM                 441060100            304       7,106
HOSPIRA INC                         COM                 441060100          1,695      39,629
HOSPITALITY PPTYS TR                COM SH BEN INT      44106M102            233       5,800
HOST MARRIOTT CORP NEW              COM                 44107P104              9         493
HOST MARRIOTT CORP NEW              COM                 44107P104             30       1,584
HOST MARRIOTT CORP NEW              COM                 44107P104            101       5,339
HOST MARRIOTT CORP NEW              COM                 44107P104            877      46,280
HUDSON CITY BANCORP                 COM                 443683107          1,288     106,235
HUDSON UNITED BANCORP               COM                 444165104              5         118
HUDSON UNITED BANCORP               COM                 444165104            204       4,903
HUDSON UNITED BANCORP               COM                 444165104            784      18,800
HUDSON UNITED BANCORP               COM                 444165104          1,871      44,900
HUMANA INC                          COM                 444859102             22         405
HUMANA INC                          COM                 444859102          1,898      34,942
HUMAN GENOME SCIENCES INC           COM                 444903108              3         400
HUMAN GENOME SCIENCES INC           COM                 444903108             24       2,800
HUMAN GENOME SCIENCES INC           COM                 444903108         22,770   2,660,000
HUNT J B TRANS SVCS INC             COM                 445658107              2          74
HUNT J B TRANS SVCS INC             COM                 445658107             76       3,336
HUNT J B TRANS SVCS INC             COM                 445658107            470      20,767
HUNTINGTON BANCSHARES INC           COM                 446150104              2          65
HUNTINGTON BANCSHARES INC           COM                 446150104             52       2,200
HUNTINGTON BANCSHARES INC           COM                 446150104            114       4,800
HUNTINGTON BANCSHARES INC           COM                 446150104          1,290      54,325
HUTCHISON TELECOMM INTL LTD         SPONSORED ADR       44841T107        159,261   7,376,600
IAC INTERACTIVECORP                 COM NEW             44919P300             17         592
IAC INTERACTIVECORP                 COM NEW             44919P300             18         627
IAC INTERACTIVECORP                 COM NEW             44919P300             29       1,012
IAC INTERACTIVECORP                 COM NEW             44919P300             47       1,665
IAC INTERACTIVECORP                 COM NEW             44919P300            148       5,245
IAC INTERACTIVECORP                 COM NEW             44919P300            231       8,150
IAC INTERACTIVECORP                 COM NEW             44919P300          1,667      58,872
IAC INTERACTIVECORP                 COM NEW             44919P300          2,712      95,801
IDX SYS CORP                        COM                 449491109            479      10,900
IDX SYS CORP                        COM                 449491109          1,279      29,109
IPIX CORP                           COM                 44982L103             33      20,000
IMS HEALTH INC                      COM                 449934108             20         800
IMS HEALTH INC                      COM                 449934108             50       2,000
IMS HEALTH INC                      COM                 449934108            287      11,500
IMS HEALTH INC                      COM                 449934108          1,285      51,583
ISTAR FINL INC                      COM                 45031U101            412      11,570
ITT INDS INC IND                    COM                 450911102             10         100
ITT INDS INC IND                    COM                 450911102             30         290
ITT INDS INC IND                    COM                 450911102             70         685
ITT INDS INC IND                    COM                 450911102            206       2,000
ITT INDS INC IND                    COM                 450911102          1,274      12,392
ITT INDS INC IND                    COM                 450911102          1,300      12,640
ITT INDS INC IND                    COM                 450911102          1,432      13,932
ITT INDS INC IND                    COM                 450911102          1,715      16,680
ITT INDS INC IND                    COM                 450911102          2,338      22,737
ITT INDS INC IND                    COM                 450911102          2,670      25,970
ITT INDS INC IND                    COM                 450911102          4,645      45,179
ITT INDS INC IND                    COM                 450911102          9,615      93,515
ICICI BK LTD                        ADR                 45104G104              3         100
ICICI BK LTD                        ADR                 45104G104            136       4,735
ICICI BK LTD                        ADR                 45104G104            965      33,522
ICICI BK LTD                        ADR                 45104G104          5,250     182,300
ICICI BK LTD                        ADR                 45104G104          6,912     240,000
ILLINOIS TOOL WKS INC               COM                 452308109             35         400
ILLINOIS TOOL WKS INC               COM                 452308109             45         510
ILLINOIS TOOL WKS INC               COM                 452308109             78         891
ILLINOIS TOOL WKS INC               COM                 452308109             88       1,000
ILLINOIS TOOL WKS INC               COM                 452308109            144       1,633
ILLINOIS TOOL WKS INC               COM                 452308109            202       2,300
ILLINOIS TOOL WKS INC               COM                 452308109            295       3,355
ILLINOIS TOOL WKS INC               COM                 452308109            484       5,500
ILLINOIS TOOL WKS INC               COM                 452308109          1,004      11,413
ILLINOIS TOOL WKS INC               COM                 452308109          1,356      15,410
ILLINOIS TOOL WKS INC               COM                 452308109          2,534      28,803
ILLINOIS TOOL WKS INC               COM                 452308109          3,003      34,130
ILLINOIS TOOL WKS INC               COM                 452308109          3,942      44,800
ILLINOIS TOOL WKS INC               COM                 452308109          5,640      64,099
ILLINOIS TOOL WKS INC               COM                 452308109         10,728     121,918
IMCLONE SYS INC                     COM                 45245W109              0           5
IMCLONE SYS INC                     COM                 45245W109              7         200
IMCLONE SYS INC                     COM                 45245W109            313       9,140
IMPERIAL CHEM INDS PLC              ADR NEW             452704505          1,271      55,750
IMPERIAL OIL LTD                    COM NEW             453038408             21         213
IMPERIAL OIL LTD                    COM NEW             453038408            274       2,750
IMPERIAL OIL LTD                    COM NEW             453038408          5,548      55,698
IMPERIAL TOBACCO GROUP PLC          SPONSORED ADR       453142101              7         120
IMPERIAL TOBACCO GROUP PLC          SPONSORED ADR       453142101             26         430
IMPERIAL TOBACCO GROUP PLC          SPONSORED ADR       453142101             97       1,609
IMPERIAL TOBACCO GROUP PLC          SPONSORED ADR       453142101            427       7,059
INAMED CORP                         COM                 453235103         19,246     219,500
INCO LTD                            COM                 453258402             35         800
INCO LTD                            COM                 453258402             78       1,796
INCO LTD                            COM                 453258402             91       2,090
INCO LTD                            COM                 453258402            305       7,000
INCO LTD                            COM                 453258402          2,539      58,263
INCO LTD                            DBCV  1.000% 3/1    453258AT2              4       3,000
INCO LTD                            DBCV  1.000% 3/1    453258AT2             25      18,000
INDEPENDENCE CMNTY BK CORP          COM                 453414104            488      12,291
INDEPENDENCE CMNTY BK CORP          COM                 453414104          1,172      29,500
INDEPENDENCE CMNTY BK CORP          COM                 453414104          2,305      58,007
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108              1          13
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108              2          25
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108              2          30
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108              3          35
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108              7          81
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108              8         100
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108             33         410
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108            148       1,830
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108            278       3,438
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108            283       3,500
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108          6,307      78,000
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108         24,535     303,422
ING GROEP N V                       SPONSORED ADR       456837103             16         454
ING GROEP N V                       SPONSORED ADR       456837103             19         539
ING GROEP N V                       SPONSORED ADR       456837103             48       1,385
ING GROEP N V                       SPONSORED ADR       456837103            535      15,358
ING GROEP N V                       SPONSORED ADR       456837103            613      17,591
ING GROEP N V                       SPONSORED ADR       456837103          4,037     115,925
INNOVEX INC                         COM                 457647105             38      11,000
INTEL CORP                          COM                 458140100              4         170
INTEL CORP                          COM                 458140100             13         528
INTEL CORP                          COM                 458140100             23         910
INTEL CORP                          COM                 458140100             26       1,050
INTEL CORP                          COM                 458140100             31       1,230
INTEL CORP                          COM                 458140100             32       1,280
INTEL CORP                          COM                 458140100             59       2,377
INTEL CORP                          COM                 458140100             70       2,812
INTEL CORP                          COM                 458140100            115       4,600
INTEL CORP                          COM                 458140100            155       6,200
INTEL CORP                          COM                 458140100            274      10,984
INTEL CORP                          COM                 458140100            285      11,400
INTEL CORP                          COM                 458140100            457      18,300
INTEL CORP                          COM                 458140100            537      21,500
INTEL CORP                          COM                 458140100            565      22,636
INTEL CORP                          COM                 458140100            606      24,298
INTEL CORP                          COM                 458140100            622      24,922
INTEL CORP                          COM                 458140100            929      37,200
INTEL CORP                          COM                 458140100          1,400      56,104
INTEL CORP                          COM                 458140100          1,982      79,400
INTEL CORP                          COM                 458140100          2,200      88,133
INTEL CORP                          COM                 458140100          3,647     146,121
INTEL CORP                          COM                 458140100         10,742     430,353
INTEL CORP                          COM                 458140100         12,328     493,910
INTEL CORP                          COM                 458140100         12,852     514,896
INTEL CORP                          COM                 458140100         18,873     756,147
INTEL CORP                          COM                 458140100         39,378   1,577,628
INTER TEL INC                       COM                 458372109            305      15,593
INTERNATIONAL BUSINESS MACHS        COM                 459200101             33         400
INTERNATIONAL BUSINESS MACHS        COM                 459200101             34         416
INTERNATIONAL BUSINESS MACHS        COM                 459200101             58         700
INTERNATIONAL BUSINESS MACHS        COM                 459200101             66         800
INTERNATIONAL BUSINESS MACHS        COM                 459200101             95       1,150
INTERNATIONAL BUSINESS MACHS        COM                 459200101            173       2,100
INTERNATIONAL BUSINESS MACHS        COM                 459200101            271       3,300
INTERNATIONAL BUSINESS MACHS        COM                 459200101            300       3,646
INTERNATIONAL BUSINESS MACHS        COM                 459200101            323       3,926
INTERNATIONAL BUSINESS MACHS        COM                 459200101            384       4,666
INTERNATIONAL BUSINESS MACHS        COM                 459200101            586       7,134
INTERNATIONAL BUSINESS MACHS        COM                 459200101            684       8,323
INTERNATIONAL BUSINESS MACHS        COM                 459200101            756       9,200
INTERNATIONAL BUSINESS MACHS        COM                 459200101            758       9,224
INTERNATIONAL BUSINESS MACHS        COM                 459200101          1,463      17,800
INTERNATIONAL BUSINESS MACHS        COM                 459200101          4,803      58,428
INTERNATIONAL BUSINESS MACHS        COM                 459200101         11,264     137,032
INTERNATIONAL BUSINESS MACHS        COM                 459200101         13,007     158,242
INTERNATIONAL BUSINESS MACHS        COM                 459200101         15,093     183,611
INTERNATIONAL BUSINESS MACHS        COM                 459200101         15,387     187,191
INTERNATIONAL BUSINESS MACHS        COM                 459200101         15,910     193,557
INTERNATIONAL BUSINESS MACHS        COM                 459200101         33,904     412,455
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101             21         620
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101             47       1,400
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101             54       1,600
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101             94       2,800
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101            107       3,200
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101            170       5,065
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101            171       5,111
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101            658      19,650
INTERNATIONAL GAME TECHNOLOG        COM                 459902102              7         225
INTERNATIONAL GAME TECHNOLOG        COM                 459902102             17         560
INTERNATIONAL GAME TECHNOLOG        COM                 459902102             46       1,500
INTERNATIONAL GAME TECHNOLOG        COM                 459902102             62       2,000
INTERNATIONAL GAME TECHNOLOG        COM                 459902102             83       2,700
INTERNATIONAL GAME TECHNOLOG        COM                 459902102            185       6,000
INTERNATIONAL GAME TECHNOLOG        COM                 459902102            381      12,363
INTERNATIONAL GAME TECHNOLOG        COM                 459902102          2,675      86,901
INTL PAPER CO                       COM                 460146103             27         800
INTL PAPER CO                       COM                 460146103             74       2,200
INTL PAPER CO                       COM                 460146103            232       6,900
INTL PAPER CO                       COM                 460146103            852      25,338
INTL PAPER CO                       COM                 460146103            891      26,504
INTL PAPER CO                       COM                 460146103          1,293      38,482
INTL PAPER CO                       COM                 460146103          3,853     114,625
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             99      12,022
INTERNET HOLDRS TR                  DEPOSIT RCPT        46059W102              3          50
INTERNET HOLDRS TR                  DEPOSIT RCPT        46059W102             13         200
INTERNET HOLDRS TR                  DEPOSIT RCPT        46059W102             33         500
INTERNET HOLDRS TR                  DEPOSIT RCPT        46059W102            125       1,900
INTERNET HOLDRS TR                  DEPOSIT RCPT        46059W102            217       3,300
INTERNET HOLDRS TR                  DEPOSIT RCPT        46059W102          3,068      46,600
INTERPUBLIC GROUP COS INC           COM                 460690100              2         175
INTERPUBLIC GROUP COS INC           COM                 460690100              3         275
INTERPUBLIC GROUP COS INC           COM                 460690100              5         534
INTERPUBLIC GROUP COS INC           COM                 460690100              7         762
INTERPUBLIC GROUP COS INC           COM                 460690100            917      95,007
INTERSIL CORP                       CL A                46069S109             10         409
INTERSIL CORP                       CL A                46069S109             12         500
INTERSIL CORP                       CL A                46069S109          1,791      72,000
INTRAWEST CORPORATION               COM NEW             460915200            316      10,910
INTUIT                              COM                 461202103             96       1,800
INTUIT                              COM                 461202103            110       2,068
INTUIT                              COM                 461202103          2,735      51,321
INVERNESS MED INNOVATIONS IN        COM                 46126P106         16,597     700,000
INVITROGEN CORP                     COM                 46185R100             11         170
INVITROGEN CORP                     COM                 46185R100            170       2,547
INVITROGEN CORP                     COM                 46185R100            563       8,444
INVITROGEN CORP                     NOTE  2.000% 8/0    46185RAJ9             21      19,000
INVITROGEN CORP                     NOTE  1.500% 2/1    46185RAK6             12      14,000
INVESTORS FINL SERVICES CORP        COM                 461915100             36         980
INVESTORS FINL SERVICES CORP        COM                 461915100             41       1,100
INVESTORS FINL SERVICES CORP        COM                 461915100            368       9,993
INVESTORS FINL SERVICES CORP        COM                 461915100          2,041      55,410
INVESTORS FINL SERVICES CORP        COM                 461915100          2,220      60,275
INVESTORS FINL SERVICES CORP        COM                 461915100          3,866     104,970
IPSCO INC                           COM                 462622101            354       4,265
IRON MTN INC                        COM                 462846106              2          55
IRON MTN INC                        COM                 462846106             24         580
IRON MTN INC                        COM                 462846106            215       5,097
IRON MTN INC                        COM                 462846106            996      23,596
IRON MTN INC                        COM                 462846106          1,714      40,600
ISCO INTL INC                       COM                 46426P103              0       1,000
ISCO INTL INC                       COM                 46426P103              4      11,800
ISHARES COMEX GOLD TR               ISHARES             464285105              8         150
ISHARES COMEX GOLD TR               ISHARES             464285105          1,812      35,036
ISHARES INC                         MSCI AUSTRALIA      464286103              6         300
ISHARES INC                         MSCI AUSTRALIA      464286103             43       2,295
ISHARES INC                         MSCI AUSTRALIA      464286103             47       2,500
ISHARES INC                         MSCI AUSTRALIA      464286103            122       6,500
ISHARES INC                         MSCI AUSTRALIA      464286103            386      20,508
ISHARES INC                         MSCI BELGIUM        464286301              1          60
ISHARES INC                         MSCI BELGIUM        464286301             75       3,926
ISHARES INC                         MSCI BELGIUM        464286301            410      21,322
ISHARES INC                         MSCI BRAZIL         464286400             20         609
ISHARES INC                         MSCI BRAZIL         464286400             30         900
ISHARES INC                         MSCI BRAZIL         464286400            107       3,200
ISHARES INC                         MSCI BRAZIL         464286400            694      20,800
ISHARES INC                         MSCI BRAZIL         464286400          4,485     134,400
ISHARES INC                         MSCI CDA INDEX      464286509              8         360
ISHARES INC                         MSCI CDA INDEX      464286509             55       2,500
ISHARES INC                         MSCI CDA INDEX      464286509            263      12,000
ISHARES INC                         MSCI CDA INDEX      464286509          2,392     109,241
ISHARES INC                         MSCI EMU INDEX      464286608          9,451     121,717
ISHARES INC                         MSCI PAC J IDX      464286665             76         775
ISHARES INC                         MSCI PAC J IDX      464286665            159       1,610
ISHARES INC                         MSCI PAC J IDX      464286665            170       1,726
ISHARES INC                         MSCI PAC J IDX      464286665            355       3,600
ISHARES INC                         MSCI PAC J IDX      464286665          2,674      27,096
ISHARES INC                         MSCI SINGAPORE      464286673              1         110
ISHARES INC                         MSCI SINGAPORE      464286673             42       5,358
ISHARES INC                         MSCI SINGAPORE      464286673             44       5,600
ISHARES INC                         MSCI SINGAPORE      464286673             63       7,991
ISHARES INC                         MSCI SINGAPORE      464286673             83      10,557
ISHARES INC                         MSCI SINGAPORE      464286673            101      12,800
ISHARES INC                         MSCI UTD KINGD      464286699             25       1,350
ISHARES INC                         MSCI UTD KINGD      464286699            326      17,544
ISHARES INC                         MSCI UTD KINGD      464286699          4,527     243,651
ISHARES INC                         MSCI FRANCE         464286707             10         390
ISHARES INC                         MSCI FRANCE         464286707            332      12,775
ISHARES INC                         MSCI FRANCE         464286707            412      15,843
ISHARES INC                         MSCI FRANCE         464286707            558      21,467
ISHARES INC                         MSCI TAIWAN         464286731              4         313
ISHARES INC                         MSCI TAIWAN         464286731             13       1,027
ISHARES INC                         MSCI TAIWAN         464286731             52       4,153
ISHARES INC                         MSCI TAIWAN         464286731             94       7,550
ISHARES INC                         MSCI TAIWAN         464286731            130      10,378
ISHARES INC                         MSCI TAIWAN         464286731            385      30,869
ISHARES INC                         MSCI TAIWAN         464286731            415      33,280
ISHARES INC                         MSCI TAIWAN         464286731            549      44,000
ISHARES INC                         MSCI TAIWAN         464286731            618      49,500
ISHARES INC                         MSCI TAIWAN         464286731            978      78,400
ISHARES INC                         MSCI TAIWAN         464286731          1,427     114,375
ISHARES INC                         MSCI TAIWAN         464286731          4,828     386,860
ISHARES INC                         MSCI TAIWAN         464286731          9,781     783,766
ISHARES INC                         MSCI SWITZERLD      464286749              8         400
ISHARES INC                         MSCI SWITZERLD      464286749            106       5,500
ISHARES INC                         MSCI SWITZERLD      464286749            391      20,259
ISHARES INC                         MSCI SWEDEN         464286756              3         118
ISHARES INC                         MSCI SWEDEN         464286756             87       3,815
ISHARES INC                         MSCI SWEDEN         464286756            142       6,234
ISHARES INC                         MSCI SPAIN          464286764              4         100
ISHARES INC                         MSCI SPAIN          464286764            165       4,560
ISHARES INC                         MSCI SPAIN          464286764            225       6,212
ISHARES INC                         MSCI S KOREA        464286772              6         134
ISHARES INC                         MSCI S KOREA        464286772              7         153
ISHARES INC                         MSCI S KOREA        464286772             18         400
ISHARES INC                         MSCI S KOREA        464286772             26         579
ISHARES INC                         MSCI S KOREA        464286772             40         905
ISHARES INC                         MSCI S KOREA        464286772             43         950
ISHARES INC                         MSCI S KOREA        464286772             63       1,400
ISHARES INC                         MSCI S KOREA        464286772             72       1,600
ISHARES INC                         MSCI S KOREA        464286772            233       5,200
ISHARES INC                         MSCI S KOREA        464286772            366       8,175
ISHARES INC                         MSCI S KOREA        464286772            411       9,179
ISHARES INC                         MSCI S KOREA        464286772            615      13,748
ISHARES INC                         MSCI STH AFRCA      464286780             24         242
ISHARES INC                         MSCI STH AFRCA      464286780             90         920
ISHARES INC                         MSCI STH AFRCA      464286780            174       1,770
ISHARES INC                         MSCI GERMAN         464286806             27       1,345
ISHARES INC                         MSCI GERMAN         464286806            157       7,725
ISHARES INC                         MSCI GERMAN         464286806            300      14,770
ISHARES INC                         MSCI GERMAN         464286806            412      20,291
ISHARES INC                         MSCI NETHERLND      464286814              5         250
ISHARES INC                         MSCI NETHERLND      464286814            136       6,680
ISHARES INC                         MSCI NETHERLND      464286814            192       9,471
ISHARES INC                         MSCI MALAYSIA       464286830              2         347
ISHARES INC                         MSCI MALAYSIA       464286830              4         630
ISHARES INC                         MSCI MALAYSIA       464286830              7       1,072
ISHARES INC                         MSCI MALAYSIA       464286830             39       5,651
ISHARES INC                         MSCI MALAYSIA       464286830             68      10,000
ISHARES INC                         MSCI MALAYSIA       464286830             78      11,400
ISHARES INC                         MSCI MALAYSIA       464286830            129      18,937
ISHARES INC                         MSCI MALAYSIA       464286830            190      27,924
ISHARES INC                         MSCI MALAYSIA       464286830            192      28,094
ISHARES INC                         MSCI MALAYSIA       464286830            548      80,300
ISHARES INC                         MSCI JAPAN          464286848             14       1,000
ISHARES INC                         MSCI JAPAN          464286848             74       5,500
ISHARES INC                         MSCI JAPAN          464286848            427      31,598
ISHARES INC                         MSCI JAPAN          464286848            973      72,000
ISHARES INC                         MSCI JAPAN          464286848          1,304      96,440
ISHARES INC                         MSCI JAPAN          464286848          1,383     102,300
ISHARES INC                         MSCI JAPAN          464286848          1,732     128,075
ISHARES INC                         MSCI JAPAN          464286848          1,811     133,981
ISHARES INC                         MSCI JAPAN          464286848          1,950     144,214
ISHARES INC                         MSCI JAPAN          464286848          5,313     392,957
ISHARES INC                         MSCI JAPAN          464286848          5,852     432,845
ISHARES INC                         MSCI JAPAN          464286848          6,062     448,407
ISHARES INC                         MSCI JAPAN          464286848         19,444   1,438,148
ISHARES INC                         MSCI ITALY          464286855              4         150
ISHARES INC                         MSCI ITALY          464286855            136       5,315
ISHARES INC                         MSCI ITALY          464286855            228       8,931
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             14       1,130
ISHARES INC                         MSCI HONG KONG      464286871             64       5,109
ISHARES INC                         MSCI HONG KONG      464286871            127      10,042
ISHARES INC                         MSCI HONG KONG      464286871            299      23,700
ISHARES INC                         MSCI HONG KONG      464286871            611      48,425
ISHARES INC                         MSCI HONG KONG      464286871          1,543     122,300
ISHARES TR                          DJ SEL DIV INX      464287168             37         600
ISHARES TR                          DJ SEL DIV INX      464287168            490       8,000
ISHARES TR                          US TIPS BD FD       464287176            126       1,226
ISHARES TR                          US TIPS BD FD       464287176            626       6,093
ISHARES TR                          FTSE XNHUA IDX      464287184              0           7
ISHARES TR                          FTSE XNHUA IDX      464287184              1          20
ISHARES TR                          FTSE XNHUA IDX      464287184             12         200
ISHARES TR                          FTSE XNHUA IDX      464287184             16         267
ISHARES TR                          FTSE XNHUA IDX      464287184             46         750
ISHARES TR                          FTSE XNHUA IDX      464287184             49         800
ISHARES TR                          FTSE XNHUA IDX      464287184            101       1,647
ISHARES TR                          FTSE XNHUA IDX      464287184            103       1,670
ISHARES TR                          FTSE XNHUA IDX      464287184            132       2,144
ISHARES TR                          FTSE XNHUA IDX      464287184            246       4,000
ISHARES TR                          FTSE XNHUA IDX      464287184            249       4,040
ISHARES TR                          S&P 500 INDEX       464287200             73         583
ISHARES TR                          S&P 500 INDEX       464287200            125       1,000
ISHARES TR                          S&P 500 INDEX       464287200          1,825      14,640
ISHARES TR                          S&P 500 INDEX       464287200          4,226      33,900
ISHARES TR                          S&P 500 INDEX       464287200         34,947     280,317
ISHARES TR                          LEHMAN AGG BND      464287226            979       9,734
ISHARES TR                          LEHMAN AGG BND      464287226          8,401      83,515
ISHARES TR                          MSCI EMERG MKT      464287234             33         369
ISHARES TR                          MSCI EMERG MKT      464287234             85         960
ISHARES TR                          MSCI EMERG MKT      464287234            104       1,175
ISHARES TR                          MSCI EMERG MKT      464287234            213       2,410
ISHARES TR                          MSCI EMERG MKT      464287234            271       3,070
ISHARES TR                          MSCI EMERG MKT      464287234            348       3,945
ISHARES TR                          MSCI EMERG MKT      464287234            483       5,476
ISHARES TR                          MSCI EMERG MKT      464287234          1,558      17,650
ISHARES TR                          MSCI EMERG MKT      464287234         11,491     130,204
ISHARES TR                          MSCI EMERG MKT      464287234         12,887     146,033
ISHARES TR                          GS CORP BD FD       464287242            193       1,789
ISHARES TR                          GS CORP BD FD       464287242            199       1,844
ISHARES TR                          GS CORP BD FD       464287242            755       7,011
ISHARES TR                          S&P GBL INF         464287291             32         600
ISHARES TR                          S&P GBL INF         464287291            319       6,000
ISHARES TR                          S&P500/BAR GRW      464287309            538       9,077
ISHARES TR                          S&P GBL HLTHCR      464287325            110       2,100
ISHARES TR                          S&P GBL HLTHCR      464287325            342       6,550
ISHARES TR                          S&P GBL HLTHCR      464287325            768      14,720
ISHARES TR                          S&P LTN AM 40       464287390             43         350
ISHARES TR                          S&P LTN AM 40       464287390            114         930
ISHARES TR                          S&P LTN AM 40       464287390            394       3,208
ISHARES TR                          S&P LTN AM 40       464287390            614       5,000
ISHARES TR                          S&P500/BAR VAL      464287408            247       3,790
ISHARES TR                          S&P500/BAR VAL      464287408            705      10,832
ISHARES TR                          7-10 YR TRS BD      464287440            256       3,053
ISHARES TR                          1-3 YR TRS BD       464287457            159       1,985
ISHARES TR                          1-3 YR TRS BD       464287457            577       7,190
ISHARES TR                          MSCI EAFE IDX       464287465             59       1,000
ISHARES TR                          MSCI EAFE IDX       464287465            142       2,393
ISHARES TR                          MSCI EAFE IDX       464287465            313       5,265
ISHARES TR                          MSCI EAFE IDX       464287465            327       5,499
ISHARES TR                          MSCI EAFE IDX       464287465            481       8,090
ISHARES TR                          MSCI EAFE IDX       464287465            624      10,500
ISHARES TR                          MSCI EAFE IDX       464287465          1,308      22,009
ISHARES TR                          RUSSELL MCP VL      464287473            392       3,148
ISHARES TR                          RUSSELL MCP GR      464287481            268       2,857
ISHARES TR                          RUSSELL MCP GR      464287481            294       3,129
ISHARES TR                          RUSSELL MIDCAP      464287499             97       1,101
ISHARES TR                          RUSSELL MIDCAP      464287499            135       1,531
ISHARES TR                          S&P MIDCAP 400      464287507              2          26
ISHARES TR                          S&P MIDCAP 400      464287507            221       3,000
ISHARES TR                          S&P MIDCAP 400      464287507            533       7,222
ISHARES TR                          S&P MIDCAP 400      464287507          1,086      14,709
ISHARES TR                          S&P MIDCAP 400      464287507          1,422      19,273
ISHARES TR                          S&P MIDCAP 400      464287507         13,158     178,291
ISHARES TR                          GLMN SCHS SOFT      464287515          1,022      25,400
ISHARES TR                          GLDM SCHS NETW      464287531             39       1,250
ISHARES TR                          GLDM SCHS NETW      464287531            123       3,960
ISHARES TR                          GLDM SCHS NETW      464287531            809      26,100
ISHARES TR                          NASDQ BIO INDX      464287556             23         300
ISHARES TR                          NASDQ BIO INDX      464287556             90       1,161
ISHARES TR                          NASDQ BIO INDX      464287556            143       1,850
ISHARES TR                          NASDQ BIO INDX      464287556            290       3,760
ISHARES TR                          NASDQ BIO INDX      464287556          2,660      34,442
ISHARES TR                          COHEN&ST RLTY       464287564          1,276      17,046
ISHARES TR                          COHEN&ST RLTY       464287564          5,708      76,267
ISHARES TR                          S&P GLB100INDX      464287572          1,883      29,915
ISHARES TR                          RUSSELL1000VAL      464287598             33         475
ISHARES TR                          RUSSELL1000VAL      464287598          2,982      43,194
ISHARES TR                          S&P MIDCP GROW      464287606            454       6,000
ISHARES TR                          RUSSELL1000GRW      464287614             15         300
ISHARES TR                          RUSSELL1000GRW      464287614          1,827      35,815
ISHARES TR                          RUSSELL 1000        464287622             20         300
ISHARES TR                          RUSSELL 1000        464287622          2,178      32,175
ISHARES TR                          RUSL 2000 VALU      464287630            252       3,825
ISHARES TR                          RUSL 2000 VALU      464287630          7,650     116,039
ISHARES TR                          RUSL 2000 GROW      464287648            209       3,000
ISHARES TR                          RUSL 2000 GROW      464287648            327       4,700
ISHARES TR                          RUSL 2000 GROW      464287648            334       4,792
ISHARES TR                          RUSSELL 2000        464287655            182       2,730
ISHARES TR                          RUSSELL 2000        464287655            227       3,400
ISHARES TR                          RUSSELL 2000        464287655            274       4,100
ISHARES TR                          RUSSELL 2000        464287655            356       5,340
ISHARES TR                          RUSSELL 2000        464287655          1,794      26,883
ISHARES TR                          RUSSELL 2000        464287655          1,807      27,082
ISHARES TR                          RUSSELL 3000        464287689            120       1,670
ISHARES TR                          RUSSELL 3000        464287689            124       1,725
ISHARES TR                          S&P MIDCP VALU      464287705             21         300
ISHARES TR                          S&P MIDCP VALU      464287705             68         960
ISHARES TR                          S&P MIDCP VALU      464287705            389       5,513
ISHARES TR                          DJ US REAL EST      464287739            103       1,600
ISHARES TR                          DJ US REAL EST      464287739            148       2,300
ISHARES TR                          DJ US REAL EST      464287739            192       3,000
ISHARES TR                          DJ US REAL EST      464287739            357       5,567
ISHARES TR                          S&P SMLCAP 600      464287804              2          39
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          1,777      30,750
ISHARES TR                          S&P EURO PLUS       464287861            137       1,698
ISHARES TR                          S&P EURO PLUS       464287861            282       3,489
ISHARES TR                          S&P EURO PLUS       464287861            300       3,715
ISHARES TR                          S&P EURO PLUS       464287861          3,723      46,100
IVANHOE ENERGY INC                  COM                 465790103              4       4,000
IVANHOE ENERGY INC                  COM                 465790103             41      38,500
IVANHOE MINES LTD                   COM                 46579N103             32       4,500
IVANHOE MINES LTD                   COM                 46579N103            213      29,650
IVAX CORP                           COM                 465823102             56       1,800
IVAX CORP                           COM                 465823102          1,210      38,625
IVAX CORP                           COM                 465823102         31,330   1,000,000
JDS UNIPHASE CORP                   COM                 46612J101              0         100
JDS UNIPHASE CORP                   COM                 46612J101              0         100
JDS UNIPHASE CORP                   COM                 46612J101              0         108
JDS UNIPHASE CORP                   COM                 46612J101              0         200
JDS UNIPHASE CORP                   COM                 46612J101             14       5,959
JDS UNIPHASE CORP                   COM                 46612J101             22       9,300
JDS UNIPHASE CORP                   COM                 46612J101             67      28,310
JDS UNIPHASE CORP                   COM                 46612J101            120      51,000
JDS UNIPHASE CORP                   COM                 46612J101            124      52,400
JDS UNIPHASE CORP                   COM                 46612J101            477     202,198
JDS UNIPHASE CORP                   COM                 46612J101            884     374,504
JP MORGAN CHASE & CO                COM                 46625H100              4         100
JP MORGAN CHASE & CO                COM                 46625H100              8         200
JP MORGAN CHASE & CO                COM                 46625H100              9         225
JP MORGAN CHASE & CO                COM                 46625H100             79       2,000
JP MORGAN CHASE & CO                COM                 46625H100             88       2,220
JP MORGAN CHASE & CO                COM                 46625H100             96       2,417
JP MORGAN CHASE & CO                COM                 46625H100            130       3,285
JP MORGAN CHASE & CO                COM                 46625H100            147       3,710
JP MORGAN CHASE & CO                COM                 46625H100            309       7,785
JP MORGAN CHASE & CO                COM                 46625H100            318       8,000
JP MORGAN CHASE & CO                COM                 46625H100            559      14,080
JP MORGAN CHASE & CO                COM                 46625H100            595      15,000
JP MORGAN CHASE & CO                COM                 46625H100            619      15,600
JP MORGAN CHASE & CO                COM                 46625H100            783      19,720
JP MORGAN CHASE & CO                COM                 46625H100          1,087      27,386
JP MORGAN CHASE & CO                COM                 46625H100          1,520      38,309
JP MORGAN CHASE & CO                COM                 46625H100          2,033      51,231
JP MORGAN CHASE & CO                COM                 46625H100          2,290      57,709
JP MORGAN CHASE & CO                COM                 46625H100          3,358      84,600
JP MORGAN CHASE & CO                COM                 46625H100          6,443     162,324
JP MORGAN CHASE & CO                COM                 46625H100         10,664     268,691
JP MORGAN CHASE & CO                COM                 46625H100         15,694     395,423
JP MORGAN CHASE & CO                COM                 46625H100         33,546     845,200
JABIL CIRCUIT INC                   COM                 466313103             34         905
JABIL CIRCUIT INC                   COM                 466313103             63       1,700
JABIL CIRCUIT INC                   COM                 466313103            112       3,029
JABIL CIRCUIT INC                   COM                 466313103            148       4,000
JABIL CIRCUIT INC                   COM                 466313103          1,887      50,886
JABIL CIRCUIT INC                   COM                 466313103          2,930      79,000
JACOBS ENGR GROUP INC DEL           COM                 469814107            563       8,294
JACOBS ENGR GROUP INC DEL           COM                 469814107            775      11,415
JANUS CAP GROUP INC                 COM                 47102X105            112       6,000
JANUS CAP GROUP INC                 COM                 47102X105            149       8,000
JANUS CAP GROUP INC                 COM                 47102X105            857      45,996
JEFFERSON PILOT CORP                COM                 475070108              7         120
JEFFERSON PILOT CORP                COM                 475070108             17         305
JEFFERSON PILOT CORP                COM                 475070108             51         900
JEFFERSON PILOT CORP                COM                 475070108          1,817      31,917
JOHNSON & JOHNSON                   COM                 478160104             12         200
JOHNSON & JOHNSON                   COM                 478160104             60       1,000
JOHNSON & JOHNSON                   COM                 478160104            180       3,000
JOHNSON & JOHNSON                   COM                 478160104            210       3,500
JOHNSON & JOHNSON                   COM                 478160104            211       3,507
JOHNSON & JOHNSON                   COM                 478160104            240       4,000
JOHNSON & JOHNSON                   COM                 478160104            356       5,920
JOHNSON & JOHNSON                   COM                 478160104            649      10,800
JOHNSON & JOHNSON                   COM                 478160104            908      15,102
JOHNSON & JOHNSON                   COM                 478160104          1,010      16,800
JOHNSON & JOHNSON                   COM                 478160104          1,018      16,935
JOHNSON & JOHNSON                   COM                 478160104          1,022      17,010
JOHNSON & JOHNSON                   COM                 478160104          1,592      26,490
JOHNSON & JOHNSON                   COM                 478160104          1,841      30,640
JOHNSON & JOHNSON                   COM                 478160104          1,891      31,466
JOHNSON & JOHNSON                   COM                 478160104          2,242      37,309
JOHNSON & JOHNSON                   COM                 478160104          2,349      39,085
JOHNSON & JOHNSON                   COM                 478160104          2,419      40,250
JOHNSON & JOHNSON                   COM                 478160104          2,705      45,000
JOHNSON & JOHNSON                   COM                 478160104          3,811      63,411
JOHNSON & JOHNSON                   COM                 478160104          8,143     135,492
JOHNSON & JOHNSON                   COM                 478160104         16,945     281,947
JOHNSON & JOHNSON                   COM                 478160104         17,356     288,786
JOHNSON & JOHNSON                   COM                 478160104         27,143     451,625
JOHNSON & JOHNSON                   COM                 478160104         45,931     764,237
JOHNSON CTLS INC                    COM                 478366107              2          25
JOHNSON CTLS INC                    COM                 478366107            186       2,550
JOHNSON CTLS INC                    COM                 478366107            406       5,572
JOHNSON CTLS INC                    COM                 478366107            542       7,434
JOHNSON CTLS INC                    COM                 478366107          3,390      46,501
JONES APPAREL GROUP INC             COM                 480074103             15         490
JONES APPAREL GROUP INC             COM                 480074103             74       2,425
JONES APPAREL GROUP INC             COM                 480074103            120       3,900
JONES APPAREL GROUP INC             COM                 480074103            188       6,120
JONES APPAREL GROUP INC             COM                 480074103            805      26,206
JUNIPER NETWORKS INC                COM                 48203R104              3         125
JUNIPER NETWORKS INC                COM                 48203R104              6         270
JUNIPER NETWORKS INC                COM                 48203R104              8         355
JUNIPER NETWORKS INC                COM                 48203R104             89       4,006
JUNIPER NETWORKS INC                COM                 48203R104             94       4,200
JUNIPER NETWORKS INC                COM                 48203R104            119       5,357
JUNIPER NETWORKS INC                COM                 48203R104            123       5,500
JUNIPER NETWORKS INC                COM                 48203R104            228      10,225
JUNIPER NETWORKS INC                COM                 48203R104            773      34,663
JUNIPER NETWORKS INC                COM                 48203R104          2,168      97,203
JUNIPER NETWORKS INC                NOTE         6/1    48203RAC8              4       3,000
JUNIPER NETWORKS INC                NOTE         6/1    48203RAC8             21      18,000
KKR FINL CORP                       COM                 482476306          2,087      87,000
KKR FINL CORP                       COM                 482476306          2,975     124,000
KKR FINL CORP                       COM                 482476306          3,408     142,080
KLA-TENCOR CORP                     COM                 482480100              4          80
KLA-TENCOR CORP                     COM                 482480100             54       1,100
KLA-TENCOR CORP                     COM                 482480100             63       1,269
KLA-TENCOR CORP                     COM                 482480100            136       2,755
KLA-TENCOR CORP                     COM                 482480100          1,717      34,800
KLA-TENCOR CORP                     COM                 482480100          2,344      47,523
KT CORP                             SPONSORED ADR       48268K101              1          27
KT CORP                             SPONSORED ADR       48268K101              1          52
KT CORP                             SPONSORED ADR       48268K101             34       1,577
KT CORP                             SPONSORED ADR       48268K101             58       2,712
KT CORP                             SPONSORED ADR       48268K101            105       4,880
KT CORP                             SPONSORED ADR       48268K101            263      12,200
KT CORP                             SPONSORED ADR       48268K101          9,812     455,300
KT CORP                             SPONSORED ADR       48268K101         75,425   3,500,000
K V PHARMACEUTICAL CO               CL A                482740206            347      16,867
KANBAY INTL INC                     COM                 48369P207         72,017   4,532,240
KAYDON CORP                         COM                 486587108            360      11,200
KB HOME                             COM                 48666K109             58         800
KB HOME                             COM                 48666K109          1,540      21,201
KB HOME                             COM                 48666K109          1,706      23,476
KELLOGG CO                          COM                 487836108             22         500
KELLOGG CO                          COM                 487836108             26         600
KELLOGG CO                          COM                 487836108             32         750
KELLOGG CO                          COM                 487836108             73       1,700
KELLOGG CO                          COM                 487836108             74       1,719
KELLOGG CO                          COM                 487836108            298       6,900
KELLOGG CO                          COM                 487836108          3,008      69,597
KENSEY NASH CORP                    COM                 490057106            256      11,611
KERR MCGEE CORP                     COM                 492386107              9          95
KERR MCGEE CORP                     COM                 492386107             44         480
KERR MCGEE CORP                     COM                 492386107             45         500
KERR MCGEE CORP                     COM                 492386107          1,335      14,690
KERR MCGEE CORP                     COM                 492386107          1,388      15,271
KERR MCGEE CORP                     COM                 492386107          2,413      26,561
KEYCORP NEW                         COM                 493267108              2          55
KEYCORP NEW                         COM                 493267108             13         400
KEYCORP NEW                         COM                 493267108             32         970
KEYCORP NEW                         COM                 493267108            119       3,614
KEYCORP NEW                         COM                 493267108            243       7,394
KEYCORP NEW                         COM                 493267108            848      25,746
KEYCORP NEW                         COM                 493267108          3,299     100,196
KEYSPAN CORP                        COM                 49337W100              6         155
KEYSPAN CORP                        COM                 49337W100             13         370
KEYSPAN CORP                        COM                 49337W100             88       2,460
KEYSPAN CORP                        COM                 49337W100          1,604      44,954
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             33         560
KIMBERLY CLARK CORP                 COM                 494368103             89       1,500
KIMBERLY CLARK CORP                 COM                 494368103            102       1,707
KIMBERLY CLARK CORP                 COM                 494368103            280       4,700
KIMBERLY CLARK CORP                 COM                 494368103            295       4,941
KIMBERLY CLARK CORP                 COM                 494368103            513       8,600
KIMBERLY CLARK CORP                 COM                 494368103            583       9,776
KIMBERLY CLARK CORP                 COM                 494368103          1,814      30,415
KIMBERLY CLARK CORP                 COM                 494368103          5,327      89,300
KIMBERLY CLARK CORP                 COM                 494368103          7,449     124,871
KIMBERLY CLARK CORP                 COM                 494368103         14,089     236,200
KIMCO REALTY CORP                   COM                 49446R109             13         400
KIMCO REALTY CORP                   COM                 49446R109            164       5,100
KIMCO REALTY CORP                   COM                 49446R109          1,092      34,040
KINDER MORGAN ENERGY PARTNER        UT LTD PARTNER      494550106            353       7,375
KINDER MORGAN INC KANS              COM                 49455P101             28         300
KINDER MORGAN INC KANS              COM                 49455P101            132       1,439
KINDER MORGAN INC KANS              COM                 49455P101            276       3,000
KINDER MORGAN INC KANS              COM                 49455P101            607       6,601
KINDER MORGAN INC KANS              COM                 49455P101          1,934      21,038
KINETIC CONCEPTS INC                COM NEW             49460W208            250       6,294
KING PHARMACEUTICALS INC            COM                 495582108              4         250
KING PHARMACEUTICALS INC            COM                 495582108              5         315
KING PHARMACEUTICALS INC            COM                 495582108              9         523
KING PHARMACEUTICALS INC            COM                 495582108             17       1,000
KING PHARMACEUTICALS INC            COM                 495582108             48       2,844
KING PHARMACEUTICALS INC            COM                 495582108             64       3,800
KING PHARMACEUTICALS INC            COM                 495582108             85       5,000
KING PHARMACEUTICALS INC            COM                 495582108            872      51,520
KING PHARMACEUTICALS INC            COM                 495582108          1,683      99,450
KINROSS GOLD CORP                   COM NO PAR          496902404              1         121
KINROSS GOLD CORP                   COM NO PAR          496902404              7         800
KINROSS GOLD CORP                   COM NO PAR          496902404              8         866
KINROSS GOLD CORP                   COM NO PAR          496902404            104      11,266
KINGSWAY FINL SVCS INC              COM                 496904103            670      33,300
KNIGHT RIDDER INC                   COM                 499040103          1,126      17,785
KOHLS CORP                          COM                 500255104              2          40
KOHLS CORP                          COM                 500255104              4          90
KOHLS CORP                          COM                 500255104             29         600
KOHLS CORP                          COM                 500255104             35         715
KOHLS CORP                          COM                 500255104             77       1,589
KOHLS CORP                          COM                 500255104             87       1,786
KOHLS CORP                          COM                 500255104            282       5,800
KOHLS CORP                          COM                 500255104            365       7,500
KOHLS CORP                          COM                 500255104            899      18,502
KOHLS CORP                          COM                 500255104          2,103      43,275
KOHLS CORP                          COM                 500255104          2,682      55,180
KOHLS CORP                          COM                 500255104          4,169      85,778
KOHLS CORP                          COM                 500255104          4,177      85,953
KOHLS CORP                          COM                 500255104          5,346     110,000
KONINKLIJKE AHOLD N V               SPON ADR NEW        500467303             13       1,670
KONINKLIJKE AHOLD N V               SPON ADR NEW        500467303             19       2,500
KONINKLIJKE AHOLD N V               SPON ADR NEW        500467303             99      13,111
KONINKLIJKE AHOLD N V               SPON ADR NEW        500467303            205      27,190
KONINKLIJKE PHILIPS ELECTRS         NY REG SH NEW       500472303             25         813
KONINKLIJKE PHILIPS ELECTRS         NY REG SH NEW       500472303            192       6,175
KOOKMIN BK NEW                      SPONSORED ADR       50049M109              2          31
KOOKMIN BK NEW                      SPONSORED ADR       50049M109              5          64
KOOKMIN BK NEW                      SPONSORED ADR       50049M109              5          70
KOOKMIN BK NEW                      SPONSORED ADR       50049M109             14         190
KOOKMIN BK NEW                      SPONSORED ADR       50049M109            298       3,985
KOOKMIN BK NEW                      SPONSORED ADR       50049M109            770      10,300
KOOKMIN BK NEW                      SPONSORED ADR       50049M109          1,128      15,100
KOOKMIN BK NEW                      SPONSORED ADR       50049M109          1,354      18,120
KOOKMIN BK NEW                      SPONSORED ADR       50049M109          1,801      24,100
KOOKMIN BK NEW                      SPONSORED ADR       50049M109          2,493      33,375
KOOKMIN BK NEW                      SPONSORED ADR       50049M109          2,762      36,964
KOOKMIN BK NEW                      SPONSORED ADR       50049M109          3,083      41,260
KOOKMIN BK NEW                      SPONSORED ADR       50049M109        104,594   1,400,000
KOREA ELECTRIC PWR                  SPONSORED ADR       500631106              1          37
KOREA ELECTRIC PWR                  SPONSORED ADR       500631106              1          72
KOREA ELECTRIC PWR                  SPONSORED ADR       500631106              2          84
KOREA ELECTRIC PWR                  SPONSORED ADR       500631106              4         225
KOREA ELECTRIC PWR                  SPONSORED ADR       500631106             74       3,800
KOREA ELECTRIC PWR                  SPONSORED ADR       500631106          1,933      99,200
KOREA ELECTRIC PWR                  SPONSORED ADR       500631106        121,813   6,250,000
KOREA FD                            COM                 500634100            146       4,100
KOREA FD                            COM                 500634100            392      11,000
KOREA FD                            COM                 500634100            545      15,297
KOREA FD                            COM                 500634100            890      25,000
KRAFT FOODS INC                     CL A                50075N104              6         200
KRAFT FOODS INC                     CL A                50075N104             14         500
KRAFT FOODS INC                     CL A                50075N104             14         500
KRAFT FOODS INC                     CL A                50075N104             28       1,000
KRAFT FOODS INC                     CL A                50075N104             32       1,128
KRAFT FOODS INC                     CL A                50075N104             76       2,709
KRAFT FOODS INC                     CL A                50075N104            157       5,580
KRAFT FOODS INC                     CL A                50075N104            614      21,800
KRAFT FOODS INC                     CL A                50075N104          1,657      58,808
KROGER CO                           COM                 501044101             15         770
KROGER CO                           COM                 501044101             32       1,715
KROGER CO                           COM                 501044101             72       3,819
KROGER CO                           COM                 501044101            160       8,500
KROGER CO                           COM                 501044101            274      14,500
KROGER CO                           COM                 501044101            287      15,205
KROGER CO                           COM                 501044101          1,425      75,458
KROGER CO                           COM                 501044101          3,504     185,569
KRONOS INC                          COM                 501052104            329       7,868
LG PHILIP LCD CO LTD                SPONS ADR REP       50186V102              1          30
LG PHILIP LCD CO LTD                SPONS ADR REP       50186V102              1          31
LG PHILIP LCD CO LTD                SPONS ADR REP       50186V102              1          60
LG PHILIP LCD CO LTD                SPONS ADR REP       50186V102              3         136
LG PHILIP LCD CO LTD                SPONS ADR REP       50186V102             47       2,200
LG PHILIP LCD CO LTD                SPONS ADR REP       50186V102            760      35,403
LG PHILIP LCD CO LTD                SPONS ADR REP       50186V102          2,200     102,500
LG PHILIP LCD CO LTD                SPONS ADR REP       50186V102          3,530     164,500
LSI LOGIC CORP                      COM                 502161102              9       1,117
LSI LOGIC CORP                      COM                 502161102             12       1,500
LSI LOGIC CORP                      COM                 502161102             29       3,670
LSI LOGIC CORP                      COM                 502161102            533      66,640
LSI LOGIC CORP                      COM                 502161102          1,908     238,500
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104             16         220
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104             30         400
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104             33         450
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104             70         942
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104             74       1,000
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104            149       2,000
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104          1,418      19,075
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104          1,822      24,499
LA QUINTA CORP                      PAIRED CTF          50419U202              4         318
LA QUINTA CORP                      PAIRED CTF          50419U202             11       1,000
LA QUINTA CORP                      PAIRED CTF          50419U202            351      31,500
LA QUINTA CORP                      PAIRED CTF          50419U202            702      63,000
LABORATORY CORP AMER HLDGS          COM NEW             50540R409              2          38
LABORATORY CORP AMER HLDGS          COM NEW             50540R409             65       1,200
LABORATORY CORP AMER HLDGS          COM NEW             50540R409            209       3,887
LABORATORY CORP AMER HLDGS          COM NEW             50540R409            440       8,175
LABORATORY CORP AMER HLDGS          COM NEW             50540R409            737      13,689
LABORATORY CORP AMER HLDGS          COM NEW             50540R409          1,655      30,733
LABORATORY CORP AMER HLDGS          COM NEW             50540R409          1,700      31,565
LABORATORY CORP AMER HLDGS          NOTE         9/1    50540RAC6              5       6,000
LABORATORY CORP AMER HLDGS          NOTE         9/1    50540RAC6             24      31,000
LAFARGE NORTH AMERICA INC           COM                 505862102            350       6,360
LAM RESEARCH CORP                   COM                 512807108             13         370
LAM RESEARCH CORP                   COM                 512807108             86       2,419
LAM RESEARCH CORP                   COM                 512807108             93       2,600
LAM RESEARCH CORP                   COM                 512807108            199       5,579
LAM RESEARCH CORP                   COM                 512807108            839      23,506
LAMAR ADVERTISING CO                CL A                512815101            656      14,211
LANDSTAR SYS INC                    COM                 515098101            318       7,624
LAS VEGAS SANDS CORP                COM                 517834107             12         300
LAS VEGAS SANDS CORP                COM                 517834107            209       5,300
LAUDER ESTEE COS INC                CL A                518439104              9         275
LAUDER ESTEE COS INC                CL A                518439104             36       1,065
LAUDER ESTEE COS INC                CL A                518439104             43       1,282
LAUDER ESTEE COS INC                CL A                518439104             59       1,750
LAUDER ESTEE COS INC                CL A                518439104            102       3,060
LAUDER ESTEE COS INC                CL A                518439104            107       3,200
LAUDER ESTEE COS INC                CL A                518439104            127       3,800
LAUDER ESTEE COS INC                CL A                518439104            148       4,435
LAUDER ESTEE COS INC                CL A                518439104            275       8,200
LAUDER ESTEE COS INC                CL A                518439104            535      15,989
LAUDER ESTEE COS INC                CL A                518439104            714      21,320
LAUDER ESTEE COS INC                CL A                518439104          3,549     106,000
LEAR CORP                           COM                 521865105              1          30
LEAR CORP                           COM                 521865105             10         365
LEAR CORP                           COM                 521865105             11         390
LEAR CORP                           COM                 521865105            446      15,683
LEGGETT & PLATT INC                 COM                 524660107             13         571
LEGGETT & PLATT INC                 COM                 524660107            217       9,443
LEGGETT & PLATT INC                 COM                 524660107          1,110      48,333
LEGG MASON INC                      COM                 524901105              3          21
LEGG MASON INC                      COM                 524901105             72         600
LEGG MASON INC                      COM                 524901105            367       3,067
LEGG MASON INC                      COM                 524901105          2,336      19,514
LEGG MASON INC                      COM                 524901105          2,565      21,433
LEHMAN BROS HLDGS INC               COM                 524908100              4          30
LEHMAN BROS HLDGS INC               COM                 524908100             14         107
LEHMAN BROS HLDGS INC               COM                 524908100             20         155
LEHMAN BROS HLDGS INC               COM                 524908100             56         434
LEHMAN BROS HLDGS INC               COM                 524908100             62         480
LEHMAN BROS HLDGS INC               COM                 524908100             71         555
LEHMAN BROS HLDGS INC               COM                 524908100            244       1,900
LEHMAN BROS HLDGS INC               COM                 524908100            782       6,105
LEHMAN BROS HLDGS INC               COM                 524908100          4,253      33,180
LEHMAN BROS HLDGS INC               COM                 524908100          8,443      65,875
LENNAR CORP                         CL A                526057104             55         900
LENNAR CORP                         CL A                526057104             84       1,381
LENNAR CORP                         CL A                526057104             90       1,477
LENNAR CORP                         CL A                526057104            124       2,025
LENNAR CORP                         CL A                526057104            191       3,130
LENNAR CORP                         CL A                526057104          2,133      34,956
LEUCADIA NATL CORP                  COM                 527288104            537      11,322
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100              6       2,000
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100            115      40,000
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100            182      63,450
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100            401     139,820
LEXMARK INTL NEW                    CL A                529771107             11         240
LEXMARK INTL NEW                    CL A                529771107             13         280
LEXMARK INTL NEW                    CL A                529771107             28         620
LEXMARK INTL NEW                    CL A                529771107             45       1,000
LEXMARK INTL NEW                    CL A                529771107             45       1,000
LEXMARK INTL NEW                    CL A                529771107             55       1,218
LEXMARK INTL NEW                    CL A                529771107            133       2,975
LEXMARK INTL NEW                    CL A                529771107            802      17,900
LEXMARK INTL NEW                    CL A                529771107          1,344      29,970
LIBERTY GLOBAL INC                  COM SER A           530555101              0           2
LIBERTY GLOBAL INC                  COM SER A           530555101              1          40
LIBERTY GLOBAL INC                  COM SER A           530555101              1          57
LIBERTY GLOBAL INC                  COM SER A           530555101              4         180
LIBERTY GLOBAL INC                  COM SER A           530555101              5         232
LIBERTY GLOBAL INC                  COM SER A           530555101             11         468
LIBERTY GLOBAL INC                  COM SER A           530555101             14         600
LIBERTY GLOBAL INC                  COM SER A           530555101            918      40,782
LIBERTY GLOBAL INC                  COM SER C           530555309              0           2
LIBERTY GLOBAL INC                  COM SER C           530555309              1          40
LIBERTY GLOBAL INC                  COM SER C           530555309              1          57
LIBERTY GLOBAL INC                  COM SER C           530555309              4         180
LIBERTY GLOBAL INC                  COM SER C           530555309              5         232
LIBERTY GLOBAL INC                  COM SER C           530555309             10         468
LIBERTY GLOBAL INC                  COM SER C           530555309            935      44,122
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              6         805
LIBERTY MEDIA CORP NEW              COM SER A           530718105              9       1,150
LIBERTY MEDIA CORP NEW              COM SER A           530718105             72       9,175
LIBERTY MEDIA CORP NEW              COM SER A           530718105             74       9,360
LIBERTY MEDIA CORP NEW              COM SER A           530718105            578      73,502
LIBERTY MEDIA CORP NEW              COM SER A           530718105          3,884     493,500
LIBERTY PPTY TR                     SH BEN INT          531172104            423       9,880
LIFELINE SYS INC                    COM                 532192101            290       7,929
LILLY ELI & CO                      COM                 532457108              2          40
LILLY ELI & CO                      COM                 532457108             14         255
LILLY ELI & CO                      COM                 532457108             19         333
LILLY ELI & CO                      COM                 532457108             43         758
LILLY ELI & CO                      COM                 532457108             45         790
LILLY ELI & CO                      COM                 532457108             74       1,300
LILLY ELI & CO                      COM                 532457108             74       1,300
LILLY ELI & CO                      COM                 532457108             79       1,400
LILLY ELI & CO                      COM                 532457108            108       1,900
LILLY ELI & CO                      COM                 532457108            492       8,700
LILLY ELI & CO                      COM                 532457108            583      10,298
LILLY ELI & CO                      COM                 532457108            679      12,000
LILLY ELI & CO                      COM                 532457108          1,108      19,578
LILLY ELI & CO                      COM                 532457108          4,951      87,497
LILLY ELI & CO                      COM                 532457108         16,010     282,913
LIMITED BRANDS INC                  COM                 532716107              2          75
LIMITED BRANDS INC                  COM                 532716107              6         265
LIMITED BRANDS INC                  COM                 532716107             14         615
LIMITED BRANDS INC                  COM                 532716107             45       2,000
LIMITED BRANDS INC                  COM                 532716107            172       7,680
LIMITED BRANDS INC                  COM                 532716107            181       8,100
LIMITED BRANDS INC                  COM                 532716107          2,001      89,529
LINCARE HLDGS INC                   COM                 532791100            110       2,633
LINCARE HLDGS INC                   COM                 532791100            855      20,399
LINCOLN ELEC HLDGS INC              COM                 533900106            355       8,953
LINCOLN NATL CORP IND               COM                 534187109              7         135
LINCOLN NATL CORP IND               COM                 534187109             17         315
LINCOLN NATL CORP IND               COM                 534187109             22         420
LINCOLN NATL CORP IND               COM                 534187109             53       1,000
LINCOLN NATL CORP IND               COM                 534187109            936      17,647
LINCOLN NATL CORP IND               COM                 534187109          2,263      42,673
LINEAR TECHNOLOGY CORP              COM                 535678106             44       1,233
LINEAR TECHNOLOGY CORP              COM                 535678106            148       4,114
LINEAR TECHNOLOGY CORP              COM                 535678106          2,580      71,527
LIZ CLAIBORNE INC                   COM                 539320101            750      20,937
LLOYDS TSB GROUP PLC                SPONSORED ADR       539439109              9         255
LLOYDS TSB GROUP PLC                SPONSORED ADR       539439109             12         362
LLOYDS TSB GROUP PLC                SPONSORED ADR       539439109             15         434
LLOYDS TSB GROUP PLC                SPONSORED ADR       539439109            316       9,345
LOCKHEED MARTIN CORP                COM                 539830109              5          80
LOCKHEED MARTIN CORP                COM                 539830109             13         200
LOCKHEED MARTIN CORP                COM                 539830109             32         500
LOCKHEED MARTIN CORP                COM                 539830109             70       1,100
LOCKHEED MARTIN CORP                COM                 539830109            127       2,000
LOCKHEED MARTIN CORP                COM                 539830109            674      10,600
LOCKHEED MARTIN CORP                COM                 539830109            854      13,415
LOCKHEED MARTIN CORP                COM                 539830109          1,143      17,962
LOCKHEED MARTIN CORP                COM                 539830109          6,457     101,479
LOEWS CORP                          COM                 540424108             10         110
LOEWS CORP                          COM                 540424108             38         400
LOEWS CORP                          COM                 540424108             77         810
LOEWS CORP                          COM                 540424108            172       1,818
LOEWS CORP                          COM                 540424108          1,565      16,500
LOEWS CORP                          COM                 540424108          1,566      16,510
LOEWS CORP                          COM                 540424108          2,937      30,962
LORAL SPACE & COMMUNICATNS L        COM                 543881106            991      35,053
LOUDEYE CORP                        COM                 545754103              4      10,000
LOUISIANA PAC CORP                  COM                 546347105             82       3,000
LOUISIANA PAC CORP                  COM                 546347105            560      20,368
LOUISIANA PAC CORP                  COM                 546347105            669      24,350
LOUISIANA PAC CORP                  COM                 546347105          1,285      46,772
LOUISIANA PAC CORP                  COM                 546347105          1,964      71,500
LOWES COS INC                       COM                 548661107              9         130
LOWES COS INC                       COM                 548661107             33         500
LOWES COS INC                       COM                 548661107            133       2,000
LOWES COS INC                       COM                 548661107            206       3,090
LOWES COS INC                       COM                 548661107            333       5,000
LOWES COS INC                       COM                 548661107            482       7,232
LOWES COS INC                       COM                 548661107            740      11,100
LOWES COS INC                       COM                 548661107            742      11,137
LOWES COS INC                       COM                 548661107          1,060      15,901
LOWES COS INC                       COM                 548661107          1,745      26,180
LOWES COS INC                       COM                 548661107          1,965      29,472
LOWES COS INC                       COM                 548661107          5,813      87,206
LOWES COS INC                       COM                 548661107         11,185     167,797
LOWES COS INC                       COM                 548661107         13,014     195,226
LOWES COS INC                       NOTE  0.861%10/1    548661CG0              5       4,000
LOWES COS INC                       NOTE  0.861%10/1    548661CG0             23      20,000
LUCENT TECHNOLOGIES INC             COM                 549463107              0          85
LUCENT TECHNOLOGIES INC             COM                 549463107              1         274
LUCENT TECHNOLOGIES INC             COM                 549463107              3       1,280
LUCENT TECHNOLOGIES INC             COM                 549463107              8       2,918
LUCENT TECHNOLOGIES INC             COM                 549463107              9       3,300
LUCENT TECHNOLOGIES INC             COM                 549463107             58      21,935
LUCENT TECHNOLOGIES INC             COM                 549463107            121      45,632
LUCENT TECHNOLOGIES INC             COM                 549463107            156      58,742
LUCENT TECHNOLOGIES INC             COM                 549463107            170      63,725
LUCENT TECHNOLOGIES INC             COM                 549463107            214      80,380
LUCENT TECHNOLOGIES INC             COM                 549463107            217      81,750
LUCENT TECHNOLOGIES INC             COM                 549463107            274     103,125
LUCENT TECHNOLOGIES INC             COM                 549463107            314     118,000
LUCENT TECHNOLOGIES INC             COM                 549463107            561     210,729
LUCENT TECHNOLOGIES INC             COM                 549463107          3,012   1,132,496
LYONDELL CHEMICAL CO                COM                 552078107              6         250
LYONDELL CHEMICAL CO                COM                 552078107             15         610
LYONDELL CHEMICAL CO                COM                 552078107             15         635
LYONDELL CHEMICAL CO                COM                 552078107             40       1,696
LYONDELL CHEMICAL CO                COM                 552078107          1,007      42,277
M & T BK CORP                       COM                 55261F104             87         800
M & T BK CORP                       COM                 55261F104            966       8,860
M & T BK CORP                       COM                 55261F104          2,511      23,027
MBIA INC                            COM                 55262C100          2,060      34,234
MBNA CORP                           COM                 55262L100              8         310
MBNA CORP                           COM                 55262L100              9         320
MBNA CORP                           COM                 55262L100             19         710
MBNA CORP                           COM                 55262L100             65       2,400
MBNA CORP                           COM                 55262L100            222       8,189
MBNA CORP                           COM                 55262L100            435      16,005
MBNA CORP                           COM                 55262L100            563      20,742
MBNA CORP                           COM                 55262L100          1,591      58,600
MBNA CORP                           COM                 55262L100          8,541     314,594
MDU RES GROUP INC                   COM                 552690109            537      16,417
MCI INC                             COM                 552691107             30       1,540
MCI INC                             COM                 552691107             77       3,897
MCI INC                             COM                 552691107            118       5,973
MCI INC                             COM                 552691107            904      45,815
MDS INC                             COM                 55269P302          5,181     298,603
MGIC INVT CORP WIS                  COM                 552848103              1          20
MGIC INVT CORP WIS                  COM                 552848103              4          65
MGIC INVT CORP WIS                  COM                 552848103             53         800
MGIC INVT CORP WIS                  COM                 552848103            316       4,802
MGIC INVT CORP WIS                  COM                 552848103          1,242      18,869
MGIC INVT CORP WIS                  COM                 552848103          1,775      26,968
MGI PHARMA INC                      COM                 552880106            223      13,000
MGM MIRAGE                          COM                 552953101             47       1,280
MGM MIRAGE                          COM                 552953101            128       3,500
MGM MIRAGE                          COM                 552953101            875      23,866
MACERICH CO                         COM                 554382101             80       1,190
MACERICH CO                         COM                 554382101            369       5,500
MAGNA INTL INC                      CL A                559222401             33         460
MAGNA INTL INC                      CL A                559222401             34         470
MAGNA INTL INC                      CL A                559222401            267       3,705
MAGNA INTL INC                      CL A                559222401          1,113      15,466
MAGNA INTL INC                      CL A                559222401          2,480      34,448
MANOR CARE INC NEW                  COM                 564055101              2          61
MANOR CARE INC NEW                  COM                 564055101            149       3,738
MANOR CARE INC NEW                  COM                 564055101            398      10,000
MANOR CARE INC NEW                  COM                 564055101            609      15,301
MANPOWER INC                        COM                 56418H100             93       2,000
MANPOWER INC                        COM                 56418H100            156       3,355
MANPOWER INC                        COM                 56418H100            598      12,851
MANULIFE FINL CORP                  COM                 56501R106             29         500
MANULIFE FINL CORP                  COM                 56501R106             48         809
MANULIFE FINL CORP                  COM                 56501R106            164       2,791
MANULIFE FINL CORP                  COM                 56501R106            306       5,200
MANULIFE FINL CORP                  COM                 56501R106         11,717     199,263
MARATHON OIL CORP                   COM                 565849106             11         180
MARATHON OIL CORP                   COM                 565849106             47         770
MARATHON OIL CORP                   COM                 565849106            146       2,400
MARATHON OIL CORP                   COM                 565849106            179       2,940
MARATHON OIL CORP                   COM                 565849106            183       3,000
MARATHON OIL CORP                   COM                 565849106            183       3,000
MARATHON OIL CORP                   COM                 565849106            183       3,000
MARATHON OIL CORP                   COM                 565849106            274       4,500
MARATHON OIL CORP                   COM                 565849106          5,278      86,559
MARKEL CORP                         COM                 570535104             76         240
MARKEL CORP                         COM                 570535104            444       1,399
MARSH & MCLENNAN COS INC            COM                 571748102              7         220
MARSH & MCLENNAN COS INC            COM                 571748102             11         360
MARSH & MCLENNAN COS INC            COM                 571748102             16         500
MARSH & MCLENNAN COS INC            COM                 571748102             36       1,120
MARSH & MCLENNAN COS INC            COM                 571748102             84       2,640
MARSH & MCLENNAN COS INC            COM                 571748102            341      10,729
MARSH & MCLENNAN COS INC            COM                 571748102            524      16,500
MARSH & MCLENNAN COS INC            COM                 571748102            829      26,100
MARSH & MCLENNAN COS INC            COM                 571748102          1,379      43,434
MARSH & MCLENNAN COS INC            COM                 571748102          4,064     127,973
MARSHALL & ILSLEY CORP              COM                 571834100            194       4,498
MARSHALL & ILSLEY CORP              COM                 571834100          2,359      54,802
MARRIOTT INTL INC NEW               CL A                571903202             47         700
MARRIOTT INTL INC NEW               CL A                571903202          2,404      35,901
MARRIOTT INTL INC NEW               CL A                571903202          3,518      52,538
MARVEL ENTERTAINMENT INC            COM                 57383T103             49       3,000
MARVEL ENTERTAINMENT INC            COM                 57383T103          1,202      73,400
MARVEL ENTERTAINMENT INC            COM                 57383T103         12,285     750,000
MASCO CORP                          COM                 574599106              4         140
MASCO CORP                          COM                 574599106              6         205
MASCO CORP                          COM                 574599106             44       1,455
MASCO CORP                          COM                 574599106            286       9,482
MASCO CORP                          COM                 574599106          3,348     110,906
MASSEY ENERGY CORP                  COM                 576206106              2          45
MASSEY ENERGY CORP                  COM                 576206106              8         200
MASSEY ENERGY CORP                  COM                 576206106             11         300
MASSEY ENERGY CORP                  COM                 576206106             27         700
MASSEY ENERGY CORP                  COM                 576206106             61       1,620
MASSEY ENERGY CORP                  COM                 576206106          6,748     178,200
MATSUSHITA ELEC INDL                ADR                 576879209             11         543
MATSUSHITA ELEC INDL                ADR                 576879209             12         635
MATSUSHITA ELEC INDL                ADR                 576879209             13         651
MATSUSHITA ELEC INDL                ADR                 576879209             16         800
MATSUSHITA ELEC INDL                ADR                 576879209            131       6,775
MATSUSHITA ELEC INDL                ADR                 576879209            701      36,150
MATSUSHITA ELEC INDL                ADR                 576879209          4,643     239,566
MATTEL INC                          COM                 577081102              1          90
MATTEL INC                          COM                 577081102              2         110
MATTEL INC                          COM                 577081102             11         700
MATTEL INC                          COM                 577081102             85       5,400
MATTEL INC                          COM                 577081102          1,455      91,960
MATTHEWS INTL CORP                  CL A                577128101            315       8,663
MAXTOR CORP                         COM NEW             577729205              2         304
MAXTOR CORP                         COM NEW             577729205              3         460
MAXTOR CORP                         COM NEW             577729205            575      82,900
MAXTOR CORP                         COM NEW             577729205            663      95,500
MAXIM INTEGRATED PRODS INC          COM                 57772K101              7         180
MAXIM INTEGRATED PRODS INC          COM                 57772K101              7         188
MAXIM INTEGRATED PRODS INC          COM                 57772K101             14         375
MAXIM INTEGRATED PRODS INC          COM                 57772K101             60       1,661
MAXIM INTEGRATED PRODS INC          COM                 57772K101            151       4,180
MAXIM INTEGRATED PRODS INC          COM                 57772K101          2,988      82,454
MAYTAG CORP                         COM                 578592107             17         880
MAYTAG CORP                         COM                 578592107             75       3,980
MAYTAG CORP                         COM                 578592107            711      37,800
MAYTAG CORP                         COM                 578592107          1,167      62,000
MCAFEE INC                          COM                 579064106              6         230
MCAFEE INC                          COM                 579064106             33       1,200
MCAFEE INC                          COM                 579064106             48       1,767
MCAFEE INC                          COM                 579064106             76       2,819
MCAFEE INC                          COM                 579064106            635      23,412
MCCORMICK & CO INC                  COM NON VTG         579780206             77       2,500
MCCORMICK & CO INC                  COM NON VTG         579780206            686      22,196
MCDONALDS CORP                      COM                 580135101              3          80
MCDONALDS CORP                      COM                 580135101              8         235
MCDONALDS CORP                      COM                 580135101             35       1,049
MCDONALDS CORP                      COM                 580135101             45       1,340
MCDONALDS CORP                      COM                 580135101            101       3,000
MCDONALDS CORP                      COM                 580135101            121       3,600
MCDONALDS CORP                      COM                 580135101            244       7,240
MCDONALDS CORP                      COM                 580135101            251       7,430
MCDONALDS CORP                      COM                 580135101            455      13,500
MCDONALDS CORP                      COM                 580135101            834      24,725
MCDONALDS CORP                      COM                 580135101          1,043      30,922
MCDONALDS CORP                      COM                 580135101          1,207      35,800
MCDONALDS CORP                      COM                 580135101          2,107      62,472
MCDONALDS CORP                      COM                 580135101          9,828     291,466
MCDONALDS CORP                      COM                 580135101         10,132     300,486
MCDONALDS CORP                      COM                 580135101         70,306   2,085,000
MCF CORP                            COM                 580395101             61      58,000
MCG CAPITAL CORP                    COM                 58047P107            179      12,244
MCGRAW HILL COS INC                 COM                 580645109             12         240
MCGRAW HILL COS INC                 COM                 580645109             76       1,475
MCGRAW HILL COS INC                 COM                 580645109            111       2,157
MCGRAW HILL COS INC                 COM                 580645109            258       5,000
MCGRAW HILL COS INC                 COM                 580645109            392       7,600
MCGRAW HILL COS INC                 COM                 580645109            520      10,080
MCGRAW HILL COS INC                 COM                 580645109          1,177      22,800
MCGRAW HILL COS INC                 COM                 580645109          2,788      54,000
MCGRAW HILL COS INC                 COM                 580645109          4,772      92,418
MCKESSON CORP                       COM                 58155Q103             22         435
MCKESSON CORP                       COM                 58155Q103             26         500
MCKESSON CORP                       COM                 58155Q103             52       1,000
MCKESSON CORP                       COM                 58155Q103          3,662      70,987
MEADWESTVACO CORP                   COM                 583334107              5         187
MEADWESTVACO CORP                   COM                 583334107              7         236
MEADWESTVACO CORP                   COM                 583334107            247       8,827
MEADWESTVACO CORP                   COM                 583334107          1,005      35,846
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102              1          13
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102              2          36
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102              9         166
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102             14         242
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102             20         350
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102             48         853
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102             81       1,447
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102            166       2,980
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102            190       3,400
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102            873      15,653
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102            976      17,483
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102          4,268      76,495
MEDIMMUNE INC                       COM                 584699102              5         148
MEDIMMUNE INC                       COM                 584699102              7         200
MEDIMMUNE INC                       COM                 584699102             46       1,300
MEDIMMUNE INC                       COM                 584699102             70       2,000
MEDIMMUNE INC                       COM                 584699102            184       5,261
MEDIMMUNE INC                       COM                 584699102          1,766      50,441
MEDTRONIC INC                       COM                 585055106             40         700
MEDTRONIC INC                       COM                 585055106            135       2,350
MEDTRONIC INC                       COM                 585055106            265       4,611
MEDTRONIC INC                       COM                 585055106            478       8,300
MEDTRONIC INC                       COM                 585055106            672      11,665
MEDTRONIC INC                       COM                 585055106            782      13,585
MEDTRONIC INC                       COM                 585055106            806      14,000
MEDTRONIC INC                       COM                 585055106            983      17,080
MEDTRONIC INC                       COM                 585055106          1,036      17,987
MEDTRONIC INC                       COM                 585055106          2,194      38,115
MEDTRONIC INC                       COM                 585055106          5,070      88,075
MEDTRONIC INC                       COM                 585055106          5,526      95,990
MEDTRONIC INC                       COM                 585055106         17,721     307,821
MEDTRONIC INC                       DBCV  1.250% 9/1    585055AB2              4       4,000
MEDTRONIC INC                       DBCV  1.250% 9/1    585055AB2             23      23,000
MELLON FINL CORP                    COM                 58551A108              2          45
MELLON FINL CORP                    COM                 58551A108              9         250
MELLON FINL CORP                    COM                 58551A108             12         345
MELLON FINL CORP                    COM                 58551A108             34       1,000
MELLON FINL CORP                    COM                 58551A108            983      28,692
MELLON FINL CORP                    COM                 58551A108          1,057      30,849
MELLON FINL CORP                    COM                 58551A108          3,439     100,402
MEMRY CORP                          COM NEW             586263204             26      13,400
MENS WEARHOUSE INC                  COM                 587118100            203       6,897
MENTOR CORP MINN                    COM                 587188103            223       4,842
MERCANTILE BANKSHARES CORP          COM                 587405101            723      12,812
MERCK & CO INC                      COM                 589331107              3         100
MERCK & CO INC                      COM                 589331107              6         200
MERCK & CO INC                      COM                 589331107             57       1,800
MERCK & CO INC                      COM                 589331107             64       2,000
MERCK & CO INC                      COM                 589331107            196       6,160
MERCK & CO INC                      COM                 589331107            245       7,700
MERCK & CO INC                      COM                 589331107            315       9,900
MERCK & CO INC                      COM                 589331107            353      11,109
MERCK & CO INC                      COM                 589331107            503      15,805
MERCK & CO INC                      COM                 589331107            628      19,745
MERCK & CO INC                      COM                 589331107            797      25,044
MERCK & CO INC                      COM                 589331107            818      25,702
MERCK & CO INC                      COM                 589331107          1,731      54,420
MERCK & CO INC                      COM                 589331107          1,774      55,780
MERCK & CO INC                      COM                 589331107          3,327     104,598
MERCK & CO INC                      COM                 589331107          3,378     106,208
MERCK & CO INC                      COM                 589331107          4,081     128,300
MERCK & CO INC                      COM                 589331107          4,422     139,023
MERCK & CO INC                      COM                 589331107          4,713     148,170
MERCK & CO INC                      COM                 589331107          5,101     160,357
MERCK & CO INC                      COM                 589331107         18,037     567,035
MERCURY GENL CORP NEW               COM                 589400100            205       3,520
MERCURY INTERACTIVE CORP            COM                 589405109              3         100
MERCURY INTERACTIVE CORP            COM                 589405109             28       1,000
MERCURY INTERACTIVE CORP            COM                 589405109            119       4,290
MERCURY INTERACTIVE CORP            COM                 589405109            424      15,240
MEREDITH CORP                       COM                 589433101             52       1,000
MEREDITH CORP                       COM                 589433101            102       1,950
MEREDITH CORP                       COM                 589433101            597      11,400
MERRILL LYNCH & CO INC              COM                 590188108             19         280
MERRILL LYNCH & CO INC              COM                 590188108             29         435
MERRILL LYNCH & CO INC              COM                 590188108             47         700
MERRILL LYNCH & CO INC              COM                 590188108             85       1,260
MERRILL LYNCH & CO INC              COM                 590188108             88       1,300
MERRILL LYNCH & CO INC              COM                 590188108            116       1,708
MERRILL LYNCH & CO INC              COM                 590188108            203       3,000
MERRILL LYNCH & CO INC              COM                 590188108            286       4,230
MERRILL LYNCH & CO INC              COM                 590188108            420       6,200
MERRILL LYNCH & CO INC              COM                 590188108            518       7,643
MERRILL LYNCH & CO INC              COM                 590188108          3,143      46,407
MERRILL LYNCH & CO INC              COM                 590188108          5,233      77,270
MERRILL LYNCH & CO INC              COM                 590188108         16,309     240,801
MERRILL LYNCH & CO INC              COM                 590188108         16,610     245,238
METHANEX CORP                       COM                 59151K108            497      26,546
METLIFE INC                         COM                 59156R108             23         460
METLIFE INC                         COM                 59156R108             52       1,061
METLIFE INC                         COM                 59156R108            132       2,700
METLIFE INC                         COM                 59156R108            193       3,940
METLIFE INC                         COM                 59156R108          1,101      22,461
METLIFE INC                         COM                 59156R108          4,775      97,444
METLIFE INC                         COM                 59156R108         10,448     213,219
MEXICO FD INC                       COM                 592835102            114       4,000
MEXICO FD INC                       COM                 592835102            624      22,000
MICHAELS STORES INC                 COM                 594087108            136       3,837
MICHAELS STORES INC                 COM                 594087108            446      12,600
MICHAELS STORES INC                 COM                 594087108            827      23,395
MICROSOFT CORP                      COM                 594918104             12         462
MICROSOFT CORP                      COM                 594918104             16         600
MICROSOFT CORP                      COM                 594918104             55       2,112
MICROSOFT CORP                      COM                 594918104             77       2,940
MICROSOFT CORP                      COM                 594918104             90       3,445
MICROSOFT CORP                      COM                 594918104            100       3,814
MICROSOFT CORP                      COM                 594918104            208       7,950
MICROSOFT CORP                      COM                 594918104            209       8,000
MICROSOFT CORP                      COM                 594918104            358      13,700
MICROSOFT CORP                      COM                 594918104            552      21,100
MICROSOFT CORP                      COM                 594918104            553      21,152
MICROSOFT CORP                      COM                 594918104            779      29,779
MICROSOFT CORP                      COM                 594918104            807      30,864
MICROSOFT CORP                      COM                 594918104            870      33,274
MICROSOFT CORP                      COM                 594918104            871      33,293
MICROSOFT CORP                      COM                 594918104          1,040      39,769
MICROSOFT CORP                      COM                 594918104          1,287      49,200
MICROSOFT CORP                      COM                 594918104          1,367      52,260
MICROSOFT CORP                      COM                 594918104          1,386      53,000
MICROSOFT CORP                      COM                 594918104          1,978      75,633
MICROSOFT CORP                      COM                 594918104          2,248      85,969
MICROSOFT CORP                      COM                 594918104          2,687     102,744
MICROSOFT CORP                      COM                 594918104          5,311     203,091
MICROSOFT CORP                      COM                 594918104          5,352     204,682
MICROSOFT CORP                      COM                 594918104          5,508     210,638
MICROSOFT CORP                      COM                 594918104         10,700     409,162
MICROSOFT CORP                      COM                 594918104         21,997     841,192
MICROSOFT CORP                      COM                 594918104         24,762     946,923
MICROSOFT CORP                      COM                 594918104         68,383   2,615,043
MICROSOFT CORP                      COM                 594918104         73,220   2,800,000
MICROCHIP TECHNOLOGY INC            COM                 595017104             33       1,036
MICROCHIP TECHNOLOGY INC            COM                 595017104             64       2,000
MICROCHIP TECHNOLOGY INC            COM                 595017104            378      11,750
MICROCHIP TECHNOLOGY INC            COM                 595017104          1,111      34,558
MICROCHIP TECHNOLOGY INC            COM                 595017104          6,269     195,000
MICRON TECHNOLOGY INC               COM                 595112103              2         170
MICRON TECHNOLOGY INC               COM                 595112103              3         200
MICRON TECHNOLOGY INC               COM                 595112103              4         318
MICRON TECHNOLOGY INC               COM                 595112103              5         400
MICRON TECHNOLOGY INC               COM                 595112103             51       3,795
MICRON TECHNOLOGY INC               COM                 595112103             71       5,317
MICRON TECHNOLOGY INC               COM                 595112103             88       6,600
MICRON TECHNOLOGY INC               COM                 595112103            153      11,471
MICRON TECHNOLOGY INC               COM                 595112103            199      14,929
MICRON TECHNOLOGY INC               COM                 595112103          2,015     151,427
MIDCAP SPDR TR                      UNIT SER 1          595635103            152       1,126
MIDCAP SPDR TR                      UNIT SER 1          595635103            813       6,035
MIDCAP SPDR TR                      UNIT SER 1          595635103         39,110     290,367
MILLENNIUM PHARMACEUTICALS I        COM                 599902103              1         110
MILLENNIUM PHARMACEUTICALS I        COM                 599902103             82       8,500
MILLENNIUM PHARMACEUTICALS I        COM                 599902103            107      11,000
MILLENNIUM PHARMACEUTICALS I        COM                 599902103            494      50,909
MILLEA HOLDINGS INC                 ADR                 60032R106             10         111
MILLEA HOLDINGS INC                 ADR                 60032R106             12         135
MILLEA HOLDINGS INC                 ADR                 60032R106             31         355
MILLEA HOLDINGS INC                 ADR                 60032R106            139       1,619
MILLEA HOLDINGS INC                 ADR                 60032R106            224       2,605
MILLEA HOLDINGS INC                 ADR                 60032R106            664       7,717
MILLIPORE CORP                      COM                 601073109             23         350
MILLIPORE CORP                      COM                 601073109             99       1,500
MILLIPORE CORP                      COM                 601073109            120       1,816
MILLIPORE CORP                      COM                 601073109            674      10,200
MILLS CORP                          COM                 601148109             42       1,000
MILLS CORP                          COM                 601148109            244       5,810
MITSUBISHI UFJ FINL GROUP IN        SPONSORED ADR       606822104             16       1,200
MITSUBISHI UFJ FINL GROUP IN        SPONSORED ADR       606822104            205      15,000
MITSUBISHI UFJ FINL GROUP IN        SPONSORED ADR       606822104            296      21,600
MITSUBISHI UFJ FINL GROUP IN        SPONSORED ADR       606822104            356      25,970
MITSUBISHI UFJ FINL GROUP IN        SPONSORED ADR       606822104            485      35,397
MITSUBISHI UFJ FINL GROUP IN        SPONSORED ADR       606822104          3,747     273,674
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109              1          17
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109              1          34
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109              1          35
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109              4         109
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109             35       1,000
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109          8,435     241,000
MOHAWK INDS INC                     COM                 608190104          1,161      13,343
MOLEX INC                           COM                 608554101             23         900
MOLEX INC                           COM                 608554101             47       1,800
MOLEX INC                           COM                 608554101             63       2,412
MOLEX INC                           COM                 608554101            292      11,249
MOLEX INC                           COM                 608554101            538      20,750
MOLEX INC                           CL A                608554200            268      10,894
MOLEX INC                           CL A                608554200            280      11,370
MOLSON COORS BREWING CO             CL B                60871R209              1          15
MOLSON COORS BREWING CO             CL B                60871R209             16         240
MOLSON COORS BREWING CO             CL B                60871R209             33         500
MOLSON COORS BREWING CO             CL B                60871R209            940      14,034
MONEYGRAM INTL INC                  COM                 60935Y109            345      13,230
MONSANTO CO NEW                     COM                 61166W101              0           1
MONSANTO CO NEW                     COM                 61166W101              3          44
MONSANTO CO NEW                     COM                 61166W101              4          55
MONSANTO CO NEW                     COM                 61166W101             11         142
MONSANTO CO NEW                     COM                 61166W101             86       1,113
MONSANTO CO NEW                     COM                 61166W101            130       1,672
MONSANTO CO NEW                     COM                 61166W101            203       2,621
MONSANTO CO NEW                     COM                 61166W101            225       2,900
MONSANTO CO NEW                     COM                 61166W101            233       3,000
MONSANTO CO NEW                     COM                 61166W101            276       3,564
MONSANTO CO NEW                     COM                 61166W101            529       6,826
MONSANTO CO NEW                     COM                 61166W101            876      11,304
MONSANTO CO NEW                     COM                 61166W101          1,432      18,474
MONSANTO CO NEW                     COM                 61166W101          4,885      63,002
MONSTER WORLDWIDE INC               COM                 611742107             49       1,200
MONSTER WORLDWIDE INC               COM                 611742107             78       1,900
MONSTER WORLDWIDE INC               COM                 611742107            869      21,278
MOODYS CORP                         COM                 615369105             28         450
MOODYS CORP                         COM                 615369105             49         800
MOODYS CORP                         COM                 615369105            123       2,000
MOODYS CORP                         COM                 615369105            172       2,800
MOODYS CORP                         COM                 615369105            279       4,550
MOODYS CORP                         COM                 615369105          1,566      25,500
MOODYS CORP                         COM                 615369105          4,197      68,334
MOOG INC                            CL B                615394301         11,875     419,628
MORGAN STANLEY EASTN EUR FD         COM                 616988101             28         800
MORGAN STANLEY EASTN EUR FD         COM                 616988101             69       2,000
MORGAN STANLEY EASTN EUR FD         COM                 616988101            109       3,150
MORGAN STANLEY                      COM NEW             617446448              7         115
MORGAN STANLEY                      COM NEW             617446448             17         300
MORGAN STANLEY                      COM NEW             617446448             39         695
MORGAN STANLEY                      COM NEW             617446448            112       1,980
MORGAN STANLEY                      COM NEW             617446448            113       2,000
MORGAN STANLEY                      COM NEW             617446448            182       3,210
MORGAN STANLEY                      COM NEW             617446448            312       5,500
MORGAN STANLEY                      COM NEW             617446448            432       7,605
MORGAN STANLEY                      COM NEW             617446448            670      11,800
MORGAN STANLEY                      COM NEW             617446448            778      13,710
MORGAN STANLEY                      COM NEW             617446448            909      16,029
MORGAN STANLEY                      COM NEW             617446448          1,157      20,383
MORGAN STANLEY                      COM NEW             617446448          5,856     103,210
MORGAN STANLEY                      COM NEW             617446448          7,458     131,442
MORGAN STANLEY                      COM NEW             617446448         15,874     279,768
MOTOROLA INC                        COM                 620076109              7         300
MOTOROLA INC                        COM                 620076109              7         325
MOTOROLA INC                        COM                 620076109             68       3,000
MOTOROLA INC                        COM                 620076109             74       3,270
MOTOROLA INC                        COM                 620076109             88       3,900
MOTOROLA INC                        COM                 620076109             94       4,150
MOTOROLA INC                        COM                 620076109             95       4,225
MOTOROLA INC                        COM                 620076109            178       7,900
MOTOROLA INC                        COM                 620076109            266      11,787
MOTOROLA INC                        COM                 620076109            326      14,450
MOTOROLA INC                        COM                 620076109            344      15,250
MOTOROLA INC                        COM                 620076109            439      19,443
MOTOROLA INC                        COM                 620076109            767      33,940
MOTOROLA INC                        COM                 620076109            884      39,124
MOTOROLA INC                        COM                 620076109          1,275      56,427
MOTOROLA INC                        COM                 620076109          4,556     201,676
MOTOROLA INC                        COM                 620076109          7,838     346,957
MOTOROLA INC                        COM                 620076109         13,518     598,417
MURPHY OIL CORP                     COM                 626717102              3          60
MURPHY OIL CORP                     COM                 626717102             54       1,000
MURPHY OIL CORP                     COM                 626717102            108       2,005
MURPHY OIL CORP                     COM                 626717102            243       4,500
MURPHY OIL CORP                     COM                 626717102          2,049      37,960
MYLAN LABS INC                      COM                 628530107              5         265
MYLAN LABS INC                      COM                 628530107              7         333
MYLAN LABS INC                      COM                 628530107              7         365
MYLAN LABS INC                      COM                 628530107             20       1,012
MYLAN LABS INC                      COM                 628530107            100       5,000
MYLAN LABS INC                      COM                 628530107            927      46,425
NCR CORP NEW                        COM                 62886E108              4         124
NCR CORP NEW                        COM                 62886E108             20         600
NCR CORP NEW                        COM                 62886E108             51       1,500
NCR CORP NEW                        COM                 62886E108          1,326      39,074
NII HLDGS INC                       CL B NEW            62913F201             25         572
NII HLDGS INC                       CL B NEW            62913F201          1,098      25,136
NTL INC DEL                         COM                 62940M104            252       3,700
NTL INC DEL                         COM                 62940M104            941      13,821
NUCO2 INC                           COM                 629428103            267       9,566
NVR INC                             COM                 62944T105            776       1,106
NABORS INDS INC                     NOTE         6/1    629568AL0             28      24,000
NASDAQ 100 TR                       UNIT SER 1          631100104              0           3
NASDAQ 100 TR                       UNIT SER 1          631100104             11         280
NASDAQ 100 TR                       UNIT SER 1          631100104             37         908
NASDAQ 100 TR                       UNIT SER 1          631100104             65       1,600
NASDAQ 100 TR                       UNIT SER 1          631100104             81       2,000
NASDAQ 100 TR                       UNIT SER 1          631100104            103       2,548
NASDAQ 100 TR                       UNIT SER 1          631100104            315       7,795
NASDAQ 100 TR                       UNIT SER 1          631100104            748      18,501
NASDAQ 100 TR                       UNIT SER 1          631100104            873      21,600
NASDAQ 100 TR                       UNIT SER 1          631100104          1,736      42,968
NASDAQ 100 TR                       UNIT SER 1          631100104          2,934      72,600
NASDAQ 100 TR                       UNIT SER 1          631100104          3,953      97,824
NASDAQ 100 TR                       UNIT SER 1          631100104          8,054     199,285
NASDAQ 100 TR                       UNIT SER 1          631100104         18,260     451,848
NASDAQ 100 TR                       UNIT SER 1          631100104         76,533   1,893,820
NATIONAL CITY CORP                  COM                 635405103             23         700
NATIONAL CITY CORP                  COM                 635405103            112       3,344
NATIONAL CITY CORP                  COM                 635405103            413      12,315
NATIONAL CITY CORP                  COM                 635405103          4,999     148,923
NATIONAL FINL PARTNERS CORP         COM                 63607P208              7         130
NATIONAL FINL PARTNERS CORP         COM                 63607P208            388       7,385
NATIONAL FUEL GAS CO N J            COM                 636180101            205       6,586
NATIONAL FUEL GAS CO N J            COM                 636180101            207       6,625
NATIONAL OILWELL VARCO INC          COM                 637071101              3          40
NATIONAL OILWELL VARCO INC          COM                 637071101             26         418
NATIONAL OILWELL VARCO INC          COM                 637071101             63       1,000
NATIONAL OILWELL VARCO INC          COM                 637071101             69       1,100
NATIONAL OILWELL VARCO INC          COM                 637071101            661      10,546
NATIONAL OILWELL VARCO INC          COM                 637071101          1,171      18,680
NATIONAL OILWELL VARCO INC          COM                 637071101          2,068      32,975
NATIONAL OILWELL VARCO INC          COM                 637071101          3,723      59,385
NATIONAL OILWELL VARCO INC          COM                 637071101         12,835     204,710
NATIONAL SEMICONDUCTOR CORP         COM                 637640103              4         145
NATIONAL SEMICONDUCTOR CORP         COM                 637640103             14         530
NATIONAL SEMICONDUCTOR CORP         COM                 637640103             21         800
NATIONAL SEMICONDUCTOR CORP         COM                 637640103             34       1,327
NATIONAL SEMICONDUCTOR CORP         COM                 637640103             52       2,000
NATIONAL SEMICONDUCTOR CORP         COM                 637640103             78       3,000
NATIONAL SEMICONDUCTOR CORP         COM                 637640103            192       7,376
NATIONAL SEMICONDUCTOR CORP         COM                 637640103          1,671      64,328
NATIONAL SEMICONDUCTOR CORP         COM                 637640103          2,922     112,466
NAVISTAR INTL CORP NEW              COM                 63934E108             49       1,700
NAVISTAR INTL CORP NEW              COM                 63934E108             57       2,000
NAVISTAR INTL CORP NEW              COM                 63934E108            123       4,300
NAVISTAR INTL CORP NEW              COM                 63934E108          1,028      35,919
NAVTEQ CORP                         COM                 63936L100            588      13,400
NAVTEQ CORP                         COM                 63936L100            673      15,350
NAVTEQ CORP                         COM                 63936L100          2,369      54,000
NAVTEQ CORP                         COM                 63936L100          3,025      68,963
NET2PHONE                           COM                 64108N106             78      38,000
NETEASE COM INC                     SPONSORED ADR       64110W102            174       3,100
NETEASE COM INC                     SPONSORED ADR       64110W102            876      15,600
NETEASE COM INC                     SPONSORED ADR       64110W102         30,983     551,696
NETWORK APPLIANCE INC               COM                 64120L104              2          80
NETWORK APPLIANCE INC               COM                 64120L104              3         120
NETWORK APPLIANCE INC               COM                 64120L104             40       1,469
NETWORK APPLIANCE INC               COM                 64120L104             41       1,519
NETWORK APPLIANCE INC               COM                 64120L104            207       7,658
NETWORK APPLIANCE INC               COM                 64120L104          2,326      86,151
NEVSUN RES LTD                      COM                 64156L101             38      21,000
NEW HAMPSHIRE THRIFT BANCSHS        COM                 644722100            659      44,677
NEW YORK CMNTY BANCORP INC          COM                 649445103            239      14,466
NEW YORK CMNTY BANCORP INC          COM                 649445103            876      53,028
NEW YORK TIMES CO                   CL A                650111107              7         250
NEW YORK TIMES CO                   CL A                650111107             55       2,069
NEW YORK TIMES CO                   CL A                650111107            116       4,382
NEW YORK TIMES CO                   CL A                650111107            850      32,118
NEWELL RUBBERMAID INC               COM                 651229106              6         239
NEWELL RUBBERMAID INC               COM                 651229106              8         353
NEWELL RUBBERMAID INC               COM                 651229106          1,510      63,517
NEWFIELD EXPL CO                    COM                 651290108            836      16,687
NEWMONT MINING CORP                 COM                 651639106             16         300
NEWMONT MINING CORP                 COM                 651639106             32         600
NEWMONT MINING CORP                 COM                 651639106            101       1,900
NEWMONT MINING CORP                 COM                 651639106            177       3,307
NEWMONT MINING CORP                 COM                 651639106            265       4,971
NEWMONT MINING CORP                 COM                 651639106            267       5,005
NEWMONT MINING CORP                 COM                 651639106            352       6,600
NEWMONT MINING CORP                 COM                 651639106            432       8,083
NEWMONT MINING CORP                 COM                 651639106          2,049      38,380
NEWMONT MINING CORP                 COM                 651639106          5,639     105,602
NEWMONT MINING CORP                 COM                 651639106          7,086     132,688
NEWMONT MINING CORP                 COM                 651639106         28,203     528,147
NEWMONT MINING CORP                 COM                 651639106         45,680     855,438
NEWS CORP                           CL A                65248E104             24       1,572
NEWS CORP                           CL A                65248E104             49       3,132
NEWS CORP                           CL A                65248E104            300      19,277
NEWS CORP                           CL A                65248E104            371      23,875
NEWS CORP                           CL A                65248E104          3,893     250,381
NEWS CORP                           CL A                65248E104          4,016     258,262
NEWS CORP                           CL A                65248E104          7,144     459,451
NEWS CORP                           CL B                65248E203             28       1,667
NEWS CORP                           CL B                65248E203             33       2,000
NEWS CORP                           CL B                65248E203            126       7,613
NEWS CORP                           CL B                65248E203            237      14,242
NEWS CORP                           CL B                65248E203            260      15,660
NEWS CORP                           CL B                65248E203          2,188     131,748
NEXTEL PARTNERS INC                 CL A                65333F107              3         111
NEXTEL PARTNERS INC                 CL A                65333F107            566      20,246
NEXEN INC                           COM                 65334H102              5         108
NEXEN INC                           COM                 65334H102             52       1,085
NEXEN INC                           COM                 65334H102          5,408     113,542
NICE SYS LTD                        SPONSORED ADR       653656108              0           7
NICE SYS LTD                        SPONSORED ADR       653656108              1          13
NICE SYS LTD                        SPONSORED ADR       653656108              1          16
NICE SYS LTD                        SPONSORED ADR       653656108              2          43
NICE SYS LTD                        SPONSORED ADR       653656108            193       4,000
NICE SYS LTD                        SPONSORED ADR       653656108          1,074      22,300
NIKE INC                            CL B                654106103              8          89
NIKE INC                            CL B                654106103             23         268
NIKE INC                            CL B                654106103             26         300
NIKE INC                            CL B                654106103             44         506
NIKE INC                            CL B                654106103             77         890
NIKE INC                            CL B                654106103            130       1,500
NIKE INC                            CL B                654106103            182       2,094
NIKE INC                            CL B                654106103            451       5,200
NIKE INC                            CL B                654106103            521       6,000
NIKE INC                            CL B                654106103          2,405      27,713
NIKE INC                            CL B                654106103          3,383      38,975
NIKE INC                            CL B                654106103          4,574      52,700
NIPPON TELEG & TEL CORP             SPONSORED ADR       654624105             10         441
NIPPON TELEG & TEL CORP             SPONSORED ADR       654624105             12         547
NIPPON TELEG & TEL CORP             SPONSORED ADR       654624105             42       1,835
NIPPON TELEG & TEL CORP             SPONSORED ADR       654624105            154       6,751
NIPPON TELEG & TEL CORP             SPONSORED ADR       654624105            262      11,500
NISOURCE INC                        COM                 65473P105              5         241
NISOURCE INC                        COM                 65473P105              6         304
NISOURCE INC                        COM                 65473P105             73       3,500
NISOURCE INC                        COM                 65473P105          1,162      55,708
NISSAN MOTORS                       SPONSORED ADR       654744408            152       7,440
NISSAN MOTORS                       SPONSORED ADR       654744408            199       9,760
NOKIA CORP                          SPONSORED ADR       654902204              4         200
NOKIA CORP                          SPONSORED ADR       654902204             38       2,100
NOKIA CORP                          SPONSORED ADR       654902204             96       5,250
NOKIA CORP                          SPONSORED ADR       654902204            187      10,240
NOKIA CORP                          SPONSORED ADR       654902204            275      15,000
NOKIA CORP                          SPONSORED ADR       654902204            326      17,841
NOKIA CORP                          SPONSORED ADR       654902204            349      19,070
NOKIA CORP                          SPONSORED ADR       654902204            403      21,998
NOKIA CORP                          SPONSORED ADR       654902204            528      28,850
NOKIA CORP                          SPONSORED ADR       654902204            779      42,585
NOKIA CORP                          SPONSORED ADR       654902204            885      48,350
NOKIA CORP                          SPONSORED ADR       654902204          1,043      56,994
NOKIA CORP                          SPONSORED ADR       654902204          2,685     146,736
NOBLE ENERGY INC                    COM                 655044105              9         230
NOBLE ENERGY INC                    COM                 655044105             93       2,310
NOBLE ENERGY INC                    COM                 655044105            582      14,440
NOBLE ENERGY INC                    COM                 655044105            948      23,523
NOBLE ENERGY INC                    COM                 655044105          1,075      26,686
NOMURA HLDGS INC                    SPONSORED ADR       65535H208             15         790
NOMURA HLDGS INC                    SPONSORED ADR       65535H208             24       1,240
NOMURA HLDGS INC                    SPONSORED ADR       65535H208            590      30,686
NOMURA HLDGS INC                    SPONSORED ADR       65535H208          2,357     122,610
NORDSTROM INC                       COM                 655664100             56       1,500
NORDSTROM INC                       COM                 655664100             73       1,964
NORDSTROM INC                       COM                 655664100          1,644      43,948
NORDSTROM INC                       COM                 655664100          2,002      53,520
NORFOLK SOUTHERN CORP               COM                 655844108              5         105
NORFOLK SOUTHERN CORP               COM                 655844108             42         933
NORFOLK SOUTHERN CORP               COM                 655844108            211       4,700
NORFOLK SOUTHERN CORP               COM                 655844108            701      15,636
NORFOLK SOUTHERN CORP               COM                 655844108          4,627     103,201
NORFOLK SOUTHERN CORP               COM                 655844108          9,332     208,175
NORSK HYDRO A S                     SPONSORED ADR       656531605             66         640
NORSK HYDRO A S                     SPONSORED ADR       656531605            206       2,000
NORTEL NETWORKS CORP NEW            COM                 656568102              3         880
NORTEL NETWORKS CORP NEW            COM                 656568102              3       1,100
NORTEL NETWORKS CORP NEW            COM                 656568102              7       2,150
NORTEL NETWORKS CORP NEW            COM                 656568102             14       4,500
NORTEL NETWORKS CORP NEW            COM                 656568102             15       4,800
NORTEL NETWORKS CORP NEW            COM                 656568102             21       6,845
NORTEL NETWORKS CORP NEW            COM                 656568102            111      36,390
NORTEL NETWORKS CORP NEW            COM                 656568102            177      57,971
NORTEL NETWORKS CORP NEW            COM                 656568102          1,927     629,885
NORTH FORK BANCORPORATION NY        COM                 659424105              9         330
NORTH FORK BANCORPORATION NY        COM                 659424105             11         385
NORTH FORK BANCORPORATION NY        COM                 659424105             23         825
NORTH FORK BANCORPORATION NY        COM                 659424105             41       1,500
NORTH FORK BANCORPORATION NY        COM                 659424105            583      21,325
NORTH FORK BANCORPORATION NY        COM                 659424105            840      30,711
NORTH FORK BANCORPORATION NY        COM                 659424105          2,549      93,150
NORTH FORK BANCORPORATION NY        COM                 659424105          3,036     110,947
NORTH FORK BANCORPORATION NY        COM                 659424105          3,294     120,378
NORTHEAST UTILS                     COM                 664397106              5         274
NORTHEAST UTILS                     COM                 664397106              7         345
NORTHEAST UTILS                     COM                 664397106            394      20,000
NORTHERN BORDER PARTNERS L P        UNIT LTD PARTN      664785102            258       6,150
NORTHERN TR CORP                    COM                 665859104              2          45
NORTHERN TR CORP                    COM                 665859104             10         200
NORTHERN TR CORP                    COM                 665859104          1,723      33,258
NORTHERN TR CORP                    COM                 665859104          2,625      50,653
NORTHROP GRUMMAN CORP               COM                 666807102             11         190
NORTHROP GRUMMAN CORP               COM                 666807102             13         220
NORTHROP GRUMMAN CORP               COM                 666807102             16         260
NORTHROP GRUMMAN CORP               COM                 666807102             25         422
NORTHROP GRUMMAN CORP               COM                 666807102            283       4,703
NORTHROP GRUMMAN CORP               COM                 666807102            360       5,996
NORTHROP GRUMMAN CORP               COM                 666807102          1,163      19,356
NORTHROP GRUMMAN CORP               COM                 666807102          4,988      82,975
NORTHWEST NAT GAS CO                COM                 667655104            308       9,000
NOVA CHEMICALS CORP                 COM                 66977W109          1,305      39,071
NOVARTIS A G                        SPONSORED ADR       66987V109             18         350
NOVARTIS A G                        SPONSORED ADR       66987V109             21         400
NOVARTIS A G                        SPONSORED ADR       66987V109             88       1,670
NOVARTIS A G                        SPONSORED ADR       66987V109            110       2,094
NOVARTIS A G                        SPONSORED ADR       66987V109            191       3,630
NOVARTIS A G                        SPONSORED ADR       66987V109            486       9,254
NOVARTIS A G                        SPONSORED ADR       66987V109          1,269      24,175
NOVELL INC                          COM                 670006105              1          67
NOVELL INC                          COM                 670006105              2         194
NOVELL INC                          COM                 670006105              4         500
NOVELL INC                          COM                 670006105            127      14,427
NOVELL INC                          COM                 670006105            150      16,940
NOVELL INC                          DBCV  0.500% 7/1    670006AC9             25      26,000
NOVELLUS SYS INC                    COM                 670008101             12         500
NOVELLUS SYS INC                    COM                 670008101             27       1,128
NOVELLUS SYS INC                    COM                 670008101            653      27,065
NOVELLUS SYS INC                    COM                 670008101            925      38,347
NSTAR                               COM                 67019E107             34       1,200
NSTAR                               COM                 67019E107             57       2,000
NSTAR                               COM                 67019E107            354      12,349
NUCOR CORP                          COM                 670346105             13         200
NUCOR CORP                          COM                 670346105            132       1,976
NUCOR CORP                          COM                 670346105            167       2,500
NUCOR CORP                          COM                 670346105          1,022      15,324
NUCOR CORP                          COM                 670346105          2,535      38,000
NUCOR CORP                          COM                 670346105          2,541      38,087
NVIDIA CORP                         COM                 67066G104              4         100
NVIDIA CORP                         COM                 67066G104              5         150
NVIDIA CORP                         COM                 67066G104              9         250
NVIDIA CORP                         COM                 67066G104             47       1,287
NVIDIA CORP                         COM                 67066G104             77       2,100
NVIDIA CORP                         COM                 67066G104            201       5,500
NVIDIA CORP                         COM                 67066G104            207       5,650
NVIDIA CORP                         COM                 67066G104          1,781      48,718
NUVEEN NY SELECT QUALITY MUN        COM                 670976109             15       1,073
NUVEEN NY SELECT QUALITY MUN        COM                 670976109            147      10,350
OSI PHARMACEUTICALS INC             COM                 671040103              3          91
OSI PHARMACEUTICALS INC             COM                 671040103            359      12,800
OCCIDENTAL PETE CORP DEL            COM                 674599105              6          80
OCCIDENTAL PETE CORP DEL            COM                 674599105             14         180
OCCIDENTAL PETE CORP DEL            COM                 674599105             16         200
OCCIDENTAL PETE CORP DEL            COM                 674599105             16         205
OCCIDENTAL PETE CORP DEL            COM                 674599105             30         375
OCCIDENTAL PETE CORP DEL            COM                 674599105            122       1,525
OCCIDENTAL PETE CORP DEL            COM                 674599105            132       1,647
OCCIDENTAL PETE CORP DEL            COM                 674599105            152       1,900
OCCIDENTAL PETE CORP DEL            COM                 674599105            695       8,700
OCCIDENTAL PETE CORP DEL            COM                 674599105          1,788      22,379
OCCIDENTAL PETE CORP DEL            COM                 674599105          2,285      28,600
OCCIDENTAL PETE CORP DEL            COM                 674599105          2,875      35,993
OCCIDENTAL PETE CORP DEL            COM                 674599105          5,207      65,183
OCCIDENTAL PETE CORP DEL            COM                 674599105          7,362      92,166
OCEANFIRST FINL CORP                COM                 675234108            341      15,003
ODYSSEY HEALTHCARE INC              COM                 67611V101             43       2,314
ODYSSEY HEALTHCARE INC              COM                 67611V101            319      17,124
OFFICE DEPOT INC                    COM                 676220106              2          50
OFFICE DEPOT INC                    COM                 676220106             35       1,100
OFFICE DEPOT INC                    COM                 676220106            102       3,259
OFFICE DEPOT INC                    COM                 676220106            167       5,312
OFFICE DEPOT INC                    COM                 676220106            236       7,500
OFFICE DEPOT INC                    COM                 676220106            251       8,000
OFFICE DEPOT INC                    COM                 676220106          2,552      81,258
OFFICEMAX INC DEL                   COM                 67622P101              4         155
OFFICEMAX INC DEL                   COM                 67622P101              5         194
OFFICEMAX INC DEL                   COM                 67622P101            348      13,740
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106             52         400
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106             64         500
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106            167       1,300
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106            392       3,040
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106            489       3,800
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106          1,146       8,900
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106          2,357      18,300
OLD REP INTL CORP                   COM                 680223104            835      31,785
OMNICARE INC                        COM                 681904108              4          69
OMNICARE INC                        COM                 681904108            286       5,000
OMNICARE INC                        COM                 681904108          1,058      18,489
OMNICARE INC                        DBCV  3.250%12/1    681904AL2             23      23,000
OMNICOM GROUP INC                   COM                 681919106             10         120
OMNICOM GROUP INC                   COM                 681919106             43         500
OMNICOM GROUP INC                   COM                 681919106             78         915
OMNICOM GROUP INC                   COM                 681919106            123       1,450
OMNICOM GROUP INC                   COM                 681919106            126       1,481
OMNICOM GROUP INC                   COM                 681919106            170       2,000
OMNICOM GROUP INC                   COM                 681919106            309       3,635
OMNICOM GROUP INC                   COM                 681919106          1,196      14,050
OMNICOM GROUP INC                   COM                 681919106          2,604      30,590
OMNICOM GROUP INC                   COM                 681919106          3,335      39,180
OMNICOM GROUP INC                   COM                 681919106          4,043      47,495
OMNICOM GROUP INC                   COM                 681919106          4,302      50,540
OMNICOM GROUP INC                   NOTE         2/0    681919AK2              2       2,000
OMNICOM GROUP INC                   NOTE         2/0    681919AK2             11      11,000
OMNICOM GROUP INC                   NOTE         6/1    681919AR7              4       4,000
OMNICOM GROUP INC                   NOTE         6/1    681919AR7             24      24,000
ONE LIBERTY PPTYS INC               COM                 682406103          1,100      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          1,407      31,800
OPENWAVE SYS INC                    COM NEW             683718308            235      13,475
ORACLE CORP                         COM                 68389X105              4         325
ORACLE CORP                         COM                 68389X105              5         400
ORACLE CORP                         COM                 68389X105             21       1,717
ORACLE CORP                         COM                 68389X105             22       1,796
ORACLE CORP                         COM                 68389X105             22       1,800
ORACLE CORP                         COM                 68389X105             34       2,810
ORACLE CORP                         COM                 68389X105             45       3,700
ORACLE CORP                         COM                 68389X105             59       4,795
ORACLE CORP                         COM                 68389X105             67       5,500
ORACLE CORP                         COM                 68389X105            112       9,135
ORACLE CORP                         COM                 68389X105            159      13,033
ORACLE CORP                         COM                 68389X105            473      38,737
ORACLE CORP                         COM                 68389X105            496      40,644
ORACLE CORP                         COM                 68389X105            716      58,653
ORACLE CORP                         COM                 68389X105          1,058      86,632
ORACLE CORP                         COM                 68389X105          2,371     194,190
ORACLE CORP                         COM                 68389X105          2,809     230,096
ORACLE CORP                         COM                 68389X105          3,363     275,420
ORACLE CORP                         COM                 68389X105         14,589   1,194,829
OUTBACK STEAKHOUSE INC              COM                 689899102            509      12,222
PG&E CORP                           COM                 69331C108              7         200
PG&E CORP                           COM                 69331C108             13         350
PG&E CORP                           COM                 69331C108             20         550
PG&E CORP                           COM                 69331C108            130       3,511
PG&E CORP                           COM                 69331C108            182       4,900
PG&E CORP                           COM                 69331C108          1,229      33,100
PG&E CORP                           COM                 69331C108          3,551      95,674
PMC-SIERRA INC                      COM                 69344F106              0          35
PMC-SIERRA INC                      COM                 69344F106              3         390
PMC-SIERRA INC                      COM                 69344F106             54       6,970
PMC-SIERRA INC                      COM                 69344F106             66       8,500
PMI GROUP INC                       COM                 69344M101              4         105
PMI GROUP INC                       COM                 69344M101              5         111
PMI GROUP INC                       COM                 69344M101              6         139
PMI GROUP INC                       COM                 69344M101             34         820
PMI GROUP INC                       COM                 69344M101            490      11,920
PNC FINL SVCS GROUP INC             COM                 693475105              3          41
PNC FINL SVCS GROUP INC             COM                 693475105             11         170
PNC FINL SVCS GROUP INC             COM                 693475105             21         340
PNC FINL SVCS GROUP INC             COM                 693475105             23         375
PNC FINL SVCS GROUP INC             COM                 693475105            185       3,000
PNC FINL SVCS GROUP INC             COM                 693475105            252       4,070
PNC FINL SVCS GROUP INC             COM                 693475105            530       8,579
PNC FINL SVCS GROUP INC             COM                 693475105          1,044      16,883
PNC FINL SVCS GROUP INC             COM                 693475105          4,539      73,412
POSCO                               SPONSORED ADR       693483109              1          13
POSCO                               SPONSORED ADR       693483109              3          59
POSCO                               SPONSORED ADR       693483109              4          73
POSCO                               SPONSORED ADR       693483109             51       1,040
POSCO                               SPONSORED ADR       693483109             59       1,200
POSCO                               SPONSORED ADR       693483109             76       1,527
POSCO                               SPONSORED ADR       693483109            182       3,680
POSCO                               SPONSORED ADR       693483109            308       6,215
POSCO                               SPONSORED ADR       693483109            327       6,613
POSCO                               SPONSORED ADR       693483109            579      11,700
POSCO                               SPONSORED ADR       693483109            676      13,660
POSCO                               SPONSORED ADR       693483109          3,842      77,600
POSCO                               SPONSORED ADR       693483109        113,526   2,293,000
PPG INDS INC                        COM                 693506107             13         230
PPG INDS INC                        COM                 693506107            140       2,425
PPG INDS INC                        COM                 693506107            144       2,487
PPG INDS INC                        COM                 693506107            149       2,577
PPG INDS INC                        COM                 693506107            542       9,354
PPG INDS INC                        COM                 693506107            559       9,650
PPG INDS INC                        COM                 693506107          2,516      43,460
PPL CORP                            COM                 69351T106              9         300
PPL CORP                            COM                 69351T106             50       1,711
PPL CORP                            COM                 69351T106            161       5,488
PPL CORP                            COM                 69351T106          1,470      50,000
PPL CORP                            COM                 69351T106          2,845      96,764
PACCAR INC                          COM                 693718108             94       1,356
PACCAR INC                          COM                 693718108            166       2,400
PACCAR INC                          COM                 693718108            519       7,500
PACCAR INC                          COM                 693718108          2,908      41,999
PACER INTL INC TENN                 COM                 69373H106              3         100
PACER INTL INC TENN                 COM                 69373H106            395      15,155
PACKAGING DYNAMICS CORP             COM                 695160101            146      12,997
PACTIV CORP                         COM                 695257105              7         300
PACTIV CORP                         COM                 695257105             10         438
PACTIV CORP                         COM                 695257105             18         808
PACTIV CORP                         COM                 695257105            718      32,617
PALL CORP                           COM                 696429307              2          80
PALL CORP                           COM                 696429307             67       2,500
PALL CORP                           COM                 696429307            725      26,992
PAN AMERICAN SILVER CORP            COM                 697900108             32       1,695
PAN AMERICAN SILVER CORP            COM                 697900108            273      14,500
PARAMETRIC TECHNOLOGY CORP          COM                 699173100             52       8,556
PARAMETRIC TECHNOLOGY CORP          COM                 699173100             65      10,580
PARAMETRIC TECHNOLOGY CORP          COM                 699173100            232      38,104
PARK NATL CORP                      COM                 700658107            240       2,335
PARKER HANNIFIN CORP                COM                 701094104             22         336
PARKER HANNIFIN CORP                COM                 701094104             26         400
PARKER HANNIFIN CORP                COM                 701094104             46         700
PARKER HANNIFIN CORP                COM                 701094104            162       2,462
PARKER HANNIFIN CORP                COM                 701094104            313       4,750
PARKER HANNIFIN CORP                COM                 701094104          1,883      28,548
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            169      20,079
PATNI COMPUTER SYS                  SPONS ADR           703248203         18,804     811,200
PATTERSON COMPANIES INC             COM                 703395103              8         240
PATTERSON COMPANIES INC             COM                 703395103             94       2,800
PATTERSON COMPANIES INC             COM                 703395103            908      27,199
PATTERSON UTI ENERGY INC            COM                 703481101              2          71
PATTERSON UTI ENERGY INC            COM                 703481101             17         510
PATTERSON UTI ENERGY INC            COM                 703481101            155       4,702
PATTERSON UTI ENERGY INC            COM                 703481101            893      27,113
PAXAR CORP                          COM                 704227107            358      18,262
PAYCHEX INC                         COM                 704326107             46       1,200
PAYCHEX INC                         COM                 704326107            216       5,655
PAYCHEX INC                         COM                 704326107            380       9,962
PAYCHEX INC                         COM                 704326107            765      20,057
PAYCHEX INC                         COM                 704326107          3,317      87,021
PEABODY ENERGY CORP                 COM                 704549104              2          29
PEABODY ENERGY CORP                 COM                 704549104             41         500
PEABODY ENERGY CORP                 COM                 704549104            122       1,480
PEABODY ENERGY CORP                 COM                 704549104            696       8,450
PEABODY ENERGY CORP                 COM                 704549104          1,339      16,240
PEABODY ENERGY CORP                 COM                 704549104          1,442      17,490
PEABODY ENERGY CORP                 COM                 704549104          1,524      18,487
PEABODY ENERGY CORP                 COM                 704549104          4,040      49,020
PENNEY J C INC                      COM                 708160106             33         600
PENNEY J C INC                      COM                 708160106             71       1,285
PENNEY J C INC                      COM                 708160106             78       1,400
PENNEY J C INC                      COM                 708160106             90       1,613
PENNEY J C INC                      COM                 708160106            156       2,800
PENNEY J C INC                      COM                 708160106            533       9,590
PENNEY J C INC                      COM                 708160106          2,033      36,567
PENNEY J C INC                      COM                 708160106          3,618      65,076
PENTAIR INC                         COM                 709631105            102       2,946
PENTAIR INC                         COM                 709631105            131       3,800
PENTAIR INC                         COM                 709631105            486      14,069
PEOPLES BK BRIDGEPORT CONN          COM                 710198102            319      10,260
PEOPLES ENERGY CORP                 COM                 711030106             30         850
PEOPLES ENERGY CORP                 COM                 711030106             61       1,730
PEOPLES ENERGY CORP                 COM                 711030106            153       4,370
PEOPLES ENERGY CORP                 COM                 711030106          6,137     175,000
PEPCO HOLDINGS INC                  COM                 713291102            737      32,950
PEPCO HOLDINGS INC                  COM                 713291102         19,574     875,000
PEPSI BOTTLING GROUP INC            COM                 713409100          1,063      37,166
PEPSIAMERICAS INC                   COM                 71343P200             70       3,000
PEPSIAMERICAS INC                   COM                 71343P200            440      18,910
PEPSICO INC                         COM                 713448108             12         210
PEPSICO INC                         COM                 713448108             30         500
PEPSICO INC                         COM                 713448108             56         955
PEPSICO INC                         COM                 713448108            106       1,800
PEPSICO INC                         COM                 713448108            204       3,457
PEPSICO INC                         COM                 713448108            254       4,299
PEPSICO INC                         COM                 713448108            266       4,500
PEPSICO INC                         COM                 713448108            284       4,800
PEPSICO INC                         COM                 713448108            287       4,850
PEPSICO INC                         COM                 713448108            354       6,000
PEPSICO INC                         COM                 713448108            521       8,820
PEPSICO INC                         COM                 713448108            766      12,960
PEPSICO INC                         COM                 713448108            898      15,192
PEPSICO INC                         COM                 713448108            961      16,260
PEPSICO INC                         COM                 713448108          1,051      17,795
PEPSICO INC                         COM                 713448108          1,325      22,419
PEPSICO INC                         COM                 713448108          5,971     101,063
PEPSICO INC                         COM                 713448108         14,104     238,720
PEPSICO INC                         COM                 713448108         14,245     241,115
PEPSICO INC                         COM                 713448108         24,649     417,209
PEPSICO INC                         COM                 713448108         25,454     430,836
PERKINELMER INC                     COM                 714046109              9         400
PERKINELMER INC                     COM                 714046109             90       3,800
PERKINELMER INC                     COM                 714046109            122       5,160
PETRO-CDA                           COM                 71644E102              8         200
PETRO-CDA                           COM                 71644E102             40       1,000
PETRO-CDA                           COM                 71644E102            297       7,400
PETRO-CDA                           COM                 71644E102          4,815     120,093
PETROBRAS ENERGIA PARTCPTNS         SP ADR B SHS        71646M102         17,473   1,416,001
PETROFUND ENERGY TRUST              TR UNIT             71648W108            414      23,445
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101              2          36
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101              5          76
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101             10         150
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101             19         300
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101             44         677
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101             70       1,088
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101            325       5,050
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101            515       8,000
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101            788      12,237
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101          1,892      29,400
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408              6          85
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408             15         210
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408            143       2,000
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408            356       5,000
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408            599       8,400
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408            649       9,100
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408          1,461      20,500
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408          1,784      25,035
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408          5,960      83,625
PETSMART INC                        COM                 716768106             10         373
PETSMART INC                        COM                 716768106             16         641
PETSMART INC                        COM                 716768106             43       1,670
PETSMART INC                        COM                 716768106            493      19,200
PETSMART INC                        COM                 716768106            572      22,284
PFIZER INC                          COM                 717081103              6         240
PFIZER INC                          COM                 717081103             59       2,547
PFIZER INC                          COM                 717081103            116       4,975
PFIZER INC                          COM                 717081103            171       7,340
PFIZER INC                          COM                 717081103            389      16,701
PFIZER INC                          COM                 717081103            403      17,300
PFIZER INC                          COM                 717081103            682      29,244
PFIZER INC                          COM                 717081103            702      30,100
PFIZER INC                          COM                 717081103            727      31,190
PFIZER INC                          COM                 717081103          1,610      69,032
PFIZER INC                          COM                 717081103          1,877      80,509
PFIZER INC                          COM                 717081103          1,920      82,325
PFIZER INC                          COM                 717081103          2,046      87,725
PFIZER INC                          COM                 717081103          2,352     100,864
PFIZER INC                          COM                 717081103          2,511     107,662
PFIZER INC                          COM                 717081103          3,036     130,181
PFIZER INC                          COM                 717081103          5,942     254,804
PFIZER INC                          COM                 717081103          7,719     330,986
PFIZER INC                          COM                 717081103          9,641     413,438
PFIZER INC                          COM                 717081103         10,519     451,061
PFIZER INC                          COM                 717081103         14,987     642,681
PFIZER INC                          COM                 717081103         17,977     770,886
PFIZER INC                          COM                 717081103         23,693   1,015,996
PFIZER INC                          COM                 717081103         44,179   1,894,473
PHARMACEUTICAL PROD DEV INC         COM                 717124101            620      10,000
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            174       2,500
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206            181       2,600
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206            488       7,000
PHELPS DODGE CORP                   COM                 717265102             29         200
PHELPS DODGE CORP                   COM                 717265102             90         625
PHELPS DODGE CORP                   COM                 717265102            194       1,350
PHELPS DODGE CORP                   COM                 717265102            201       1,400
PHELPS DODGE CORP                   COM                 717265102            216       1,500
PHELPS DODGE CORP                   COM                 717265102            266       1,846
PHELPS DODGE CORP                   COM                 717265102            473       3,285
PHELPS DODGE CORP                   COM                 717265102          2,785      19,357
PHELPS DODGE CORP                   COM                 717265102          3,563      24,766
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR       718252604              7         200
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR       718252604             34       1,000
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR       718252604            926      27,600
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR       718252604          1,868      55,700
PIMCO MUN INCOME FD II              COM                 72200W106            227      14,330
PIMCO MUN INCOME FD III             COM                 72201A103            229      14,490
PINNACLE WEST CAP CORP              COM                 723484101             41       1,000
PINNACLE WEST CAP CORP              COM                 723484101            758      18,341
PIONEER NAT RES CO                  COM                 723787107             28         550
PIONEER NAT RES CO                  COM                 723787107             87       1,700
PIONEER NAT RES CO                  COM                 723787107            387       7,550
PIONEER NAT RES CO                  COM                 723787107          1,305      25,454
PITNEY BOWES INC                    COM                 724479100             27         630
PITNEY BOWES INC                    COM                 724479100             68       1,600
PITNEY BOWES INC                    COM                 724479100            594      14,055
PITNEY BOWES INC                    COM                 724479100          1,327      31,418
PITNEY BOWES INC                    COM                 724479100          2,565      60,707
PIXAR                               COM                 725811103             37         709
PIXAR                               COM                 725811103            335       6,360
PLACER DOME INC                     COM                 725906101             14         603
PLACER DOME INC                     COM                 725906101             23       1,000
PLACER DOME INC                     COM                 725906101             46       2,000
PLACER DOME INC                     COM                 725906101             69       3,000
PLACER DOME INC                     COM                 725906101            135       5,900
PLACER DOME INC                     COM                 725906101            179       7,810
PLACER DOME INC                     COM                 725906101          2,522     109,980
PLACER DOME INC                     COM                 725906101         21,623     943,000
PLUM CREEK TIMBER CO INC            COM                 729251108             59       1,644
PLUM CREEK TIMBER CO INC            COM                 729251108             72       2,000
PLUM CREEK TIMBER CO INC            COM                 729251108             72       2,000
PLUM CREEK TIMBER CO INC            COM                 729251108          1,564      43,379
PLUM CREEK TIMBER CO INC            COM                 729251108          2,788      77,329
POGO PRODUCING CO                   COM                 730448107             50       1,002
POGO PRODUCING CO                   COM                 730448107            444       8,913
POPULAR INC                         COM                 733174106            806      38,132
PORTUGAL TELECOM SGPS S A           SPONSORED ADR       737273102             10         980
PORTUGAL TELECOM SGPS S A           SPONSORED ADR       737273102             14       1,375
PORTUGAL TELECOM SGPS S A           SPONSORED ADR       737273102             87       8,624
PORTUGAL TELECOM SGPS S A           SPONSORED ADR       737273102            102      10,130
POTASH CORP SASK INC                COM                 73755L107              6          79
POTASH CORP SASK INC                COM                 73755L107              9         118
POTASH CORP SASK INC                COM                 73755L107             40         500
POTASH CORP SASK INC                COM                 73755L107          2,131      26,569
POWER INTEGRATIONS INC              COM                 739276103            248      10,420
PRAXAIR INC                         COM                 74005P104             20         375
PRAXAIR INC                         COM                 74005P104             66       1,255
PRAXAIR INC                         COM                 74005P104            150       2,835
PRAXAIR INC                         COM                 74005P104            163       3,075
PRAXAIR INC                         COM                 74005P104            523       9,874
PRAXAIR INC                         COM                 74005P104          1,324      24,995
PRAXAIR INC                         COM                 74005P104          4,206      79,425
PRECISION CASTPARTS CORP            COM                 740189105            978      18,886
PRECISION DRILLING TR               TR UNIT             740215108            443      13,425
PRICE T ROWE GROUP INC              COM                 74144T108            151       2,100
PRICE T ROWE GROUP INC              COM                 74144T108            509       7,072
PRICE T ROWE GROUP INC              COM                 74144T108          2,473      34,332
PRIDE INTL INC DEL                  COM                 74153Q102              3         104
PRIDE INTL INC DEL                  COM                 74153Q102            231       7,500
PRIDE INTL INC DEL                  COM                 74153Q102            724      23,556
PRIMEWEST ENERGY TR                 TR UNIT NEW         741930309             31       1,000
PRIMEWEST ENERGY TR                 TR UNIT NEW         741930309            938      30,352
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102              4          85
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102             23         475
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102            356       7,500
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102            700      14,762
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102          2,196      46,300
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102          2,882      60,760
PROCTER & GAMBLE CO                 COM                 742718109             12         200
PROCTER & GAMBLE CO                 COM                 742718109             17         290
PROCTER & GAMBLE CO                 COM                 742718109            202       3,495
PROCTER & GAMBLE CO                 COM                 742718109            230       3,978
PROCTER & GAMBLE CO                 COM                 742718109            291       5,027
PROCTER & GAMBLE CO                 COM                 742718109            430       7,422
PROCTER & GAMBLE CO                 COM                 742718109            508       8,775
PROCTER & GAMBLE CO                 COM                 742718109            767      13,260
PROCTER & GAMBLE CO                 COM                 742718109            811      14,017
PROCTER & GAMBLE CO                 COM                 742718109            929      16,053
PROCTER & GAMBLE CO                 COM                 742718109          1,089      18,812
PROCTER & GAMBLE CO                 COM                 742718109          1,230      21,253
PROCTER & GAMBLE CO                 COM                 742718109          1,297      22,406
PROCTER & GAMBLE CO                 COM                 742718109          1,393      24,068
PROCTER & GAMBLE CO                 COM                 742718109          1,915      33,085
PROCTER & GAMBLE CO                 COM                 742718109          2,608      45,064
PROCTER & GAMBLE CO                 COM                 742718109          3,341      57,715
PROCTER & GAMBLE CO                 COM                 742718109          7,532     130,125
PROCTER & GAMBLE CO                 COM                 742718109          9,468     163,587
PROCTER & GAMBLE CO                 COM                 742718109         10,365     179,081
PROCTER & GAMBLE CO                 COM                 742718109         18,402     317,930
PROCTER & GAMBLE CO                 COM                 742718109         50,676     875,527
PROGRESS ENERGY INC                 COM                 743263105              6         140
PROGRESS ENERGY INC                 COM                 743263105             15         345
PROGRESS ENERGY INC                 COM                 743263105             33         757
PROGRESS ENERGY INC                 COM                 743263105             44       1,005
PROGRESS ENERGY INC                 COM                 743263105          2,496      56,835
PROGRESSIVE CORP OHIO               COM                 743315103            151       1,295
PROGRESSIVE CORP OHIO               COM                 743315103            234       2,005
PROGRESSIVE CORP OHIO               COM                 743315103          3,363      28,800
PROGRESSIVE CORP OHIO               COM                 743315103          5,623      48,152
PROLOGIS                            SH BEN INT          743410102             68       1,460
PROLOGIS                            SH BEN INT          743410102          1,763      37,730
PROTECTIVE LIFE CORP                COM                 743674103            398       9,093
PROTEIN DESIGN LABS INC             COM                 74369L103            114       4,000
PROTEIN DESIGN LABS INC             COM                 74369L103            674      23,700
PROVIDENT ENERGY TR                 TR UNIT             74386K104            982      90,883
PROVIDENT NEW YORK BANCORP          COM                 744028101          1,869     169,715
PRUDENTIAL FINL INC                 COM                 744320102             63         857
PRUDENTIAL FINL INC                 COM                 744320102             64         870
PRUDENTIAL FINL INC                 COM                 744320102            114       1,551
PRUDENTIAL FINL INC                 COM                 744320102            373       5,100
PRUDENTIAL FINL INC                 COM                 744320102            802      10,960
PRUDENTIAL FINL INC                 COM                 744320102          4,534      61,948
PRUDENTIAL FINL INC                 COM                 744320102          9,935     135,747
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106             34         525
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106          3,953      60,849
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106         16,243     250,000
PUBLIC STORAGE INC                  COM                 74460D109            135       2,000
PUBLIC STORAGE INC                  COM                 74460D109            333       4,923
PUBLIC STORAGE INC                  COM                 74460D109          1,151      16,990
PUGET ENERGY INC NEW                COM                 745310102              1          33
PUGET ENERGY INC NEW                COM                 745310102            306      14,970
PULTE HOMES INC                     COM                 745867101              1          30
PULTE HOMES INC                     COM                 745867101             43       1,100
PULTE HOMES INC                     COM                 745867101             83       2,100
PULTE HOMES INC                     COM                 745867101            117       2,975
PULTE HOMES INC                     COM                 745867101          1,529      38,851
PULTE HOMES INC                     COM                 745867101          2,438      61,940
QLOGIC CORP                         COM                 747277101             20         600
QLOGIC CORP                         COM                 747277101             39       1,200
QLOGIC CORP                         COM                 747277101             43       1,322
QLOGIC CORP                         COM                 747277101             98       3,000
QLOGIC CORP                         COM                 747277101            548      16,847
QUALCOMM INC                        COM                 747525103             19         440
QUALCOMM INC                        COM                 747525103             52       1,218
QUALCOMM INC                        COM                 747525103             86       2,000
QUALCOMM INC                        COM                 747525103            154       3,585
QUALCOMM INC                        COM                 747525103            177       4,100
QUALCOMM INC                        COM                 747525103            184       4,260
QUALCOMM INC                        COM                 747525103            196       4,539
QUALCOMM INC                        COM                 747525103            442      10,265
QUALCOMM INC                        COM                 747525103            570      13,241
QUALCOMM INC                        COM                 747525103          1,057      24,545
QUALCOMM INC                        COM                 747525103          1,456      33,802
QUALCOMM INC                        COM                 747525103          4,228      98,133
QUALCOMM INC                        COM                 747525103         18,279     424,297
QUANTA SVCS INC                     SDCV  4.500%10/0    74762EAC6              3       2,000
QUANTA SVCS INC                     SDCV  4.500%10/0    74762EAC6             14      11,000
QUEBECOR WORLD INC                  COM NON-VTG         748203106          1,351      99,430
QUEST DIAGNOSTICS INC               COM                 74834L100             72       1,400
QUEST DIAGNOSTICS INC               COM                 74834L100             72       1,402
QUEST DIAGNOSTICS INC               COM                 74834L100            113       2,200
QUEST DIAGNOSTICS INC               COM                 74834L100            440       8,540
QUEST DIAGNOSTICS INC               COM                 74834L100            739      14,349
QUEST DIAGNOSTICS INC               COM                 74834L100          2,055      39,912
QUESTAR CORP                        COM                 748356102              2          25
QUESTAR CORP                        COM                 748356102            214       2,823
QUESTAR CORP                        COM                 748356102          1,080      14,261
QUIKSILVER INC                      COM                 74838C106            208      15,000
QUILMES INDL QUINSA SOCIETE         SP ADR CL B         74838Y207            265       7,780
QWEST COMMUNICATIONS INTL IN        COM                 749121109              1         107
QWEST COMMUNICATIONS INTL IN        COM                 749121109              1         112
QWEST COMMUNICATIONS INTL IN        COM                 749121109              4         709
QWEST COMMUNICATIONS INTL IN        COM                 749121109             17       3,000
QWEST COMMUNICATIONS INTL IN        COM                 749121109          2,475     438,120
RF MICRODEVICES INC                 COM                 749941100             11       2,000
RF MICRODEVICES INC                 COM                 749941100             24       4,433
RF MICRODEVICES INC                 COM                 749941100             24       4,500
RADIAN GROUP INC                    COM                 750236101              5          83
RADIAN GROUP INC                    COM                 750236101             53         900
RADIAN GROUP INC                    COM                 750236101            652      11,121
RADIAN GROUP INC                    COM                 750236101            804      13,720
RADIOSHACK CORP                     COM                 750438103             30       1,414
RADIOSHACK CORP                     COM                 750438103             46       2,200
RADIOSHACK CORP                     COM                 750438103            235      11,165
RADIOSHACK CORP                     COM                 750438103            748      35,550
RAMBUS INC DEL                      COM                 750917106            324      20,000
RAMBUS INC DEL                      COM                 750917106            324      20,000
RAND CAP CORP                       COM                 752185108            334     249,207
RAYTHEON CO                         COM NEW             755111507              4          90
RAYTHEON CO                         COM NEW             755111507             12         300
RAYTHEON CO                         COM NEW             755111507             53       1,320
RAYTHEON CO                         COM NEW             755111507             80       2,000
RAYTHEON CO                         COM NEW             755111507            171       4,250
RAYTHEON CO                         COM NEW             755111507            265       6,600
RAYTHEON CO                         COM NEW             755111507            826      20,582
RAYTHEON CO                         COM NEW             755111507          1,566      39,000
RAYTHEON CO                         COM NEW             755111507          4,125     102,738
RAYTHEON CO                         COM NEW             755111507         10,963     273,053
RED HAT INC                         COM                 756577102             45       1,650
RED HAT INC                         COM                 756577102             55       2,000
RED HAT INC                         COM                 756577102            382      14,000
REEBOK INTL LTD                     COM                 758110100             83       1,420
REEBOK INTL LTD                     COM                 758110100            209       3,585
REEBOK INTL LTD                     COM                 758110100            943      16,200
REEBOK INTL LTD                     COM                 758110100          2,510      43,100
REGENCY CTRS CORP                   COM                 758849103            500       8,490
REGIS CORP MINN                     COM                 758932107              4         100
REGIS CORP MINN                     COM                 758932107            397      10,300
REGIONS FINANCIAL CORP NEW          COM                 7591EP100             14         410
REGIONS FINANCIAL CORP NEW          COM                 7591EP100             34       1,000
REGIONS FINANCIAL CORP NEW          COM                 7591EP100            436      12,778
REGIONS FINANCIAL CORP NEW          COM                 7591EP100          3,588     105,023
REGIONS FINANCIAL CORP NEW          COM                 7591EP100         16,449     481,520
REPSOL YPF S A                      SPONSORED ADR       76026T205            356      12,095
REPSOL YPF S A                      SPONSORED ADR       76026T205          8,226     279,700
REPUBLIC SVCS INC                   COM                 760759100             34         915
REPUBLIC SVCS INC                   COM                 760759100            189       5,024
REPUBLIC SVCS INC                   COM                 760759100            839      22,353
REPUBLIC SVCS INC                   COM                 760759100            927      24,692
RESEARCH IN MOTION LTD              COM                 760975102            139       2,113
RESEARCH IN MOTION LTD              COM                 760975102          3,417      51,760
RESPIRONICS INC                     COM                 761230101            411      11,100
RETAIL HOLDRS TR                    DEP RCPT            76127U101          8,486      88,970
REVLON INC                          CL A                761525500            467     150,500
REYNOLDS & REYNOLDS CO              CL A                761695105            204       7,252
REYNOLDS AMERICAN INC               COM                 761713106              7          75
REYNOLDS AMERICAN INC               COM                 761713106             13         133
REYNOLDS AMERICAN INC               COM                 761713106             57         600
REYNOLDS AMERICAN INC               COM                 761713106             81         846
REYNOLDS AMERICAN INC               COM                 761713106             95       1,000
REYNOLDS AMERICAN INC               COM                 761713106            231       2,428
REYNOLDS AMERICAN INC               COM                 761713106          2,187      22,937
RIO TINTO PLC                       SPONSORED ADR       767204100             15          81
RIO TINTO PLC                       SPONSORED ADR       767204100            912       4,988
RITCHIE BROS AUCTIONEERS            COM                 767744105              8         200
RITCHIE BROS AUCTIONEERS            COM                 767744105          1,975      46,750
ROBERT HALF INTL INC                COM                 770323103            458      12,079
ROBERT HALF INTL INC                COM                 770323103          1,400      36,939
ROCKWELL AUTOMATION INC             COM                 773903109             68       1,142
ROCKWELL AUTOMATION INC             COM                 773903109            544       9,200
ROCKWELL AUTOMATION INC             COM                 773903109            617      10,425
ROCKWELL AUTOMATION INC             COM                 773903109          2,416      40,830
ROCKWELL COLLINS INC                COM                 774341101             32         692
ROCKWELL COLLINS INC                COM                 774341101            790      17,008
ROCKWELL COLLINS INC                COM                 774341101          1,936      41,667
ROFIN SINAR TECHNOLOGIES INC        COM                 775043102          2,195      50,505
ROGERS COMMUNICATIONS INC           CL B                775109200          2,671      63,204
ROHM & HAAS CO                      COM                 775371107              6         120
ROHM & HAAS CO                      COM                 775371107            161       3,324
ROHM & HAAS CO                      COM                 775371107            197       4,061
ROHM & HAAS CO                      COM                 775371107          2,138      44,150
ROME BANCORP INC NEW                COM                 77587P103            546      50,323
ROSS STORES INC                     COM                 778296103              9         300
ROSS STORES INC                     COM                 778296103             61       2,126
ROSS STORES INC                     COM                 778296103            679      23,494
ROSTELECOM OPEN JT STK LNG D        SPONSORED ADR       778529107            382      28,000
ROWAN COS INC                       COM                 779382100              1          35
ROWAN COS INC                       COM                 779382100             68       1,900
ROWAN COS INC                       COM                 779382100             78       2,200
ROWAN COS INC                       COM                 779382100            132       3,703
ROWAN COS INC                       COM                 779382100            592      16,600
ROWAN COS INC                       COM                 779382100            763      21,409
ROWAN COS INC                       COM                 779382100          3,732     104,710
ROYAL & SUN ALLIANCE INS            SPON ADR NEW        78004V202             97       8,865
ROYAL & SUN ALLIANCE INS            SPON ADR NEW        78004V202            156      14,325
ROYAL BK CDA MONTREAL QUE           COM                 780087102             31         400
ROYAL BK CDA MONTREAL QUE           COM                 780087102            156       2,000
ROYAL BK CDA MONTREAL QUE           COM                 780087102          2,534      32,500
ROYAL BK CDA MONTREAL QUE           COM                 780087102         19,027     243,995
ROYAL BK SCOTLAND GROUP PLC         ADR PFD SER P       780097762          2,037      81,000
ROYAL BK SCOTLAND GROUP PLC         SP ADR L RP PF      780097788            231      10,000
ROYAL BK SCOTLAND GROUP PLC         SP ADR L RP PF      780097788            294      12,750
ROYAL BK SCOTLAND GROUP PLC         SPON ADR F          780097804              8         300
ROYAL BK SCOTLAND GROUP PLC         SPON ADR F          780097804            269      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          1,068      41,899
ROYAL BK SCOTLAND GROUP PLC         SPON ADR SER H      780097879             20         800
ROYAL BK SCOTLAND GROUP PLC         SPON ADR SER H      780097879            224       8,800
ROYAL DUTCH SHELL PLC               SPON ADR B          780259107            377       5,842
ROYAL DUTCH SHELL PLC               SPONS ADR A         780259206             11         176
ROYAL DUTCH SHELL PLC               SPONS ADR A         780259206             14         220
ROYAL DUTCH SHELL PLC               SPONS ADR A         780259206             74       1,200
ROYAL DUTCH SHELL PLC               SPONS ADR A         780259206            111       1,810
ROYAL DUTCH SHELL PLC               SPONS ADR A         780259206            346       5,630
ROYAL DUTCH SHELL PLC               SPONS ADR A         780259206            438       7,130
ROYAL DUTCH SHELL PLC               SPONS ADR A         780259206          1,777      28,894
ROYAL DUTCH SHELL PLC               SPONS ADR A         780259206          2,176      35,389
ROYAL DUTCH SHELL PLC               SPONS ADR A         780259206          4,884      79,433
RYANAIR HLDGS PLC                   SPONSORED ADR       783513104             23         410
RYANAIR HLDGS PLC                   SPONSORED ADR       783513104            448       8,000
RYDER SYS INC                       COM                 783549108             74       1,800
RYDER SYS INC                       COM                 783549108            544      13,253
RYLAND GROUP INC                    COM                 783764103            221       3,067
SEI INVESTMENTS CO                  COM                 784117103            429      11,582
SI INTL INC                         COM                 78427V102            237       7,763
SK TELECOM LTD                      SPONSORED ADR       78440P108              1          48
SK TELECOM LTD                      SPONSORED ADR       78440P108              2          93
SK TELECOM LTD                      SPONSORED ADR       78440P108             22       1,085
SK TELECOM LTD                      SPONSORED ADR       78440P108             88       4,330
SK TELECOM LTD                      SPONSORED ADR       78440P108            105       5,184
SK TELECOM LTD                      SPONSORED ADR       78440P108            260      12,800
SK TELECOM LTD                      SPONSORED ADR       78440P108            292      14,406
SK TELECOM LTD                      SPONSORED ADR       78440P108        178,491   8,797,000
SLM CORP                            COM                 78442P106             20         369
SLM CORP                            COM                 78442P106             43         775
SLM CORP                            COM                 78442P106            275       5,000
SLM CORP                            COM                 78442P106            364       6,602
SLM CORP                            COM                 78442P106          1,322      24,000
SLM CORP                            COM                 78442P106          5,478      99,439
SPDR TR                             UNIT SER 1          78462F103             71         570
SPDR TR                             UNIT SER 1          78462F103            137       1,100
SPDR TR                             UNIT SER 1          78462F103            205       1,650
SPDR TR                             UNIT SER 1          78462F103            289       2,318
SPDR TR                             UNIT SER 1          78462F103            352       2,830
SPDR TR                             UNIT SER 1          78462F103            373       2,995
SPDR TR                             UNIT SER 1          78462F103            449       3,610
SPDR TR                             UNIT SER 1          78462F103            651       5,232
SPDR TR                             UNIT SER 1          78462F103            666       5,349
SPDR TR                             UNIT SER 1          78462F103          1,153       9,260
SPDR TR                             UNIT SER 1          78462F103          2,801      22,500
SPDR TR                             UNIT SER 1          78462F103          3,050      24,500
SPDR TR                             UNIT SER 1          78462F103          6,975      56,020
SPDR TR                             UNIT SER 1          78462F103          8,420      67,629
SPDR TR                             UNIT SER 1          78462F103         15,119     121,428
SPDR TR                             UNIT SER 1          78462F103         50,737     407,496
SPX CORP                            COM                 784635104              6         140
SPX CORP                            COM                 784635104            502      10,962
SABRE HLDGS CORP                    CL A                785905100              8         344
SABRE HLDGS CORP                    CL A                785905100             10         431
SABRE HLDGS CORP                    CL A                785905100             88       3,653
SABRE HLDGS CORP                    CL A                785905100            691      28,656
SAFECO CORP                         COM                 786429100              6         107
SAFECO CORP                         COM                 786429100              6         114
SAFECO CORP                         COM                 786429100             30         530
SAFECO CORP                         COM                 786429100            671      11,879
SAFECO CORP                         COM                 786429100          1,825      32,299
SAFEWAY INC                         COM NEW             786514208             16         690
SAFEWAY INC                         COM NEW             786514208             65       2,765
SAFEWAY INC                         COM NEW             786514208            191       8,080
SAFEWAY INC                         COM NEW             786514208            279      11,800
SAFEWAY INC                         COM NEW             786514208            338      14,303
SAFEWAY INC                         COM NEW             786514208          2,333      98,599
ST JOE CO                           COM                 790148100            302       4,500
ST JOE CO                           COM                 790148100            336       5,000
ST JOE CO                           COM                 790148100            827      12,302
ST JUDE MED INC                     COM                 790849103              7         145
ST JUDE MED INC                     COM                 790849103             25         500
ST JUDE MED INC                     COM                 790849103             40         800
ST JUDE MED INC                     COM                 790849103            100       2,000
ST JUDE MED INC                     COM                 790849103            156       3,100
ST JUDE MED INC                     COM                 790849103            717      14,275
ST JUDE MED INC                     COM                 790849103          2,207      43,956
ST JUDE MED INC                     COM                 790849103          4,464      88,930
ST PAUL TRAVELERS INC               COM                 792860108              0           6
ST PAUL TRAVELERS INC               COM                 792860108              3          65
ST PAUL TRAVELERS INC               COM                 792860108              4          99
ST PAUL TRAVELERS INC               COM                 792860108              6         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             17         390
ST PAUL TRAVELERS INC               COM                 792860108             80       1,800
ST PAUL TRAVELERS INC               COM                 792860108            128       2,860
ST PAUL TRAVELERS INC               COM                 792860108            396       8,855
ST PAUL TRAVELERS INC               COM                 792860108            461      10,320
ST PAUL TRAVELERS INC               COM                 792860108            882      19,737
ST PAUL TRAVELERS INC               COM                 792860108            963      21,565
ST PAUL TRAVELERS INC               COM                 792860108          7,545     168,902
ST PAUL TRAVELERS INC               COM                 792860108         10,965     245,470
ST PAUL TRAVELERS INC               COM                 792860108         28,904     647,053
SAMARITAN PHARMACEUTICALS           COM                 79586Q108             10      25,000
SAN PAOLO-IMI S P A                 SPONSORED ADR       799175104              5         160
SAN PAOLO-IMI S P A                 SPONSORED ADR       799175104             10         305
SAN PAOLO-IMI S P A                 SPONSORED ADR       799175104            455      14,552
SANDISK CORP                        COM                 80004C101              3          50
SANDISK CORP                        COM                 80004C101             33         520
SANDISK CORP                        COM                 80004C101             38         600
SANDISK CORP                        COM                 80004C101             52         823
SANDISK CORP                        COM                 80004C101          1,962      31,233
SANMINA SCI CORP                    COM                 800907107              3         675
SANMINA SCI CORP                    COM                 800907107              3         816
SANMINA SCI CORP                    COM                 800907107              9       2,160
SANMINA SCI CORP                    COM                 800907107             17       4,000
SANMINA SCI CORP                    COM                 800907107             34       8,040
SANMINA SCI CORP                    COM                 800907107             75      17,700
SANMINA SCI CORP                    COM                 800907107            454     106,473
SANMINA SCI CORP                    COM                 800907107          1,488     349,290
SANMINA SCI CORP                    COM                 800907107          1,616     379,250
SANOFI AVENTIS                      SPONSORED ADR       80105N105              5         110
SANOFI AVENTIS                      SPONSORED ADR       80105N105             30         688
SANOFI AVENTIS                      SPONSORED ADR       80105N105             44       1,000
SANOFI AVENTIS                      SPONSORED ADR       80105N105            190       4,328
SANOFI AVENTIS                      SPONSORED ADR       80105N105            544      12,394
SANOFI AVENTIS                      SPONSORED ADR       80105N105            678      15,435
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204              0           1
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204              2          48
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204              4          95
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204              9         200
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204             40         880
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204            420       9,313
SARA LEE CORP                       COM                 803111103            443      23,432
SARA LEE CORP                       COM                 803111103            931      49,258
SARA LEE CORP                       COM                 803111103          3,603     190,646
SASOL LTD                           SPONSORED ADR       803866300              4         113
SASOL LTD                           SPONSORED ADR       803866300              8         234
SASOL LTD                           SPONSORED ADR       803866300             10         288
SASOL LTD                           SPONSORED ADR       803866300             11         304
SASOL LTD                           SPONSORED ADR       803866300             91       2,550
SASOL LTD                           SPONSORED ADR       803866300            510      14,300
SATYAM COMPUTER SERVICES LTD        ADR                 804098101              1          24
SATYAM COMPUTER SERVICES LTD        ADR                 804098101              2          45
SATYAM COMPUTER SERVICES LTD        ADR                 804098101              2          52
SATYAM COMPUTER SERVICES LTD        ADR                 804098101              5         141
SATYAM COMPUTER SERVICES LTD        ADR                 804098101            293       8,000
SCANA CORP NEW                      COM                 80589M102              4         100
SCANA CORP NEW                      COM                 80589M102             39       1,000
SCANA CORP NEW                      COM                 80589M102            900      22,857
SCANSOURCE INC                      COM                 806037107            330       6,042
SCHEIN HENRY INC                    COM                 806407102            117       2,692
SCHEIN HENRY INC                    COM                 806407102            505      11,571
SCHEIN HENRY INC                    COM                 806407102            563      12,894
SCHERING A G                        SPONSORED ADR       806585204              7         100
SCHERING A G                        SPONSORED ADR       806585204             28         418
SCHERING A G                        SPONSORED ADR       806585204            167       2,490
SCHERING A G                        SPONSORED ADR       806585204            387       5,784
SCHERING PLOUGH CORP                COM                 806605101              4         200
SCHERING PLOUGH CORP                COM                 806605101              4         200
SCHERING PLOUGH CORP                COM                 806605101              6         300
SCHERING PLOUGH CORP                COM                 806605101             31       1,510
SCHERING PLOUGH CORP                COM                 806605101             33       1,600
SCHERING PLOUGH CORP                COM                 806605101             46       2,200
SCHERING PLOUGH CORP                COM                 806605101             50       2,375
SCHERING PLOUGH CORP                COM                 806605101             54       2,584
SCHERING PLOUGH CORP                COM                 806605101             83       4,000
SCHERING PLOUGH CORP                COM                 806605101             83       4,000
SCHERING PLOUGH CORP                COM                 806605101            204       9,793
SCHERING PLOUGH CORP                COM                 806605101            400      19,200
SCHERING PLOUGH CORP                COM                 806605101            800      38,370
SCHERING PLOUGH CORP                COM                 806605101          1,331      63,819
SCHERING PLOUGH CORP                COM                 806605101          1,668      80,000
SCHERING PLOUGH CORP                COM                 806605101          7,453     357,461
SCHLUMBERGER LTD                    COM                 806857108            176       1,810
SCHLUMBERGER LTD                    COM                 806857108            194       2,000
SCHLUMBERGER LTD                    COM                 806857108            413       4,249
SCHLUMBERGER LTD                    COM                 806857108            676       6,959
SCHLUMBERGER LTD                    COM                 806857108            758       7,800
SCHLUMBERGER LTD                    COM                 806857108            765       7,872
SCHLUMBERGER LTD                    COM                 806857108          1,255      12,923
SCHLUMBERGER LTD                    COM                 806857108          1,764      18,160
SCHLUMBERGER LTD                    COM                 806857108          2,098      21,600
SCHLUMBERGER LTD                    COM                 806857108          3,400      35,000
SCHLUMBERGER LTD                    COM                 806857108          4,984      51,297
SCHLUMBERGER LTD                    COM                 806857108          5,031      51,785
SCHLUMBERGER LTD                    COM                 806857108          6,338      65,242
SCHLUMBERGER LTD                    COM                 806857108         14,737     151,698
SCHLUMBERGER LTD                    COM                 806857108         49,854     513,164
SCHWAB CHARLES CORP NEW             COM                 808513105              7         500
SCHWAB CHARLES CORP NEW             COM                 808513105             34       2,300
SCHWAB CHARLES CORP NEW             COM                 808513105             39       2,656
SCHWAB CHARLES CORP NEW             COM                 808513105             47       3,170
SCHWAB CHARLES CORP NEW             COM                 808513105            142       9,700
SCHWAB CHARLES CORP NEW             COM                 808513105            256      17,455
SCHWAB CHARLES CORP NEW             COM                 808513105            267      18,200
SCHWAB CHARLES CORP NEW             COM                 808513105          4,356     296,965
SCIENTIFIC ATLANTA INC              COM                 808655104            145       3,374
SCIENTIFIC ATLANTA INC              COM                 808655104            597      13,850
SCIENTIFIC ATLANTA INC              COM                 808655104          1,444      33,526
SCRIPPS E W CO OHIO                 CL A                811054204             62       1,300
SCRIPPS E W CO OHIO                 CL A                811054204            131       2,720
SCRIPPS E W CO OHIO                 CL A                811054204            303       6,318
SCRIPPS E W CO OHIO                 CL A                811054204            418       8,700
SCRIPPS E W CO OHIO                 CL A                811054204          1,026      21,360
SCUDDER NEW ASIA FD INC             COM                 811183102            237      12,000
SCUDDER NEW ASIA FD INC             COM                 811183102            712      36,000
SEALED AIR CORP NEW                 COM                 81211K100             18         323
SEALED AIR CORP NEW                 COM                 81211K100             32         570
SEALED AIR CORP NEW                 COM                 81211K100            126       2,238
SEALED AIR CORP NEW                 COM                 81211K100            774      13,774
SEALED AIR CORP NEW                 COM                 81211K100          1,022      18,186
SEALED AIR CORP NEW                 COM                 81211K100          1,887      33,600
SEARS HLDGS CORP                    COM                 812350106             24         212
SEARS HLDGS CORP                    COM                 812350106             89         773
SEARS HLDGS CORP                    COM                 812350106            193       1,669
SEARS HLDGS CORP                    COM                 812350106            256       2,219
SEARS HLDGS CORP                    COM                 812350106            543       4,700
SEARS HLDGS CORP                    COM                 812350106          3,085      26,704
SELECT SECTOR SPDR TR               SBI MATERIALS       81369Y100             20         655
SELECT SECTOR SPDR TR               SBI MATERIALS       81369Y100             61       2,000
SELECT SECTOR SPDR TR               SBI MATERIALS       81369Y100            101       3,344
SELECT SECTOR SPDR TR               SBI MATERIALS       81369Y100            268       8,850
SELECT SECTOR SPDR TR               SBI MATERIALS       81369Y100          1,392      45,982
SELECT SECTOR SPDR TR               SBI HEALTHCARE      81369Y209             29         930
SELECT SECTOR SPDR TR               SBI HEALTHCARE      81369Y209            151       4,766
SELECT SECTOR SPDR TR               SBI HEALTHCARE      81369Y209            201       6,340
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506             46         911
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506            106       2,100
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506            151       3,000
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506            171       3,398
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506            257       5,100
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506            516      10,265
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506            654      13,000
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506          5,073     100,843
SELECT SECTOR SPDR TR               SBI INT-FINL        81369Y605            203       6,413
SELECT SECTOR SPDR TR               SBI INT-FINL        81369Y605            205       6,485
SELECT SECTOR SPDR TR               SBI INT-FINL        81369Y605          6,915     218,360
SELECT SECTOR SPDR TR               SBI INT-INDS        81369Y704             15         490
SELECT SECTOR SPDR TR               SBI INT-INDS        81369Y704             77       2,460
SELECT SECTOR SPDR TR               SBI INT-INDS        81369Y704            135       4,290
SELECT SECTOR SPDR TR               SBI INT-INDS        81369Y704          4,548     144,745
SELECT SECTOR SPDR TR               SBI INT-TECH        81369Y803             10         500
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            239      11,430
SEMPRA ENERGY                       COM                 816851109              7         145
SEMPRA ENERGY                       COM                 816851109             17         370
SEMPRA ENERGY                       COM                 816851109            134       2,990
SEMPRA ENERGY                       COM                 816851109            816      18,190
SEMPRA ENERGY                       COM                 816851109          2,651      59,120
SEPRACOR INC                        COM                 817315104             52       1,000
SEPRACOR INC                        COM                 817315104             83       1,605
SEPRACOR INC                        COM                 817315104            768      14,889
SERENA SOFTWARE INC                 COM                 817492101            128       5,442
SERENA SOFTWARE INC                 COM                 817492101            274      11,700
SERENA SOFTWARE INC                 COM                 817492101          1,007      42,986
SERVICEMASTER CO                    COM                 81760N109             16       1,340
SERVICEMASTER CO                    COM                 81760N109            630      52,690
SHAW COMMUNICATIONS INC             CL B CONV           82028K200             26       1,200
SHAW COMMUNICATIONS INC             CL B CONV           82028K200          1,852      85,446
SHERWIN WILLIAMS CO                 COM                 824348106             41         899
SHERWIN WILLIAMS CO                 COM                 824348106             50       1,100
SHERWIN WILLIAMS CO                 COM                 824348106            136       3,000
SHERWIN WILLIAMS CO                 COM                 824348106          1,196      26,331
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100            220       2,700
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100            329       4,035
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100            408       5,000
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100          2,924      35,880
SHUFFLE MASTER INC                  COM                 825549108             23         900
SHUFFLE MASTER INC                  COM                 825549108            211       8,395
SIEBEL SYS INC                      COM                 826170102              1         126
SIEBEL SYS INC                      COM                 826170102              3         262
SIEBEL SYS INC                      COM                 826170102             19       1,800
SIEBEL SYS INC                      COM                 826170102             72       6,800
SIEBEL SYS INC                      COM                 826170102          1,211     114,567
SIEMENS A G                         SPONSORED ADR       826197501              4          52
SIEMENS A G                         SPONSORED ADR       826197501             16         185
SIEMENS A G                         SPONSORED ADR       826197501            296       3,463
SIEMENS A G                         SPONSORED ADR       826197501            602       7,032
SIGMA ALDRICH CORP                  COM                 826552101             38         600
SIGMA ALDRICH CORP                  COM                 826552101             63       1,000
SIGMA ALDRICH CORP                  COM                 826552101             89       1,407
SIGMA ALDRICH CORP                  COM                 826552101            160       2,535
SIGMA ALDRICH CORP                  COM                 826552101            995      15,723
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864              1         127
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864              2         247
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864              2         289
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864              5         781
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864         12,754   1,837,698
SIMON PPTY GROUP INC NEW            COM                 828806109             15         190
SIMON PPTY GROUP INC NEW            COM                 828806109            605       7,899
SIMON PPTY GROUP INC NEW            COM                 828806109          3,297      43,029
SINOPEC SHANGHAI PETROCHEMIC        SPON ADR H          82935M109            103       2,700
SINOPEC SHANGHAI PETROCHEMIC        SPON ADR H          82935M109            185       4,880
SIRIUS SATELLITE RADIO INC          COM                 82966U103              7       1,000
SIRIUS SATELLITE RADIO INC          COM                 82966U103             34       5,000
SIRIUS SATELLITE RADIO INC          COM                 82966U103            113      16,900
SIRIUS SATELLITE RADIO INC          COM                 82966U103          1,516     226,338
SMART & FINAL INC                   COM                 831683107          2,318     180,000
SMITH INTL INC                      COM                 832110100             32         858
SMITH INTL INC                      COM                 832110100             74       1,986
SMITH INTL INC                      COM                 832110100          1,266      34,118
SMITHFIELD FOODS INC                COM                 832248108             15         500
SMITHFIELD FOODS INC                COM                 832248108             19         625
SMITHFIELD FOODS INC                COM                 832248108            448      14,638
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             53       1,210
SMUCKER J M CO                      COM NEW             832696405            176       4,004
SMURFIT-STONE CONTAINER CORP        COM                 832727101              1         100
SMURFIT-STONE CONTAINER CORP        COM                 832727101             19       1,350
SMURFIT-STONE CONTAINER CORP        COM                 832727101             28       2,000
SMURFIT-STONE CONTAINER CORP        COM                 832727101             36       2,540
SMURFIT-STONE CONTAINER CORP        COM                 832727101            128       9,047
SMURFIT-STONE CONTAINER CORP        COM                 832727101            140       9,900
SMURFIT-STONE CONTAINER CORP        COM                 832727101            427      30,140
SOLECTRON CORP                      COM                 834182107             29       7,895
SOLECTRON CORP                      COM                 834182107             33       9,000
SOLECTRON CORP                      COM                 834182107            803     219,417
SONY CORP                           ADR NEW             835699307              2          60
SONY CORP                           ADR NEW             835699307              7         175
SONY CORP                           ADR NEW             835699307             24         600
SONY CORP                           ADR NEW             835699307            147       3,600
SONY CORP                           ADR NEW             835699307            186       4,565
SONY CORP                           ADR NEW             835699307            290       7,105
SONY CORP                           ADR NEW             835699307            319       7,810
SONY CORP                           ADR NEW             835699307          1,691      41,450
SOUTHERN CO                         COM                 842587107              4         120
SOUTHERN CO                         COM                 842587107             24         700
SOUTHERN CO                         COM                 842587107            260       7,542
SOUTHERN CO                         COM                 842587107            266       7,700
SOUTHERN CO                         COM                 842587107            490      14,200
SOUTHERN CO                         COM                 842587107          3,578     103,631
SOUTHERN CO                         COM                 842587107          4,090     118,449
SOUTHERN CO                         COM                 842587107          6,188     179,195
SOUTHERN CO                         COM                 842587107        138,120   4,000,000
SOUTHERN COPPER CORP                COM                 84265V105             67       1,000
SOUTHERN COPPER CORP                COM                 84265V105          1,186      17,700
SOUTHWEST AIRLS CO                  COM                 844741108              3         200
SOUTHWEST AIRLS CO                  COM                 844741108             83       5,062
SOUTHWEST AIRLS CO                  COM                 844741108            919      55,946
SOUTHWEST AIRLS CO                  COM                 844741108          2,897     176,309
SOVEREIGN BANCORP INC               COM                 845905108             87       4,015
SOVEREIGN BANCORP INC               COM                 845905108            216      10,000
SOVEREIGN BANCORP INC               COM                 845905108          1,632      75,494
SPEEDUS CORP                        COM                 847723103             12      10,000
SPRINT NEXTEL CORP                  COM FON             852061100              4         165
SPRINT NEXTEL CORP                  COM FON             852061100              6         260
SPRINT NEXTEL CORP                  COM FON             852061100             19         805
SPRINT NEXTEL CORP                  COM FON             852061100             24       1,008
SPRINT NEXTEL CORP                  COM FON             852061100             59       2,520
SPRINT NEXTEL CORP                  COM FON             852061100             93       4,000
SPRINT NEXTEL CORP                  COM FON             852061100            164       7,000
SPRINT NEXTEL CORP                  COM FON             852061100            226       9,667
SPRINT NEXTEL CORP                  COM FON             852061100            360      15,400
SPRINT NEXTEL CORP                  COM FON             852061100            362      15,503
SPRINT NEXTEL CORP                  COM FON             852061100            407      17,429
SPRINT NEXTEL CORP                  COM FON             852061100          1,237      52,944
SPRINT NEXTEL CORP                  COM FON             852061100          1,377      58,964
SPRINT NEXTEL CORP                  COM FON             852061100         16,086     688,606
SPRINT NEXTEL CORP                  COM FON             852061100        128,480   5,500,000
STANLEY WKS                         COM                 854616109              6         130
STANLEY WKS                         COM                 854616109             15         320
STANLEY WKS                         COM                 854616109            336       7,000
STANLEY WKS                         COM                 854616109            857      17,832
STAPLES INC                         COM                 855030102             14         630
STAPLES INC                         COM                 855030102             18         800
STAPLES INC                         COM                 855030102            217       9,537
STAPLES INC                         COM                 855030102            260      11,466
STAPLES INC                         COM                 855030102          4,133     181,987
STARBUCKS CORP                      COM                 855244109             73       2,440
STARBUCKS CORP                      COM                 855244109             90       3,000
STARBUCKS CORP                      COM                 855244109            114       3,809
STARBUCKS CORP                      COM                 855244109            150       5,000
STARBUCKS CORP                      COM                 855244109            213       7,100
STARBUCKS CORP                      COM                 855244109            283       9,439
STARBUCKS CORP                      COM                 855244109            331      11,023
STARBUCKS CORP                      COM                 855244109            930      31,000
STARBUCKS CORP                      COM                 855244109          5,771     192,316
STARTEK INC                         COM                 85569C107            275      15,300
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203            862      13,500
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203          1,533      24,000
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203          1,791      28,040
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203          1,821      28,516
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203          2,337      36,600
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203          3,386      53,015
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203         10,689     167,385
STATE STR CORP                      COM                 857477103              2          40
STATE STR CORP                      COM                 857477103             98       1,770
STATE STR CORP                      COM                 857477103            194       3,500
STATE STR CORP                      COM                 857477103            222       4,000
STATE STR CORP                      COM                 857477103            802      14,462
STATE STR CORP                      COM                 857477103          4,456      80,367
STATION CASINOS INC                 COM                 857689103            495       7,294
STATOIL ASA                         SPONSORED ADR       85771P102             24       1,050
STATOIL ASA                         SPONSORED ADR       85771P102            230      10,000
STERLING BANCORP                    COM                 859158107            653      33,082
STMICROELECTRONICS N V              NY REGISTRY         861012102              3         180
STMICROELECTRONICS N V              NY REGISTRY         861012102             14         800
STMICROELECTRONICS N V              NY REGISTRY         861012102             36       2,000
STMICROELECTRONICS N V              NY REGISTRY         861012102            125       6,945
STMICROELECTRONICS N V              NY REGISTRY         861012102            209      11,615
STRAYER ED INC                      COM                 863236105            200       2,139
STREETTRACKS GOLD TR                GOLD SHS            863307104             62       1,200
STREETTRACKS GOLD TR                GOLD SHS            863307104            181       3,500
STREETTRACKS GOLD TR                GOLD SHS            863307104            255       4,950
STREETTRACKS GOLD TR                GOLD SHS            863307104            516      10,000
STREETTRACKS GOLD TR                GOLD SHS            863307104            583      11,300
STREETTRACKS GOLD TR                GOLD SHS            863307104          1,093      21,200
STREETTRACKS INDEX SHS FDS          DJ STOXX 50 FD      863308102            725      18,365
STRYKER CORP                        COM                 863667101             11         255
STRYKER CORP                        COM                 863667101             58       1,315
STRYKER CORP                        COM                 863667101            124       2,800
STRYKER CORP                        COM                 863667101            150       3,366
STRYKER CORP                        COM                 863667101            207       4,657
STRYKER CORP                        COM                 863667101            507      11,417
STRYKER CORP                        COM                 863667101          3,197      71,955
STRYKER CORP                        COM                 863667101          8,896     200,228
SULPHCO INC                         COM                 865378103             17       1,500
SULPHCO INC                         COM                 865378103            257      22,700
SUN LIFE FINL INC                   COM                 866796105            157       3,900
SUN LIFE FINL INC                   COM                 866796105            189       4,700
SUN LIFE FINL INC                   COM                 866796105         12,677     315,898
SUN MICROSYSTEMS INC                COM                 866810104              0         100
SUN MICROSYSTEMS INC                COM                 866810104             14       3,400
SUN MICROSYSTEMS INC                COM                 866810104             15       3,520
SUN MICROSYSTEMS INC                COM                 866810104             53      12,600
SUN MICROSYSTEMS INC                COM                 866810104             96      22,804
SUN MICROSYSTEMS INC                COM                 866810104            111      26,470
SUN MICROSYSTEMS INC                COM                 866810104            154      36,770
SUN MICROSYSTEMS INC                COM                 866810104            214      51,037
SUN MICROSYSTEMS INC                COM                 866810104            308      73,400
SUN MICROSYSTEMS INC                COM                 866810104            353      84,303
SUN MICROSYSTEMS INC                COM                 866810104            524     125,000
SUN MICROSYSTEMS INC                COM                 866810104            553     132,057
SUN MICROSYSTEMS INC                COM                 866810104            933     222,600
SUN MICROSYSTEMS INC                COM                 866810104          3,638     868,332
SUNCOR ENERGY INC                   COM                 867229106             14         220
SUNCOR ENERGY INC                   COM                 867229106            563       8,920
SUNCOR ENERGY INC                   COM                 867229106            758      12,000
SUNCOR ENERGY INC                   COM                 867229106          2,874      45,523
SUNCOR ENERGY INC                   COM                 867229106          7,413     117,425
SUNOCO INC                          COM                 86764P109             61         778
SUNOCO INC                          COM                 86764P109            157       2,000
SUNOCO INC                          COM                 86764P109            176       2,242
SUNOCO INC                          COM                 86764P109            446       5,694
SUNOCO INC                          COM                 86764P109          2,495      31,826
SUNRISE SENIOR LIVING INC           COM                 86768K106             23         688
SUNRISE SENIOR LIVING INC           COM                 86768K106             30         900
SUNRISE SENIOR LIVING INC           COM                 86768K106            372      11,040
SUNTRUST BKS INC                    COM                 867914103              2          25
SUNTRUST BKS INC                    COM                 867914103             12         160
SUNTRUST BKS INC                    COM                 867914103             33         455
SUNTRUST BKS INC                    COM                 867914103            239       3,291
SUNTRUST BKS INC                    COM                 867914103            566       7,782
SUNTRUST BKS INC                    COM                 867914103          2,839      39,025
SUNTRUST BKS INC                    COM                 867914103          6,371      87,559
SUNTECH PWR HLDGS CO LTD            ADR                 86800C104            173       6,332
SUNTECH PWR HLDGS CO LTD            ADR                 86800C104            240       8,820
SUNTECH PWR HLDGS CO LTD            ADR                 86800C104            245       9,000
SUNTECH PWR HLDGS CO LTD            ADR                 86800C104            537      19,699
SUNTECH PWR HLDGS CO LTD            ADR                 86800C104            635      23,310
SUPERVALU INC                       COM                 868536103              1          30
SUPERVALU INC                       COM                 868536103             45       1,400
SUPERVALU INC                       COM                 868536103            988      30,410
SYMANTEC CORP                       COM                 871503108              4         200
SYMANTEC CORP                       COM                 871503108              7         400
SYMANTEC CORP                       COM                 871503108             35       2,000
SYMANTEC CORP                       COM                 871503108             63       3,620
SYMANTEC CORP                       COM                 871503108             68       3,901
SYMANTEC CORP                       COM                 871503108             95       5,400
SYMANTEC CORP                       COM                 871503108            114       6,509
SYMANTEC CORP                       COM                 871503108            140       7,994
SYMANTEC CORP                       COM                 871503108            188      10,749
SYMANTEC CORP                       COM                 871503108            640      36,567
SYMANTEC CORP                       COM                 871503108            722      41,248
SYMANTEC CORP                       COM                 871503108            900      51,412
SYMANTEC CORP                       COM                 871503108          1,744      99,675
SYMANTEC CORP                       COM                 871503108          2,972     169,831
SYMANTEC CORP                       COM                 871503108          3,883     221,861
SYMANTEC CORP                       COM                 871503108          4,764     272,225
SYMBOL TECHNOLOGIES INC             COM                 871508107             13       1,000
SYMBOL TECHNOLOGIES INC             COM                 871508107             13       1,000
SYMBOL TECHNOLOGIES INC             COM                 871508107             49       3,800
SYMBOL TECHNOLOGIES INC             COM                 871508107             83       6,500
SYMBOL TECHNOLOGIES INC             COM                 871508107            636      49,611
SYNOPSYS INC                        COM                 871607107             17         870
SYNOPSYS INC                        COM                 871607107             33       1,627
SYNOPSYS INC                        COM                 871607107            418      20,820
SYNOPSYS INC                        COM                 871607107            744      37,090
SYNOVUS FINL CORP                   COM                 87161C105          1,960      72,556
SYSCO CORP                          COM                 871829107              6         200
SYSCO CORP                          COM                 871829107             47       1,500
SYSCO CORP                          COM                 871829107             86       2,775
SYSCO CORP                          COM                 871829107            117       3,780
SYSCO CORP                          COM                 871829107            943      30,374
SYSCO CORP                          COM                 871829107          1,043      33,588
SYSCO CORP                          COM                 871829107          1,068      34,385
SYSCO CORP                          COM                 871829107          2,035      65,550
SYSCO CORP                          COM                 871829107          4,129     132,975
SYSCO CORP                          COM                 871829107          4,642     149,515
TCF FINL CORP                       COM                 872275102             16         600
TCF FINL CORP                       COM                 872275102            643      23,696
TD BANKNORTH INC                    COM                 87235A101             12         400
TD BANKNORTH INC                    COM                 87235A101            330      11,358
TECO ENERGY INC                     COM                 872375100            794      46,243
TJX COS INC NEW                     COM                 872540109            107       4,600
TJX COS INC NEW                     COM                 872540109            315      13,551
TJX COS INC NEW                     COM                 872540109          2,724     117,267
TXU CORP                            COM                 873168108              5         104
TXU CORP                            COM                 873168108             17         340
TXU CORP                            COM                 873168108             18         356
TXU CORP                            COM                 873168108             50       1,000
TXU CORP                            COM                 873168108             97       1,930
TXU CORP                            COM                 873168108            331       6,600
TXU CORP                            COM                 873168108            622      12,383
TXU CORP                            COM                 873168108          6,221     123,944
TAIWAN FD INC                       COM                 874036106            196      13,100
TAIWAN GREATER CHINA FD             SH BEN INT          874037104             67      12,600
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100              2         161
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100              3         311
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100              6         617
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100             10         985
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100             24       2,394
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100             52       5,254
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100            139      14,000
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100            255      25,724
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100            300      30,228
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100            517      52,136
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100            621      62,625
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100            648      65,360
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100            813      82,000
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100            882      89,009
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100          1,471     148,462
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100         22,438   2,264,199
TALISMAN ENERGY INC                 COM                 87425E103              5         100
TALISMAN ENERGY INC                 COM                 87425E103             11         205
TALISMAN ENERGY INC                 COM                 87425E103            185       3,500
TALISMAN ENERGY INC                 COM                 87425E103          7,546     142,696
TARGET CORP                         COM                 87612E106              2          45
TARGET CORP                         COM                 87612E106             22         400
TARGET CORP                         COM                 87612E106             43         780
TARGET CORP                         COM                 87612E106             66       1,198
TARGET CORP                         COM                 87612E106            313       5,700
TARGET CORP                         COM                 87612E106            484       8,800
TARGET CORP                         COM                 87612E106            725      13,194
TARGET CORP                         COM                 87612E106          2,960      53,845
TARGET CORP                         COM                 87612E106          3,414      62,113
TARGET CORP                         COM                 87612E106          4,084      74,295
TARGET CORP                         COM                 87612E106         12,285     223,491
TATA MTRS LTD                       SPONSORED ADR       876568502              0          30
TATA MTRS LTD                       SPONSORED ADR       876568502              1         100
TATA MTRS LTD                       SPONSORED ADR       876568502          7,837     545,350
TECHNE CORP                         COM                 878377100            245       4,365
TECHNITROL INC                      COM                 878555101            492      28,800
TECUMSEH PRODS CO                   CL A                878895200            381      16,591
TEKTRONIX INC                       COM                 879131100             59       2,100
TEKTRONIX INC                       COM                 879131100             85       3,005
TEKTRONIX INC                       COM                 879131100            405      14,340
TELECOM ARGENTINA S A               SPON ADR REP B      879273209         21,875   1,697,025
TELECOM HLDRS TR                    DEPOSITRY RCPT      87927P200             13         500
TELECOM HLDRS TR                    DEPOSITRY RCPT      87927P200             18         700
TELECOM HLDRS TR                    DEPOSITRY RCPT      87927P200             53       2,000
TELECOM HLDRS TR                    DEPOSITRY RCPT      87927P200            121       4,600
TELECOM HLDRS TR                    DEPOSITRY RCPT      87927P200            398      15,100
TELECOM HLDRS TR                    DEPOSITRY RCPT      87927P200          1,245      47,200
TELECOM ITALIA S P A NEW            SPON ADR ORD        87927Y102              7         254
TELECOM ITALIA S P A NEW            SPON ADR ORD        87927Y102             17         582
TELECOM ITALIA S P A NEW            SPON ADR ORD        87927Y102             87       2,994
TELECOM ITALIA S P A NEW            SPON ADR ORD        87927Y102            118       4,023
TELECOM ITALIA S P A NEW            SPON ADR ORD        87927Y102         25,779     882,531
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR       879287308             17         485
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR       879287308             25         740
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR       879287308             34         978
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR       879287308            285       8,300
TELECOMUNICACOES DE SAO PAUL        SPON ADR PFD        87929A102            204      10,000
TELECOMUNICACOES DE SAO PAUL        SPON ADR PFD        87929A102            231      11,300
TELEFONICA S A                      SPONSORED ADR       879382208              1          28
TELEFONICA S A                      SPONSORED ADR       879382208              6         127
TELEFONICA S A                      SPONSORED ADR       879382208             15         333
TELEFONICA S A                      SPONSORED ADR       879382208             20         446
TELEFONICA S A                      SPONSORED ADR       879382208             29         644
TELEFONICA S A                      SPONSORED ADR       879382208             52       1,144
TELEFONICA S A                      SPONSORED ADR       879382208             73       1,613
TELEFONICA S A                      SPONSORED ADR       879382208            137       3,032
TELEFONICA S A                      SPONSORED ADR       879382208            209       4,640
TELEFONICA S A                      SPONSORED ADR       879382208         16,632     369,446
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780              3         120
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780             10         400
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780             10         400
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780             20         830
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780            122       4,956
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780            148       6,000
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780            181       7,346
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780            212       8,590
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780         10,145     411,081
TELEPHONE & DATA SYS INC            COM                 879433100            319       8,864
TELEPHONE & DATA SYS INC            SPL COM             879433860            307       8,864
TELEWEST GLOBAL INC                 COM                 87956T107              0           2
TELEWEST GLOBAL INC                 COM                 87956T107              0           9
TELEWEST GLOBAL INC                 COM                 87956T107            431      18,100
TELEWEST GLOBAL INC                 COM                 87956T107            826      34,694
TELLABS INC                         COM                 879664100             22       2,000
TELLABS INC                         COM                 879664100             31       2,876
TELLABS INC                         COM                 879664100             62       5,700
TELLABS INC                         COM                 879664100            584      53,543
TELLABS INC                         COM                 879664100          1,221     112,021
TELUS CORP                          NON-VTG SHS         87971M202            680      16,889
TEMPLE INLAND INC                   COM                 879868107          1,156      25,775
TEMPLETON RUS AND EAST EUR F        COM                 88022F105             15         277
TEMPLETON RUS AND EAST EUR F        COM                 88022F105             81       1,475
TEMPLETON RUS AND EAST EUR F        COM                 88022F105            137       2,500
TENARIS S A                         SPONSORED ADR       88031M109          1,884      16,450
TENARIS S A                         SPONSORED ADR       88031M109         33,562     293,117
TENET HEALTHCARE CORP               COM                 88033G100              2         200
TENET HEALTHCARE CORP               COM                 88033G100             12       1,595
TENET HEALTHCARE CORP               COM                 88033G100             22       2,810
TENET HEALTHCARE CORP               COM                 88033G100            283      36,981
TENET HEALTHCARE CORP               COM                 88033G100            794     103,669
TERADYNE INC                        COM                 880770102             17       1,200
TERADYNE INC                        COM                 880770102             20       1,350
TERADYNE INC                        COM                 880770102             25       1,729
TERADYNE INC                        COM                 880770102             52       3,600
TERADYNE INC                        COM                 880770102             75       5,157
TERADYNE INC                        COM                 880770102            105       7,214
TERADYNE INC                        COM                 880770102            698      47,912
TESORO CORP                         COM                 881609101              3          46
TESORO CORP                         COM                 881609101            520       8,450
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209              1          24
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209              2          48
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209             22         500
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209             43       1,000
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209             98       2,277
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209            176       4,100
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209            194       4,500
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209            209       4,856
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209            232       5,400
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209            272       6,325
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209            594      13,800
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209            778      18,100
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209            839      19,502
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209            910      21,155
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209          2,731      63,500
TEVA PHARMACEUTICAL FIN II L        DBCV  0.250% 2/0    88164RAB3              5       4,000
TEVA PHARMACEUTICAL FIN II L        DBCV  0.250% 2/0    88164RAB3             26      21,000
TEXAS INSTRS INC                    COM                 882508104              4         140
TEXAS INSTRS INC                    COM                 882508104             10         300
TEXAS INSTRS INC                    COM                 882508104             19         605
TEXAS INSTRS INC                    COM                 882508104             29         900
TEXAS INSTRS INC                    COM                 882508104             29         910
TEXAS INSTRS INC                    COM                 882508104             32         985
TEXAS INSTRS INC                    COM                 882508104             32       1,000
TEXAS INSTRS INC                    COM                 882508104             55       1,705
TEXAS INSTRS INC                    COM                 882508104             80       2,500
TEXAS INSTRS INC                    COM                 882508104             99       3,100
TEXAS INSTRS INC                    COM                 882508104            167       5,200
TEXAS INSTRS INC                    COM                 882508104            247       7,691
TEXAS INSTRS INC                    COM                 882508104            533      16,615
TEXAS INSTRS INC                    COM                 882508104            669      20,872
TEXAS INSTRS INC                    COM                 882508104          1,080      33,665
TEXAS INSTRS INC                    COM                 882508104          2,371      73,922
TEXAS INSTRS INC                    COM                 882508104          6,691     208,651
TEXAS INSTRS INC                    COM                 882508104         14,445     450,406
TEXTRON INC                         COM                 883203101             57         745
TEXTRON INC                         COM                 883203101            123       1,600
TEXTRON INC                         COM                 883203101            390       5,060
TEXTRON INC                         COM                 883203101          1,133      14,712
TEXTRON INC                         COM                 883203101          2,278      29,588
TEXTRON INC                         COM                 883203101          7,507      97,520
THERAVANCE INC                      COM                 88338T104             23       1,000
THERAVANCE INC                      COM                 88338T104            973      43,225
THERMO ELECTRON CORP                COM                 883556102              9         315
THERMO ELECTRON CORP                COM                 883556102             26         850
THERMO ELECTRON CORP                COM                 883556102            127       4,230
THERMO ELECTRON CORP                COM                 883556102          1,175      38,985
THOMSON CORP                        COM                 884903105             43       1,250
THOMSON CORP                        COM                 884903105             45       1,300
THOMSON CORP                        COM                 884903105          6,231     180,091
3COM CORP                           COM                 885535104              1         196
3COM CORP                           COM                 885535104              2         600
3COM CORP                           COM                 885535104             13       3,610
3COM CORP                           COM                 885535104             36      10,000
3COM CORP                           COM                 885535104             47      13,000
3COM CORP                           COM                 885535104             72      20,000
3M CO                               COM                 88579Y101              5          70
3M CO                               COM                 88579Y101             20         260
3M CO                               COM                 88579Y101             78       1,000
3M CO                               COM                 88579Y101             84       1,080
3M CO                               COM                 88579Y101            155       2,000
3M CO                               COM                 88579Y101            206       2,660
3M CO                               COM                 88579Y101            233       3,000
3M CO                               COM                 88579Y101            247       3,185
3M CO                               COM                 88579Y101            354       4,563
3M CO                               COM                 88579Y101            485       6,255
3M CO                               COM                 88579Y101            552       7,122
3M CO                               COM                 88579Y101            651       8,400
3M CO                               COM                 88579Y101            736       9,500
3M CO                               COM                 88579Y101            826      10,655
3M CO                               COM                 88579Y101          1,636      21,108
3M CO                               COM                 88579Y101          4,968      64,109
3M CO                               COM                 88579Y101          5,088      65,647
3M CO                               COM                 88579Y101          5,169      66,696
3M CO                               COM                 88579Y101          6,745      87,031
3M CO                               COM                 88579Y101         15,784     203,659
TIFFANY & CO NEW                    COM                 886547108              1          28
TIFFANY & CO NEW                    COM                 886547108            305       7,955
TIFFANY & CO NEW                    COM                 886547108            471      12,300
TIFFANY & CO NEW                    COM                 886547108          1,140      29,777
TIME WARNER INC                     COM                 887317105              5         276
TIME WARNER INC                     COM                 887317105             40       2,275
TIME WARNER INC                     COM                 887317105             71       4,090
TIME WARNER INC                     COM                 887317105             78       4,500
TIME WARNER INC                     COM                 887317105             80       4,600
TIME WARNER INC                     COM                 887317105            137       7,830
TIME WARNER INC                     COM                 887317105            174      10,000
TIME WARNER INC                     COM                 887317105            225      12,900
TIME WARNER INC                     COM                 887317105            250      14,327
TIME WARNER INC                     COM                 887317105            304      17,440
TIME WARNER INC                     COM                 887317105            327      18,765
TIME WARNER INC                     COM                 887317105            490      28,100
TIME WARNER INC                     COM                 887317105            714      40,955
TIME WARNER INC                     COM                 887317105          1,709      97,980
TIME WARNER INC                     COM                 887317105          1,759     100,844
TIME WARNER INC                     COM                 887317105          7,532     431,869
TIME WARNER INC                     COM                 887317105          8,592     492,635
TIME WARNER INC                     COM                 887317105         19,068   1,093,338
TIME WARNER INC                     COM                 887317105         98,536   5,650,000
TOLL BROTHERS INC                   COM                 889478103            602      17,388
TOOTSIE ROLL INDS INC               COM                 890516107              4         135
TOOTSIE ROLL INDS INC               COM                 890516107            292      10,089
TORCHMARK CORP                      COM                 891027104             50         900
TORCHMARK CORP                      COM                 891027104            556      10,000
TORCHMARK CORP                      COM                 891027104          1,405      25,270
TORONTO DOMINION BK ONT             COM NEW             891160509             26         500
TORONTO DOMINION BK ONT             COM NEW             891160509         11,763     223,216
TOTAL S A                           SPONSORED ADR       89151E109              6          50
TOTAL S A                           SPONSORED ADR       89151E109             14         109
TOTAL S A                           SPONSORED ADR       89151E109             25         200
TOTAL S A                           SPONSORED ADR       89151E109             32         255
TOTAL S A                           SPONSORED ADR       89151E109            166       1,315
TOTAL S A                           SPONSORED ADR       89151E109            745       5,894
TOTAL S A                           SPONSORED ADR       89151E109          1,826      14,444
TOTAL S A                           SPONSORED ADR       89151E109          3,116      24,650
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307             16         152
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307             19         180
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307             25         235
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307             59         560
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307            167       1,600
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307            252       2,410
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307          4,655      44,490
TRANSALTA CORP                      COM                 89346D107          3,376     154,655
TRANSATLANTIC HLDGS INC             COM                 893521104             17         255
TRANSATLANTIC HLDGS INC             COM                 893521104            219       3,262
TRANSATLANTIC HLDGS INC             COM                 893521104          1,001      14,900
TRANSCANADA CORP                    COM                 89353D107              3         100
TRANSCANADA CORP                    COM                 89353D107             24         750
TRANSCANADA CORP                    COM                 89353D107            167       5,300
TRANSCANADA CORP                    COM                 89353D107          7,194     228,530
TRI CONTL CORP                      COM                 895436103              7         356
TRI CONTL CORP                      COM                 895436103            315      16,950
TRIAD HOSPITALS INC                 COM                 89579K109              5         132
TRIAD HOSPITALS INC                 COM                 89579K109             28         720
TRIAD HOSPITALS INC                 COM                 89579K109            620      15,792
TRIBUNE CO NEW                      COM                 896047107              3         110
TRIBUNE CO NEW                      COM                 896047107              6         205
TRIBUNE CO NEW                      COM                 896047107          1,827      60,383
TRIZEC PROPERTIES INC               COM                 89687P107            332      14,480
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204              2         134
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204              4         259
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204              5         297
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204             12         811
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204             93       6,037
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204            640      41,696
TURKISH INVT FD INC                 COM                 900145103            227       9,000
TYCO INTL LTD NEW                   COM                 902124106              0          16
TYCO INTL LTD NEW                   COM                 902124106              3          90
TYCO INTL LTD NEW                   COM                 902124106             14         500
TYCO INTL LTD NEW                   COM                 902124106             91       3,136
TYCO INTL LTD NEW                   COM                 902124106             94       3,249
TYCO INTL LTD NEW                   COM                 902124106            138       4,795
TYCO INTL LTD NEW                   COM                 902124106            145       5,036
TYCO INTL LTD NEW                   COM                 902124106            191       6,630
TYCO INTL LTD NEW                   COM                 902124106            214       7,400
TYCO INTL LTD NEW                   COM                 902124106            231       8,000
TYCO INTL LTD NEW                   COM                 902124106            251       8,704
TYCO INTL LTD NEW                   COM                 902124106            329      11,392
TYCO INTL LTD NEW                   COM                 902124106            375      12,981
TYCO INTL LTD NEW                   COM                 902124106            526      18,225
TYCO INTL LTD NEW                   COM                 902124106            569      19,733
TYCO INTL LTD NEW                   COM                 902124106            570      19,759
TYCO INTL LTD NEW                   COM                 902124106          1,219      42,226
TYCO INTL LTD NEW                   COM                 902124106          4,109     142,362
TYCO INTL LTD NEW                   COM                 902124106          4,762     165,000
TYCO INTL LTD NEW                   COM                 902124106         14,732     510,474
TYSON FOODS INC                     CL A                902494103              4         205
TYSON FOODS INC                     CL A                902494103             62       3,600
TYSON FOODS INC                     CL A                902494103            294      17,217
TYSON FOODS INC                     CL A                902494103            836      48,863
UICI                                COM                 902737105            636      17,900
UICI                                COM                 902737105          2,060      58,000
UST INC                             COM                 902911106              2          40
UST INC                             COM                 902911106             78       1,900
UST INC                             COM                 902911106            496      12,139
UST INC                             COM                 902911106          1,608      39,374
UST INC                             COM                 902911106         24,498     600,000
US BANCORP DEL                      COM NEW             902973304             24         803
US BANCORP DEL                      COM NEW             902973304             43       1,435
US BANCORP DEL                      COM NEW             902973304            125       4,180
US BANCORP DEL                      COM NEW             902973304            329      11,005
US BANCORP DEL                      COM NEW             902973304            359      12,000
US BANCORP DEL                      COM NEW             902973304            607      20,301
US BANCORP DEL                      COM NEW             902973304            643      21,500
US BANCORP DEL                      COM NEW             902973304          1,365      45,679
US BANCORP DEL                      COM NEW             902973304         13,164     440,405
USEC INC                            COM                 90333E108          4,167     348,680
ULTRA PETROLEUM CORP                COM                 903914109              4          72
ULTRA PETROLEUM CORP                COM                 903914109            262       4,700
ULTRA PETROLEUM CORP                COM                 903914109            295       5,290
ULTRA PETROLEUM CORP                COM                 903914109            472       8,460
ULTRA PETROLEUM CORP                COM                 903914109          1,204      21,584
ULTRA PETROLEUM CORP                COM                 903914109          1,228      22,000
UNILEVER PLC                        SPON ADR NEW        904767704              8         200
UNILEVER PLC                        SPON ADR NEW        904767704             11         273
UNILEVER PLC                        SPON ADR NEW        904767704             13         330
UNILEVER PLC                        SPON ADR NEW        904767704             18         450
UNILEVER PLC                        SPON ADR NEW        904767704            622      15,500
UNILEVER N V                        N Y SHS NEW         904784709             12         170
UNILEVER N V                        N Y SHS NEW         904784709             38         560
UNILEVER N V                        N Y SHS NEW         904784709             76       1,100
UNILEVER N V                        N Y SHS NEW         904784709            238       3,461
UNILEVER N V                        N Y SHS NEW         904784709            337       4,910
UNION PAC CORP                      COM                 907818108             24         300
UNION PAC CORP                      COM                 907818108            173       2,155
UNION PAC CORP                      COM                 907818108            186       2,308
UNION PAC CORP                      COM                 907818108            483       6,000
UNION PAC CORP                      COM                 907818108            918      11,400
UNION PAC CORP                      COM                 907818108          1,379      17,133
UNION PAC CORP                      COM                 907818108          5,174      64,262
UNIONBANCAL CORP                    COM                 908906100            691      10,053
UNISYS CORP                         COM                 909214108             10       1,669
UNISYS CORP                         COM                 909214108             10       1,700
UNISYS CORP                         COM                 909214108             12       2,000
UNISYS CORP                         COM                 909214108             14       2,445
UNISYS CORP                         COM                 909214108             53       9,033
UNISYS CORP                         COM                 909214108            407      69,810
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207              1         427
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207              3         826
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207              8       2,600
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207             18       5,843
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207            160      51,380
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207            397     127,322
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207          2,396     768,033
UNITED PARCEL SERVICE INC           CL B                911312106              1          10
UNITED PARCEL SERVICE INC           CL B                911312106              9         115
UNITED PARCEL SERVICE INC           CL B                911312106             75       1,000
UNITED PARCEL SERVICE INC           CL B                911312106            104       1,388
UNITED PARCEL SERVICE INC           CL B                911312106            121       1,615
UNITED PARCEL SERVICE INC           CL B                911312106            150       2,000
UNITED PARCEL SERVICE INC           CL B                911312106            150       2,000
UNITED PARCEL SERVICE INC           CL B                911312106            161       2,139
UNITED PARCEL SERVICE INC           CL B                911312106            318       4,230
UNITED PARCEL SERVICE INC           CL B                911312106            588       7,831
UNITED PARCEL SERVICE INC           CL B                911312106            639       8,500
UNITED PARCEL SERVICE INC           CL B                911312106          2,021      26,890
UNITED PARCEL SERVICE INC           CL B                911312106         14,418     191,856
UNITED PARCEL SERVICE INC           CL B                911312106         48,096     640,000
UNITED STATES STL CORP NEW          COM                 912909108             51       1,060
UNITED STATES STL CORP NEW          COM                 912909108             53       1,100
UNITED STATES STL CORP NEW          COM                 912909108          1,048      21,810
UNITED STATES STL CORP NEW          COM                 912909108          1,316      27,377
UNITED TECHNOLOGIES CORP            COM                 913017109              9         160
UNITED TECHNOLOGIES CORP            COM                 913017109             20         350
UNITED TECHNOLOGIES CORP            COM                 913017109             34         600
UNITED TECHNOLOGIES CORP            COM                 913017109             77       1,385
UNITED TECHNOLOGIES CORP            COM                 913017109             98       1,749
UNITED TECHNOLOGIES CORP            COM                 913017109            189       3,386
UNITED TECHNOLOGIES CORP            COM                 913017109            211       3,770
UNITED TECHNOLOGIES CORP            COM                 913017109            274       4,900
UNITED TECHNOLOGIES CORP            COM                 913017109            369       6,600
UNITED TECHNOLOGIES CORP            COM                 913017109            497       8,884
UNITED TECHNOLOGIES CORP            COM                 913017109            533       9,530
UNITED TECHNOLOGIES CORP            COM                 913017109            665      11,900
UNITED TECHNOLOGIES CORP            COM                 913017109            967      17,290
UNITED TECHNOLOGIES CORP            COM                 913017109          1,681      30,069
UNITED TECHNOLOGIES CORP            COM                 913017109          3,004      53,735
UNITED TECHNOLOGIES CORP            COM                 913017109          4,519      80,833
UNITED TECHNOLOGIES CORP            COM                 913017109          5,356      95,803
UNITED TECHNOLOGIES CORP            COM                 913017109          5,514      98,624
UNITED TECHNOLOGIES CORP            COM                 913017109         13,821     247,206
UNITED TECHNOLOGIES CORP            COM                 913017109         16,679     298,318
UNITED UTILS PLC                    SPONSORED ADR       91311Q105            117       5,000
UNITED UTILS PLC                    SPONSORED ADR       91311Q105            176       7,545
UNITEDHEALTH GROUP INC              COM                 91324P102              7         110
UNITEDHEALTH GROUP INC              COM                 91324P102             10         164
UNITEDHEALTH GROUP INC              COM                 91324P102             68       1,090
UNITEDHEALTH GROUP INC              COM                 91324P102            124       2,000
UNITEDHEALTH GROUP INC              COM                 91324P102            138       2,225
UNITEDHEALTH GROUP INC              COM                 91324P102            236       3,800
UNITEDHEALTH GROUP INC              COM                 91324P102            385       6,200
UNITEDHEALTH GROUP INC              COM                 91324P102            402       6,470
UNITEDHEALTH GROUP INC              COM                 91324P102            503       8,100
UNITEDHEALTH GROUP INC              COM                 91324P102            510       8,200
UNITEDHEALTH GROUP INC              COM                 91324P102          1,099      17,678
UNITEDHEALTH GROUP INC              COM                 91324P102          1,217      19,578
UNITEDHEALTH GROUP INC              COM                 91324P102          3,082      49,590
UNITEDHEALTH GROUP INC              COM                 91324P102          7,547     121,456
UNITEDHEALTH GROUP INC              COM                 91324P102         14,371     231,263
UNITEDHEALTH GROUP INC              COM                 91324P102         22,502     362,121
UNITRIN INC                         COM                 913275103            406       9,010
UNIVERSAL HLTH SVCS INC             CL B                913903100            449       9,610
UNIVERSAL HLTH SVCS INC             DBCV  0.426% 6/2    913903AL4              2       4,000
UNIVERSAL HLTH SVCS INC             DBCV  0.426% 6/2    913903AL4             18      31,000
UNIVERSAL TECHNICAL INST INC        COM                 913915104            260       8,413
UNIVISION COMMUNICATIONS INC        CL A                914906102              7         250
UNIVISION COMMUNICATIONS INC        CL A                914906102             24         800
UNIVISION COMMUNICATIONS INC        CL A                914906102             94       3,200
UNIVISION COMMUNICATIONS INC        CL A                914906102            194       6,602
UNIVISION COMMUNICATIONS INC        CL A                914906102          1,438      48,938
UNIVISION COMMUNICATIONS INC        CL A                914906102          1,881      64,000
UNIZAN FINANCIAL CORP               COM                 91528W101          1,663      62,627
UNUMPROVIDENT CORP                  COM                 91529Y106            194       8,548
UNUMPROVIDENT CORP                  COM                 91529Y106            274      12,059
UNUMPROVIDENT CORP                  COM                 91529Y106          1,545      67,901
UNUMPROVIDENT CORP                  COM                 91529Y106          6,825     300,009
URBAN OUTFITTERS INC                COM                 917047102              1          40
URBAN OUTFITTERS INC                COM                 917047102             92       3,646
URBAN OUTFITTERS INC                COM                 917047102            463      18,300
UTILITIES HOLDRS TR                 DEPOSITRY RCPT      918019100             23         200
UTILITIES HOLDRS TR                 DEPOSITRY RCPT      918019100            103         900
UTILITIES HOLDRS TR                 DEPOSITRY RCPT      918019100            205       1,800
UTILITIES HOLDRS TR                 DEPOSITRY RCPT      918019100          1,722      15,100
V F CORP                            COM                 918204108              6         100
V F CORP                            COM                 918204108             14         250
V F CORP                            COM                 918204108             19         340
V F CORP                            COM                 918204108             42         750
V F CORP                            COM                 918204108             44         800
V F CORP                            COM                 918204108          1,240      22,404
VALERO ENERGY CORP NEW              COM                 91913Y100              8         155
VALERO ENERGY CORP NEW              COM                 91913Y100             22         435
VALERO ENERGY CORP NEW              COM                 91913Y100             24         457
VALERO ENERGY CORP NEW              COM                 91913Y100             56       1,082
VALERO ENERGY CORP NEW              COM                 91913Y100             77       1,500
VALERO ENERGY CORP NEW              COM                 91913Y100            103       1,990
VALERO ENERGY CORP NEW              COM                 91913Y100            163       3,160
VALERO ENERGY CORP NEW              COM                 91913Y100          5,788     112,177
VALERO ENERGY CORP NEW              COM                 91913Y100          7,203     139,588
VALERO ENERGY CORP NEW              COM                 91913Y100          9,250     179,260
VALLEY NATL BANCORP                 COM                 919794107            162       6,726
VALLEY NATL BANCORP                 COM                 919794107            419      17,378
VARIAN MED SYS INC                  COM                 92220P105             70       1,400
VARIAN MED SYS INC                  COM                 92220P105            200       3,977
VARIAN MED SYS INC                  COM                 92220P105          1,148      22,805
VECTREN CORP                        COM                 92240G101            329      12,128
VANGUARD INDEX TR                   STK MRK VIPERS      922908769             37         300
VANGUARD INDEX TR                   STK MRK VIPERS      922908769         10,539      85,451
VEOLIA ENVIRONNEMENT                SPONSORED ADR       92334N103            201       4,440
VERISIGN INC                        COM                 92343E102              2         100
VERISIGN INC                        COM                 92343E102              4         175
VERISIGN INC                        COM                 92343E102              5         209
VERISIGN INC                        COM                 92343E102          1,115      50,921
VERISIGN INC                        COM                 92343E102          3,212     146,676
VERIZON COMMUNICATIONS              COM                 92343V104              5         170
VERIZON COMMUNICATIONS              COM                 92343V104             23         770
VERIZON COMMUNICATIONS              COM                 92343V104             37       1,220
VERIZON COMMUNICATIONS              COM                 92343V104             40       1,340
VERIZON COMMUNICATIONS              COM                 92343V104             60       2,000
VERIZON COMMUNICATIONS              COM                 92343V104             82       2,732
VERIZON COMMUNICATIONS              COM                 92343V104            131       4,334
VERIZON COMMUNICATIONS              COM                 92343V104            141       4,680
VERIZON COMMUNICATIONS              COM                 92343V104            202       6,720
VERIZON COMMUNICATIONS              COM                 92343V104            220       7,300
VERIZON COMMUNICATIONS              COM                 92343V104            324      10,745
VERIZON COMMUNICATIONS              COM                 92343V104          2,039      67,700
VERIZON COMMUNICATIONS              COM                 92343V104          4,202     139,500
VERIZON COMMUNICATIONS              COM                 92343V104          4,299     142,729
VERIZON COMMUNICATIONS              COM                 92343V104          6,034     200,320
VERIZON COMMUNICATIONS              COM                 92343V104          6,771     224,807
VERIZON COMMUNICATIONS              COM                 92343V104         20,303     674,077
VIACOM INC                          CL A                925524100             10         300
VIACOM INC                          CL A                925524100             29         900
VIACOM INC                          CL A                925524100             59       1,800
VIACOM INC                          CL A                925524100            224       6,825
VIACOM INC                          CL B                925524308              8         250
VIACOM INC                          CL B                925524308             23         700
VIACOM INC                          CL B                925524308             27         820
VIACOM INC                          CL B                925524308             35       1,085
VIACOM INC                          CL B                925524308             37       1,130
VIACOM INC                          CL B                925524308             43       1,315
VIACOM INC                          CL B                925524308             46       1,425
VIACOM INC                          CL B                925524308             65       2,000
VIACOM INC                          CL B                925524308            104       3,200
VIACOM INC                          CL B                925524308            129       3,960
VIACOM INC                          CL B                925524308            198       6,087
VIACOM INC                          CL B                925524308            273       8,380
VIACOM INC                          CL B                925524308            339      10,400
VIACOM INC                          CL B                925524308            822      25,226
VIACOM INC                          CL B                925524308          1,041      31,929
VIACOM INC                          CL B                925524308          4,173     127,992
VIACOM INC                          CL B                925524308          8,879     272,348
VIACOM INC                          CL B                925524308         11,704     359,013
VIACOM INC NEW                      CL B                92553P201          7,008     170,296
VIDESH SANCHAR NIGAM LTD            SPON ADR NEW        92659G600              8         500
VIDESH SANCHAR NIGAM LTD            SPON ADR NEW        92659G600          4,046     240,100
VINTAGE PETE INC                    COM                 927460105          1,131      21,200
VINTAGE PETE INC                    COM                 927460105          3,200      60,000
VION PHARMACEUTICALS INC            COM                 927624106              3       1,900
VION PHARMACEUTICALS INC            COM                 927624106             17      10,000
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204              6         200
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204              7         230
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204              9         285
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204             60       1,920
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204            139       4,425
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204            351      11,166
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100              5         250
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100             10         450
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100             10         462
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100             36       1,675
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100             45       2,075
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100             45       2,100
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100             50       2,346
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100            140       6,500
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100            157       7,300
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100            250      11,650
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100            437      20,350
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100            695      32,371
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100         10,735     500,000
VORNADO RLTY TR                     SH BEN INT          929042109              8         100
VORNADO RLTY TR                     SH BEN INT          929042109            172       2,060
VORNADO RLTY TR                     SH BEN INT          929042109          2,166      25,950
VULCAN MATLS CO                     COM                 929160109             10         145
VULCAN MATLS CO                     COM                 929160109            705      10,400
VULCAN MATLS CO                     COM                 929160109          1,609      23,747
WFS FINL INC                        COM                 92923B106            586       7,698
WPP GROUP PLC                       SPON ADR 0905       929309409             61       1,135
WPP GROUP PLC                       SPON ADR 0905       929309409            219       4,049
WPP GROUP PLC                       SPON ADR 0905       929309409            649      12,022
WACHOVIA CORP 2ND NEW               COM                 929903102             13         250
WACHOVIA CORP 2ND NEW               COM                 929903102             21         400
WACHOVIA CORP 2ND NEW               COM                 929903102             26         500
WACHOVIA CORP 2ND NEW               COM                 929903102            153       2,896
WACHOVIA CORP 2ND NEW               COM                 929903102            190       3,600
WACHOVIA CORP 2ND NEW               COM                 929903102            268       5,065
WACHOVIA CORP 2ND NEW               COM                 929903102            471       8,912
WACHOVIA CORP 2ND NEW               COM                 929903102            500       9,453
WACHOVIA CORP 2ND NEW               COM                 929903102            946      17,895
WACHOVIA CORP 2ND NEW               COM                 929903102          5,365     101,492
WACHOVIA CORP 2ND NEW               COM                 929903102         19,945     377,322
WAL MART STORES INC                 COM                 931142103             15         310
WAL MART STORES INC                 COM                 931142103             28         600
WAL MART STORES INC                 COM                 931142103             47       1,000
WAL MART STORES INC                 COM                 931142103             75       1,607
WAL MART STORES INC                 COM                 931142103             78       1,658
WAL MART STORES INC                 COM                 931142103             89       1,900
WAL MART STORES INC                 COM                 931142103            175       3,740
WAL MART STORES INC                 COM                 931142103            179       3,825
WAL MART STORES INC                 COM                 931142103            253       5,411
WAL MART STORES INC                 COM                 931142103            371       7,920
WAL MART STORES INC                 COM                 931142103            374       8,000
WAL MART STORES INC                 COM                 931142103            394       8,420
WAL MART STORES INC                 COM                 931142103            406       8,680
WAL MART STORES INC                 COM                 931142103          1,260      26,928
WAL MART STORES INC                 COM                 931142103          1,972      42,142
WAL MART STORES INC                 COM                 931142103          2,069      44,200
WAL MART STORES INC                 COM                 931142103          2,629      56,175
WAL MART STORES INC                 COM                 931142103          3,394      72,520
WAL MART STORES INC                 COM                 931142103          4,145      88,560
WAL MART STORES INC                 COM                 931142103          5,137     109,760
WAL MART STORES INC                 COM                 931142103          6,770     144,667
WAL MART STORES INC                 COM                 931142103         34,372     734,449
WALGREEN CO                         COM                 931422109              4         100
WALGREEN CO                         COM                 931422109             67       1,513
WALGREEN CO                         COM                 931422109            177       4,000
WALGREEN CO                         COM                 931422109            205       4,627
WALGREEN CO                         COM                 931422109            344       7,779
WALGREEN CO                         COM                 931422109            542      12,257
WALGREEN CO                         COM                 931422109            579      13,092
WALGREEN CO                         COM                 931422109          1,496      33,800
WALGREEN CO                         COM                 931422109          2,028      45,830
WALGREEN CO                         COM                 931422109         11,362     256,710
WALTER INDS INC                     COM                 93317Q105             18         355
WALTER INDS INC                     COM                 93317Q105            412       8,278
WASHINGTON MUT INC                  COM                 939322103             12         285
WASHINGTON MUT INC                  COM                 939322103             52       1,200
WASHINGTON MUT INC                  COM                 939322103             87       2,000
WASHINGTON MUT INC                  COM                 939322103            194       4,450
WASHINGTON MUT INC                  COM                 939322103            261       6,000
WASHINGTON MUT INC                  COM                 939322103            293       6,735
WASHINGTON MUT INC                  COM                 939322103          1,008      23,168
WASHINGTON MUT INC                  COM                 939322103          1,240      28,495
WASHINGTON MUT INC                  COM                 939322103          2,175      50,000
WASHINGTON MUT INC                  COM                 939322103         10,449     240,209
WASHINGTON POST CO                  CL B                939640108            360         470
WASTE MGMT INC DEL                  COM                 94106L109              6         200
WASTE MGMT INC DEL                  COM                 94106L109              9         290
WASTE MGMT INC DEL                  COM                 94106L109             11         362
WASTE MGMT INC DEL                  COM                 94106L109             18         578
WASTE MGMT INC DEL                  COM                 94106L109             92       3,020
WASTE MGMT INC DEL                  COM                 94106L109            370      12,200
WASTE MGMT INC DEL                  COM                 94106L109          1,396      46,000
WASTE MGMT INC DEL                  COM                 94106L109          4,179     137,687
WATERS CORP                         COM                 941848103             86       2,286
WATERS CORP                         COM                 941848103            109       2,888
WATERS CORP                         COM                 941848103            989      26,156
WATSON PHARMACEUTICALS INC          COM                 942683103             31         957
WATSON PHARMACEUTICALS INC          COM                 942683103             32         971
WATSON PHARMACEUTICALS INC          COM                 942683103             46       1,400
WATSON PHARMACEUTICALS INC          COM                 942683103             81       2,500
WATSON PHARMACEUTICALS INC          COM                 942683103            760      23,378
WEIGHT WATCHERS INTL INC NEW        COM                 948626106             33         675
WEIGHT WATCHERS INTL INC NEW        COM                 948626106            137       2,779
WEIGHT WATCHERS INTL INC NEW        COM                 948626106            335       6,780
WEINGARTEN RLTY INVS                SH BEN INT          948741103             12         310
WEINGARTEN RLTY INVS                SH BEN INT          948741103            291       7,700
WELLPOINT INC                       COM                 94973V107              3          36
WELLPOINT INC                       COM                 94973V107              8         101
WELLPOINT INC                       COM                 94973V107             16         200
WELLPOINT INC                       COM                 94973V107             57         710
WELLPOINT INC                       COM                 94973V107             80       1,000
WELLPOINT INC                       COM                 94973V107             93       1,160
WELLPOINT INC                       COM                 94973V107            335       4,200
WELLPOINT INC                       COM                 94973V107            431       5,400
WELLPOINT INC                       COM                 94973V107            874      10,950
WELLPOINT INC                       COM                 94973V107            916      11,486
WELLPOINT INC                       COM                 94973V107          2,377      29,795
WELLPOINT INC                       COM                 94973V107          3,619      45,355
WELLPOINT INC                       COM                 94973V107          4,185      52,450
WELLPOINT INC                       COM                 94973V107          9,575     120,000
WELLPOINT INC                       COM                 94973V107          9,595     120,254
WELLPOINT INC                       COM                 94973V107         13,806     173,030
WELLS FARGO & CO NEW                COM                 949746101             46         740
WELLS FARGO & CO NEW                COM                 949746101             53         845
WELLS FARGO & CO NEW                COM                 949746101             72       1,150
WELLS FARGO & CO NEW                COM                 949746101             78       1,243
WELLS FARGO & CO NEW                COM                 949746101            146       2,330
WELLS FARGO & CO NEW                COM                 949746101            795      12,651
WELLS FARGO & CO NEW                COM                 949746101            989      15,742
WELLS FARGO & CO NEW                COM                 949746101          1,091      17,370
WELLS FARGO & CO NEW                COM                 949746101          2,234      35,550
WELLS FARGO & CO NEW                COM                 949746101          2,264      36,030
WELLS FARGO & CO NEW                COM                 949746101          2,626      41,800
WELLS FARGO & CO NEW                COM                 949746101          3,613      57,498
WELLS FARGO & CO NEW                COM                 949746101          7,358     117,112
WELLS FARGO & CO NEW                COM                 949746101         14,346     228,331
WELLS FARGO & CO NEW                COM                 949746101         25,507     405,968
WENDYS INTL INC                     COM                 950590109          1,523      27,561
WENDYS INTL INC                     COM                 950590109          3,029      54,821
WERNER ENTERPRISES INC              COM                 950755108             88       4,465
WERNER ENTERPRISES INC              COM                 950755108            295      14,965
WEST MARINE INC                     COM                 954235107            250      17,900
WESTAIM CORP                        COM                 956909105             62      16,700
WESTERN GAS RES INC                 COM                 958259103            235       5,000
WESTERN SILVER CORP                 COM                 959531104            133      11,825
WESTERN SILVER CORP                 COM                 959531104            225      20,000
WEYERHAEUSER CO                     COM                 962166104              4          60
WEYERHAEUSER CO                     COM                 962166104             27         400
WEYERHAEUSER CO                     COM                 962166104             46         700
WEYERHAEUSER CO                     COM                 962166104            541       8,157
WEYERHAEUSER CO                     COM                 962166104            829      12,503
WEYERHAEUSER CO                     COM                 962166104          3,904      58,851
WHIRLPOOL CORP                      COM                 963320106             15         185
WHIRLPOOL CORP                      COM                 963320106             39         465
WHIRLPOOL CORP                      COM                 963320106            110       1,318
WHIRLPOOL CORP                      COM                 963320106          1,456      17,380
WHOLE FOODS MKT INC                 COM                 966837106              1          16
WHOLE FOODS MKT INC                 COM                 966837106             19         250
WHOLE FOODS MKT INC                 COM                 966837106            257       3,319
WHOLE FOODS MKT INC                 COM                 966837106          2,120      27,392
WILLIAMS COS INC DEL                COM                 969457100             39       1,687
WILLIAMS COS INC DEL                COM                 969457100             55       2,379
WILLIAMS COS INC DEL                COM                 969457100             58       2,500
WILLIAMS COS INC DEL                COM                 969457100            128       5,535
WILLIAMS COS INC DEL                COM                 969457100            564      24,342
WILLIAMS COS INC DEL                COM                 969457100          3,088     133,295
WILLIAMS COS INC DEL                COM                 969457100         13,846     597,575
WILLIAMS SONOMA INC                 COM                 969904101              3          60
WILLIAMS SONOMA INC                 COM                 969904101            108       2,500
WILLIAMS SONOMA INC                 COM                 969904101            251       5,819
WILLIAMS SONOMA INC                 COM                 969904101            736      17,048
WINNEBAGO INDS INC                  COM                 974637100             89       2,683
WINNEBAGO INDS INC                  COM                 974637100            433      13,000
WINTRUST FINANCIAL CORP             COM                 97650W108            325       5,919
WIPRO LTD                           SPON ADR 1 SH       97651M109             18       1,500
WIPRO LTD                           SPON ADR 1 SH       97651M109            143      12,000
WIPRO LTD                           SPON ADR 1 SH       97651M109          3,746     313,500
WISCONSIN ENERGY CORP               COM                 976657106            113       2,900
WISCONSIN ENERGY CORP               COM                 976657106            327       8,375
WISCONSIN ENERGY CORP               COM                 976657106            369       9,455
WISCONSIN ENERGY CORP               COM                 976657106            843      21,578
WORLD ACCEP CORP DEL                COM                 981419104            289      10,153
WORLD FUEL SVCS CORP                COM                 981475106            397      11,788
WRIGLEY WM JR CO                    COM                 982526105             12         180
WRIGLEY WM JR CO                    COM                 982526105             37         559
WRIGLEY WM JR CO                    COM                 982526105            166       2,500
WRIGLEY WM JR CO                    COM                 982526105            824      12,400
WRIGLEY WM JR CO                    COM                 982526105          2,001      30,100
WRIGLEY WM JR CO                    COM                 982526105          2,497      37,553
WYETH                               COM                 983024100             25         550
WYETH                               COM                 983024100            171       3,708
WYETH                               COM                 983024100            229       4,970
WYETH                               COM                 983024100            264       5,720
WYETH                               COM                 983024100            369       8,000
WYETH                               COM                 983024100            383       8,320
WYETH                               COM                 983024100            472      10,254
WYETH                               COM                 983024100            862      18,700
WYETH                               COM                 983024100            906      19,670
WYETH                               COM                 983024100            983      21,340
WYETH                               COM                 983024100            986      21,400
WYETH                               COM                 983024100          1,060      23,000
WYETH                               COM                 983024100          5,908     128,240
WYETH                               COM                 983024100          6,016     130,576
WYETH                               COM                 983024100         13,019     282,601
WYETH                               COM                 983024100         15,651     339,714
WYETH                               DBCV         1/1    983024AD2              4       4,000
WYETH                               DBCV         1/1    983024AD2             24      23,000
WYNN RESORTS LTD                    COM                 983134107              3          55
WYNN RESORTS LTD                    COM                 983134107             38         700
WYNN RESORTS LTD                    COM                 983134107            204       3,728
WYNN RESORTS LTD                    COM                 983134107            252       4,600
XM SATELLITE RADIO HLDGS INC        CL A                983759101              2          90
XM SATELLITE RADIO HLDGS INC        CL A                983759101              8         300
XM SATELLITE RADIO HLDGS INC        CL A                983759101             26         947
XM SATELLITE RADIO HLDGS INC        CL A                983759101             45       1,665
XM SATELLITE RADIO HLDGS INC        CL A                983759101             48       1,750
XM SATELLITE RADIO HLDGS INC        CL A                983759101            746      27,333
XTO ENERGY INC                      COM                 98385X106             11         250
XTO ENERGY INC                      COM                 98385X106             57       1,300
XTO ENERGY INC                      COM                 98385X106            139       3,162
XTO ENERGY INC                      COM                 98385X106          3,687      83,909
XTO ENERGY INC                      COM                 98385X106          4,203      95,654
XTO ENERGY INC                      COM                 98385X106         11,997     273,033
XTO ENERGY INC                      COM                 98385X106         16,258     370,000
XCEL ENERGY INC                     COM                 98389B100             11         589
XCEL ENERGY INC                     COM                 98389B100             15         810
XCEL ENERGY INC                     COM                 98389B100             27       1,472
XCEL ENERGY INC                     COM                 98389B100          1,599      86,599
XCEL ENERGY INC                     COM                 98389B100         23,075   1,250,000
XILINX INC                          COM                 983919101             18         698
XILINX INC                          COM                 983919101             30       1,176
XILINX INC                          COM                 983919101             50       2,000
XILINX INC                          COM                 983919101             55       2,200
XILINX INC                          COM                 983919101             61       2,439
XILINX INC                          COM                 983919101            180       7,129
XILINX INC                          COM                 983919101            346      13,715
XILINX INC                          COM                 983919101            353      14,000
XILINX INC                          COM                 983919101          2,197      87,165
XEROX CORP                          COM                 984121103              7         492
XEROX CORP                          COM                 984121103             13         900
XEROX CORP                          COM                 984121103             26       1,790
XEROX CORP                          COM                 984121103             28       1,939
XEROX CORP                          COM                 984121103             29       2,010
XEROX CORP                          COM                 984121103            176      11,983
XEROX CORP                          COM                 984121103            551      37,640
XEROX CORP                          COM                 984121103            905      61,760
XEROX CORP                          COM                 984121103          3,489     238,131
YPF SOCIEDAD ANONIMA                SPON ADR CL D       984245100            853      16,400
YAHOO INC                           COM                 984332106              8         196
YAHOO INC                           COM                 984332106              9         220
YAHOO INC                           COM                 984332106             12         300
YAHOO INC                           COM                 984332106             22         562
YAHOO INC                           COM                 984332106             65       1,659
YAHOO INC                           COM                 984332106             78       2,000
YAHOO INC                           COM                 984332106             98       2,503
YAHOO INC                           COM                 984332106            153       3,900
YAHOO INC                           COM                 984332106            196       5,000
YAHOO INC                           COM                 984332106            204       5,200
YAHOO INC                           COM                 984332106            313       7,995
YAHOO INC                           COM                 984332106            401      10,242
YAHOO INC                           COM                 984332106            510      13,010
YAHOO INC                           COM                 984332106          1,149      29,322
YAHOO INC                           COM                 984332106          1,262      32,199
YAHOO INC                           COM                 984332106          3,075      78,480
YAHOO INC                           COM                 984332106         13,228     337,630
YELLOW ROADWAY CORP                 COM                 985577105             33         732
YELLOW ROADWAY CORP                 COM                 985577105            209       4,690
YUM BRANDS INC                      COM                 988498101              2          40
YUM BRANDS INC                      COM                 988498101              5         100
YUM BRANDS INC                      COM                 988498101             13         280
YUM BRANDS INC                      COM                 988498101             21         440
YUM BRANDS INC                      COM                 988498101             21         450
YUM BRANDS INC                      COM                 988498101             24         510
YUM BRANDS INC                      COM                 988498101             75       1,600
YUM BRANDS INC                      COM                 988498101             89       1,890
YUM BRANDS INC                      COM                 988498101            159       3,400
YUM BRANDS INC                      COM                 988498101            660      14,086
YUM BRANDS INC                      COM                 988498101          3,324      70,902
ZARLINK SEMICONDUCTOR INC           COM                 989139100              4       2,000
ZARLINK SEMICONDUCTOR INC           COM                 989139100              8       3,700
ZARLINK SEMICONDUCTOR INC           COM                 989139100             43      21,025
ZEBRA TECHNOLOGIES CORP             CL A                989207105            398       9,293
ZEBRA TECHNOLOGIES CORP             CL A                989207105            466      10,875
ZEBRA TECHNOLOGIES CORP             CL A                989207105          2,143      50,000
ZIMMER HLDGS INC                    COM                 98956P102              9         130
ZIMMER HLDGS INC                    COM                 98956P102              9         130
ZIMMER HLDGS INC                    COM                 98956P102             49         720
ZIMMER HLDGS INC                    COM                 98956P102             81       1,200
ZIMMER HLDGS INC                    COM                 98956P102            126       1,870
ZIMMER HLDGS INC                    COM                 98956P102            128       1,900
ZIMMER HLDGS INC                    COM                 98956P102            220       3,265
ZIMMER HLDGS INC                    COM                 98956P102            631       9,359
ZIMMER HLDGS INC                    COM                 98956P102          1,004      14,893
ZIMMER HLDGS INC                    COM                 98956P102          4,043      59,946
ZIMMER HLDGS INC                    COM                 98956P102          5,289      78,424
ZIONS BANCORPORATION                COM                 989701107            174       2,300
ZIONS BANCORPORATION                COM                 989701107            359       4,757
ZIONS BANCORPORATION                COM                 989701107          1,701      22,506
ZIONS BANCORPORATION                COM                 989701107          1,813      24,000
DAIMLERCHRYSLER AG                  ORD                 D1668R123             10         194
DAIMLERCHRYSLER AG                  ORD                 D1668R123             27         525
DAIMLERCHRYSLER AG                  ORD                 D1668R123            157       3,070
DAIMLERCHRYSLER AG                  ORD                 D1668R123            215       4,220
DAIMLERCHRYSLER AG                  ORD                 D1668R123         97,994   1,920,321
DEUTSCHE BANK AG NAMEN              ORD                 D18190898             40         415
DEUTSCHE BANK AG NAMEN              ORD                 D18190898        117,033   1,208,140
ACE LTD                             ORD                 G0070K103              1          20
ACE LTD                             ORD                 G0070K103              2          43
ACE LTD                             ORD                 G0070K103            409       7,650
ACE LTD                             ORD                 G0070K103          4,149      77,641
AMDOCS LTD                          ORD                 G02602103             10         380
AMDOCS LTD                          ORD                 G02602103             34       1,240
AMDOCS LTD                          ORD                 G02602103             35       1,285
AMDOCS LTD                          ORD                 G02602103            958      34,829
AXIS CAPITAL HOLDINGS               SHS                 G0692U109            138       4,400
AXIS CAPITAL HOLDINGS               SHS                 G0692U109            630      20,133
ACCENTURE LTD BERMUDA               CL A                G1150G111            100       3,450
ACCENTURE LTD BERMUDA               CL A                G1150G111            129       4,451
ACCENTURE LTD BERMUDA               CL A                G1150G111            142       4,930
ACCENTURE LTD BERMUDA               CL A                G1150G111            424      14,674
ACCENTURE LTD BERMUDA               CL A                G1150G111            554      19,178
ACCENTURE LTD BERMUDA               CL A                G1150G111          3,110     107,731
BUNGE LIMITED                       COM                 G16962105              1          15
BUNGE LIMITED                       COM                 G16962105             17         300
BUNGE LIMITED                       COM                 G16962105          1,241      21,927
BUNGE LIMITED                       COM                 G16962105          2,129      37,600
BUNGE LIMITED                       COM                 G16962105          3,883      68,600
BUNGE LIMITED                       COM                 G16962105          5,303      93,668
COOPER INDS LTD                     CL A                G24182100              1          10
COOPER INDS LTD                     CL A                G24182100             37         500
COOPER INDS LTD                     CL A                G24182100          1,567      21,468
EVEREST RE GROUP LTD                COM                 G3223R108              5          53
EVEREST RE GROUP LTD                COM                 G3223R108            209       2,080
EVEREST RE GROUP LTD                COM                 G3223R108            991       9,874
GARMIN LTD                          ORD                 G37260109            761      11,472
GLOBALSANTAFE CORP                  SHS                 G3930E101              4          75
GLOBALSANTAFE CORP                  SHS                 G3930E101              9         188
GLOBALSANTAFE CORP                  SHS                 G3930E101             48         998
GLOBALSANTAFE CORP                  SHS                 G3930E101             67       1,390
GLOBALSANTAFE CORP                  SHS                 G3930E101            544      11,300
GLOBALSANTAFE CORP                  SHS                 G3930E101          1,904      39,545
GLOBALSANTAFE CORP                  SHS                 G3930E101         14,837     308,147
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101              2          45
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101              3          80
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101             16         385
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101             97       2,414
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101            170       4,200
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101            211       5,223
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101          1,211      30,008
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101          1,585      39,264
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101          3,258      80,694
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105              9         155
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105             98       1,740
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105            129       2,300
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105            226       4,036
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105            873      15,569
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105          2,077      37,029
NABORS INDUSTRIES LTD               SHS                 G6359F103              3          41
NABORS INDUSTRIES LTD               SHS                 G6359F103             49         648
NABORS INDUSTRIES LTD               SHS                 G6359F103             53         700
NABORS INDUSTRIES LTD               SHS                 G6359F103            242       3,200
NABORS INDUSTRIES LTD               SHS                 G6359F103            303       4,000
NABORS INDUSTRIES LTD               SHS                 G6359F103            571       7,543
NABORS INDUSTRIES LTD               SHS                 G6359F103            598       7,900
NABORS INDUSTRIES LTD               SHS                 G6359F103          1,002      13,225
NABORS INDUSTRIES LTD               SHS                 G6359F103          2,707      35,730
NABORS INDUSTRIES LTD               SHS                 G6359F103          3,948      52,120
NABORS INDUSTRIES LTD               SHS                 G6359F103          7,223      95,359
NOBLE CORPORATION                   SHS                 G65422100              1          20
NOBLE CORPORATION                   SHS                 G65422100             28         400
NOBLE CORPORATION                   SHS                 G65422100            266       3,770
NOBLE CORPORATION                   SHS                 G65422100            588       8,331
NOBLE CORPORATION                   SHS                 G65422100          2,039      28,910
NOBLE CORPORATION                   SHS                 G65422100          6,996      99,183
OPENTV CORP                         CL A                G67543101            417     186,319
PARTNERRE LTD                       COM                 G6852T105              6          95
PARTNERRE LTD                       COM                 G6852T105              8         123
PARTNERRE LTD                       COM                 G6852T105            243       3,700
PARTNERRE LTD                       COM                 G6852T105            750      11,414
RENAISSANCERE HOLDINGS LTD          COM                 G7496G103              1          30
RENAISSANCERE HOLDINGS LTD          COM                 G7496G103             25         576
RENAISSANCERE HOLDINGS LTD          COM                 G7496G103             57       1,300
RENAISSANCERE HOLDINGS LTD          COM                 G7496G103            115       2,600
RENAISSANCERE HOLDINGS LTD          COM                 G7496G103            260       5,900
RENAISSANCERE HOLDINGS LTD          COM                 G7496G103            397       8,993
SEAGATE TECHNOLOGY                  SHS                 G7945J104              8         410
SEAGATE TECHNOLOGY                  SHS                 G7945J104             14         710
SEAGATE TECHNOLOGY                  SHS                 G7945J104             20       1,000
SEAGATE TECHNOLOGY                  SHS                 G7945J104             37       1,870
SEAGATE TECHNOLOGY                  SHS                 G7945J104            130       6,487
SEAGATE TECHNOLOGY                  SHS                 G7945J104          1,600      80,026
STEWART W P & CO LTD                COM                 G84922106            366      15,536
TRANSOCEAN INC                      ORD                 G90078109             70       1,000
TRANSOCEAN INC                      ORD                 G90078109             77       1,100
TRANSOCEAN INC                      ORD                 G90078109            145       2,074
TRANSOCEAN INC                      ORD                 G90078109            188       2,700
TRANSOCEAN INC                      ORD                 G90078109            226       3,236
TRANSOCEAN INC                      ORD                 G90078109            244       3,500
TRANSOCEAN INC                      ORD                 G90078109            355       5,100
TRANSOCEAN INC                      ORD                 G90078109            542       7,783
TRANSOCEAN INC                      ORD                 G90078109            777      11,154
TRANSOCEAN INC                      ORD                 G90078109            877      12,580
TRANSOCEAN INC                      ORD                 G90078109            934      13,400
TRANSOCEAN INC                      ORD                 G90078109          5,457      78,301
WEATHERFORD INTERNATIONAL LT        COM                 G95089101              2          60
WEATHERFORD INTERNATIONAL LT        COM                 G95089101              4         110
WEATHERFORD INTERNATIONAL LT        COM                 G95089101             24         650
WEATHERFORD INTERNATIONAL LT        COM                 G95089101             33         900
WEATHERFORD INTERNATIONAL LT        COM                 G95089101             40       1,100
WEATHERFORD INTERNATIONAL LT        COM                 G95089101            150       4,150
WEATHERFORD INTERNATIONAL LT        COM                 G95089101            153       4,236
WEATHERFORD INTERNATIONAL LT        COM                 G95089101          2,484      68,630
WHITE MTNS INS GROUP LTD            COM                 G9618E107            279         500
WHITE MTNS INS GROUP LTD            COM                 G9618E107            938       1,679
WILLIS GROUP HOLDINGS LTD           SHS                 G96655108            585      15,850
WILLIS GROUP HOLDINGS LTD           SHS                 G96655108            640      17,337
WILLIS GROUP HOLDINGS LTD           SHS                 G96655108          2,999      81,175
WILLIS GROUP HOLDINGS LTD           SHS                 G96655108          6,102     165,190
XL CAP LTD                          CL A                G98255105              4          65
XL CAP LTD                          CL A                G98255105            103       1,529
XL CAP LTD                          CL A                G98255105            136       2,016
XL CAP LTD                          CL A                G98255105            216       3,213
XL CAP LTD                          CL A                G98255105            236       3,500
XL CAP LTD                          CL A                G98255105          2,173      32,250
ALCON INC                           COM SHS             H01301102             26         200
ALCON INC                           COM SHS             H01301102            135       1,040
ALCON INC                           COM SHS             H01301102            174       1,340
ALCON INC                           COM SHS             H01301102            259       2,000
ALCON INC                           COM SHS             H01301102            536       4,134
ALCON INC                           COM SHS             H01301102          1,798      13,870
ALCON INC                           COM SHS             H01301102          1,879      14,500
UBS AG                              NAMEN AKT           H8920M855             30         315
UBS AG                              NAMEN AKT           H8920M855            656       6,899
UBS AG                              NAMEN AKT           H8920M855         33,156     348,461
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104              7         360
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104             29       1,466
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104            104       5,200
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104            638      31,799
QIAGEN N V                          ORD                 N72482107          6,830     581,255
ROYAL CARIBBEAN CRUISES LTD         COM                 V7780T103          1,253      27,814
ROYAL CARIBBEAN CRUISES LTD         COM                 V7780T103          8,872     196,886
FLEXTRONICS INTL LTD                ORD                 Y2573F102             28       2,700
FLEXTRONICS INTL LTD                ORD                 Y2573F102             87       8,370
FLEXTRONICS INTL LTD                ORD                 Y2573F102            157      15,000
FLEXTRONICS INTL LTD                ORD                 Y2573F102            158      15,100
FLEXTRONICS INTL LTD                ORD                 Y2573F102            336      32,199
FLEXTRONICS INTL LTD                ORD                 Y2573F102            958      91,762
FLEXTRONICS INTL LTD                ORD                 Y2573F102          1,566     150,000
TEEKAY SHIPPING MARSHALL ISL        COM                 Y8564W103             20         500
TEEKAY SHIPPING MARSHALL ISL        COM                 Y8564W103            305       7,643








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     2,330         0          0
ABB LTD                                      X                   3    12,800         0          0
ABB LTD                                      X                   3   100,000         0          0
ABN AMRO HLDG NV                             X                             0       300          0
ABN AMRO HLDG NV                             X                   5     3,090         0          0
ABN AMRO HLDG NV                             X                   5         0    10,886          0
ABN AMRO HLDG NV                             X                   2    14,105         0          0
ABM INDS INC                                 X                   4       161         0     18,920
AFLAC INC                                    X                   5         0       207          0
AFLAC INC                                    X                   4     1,200         0          0
AFLAC INC                                    X                   3         0         0      1,586
AFLAC INC                                    X                   5     2,712         0          0
AFLAC INC                                    X                   3     3,000         0          0
AFLAC INC                                    X                   4       770         0      2,370
AFLAC INC                                    X                   3     4,300         0          0
AFLAC INC                                    X                             0    10,000          0
AFLAC INC                                    X                   7   142,971         0          0
AFLAC INC                                    X                   3   220,750         0          0
AES CORP                                     X                   3       280         0          0
AES CORP                                     X                   3     6,269         0      1,000
AES CORP                                     X                   3    10,400         0          0
AES CORP                                     X                   7   158,677         0          0
AES CORP                                     X                   3   500,000         0          0
AMB PROPERTY CORP                            X                   7    10,530         0          0
AMR CORP                                     X                   2     2,297         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                         2,990         0          0
ATI TECHNOLOGIES INC                         X                   2    75,215         0          0
AT&T INC                                     X                   1        56         0          0
AT&T INC                                     X                   5         0     1,070          0
AT&T INC                                     X                   6     2,182         0          0
AT&T INC                                     X                   3     2,406         0          0
AT&T INC                                     X                   3     3,452         0          0
AT&T INC                                     X                   5     9,597         0          0
AT&T INC                                     X                   2    10,520         0          0
AT&T INC                                     X                   3         0         0     36,363
AT&T INC                                     X                        47,799         0          0
AT&T INC                                     X                   4    57,687    28,855     45,593
AT&T INC                                     X                   4   112,788         0     40,237
AT&T INC                                     X                   3   339,568         0      1,463
AT&T INC                                     X                   7 1,015,126         0          0
AU OPTRONICS CORP                            X                             0        42          0
AU OPTRONICS CORP                            X                             0        82          0
AU OPTRONICS CORP                            X                   3     2,725         0          0
AU OPTRONICS CORP                            X                   3         0         0      5,950
AU OPTRONICS CORP                            X                   2    11,033         0          0
AU OPTRONICS CORP                            X                   5         0    23,630          0
AU OPTRONICS CORP                            X                   5    24,566         0          0
AU OPTRONICS CORP                            X                   3         0         0     26,108
AU OPTRONICS CORP                            X                   6    32,724         0    263,377
AVX CORP NEW                                 X                   5     2,700         0          0
AVX CORP NEW                                 X                         8,628         0          0
AARON RENTS INC                              X                   4         0         0     17,612
ABAXIS INC                                   X                   4         0         0     19,730
ABBOTT LABS                                  X                   5       230         0          0
ABBOTT LABS                                  X                   3     2,000         0          0
ABBOTT LABS                                  X                   3     2,960         0          0
ABBOTT LABS                                  X                   3     3,000         0          0
ABBOTT LABS                                  X                         6,200         0          0
ABBOTT LABS                                  X                   3     6,601         0          0
ABBOTT LABS                                  X                   5         0     7,825          0
ABBOTT LABS                                  X                   3    12,563         0          0
ABBOTT LABS                                  X                   2    12,605         0          0
ABBOTT LABS                                  X                   5    12,785         0          0
ABBOTT LABS                                  X                        21,932         0          0
ABBOTT LABS                                  X                   3    50,000         0          0
ABBOTT LABS                                  X                   4    67,304         0     19,023
ABBOTT LABS                                  X                   3   146,814         0     15,984
ABBOTT LABS                                  X                   4   172,935    43,250     35,200
ABBOTT LABS                                  X                   7   394,489         0          0
ABERCROMBIE & FITCH CO                       X                   2       100         0          0
ABERCROMBIE & FITCH CO                       X                   4         0         0        446
ABERCROMBIE & FITCH CO                       X                   7    17,370         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     14,685
ABGENIX INC                                  X                        50,000         0          0
ABITIBI-CONSOLIDATED INC                     X                   2     5,909         0          0
ABITIBI-CONSOLIDATED INC                     X                   3    20,000         0          0
ACTIVCARD CORP                               X                   3       772         0          0
ACTIVCARD CORP                               X                   3         0         0        780
ACTIVCARD CORP                               X                   5     1,025         0          0
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                   5         0       584          0
ADOBE SYS INC                                X                         1,000         0          0
ADOBE SYS INC                                X                   5     1,068         0          0
ADOBE SYS INC                                X                   3     1,720         0          0
ADOBE SYS INC                                X                   4     3,738         0          0
ADOBE SYS INC                                X                   3    97,165         0        400
ADOBE SYS INC                                X                   4    95,104         0     12,000
ADOBE SYS INC                                X                   7   148,475         0          0
ADVANCED SEMICONDUCTOR ENGR                  X                   6         0         0     29,500
ADVANTAGE ENERGY INCOME FD                   X                   2    12,850         0          0
ADVANCED MICRO DEVICES INC                   X                   4         0         0        150
ADVANCED MICRO DEVICES INC                   X                   1       160         0          0
ADVANCED MICRO DEVICES INC                   X                   5         0     1,400          0
ADVANCED MICRO DEVICES INC                   X                         2,340         0          0
ADVANCED MICRO DEVICES INC                   X                   3     5,000         0          0
ADVANCED MICRO DEVICES INC                   X                   5    10,094         0          0
ADVANCED MICRO DEVICES INC                   X                   4         0         0     14,990
ADVANCED MICRO DEVICES INC                   X                   3    60,824         0      1,500
ADVANCED MICRO DEVICES INC                   X                   7   145,758         0          0
AEGON N V                                    X                   4        16         0          0
AEGON N V                                    X                   5       228         0          0
AEGON N V                                    X                             0       313          0
AEGON N V                                    X                   4     1,409         0          0
AEGON N V                                    X                   5         0     9,636          0
AEGON N V                                    X                   2    17,939         0          0
AETNA INC NEW                                X                             0        39          0
AETNA INC NEW                                X                   5         0        72          0
AETNA INC NEW                                X                   2       200         0          0
AETNA INC NEW                                X                   3       235         0          0
AETNA INC NEW                                X                   3     3,700         0          0
AETNA INC NEW                                X                   5     4,700         0          0
AETNA INC NEW                                X                   5     5,500         0          0
AETNA INC NEW                                X                   4     1,728         0      6,401
AETNA INC NEW                                X                        14,600         0          0
AETNA INC NEW                                X                   5         0    19,700          0
AETNA INC NEW                                X                   7    72,647         0          0
AFFILIATED COMPUTER SERVICES                 X                   3         0         0        577
AFFILIATED COMPUTER SERVICES                 X                   6       750         0          0
AFFILIATED COMPUTER SERVICES                 X                   3     1,500         0          0
AFFILIATED COMPUTER SERVICES                 X                   4     1,735       380        500
AFFILIATED COMPUTER SERVICES                 X                   4    10,765         0        250
AFFILIATED COMPUTER SERVICES                 X                   3    24,139         0          0
AFFILIATED COMPUTER SERVICES                 X                   7    28,908         0          0
AFFILIATED COMPUTER SERVICES                 X                   2    30,075         0          0
AFFILIATED COMPUTER SERVICES                 X                   3    37,000         0          0
AGERE SYS INC                                X                   4         5         0          0
AGERE SYS INC                                X                   3         7         0          0
AGERE SYS INC                                X                   3        13         0          0
AGERE SYS INC                                X                   3        26         0          0
AGERE SYS INC                                X                   5        87         0          0
AGERE SYS INC                                X                   3       246         0          0
AGERE SYS INC                                X                           478         0          0
AGERE SYS INC                                X                   3       132         0        534
AGERE SYS INC                                X                   5     1,559         0          0
AGERE SYS INC                                X                   2     1,911         0          0
AGERE SYS INC                                X                   3     2,494         0          0
AGERE SYS INC                                X                   7    27,861         0          0
AGILENT TECHNOLOGIES INC                     X                             0       150          0
AGILENT TECHNOLOGIES INC                     X                   3     1,143         0          0
AGILENT TECHNOLOGIES INC                     X                   3     1,000         0        500
AGILENT TECHNOLOGIES INC                     X                   4     2,076         0          0
AGILENT TECHNOLOGIES INC                     X                   5     3,590         0          0
AGILENT TECHNOLOGIES INC                     X                   2     5,296         0          0
AGILENT TECHNOLOGIES INC                     X                   3     6,399         0      3,905
AGILENT TECHNOLOGIES INC                     X                   4     1,922         0     13,774
AGILENT TECHNOLOGIES INC                     X                   7   114,731         0          0
AGRIUM INC                                   X                   2   288,682         0          0
AIR PRODS & CHEMS INC                        X                   5         0       400          0
AIR PRODS & CHEMS INC                        X                   5     2,850         0          0
AIR PRODS & CHEMS INC                        X                         4,000         0          0
AIR PRODS & CHEMS INC                        X                   5         0     6,500          0
AIR PRODS & CHEMS INC                        X                   7    51,918         0          0
AKAMAI TECHNOLOGIES INC                      X                   5     7,000         0          0
AKAMAI TECHNOLOGIES INC                      X                   4    10,000         0          0
AKAMAI TECHNOLOGIES INC                      X                   3    42,000         0          0
AKAMAI TECHNOLOGIES INC                      X                   7    50,617         0          0
AKZO NOBEL NV                                X                   5        90         0          0
AKZO NOBEL NV                                X                             0       200          0
AKZO NOBEL NV                                X                   2     2,525         0          0
AKZO NOBEL NV                                X                   5         0     4,230          0
ALAMOSA HLDGS INC                            X                   5       173         0          0
ALAMOSA HLDGS INC                            X                             0       284          0
ALAMOSA HLDGS INC                            X                   3   200,000         0          0
ALBERTO CULVER CO                            X                   2     1,415         0          0
ALBERTO CULVER CO                            X                   7    12,278         0          0
ALBERTSONS INC                               X                             0        72          0
ALBERTSONS INC                               X                   3       900         0          0
ALBERTSONS INC                               X                   5     1,150         0          0
ALBERTSONS INC                               X                   5         0     1,680          0
ALBERTSONS INC                               X                   5         0     2,090          0
ALBERTSONS INC                               X                   3     5,900         0          0
ALBERTSONS INC                               X                   4         0         0     12,691
ALBERTSONS INC                               X                   2    18,736         0          0
ALBERTSONS INC                               X                   7    84,051         0          0
ALCAN INC                                    X                   4         0         0        150
ALCAN INC                                    X                   3       516         0          0
ALCAN INC                                    X                   3     1,475         0     20,376
ALCAN INC                                    X                   2    79,908         0          0
ALCOA INC                                    X                   1       100         0          0
ALCOA INC                                    X                   5         0       200          0
ALCOA INC                                    X                   5         0       500          0
ALCOA INC                                    X                   3       600         0          0
ALCOA INC                                    X                   3     1,666         0          0
ALCOA INC                                    X                         2,488         0          0
ALCOA INC                                    X                   3     2,500         0          0
ALCOA INC                                    X                         2,762         0          0
ALCOA INC                                    X                   2     4,310         0          0
ALCOA INC                                    X                   2     8,330         0          0
ALCOA INC                                    X                        11,518         0          0
ALCOA INC                                    X                   5    13,480         0          0
ALCOA INC                                    X                   3    21,887         0          0
ALCOA INC                                    X                   4    21,931       460      3,970
ALCOA INC                                    X                   3    41,400         0          0
ALCOA INC                                    X                   3    75,879         0          0
ALCOA INC                                    X                   4   156,669         0      8,365
ALCOA INC                                    X                   7   209,651         0          0
ALCATEL                                      X                           729         0          0
ALCATEL                                      X                             0       850          0
ALCATEL                                      X                   5     2,905         0          0
ALCATEL                                      X                   2     9,572         0          0
ALCATEL                                      X                   5         0    19,505          0
ALLEGHENY ENERGY INC                         X                   4     1,300         0          0
ALLEGHENY ENERGY INC                         X                   7     6,826         0          0
ALLEGHENY TECHNOLOGIES INC                   X                   5        51         0          0
ALLEGHENY TECHNOLOGIES INC                   X                   4         0         0      1,600
ALLEGHENY TECHNOLOGIES INC                   X                   7     6,440         0          0
ALLEGHENY TECHNOLOGIES INC                   X                   3    73,689         0          0
ALLERGAN INC                                 X                   5       415         0          0
ALLERGAN INC                                 X                   5         0     1,300          0
ALLERGAN INC                                 X                   3     9,240         0          0
ALLERGAN INC                                 X                   7    29,412         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     7,600          0
ALLIANCE DATA SYSTEMS CORP                   X                   2     1,090         0          0
ALLIANCE DATA SYSTEMS CORP                   X                   7     8,650         0          0
ALLIANT ENERGY CORP                          X                   4         0     2,664          0
ALLIANT ENERGY CORP                          X                   7    14,538         0          0
ALLIANT TECHSYSTEMS INC                      X                   7     8,210         0          0
ALLIED CAP CORP NEW                          X                   4    18,000         0          0
ALLIED CAP CORP NEW                          X                   4    18,400         0          0
ALLIED CAP CORP NEW                          X                   7    19,166         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       465          0
ALLIED IRISH BKS P L C                       X                   4         0         0      9,154
ALLIED WASTE INDS INC                        X                   5       492         0          0
ALLIED WASTE INDS INC                        X                   3         0         0      5,000
ALLIED WASTE INDS INC                        X                   7    10,920         0          0
ALLSTATE CORP                                X                   5       610         0          0
ALLSTATE CORP                                X                   5         0       960          0
ALLSTATE CORP                                X                   3     1,650         0          0
ALLSTATE CORP                                X                   2     3,920         0          0
ALLSTATE CORP                                X                   4    30,545         0      2,700
ALLSTATE CORP                                X                   4    41,513     5,562      4,000
ALLSTATE CORP                                X                   3    69,607         0          0
ALLSTATE CORP                                X                   7   163,630         0          0
ALLTEL CORP                                  X                             0       105          0
ALLTEL CORP                                  X                   5       260         0          0
ALLTEL CORP                                  X                   3     1,836         0          0
ALLTEL CORP                                  X                   3     1,865         0          0
ALLTEL CORP                                  X                   3     3,000         0          0
ALLTEL CORP                                  X                   3     4,000         0          0
ALLTEL CORP                                  X                   4     4,052        79         52
ALLTEL CORP                                  X                   2     5,651         0          0
ALLTEL CORP                                  X                   4     4,222    14,071      1,800
ALLTEL CORP                                  X                   3    85,000         0          0
ALLTEL CORP                                  X                   7    87,541         0          0
ALTERA CORP                                  X                           705         0          0
ALTERA CORP                                  X                   5     4,000         0          0
ALTERA CORP                                  X                         8,000         0          0
ALTERA CORP                                  X                   4        74         0      9,470
ALTERA CORP                                  X                   3     8,851         0      2,100
ALTERA CORP                                  X                   5    12,500         0          0
ALTERA CORP                                  X                   7    86,030         0          0
ALTRIA GROUP INC                             X                   1       210         0          0
ALTRIA GROUP INC                             X                   6     1,100         0          0
ALTRIA GROUP INC                             X                         1,194         0          0
ALTRIA GROUP INC                             X                   5         0     1,633          0
ALTRIA GROUP INC                             X                   5     2,300         0          0
ALTRIA GROUP INC                             X                         2,400       180          0
ALTRIA GROUP INC                             X                         4,100         0          0
ALTRIA GROUP INC                             X                   5     6,300         0          0
ALTRIA GROUP INC                             X                   2     7,134         0          0
ALTRIA GROUP INC                             X                         8,400         0          0
ALTRIA GROUP INC                             X                   3         0         0      9,000
ALTRIA GROUP INC                             X                        11,060         0          0
ALTRIA GROUP INC                             X                   5    15,730         0          0
ALTRIA GROUP INC                             X                   5         0    18,400          0
ALTRIA GROUP INC                             X                   4    18,200         0        700
ALTRIA GROUP INC                             X                   5         0    20,068          0
ALTRIA GROUP INC                             X                   3    25,050         0          0
ALTRIA GROUP INC                             X                   4     6,867         0     32,125
ALTRIA GROUP INC                             X                   2    51,565         0          0
ALTRIA GROUP INC                             X                   3    53,010         0          0
ALTRIA GROUP INC                             X                   7    71,200         0          0
ALTRIA GROUP INC                             X                   3    80,240         0          0
ALTRIA GROUP INC                             X                   3   119,658         0     34,200
ALTRIA GROUP INC                             X                   3   274,328         0          0
ALTRIA GROUP INC                             X                   7   521,067         0          0
ALTRIA GROUP INC                             X                   3 4,800,000         0          0
AMAZON COM INC                               X                   3       124         0          0
AMAZON COM INC                               X                             0       185          0
AMAZON COM INC                               X                   3       240         0          0
AMAZON COM INC                               X                   5         0     1,646          0
AMAZON COM INC                               X                   5     1,765         0          0
AMAZON COM INC                               X                   3         0         0      1,905
AMAZON COM INC                               X                   3     1,000         0      1,805
AMAZON COM INC                               X                   4     6,000         0          0
AMAZON COM INC                               X                   7    75,270         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       409         0          0
AMBAC FINL GROUP INC                         X                   6       730         0          0
AMBAC FINL GROUP INC                         X                   4     1,871         0          0
AMBAC FINL GROUP INC                         X                   5         0     3,700          0
AMBAC FINL GROUP INC                         X                   7    24,331         0          0
AMERADA HESS CORP                            X                   4       475         0          0
AMERADA HESS CORP                            X                   3     1,300         0          0
AMERADA HESS CORP                            X                   7    15,551         0          0
AMERADA HESS CORP                            X                   3   105,980         0          0
AMEREN CORP                                  X                   5         0       160          0
AMEREN CORP                                  X                   3     2,107         0          0
AMEREN CORP                                  X                   4    11,014     1,387      2,750
AMEREN CORP                                  X                   4    31,610       600        729
AMEREN CORP                                  X                   7    51,542         0          0
AMEREN CORP                                  X                   3   600,000         0          0
AMERICA MOVIL S A DE C V                     X                             0        22          0
AMERICA MOVIL S A DE C V                     X                             0        44          0
AMERICA MOVIL S A DE C V                     X                   4        60         0          0
AMERICA MOVIL S A DE C V                     X                   5         0       139          0
AMERICA MOVIL S A DE C V                     X                   3         0         0        180
AMERICA MOVIL S A DE C V                     X                   3         0         0        600
AMERICA MOVIL S A DE C V                     X                   5         0     4,200          0
AMERICA MOVIL S A DE C V                     X                   5         0     4,500          0
AMERICA MOVIL S A DE C V                     X                   3     9,000         0          0
AMERICA MOVIL S A DE C V                     X                   3    55,720         0          0
AMERICA MOVIL S A DE C V                     X                   2    59,000         0          0
AMERICA MOVIL S A DE C V                     X                   3    60,600         0          0
AMERICA MOVIL S A DE C V                     X                   7    84,288         0          0
AMERICAN CAPITAL STRATEGIES                  X                   3     4,220         0          0
AMERICAN CAPITAL STRATEGIES                  X                   4    12,574         0      8,759
AMERICAN CAPITAL STRATEGIES                  X                   3    60,000         0          0
AMERICAN COMMERCIAL LINES                    X                        48,063         0          0
AMERICAN ELEC PWR INC                        X                   5        50         0          0
AMERICAN ELEC PWR INC                        X                   4         0         0        400
AMERICAN ELEC PWR INC                        X                   5         0       650          0
AMERICAN ELEC PWR INC                        X                   4     3,745         0          0
AMERICAN ELEC PWR INC                        X                   3     4,400         0          0
AMERICAN ELEC PWR INC                        X                   7    93,441         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                         7,723         0          0
AMERICAN EAGLE OUTFITTERS NE                 X                   7    18,059         0          0
AMERICAN EXPRESS CO                          X                   2         5         0          0
AMERICAN EXPRESS CO                          X                   5       150         0          0
AMERICAN EXPRESS CO                          X                   1     1,020         0          0
AMERICAN EXPRESS CO                          X                   3     1,020         0          0
AMERICAN EXPRESS CO                          X                   6     1,200         0          0
AMERICAN EXPRESS CO                          X                   3     4,455         0          0
AMERICAN EXPRESS CO                          X                         4,500         0          0
AMERICAN EXPRESS CO                          X                   3    10,541         0          0
AMERICAN EXPRESS CO                          X                   3    18,655         0          0
AMERICAN EXPRESS CO                          X                   4    20,067         0        855
AMERICAN EXPRESS CO                          X                   4    24,065     1,050      7,900
AMERICAN EXPRESS CO                          X                   3    47,773         0        150
AMERICAN EXPRESS CO                          X                   7    99,400         0          0
AMERICAN EXPRESS CO                          X                   3   135,960         0          0
AMERICAN EXPRESS CO                          X                   7   299,905         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                   1       280         0          0
AMERICAN INTL GROUP INC                      X                             0     1,000          0
AMERICAN INTL GROUP INC                      X                   2     1,400         0          0
AMERICAN INTL GROUP INC                      X                   5         0     1,578          0
AMERICAN INTL GROUP INC                      X                   5     1,892         0          0
AMERICAN INTL GROUP INC                      X                   3     6,732         0          0
AMERICAN INTL GROUP INC                      X                         5,652     1,840          0
AMERICAN INTL GROUP INC                      X                   5         0     7,900          0
AMERICAN INTL GROUP INC                      X                   2    10,817         0          0
AMERICAN INTL GROUP INC                      X                        11,800         0          0
AMERICAN INTL GROUP INC                      X                        13,050         0          0
AMERICAN INTL GROUP INC                      X                        18,230         0          0
AMERICAN INTL GROUP INC                      X                   3    22,922         0      8,000
AMERICAN INTL GROUP INC                      X                   3    46,019         0          0
AMERICAN INTL GROUP INC                      X                   4    37,695     1,118     10,685
AMERICAN INTL GROUP INC                      X                   3    62,770         0          0
AMERICAN INTL GROUP INC                      X                   5    75,555         0          0
AMERICAN INTL GROUP INC                      X                   7    77,400         0          0
AMERICAN INTL GROUP INC                      X                   3    86,202         0     13,017
AMERICAN INTL GROUP INC                      X                   4   167,683         0     31,673
AMERICAN INTL GROUP INC                      X                   3   224,161         0          0
AMERICAN INTL GROUP INC                      X                   7   623,045         0          0
AMERICAN INTL GROUP INC                      X                   5         0   746,690          0
AMERICAN INTL GROUP INC                      X                   3   857,240         0          0
AMERICAN PWR CONVERSION CORP                 X                   4       400         0          0
AMERICAN PWR CONVERSION CORP                 X                   2    14,347         0          0
AMERICAN PWR CONVERSION CORP                 X                   7    42,459         0          0
AMERICAN STD COS INC DEL                     X                   4       200         0          0
AMERICAN STD COS INC DEL                     X                   5         0     4,600          0
AMERICAN STD COS INC DEL                     X                         5,030         0          0
AMERICAN STD COS INC DEL                     X                   7    47,064         0          0
AMERICAN TOWER CORP                          X                   5       144         0          0
AMERICAN TOWER CORP                          X                        10,000         0          0
AMERICAN TOWER CORP                          X                   7    62,426         0          0
AMERICREDIT CORP                             X                             0       165          0
AMERICREDIT CORP                             X                   7    26,064         0          0
AMERISOURCEBERGEN CORP                       X                   2        10         0          0
AMERISOURCEBERGEN CORP                       X                   5        26         0          0
AMERISOURCEBERGEN CORP                       X                   5         0       500          0
AMERISOURCEBERGEN CORP                       X                   3     1,200         0          0
AMERISOURCEBERGEN CORP                       X                   4         0         0      1,920
AMERISOURCEBERGEN CORP                       X                   7    50,544         0          0
AMERITRADE HLDG CORP NEW                     X                   5       115         0          0
AMERITRADE HLDG CORP NEW                     X                   7    67,633         0          0
AMERIPRISE FINL INC                          X                   5        20         0          0
AMERIPRISE FINL INC                          X                   5         0       238          0
AMERIPRISE FINL INC                          X                   6       240         0          0
AMERIPRISE FINL INC                          X                   3       312         0          0
AMERIPRISE FINL INC                          X                   3       888         0          0
AMERIPRISE FINL INC                          X                   4     1,757         0          0
AMERIPRISE FINL INC                          X                   3     3,729         0          0
AMERIPRISE FINL INC                          X                   4     3,950       120        640
AMERIPRISE FINL INC                          X                   7    28,180         0          0
AMERIPRISE FINL INC                          X                   3    40,151         0        676
AMERIPRISE FINL INC                          X                   7    62,228         0          0
AMGEN INC                                    X                             0       240          0
AMGEN INC                                    X                   5         0     1,243          0
AMGEN INC                                    X                   5         0     1,400          0
AMGEN INC                                    X                   2     2,321         0          0
AMGEN INC                                    X                   5         0     2,694          0
AMGEN INC                                    X                   3     8,700         0          0
AMGEN INC                                    X                        11,651         0          0
AMGEN INC                                    X                   4    12,682         0      3,869
AMGEN INC                                    X                   5    17,224         0          0
AMGEN INC                                    X                   3    19,590         0         75
AMGEN INC                                    X                   2    34,210         0          0
AMGEN INC                                    X                   3    34,480         0          0
AMGEN INC                                    X                   4    26,759         0     16,480
AMGEN INC                                    X                   3    54,440         0          0
AMGEN INC                                    X                   3   130,222         0     11,599
AMGEN INC                                    X                   7   342,322         0          0
AMGEN INC                                    X                   5     5,000         0          0
AMGEN INC                                    X                   5         0    29,000          0
AMPHENOL CORP NEW                            X                   4         0         0         25
AMPHENOL CORP NEW                            X                   4         0         0      2,569
AMPHENOL CORP NEW                            X                   7    19,551         0          0
AMSOUTH BANCORPORATION                       X                   4    31,280         0     11,918
AMSOUTH BANCORPORATION                       X                   4    17,373     9,724     42,116
AMSOUTH BANCORPORATION                       X                   7    88,963         0          0
AMSOUTH BANCORPORATION                       X                   3   450,000         0          0
AMYLIN PHARMACEUTICALS INC                   X                   3         0         0      9,900
ANADARKO PETE CORP                           X                   2       330         0          0
ANADARKO PETE CORP                           X                           889         0          0
ANADARKO PETE CORP                           X                   4         0     1,000          0
ANADARKO PETE CORP                           X                   3     1,700         0          0
ANADARKO PETE CORP                           X                   3     1,900         0          0
ANADARKO PETE CORP                           X                   5     2,940         0          0
ANADARKO PETE CORP                           X                         2,942         0          0
ANADARKO PETE CORP                           X                   4     3,023         0      1,989
ANADARKO PETE CORP                           X                   7    55,031         0          0
ANADARKO PETE CORP                           X                   3    35,897         0     20,330
ANADARKO PETE CORP                           X                   3    91,000         0          0
ANALOG DEVICES INC                           X                         4,252         0          0
ANALOG DEVICES INC                           X                   3    49,231         0          0
ANALOG DEVICES INC                           X                   7    90,003         0          0
ANGLO AMERN PLC                              X                             0        98          0
ANGLO AMERN PLC                              X                   5       129         0          0
ANGLO AMERN PLC                              X                   5         0       309          0
ANGLO AMERN PLC                              X                         3,073        51          0
ANGLO AMERN PLC                              X                   3         0         0      5,887
ANGLO AMERN PLC                              X                   3         0         0     45,500
ANGLO AMERN PLC                              X                   2    92,150         0          0
ANGLOGOLD ASHANTI LTD                        X                   3       330         0          0
ANGLOGOLD ASHANTI LTD                        X                   5       400         0          0
ANGLOGOLD ASHANTI LTD                        X                   5       406         0          0
ANGLOGOLD ASHANTI LTD                        X                   3       580         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                           150       140          0
ANHEUSER BUSCH COS INC                       X                   2       450         0          0
ANHEUSER BUSCH COS INC                       X                           700         0          0
ANHEUSER BUSCH COS INC                       X                   2       727         0          0
ANHEUSER BUSCH COS INC                       X                   5         0       800          0
ANHEUSER BUSCH COS INC                       X                   3     1,200         0          0
ANHEUSER BUSCH COS INC                       X                   3     2,700         0          0
ANHEUSER BUSCH COS INC                       X                   3     5,830         0        840
ANHEUSER BUSCH COS INC                       X                   4     2,734         0      6,850
ANHEUSER BUSCH COS INC                       X                   5    10,865         0          0
ANHEUSER BUSCH COS INC                       X                   3    16,343         0          0
ANHEUSER BUSCH COS INC                       X                   4    20,168         0      5,531
ANHEUSER BUSCH COS INC                       X                   3    70,000         0          0
ANHEUSER BUSCH COS INC                       X                   7   189,203         0          0
ANIMAS CORP DEL                              X                        30,400         0          0
ANIMAS CORP DEL                              X                        57,500         0          0
ANOORAQ RES CORP                             X                   2    66,300         0          0
AO TATNEFT                                   X                   3         0         0     10,000
AON CORP                                     X                             0        95          0
AON CORP                                     X                   5         0       315          0
AON CORP                                     X                   3     1,100         0          0
AON CORP                                     X                   4         0         0     17,629
AON CORP                                     X                   7    23,900         0          0
AON CORP                                     X                   3    69,463         0          0
AON CORP                                     X                   7    76,123         0          0
APACHE CORP                                  X                   2       762         0          0
APACHE CORP                                  X                   3     2,000         0          0
APACHE CORP                                  X                         2,067         0          0
APACHE CORP                                  X                   5         0     2,400          0
APACHE CORP                                  X                   3     3,646         0          0
APACHE CORP                                  X                   3     9,000         0          0
APACHE CORP                                  X                   4        55         0     12,110
APACHE CORP                                  X                   6    15,492         0          0
APACHE CORP                                  X                   2    16,640         0          0
APACHE CORP                                  X                   5    17,114         0          0
APACHE CORP                                  X                   3    18,268         0      1,275
APACHE CORP                                  X                   3    33,260         0          0
APACHE CORP                                  X                   7    73,487         0          0
APACHE CORP                                  X                   3   136,955         0          0
APARTMENT INVT & MGMT CO                     X                         2,000         0          0
APARTMENT INVT & MGMT CO                     X                   7    13,740         0          0
APOLLO GROUP INC                             X                   5        32         0          0
APOLLO GROUP INC                             X                   5         0       486          0
APOLLO GROUP INC                             X                   3       700         0          0
APOLLO GROUP INC                             X                   3     2,349         0          0
APOLLO GROUP INC                             X                   3    10,000         0          0
APOLLO GROUP INC                             X                   7    43,034         0          0
APPLE COMPUTER INC                           X                   1       335         0          0
APPLE COMPUTER INC                           X                   2       500         0          0
APPLE COMPUTER INC                           X                   4       401         0        135
APPLE COMPUTER INC                           X                   3       550         0          0
APPLE COMPUTER INC                           X                   5         0       900          0
APPLE COMPUTER INC                           X                   5         0     1,500          0
APPLE COMPUTER INC                           X                   3     2,124         0          0
APPLE COMPUTER INC                           X                         3,500         0          0
APPLE COMPUTER INC                           X                   5     4,800         0          0
APPLE COMPUTER INC                           X                         6,367         0          0
APPLE COMPUTER INC                           X                   3     6,400         0        400
APPLE COMPUTER INC                           X                   2     6,815         0          0
APPLE COMPUTER INC                           X                         8,000         0          0
APPLE COMPUTER INC                           X                   4     1,250         0     13,442
APPLE COMPUTER INC                           X                   3    19,670         0          0
APPLE COMPUTER INC                           X                   5    28,587         0          0
APPLE COMPUTER INC                           X                   3    63,736         0      5,141
APPLE COMPUTER INC                           X                   7   218,775         0          0
APPLERA CORP                                 X                   5       145         0          0
APPLERA CORP                                 X                         3,305         0          0
APPLERA CORP                                 X                   7    45,141         0          0
APPLIED MATLS INC                            X                   1       100         0          0
APPLIED MATLS INC                            X                   3       680         0          0
APPLIED MATLS INC                            X                         2,904         0          0
APPLIED MATLS INC                            X                   5         0     3,000          0
APPLIED MATLS INC                            X                   2     9,850         0          0
APPLIED MATLS INC                            X                        11,896         0          0
APPLIED MATLS INC                            X                   3    22,648         0          0
APPLIED MATLS INC                            X                   4    29,300         0          0
APPLIED MATLS INC                            X                   3    28,787         0      6,000
APPLIED MATLS INC                            X                   5   110,774         0          0
APPLIED MATLS INC                            X                   7   454,207         0          0
APPLIED MICRO CIRCUITS CORP                  X                   3         0         0        100
APPLIED MICRO CIRCUITS CORP                  X                   2     2,000         0          0
APPLIED MICRO CIRCUITS CORP                  X                   7    27,446         0          0
AQUA AMERICA INC                             X                   4     4,166         0          0
AQUA AMERICA INC                             X                   3         0         0      7,466
ARAMARK CORP                                 X                   5       240         0          0
ARAMARK CORP                                 X                   2     7,371         0          0
ARCH COAL INC                                X                   5        20         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                   5         0     1,400          0
ARCHER DANIELS MIDLAND CO                    X                   4       231         0      2,523
ARCHER DANIELS MIDLAND CO                    X                             0     3,600          0
ARCHER DANIELS MIDLAND CO                    X                   4         0     4,731          0
ARCHER DANIELS MIDLAND CO                    X                   2    32,525         0          0
ARCHER DANIELS MIDLAND CO                    X                   6    39,200         0          0
ARCHER DANIELS MIDLAND CO                    X                   3    72,933         0          0
ARCHER DANIELS MIDLAND CO                    X                   3   115,600         0          0
ARCHER DANIELS MIDLAND CO                    X                   7   155,887         0          0
ARCHER DANIELS MIDLAND CO                    X                   3   275,280         0          0
ARCHSTONE SMITH TR                           X                   7    35,404         0          0
ARIBA INC                                    X                   2        50         0          0
ARIBA INC                                    X                   2       398         0          0
ARIBA INC                                    X                   3         0         0        442
ARIBA INC                                    X                   5     1,500         0          0
ARIBA INC                                    X                   3    41,887         0          0
ARROW ELECTRS INC                            X                   2       900         0          0
ARROW ELECTRS INC                            X                   5         0     4,800          0
ARROW ELECTRS INC                            X                   7    15,508         0          0
ASHLAND INC NEW                              X                   7    14,681         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                   7    18,366         0          0
ASSURANT INC                                 X                   7    20,335         0          0
ASTORIA FINL CORP                            X                   7    17,268         0          0
ASTRAZENECA PLC                              X                   5         0       600          0
ASTRAZENECA PLC                              X                   2       700         0          0
ASTRAZENECA PLC                              X                   4     1,000         0          0
ASTRAZENECA PLC                              X                   3         0         0      2,750
ATMEL CORP                                   X                   4       200         0          0
ATMEL CORP                                   X                   5     4,700         0          0
ATMEL CORP                                   X                   3         0         0      7,000
AUTODESK INC                                 X                   4         0         0         20
AUTODESK INC                                 X                   5        39         0          0
AUTODESK INC                                 X                             0        80          0
AUTODESK INC                                 X                   5         0       800          0
AUTODESK INC                                 X                           952         0          0
AUTODESK INC                                 X                   5         0     2,000          0
AUTODESK INC                                 X                   4         0         0      2,540
AUTODESK INC                                 X                   5     3,700         0          0
AUTODESK INC                                 X                        12,000         0          0
AUTODESK INC                                 X                   3    36,021         0        400
AUTODESK INC                                 X                   7    59,975         0          0
AUTOLIV INC                                  X                   7    13,240         0          0
AUTOMATIC DATA PROCESSING IN                 X                   2        10         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                   5         0       677          0
AUTOMATIC DATA PROCESSING IN                 X                   3     2,560         0          0
AUTOMATIC DATA PROCESSING IN                 X                         4,294         0          0
AUTOMATIC DATA PROCESSING IN                 X                   5         0     7,400          0
AUTOMATIC DATA PROCESSING IN                 X                   3    10,200         0          0
AUTOMATIC DATA PROCESSING IN                 X                   3    11,760         0          0
AUTOMATIC DATA PROCESSING IN                 X                   4    40,188         0     12,462
AUTOMATIC DATA PROCESSING IN                 X                   3    69,460         0          0
AUTOMATIC DATA PROCESSING IN                 X                   4    34,250     8,000     34,325
AUTOMATIC DATA PROCESSING IN                 X                   3   118,640         0          0
AUTOMATIC DATA PROCESSING IN                 X                   7   149,770         0          0
AUTOMATIC DATA PROCESSING IN                 X                   3    52,943         0    244,723
AUTONATION INC                               X                   3     1,000         0          0
AUTONATION INC                               X                   3     2,400         0          0
AUTONATION INC                               X                   7    45,609         0          0
AUTOZONE INC                                 X                   5         0       110          0
AUTOZONE INC                                 X                   7    14,549         0          0
AUTOZONE INC                                 X                   3   450,000         0          0
AVAYA INC                                    X                   3         4         0          0
AVAYA INC                                    X                   3        22         0          0
AVAYA INC                                    X                   3         0         0         57
AVAYA INC                                    X                           188         0          0
AVAYA INC                                    X                   5       274         0          0
AVAYA INC                                    X                   2       296         0          0
AVAYA INC                                    X                   3       333         0          0
AVAYA INC                                    X                   5         0       609          0
AVAYA INC                                    X                   5     1,254         0          0
AVAYA INC                                    X                   4     1,020         0        486
AVAYA INC                                    X                   7   119,486         0          0
AVERY DENNISON CORP                          X                   4       645         0          0
AVERY DENNISON CORP                          X                         3,544         0          0
AVERY DENNISON CORP                          X                   4       100     5,000          0
AVERY DENNISON CORP                          X                   3     5,601         0          0
AVERY DENNISON CORP                          X                   7    25,447         0          0
AVNET INC                                    X                   7    20,610         0          0
AVON PRODS INC                               X                   4       600         0          0
AVON PRODS INC                               X                   2       600         0          0
AVON PRODS INC                               X                   3     1,300         0          0
AVON PRODS INC                               X                   5         0     1,305          0
AVON PRODS INC                               X                   3         0         0      1,612
AVON PRODS INC                               X                   5     2,780         0          0
AVON PRODS INC                               X                   4     4,000         0          0
AVON PRODS INC                               X                        10,000         0          0
AVON PRODS INC                               X                   7    31,400         0          0
AVON PRODS INC                               X                   7   126,830         0          0
AXA                                          X                   3       118         0          0
AXA                                          X                   3       708         0          0
AXA                                          X                   5         0       730          0
AXA                                          X                   5     1,310         0          0
AXA                                          X                   2     1,840         0          0
AXA                                          X                   4         0         0     15,883
BB&T CORP                                    X                   4     7,000         0          0
BB&T CORP                                    X                   3     8,372         0          0
BB&T CORP                                    X                   3    13,387         0          0
BB&T CORP                                    X                   7   129,762         0          0
BCE INC                                      X                   2     1,500         0          0
BCE INC                                      X                   3     3,400         0          0
BCE INC                                      X                   3    18,000         0          0
BCE INC                                      X                   5    22,000         0          0
BCE INC                                      X                   2   295,203         0          0
BJ SVCS CO                                   X                   5         0     4,000          0
BJ SVCS CO                                   X                   5         0    10,100          0
BJ SVCS CO                                   X                   4       104         0     13,177
BJ SVCS CO                                   X                   3    21,772         0      3,200
BJ SVCS CO                                   X                   7   107,005         0          0
BP PLC                                       X                             0       173          0
BP PLC                                       X                   5         0       200          0
BP PLC                                       X                   3       750         0          0
BP PLC                                       X                   3        21         0        890
BP PLC                                       X                   3     1,120         0          0
BP PLC                                       X                   5     1,200         0          0
BP PLC                                       X                   5     7,020         0          0
BP PLC                                       X                   2     7,425         0          0
BP PLC                                       X                   3    33,886         0          0
BP PLC                                       X                   2    44,675         0          0
BP PLC                                       X                   4   115,632       180     19,656
BP PLC                                       X                   4    96,705     6,318     39,540
BP PLC                                       X                   3   350,000         0          0
BRT RLTY TR                                  X                   4    75,850         0          0
BT GROUP PLC                                 X                             0       220          0
BT GROUP PLC                                 X                   5       403         0          0
BT GROUP PLC                                 X                   2     2,174         0          0
BT GROUP PLC                                 X                   5         0     5,620          0
BT GROUP PLC                                 X                   2    21,275         0          0
BMC SOFTWARE INC                             X                   5       800         0          0
BMC SOFTWARE INC                             X                   4     1,600         0          0
BMC SOFTWARE INC                             X                         3,156         0          0
BMC SOFTWARE INC                             X                   3     9,045         0        150
BMC SOFTWARE INC                             X                   7    47,286         0          0
BAKER HUGHES INC                             X                   3       200         0          0
BAKER HUGHES INC                             X                   3       700         0          0
BAKER HUGHES INC                             X                           800         0          0
BAKER HUGHES INC                             X                   4     1,000         0          0
BAKER HUGHES INC                             X                   5     1,500         0          0
BAKER HUGHES INC                             X                         1,602         0          0
BAKER HUGHES INC                             X                   4     1,440         0        171
BAKER HUGHES INC                             X                   3     3,214         0          0
BAKER HUGHES INC                             X                   5     4,525         0          0
BAKER HUGHES INC                             X                   7    77,812         0          0
BALCHEM CORP                                 X                   4        85         0      9,967
BALL CORP                                    X                   4         0         0        158
BALL CORP                                    X                   5         0       198          0
BALL CORP                                    X                   3     1,200         0          0
BALL CORP                                    X                   4    10,000     3,600          0
BALL CORP                                    X                   7    31,577         0          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     3,385         0          0
BALLARD PWR SYS INC                          X                   5     5,000         0          0
BANCO BRADESCO S A                           X                             0        13          0
BANCO BRADESCO S A                           X                             0        25          0
BANCO BRADESCO S A                           X                   5        29         0          0
BANCO BRADESCO S A                           X                   5         0        81          0
BANCO BRADESCO S A                           X                   3         0         0      8,000
BANCO ITAU HLDG FINANCIERA S                 X                             0        40          0
BANCO ITAU HLDG FINANCIERA S                 X                             0        75          0
BANCO ITAU HLDG FINANCIERA S                 X                   5        90         0          0
BANCO ITAU HLDG FINANCIERA S                 X                   5         0       235          0
BANCO ITAU HLDG FINANCIERA S                 X                   5         0     2,000          0
BANCO ITAU HLDG FINANCIERA S                 X                   3         0         0      8,500
BANCO SANTANDER CENT HISPANO                 X                   5       590         0          0
BANCO SANTANDER CENT HISPANO                 X                   5         0     1,110          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                   4         0         0      1,392
BANCO SANTANDER CENT HISPANO                 X                   2     8,023         0          0
BANCO SANTANDER CENT HISPANO                 X                   1    42,011         0          0
BANK OF AMERICA CORPORATION                  X                   3     1,306         0          0
BANK OF AMERICA CORPORATION                  X                         2,552       170          0
BANK OF AMERICA CORPORATION                  X                   3     4,440         0          0
BANK OF AMERICA CORPORATION                  X                         5,000         0          0
BANK OF AMERICA CORPORATION                  X                   5         0     7,705          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                   3    11,800         0          0
BANK OF AMERICA CORPORATION                  X                   2    26,509         0          0
BANK OF AMERICA CORPORATION                  X                   3    28,441         0        260
BANK OF AMERICA CORPORATION                  X                   5    33,261         0          0
BANK OF AMERICA CORPORATION                  X                   3    40,500         0          0
BANK OF AMERICA CORPORATION                  X                   2    73,350         0          0
BANK OF AMERICA CORPORATION                  X                   4    97,288    12,978     30,870
BANK OF AMERICA CORPORATION                  X                   3   330,124         0      5,470
BANK OF AMERICA CORPORATION                  X                   4   331,893         0     51,988
BANK OF AMERICA CORPORATION                  X                   7 1,004,366         0          0
BANK MONTREAL QUE                            X                   3     3,200         0          0
BANK MONTREAL QUE                            X                   2   212,322         0          0
BANK NEW YORK INC                            X                   5         0       770          0
BANK NEW YORK INC                            X                   3     2,605         0          0
BANK NEW YORK INC                            X                   3     2,670         0          0
BANK NEW YORK INC                            X                   3     3,000         0          0
BANK NEW YORK INC                            X                   2     6,312         0          0
BANK NEW YORK INC                            X                   5         0     7,875          0
BANK NEW YORK INC                            X                   3     9,702         0          0
BANK NEW YORK INC                            X                   3    13,375         0      2,070
BANK NEW YORK INC                            X                   4    28,828     5,100      4,800
BANK NEW YORK INC                            X                   4    39,213         0        278
BANK NEW YORK INC                            X                   7   188,549         0          0
BANK NOVA SCOTIA HALIFAX                     X                   2       900         0          0
BANK NOVA SCOTIA HALIFAX                     X                   2   365,151         0          0
BARD C R INC                                 X                   5         0       400          0
BARD C R INC                                 X                   3       700         0          0
BARD C R INC                                 X                   3     1,000         0          0
BARD C R INC                                 X                   3     2,180         0          0
BARD C R INC                                 X                   4        43         0      5,225
BARD C R INC                                 X                   7    24,809         0          0
BARCLAYS PLC                                 X                   5       250         0          0
BARCLAYS PLC                                 X                   5         0       440          0
BARCLAYS PLC                                 X                   2     8,525         0          0
BARCLAYS PLC                                 X                   3         0         0     12,000
BARCLAYS PLC                                 X                   4       100         0     17,011
BARRICK GOLD CORP                            X                   4       127         0          0
BARRICK GOLD CORP                            X                   3     3,320         0          0
BARRICK GOLD CORP                            X                         1,000     3,600          0
BARRICK GOLD CORP                            X                   3     5,152         0          0
BARRICK GOLD CORP                            X                   3    12,500         0          0
BARRICK GOLD CORP                            X                        16,000         0          0
BARRICK GOLD CORP                            X                   3    18,400         0          0
BARRICK GOLD CORP                            X                   4     1,059         0     33,574
BARRICK GOLD CORP                            X                   2    36,686         0          0
BARRICK GOLD CORP                            X                   3   106,100         0          0
BARRICK GOLD CORP                            X                   3   150,140         0          0
BARR PHARMACEUTICALS INC                     X                   2       225         0          0
BARR PHARMACEUTICALS INC                     X                   3         0         0        675
BARR PHARMACEUTICALS INC                     X                         1,591         0          0
BARR PHARMACEUTICALS INC                     X                             0     1,800          0
BARR PHARMACEUTICALS INC                     X                   7    15,102         0          0
BARR PHARMACEUTICALS INC                     X                   3    30,975         0          0
BARR PHARMACEUTICALS INC                     X                   3    70,357         0          0
BAUSCH & LOMB INC                            X                   4         0         0         15
BAUSCH & LOMB INC                            X                   5         0        93          0
BAUSCH & LOMB INC                            X                   3       285         0          0
BAUSCH & LOMB INC                            X                   2       545         0          0
BAUSCH & LOMB INC                            X                   3       600         0          0
BAUSCH & LOMB INC                            X                   5         0       900          0
BAUSCH & LOMB INC                            X                   4        36         0      1,629
BAUSCH & LOMB INC                            X                   3     5,219         0          0
BAUSCH & LOMB INC                            X                   7     9,974         0          0
BAXTER INTL INC                              X                   4        50         0        234
BAXTER INTL INC                              X                   5         0       700          0
BAXTER INTL INC                              X                   3     1,000         0          0
BAXTER INTL INC                              X                   4     1,224         0      3,000
BAXTER INTL INC                              X                         6,516         0          0
BAXTER INTL INC                              X                   2    10,900         0          0
BAXTER INTL INC                              X                   3    14,767         0          0
BAXTER INTL INC                              X                   3    16,239         0      2,500
BAXTER INTL INC                              X                   3    54,000         0          0
BAXTER INTL INC                              X                   7   159,482         0          0
BBVA BANCO FRANCES S A                       X                   1   775,563         0          0
BEA SYS INC                                  X                   5     5,000         0          0
BEA SYS INC                                  X                   7    64,433         0          0
BEAR STEARNS COS INC                         X                           300         0          0
BEAR STEARNS COS INC                         X                   4         0         0      1,123
BEAR STEARNS COS INC                         X                   3     1,600         0          0
BEAR STEARNS COS INC                         X                   4     2,400         0          0
BEAR STEARNS COS INC                         X                   7    26,175         0          0
BEAR STEARNS COS INC                         X                   3    29,070         0          0
BECKMAN COULTER INC                          X                   4         0         0        200
BECKMAN COULTER INC                          X                         1,245         0          0
BECKMAN COULTER INC                          X                   7     9,523         0          0
BECTON DICKINSON & CO                        X                   2        60         0          0
BECTON DICKINSON & CO                        X                   3         0         0        220
BECTON DICKINSON & CO                        X                   4     1,000         0        991
BECTON DICKINSON & CO                        X                   4     1,600         0      1,600
BECTON DICKINSON & CO                        X                   5         0     8,200          0
BECTON DICKINSON & CO                        X                         8,757         0          0
BECTON DICKINSON & CO                        X                   7    62,356         0          0
BED BATH & BEYOND INC                        X                             0       200          0
BED BATH & BEYOND INC                        X                   5       260         0          0
BED BATH & BEYOND INC                        X                   5     2,100         0          0
BED BATH & BEYOND INC                        X                         3,621         0          0
BED BATH & BEYOND INC                        X                   4     9,527     3,500      1,780
BED BATH & BEYOND INC                        X                   3    19,482         0          0
BED BATH & BEYOND INC                        X                   7    76,066         0          0
BED BATH & BEYOND INC                        X                   4   138,376         0     11,539
BELDEN CDT INC                               X                   2    15,416         0          0
BELLSOUTH CORP                               X                   3     1,000         0          0
BELLSOUTH CORP                               X                   5         0     1,965          0
BELLSOUTH CORP                               X                   5     5,110         0          0
BELLSOUTH CORP                               X                   2     7,290         0          0
BELLSOUTH CORP                               X                   3    21,477         0      3,923
BELLSOUTH CORP                               X                   3    27,400         0          0
BELLSOUTH CORP                               X                   4    23,361    12,900      6,400
BELLSOUTH CORP                               X                   4    56,861         0        272
BELLSOUTH CORP                               X                   7   450,390         0          0
BEMA GOLD CORP                               X                   3    13,100         0          0
BEMA GOLD CORP                               X                   2    18,600         0          0
BEMIS INC                                    X                   7    21,483         0          0
BERKLEY W R CORP                             X                   2       325         0          0
BERKLEY W R CORP                             X                   4     4,740         0          0
BERKLEY W R CORP                             X                   7    23,156         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                   5         3         0          0
BERKSHIRE HATHAWAY INC DEL                   X                   3         5         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        41         0          0
BERKSHIRE HATHAWAY INC DEL                   X                   5        44         0          0
BERKSHIRE HATHAWAY INC DEL                   X                   5         0        93          0
BERKSHIRE HATHAWAY INC DEL                   X                   7       150         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        58          0
BERKSHIRE HATHAWAY INC DEL                   X                   3        65         0          0
BERKSHIRE HATHAWAY INC DEL                   X                   3        98         0          0
BERKSHIRE HATHAWAY INC DEL                   X                   2       139         0          0
BERKSHIRE HATHAWAY INC DEL                   X                   5       252         0          0
BERKSHIRE HATHAWAY INC DEL                   X                           285         0          0
BERKSHIRE HATHAWAY INC DEL                   X                   4       174         0        112
BERKSHIRE HATHAWAY INC DEL                   X                   6       299         0          0
BERKSHIRE HATHAWAY INC DEL                   X                   4       402         0         64
BERKSHIRE HATHAWAY INC DEL                   X                   3       506         0          0
BERKSHIRE HATHAWAY INC DEL                   X                   2       615         0          0
BERKSHIRE HATHAWAY INC DEL                   X                   3       828         0          0
BEST BUY INC                                 X                   5        42         0          0
BEST BUY INC                                 X                   2       700         0          0
BEST BUY INC                                 X                   4     7,606     4,500          0
BEST BUY INC                                 X                   4    23,419         0      3,153
BEST BUY INC                                 X                   3    38,677         0      1,836
BEST BUY INC                                 X                   7   113,390         0          0
BEST BUY INC                                 X                   5     4,000         0          0
BEST BUY INC                                 X                   5         0    20,000          0
BEVERLY ENTERPRISES INC                      X                   2     2,000         0          0
BEVERLY ENTERPRISES INC                      X                        29,900         0          0
BEVERLY ENTERPRISES INC                      X                        65,400         0          0
BHP BILLITON LTD                             X                   2     1,750         0          0
BHP BILLITON LTD                             X                   3   130,050         0          0
BIOMET INC                                   X                   5       800         0          0
BIOMET INC                                   X                   3     1,000         0          0
BIOMET INC                                   X                         3,677         0          0
BIOMET INC                                   X                   7    64,392         0          0
BIOGEN IDEC INC                              X                           218         0          0
BIOGEN IDEC INC                              X                             0       325          0
BIOGEN IDEC INC                              X                   3       172         0        230
BIOGEN IDEC INC                              X                   4     6,154         0        700
BIOGEN IDEC INC                              X                   5     8,400         0          0
BIOGEN IDEC INC                              X                   3    32,884         0          0
BIOGEN IDEC INC                              X                   7    87,758         0          0
BIOGEN IDEC INC                              X                   4   133,976         0     12,074
BIOTECH HOLDERS TR                           X                   2       300         0          0
BIOTECH HOLDERS TR                           X                           300         0          0
BIOTECH HOLDERS TR                           X                   3     2,300         0          0
BIOTECH HOLDERS TR                           X                   3         0         0      2,400
BIOVAIL CORP                                 X                   5       180         0          0
BIOVAIL CORP                                 X                   3       630         0          0
BIOVAIL CORP                                 X                   4         0         0      2,031
BIOVAIL CORP                                 X                   2    49,807         0          0
BLACK & DECKER CORP                          X                   2       350         0          0
BLACK & DECKER CORP                          X                   2       405         0          0
BLACK & DECKER CORP                          X                   3       600         0          0
BLACK & DECKER CORP                          X                   5     1,800         0          0
BLACK & DECKER CORP                          X                         1,823         0          0
BLACK & DECKER CORP                          X                   4    12,100     1,000        900
BLACK & DECKER CORP                          X                   7    21,039         0          0
BLACK & DECKER CORP                          X                   3    21,691         0          0
BLACK & DECKER CORP                          X                   4    24,265         0        170
BLOCK H & R INC                              X                   5         0       800          0
BLOCK H & R INC                              X                   3     3,000         0          0
BLOCK H & R INC                              X                   3     5,818         0          0
BLOCK H & R INC                              X                   2     9,245         0          0
BLOCK H & R INC                              X                   7    59,500         0          0
BLOCK H & R INC                              X                   7    80,462         0          0
BOEING CO                                    X                   1       285         0          0
BOEING CO                                    X                   5         0       450          0
BOEING CO                                    X                   3       500         0          0
BOEING CO                                    X                   5         0     1,511          0
BOEING CO                                    X                   2     1,830         0          0
BOEING CO                                    X                         2,073         0          0
BOEING CO                                    X                   5     2,481         0          0
BOEING CO                                    X                         3,000         0          0
BOEING CO                                    X                   5     3,200         0          0
BOEING CO                                    X                   5         0     3,800          0
BOEING CO                                    X                   5     5,270         0          0
BOEING CO                                    X                   3     8,671         0          0
BOEING CO                                    X                   3     9,150         0          0
BOEING CO                                    X                   4     7,654         0      1,585
BOEING CO                                    X                   4     5,346     2,700      1,944
BOEING CO                                    X                   7   206,744         0          0
BOOKHAM INC                                  X                   3         0         0          6
BOOKHAM INC                                  X                   3         0         0        352
BOOKHAM INC                                  X                   5     2,000         0          0
BOOKHAM INC                                  X                   5     3,441         0          0
BOOKHAM INC                                  X                   2     6,500         0          0
BORDERS GROUP INC                            X                   4         0         0      9,539
BORG WARNER INC                              X                   5         0     3,500          0
BOSTON PROPERTIES INC                        X                   3         0         0      1,850
BOSTON PROPERTIES INC                        X                   7    12,524         0          0
BOSTON SCIENTIFIC CORP                       X                   3       420         0          0
BOSTON SCIENTIFIC CORP                       X                   3       600         0          0
BOSTON SCIENTIFIC CORP                       X                   2     2,510         0          0
BOSTON SCIENTIFIC CORP                       X                   5     6,000         0          0
BOSTON SCIENTIFIC CORP                       X                        12,300         0          0
BOSTON SCIENTIFIC CORP                       X                   3    26,926         0     17,000
BOSTON SCIENTIFIC CORP                       X                   7   143,069         0          0
BRINKER INTL INC                             X                   4         0         0        143
BRINKER INTL INC                             X                   5         0       181          0
BRINKER INTL INC                             X                   7    18,731         0          0
BRISTOL MYERS SQUIBB CO                      X                   3       200         0          0
BRISTOL MYERS SQUIBB CO                      X                         1,323         0          0
BRISTOL MYERS SQUIBB CO                      X                   5     3,350         0          0
BRISTOL MYERS SQUIBB CO                      X                         7,200         0          0
BRISTOL MYERS SQUIBB CO                      X                   5         0     8,830          0
BRISTOL MYERS SQUIBB CO                      X                   3    25,155         0          0
BRISTOL MYERS SQUIBB CO                      X                   5    25,745         0          0
BRISTOL MYERS SQUIBB CO                      X                   3         0         0     29,500
BRISTOL MYERS SQUIBB CO                      X                   2    37,733         0          0
BRISTOL MYERS SQUIBB CO                      X                   3    41,428         0      4,720
BRISTOL MYERS SQUIBB CO                      X                   4   185,240         0     24,561
BRISTOL MYERS SQUIBB CO                      X                   7   503,871         0          0
BRISTOL MYERS SQUIBB CO                      X                   4   483,979   147,599    119,764
BRISTOL MYERS SQUIBB CO                      X                   3 3,030,280         0          0
BRITISH AMERN TOB PLC                        X                   4         0         0      1,877
BRITISH AMERN TOB PLC                        X                   2     4,295         0          0
BROADCOM CORP                                X                   4         0         0        170
BROADCOM CORP                                X                   5     2,000         0          0
BROADCOM CORP                                X                   5         0     2,600          0
BROADCOM CORP                                X                   3     3,000         0          0
BROADCOM CORP                                X                   5    10,057         0          0
BROADCOM CORP                                X                   4         0         0     16,758
BROADCOM CORP                                X                   3    46,231         0      1,225
BROADCOM CORP                                X                   7    69,410         0          0
BROOKFIELD ASSET MGMT INC                    X                         8,000         0          0
BROOKFIELD ASSET MGMT INC                    X                   7    27,985         0          0
BROOKFIELD ASSET MGMT INC                    X                   2    69,365         0          0
BROWN & BROWN INC                            X                   7    20,046         0          0
BROWN FORMAN CORP                            X                   7     2,860         0          0
BROWN FORMAN CORP                            X                   7    11,768         0          0
BRUNSWICK CORP                               X                   7    19,720         0          0
BURLINGTON NORTHN SANTA FE C                 X                   4       393         0          0
BURLINGTON NORTHN SANTA FE C                 X                   5       600         0          0
BURLINGTON NORTHN SANTA FE C                 X                             0     1,900          0
BURLINGTON NORTHN SANTA FE C                 X                   3     2,900         0          0
BURLINGTON NORTHN SANTA FE C                 X                   3     3,786         0          0
BURLINGTON NORTHN SANTA FE C                 X                   4     4,160         0          0
BURLINGTON NORTHN SANTA FE C                 X                   2    18,060         0          0
BURLINGTON NORTHN SANTA FE C                 X                   3    56,730         0          0
BURLINGTON NORTHN SANTA FE C                 X                   7    92,400         0          0
BURLINGTON NORTHN SANTA FE C                 X                   3   172,130         0          0
BURLINGTON NORTHN SANTA FE C                 X                   3 1,750,000         0          0
BURLINGTON RES INC                           X                   2       415         0          0
BURLINGTON RES INC                           X                   3     6,100         0          0
BURLINGTON RES INC                           X                         6,775         0          0
BURLINGTON RES INC                           X                   3     6,900         0          0
BURLINGTON RES INC                           X                   4    10,501       200          0
BURLINGTON RES INC                           X                   3    50,000         0          0
BURLINGTON RES INC                           X                   3    51,683         0          0
BURLINGTON RES INC                           X                   4    71,341         0     11,131
BURLINGTON RES INC                           X                   7    87,031         0          0
BURLINGTON RES INC                           X                   3   121,550         0          0
CAE INC                                      X                   2   349,965         0          0
CBS CORP NEW                                 X                   3    17,506         0      2,749
C D W CORP                                   X                   5       250         0          0
C D W CORP                                   X                   5         0       340          0
C D W CORP                                   X                         1,516         0          0
C D W CORP                                   X                   7    15,443         0          0
C D W CORP                                   X                   6    17,385         0          0
C D W CORP                                   X                   3    18,070         0          0
C D W CORP                                   X                   2    23,280         0          0
C D W CORP                                   X                   3    31,300         0          0
C H ROBINSON WORLDWIDE INC                   X                   7    28,922         0          0
CIGNA CORP                                   X                   2       245         0          0
CIGNA CORP                                   X                   3     1,920         0          0
CIGNA CORP                                   X                   4     2,561         0        527
CIGNA CORP                                   X                   3    14,875         0      4,900
CIGNA CORP                                   X                   7    30,918         0          0
CIT GROUP INC                                X                   2       155         0          0
CIT GROUP INC                                X                   5         0     1,000          0
CIT GROUP INC                                X                   5         0     1,796          0
CIT GROUP INC                                X                   3    17,283         0          0
CIT GROUP INC                                X                   7    49,196         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         0         0      5,000
CMGI INC                                     X                   5    65,300         0          0
CMS ENERGY CORP                              X                   4         0         0      2,208
CMS ENERGY CORP                              X                   3     3,000         0          0
CMS ENERGY CORP                              X                   7     8,810         0          0
CSK AUTO CORP                                X                             0       214          0
CSK AUTO CORP                                X                   3    29,045         0          0
CSX CORP                                     X                   2        35         0          0
CSX CORP                                     X                   4       727         0          0
CSX CORP                                     X                   6     1,300         0          0
CSX CORP                                     X                   5     3,400         0          0
CSX CORP                                     X                   7    52,236         0          0
CVS CORP                                     X                         2,272         0          0
CVS CORP                                     X                   2     3,015         0          0
CVS CORP                                     X                   5         0     5,800          0
CVS CORP                                     X                   3    53,300         0          0
CVS CORP                                     X                   2    69,525         0          0
CVS CORP                                     X                   3    82,063         0      2,644
CVS CORP                                     X                   3    86,400         0          0
CVS CORP                                     X                   4    97,309     5,400     17,600
CVS CORP                                     X                   3   150,470         0          0
CVS CORP                                     X                   7   213,134         0          0
CVS CORP                                     X                   4   513,275         0     38,400
CABLEVISION SYS CORP                         X                             0       110          0
CABLEVISION SYS CORP                         X                   5       480         0          0
CABLEVISION SYS CORP                         X                   4       900         0          0
CABLEVISION SYS CORP                         X                   7    38,814         0          0
CABOT CORP                                   X                   7    10,080         0          0
CABOT MICROELECTRONICS CORP                  X                   4         0         0     10,822
CADBURY SCHWEPPES PLC                        X                   5       230         0          0
CADBURY SCHWEPPES PLC                        X                   5         0       565          0
CADBURY SCHWEPPES PLC                        X                   4         0         0     14,274
CADENCE DESIGN SYSTEM INC                    X                   4         0         0        268
CADENCE DESIGN SYSTEM INC                    X                   5         0       541          0
CADENCE DESIGN SYSTEM INC                    X                   7    45,842         0          0
CADENCE DESIGN SYSTEM INC                    X                   5     4,000         0          0
CADENCE DESIGN SYSTEM INC                    X                   5         0    23,000          0
CAMECO CORP                                  X                   2       500         0          0
CAMECO CORP                                  X                   2    10,185         0          0
CAMECO CORP                                  X                   3   137,150         0     72,630
CAMPBELL SOUP CO                             X                   4         0         0        238
CAMPBELL SOUP CO                             X                   2       555         0          0
CAMPBELL SOUP CO                             X                   3     1,500         0          0
CAMPBELL SOUP CO                             X                   3    10,086         0          0
CAMPBELL SOUP CO                             X                   7    64,428         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    66,719         0          0
CANADIAN NATL RY CO                          X                   2       400         0          0
CANADIAN NATL RY CO                          X                   3         0         0      3,750
CANADIAN NATL RY CO                          X                   2    90,056         0          0
CANADIAN NAT RES LTD                         X                         3,000         0          0
CANADIAN NAT RES LTD                         X                   3    10,900         0          0
CANADIAN NAT RES LTD                         X                   2   116,069         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                   2   141,705         0          0
CANON INC                                    X                   3       160         0          0
CANON INC                                    X                             0       242          0
CANON INC                                    X                   5         0       615          0
CANON INC                                    X                   5     3,000         0          0
CANON INC                                    X                   4         0         0      8,427
CANON INC                                    X                   2     8,989         0          0
CAPITAL ONE FINL CORP                        X                   2       280         0          0
CAPITAL ONE FINL CORP                        X                   2       375         0          0
CAPITAL ONE FINL CORP                        X                         1,000         0          0
CAPITAL ONE FINL CORP                        X                   4     2,970         0        395
CAPITAL ONE FINL CORP                        X                   3     3,949         0      8,156
CAPITAL ONE FINL CORP                        X                   4    63,177         0      4,250
CAPITAL ONE FINL CORP                        X                   7    72,802         0          0
CARBO CERAMICS INC                           X                   4         0         0      4,954
CARDINAL HEALTH INC                          X                   5         0       240          0
CARDINAL HEALTH INC                          X                   5         0       580          0
CARDINAL HEALTH INC                          X                   3     1,200         0          0
CARDINAL HEALTH INC                          X                   3     1,485         0          0
CARDINAL HEALTH INC                          X                   2     2,625         0          0
CARDINAL HEALTH INC                          X                         5,689         0          0
CARDINAL HEALTH INC                          X                   5     5,700         0          0
CARDINAL HEALTH INC                          X                   2    12,049         0          0
CARDINAL HEALTH INC                          X                   4    11,757       250        600
CARDINAL HEALTH INC                          X                   3    14,110         0          0
CARDINAL HEALTH INC                          X                   4    13,892         0      2,334
CARDINAL HEALTH INC                          X                   7    18,100         0          0
CARDINAL HEALTH INC                          X                   7   115,235         0          0
CARDIOTECH INTL INC                          X                   5    12,000         0          0
CAREER EDUCATION CORP                        X                   5        68         0          0
CAREER EDUCATION CORP                        X                         4,191         0          0
CAREER EDUCATION CORP                        X                   3    15,000         0          0
CAREER EDUCATION CORP                        X                   3    21,634         0          0
CAREER EDUCATION CORP                        X                   7    24,279         0          0
CAREMARK RX INC                              X                   5         0       230          0
CAREMARK RX INC                              X                   2       400         0          0
CAREMARK RX INC                              X                   5         0       400          0
CAREMARK RX INC                              X                         1,300         0          0
CAREMARK RX INC                              X                   5         0     1,500          0
CAREMARK RX INC                              X                   2     1,575         0          0
CAREMARK RX INC                              X                   5     3,575         0          0
CAREMARK RX INC                              X                   3     3,600         0          0
CAREMARK RX INC                              X                         4,201         0          0
CAREMARK RX INC                              X                   4    15,307     2,500        849
CAREMARK RX INC                              X                   7    20,200         0          0
CAREMARK RX INC                              X                   3    20,229         0          0
CAREMARK RX INC                              X                   4    55,188         0     10,724
CAREMARK RX INC                              X                   7   110,702         0          0
CARNIVAL CORP                                X                   5        55         0          0
CARNIVAL CORP                                X                   2       400         0          0
CARNIVAL CORP                                X                         1,432         0          0
CARNIVAL CORP                                X                   5         0     1,500          0
CARNIVAL CORP                                X                   3     2,158         0          0
CARNIVAL CORP                                X                   4     8,222         0          0
CARNIVAL CORP                                X                   3    22,470         0          0
CARNIVAL CORP                                X                   2    27,400         0          0
CARNIVAL CORP                                X                   3    66,456         0          0
CARNIVAL CORP                                X                   7    90,082         0          0
CARNIVAL CORP                                X                   4    82,154         0     16,115
CARNIVAL CORP                                X                   3   116,996         0          0
CARNIVAL CORP                                X                   5     3,000         0          0
CARNIVAL CORP                                X                   5         0    15,000          0
CATERPILLAR INC DEL                          X                   5         0       330          0
CATERPILLAR INC DEL                          X                   1       750         0          0
CATERPILLAR INC DEL                          X                   3     1,000         0          0
CATERPILLAR INC DEL                          X                   3     1,000         0          0
CATERPILLAR INC DEL                          X                   3     1,400         0          0
CATERPILLAR INC DEL                          X                   5         0     2,097          0
CATERPILLAR INC DEL                          X                   2     2,610         0          0
CATERPILLAR INC DEL                          X                   5     2,645         0          0
CATERPILLAR INC DEL                          X                   5     3,200         0          0
CATERPILLAR INC DEL                          X                         4,000         0          0
CATERPILLAR INC DEL                          X                         7,340         0          0
CATERPILLAR INC DEL                          X                   3     5,852         0      3,500
CATERPILLAR INC DEL                          X                   3    10,572         0          0
CATERPILLAR INC DEL                          X                   3    12,410         0          0
CATERPILLAR INC DEL                          X                   4    13,075     3,000      2,400
CATERPILLAR INC DEL                          X                   4   128,160         0      1,850
CATERPILLAR INC DEL                          X                   7   202,913         0          0
CATHAY GENERAL BANCORP                       X                   5     7,212         0          0
CATHAY GENERAL BANCORP                       X                   4        82         0      9,302
CCE SPINCO INC                               X                   4        63         0          0
CCE SPINCO INC                               X                   3       541         0        285
CCE SPINCO INC                               X                   7    15,962         0          0
CCE SPINCO INC                               X                   3    37,575         0          0
CELESTICA INC                                X                   5       109         0          0
CELESTICA INC                                X                   2    14,470         0          0
CELGENE CORP                                 X                   5         0     1,100          0
CELGENE CORP                                 X                   5     2,850         0          0
CELGENE CORP                                 X                   7    25,832         0          0
CEMEX S A                                    X                             0        16          0
CEMEX S A                                    X                   5        30         0          0
CEMEX S A                                    X                             0        32          0
CEMEX S A                                    X                   5         0       102          0
CEMEX S A                                    X                   2       457         0          0
CEMEX S A                                    X                   7     1,100         0          0
CEMEX S A                                    X                   3     6,753         0          0
CEMEX S A                                    X                   7    42,700         0          0
CENDANT CORP                                 X                   2       750         0          0
CENDANT CORP                                 X                   2     1,040         0          0
CENDANT CORP                                 X                         4,007         0          0
CENDANT CORP                                 X                   5     8,000         0          0
CENDANT CORP                                 X                   3    10,300         0          0
CENDANT CORP                                 X                   4    10,825         0      1,000
CENDANT CORP                                 X                   3    13,411         0          0
CENDANT CORP                                 X                   4    39,481         0          0
CENDANT CORP                                 X                   3    80,000         0          0
CENDANT CORP                                 X                   3   100,000         0          0
CENDANT CORP                                 X                   7   261,654         0          0
CENTERPOINT PPTYS TR                         X                         7,000         0          0
CENTERPOINT ENERGY INC                       X                   3       800         0          0
CENTERPOINT ENERGY INC                       X                   3     3,900         0          0
CENTERPOINT ENERGY INC                       X                   3    22,000         0          0
CENTERPOINT ENERGY INC                       X                   7    26,800         0          0
CENTERPOINT ENERGY INC                       X                   7    71,634         0          0
CENTEX CORP                                  X                   4         0         0         25
CENTEX CORP                                  X                   3       700         0          0
CENTEX CORP                                  X                   4         0         0      2,443
CENTEX CORP                                  X                   3     7,411         0          0
CENTEX CORP                                  X                   7    34,451         0          0
CENTRAL FD CDA LTD                           X                   2    25,600         0          0
CENTURYTEL INC                               X                   4         0         0        134
CENTURYTEL INC                               X                   5         0       167          0
CENTURYTEL INC                               X                   3     1,400         0          0
CENTURYTEL INC                               X                   7    26,107         0          0
CENTURYTEL INC                               X                   3    51,419         0          0
CENTURYTEL INC                               X                   3    75,000         0          0
CEPHALON INC                                 X                   5       400         0          0
CEPHALON INC                                 X                   5         0     1,100          0
CEPHALON INC                                 X                   7     9,583         0          0
CERIDIAN CORP NEW                            X                   7    27,395         0          0
CERNER CORP                                  X                   4         0         0      2,995
CERTEGY INC                                  X                   7    10,380         0          0
CHARTERED SEMICONDUCTOR MFG                  X                   5   350,000         0          0
CHEESECAKE FACTORY INC                       X                   4         0         0      8,514
CHEROKEE INC DEL NEW                         X                   4        64         0      6,952
CHESAPEAKE ENERGY CORP                       X                   2       500         0          0
CHESAPEAKE ENERGY CORP                       X                   4     1,000         0          0
CHESAPEAKE ENERGY CORP                       X                         1,000         0          0
CHESAPEAKE ENERGY CORP                       X                   3     2,850         0          0
CHESAPEAKE ENERGY CORP                       X                   5     4,000         0          0
CHESAPEAKE ENERGY CORP                       X                   4         0         0      6,316
CHESAPEAKE ENERGY CORP                       X                   3    15,000         0          0
CHESAPEAKE ENERGY CORP                       X                   3    15,200         0      5,000
CHESAPEAKE ENERGY CORP                       X                   7    57,000         0          0
CHEVRON CORP NEW                             X                   5         0       540          0
CHEVRON CORP NEW                             X                   3       840         0          0
CHEVRON CORP NEW                             X                         1,000         0          0
CHEVRON CORP NEW                             X                   6     1,120         0          0
CHEVRON CORP NEW                             X                   5     1,482         0          0
CHEVRON CORP NEW                             X                   5     1,600         0          0
CHEVRON CORP NEW                             X                   5     3,447         0          0
CHEVRON CORP NEW                             X                         2,600     1,690          0
CHEVRON CORP NEW                             X                   3     5,514         0          0
CHEVRON CORP NEW                             X                   5         0     7,200          0
CHEVRON CORP NEW                             X                   2    11,700         0          0
CHEVRON CORP NEW                             X                   2    18,253         0          0
CHEVRON CORP NEW                             X                   3    19,340         0          0
CHEVRON CORP NEW                             X                        24,562         0          0
CHEVRON CORP NEW                             X                   3    38,941         0          0
CHEVRON CORP NEW                             X                   3    41,615         0          0
CHEVRON CORP NEW                             X                   3   103,704         0          0
CHEVRON CORP NEW                             X                   4    89,562    25,495     32,034
CHEVRON CORP NEW                             X                   4   161,571         0     18,434
CHEVRON CORP NEW                             X                   3   225,576         0      3,814
CHEVRON CORP NEW                             X                   7   541,986         0          0
CHICAGO MERCANTILE HLDGS INC                 X                   5         6         0          0
CHICAGO MERCANTILE HLDGS INC                 X                   4         0         0        259
CHICAGO MERCANTILE HLDGS INC                 X                   7     1,630         0          0
CHICOS FAS INC                               X                           636         0          0
CHICOS FAS INC                               X                   4     1,000         0          0
CHICOS FAS INC                               X                   7    28,732         0          0
CHINA MOBILE HONG KONG LTD                   X                   3       320         0          0
CHINA MOBILE HONG KONG LTD                   X                   2       950         0          0
CHINA MOBILE HONG KONG LTD                   X                   6         0         0      4,300
CHINA MOBILE HONG KONG LTD                   X                   3     8,100         0          0
CHINA MOBILE HONG KONG LTD                   X                   5         0     9,900          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     2,380         0          0
CHINA PETE & CHEM CORP                       X                   3     4,550         0          0
CHINA TECHFAITH WIRLS COMM T                 X                             0         0     15,701
CHIRON CORP                                  X                             0        70          0
CHIRON CORP                                  X                   5       370         0          0
CHIRON CORP                                  X                   3       800         0          0
CHIRON CORP                                  X                        21,335         0          0
CHIRON CORP                                  X                   7    28,871         0          0
CHIRON CORP                                  X                        33,000         0          0
CHOICEPOINT INC                              X                   7    16,811         0          0
CHUBB CORP                                   X                   5        50         0          0
CHUBB CORP                                   X                   5         0       571          0
CHUBB CORP                                   X                   2       630         0          0
CHUBB CORP                                   X                   5         0       700          0
CHUBB CORP                                   X                   3       950         0          0
CHUBB CORP                                   X                   2     1,025         0          0
CHUBB CORP                                   X                   3     2,200         0          0
CHUBB CORP                                   X                   7     3,300         0          0
CHUBB CORP                                   X                   3    11,000         0          0
CHUBB CORP                                   X                   4    10,442     1,000        620
CHUBB CORP                                   X                   7    49,191         0          0
CHUBB CORP                                   X                   4    87,976         0      5,482
CHUNGHWA TELECOM CO LTD                      X                             0        34          0
CHUNGHWA TELECOM CO LTD                      X                             0        65          0
CHUNGHWA TELECOM CO LTD                      X                   5         0       350          0
CHUNGHWA TELECOM CO LTD                      X                   5     2,676         0          0
CHUNGHWA TELECOM CO LTD                      X                   5         0     3,507          0
CHUNGHWA TELECOM CO LTD                      X                   5         0     5,346          0
CHUNGHWA TELECOM CO LTD                      X                   3         0         0     53,500
CHUNGHWA TELECOM CO LTD                      X                   3    60,000         0          0
CHUNGHWA TELECOM CO LTD                      X                   7    62,201         0          0
CHUNGHWA TELECOM CO LTD                      X                   6         0         0    115,900
CIBER INC                                    X                   4    20,000         0          0
CIENA CORP                                   X                   3     4,100         0          0
CIENA CORP                                   X                   3         0         0      6,000
CIENA CORP                                   X                   2    10,000         0          0
CIENA CORP                                   X                   7    27,670         0          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                   4         0         0      2,274
CIMAREX ENERGY CO                            X                   3   128,600         0          0
CINCINNATI FINL CORP                         X                   3     4,017         0          0
CINCINNATI FINL CORP                         X                   7    35,980         0          0
CINERGY CORP                                 X                   4     2,000         0          0
CINERGY CORP                                 X                   7    42,276         0          0
CINERGY CORP                                 X                   3 1,000,000         0          0
CIRCUIT CITY STORE INC                       X                   7    32,609         0          0
CIRCUIT CITY STORE INC                       X                   3    77,561         0          0
CISCO SYS INC                                X                   1       134         0          0
CISCO SYS INC                                X                   3     1,615         0          0
CISCO SYS INC                                X                   2     2,500         0          0
CISCO SYS INC                                X                         2,764       855          0
CISCO SYS INC                                X                   3     6,700         0          0
CISCO SYS INC                                X                   5    10,450         0          0
CISCO SYS INC                                X                   3    13,343         0          0
CISCO SYS INC                                X                   3    15,310         0          0
CISCO SYS INC                                X                   5         0    25,953          0
CISCO SYS INC                                X                        30,410         0          0
CISCO SYS INC                                X                   2    36,558         0          0
CISCO SYS INC                                X                        38,864         0          0
CISCO SYS INC                                X                        52,600         0          0
CISCO SYS INC                                X                        60,372         0          0
CISCO SYS INC                                X                   3    73,560         0          0
CISCO SYS INC                                X                   4   177,574     6,656     49,150
CISCO SYS INC                                X                   5   262,797         0          0
CISCO SYS INC                                X                   3   281,417         0     64,070
CISCO SYS INC                                X                   3   381,307         0          0
CISCO SYS INC                                X                   3   454,868         0          0
CISCO SYS INC                                X                   4   445,323         0     41,025
CISCO SYS INC                                X                   7 1,645,123         0          0
CISCO SYS INC                                X                   3   839,369         0  1,581,628
CINTAS CORP                                  X                   4         0     1,300          0
CINTAS CORP                                  X                   7    34,935         0          0
CITIGROUP INC                                X                   1       200         0          0
CITIGROUP INC                                X                   3       500         0          0
CITIGROUP INC                                X                   3     1,000         0          0
CITIGROUP INC                                X                   3     4,452         0          0
CITIGROUP INC                                X                   3     4,632         0          0
CITIGROUP INC                                X                   5     9,000         0          0
CITIGROUP INC                                X                   2    10,725         0          0
CITIGROUP INC                                X                        11,450         0          0
CITIGROUP INC                                X                        14,700         0          0
CITIGROUP INC                                X                        17,400         0          0
CITIGROUP INC                                X                        22,300         0          0
CITIGROUP INC                                X                   5         0    26,721          0
CITIGROUP INC                                X                   2    30,912         0          0
CITIGROUP INC                                X                        36,000         0          0
CITIGROUP INC                                X                   3    47,950         0          0
CITIGROUP INC                                X                   7    53,390         0          0
CITIGROUP INC                                X                   5         0    64,800          0
CITIGROUP INC                                X                   3    69,541         0          0
CITIGROUP INC                                X                   5         0    71,585          0
CITIGROUP INC                                X                   3    50,699         0     22,019
CITIGROUP INC                                X                   5   163,974       700          0
CITIGROUP INC                                X                   4   134,430    20,212     48,293
CITIGROUP INC                                X                   3   536,231         0      9,246
CITIGROUP INC                                X                   4   541,671         0    116,425
CITIGROUP INC                                X                   3   900,000         0          0
CITIGROUP INC                                X                   7 1,250,474         0          0
CITIZENS COMMUNICATIONS CO                   X                   3     2,000         0          0
CITIZENS COMMUNICATIONS CO                   X                   7    64,069         0          0
CITIZENS COMMUNICATIONS CO                   X                   2   209,655         0          0
CITIZENS COMMUNICATIONS CO                   X                   3   217,950         0          0
CITIZENS COMMUNICATIONS CO                   X                   3   344,920         0          0
CITRIX SYS INC                               X                   3       570         0          0
CITRIX SYS INC                               X                   3     2,500         0          0
CITRIX SYS INC                               X                   7    37,162         0          0
CITY NATL CORP                               X                   7     9,334         0          0
CLARCOR INC                                  X                   4       107         0     12,451
CLEAR CHANNEL COMMUNICATIONS                 X                   5        30         0          0
CLEAR CHANNEL COMMUNICATIONS                 X                   4       500         0          0
CLEAR CHANNEL COMMUNICATIONS                 X                   3     4,330         0      2,282
CLEAR CHANNEL COMMUNICATIONS                 X                   5         0    12,180          0
CLEAR CHANNEL COMMUNICATIONS                 X                   7   135,407         0          0
CLEAR CHANNEL COMMUNICATIONS                 X                   3   150,300         0          0
CLOROX CO DEL                                X                   4         0         0         97
CLOROX CO DEL                                X                   5         0       450          0
CLOROX CO DEL                                X                   2     2,030         0          0
CLOROX CO DEL                                X                   3     2,200         0          0
CLOROX CO DEL                                X                   4     6,692         0          0
CLOROX CO DEL                                X                   3     9,264         0          0
CLOROX CO DEL                                X                   7    35,136         0          0
COACH INC                                    X                   4         0         0        120
COACH INC                                    X                   2     1,050         0          0
COACH INC                                    X                   5         0     2,900          0
COACH INC                                    X                   4         0         0     11,863
COACH INC                                    X                        20,500         0          0
COACH INC                                    X                   3    34,205         0          0
COACH INC                                    X                   7   136,863         0          0
COCA COLA CO                                 X                   3       280         0          0
COCA COLA CO                                 X                   1       310         0          0
COCA COLA CO                                 X                   5       730         0          0
COCA COLA CO                                 X                         1,000         0          0
COCA COLA CO                                 X                   2     2,155         0          0
COCA COLA CO                                 X                   3     2,700         0          0
COCA COLA CO                                 X                         3,500         0          0
COCA COLA CO                                 X                   5     4,225         0          0
COCA COLA CO                                 X                   3     5,964         0          0
COCA COLA CO                                 X                   5         0    14,200          0
COCA COLA CO                                 X                        28,125         0          0
COCA COLA CO                                 X                         3,200    35,440          0
COCA COLA CO                                 X                   4    33,454     7,320     25,000
COCA COLA CO                                 X                   3    73,060         0          0
COCA COLA CO                                 X                   3    78,490         0     21,820
COCA COLA CO                                 X                   3   101,972         0      6,471
COCA COLA CO                                 X                   3   147,580         0          0
COCA COLA CO                                 X                   4   164,828         0      6,531
COCA COLA CO                                 X                   7   583,322         0          0
COCA COLA ENTERPRISES INC                    X                   7    79,099         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    11,900         0          0
COEUR D ALENE MINES CORP IDA                 X                   3    25,000         0          0
COGNEX CORP                                  X                         1,613         0          0
COGNEX CORP                                  X                   4     6,000         0          0
COGNIZANT TECHNOLOGY SOLUTIO                 X                   4     2,484       270        450
COGNIZANT TECHNOLOGY SOLUTIO                 X                   7    22,836         0          0
COGNIZANT TECHNOLOGY SOLUTIO                 X                   4   109,485         0     13,186
COLGATE PALMOLIVE CO                         X                         1,076         0          0
COLGATE PALMOLIVE CO                         X                   3     1,265         0          0
COLGATE PALMOLIVE CO                         X                   3     1,590         0          0
COLGATE PALMOLIVE CO                         X                   3     2,100         0          0
COLGATE PALMOLIVE CO                         X                   5         0     2,800          0
COLGATE PALMOLIVE CO                         X                   3     2,169         0        900
COLGATE PALMOLIVE CO                         X                   3     3,910         0          0
COLGATE PALMOLIVE CO                         X                   2     9,224         0          0
COLGATE PALMOLIVE CO                         X                   5         0     9,305          0
COLGATE PALMOLIVE CO                         X                   3    11,200         0          0
COLGATE PALMOLIVE CO                         X                   5    18,760         0          0
COLGATE PALMOLIVE CO                         X                   4    24,272     5,650      2,800
COLGATE PALMOLIVE CO                         X                   7   125,435         0          0
COLGATE PALMOLIVE CO                         X                   4   178,729         0     11,719
COLONIAL BANCGROUP INC                       X                   7    22,386         0          0
COMCAST CORP NEW                             X                           900         0          0
COMCAST CORP NEW                             X                   3     1,732         0          0
COMCAST CORP NEW                             X                   2     4,201         0          0
COMCAST CORP NEW                             X                   5     9,952         0          0
COMCAST CORP NEW                             X                   4     9,246     2,473          0
COMCAST CORP NEW                             X                   3    12,566         0          0
COMCAST CORP NEW                             X                   3    12,942         0        194
COMCAST CORP NEW                             X                   3    26,973         0        622
COMCAST CORP NEW                             X                   4    18,492         0     10,284
COMCAST CORP NEW                             X                   7   384,949         0          0
COMCAST CORP NEW                             X                   3 2,000,000         0          0
COMCAST CORP NEW                             X                             0        85          0
COMCAST CORP NEW                             X                   5       420         0          0
COMCAST CORP NEW                             X                   5         0     1,345          0
COMCAST CORP NEW                             X                   3     1,500         0          0
COMCAST CORP NEW                             X                   2     2,885         0          0
COMCAST CORP NEW                             X                   5         0    12,000          0
COMCAST CORP NEW                             X                   4    12,314     1,274      4,000
COMCAST CORP NEW                             X                   4    41,824         0      1,611
COMCAST CORP NEW                             X                   7   107,000         0          0
COMCAST CORP NEW                             X                   7   145,671         0          0
COMERICA INC                                 X                   2        35         0          0
COMERICA INC                                 X                   5         0       280          0
COMERICA INC                                 X                   3     2,600         0          0
COMERICA INC                                 X                   3     9,200         0          0
COMERICA INC                                 X                   3    31,608         0          0
COMERICA INC                                 X                   7    43,556         0          0
COMMERCE BANCORP INC NJ                      X                   5         0       851          0
COMMERCE BANCORP INC NJ                      X                   4         0     4,000          0
COMMERCE BANCORP INC NJ                      X                   5         0     4,200          0
COMMERCE BANCORP INC NJ                      X                   7    15,700         0          0
COMMERCE BANCORP INC NJ                      X                   7    24,264         0          0
COMMERCE BANCSHARES INC                      X                   7    11,073         0          0
COMMUNITY HEALTH SYS INC NEW                 X                   5         0    10,890          0
COMMUNITY HEALTH SYS INC NEW                 X                   7    13,600         0          0
COMPANHIA ENERGETICA DE MINA                 X                   3         0         0     21,400
COMPANHIA SIDERURGICA NACION                 X                   3     3,000         0          0
COMPANHIA SIDERURGICA NACION                 X                   3         0         0      9,000
COMPANHIA VALE DO RIO DOCE                   X                   4       100         0          0
COMPANHIA VALE DO RIO DOCE                   X                   5         0       390          0
COMPANHIA VALE DO RIO DOCE                   X                   3         0         0     36,000
COMPANHIA VALE DO RIO DOCE                   X                   5        83         0          0
COMPANHIA VALE DO RIO DOCE                   X                   5         0       249          0
COMPANHIA VALE DO RIO DOCE                   X                   2       350         0          0
COMPANHIA VALE DO RIO DOCE                   X                         1,360        78          0
COMPANHIA VALE DO RIO DOCE                   X                         2,000        40          0
COMPANHIA VALE DO RIO DOCE                   X                   5         0     4,091          0
COMPANHIA VALE DO RIO DOCE                   X                   3    19,260         0          0
COMPANHIA VALE DO RIO DOCE                   X                   3    26,000         0          0
COMPANHIA VALE DO RIO DOCE                   X                   3    35,880         0          0
COMPANHIA VALE DO RIO DOCE                   X                   3   372,340         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         0         0      6,000
COMPANHIA DE BEBIDAS DAS AME                 X                   7    43,400         0          0
COMPASS BANCSHARES INC                       X                   7    24,997         0          0
COMPUTER ASSOC INTL INC                      X                             0       255          0
COMPUTER ASSOC INTL INC                      X                   1       260         0          0
COMPUTER ASSOC INTL INC                      X                         4,165         0          0
COMPUTER ASSOC INTL INC                      X                   5     4,500         0          0
COMPUTER ASSOC INTL INC                      X                   4         0         0     42,134
COMPUTER ASSOC INTL INC                      X                   7   107,885         0          0
COMPUTER SCIENCES CORP                       X                   1        98         0          0
COMPUTER SCIENCES CORP                       X                   2       475         0          0
COMPUTER SCIENCES CORP                       X                   3     1,700         0          0
COMPUTER SCIENCES CORP                       X                   5     2,000         0          0
COMPUTER SCIENCES CORP                       X                   7    20,552         0          0
COMPUTER SCIENCES CORP                       X                   3     9,400         0     30,000
COMPUTER SCIENCES CORP                       X                   7    46,749         0          0
COMPUTER SCIENCES CORP                       X                   3    78,903         0          0
COMPUWARE CORP                               X                         7,744         0          0
COMPUWARE CORP                               X                   7    73,841         0          0
COMVERSE TECHNOLOGY INC                      X                             0        80          0
COMVERSE TECHNOLOGY INC                      X                   7    38,619         0          0
COMVERSE TECHNOLOGY INC                      X                   3    61,045         0          0
COMVERSE TECHNOLOGY INC                      X                   5     4,000         0          0
COMVERSE TECHNOLOGY INC                      X                   5         0    18,000          0
CONAGRA FOODS INC                            X                             0       220          0
CONAGRA FOODS INC                            X                   5       535         0          0
CONAGRA FOODS INC                            X                   4       450       900        450
CONAGRA FOODS INC                            X                   2     9,203         0          0
CONAGRA FOODS INC                            X                   3         0         0     30,000
CONAGRA FOODS INC                            X                   7   126,052         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     1,450         0          0
CONEXANT SYSTEMS INC                         X                   3         0         0      2,488
CONEXANT SYSTEMS INC                         X                   2    11,888         0          0
CONOCOPHILLIPS                               X                             0       110          0
CONOCOPHILLIPS                               X                   5         0       200          0
CONOCOPHILLIPS                               X                   6       900         0          0
CONOCOPHILLIPS                               X                   3     1,000         0          0
CONOCOPHILLIPS                               X                   5     1,200         0          0
CONOCOPHILLIPS                               X                   5     2,000         0          0
CONOCOPHILLIPS                               X                   5         0     2,594          0
CONOCOPHILLIPS                               X                   2     4,395         0          0
CONOCOPHILLIPS                               X                   5     4,560         0          0
CONOCOPHILLIPS                               X                   3     6,560         0          0
CONOCOPHILLIPS                               X                   5         0     7,400          0
CONOCOPHILLIPS                               X                   5         0     9,000          0
CONOCOPHILLIPS                               X                         9,054         0          0
CONOCOPHILLIPS                               X                   4    10,406         0        200
CONOCOPHILLIPS                               X                   3    12,020         0          0
CONOCOPHILLIPS                               X                   4    14,306         0     18,646
CONOCOPHILLIPS                               X                   3    34,900         0          0
CONOCOPHILLIPS                               X                   7    47,000         0          0
CONOCOPHILLIPS                               X                   3   110,628         0        480
CONOCOPHILLIPS                               X                   7   332,825         0          0
CONSOL ENERGY INC                            X                   5        59         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    14,941         0          0
CONSOLIDATED EDISON INC                      X                   2       400         0          0
CONSOLIDATED EDISON INC                      X                   3    13,411         0          0
CONSOLIDATED EDISON INC                      X                   4    20,385     3,650      6,050
CONSOLIDATED EDISON INC                      X                   4    38,683         0      1,560
CONSOLIDATED EDISON INC                      X                   7    55,816         0          0
CONSTELLATION BRANDS INC                     X                   4    15,195     1,205      3,200
CONSTELLATION BRANDS INC                     X                   7    52,000         0          0
CONSTELLATION BRANDS INC                     X                   4   326,292         0     19,997
CONSTELLATION ENERGY GROUP I                 X                   4       400         0        657
CONSTELLATION ENERGY GROUP I                 X                   4     2,100         0          0
CONSTELLATION ENERGY GROUP I                 X                   3     9,285         0          0
CONSTELLATION ENERGY GROUP I                 X                   7    44,765         0          0
CONVERGYS CORP                               X                   3     3,500         0          0
CONVERGYS CORP                               X                   2    14,493         0          0
CONVERGYS CORP                               X                   3    18,000         0        100
CONVERGYS CORP                               X                   7    31,160         0          0
COOPER CAMERON CORP                          X                   4       400         0          0
COOPER CAMERON CORP                          X                         3,678         0          0
COOPER CAMERON CORP                          X                   3         0         0      4,792
COOPER CAMERON CORP                          X                   7    17,988         0          0
COOPER CAMERON CORP                          X                        41,600         0          0
COOPER TIRE & RUBR CO                        X                   7     2,640         0          0
COOPER TIRE & RUBR CO                        X                   2    17,051         0          0
COPART INC                                   X                        10,000         0          0
CORINTHIAN COLLEGES INC                      X                   2    18,795         0          0
CORNING INC                                  X                   3       510         0          0
CORNING INC                                  X                   5         0     2,600          0
CORNING INC                                  X                   2     2,880         0          0
CORNING INC                                  X                        12,300         0          0
CORNING INC                                  X                   3    15,000         0          0
CORNING INC                                  X                   4    13,724     1,200        100
CORNING INC                                  X                   3    23,300         0          0
CORNING INC                                  X                   4       571         0     25,929
CORNING INC                                  X                   5    37,874         0          0
CORNING INC                                  X                   3    45,200         0          0
CORNING INC                                  X                   3    65,012         0      5,500
CORNING INC                                  X                   7   443,879         0          0
CORUS ENTERTAINMENT INC                      X                   2    49,058         0          0
COSTCO WHSL CORP NEW                         X                   5       690         0          0
COSTCO WHSL CORP NEW                         X                         1,383         0          0
COSTCO WHSL CORP NEW                         X                   2     1,864         0          0
COSTCO WHSL CORP NEW                         X                   4     3,000         0          0
COSTCO WHSL CORP NEW                         X                   5         0     4,560          0
COSTCO WHSL CORP NEW                         X                         5,500         0          0
COSTCO WHSL CORP NEW                         X                   3     9,634         0        410
COSTCO WHSL CORP NEW                         X                   7    91,700         0          0
COSTCO WHSL CORP NEW                         X                   7   132,999         0          0
COUNTRYWIDE FINANCIAL CORP                   X                             0       174          0
COUNTRYWIDE FINANCIAL CORP                   X                   3     4,900         0          0
COUNTRYWIDE FINANCIAL CORP                   X                   6    22,065         0          0
COUNTRYWIDE FINANCIAL CORP                   X                   4         0         0     30,356
COUNTRYWIDE FINANCIAL CORP                   X                   2    32,110         0          0
COUNTRYWIDE FINANCIAL CORP                   X                   3    44,511         0      2,700
COUNTRYWIDE FINANCIAL CORP                   X                   3    80,670         0          0
COUNTRYWIDE FINANCIAL CORP                   X                   3   144,950         0          0
COUNTRYWIDE FINANCIAL CORP                   X                   7   154,505         0          0
COVANCE INC                                  X                   4     4,384     2,260          0
COVANCE INC                                  X                   3    50,000         0          0
COVANCE INC                                  X                   4    77,415         0      7,164
COVENTRY HEALTH CARE INC                     X                   4         0         0        796
COVENTRY HEALTH CARE INC                     X                   3       900         0          0
COVENTRY HEALTH CARE INC                     X                         1,137         0          0
COVENTRY HEALTH CARE INC                     X                   3     1,650         0          0
COVENTRY HEALTH CARE INC                     X                   7    42,062         0          0
CRANE CO                                     X                         1,331         0          0
CRANE CO                                     X                   4     7,000         0          0
CREDENCE SYS CORP                            X                   5       334         0          0
CREDENCE SYS CORP                            X                         6,643         0          0
CREDENCE SYS CORP                            X                   3         0         0      7,300
CREDIT SUISSE GROUP                          X                   5       240         0          0
CREDIT SUISSE GROUP                          X                   5         0       530          0
CREDIT SUISSE GROUP                          X                   2     7,870         0          0
CREDIT SUISSE GROUP                          X                   4       110         0     13,241
CRESUD S A C I F Y A                         X                   5     1,000         0          0
CRESUD S A C I F Y A                         X                   3         0         0     30,000
CROSSTEX ENERGY INC                          X                   4        47         0      5,760
CROWN CASTLE INTL CORP                       X                   2        55         0          0
CROWN CASTLE INTL CORP                       X                   5       210         0          0
CROWN CASTLE INTL CORP                       X                   7    38,087         0          0
CRYSTALLEX INTL CORP                         X                   2    10,100         0          0
CUMMINS INC                                  X                   4         0         0         61
CUMMINS INC                                  X                   5         0        78          0
CUMMINS INC                                  X                   2       100         0          0
CUMMINS INC                                  X                   4       480         0          0
CUMMINS INC                                  X                   3       700         0          0
CUMMINS INC                                  X                   3     6,000         0          0
CUMMINS INC                                  X                   7     8,285         0          0
CURIS INC                                    X                   3         0         0     26,000
DNP SELECT INCOME FD                         X                   7    32,040         0          0
D R HORTON INC                               X                   4         0         0         40
D R HORTON INC                               X                         1,300         0          0
D R HORTON INC                               X                   3     1,300         0          0
D R HORTON INC                               X                   4         0         0      3,600
D R HORTON INC                               X                   3     6,255         0          0
D R HORTON INC                               X                   7    74,019         0          0
DST SYS INC DEL                              X                   4         0         0        400
DST SYS INC DEL                              X                   4        71         0      8,496
DST SYS INC DEL                              X                   7    14,161         0          0
DTE ENERGY CO                                X                             0       130          0
DTE ENERGY CO                                X                   5       335         0          0
DTE ENERGY CO                                X                   7    37,978         0          0
DTE ENERGY CO                                X                   3   600,000         0          0
DAKTRONICS INC                               X                   4         0         0     14,397
DANA CORP                                    X                   4         0         0        401
DANA CORP                                    X                   5         0       506          0
DANA CORP                                    X                   2       570         0          0
DANA CORP                                    X                   3     3,300         0          0
DANA CORP                                    X                   7    10,165         0          0
DANAHER CORP DEL                             X                   4         0         0         60
DANAHER CORP DEL                             X                   5         0       170          0
DANAHER CORP DEL                             X                   5         0       330          0
DANAHER CORP DEL                             X                   2       990         0          0
DANAHER CORP DEL                             X                   5         0     2,700          0
DANAHER CORP DEL                             X                   5         0     3,272          0
DANAHER CORP DEL                             X                   3     4,300         0          0
DANAHER CORP DEL                             X                   3     5,500         0      5,090
DANAHER CORP DEL                             X                   4        32         0     11,708
DANAHER CORP DEL                             X                   7    57,600         0          0
DARDEN RESTAURANTS INC                       X                   4       500         0          0
DARDEN RESTAURANTS INC                       X                   2       565         0          0
DARDEN RESTAURANTS INC                       X                   3     1,500         0          0
DARDEN RESTAURANTS INC                       X                         1,800         0          0
DARDEN RESTAURANTS INC                       X                   4     3,600         0          0
DARDEN RESTAURANTS INC                       X                   7    40,757         0          0
DAVITA INC                                   X                   7    13,580         0          0
DEAN FOODS CO NEW                            X                   4         0         0        101
DEAN FOODS CO NEW                            X                   5         0       125          0
DEAN FOODS CO NEW                            X                   5         0     1,960          0
DEAN FOODS CO NEW                            X                   3    14,862         0          0
DEAN FOODS CO NEW                            X                   7    52,167         0          0
DEBT STRATEGIES FD INC NEW                   X                        11,000         0          0
DEERE & CO                                   X                   5         0       350          0
DEERE & CO                                   X                   3       550         0          0
DEERE & CO                                   X                   5       555         0          0
DEERE & CO                                   X                   3       650         0          0
DEERE & CO                                   X                   3       700         0          0
DEERE & CO                                   X                           767         0          0
DEERE & CO                                   X                   2     1,155         0          0
DEERE & CO                                   X                   3     2,705         0          0
DEERE & CO                                   X                         3,312         0          0
DEERE & CO                                   X                   4     5,006       792        750
DEERE & CO                                   X                   4     9,990         0        212
DEERE & CO                                   X                   3    13,350         0          0
DEERE & CO                                   X                   3    18,937         0      2,789
DEERE & CO                                   X                   7    58,630         0          0
DEL MONTE FOODS CO                           X                   2        65         0          0
DEL MONTE FOODS CO                           X                   4       133         0          0
DEL MONTE FOODS CO                           X                   3       223         0          0
DEL MONTE FOODS CO                           X                   4         0     1,004          0
DEL MONTE FOODS CO                           X                   7    34,770         0          0
DEL MONTE FOODS CO                           X                   3    55,000         0          0
DELL INC                                     X                   1       114         0          0
DELL INC                                     X                   2     1,325         0          0
DELL INC                                     X                   3     1,745         0          0
DELL INC                                     X                   5     2,000         0          0
DELL INC                                     X                             0     2,475          0
DELL INC                                     X                         3,300         0          0
DELL INC                                     X                         4,400         0          0
DELL INC                                     X                   5         0     5,473          0
DELL INC                                     X                   5         0     5,877          0
DELL INC                                     X                   3     7,600         0          0
DELL INC                                     X                   2    13,905         0          0
DELL INC                                     X                        20,858         0          0
DELL INC                                     X                   5    23,505         0          0
DELL INC                                     X                   3    30,338         0      2,250
DELL INC                                     X                   7    33,400         0          0
DELL INC                                     X                   3    55,350         0          0
DELL INC                                     X                   4    49,403     5,400      8,250
DELL INC                                     X                   3   150,600         0          0
DELL INC                                     X                   3   162,183         0          0
DELL INC                                     X                   3   177,655         0          0
DELL INC                                     X                   4   283,948       400     41,392
DELL INC                                     X                   7   628,809         0          0
DELL INC                                     X                   3 4,875,000         0          0
DENBURY RES INC                              X                        13,000         0          0
DELUXE CORP                                  X                             0       150          0
DELUXE CORP                                  X                   5       385         0          0
DELUXE CORP                                  X                   3       600         0          0
DELUXE CORP                                  X                   7     6,280         0          0
DENTSPLY INTL INC NEW                        X                   3         0         0        600
DENTSPLY INTL INC NEW                        X                   2     3,711         0          0
DENTSPLY INTL INC NEW                        X                   4     2,750     2,000      1,500
DENTSPLY INTL INC NEW                        X                   7    16,322         0          0
DENTSPLY INTL INC NEW                        X                   4    16,774         0      7,684
DEUTSCHE TELEKOM AG                          X                   3       375         0          0
DEUTSCHE TELEKOM AG                          X                             0       700          0
DEUTSCHE TELEKOM AG                          X                   5     2,930         0          0
DEUTSCHE TELEKOM AG                          X                   2     7,850         0          0
DEUTSCHE TELEKOM AG                          X                   5         0    14,870          0
DEUTSCHE TELEKOM AG                          X                   3    65,550         0          0
DEVELOPERS DIVERSIFIED RLTY                  X                   4        83         0          0
DEVELOPERS DIVERSIFIED RLTY                  X                   3         0         0      1,800
DEVELOPERS DIVERSIFIED RLTY                  X                   7    12,600         0          0
DEVELOPERS DIVERSIFIED RLTY                  X                   3    14,500         0          0
DEVON ENERGY CORP NEW                        X                   5         0       540          0
DEVON ENERGY CORP NEW                        X                   3       630         0          0
DEVON ENERGY CORP NEW                        X                   3     3,100         0          0
DEVON ENERGY CORP NEW                        X                   3     3,400         0          0
DEVON ENERGY CORP NEW                        X                   4       400         0      4,490
DEVON ENERGY CORP NEW                        X                   3     5,727         0      1,406
DEVON ENERGY CORP NEW                        X                   7    42,200         0          0
DEVON ENERGY CORP NEW                        X                   3    94,300         0          0
DEVON ENERGY CORP NEW                        X                   7   102,074         0          0
DEX MEDIA INC                                X                   2     2,145         0          0
DEX MEDIA INC                                X                   7    14,838         0          0
DIAGEO P L C                                 X                   5       190         0          0
DIAGEO P L C                                 X                           500         0          0
DIAGEO P L C                                 X                   5         0       940          0
DIAGEO P L C                                 X                   2     2,820         0          0
DIAGEO P L C                                 X                   4     1,267         0      9,321
DIAGNOSTIC PRODS CORP                        X                   4        75         0      8,221
DIAMOND OFFSHORE DRILLING IN                 X                   2        20         0          0
DIAMOND OFFSHORE DRILLING IN                 X                   3     1,150         0          0
DIAMOND OFFSHORE DRILLING IN                 X                   4     3,000         0          0
DIAMOND OFFSHORE DRILLING IN                 X                   3     5,000         0          0
DIAMOND OFFSHORE DRILLING IN                 X                   7     9,823         0          0
DIAMOND OFFSHORE DRILLING IN                 X                   5     4,000         0          0
DIAMOND OFFSHORE DRILLING IN                 X                   5         0    22,000          0
DIAMONDS TR                                  X                   4         0         0        184
DIAMONDS TR                                  X                   5     1,110         0          0
DIAMONDS TR                                  X                   2     1,739         0          0
DIAMONDS TR                                  X                         4,608         0          0
DIAMONDS TR                                  X                         4,800         0          0
DIAMONDS TR                                  X                   3         0         0      5,348
DIAMONDS TR                                  X                        25,200         0          0
DIAMONDS TR                                  X                   3    90,329         0          0
DIEBOLD INC                                  X                   2     5,675         0          0
DIEBOLD INC                                  X                   7    14,073         0          0
DIME CMNTY BANCSHARES                        X                   4         0   311,614          0
DIRECTV GROUP INC                            X                   4         2         0          0
DIRECTV GROUP INC                            X                   5     1,810         0          0
DIRECTV GROUP INC                            X                   2     5,337         0          0
DIRECTV GROUP INC                            X                   3   136,202         0          0
DIRECTV GROUP INC                            X                   7   174,692         0          0
DISNEY WALT CO                               X                   3       155         0          0
DISNEY WALT CO                               X                   1       200         0          0
DISNEY WALT CO                               X                   3       270         0          0
DISNEY WALT CO                               X                   5     1,300         0          0
DISNEY WALT CO                               X                         2,000         0          0
DISNEY WALT CO                               X                         3,000       590          0
DISNEY WALT CO                               X                   3     5,980         0          0
DISNEY WALT CO                               X                   5         0    13,000          0
DISNEY WALT CO                               X                   5    13,240         0          0
DISNEY WALT CO                               X                   3    20,271         0          1
DISNEY WALT CO                               X                   2    20,699         0          0
DISNEY WALT CO                               X                        20,900         0          0
DISNEY WALT CO                               X                        30,600         0          0
DISNEY WALT CO                               X                   3    33,325         0          0
DISNEY WALT CO                               X                   3    70,500         0     28,277
DISNEY WALT CO                               X                   4    69,366    14,700     16,200
DISNEY WALT CO                               X                   4   124,538         0      5,360
DISNEY WALT CO                               X                   7   493,078         0          0
DISNEY WALT CO                               X                   3   574,580         0          0
DISNEY WALT CO                               X                   5     6,000         0          0
DISNEY WALT CO                               X                   5         0    32,000          0
DISCOVERY HOLDING CO                         X                   4         0         0          4
DISCOVERY HOLDING CO                         X                             0        28          0
DISCOVERY HOLDING CO                         X                   3        61         0          0
DISCOVERY HOLDING CO                         X                   3         0         0         80
DISCOVERY HOLDING CO                         X                   5       115         0          0
DISCOVERY HOLDING CO                         X                   5         0       724          0
DISCOVERY HOLDING CO                         X                   4         0         0        936
DISCOVERY HOLDING CO                         X                   7    45,848         0          0
DOBSON COMMUNICATIONS CORP                   X                             0       574          0
DOBSON COMMUNICATIONS CORP                   X                        16,091         0          0
DR REDDYS LABS LTD                           X                   6   910,500         0          0
DOLLAR GEN CORP                              X                   2       250         0          0
DOLLAR GEN CORP                              X                   3     3,700         0          0
DOLLAR GEN CORP                              X                        10,482         0          0
DOLLAR GEN CORP                              X                   7    60,925         0          0
DOLLAR TREE STORES INC                       X                         2,228         0          0
DOLLAR TREE STORES INC                       X                         9,600         0          0
DOLLAR TREE STORES INC                       X                   7    15,078         0          0
DOLLAR TREE STORES INC                       X                   2    15,345         0          0
DOLLAR TREE STORES INC                       X                   3   186,330         0          0
DOMINION RES INC VA NEW                      X                   5         0       150          0
DOMINION RES INC VA NEW                      X                   3       190         0          0
DOMINION RES INC VA NEW                      X                   3       260         0          0
DOMINION RES INC VA NEW                      X                   4       500         0          0
DOMINION RES INC VA NEW                      X                   3     4,217         0          0
DOMINION RES INC VA NEW                      X                   3     5,853         0          0
DOMINION RES INC VA NEW                      X                   4     4,349         0      5,704
DOMINION RES INC VA NEW                      X                   7    83,127         0          0
DONNELLEY R R & SONS CO                      X                   4         0         0        194
DONNELLEY R R & SONS CO                      X                   5         0       267          0
DONNELLEY R R & SONS CO                      X                   4       280         0        280
DONNELLEY R R & SONS CO                      X                           615         0          0
DONNELLEY R R & SONS CO                      X                   3    10,000         0          0
DONNELLEY R R & SONS CO                      X                   7    59,414         0          0
DOVER CORP                                   X                   3       300         0          0
DOVER CORP                                   X                   5         0     1,020          0
DOVER CORP                                   X                   4     4,600         0      1,180
DOVER CORP                                   X                   4     2,500         0     15,200
DOVER CORP                                   X                   7    42,083         0          0
DOW CHEM CO                                  X                             0       130          0
DOW CHEM CO                                  X                   2       300         0          0
DOW CHEM CO                                  X                   5       315         0          0
DOW CHEM CO                                  X                   3       504         0          0
DOW CHEM CO                                  X                   2     1,125         0          0
DOW CHEM CO                                  X                   3     2,550         0          0
DOW CHEM CO                                  X                   3     3,000         0          0
DOW CHEM CO                                  X                         6,311         0          0
DOW CHEM CO                                  X                   3    11,577         0          0
DOW CHEM CO                                  X                   3    28,180         0          0
DOW CHEM CO                                  X                   4    79,628    16,114     33,655
DOW CHEM CO                                  X                   3   172,413         0      1,559
DOW CHEM CO                                  X                   7   231,256         0          0
DOW CHEM CO                                  X                   4   278,181       450     22,642
DOW JONES & CO INC                           X                   4       350         0          0
DOW JONES & CO INC                           X                   3     1,000         0          0
DOW JONES & CO INC                           X                   7     8,955         0          0
DRDGOLD LTD                                  X                   3   150,000         0          0
DRDGOLD LTD                                  X                   3         0         0    350,000
DU PONT E I DE NEMOURS & CO                  X                   1       240         0          0
DU PONT E I DE NEMOURS & CO                  X                   5     1,300         0          0
DU PONT E I DE NEMOURS & CO                  X                   3     2,100         0          0
DU PONT E I DE NEMOURS & CO                  X                         3,000         0          0
DU PONT E I DE NEMOURS & CO                  X                   2     3,680         0          0
DU PONT E I DE NEMOURS & CO                  X                   3     4,580         0          0
DU PONT E I DE NEMOURS & CO                  X                   5         0     6,269          0
DU PONT E I DE NEMOURS & CO                  X                        10,500         0          0
DU PONT E I DE NEMOURS & CO                  X                   2    13,025         0          0
DU PONT E I DE NEMOURS & CO                  X                        16,125         0          0
DU PONT E I DE NEMOURS & CO                  X                   5    25,985         0          0
DU PONT E I DE NEMOURS & CO                  X                   3    34,163         0        340
DU PONT E I DE NEMOURS & CO                  X                   3    35,023         0        581
DU PONT E I DE NEMOURS & CO                  X                   4    48,985    19,100     17,100
DU PONT E I DE NEMOURS & CO                  X                   4   103,301         0        744
DU PONT E I DE NEMOURS & CO                  X                   7   243,852         0          0
DUKE ENERGY CORP                             X                   4       100         0          0
DUKE ENERGY CORP                             X                   4     1,100         0        400
DUKE ENERGY CORP                             X                   2     2,025         0          0
DUKE ENERGY CORP                             X                   6     2,500         0          0
DUKE ENERGY CORP                             X                   2     3,950         0          0
DUKE ENERGY CORP                             X                   5     5,173         0          0
DUKE ENERGY CORP                             X                   3     5,280         0          0
DUKE ENERGY CORP                             X                   3     5,760         0          0
DUKE ENERGY CORP                             X                   5     8,000         0          0
DUKE ENERGY CORP                             X                   3    13,100         0          0
DUKE ENERGY CORP                             X                   3    82,307         0          0
DUKE ENERGY CORP                             X                   7   232,698         0          0
DUKE ENERGY CORP                             X                   3 4,000,000         0          0
DUKE REALTY CORP                             X                             0       195          0
DUKE REALTY CORP                             X                   5       465         0          0
DUKE REALTY CORP                             X                   4     1,000         0        400
DUKE REALTY CORP                             X                   7    19,520         0          0
DUN & BRADSTREET CORP DEL NE                 X                   4       200         0          0
DUN & BRADSTREET CORP DEL NE                 X                   3       200         0          0
DUN & BRADSTREET CORP DEL NE                 X                   2       265         0          0
DUN & BRADSTREET CORP DEL NE                 X                   3       450         0          0
DUN & BRADSTREET CORP DEL NE                 X                   4     1,500         0          0
DUN & BRADSTREET CORP DEL NE                 X                   7    11,523         0          0
DYNEGY INC NEW                               X                   5       657         0          0
DYNEGY INC NEW                               X                   3     4,000         0          0
DYNEGY INC NEW                               X                   7    15,320         0          0
DYNEGY INC NEW                               X                   2    20,360         0          0
DYNEGY INC NEW                               X                   4    18,958         0      2,000
DYNEGY INC NEW                               X                   4   936,216         0     61,897
E M C CORP MASS                              X                   1       210         0          0
E M C CORP MASS                              X                   2       300         0          0
E M C CORP MASS                              X                   3       400         0          0
E M C CORP MASS                              X                   6     1,400         0          0
E M C CORP MASS                              X                   3     1,400         0          0
E M C CORP MASS                              X                         2,000         0          0
E M C CORP MASS                              X                         2,900         0          0
E M C CORP MASS                              X                   5         0     3,600          0
E M C CORP MASS                              X                   2     7,185         0          0
E M C CORP MASS                              X                   5         0    10,700          0
E M C CORP MASS                              X                        21,143         0          0
E M C CORP MASS                              X                        22,600         0          0
E M C CORP MASS                              X                   3    26,800         0      3,025
E M C CORP MASS                              X                   4    55,793       750     29,030
E M C CORP MASS                              X                   3   126,902         0      4,391
E M C CORP MASS                              X                   5   143,910         0          0
E M C CORP MASS                              X                   7   630,777         0          0
E M C CORP MASS                              X                   4   603,306         0    103,686
ENSCO INTL INC                               X                   2        30         0          0
ENSCO INTL INC                               X                         1,828         0          0
ENSCO INTL INC                               X                   3     4,219         0          0
ENSCO INTL INC                               X                         4,800         0          0
ENSCO INTL INC                               X                   3    24,000         0          0
ENSCO INTL INC                               X                   7    25,814         0          0
ENI S P A                                    X                   5        70         0          0
ENI S P A                                    X                   5         0       100          0
ENI S P A                                    X                   2     1,675         0          0
ENI S P A                                    X                   2     1,836         0          0
ENI S P A                                    X                   4        30         0      5,298
EOG RES INC                                  X                           467         0          0
EOG RES INC                                  X                   5         0       565          0
EOG RES INC                                  X                   3       700         0          0
EOG RES INC                                  X                   3     1,200         0          0
EOG RES INC                                  X                   4       600         0      1,514
EOG RES INC                                  X                         9,000         0          0
EOG RES INC                                  X                   3    20,365         0          0
EOG RES INC                                  X                   7    36,100         0          0
EOG RES INC                                  X                   7    56,707         0          0
EOG RES INC                                  X                   3    82,600         0          0
E ON AG                                      X                   2     1,950         0          0
E ON AG                                      X                   2     5,310         0          0
EPIQ SYS INC                                 X                   4       131         0     15,103
E TRADE FINANCIAL CORP                       X                   2       500         0          0
E TRADE FINANCIAL CORP                       X                   4         0         0      3,204
E TRADE FINANCIAL CORP                       X                   3         0         0      6,000
E TRADE FINANCIAL CORP                       X                   7    99,200         0          0
EAGLE MATERIALS INC                          X                         2,702         0          0
EASTERN CO                                   X                   4         0    17,325          0
EASTMAN CHEM CO                              X                   5         0       202          0
EASTMAN CHEM CO                              X                   3       400         0          0
EASTMAN CHEM CO                              X                   3       900         0          0
EASTMAN CHEM CO                              X                   4     7,419       175        217
EASTMAN CHEM CO                              X                   4     4,234         0      8,343
EASTMAN CHEM CO                              X                   7    23,344         0          0
EASTMAN CHEM CO                              X                   3    37,000         0          0
EASTMAN KODAK CO                             X                   5       140         0          0
EASTMAN KODAK CO                             X                   3       300         0          0
EASTMAN KODAK CO                             X                   3         0         0      1,000
EASTMAN KODAK CO                             X                   5         0     1,690          0
EASTMAN KODAK CO                             X                   4     3,462         0          0
EASTMAN KODAK CO                             X                         4,000         0          0
EASTMAN KODAK CO                             X                   3     3,050         0      1,600
EASTMAN KODAK CO                             X                   2     6,345         0          0
EASTMAN KODAK CO                             X                   4     1,550         0     21,933
EASTMAN KODAK CO                             X                   7    73,431         0          0
EATON CORP                                   X                   2        25         0          0
EATON CORP                                   X                   3       950         0          0
EATON CORP                                   X                   4     1,050         0          0
EATON CORP                                   X                   3         0         0      1,938
EATON CORP                                   X                   5     2,905         0          0
EATON CORP                                   X                   3     8,930         0          0
EATON CORP                                   X                   3    10,850         0          0
EATON CORP                                   X                   2    13,225         0          0
EATON CORP                                   X                   4    21,789         0      1,208
EATON CORP                                   X                   7    36,582         0          0
EBAY INC                                     X                   4         0         0        185
EBAY INC                                     X                   5         0       800          0
EBAY INC                                     X                   2       920         0          0
EBAY INC                                     X                         1,600         0          0
EBAY INC                                     X                         1,895         0          0
EBAY INC                                     X                         2,181         0          0
EBAY INC                                     X                   3     2,500         0          0
EBAY INC                                     X                   5         0     5,654          0
EBAY INC                                     X                   3     8,600         0          0
EBAY INC                                     X                   3     9,396         0      3,600
EBAY INC                                     X                   5    19,288         0          0
EBAY INC                                     X                   4        64         0     27,734
EBAY INC                                     X                   3    85,030         0        803
EBAY INC                                     X                   7   299,750         0          0
ECHOSTAR COMMUNICATIONS NEW                  X                   4        71         0      3,722
ECHOSTAR COMMUNICATIONS NEW                  X                   7    45,328         0          0
ECOLAB INC                                   X                   3     1,600         0          0
ECOLAB INC                                   X                   4    25,690     6,300      1,000
ECOLAB INC                                   X                   4    25,275       120     15,786
ECOLAB INC                                   X                   7    52,941         0          0
EDISON INTL                                  X                   4         0         0        863
EDISON INTL                                  X                   3     3,800         0          0
EDISON INTL                                  X                   3    24,700         0          0
EDISON INTL                                  X                   3    38,103         0          0
EDISON INTL                                  X                   7    82,923         0          0
EDWARDS AG INC                               X                   7    11,592         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     20,965
EL PASO CORP                                 X                   3       150         0          0
EL PASO CORP                                 X                   3     1,490         0          0
EL PASO CORP                                 X                   5         0     2,330          0
EL PASO CORP                                 X                   4     2,450         0          0
EL PASO CORP                                 X                   5     3,375         0          0
EL PASO CORP                                 X                   3     5,300         0          0
EL PASO CORP                                 X                   2    13,007         0          0
EL PASO CORP                                 X                   7   148,897         0          0
ELDORADO GOLD CORP NEW                       X                   2    19,000         0          0
ELECTRONIC ARTS INC                          X                   5       180         0          0
ELECTRONIC ARTS INC                          X                   3         0         0        250
ELECTRONIC ARTS INC                          X                   3         0         0        265
ELECTRONIC ARTS INC                          X                   5       425         0          0
ELECTRONIC ARTS INC                          X                   4     1,006         0          0
ELECTRONIC ARTS INC                          X                   2     1,590         0          0
ELECTRONIC ARTS INC                          X                         5,000       140          0
ELECTRONIC ARTS INC                          X                   5         0    12,998          0
ELECTRONIC ARTS INC                          X                   7    75,451         0          0
ELECTRONIC ARTS INC                          X                   4    67,503         0     12,927
ELECTRONIC DATA SYS NEW                      X                   3         0         0        100
ELECTRONIC DATA SYS NEW                      X                   1       210         0          0
ELECTRONIC DATA SYS NEW                      X                   4       703         0          0
ELECTRONIC DATA SYS NEW                      X                   5       785         0          0
ELECTRONIC DATA SYS NEW                      X                   5         0     1,490          0
ELECTRONIC DATA SYS NEW                      X                   4         0         0      5,422
ELECTRONIC DATA SYS NEW                      X                   2     6,737         0          0
ELECTRONIC DATA SYS NEW                      X                   7   124,295         0          0
EMBRAER-EMPRESA BRASILEIRA D                 X                   3         0         0     25,800
EMDEON CORP                                  X                   2        46         0          0
EMDEON CORP                                  X                   2       300         0          0
EMDEON CORP                                  X                   3         0         0        500
EMDEON CORP                                  X                         4,606         0          0
EMDEON CORP                                  X                   4     4,750         0          0
EMDEON CORP                                  X                   7    44,790         0          0
EMERSON ELEC CO                              X                   3       160         0          0
EMERSON ELEC CO                              X                   5         0     1,300          0
EMERSON ELEC CO                              X                   5         0     2,600          0
EMERSON ELEC CO                              X                   5     8,465         0          0
EMERSON ELEC CO                              X                   2     9,473         0          0
EMERSON ELEC CO                              X                   3    10,921         0          0
EMERSON ELEC CO                              X                   3    14,438         0        110
EMERSON ELEC CO                              X                   4    20,080         0        800
EMERSON ELEC CO                              X                   4    34,581        60        349
EMERSON ELEC CO                              X                   7   105,413         0          0
EMPRESA NACIONAL DE ELCTRCID                 X                   7    28,100         0          0
ENCANA CORP                                  X                   2       600         0          0
ENCANA CORP                                  X                   3     1,500         0          0
ENCANA CORP                                  X                         3,400         0          0
ENCANA CORP                                  X                   5     4,342         0          0
ENCANA CORP                                  X                   3    79,195         0          0
ENCANA CORP                                  X                   2   108,661         0          0
ENBRIDGE INC                                 X                   2   265,504         0          0
ENBRIDGE ENERGY MANAGEMENT L                 X                         5,479         0          0
ENDESA S A                                   X                             0       171          0
ENDESA S A                                   X                   4         0         0        210
ENDESA S A                                   X                   2    13,135         0          0
ENERGY EAST CORP                             X                   4    11,241         0      1,000
ENERGY EAST CORP                             X                   7    20,782         0          0
ENERGIZER HLDGS INC                          X                   7    12,932         0          0
ENERPLUS RES FD                              X                   3     2,000         0          0
ENERPLUS RES FD                              X                   2   144,452         0          0
ENGELHARD CORP                               X                   5        90         0          0
ENGELHARD CORP                               X                         3,108         0          0
ENGELHARD CORP                               X                   5         0     9,560          0
ENGELHARD CORP                               X                   7    19,877         0          0
ENGELHARD CORP                               X                   3         0         0     32,000
ENGINEERED SUPPORT SYS INC                   X                        19,400         0          0
ENGINEERED SUPPORT SYS INC                   X                        41,651         0          0
ENTERGY CORP NEW                             X                   2        25         0          0
ENTERGY CORP NEW                             X                   3     2,082         0          0
ENTERGY CORP NEW                             X                   7    50,593         0          0
EQUIFAX INC                                  X                   3     1,400         0          0
EQUIFAX INC                                  X                   3     6,578         0          0
EQUIFAX INC                                  X                   7    28,604         0          0
EQUITABLE RES INC                            X                         1,962         0          0
EQUITABLE RES INC                            X                   7    20,666         0          0
EQUITY OFFICE PROPERTIES TRU                 X                   4     1,300         0          0
EQUITY OFFICE PROPERTIES TRU                 X                   3     8,350         0          0
EQUITY OFFICE PROPERTIES TRU                 X                   5    14,000         0          0
EQUITY OFFICE PROPERTIES TRU                 X                   7    81,846         0          0
EQUITY RESIDENTIAL                           X                   4     1,000         0          0
EQUITY RESIDENTIAL                           X                   7    56,198         0          0
ERICSSON L M TEL CO                          X                   3         0         0        240
ERICSSON L M TEL CO                          X                   5       400         0          0
ERICSSON L M TEL CO                          X                   2     1,920         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                   5       333         0          0
ETABLISSEMENTS DELHAIZE FRER                 X                   2     2,815         0          0
ETABLISSEMENTS DELHAIZE FRER                 X                   4     5,851         0          0
EVERGREEN SOLAR INC                          X                   3    35,000         0          0
EXELON CORP                                  X                           600         0          0
EXELON CORP                                  X                   2     1,507         0          0
EXELON CORP                                  X                   3    13,235         0          0
EXELON CORP                                  X                   2    16,710         0          0
EXELON CORP                                  X                   3    46,000         0          0
EXELON CORP                                  X                   3    50,953         0      4,980
EXELON CORP                                  X                   3    58,697         0          0
EXELON CORP                                  X                   4    45,782     2,650     20,700
EXELON CORP                                  X                   4   133,404         0      8,568
EXELON CORP                                  X                   7   164,004         0          0
EXPEDIA INC DEL                              X                             0        52          0
EXPEDIA INC DEL                              X                   2       627         0          0
EXPEDIA INC DEL                              X                   5       947         0          0
EXPEDIA INC DEL                              X                   4     1,665         0          0
EXPEDIA INC DEL                              X                   7     8,250         0          0
EXPEDIA INC DEL                              X                   7    56,182         0          0
EXPEDIA INC DEL                              X                   3   750,000         0          0
EXPEDITORS INTL WASH INC                     X                   5         0     2,950          0
EXPEDITORS INTL WASH INC                     X                         4,000         0          0
EXPEDITORS INTL WASH INC                     X                   4        53         0      6,471
EXPEDITORS INTL WASH INC                     X                   7    18,059         0          0
EXPRESS SCRIPTS INC                          X                   6     1,800         0          0
EXPRESS SCRIPTS INC                          X                   3     1,800         0          0
EXPRESS SCRIPTS INC                          X                   4         0         0      1,809
EXPRESS SCRIPTS INC                          X                   7    31,970         0          0
EXXON MOBIL CORP                             X                   6       259         0          0
EXXON MOBIL CORP                             X                   5         0       270          0
EXXON MOBIL CORP                             X                   1       290         0          0
EXXON MOBIL CORP                             X                   3       300         0          0
EXXON MOBIL CORP                             X                         1,383         0          0
EXXON MOBIL CORP                             X                   5     2,000         0          0
EXXON MOBIL CORP                             X                   2     2,800         0          0
EXXON MOBIL CORP                             X                         2,820        40          0
EXXON MOBIL CORP                             X                         3,000         0          0
EXXON MOBIL CORP                             X                   2    18,390         0          0
EXXON MOBIL CORP                             X                   5    18,816         0          0
EXXON MOBIL CORP                             X                   3    23,080         0          0
EXXON MOBIL CORP                             X                   5    23,282         0          0
EXXON MOBIL CORP                             X                   3    29,070         0          0
EXXON MOBIL CORP                             X                   3    30,360         0          0
EXXON MOBIL CORP                             X                   3    46,324         0          0
EXXON MOBIL CORP                             X                        59,500         0          0
EXXON MOBIL CORP                             X                   3    65,270         0          0
EXXON MOBIL CORP                             X                   3    69,949         0      8,760
EXXON MOBIL CORP                             X                   3   612,953         0     14,547
EXXON MOBIL CORP                             X                   4   648,335     5,520     47,349
EXXON MOBIL CORP                             X                   4   538,510    90,616    162,821
EXXON MOBIL CORP                             X                   7 1,555,454         0          0
FMC TECHNOLOGIES INC                         X                   4       859         0          0
FMC TECHNOLOGIES INC                         X                   5         0     4,600          0
FPL GROUP INC                                X                   5        59         0          0
FPL GROUP INC                                X                   2       290         0          0
FPL GROUP INC                                X                   5         0       774          0
FPL GROUP INC                                X                   5         0     1,400          0
FPL GROUP INC                                X                   3     5,782         0          0
FPL GROUP INC                                X                   4     5,440         0      2,077
FPL GROUP INC                                X                   4     6,400     1,200     12,800
FPL GROUP INC                                X                   7    95,619         0          0
FACTSET RESH SYS INC                         X                   4         0         0     10,247
FAIR ISAAC CORP                              X                   2        50         0          0
FAIR ISAAC CORP                              X                   3       500         0          0
FAIR ISAAC CORP                              X                   3     4,000         0          0
FAIR ISAAC CORP                              X                   7    10,850         0          0
FAIR ISAAC CORP                              X                   5     3,000         0          0
FAIR ISAAC CORP                              X                   5         0    17,000          0
FAIRFAX FINL HLDGS LTD                       X                           600         0          0
FAIRFAX FINL HLDGS LTD                       X                   5         0       900          0
FAIRFAX FINL HLDGS LTD                       X                   2     5,150         0          0
FAIRMONT HOTELS RESORTS INC                  X                   5       793         0          0
FAIRMONT HOTELS RESORTS INC                  X                   2     4,492         0          0
FALCONBRIDGE LTD NEW 2005                    X                   3     1,000         0          0
FALCONBRIDGE LTD NEW 2005                    X                   2    37,540         0          0
FAMILY DLR STORES INC                        X                   5     1,360         0          0
FAMILY DLR STORES INC                        X                         4,649         0          0
FAMILY DLR STORES INC                        X                   7    36,197         0          0
FARGO ELECTRONICS INC                        X                   4         0         0     11,545
FASTENAL CO                                  X                   7    22,614         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                   4       500         0          0
FEDERAL HOME LN MTG CORP                     X                   5         0     1,060          0
FEDERAL HOME LN MTG CORP                     X                   2     1,545         0          0
FEDERAL HOME LN MTG CORP                     X                         2,000         0          0
FEDERAL HOME LN MTG CORP                     X                   3     5,300         0          0
FEDERAL HOME LN MTG CORP                     X                   5         0     7,500          0
FEDERAL HOME LN MTG CORP                     X                   3     7,664         0          0
FEDERAL HOME LN MTG CORP                     X                   5         0    11,000          0
FEDERAL HOME LN MTG CORP                     X                   4     2,077         0     12,846
FEDERAL HOME LN MTG CORP                     X                   3    28,370         0          0
FEDERAL HOME LN MTG CORP                     X                   7   165,919         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                   2       650         0          0
FEDERAL NATL MTG ASSN                        X                   3     1,410         0          0
FEDERAL NATL MTG ASSN                        X                   3     5,300         0          0
FEDERAL NATL MTG ASSN                        X                   2     7,781         0          0
FEDERAL NATL MTG ASSN                        X                   3    10,000         0          0
FEDERAL NATL MTG ASSN                        X                   3    14,031         0          0
FEDERAL NATL MTG ASSN                        X                   4    11,020       570      3,150
FEDERAL NATL MTG ASSN                        X                   5         0    16,000          0
FEDERAL NATL MTG ASSN                        X                   4    11,971         0     27,847
FEDERAL NATL MTG ASSN                        X                   7   232,628         0          0
FEDERAL NATL MTG ASSN                        X                   312,003,700         0          0
FEDERATED DEPT STORES INC DE                 X                   5         0       122          0
FEDERATED DEPT STORES INC DE                 X                   4       466         0          0
FEDERATED DEPT STORES INC DE                 X                   3         0         0      1,395
FEDERATED DEPT STORES INC DE                 X                   4         0         0      2,236
FEDERATED DEPT STORES INC DE                 X                   3     2,700         0          0
FEDERATED DEPT STORES INC DE                 X                   7    64,809         0          0
FEDERATED INVS INC PA                        X                   3         0         0      1,400
FEDERATED INVS INC PA                        X                   7    15,881         0          0
FEDEX CORP                                   X                   4       100         0          0
FEDEX CORP                                   X                   5         0       110          0
FEDEX CORP                                   X                   5         0       175          0
FEDEX CORP                                   X                   3       600         0          0
FEDEX CORP                                   X                   2       635         0          0
FEDEX CORP                                   X                   3       860         0          0
FEDEX CORP                                   X                         2,200         0          0
FEDEX CORP                                   X                   3     2,664         0          0
FEDEX CORP                                   X                   3     8,400         0        800
FEDEX CORP                                   X                   7    77,041         0          0
FIDELITY NATL FINL INC                       X                   7    31,862         0          0
FIFTH THIRD BANCORP                          X                   5        70         0          0
FIFTH THIRD BANCORP                          X                   5         0       445          0
FIFTH THIRD BANCORP                          X                   4     1,540         0          0
FIFTH THIRD BANCORP                          X                   2     3,640         0          0
FIFTH THIRD BANCORP                          X                   3     5,500         0          0
FIFTH THIRD BANCORP                          X                   7    20,800         0          0
FIFTH THIRD BANCORP                          X                   7   134,203         0          0
FIFTH THIRD BANCORP                          X                   3 1,250,000         0          0
FIRST AMERN CORP CALIF                       X                   3       370         0          0
FIRST AMERN CORP CALIF                       X                   7    15,521         0          0
FIRST DATA CORP                              X                   2       150         0          0
FIRST DATA CORP                              X                   2       670         0          0
FIRST DATA CORP                              X                   5       940         0          0
FIRST DATA CORP                              X                   5     1,745         0          0
FIRST DATA CORP                              X                         4,200         0          0
FIRST DATA CORP                              X                         6,220         0          0
FIRST DATA CORP                              X                   3     7,370         0          0
FIRST DATA CORP                              X                   3     7,700         0          0
FIRST DATA CORP                              X                   3     8,372         0      2,700
FIRST DATA CORP                              X                   4     9,501       900      1,100
FIRST DATA CORP                              X                   4    26,570         0      4,542
FIRST DATA CORP                              X                   3   103,080         0          0
FIRST DATA CORP                              X                   7   191,709         0          0
FIRST HORIZON NATL CORP                      X                   3     1,300         0          0
FIRST HORIZON NATL CORP                      X                   4     4,860         0          0
FIRST HORIZON NATL CORP                      X                   4     6,200         0        400
FIRST HORIZON NATL CORP                      X                   7    26,562         0          0
FIRST MARBLEHEAD CORP                        X                   5        68         0          0
FIRST MARBLEHEAD CORP                        X                   3       400         0          0
FIRST MARBLEHEAD CORP                        X                   2     3,475         0          0
FIRST MARBLEHEAD CORP                        X                   7     3,900         0          0
FIRST MARBLEHEAD CORP                        X                   4    11,725         0          0
FISERV INC                                   X                   3         0         0      1,100
FISERV INC                                   X                   5         0     1,600          0
FISERV INC                                   X                   4         0         0      2,654
FISERV INC                                   X                   2     8,695         0          0
FISERV INC                                   X                   3    33,543         0          0
FISERV INC                                   X                   7    47,443         0          0
FIRSTENERGY CORP                             X                   4       319         0          0
FIRSTENERGY CORP                             X                   4       499         0          0
FIRSTENERGY CORP                             X                   7    80,999         0          0
FISHER SCIENTIFIC INTL INC                   X                   5       540         0          0
FISHER SCIENTIFIC INTL INC                   X                   3       800         0          0
FISHER SCIENTIFIC INTL INC                   X                             0     1,000          0
FISHER SCIENTIFIC INTL INC                   X                   4         0         0      1,046
FISHER SCIENTIFIC INTL INC                   X                         2,700         0          0
FISHER SCIENTIFIC INTL INC                   X                   2    21,765         0          0
FISHER SCIENTIFIC INTL INC                   X                   6    21,944         0          0
FISHER SCIENTIFIC INTL INC                   X                   7    34,895         0          0
FISHER SCIENTIFIC INTL INC                   X                   3    53,760         0          0
FISHER SCIENTIFIC INTL INC                   X                   3   122,128         0          0
FISHER SCIENTIFIC INTL INC                   X                   5     4,000         0          0
FISHER SCIENTIFIC INTL INC                   X                   5         0    21,000          0
FLEXIBLE SOLUTIONS INTL INC                  X                   3    16,500         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                   2       525         0          0
FLUOR CORP NEW                               X                   7    18,471         0          0
FLUSHING FINL CORP                           X                   4         0   391,818          0
FOOT LOCKER INC                              X                   4         0         0        326
FOOT LOCKER INC                              X                   5         0       439          0
FOOT LOCKER INC                              X                   4     2,001         0          0
FOOT LOCKER INC                              X                   7    22,033         0          0
FORD MTR CO DEL                              X                   4       100         0          0
FORD MTR CO DEL                              X                   3         0         0      1,000
FORD MTR CO DEL                              X                   3     1,860         0          0
FORD MTR CO DEL                              X                   5     6,350         0          0
FORD MTR CO DEL                              X                   3    11,200         0          0
FORD MTR CO DEL                              X                   2    18,774         0          0
FORD MTR CO DEL                              X                   5         0    33,005          0
FORD MTR CO DEL                              X                   7   436,866         0          0
FORDING CDN COAL TR                          X                   5       405         0          0
FORDING CDN COAL TR                          X                   3     2,000         0          0
FORDING CDN COAL TR                          X                   2     5,491         0          0
FOREST CITY ENTERPRISES INC                  X                   7    11,900         0          0
FOREST LABS INC                              X                             0        60          0
FOREST LABS INC                              X                   5       298         0          0
FOREST LABS INC                              X                   5         0     1,900          0
FOREST LABS INC                              X                   3     4,000         0          0
FOREST LABS INC                              X                         5,232         0          0
FOREST LABS INC                              X                   7    83,414         0          0
FORTUNE BRANDS INC                           X                   4       300         0        434
FORTUNE BRANDS INC                           X                   3     2,796         0          0
FORTUNE BRANDS INC                           X                   4     2,555     1,400          0
FORTUNE BRANDS INC                           X                   7    33,181         0          0
FOUNDATION COAL HLDGS INC                    X                             0       179          0
FOUNDATION COAL HLDGS INC                    X                   3     3,000         0          0
FOUNDATION COAL HLDGS INC                    X                   3    18,000         0      5,000
FRANCE TELECOM                               X                             0       140          0
FRANCE TELECOM                               X                   5       620         0          0
FRANCE TELECOM                               X                   5         0     4,430          0
FRANCE TELECOM                               X                   2     4,455         0          0
FRANKLIN ELEC INC                            X                   4         0         0      5,596
FRANKLIN RES INC                             X                   6       350         0          0
FRANKLIN RES INC                             X                   5         0     2,200          0
FRANKLIN RES INC                             X                   4        40         0      4,949
FRANKLIN RES INC                             X                   3    31,987         0          0
FRANKLIN RES INC                             X                   7    42,654         0          0
FRANKLIN RES INC                             X                   5     6,000         0          0
FRANKLIN RES INC                             X                   5         0    35,000          0
FREEPORT-MCMORAN COPPER & GO                 X                             0       160          0
FREEPORT-MCMORAN COPPER & GO                 X                   2       415         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                   3     3,100         0          0
FREEPORT-MCMORAN COPPER & GO                 X                   5         0     3,644          0
FREEPORT-MCMORAN COPPER & GO                 X                   5     7,752         0          0
FREEPORT-MCMORAN COPPER & GO                 X                   3    19,233         0          0
FREEPORT-MCMORAN COPPER & GO                 X                   7    43,000         0          0
FREEPORT-MCMORAN COPPER & GO                 X                   3   197,100         0          0
FREESCALE SEMICONDUCTOR INC                  X                             0       205          0
FREESCALE SEMICONDUCTOR INC                  X                   7    19,700         0          0
FREESCALE SEMICONDUCTOR INC                  X                   3        22         0          0
FREESCALE SEMICONDUCTOR INC                  X                   3        99         0          0
FREESCALE SEMICONDUCTOR INC                  X                   5       198         0          0
FREESCALE SEMICONDUCTOR INC                  X                   3       297         0          0
FREESCALE SEMICONDUCTOR INC                  X                           381         0          0
FREESCALE SEMICONDUCTOR INC                  X                   3       458         0          0
FREESCALE SEMICONDUCTOR INC                  X                   4       277         0        228
FREESCALE SEMICONDUCTOR INC                  X                   2       726         0          0
FREESCALE SEMICONDUCTOR INC                  X                   4       370       320      1,854
FREESCALE SEMICONDUCTOR INC                  X                   5     2,650         0          0
FREESCALE SEMICONDUCTOR INC                  X                   3     4,666         0         72
FREESCALE SEMICONDUCTOR INC                  X                   3    32,635         0         76
FREESCALE SEMICONDUCTOR INC                  X                   7    66,466         0          0
FRIEDMAN BILLINGS RAMSEY GRO                 X                   3         0         0        125
FRIEDMAN BILLINGS RAMSEY GRO                 X                             0       260          0
FRIEDMAN BILLINGS RAMSEY GRO                 X                   7    16,270         0          0
FUJI PHOTO FILM LTD                          X                   5     1,525         0          0
FUJI PHOTO FILM LTD                          X                   5         0     7,370          0
FUJI PHOTO FILM LTD                          X                   2    12,335         0          0
FULTON FINL CORP PA                          X                   7    27,334         0          0
GALLAGHER ARTHUR J & CO                      X                   7    14,970         0          0
GALLAHER GROUP PLC                           X                   4       300         0        668
GALLAHER GROUP PLC                           X                   4     1,100     1,500          0
GANNETT INC                                  X                   2       125         0          0
GANNETT INC                                  X                   3       950         0          0
GANNETT INC                                  X                   3         0         0      2,560
GANNETT INC                                  X                   7     5,500         0          0
GANNETT INC                                  X                   4     7,450         0        800
GANNETT INC                                  X                   4    13,785         0      3,800
GANNETT INC                                  X                   3    17,700         0          0
GANNETT INC                                  X                   7    60,033         0          0
GAP INC DEL                                  X                   5         0       210          0
GAP INC DEL                                  X                   2       310         0          0
GAP INC DEL                                  X                   5         0       400          0
GAP INC DEL                                  X                   4       800         0          0
GAP INC DEL                                  X                   4     1,500         0          0
GAP INC DEL                                  X                   5         0     1,620          0
GAP INC DEL                                  X                   5     3,500         0          0
GAP INC DEL                                  X                   5    12,750         0          0
GAP INC DEL                                  X                        14,461         0          0
GAP INC DEL                                  X                   3         0         0     60,000
GAP INC DEL                                  X                   7   160,619         0          0
GATEWAY INC                                  X                   1       193         0          0
GATEWAY INC                                  X                   3         0         0        500
GATEWAY INC                                  X                   3         0         0      1,200
GATEWAY INC                                  X                   7    12,960         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                   4         0         0         70
GENENTECH INC                                X                             0       160          0
GENENTECH INC                                X                   2       400         0          0
GENENTECH INC                                X                   5         0       706          0
GENENTECH INC                                X                   3     1,400         0          0
GENENTECH INC                                X                         2,000         0          0
GENENTECH INC                                X                   5         0     2,900          0
GENENTECH INC                                X                   3       300         0      4,000
GENENTECH INC                                X                   4       635         0      7,143
GENENTECH INC                                X                   3     3,545         0      6,300
GENENTECH INC                                X                   5    11,364         0          0
GENENTECH INC                                X                   7    74,024         0          0
GENERAL DYNAMICS CORP                        X                   3       170         0          0
GENERAL DYNAMICS CORP                        X                   4       200         0         38
GENERAL DYNAMICS CORP                        X                   3       400         0          0
GENERAL DYNAMICS CORP                        X                   3     1,600         0          0
GENERAL DYNAMICS CORP                        X                         2,600         0          0
GENERAL DYNAMICS CORP                        X                   3    22,519         0          0
GENERAL DYNAMICS CORP                        X                   7    50,615         0          0
GENERAL ELECTRIC CO                          X                   1       115         0          0
GENERAL ELECTRIC CO                          X                   5     5,300         0          0
GENERAL ELECTRIC CO                          X                   3     7,061         0          0
GENERAL ELECTRIC CO                          X                         7,200         0          0
GENERAL ELECTRIC CO                          X                         9,600         0          0
GENERAL ELECTRIC CO                          X                   3    12,150         0          0
GENERAL ELECTRIC CO                          X                        14,500       430          0
GENERAL ELECTRIC CO                          X                   3    17,274         0          0
GENERAL ELECTRIC CO                          X                        19,012         0          0
GENERAL ELECTRIC CO                          X                        20,588         0          0
GENERAL ELECTRIC CO                          X                   5    31,300         0          0
GENERAL ELECTRIC CO                          X                   5         0    34,301          0
GENERAL ELECTRIC CO                          X                   5         0    48,735          0
GENERAL ELECTRIC CO                          X                   3    53,757         0          0
GENERAL ELECTRIC CO                          X                        63,000         0          0
GENERAL ELECTRIC CO                          X                   2    65,422         0          0
GENERAL ELECTRIC CO                          X                   3    76,785         0          0
GENERAL ELECTRIC CO                          X                   3    85,965         0          0
GENERAL ELECTRIC CO                          X                   2   101,650         0          0
GENERAL ELECTRIC CO                          X                   3   109,351         0          0
GENERAL ELECTRIC CO                          X                   5         0   116,700          0
GENERAL ELECTRIC CO                          X                   3   114,233         0     38,091
GENERAL ELECTRIC CO                          X                   5   326,807         0          0
GENERAL ELECTRIC CO                          X                   3   812,468         0          0
GENERAL ELECTRIC CO                          X                   3   819,512         0     46,600
GENERAL ELECTRIC CO                          X                   4   666,949   141,193    227,577
GENERAL ELECTRIC CO                          X                   4 1,091,670       700    106,973
GENERAL ELECTRIC CO                          X                   7 2,597,426         0          0
GENERAL ELECTRIC CO                          X                   3 2,751,657         0          0
GENERAL GROWTH PPTYS INC                     X                   3         0         0      7,100
GENERAL GROWTH PPTYS INC                     X                   7    30,032         0          0
GENERAL MLS INC                              X                   5         0       180          0
GENERAL MLS INC                              X                         1,393         0          0
GENERAL MLS INC                              X                   4     1,600         0         63
GENERAL MLS INC                              X                         2,400         0          0
GENERAL MLS INC                              X                   3     3,500         0          0
GENERAL MLS INC                              X                   2     5,369         0          0
GENERAL MLS INC                              X                   3     6,755         0          0
GENERAL MLS INC                              X                   7    85,301         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                   4       418         0          0
GENERAL MTRS CORP                            X                   5       550         0          0
GENERAL MTRS CORP                            X                   5     1,155         0          0
GENERAL MTRS CORP                            X                   5         0     2,210          0
GENERAL MTRS CORP                            X                   4     4,780     1,200          0
GENERAL MTRS CORP                            X                   2     6,004         0          0
GENERAL MTRS CORP                            X                   3    16,688         0        250
GENERAL MTRS CORP                            X                   3    43,813         0        400
GENERAL MTRS CORP                            X                   7   133,431         0          0
GENERAL MTRS CORP                            X                         4,300         0          0
GENERAL MTRS CORP                            X                   5    10,000         0          0
GENTEX CORP                                  X                   7    30,190         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        166
GENUINE PARTS CO                             X                         2,085         0          0
GENUINE PARTS CO                             X                   2     5,820         0          0
GENUINE PARTS CO                             X                   3    32,200         0          0
GENUINE PARTS CO                             X                   7    42,426         0          0
GENWORTH FINL INC                            X                   2        40         0          0
GENWORTH FINL INC                            X                   5         0     8,910          0
GENWORTH FINL INC                            X                   4         0         0     22,357
GENWORTH FINL INC                            X                   7    85,225         0          0
GENZYME CORP                                 X                             0        65          0
GENZYME CORP                                 X                   5       370         0          0
GENZYME CORP                                 X                   4        75         0        931
GENZYME CORP                                 X                   3    19,593         0          0
GENZYME CORP                                 X                   7    64,899         0          0
GEORGIA PAC CORP                             X                   4       200         0          0
GEORGIA PAC CORP                             X                   4     1,200     1,200          0
GEORGIA PAC CORP                             X                   7    25,000         0          0
GETTY IMAGES INC                             X                   7     8,685         0          0
GILEAD SCIENCES INC                          X                   4         0         0         88
GILEAD SCIENCES INC                          X                         1,066         0          0
GILEAD SCIENCES INC                          X                         2,000         0          0
GILEAD SCIENCES INC                          X                   5         0     2,300          0
GILEAD SCIENCES INC                          X                   5     2,791         0          0
GILEAD SCIENCES INC                          X                   5         0     3,000          0
GILEAD SCIENCES INC                          X                   3     8,700         0          0
GILEAD SCIENCES INC                          X                   4       380         0      8,647
GILEAD SCIENCES INC                          X                   3    62,588         0          0
GILEAD SCIENCES INC                          X                   7   109,974         0          0
GILDAN ACTIVEWEAR INC                        X                   2     5,076         0          0
GLATFELTER                                   X                   2    16,400         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     2,633         0          0
GLAXOSMITHKLINE PLC                          X                   5         0     3,725          0
GLAXOSMITHKLINE PLC                          X                   2    11,121         0          0
GLAXOSMITHKLINE PLC                          X                   4       700         0     13,886
GLAXOSMITHKLINE PLC                          X                   2    16,925         0          0
GLENCAIRN GOLD CORP                          X                   2    10,000         0          0
GOLD FIELDS LTD NEW                          X                             0        41          0
GOLD FIELDS LTD NEW                          X                             0        80          0
GOLD FIELDS LTD NEW                          X                   5         0       256          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     2,030         0          0
GOLD FIELDS LTD NEW                          X                   4     3,000         0          0
GOLD FIELDS LTD NEW                          X                   3    50,000         0          0
GOLD FIELDS LTD NEW                          X                   3    68,620         0      4,900
GOLD FIELDS LTD NEW                          X                   3   120,950         0          0
GOLDCORP INC NEW                             X                   3     3,200         0          0
GOLDCORP INC NEW                             X                   2    13,795         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                   5         0       615          0
GOLDEN WEST FINL CORP DEL                    X                   3     3,503         0          0
GOLDEN WEST FINL CORP DEL                    X                   7    40,500         0          0
GOLDEN WEST FINL CORP DEL                    X                   7    68,168         0          0
GOLDFIELD CORP                               X                   3    28,200         0          0
GOLDMAN SACHS GROUP INC                      X                   2        20         0          0
GOLDMAN SACHS GROUP INC                      X                           500         0          0
GOLDMAN SACHS GROUP INC                      X                   5         0       900          0
GOLDMAN SACHS GROUP INC                      X                   4     1,092         0         42
GOLDMAN SACHS GROUP INC                      X                         2,000         0          0
GOLDMAN SACHS GROUP INC                      X                         3,191         0          0
GOLDMAN SACHS GROUP INC                      X                   3     5,908         0          0
GOLDMAN SACHS GROUP INC                      X                   3     6,203         0          0
GOLDMAN SACHS GROUP INC                      X                   6     8,196         0          0
GOLDMAN SACHS GROUP INC                      X                   2     9,570         0          0
GOLDMAN SACHS GROUP INC                      X                   3    22,340         0          0
GOLDMAN SACHS GROUP INC                      X                   4    20,070         0      4,320
GOLDMAN SACHS GROUP INC                      X                   3    36,833         0          0
GOLDMAN SACHS GROUP INC                      X                   3    40,821         0        792
GOLDMAN SACHS GROUP INC                      X                   7   122,609         0          0
GOLDMAN SACHS GROUP INC                      X                   5   177,625         0          0
GOODRICH CORP                                X                   2        40         0          0
GOODRICH CORP                                X                   3     5,089         0          0
GOODRICH CORP                                X                   7    26,031         0          0
GOODYEAR TIRE & RUBR CO                      X                   5         0     1,000          0
GOODYEAR TIRE & RUBR CO                      X                   3         0         0      1,500
GOODYEAR TIRE & RUBR CO                      X                   4       100         0      2,150
GOODYEAR TIRE & RUBR CO                      X                   5     2,545         0          0
GOODYEAR TIRE & RUBR CO                      X                   3     3,600         0        400
GOODYEAR TIRE & RUBR CO                      X                   2     7,381         0          0
GOODYEAR TIRE & RUBR CO                      X                   7    11,044         0          0
GOOGLE INC                                   X                   2        25         0          0
GOOGLE INC                                   X                   4         0         0         30
GOOGLE INC                                   X                   5         0       124          0
GOOGLE INC                                   X                   5       600         0          0
GOOGLE INC                                   X                           775         0          0
GOOGLE INC                                   X                   3       900         0         50
GOOGLE INC                                   X                         1,358         0          0
GOOGLE INC                                   X                         2,500         0          0
GOOGLE INC                                   X                   5     2,504         0          0
GOOGLE INC                                   X                   3     2,595         0        237
GOOGLE INC                                   X                   4       500         0      2,893
GOOGLE INC                                   X                   5         0     3,400          0
GOOGLE INC                                   X                   7    40,305         0          0
GRACE W R & CO DEL NEW                       X                   4         0       216          0
GRACE W R & CO DEL NEW                       X                   3         0         0      1,075
GRACE W R & CO DEL NEW                       X                   4     6,000         0          0
GRACE W R & CO DEL NEW                       X                        10,000         0          0
GRAINGER W W INC                             X                   4         0         0         91
GRAINGER W W INC                             X                   5         0       119          0
GRAINGER W W INC                             X                         1,862         0          0
GRAINGER W W INC                             X                   7    19,735         0          0
GRAINGER W W INC                             X                   3    20,400         0          0
GRANT PRIDECO INC                            X                   5       290         0          0
GRANT PRIDECO INC                            X                   3    64,100         0          0
GRANT PRIDECO INC                            X                   3    84,200         0          0
GROUPE DANONE                                X                   2     2,470         0          0
GROUPE DANONE                                X                   5     5,400         0          0
GROUPE DANONE                                X                   3         0         0      8,166
GROUPE CGI INC                               X                   2    58,765         0          0
GRUPO TELEVISA SA DE CV                      X                             0         5          0
GRUPO TELEVISA SA DE CV                      X                             0        10          0
GRUPO TELEVISA SA DE CV                      X                   5        11         0          0
GRUPO TELEVISA SA DE CV                      X                   5         0        29          0
GRUPO TELEVISA SA DE CV                      X                   7    24,800         0          0
GTECH HLDGS CORP                             X                   7    26,488         0          0
GUIDANT CORP                                 X                   2       300         0          0
GUIDANT CORP                                 X                   3       500         0          0
GUIDANT CORP                                 X                         2,476         0          0
GUIDANT CORP                                 X                   4     2,997         0          0
GUIDANT CORP                                 X                   5     3,255         0          0
GUIDANT CORP                                 X                   3     3,727         0          0
GUIDANT CORP                                 X                   4     4,979         0        150
GUIDANT CORP                                 X                        22,100         0          0
GUIDANT CORP                                 X                        34,000         0          0
GUIDANT CORP                                 X                   7    83,161         0          0
GYRODYNE CO AMER INC                         X                   4         0    64,580          0
HCA INC                                      X                   4     1,011         0      3,177
HCA INC                                      X                   3     8,527         0          0
HCA INC                                      X                   2     9,185         0          0
HCA INC                                      X                   5         0    11,000          0
HCA INC                                      X                   7    41,800         0          0
HCA INC                                      X                   7   102,856         0          0
HCC INS HLDGS INC                            X                   3     7,050         0          0
HDFC BANK LTD                                X                   3    10,000         0          0
HSBC HLDGS PLC                               X                   3         0         0        300
HSBC HLDGS PLC                               X                   3         0         0        464
HSBC HLDGS PLC                               X                   3       785         0          0
HSBC HLDGS PLC                               X                         1,500         0          0
HSBC HLDGS PLC                               X                   4     2,578         0          0
HSBC HLDGS PLC                               X                   2     4,550         0          0
HSBC HLDGS PLC                               X                   2    13,042         0          0
HSBC HLDGS PLC                               X                   5         0    13,231          0
HSBC HLDGS PLC                               X                   5    36,348         0          0
HSBC HLDGS PLC                               X                   4    61,961         0      7,523
HSBC HLDGS PLC                               X                   3         0         0     11,850
HSBC HLDGS PLC                               X                        18,000         0          0
HSBC HLDGS PLC                               X                   5    62,800         0          0
HALLIBURTON CO                               X                   5         0       128          0
HALLIBURTON CO                               X                   2       650         0          0
HALLIBURTON CO                               X                   5         0       650          0
HALLIBURTON CO                               X                           820         0          0
HALLIBURTON CO                               X                         1,244         0          0
HALLIBURTON CO                               X                   5     1,500         0          0
HALLIBURTON CO                               X                   3     2,300         0          0
HALLIBURTON CO                               X                   4     3,000         0          0
HALLIBURTON CO                               X                   4        45         0      5,628
HALLIBURTON CO                               X                   3     8,000         0          0
HALLIBURTON CO                               X                   5    11,000         0          0
HALLIBURTON CO                               X                   5         0    13,400          0
HALLIBURTON CO                               X                   3    14,460         0          0
HALLIBURTON CO                               X                   3    73,596         0        400
HALLIBURTON CO                               X                   3    92,100         0          0
HALLIBURTON CO                               X                   7   117,187         0          0
HALLIBURTON CO                               X                   5     5,000         0          0
HALLIBURTON CO                               X                   5         0    27,000          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                           785         0          0
HARLEY DAVIDSON INC                          X                   3     1,405         0          0
HARLEY DAVIDSON INC                          X                   5         0     3,045          0
HARLEY DAVIDSON INC                          X                   3     4,000         0          0
HARLEY DAVIDSON INC                          X                   4     5,590       300          0
HARLEY DAVIDSON INC                          X                   4     2,463         0      4,275
HARLEY DAVIDSON INC                          X                   3     8,750         0      3,620
HARLEY DAVIDSON INC                          X                   7    29,900         0          0
HARLEY DAVIDSON INC                          X                   7    70,997         0          0
HARMAN INTL INDS INC                         X                   4         0         0        769
HARMAN INTL INDS INC                         X                   3         0         0      3,930
HARMAN INTL INDS INC                         X                   7    10,793         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     7,820         0          0
HARMONY GOLD MNG LTD                         X                   3    35,200         0          0
HARRAHS ENTMT INC                            X                           500         0          0
HARRAHS ENTMT INC                            X                   3       700         0          0
HARRAHS ENTMT INC                            X                   7    45,394         0          0
HARRIS CORP DEL                              X                   3       128         0          0
HARRIS CORP DEL                              X                   7    19,526         0          0
HARTFORD FINL SVCS GROUP INC                 X                   5        70         0          0
HARTFORD FINL SVCS GROUP INC                 X                   3       415         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                   3     4,400         0          0
HARTFORD FINL SVCS GROUP INC                 X                   5         0     4,700          0
HARTFORD FINL SVCS GROUP INC                 X                   2     5,190         0          0
HARTFORD FINL SVCS GROUP INC                 X                   4     5,650         0      3,250
HARTFORD FINL SVCS GROUP INC                 X                   3    13,739         0        660
HARTFORD FINL SVCS GROUP INC                 X                   4     8,372         0     10,080
HARTFORD FINL SVCS GROUP INC                 X                   7    72,312         0          0
HARVEST ENERGY TR                            X                   4       930         0          0
HARVEST ENERGY TR                            X                   2    19,621         0          0
HASBRO INC                                   X                   5       200         0          0
HASBRO INC                                   X                   7    37,742         0          0
HEALTH CARE PPTY INVS INC                    X                   7    14,020         0          0
HEALTH MGMT ASSOC INC NEW                    X                   5         0       600          0
HEALTH MGMT ASSOC INC NEW                    X                        10,853         0          0
HEALTH MGMT ASSOC INC NEW                    X                   5         0    16,800          0
HEALTH MGMT ASSOC INC NEW                    X                   7    55,810         0          0
HEALTH MGMT ASSOC INC NEW                    X                   5     4,000         0          0
HEALTH MGMT ASSOC INC NEW                    X                   5         0    20,000          0
HEALTHCARE RLTY TR                           X                   4         0         0        133
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    15,000         0          0
HEALTH NET INC                               X                   7    24,208         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                         1,000         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                   5     3,000         0          0
HEINZ H J CO                                 X                   2     6,377         0          0
HEINZ H J CO                                 X                   4     5,150     3,650      3,950
HEINZ H J CO                                 X                   3    13,000         0          0
HEINZ H J CO                                 X                   4    13,405         0      1,147
HEINZ H J CO                                 X                   7    81,253         0          0
HERSHEY CO                                   X                   5         0       195          0
HERSHEY CO                                   X                   2     4,000         0          0
HERSHEY CO                                   X                   4     3,000         0      3,090
HERSHEY CO                                   X                   3     7,373         0          0
HERSHEY CO                                   X                   7    14,800         0          0
HERSHEY CO                                   X                   4    41,413         0      1,250
HERSHEY CO                                   X                   7    43,142         0          0
HEWLETT PACKARD CO                           X                   3       126         0          0
HEWLETT PACKARD CO                           X                   1       153         0          0
HEWLETT PACKARD CO                           X                   5         0       160          0
HEWLETT PACKARD CO                           X                   3       310         0          0
HEWLETT PACKARD CO                           X                         1,500         0          0
HEWLETT PACKARD CO                           X                   5         0     1,970          0
HEWLETT PACKARD CO                           X                   3     4,566         0          0
HEWLETT PACKARD CO                           X                   5     9,115         0          0
HEWLETT PACKARD CO                           X                        10,226       210          0
HEWLETT PACKARD CO                           X                   5         0    17,900          0
HEWLETT PACKARD CO                           X                   7    20,800         0          0
HEWLETT PACKARD CO                           X                   2    24,802         0          0
HEWLETT PACKARD CO                           X                        26,212         0          0
HEWLETT PACKARD CO                           X                   4    26,765     2,000          0
HEWLETT PACKARD CO                           X                   4    43,835         0      9,189
HEWLETT PACKARD CO                           X                   3    91,519         0      8,244
HEWLETT PACKARD CO                           X                   3   105,858         0     15,025
HEWLETT PACKARD CO                           X                   3   330,669         0          0
HEWLETT PACKARD CO                           X                   7   751,348         0          0
HILLENBRAND INDS INC                         X                   7     8,223         0          0
HILTON HOTELS CORP                           X                   5       500         0          0
HILTON HOTELS CORP                           X                   7    88,106         0          0
HILTON HOTELS CORP                           X                   5     5,000         0          0
HILTON HOTELS CORP                           X                   5         0    28,000          0
HITACHI LIMITED                              X                             0       113          0
HITACHI LIMITED                              X                   4         0         0        139
HITACHI LIMITED                              X                   5       370         0          0
HITACHI LIMITED                              X                   2     1,772         0          0
HITACHI LIMITED                              X                   5         0     4,015          0
HOME DEPOT INC                               X                   1       305         0          0
HOME DEPOT INC                               X                         1,000         0          0
HOME DEPOT INC                               X                   3     1,000         0          0
HOME DEPOT INC                               X                   5     1,000         0          0
HOME DEPOT INC                               X                   5         0     1,000          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                   3     2,250         0          0
HOME DEPOT INC                               X                   2     3,225         0          0
HOME DEPOT INC                               X                   5         0     5,000          0
HOME DEPOT INC                               X                   2     6,225         0          0
HOME DEPOT INC                               X                   3     6,875         0          0
HOME DEPOT INC                               X                        19,000         0          0
HOME DEPOT INC                               X                   5    21,327         0          0
HOME DEPOT INC                               X                        22,793         0          0
HOME DEPOT INC                               X                   3    26,301         0          0
HOME DEPOT INC                               X                   4    52,322     3,570      9,929
HOME DEPOT INC                               X                   3   174,205         0     14,290
HOME DEPOT INC                               X                   4   219,261       700     34,472
HOME DEPOT INC                               X                   7   572,557         0          0
HONDA MOTOR LTD                              X                   4         0         0        200
HONDA MOTOR LTD                              X                   5     1,405         0          0
HONDA MOTOR LTD                              X                         2,831         0          0
HONDA MOTOR LTD                              X                   2   136,840         0          0
HONEYWELL INTL INC                           X                   1       310         0          0
HONEYWELL INTL INC                           X                   3       870         0          0
HONEYWELL INTL INC                           X                   3     1,700         0          0
HONEYWELL INTL INC                           X                         3,200         0          0
HONEYWELL INTL INC                           X                   2     5,415         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                   5         0    10,090          0
HONEYWELL INTL INC                           X                   4    19,055         0        200
HONEYWELL INTL INC                           X                   4    25,961         0        383
HONEYWELL INTL INC                           X                   3    26,568         0          0
HONEYWELL INTL INC                           X                   3    10,590         0     19,000
HONEYWELL INTL INC                           X                   7   218,203         0          0
HORMEL FOODS CORP                            X                   7    14,549         0          0
HOSPIRA INC                                  X                   5        23         0          0
HOSPIRA INC                                  X                   2        40         0          0
HOSPIRA INC                                  X                   3       296         0          0
HOSPIRA INC                                  X                   3       300         0          0
HOSPIRA INC                                  X                           620         0          0
HOSPIRA INC                                  X                   5     1,170         0          0
HOSPIRA INC                                  X                         1,696         0          0
HOSPIRA INC                                  X                   4     2,060         0          0
HOSPIRA INC                                  X                   3     3,456         0        590
HOSPIRA INC                                  X                   4     4,226     1,060      1,820
HOSPIRA INC                                  X                   7    39,629         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                   4         0         0      1,584
HOST MARRIOTT CORP NEW                       X                   5     5,339         0          0
HOST MARRIOTT CORP NEW                       X                   7    46,280         0          0
HUDSON CITY BANCORP                          X                   7   106,235         0          0
HUDSON UNITED BANCORP                        X                   4       118         0          0
HUDSON UNITED BANCORP                        X                   4         0     4,903          0
HUDSON UNITED BANCORP                        X                        18,800         0          0
HUDSON UNITED BANCORP                        X                        44,900         0          0
HUMANA INC                                   X                   2       405         0          0
HUMANA INC                                   X                   7    34,942         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                   5        74         0          0
HUNT J B TRANS SVCS INC                      X                         3,336         0          0
HUNT J B TRANS SVCS INC                      X                   7    20,767         0          0
HUNTINGTON BANCSHARES INC                    X                   2        65         0          0
HUNTINGTON BANCSHARES INC                    X                   3     2,200         0          0
HUNTINGTON BANCSHARES INC                    X                   3     4,800         0          0
HUNTINGTON BANCSHARES INC                    X                   7    54,325         0          0
HUTCHISON TELECOMM INTL LTD                  X                   6 7,237,400         0    139,200
IAC INTERACTIVECORP                          X                             0       592          0
IAC INTERACTIVECORP                          X                   2       627         0          0
IAC INTERACTIVECORP                          X                   5     1,012         0          0
IAC INTERACTIVECORP                          X                   4     1,665         0          0
IAC INTERACTIVECORP                          X                         5,245         0          0
IAC INTERACTIVECORP                          X                   7     8,150         0          0
IAC INTERACTIVECORP                          X                   7    58,872         0          0
IAC INTERACTIVECORP                          X                   3    95,801         0          0
IDX SYS CORP                                 X                        10,900         0          0
IDX SYS CORP                                 X                        29,109         0          0
IPIX CORP                                    X                   5    20,000         0          0
IMS HEALTH INC                               X                   3       800         0          0
IMS HEALTH INC                               X                   5     2,000         0          0
IMS HEALTH INC                               X                   5         0    11,500          0
IMS HEALTH INC                               X                   7    51,583         0          0
ISTAR FINL INC                               X                   7    11,570         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       685         0          0
ITT INDS INC IND                             X                         2,000         0          0
ITT INDS INC IND                             X                   4     8,992       150      3,250
ITT INDS INC IND                             X                   2    12,640         0          0
ITT INDS INC IND                             X                   6    13,932         0          0
ITT INDS INC IND                             X                   3    16,680         0          0
ITT INDS INC IND                             X                   7    22,737         0          0
ITT INDS INC IND                             X                   3    25,970         0          0
ITT INDS INC IND                             X                   3    45,179         0          0
ITT INDS INC IND                             X                   4    87,273         0      6,242
ICICI BK LTD                                 X                   4         0         0        100
ICICI BK LTD                                 X                   2     4,735         0          0
ICICI BK LTD                                 X                   7    33,522         0          0
ICICI BK LTD                                 X                   6   182,300         0          0
ICICI BK LTD                                 X                       240,000         0          0
ILLINOIS TOOL WKS INC                        X                   4       400         0          0
ILLINOIS TOOL WKS INC                        X                             0       510          0
ILLINOIS TOOL WKS INC                        X                   5       891         0          0
ILLINOIS TOOL WKS INC                        X                   5         0     1,000          0
ILLINOIS TOOL WKS INC                        X                         1,633         0          0
ILLINOIS TOOL WKS INC                        X                   3     2,300         0          0
ILLINOIS TOOL WKS INC                        X                   3     3,355         0          0
ILLINOIS TOOL WKS INC                        X                   4       277         0      5,223
ILLINOIS TOOL WKS INC                        X                   6    11,413         0          0
ILLINOIS TOOL WKS INC                        X                   2    15,410         0          0
ILLINOIS TOOL WKS INC                        X                   3    28,803         0          0
ILLINOIS TOOL WKS INC                        X                   3    34,130         0          0
ILLINOIS TOOL WKS INC                        X                   3    44,800         0          0
ILLINOIS TOOL WKS INC                        X                   7    64,099         0          0
ILLINOIS TOOL WKS INC                        X                   3   121,918         0          0
IMCLONE SYS INC                              X                   5         5         0          0
IMCLONE SYS INC                              X                   3         0         0        200
IMCLONE SYS INC                              X                   7     9,140         0          0
IMPERIAL CHEM INDS PLC                       X                   2    55,750         0          0
IMPERIAL OIL LTD                             X                   3       213         0          0
IMPERIAL OIL LTD                             X                   4     2,750         0          0
IMPERIAL OIL LTD                             X                   2    55,698         0          0
IMPERIAL TOBACCO GROUP PLC                   X                   5       120         0          0
IMPERIAL TOBACCO GROUP PLC                   X                   5         0       430          0
IMPERIAL TOBACCO GROUP PLC                   X                   4     1,000       609          0
IMPERIAL TOBACCO GROUP PLC                   X                   4         0         0      7,059
INAMED CORP                                  X                   3   219,500         0          0
INCO LTD                                     X                   3       800         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    58,263         0          0
INCO LTD                                     X                   5     3,000         0          0
INCO LTD                                     X                   5         0    18,000          0
INDEPENDENCE CMNTY BK CORP                   X                   7    12,291         0          0
INDEPENDENCE CMNTY BK CORP                   X                        29,500         0          0
INDEPENDENCE CMNTY BK CORP                   X                        58,007         0          0
INFOSYS TECHNOLOGIES LTD                     X                             0        13          0
INFOSYS TECHNOLOGIES LTD                     X                             0        25          0
INFOSYS TECHNOLOGIES LTD                     X                   5        30         0          0
INFOSYS TECHNOLOGIES LTD                     X                   4         0         0         35
INFOSYS TECHNOLOGIES LTD                     X                   5         0        81          0
INFOSYS TECHNOLOGIES LTD                     X                   3       100         0          0
INFOSYS TECHNOLOGIES LTD                     X                   3         0         0        410
INFOSYS TECHNOLOGIES LTD                     X                         1,830         0          0
INFOSYS TECHNOLOGIES LTD                     X                   4         0         0      3,438
INFOSYS TECHNOLOGIES LTD                     X                   3     3,500         0          0
INFOSYS TECHNOLOGIES LTD                     X                        78,000         0          0
INFOSYS TECHNOLOGIES LTD                     X                   6   302,281         0      1,141
ING GROEP N V                                X                             0       454          0
ING GROEP N V                                X                   4         0         0        539
ING GROEP N V                                X                   5         0     1,385          0
ING GROEP N V                                X                   5    15,358         0          0
ING GROEP N V                                X                   2    17,591         0          0
ING GROEP N V                                X                   2   115,925         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       910          0
INTEL CORP                                   X                   2     1,050         0          0
INTEL CORP                                   X                   5         0     1,230          0
INTEL CORP                                   X                   6     1,280         0          0
INTEL CORP                                   X                         2,377         0          0
INTEL CORP                                   X                   3     2,812         0          0
INTEL CORP                                   X                   3     4,600         0          0
INTEL CORP                                   X                   5     6,200         0          0
INTEL CORP                                   X                   3    10,984         0          0
INTEL CORP                                   X                        11,400         0          0
INTEL CORP                                   X                   5    18,300         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    24,922         0          0
INTEL CORP                                   X                   5         0    37,200          0
INTEL CORP                                   X                        56,104         0          0
INTEL CORP                                   X                        79,400         0          0
INTEL CORP                                   X                   5         0    88,133          0
INTEL CORP                                   X                   3   107,020         0     39,101
INTEL CORP                                   X                   4   322,720    25,108     82,525
INTEL CORP                                   X                   3   457,665         0     36,245
INTEL CORP                                   X                   5   514,896         0          0
INTEL CORP                                   X                   4   684,545         0     71,602
INTEL CORP                                   X                   7 1,577,628         0          0
INTER TEL INC                                X                   4       133         0     15,460
INTERNATIONAL BUSINESS MACHS                 X                   2       400         0          0
INTERNATIONAL BUSINESS MACHS                 X                   5         0       416          0
INTERNATIONAL BUSINESS MACHS                 X                   3       700         0          0
INTERNATIONAL BUSINESS MACHS                 X                   6       800         0          0
INTERNATIONAL BUSINESS MACHS                 X                   1     1,150         0          0
INTERNATIONAL BUSINESS MACHS                 X                   5         0     2,100          0
INTERNATIONAL BUSINESS MACHS                 X                         3,300         0          0
INTERNATIONAL BUSINESS MACHS                 X                   5         0     3,646          0
INTERNATIONAL BUSINESS MACHS                 X                         3,926         0          0
INTERNATIONAL BUSINESS MACHS                 X                   3     4,666         0          0
INTERNATIONAL BUSINESS MACHS                 X                   2     7,134         0          0
INTERNATIONAL BUSINESS MACHS                 X                         8,323         0          0
INTERNATIONAL BUSINESS MACHS                 X                   5     9,200         0          0
INTERNATIONAL BUSINESS MACHS                 X                   3     9,224         0          0
INTERNATIONAL BUSINESS MACHS                 X                        17,800         0          0
INTERNATIONAL BUSINESS MACHS                 X                   5    58,428         0          0
INTERNATIONAL BUSINESS MACHS                 X                   3    96,596         0     40,436
INTERNATIONAL BUSINESS MACHS                 X                   4   147,997         0     10,245
INTERNATIONAL BUSINESS MACHS                 X                   4   131,186    23,998     28,427
INTERNATIONAL BUSINESS MACHS                 X                   3   166,798         0     20,393
INTERNATIONAL BUSINESS MACHS                 X                   3   193,557         0          0
INTERNATIONAL BUSINESS MACHS                 X                   7   412,455         0          0
INTERNATIONAL FLAVORS&FRAGRA                 X                   3       620         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                   6     3,200         0          0
INTERNATIONAL FLAVORS&FRAGRA                 X                   2     5,065         0          0
INTERNATIONAL FLAVORS&FRAGRA                 X                   3     5,111         0          0
INTERNATIONAL FLAVORS&FRAGRA                 X                   7    19,650         0          0
INTERNATIONAL GAME TECHNOLOG                 X                   5         0       225          0
INTERNATIONAL GAME TECHNOLOG                 X                   5         0       560          0
INTERNATIONAL GAME TECHNOLOG                 X                   5     1,500         0          0
INTERNATIONAL GAME TECHNOLOG                 X                   3         0         0      2,000
INTERNATIONAL GAME TECHNOLOG                 X                   5         0     2,700          0
INTERNATIONAL GAME TECHNOLOG                 X                   4     6,000         0          0
INTERNATIONAL GAME TECHNOLOG                 X                   4       100         0     12,263
INTERNATIONAL GAME TECHNOLOG                 X                   7    86,901         0          0
INTL PAPER CO                                X                   5       800         0          0
INTL PAPER CO                                X                   3     2,200         0          0
INTL PAPER CO                                X                   3     6,500         0        400
INTL PAPER CO                                X                   4    14,328     2,410      8,600
INTL PAPER CO                                X                   3    26,344         0        160
INTL PAPER CO                                X                   4    26,065         0     12,417
INTL PAPER CO                                X                   7   114,625         0          0
INTERNET CAP GROUP INC                       X                   3         2         0          0
INTERNET CAP GROUP INC                       X                   3        50         0        110
INTERNET CAP GROUP INC                       X                   3         0         0     12,022
INTERNET HOLDRS TR                           X                   3         0         0         50
INTERNET HOLDRS TR                           X                   3       200         0          0
INTERNET HOLDRS TR                           X                   5       500         0          0
INTERNET HOLDRS TR                           X                   5         0     1,900          0
INTERNET HOLDRS TR                           X                   3     3,300         0          0
INTERNET HOLDRS TR                           X                   3    46,600         0          0
INTERPUBLIC GROUP COS INC                    X                   2       175         0          0
INTERPUBLIC GROUP COS INC                    X                   5       275         0          0
INTERPUBLIC GROUP COS INC                    X                   4         0         0        534
INTERPUBLIC GROUP COS INC                    X                   5         0       762          0
INTERPUBLIC GROUP COS INC                    X                   7    95,007         0          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    10,910         0          0
INTUIT                                       X                   3     1,800         0          0
INTUIT                                       X                         2,068         0          0
INTUIT                                       X                   7    51,321         0          0
INVERNESS MED INNOVATIONS IN                 X                   3   700,000         0          0
INVITROGEN CORP                              X                   2       170         0          0
INVITROGEN CORP                              X                   4        21         0      2,526
INVITROGEN CORP                              X                   7     8,444         0          0
INVITROGEN CORP                              X                   5         0    19,000          0
INVITROGEN CORP                              X                   5         0    14,000          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     9,993         0          0
INVESTORS FINL SERVICES CORP                 X                   3    55,410         0          0
INVESTORS FINL SERVICES CORP                 X                   2    60,275         0          0
INVESTORS FINL SERVICES CORP                 X                   3   104,970         0          0
IPSCO INC                                    X                   2     4,265         0          0
IRON MTN INC                                 X                   4         0         0         55
IRON MTN INC                                 X                   5         0       580          0
IRON MTN INC                                 X                   4         0         0      5,097
IRON MTN INC                                 X                   7    23,596         0          0
IRON MTN INC                                 X                   7    40,600         0          0
ISCO INTL INC                                X                   3     1,000         0          0
ISCO INTL INC                                X                   3         0         0     11,800
ISHARES COMEX GOLD TR                        X                   2       150         0          0
ISHARES COMEX GOLD TR                        X                        35,036         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                   4    20,508         0          0
ISHARES INC                                  X                   2        60         0          0
ISHARES INC                                  X                   4     3,926         0          0
ISHARES INC                                  X                   6    21,322         0          0
ISHARES INC                                  X                   4         0         0        609
ISHARES INC                                  X                   2       900         0          0
ISHARES INC                                  X                             0     3,200          0
ISHARES INC                                  X                   3    20,800         0          0
ISHARES INC                                  X                   3   134,400         0          0
ISHARES INC                                  X                   2       360         0          0
ISHARES INC                                  X                   5     2,500         0          0
ISHARES INC                                  X                   3    12,000         0          0
ISHARES INC                                  X                   6   109,241         0          0
ISHARES INC                                  X                       121,717         0          0
ISHARES INC                                  X                   2       775         0          0
ISHARES INC                                  X                   5     1,610         0          0
ISHARES INC                                  X                   3     1,726         0          0
ISHARES INC                                  X                   3     3,600         0          0
ISHARES INC                                  X                        27,096         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                   4         0         0      7,991
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                   4         0         0     17,544
ISHARES INC                                  X                       243,651         0          0
ISHARES INC                                  X                   2       390         0          0
ISHARES INC                                  X                        12,775         0          0
ISHARES INC                                  X                   6    15,843         0          0
ISHARES INC                                  X                   4         0         0     21,467
ISHARES INC                                  X                             0       313          0
ISHARES INC                                  X                   5         0     1,027          0
ISHARES INC                                  X                   6     4,153         0          0
ISHARES INC                                  X                         7,550         0          0
ISHARES INC                                  X                   4         0         0     10,378
ISHARES INC                                  X                        30,700       169          0
ISHARES INC                                  X                   5    33,280         0          0
ISHARES INC                                  X                   3    44,000         0          0
ISHARES INC                                  X                   3    49,500         0          0
ISHARES INC                                  X                   6    78,400         0          0
ISHARES INC                                  X                   3   114,375         0          0
ISHARES INC                                  X                   3   386,860         0          0
ISHARES INC                                  X                   3   783,766         0          0
ISHARES INC                                  X                   2       400         0          0
ISHARES INC                                  X                         5,500         0          0
ISHARES INC                                  X                   4    20,259         0          0
ISHARES INC                                  X                   2       118         0          0
ISHARES INC                                  X                         3,815         0          0
ISHARES INC                                  X                   4     6,234         0          0
ISHARES INC                                  X                   2       100         0          0
ISHARES INC                                  X                         4,560         0          0
ISHARES INC                                  X                   4     6,212         0          0
ISHARES INC                                  X                   5       134         0          0
ISHARES INC                                  X                             0       153          0
ISHARES INC                                  X                   4         0         0        400
ISHARES INC                                  X                           500        79          0
ISHARES INC                                  X                   4         0         0        905
ISHARES INC                                  X                   3       950         0          0
ISHARES INC                                  X                   2     1,400         0          0
ISHARES INC                                  X                   3     1,600         0          0
ISHARES INC                                  X                         5,200         0          0
ISHARES INC                                  X                   3     8,175         0          0
ISHARES INC                                  X                   5         0     9,179          0
ISHARES INC                                  X                   6    13,748         0          0
ISHARES INC                                  X                   4       242         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    14,770         0          0
ISHARES INC                                  X                   4         0         0     20,291
ISHARES INC                                  X                   2       250         0          0
ISHARES INC                                  X                         6,680         0          0
ISHARES INC                                  X                   4     9,471         0          0
ISHARES INC                                  X                             0       347          0
ISHARES INC                                  X                           450       180          0
ISHARES INC                                  X                   4         0         0      1,072
ISHARES INC                                  X                   3     5,651         0          0
ISHARES INC                                  X                   3    10,000         0          0
ISHARES INC                                  X                   3    11,400         0          0
ISHARES INC                                  X                   5    18,937         0          0
ISHARES INC                                  X                        27,924         0          0
ISHARES INC                                  X                   5         0    28,094          0
ISHARES INC                                  X                   5         0    80,300          0
ISHARES INC                                  X                   4         0         0      1,000
ISHARES INC                                  X                   5     5,500         0          0
ISHARES INC                                  X                        31,598         0          0
ISHARES INC                                  X                   3    72,000         0          0
ISHARES INC                                  X                   5    96,440         0          0
ISHARES INC                                  X                   5         0   102,300          0
ISHARES INC                                  X                   3   128,075         0          0
ISHARES INC                                  X                   4         0         0    133,981
ISHARES INC                                  X                   3   144,214         0          0
ISHARES INC                                  X                   3   392,957         0          0
ISHARES INC                                  X                   2   432,845         0          0
ISHARES INC                                  X                       448,407         0          0
ISHARES INC                                  X                   6 1,438,148         0          0
ISHARES INC                                  X                   2       150         0          0
ISHARES INC                                  X                         5,315         0          0
ISHARES INC                                  X                   4         0         0      8,931
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                   4         0         0     10,042
ISHARES INC                                  X                   3    23,700         0          0
ISHARES INC                                  X                   3    48,425         0          0
ISHARES INC                                  X                   3   122,300         0          0
ISHARES TR                                   X                   3       600         0          0
ISHARES TR                                   X                   3     8,000         0          0
ISHARES TR                                   X                         1,226         0          0
ISHARES TR                                   X                   4         0         0      6,093
ISHARES TR                                   X                             0         7          0
ISHARES TR                                   X                   5         0        20          0
ISHARES TR                                   X                   4         0         0        200
ISHARES TR                                   X                   4         0         0        267
ISHARES TR                                   X                   2       750         0          0
ISHARES TR                                   X                   3       800         0          0
ISHARES TR                                   X                   5     1,647         0          0
ISHARES TR                                   X                         1,670         0          0
ISHARES TR                                   X                         2,140         4          0
ISHARES TR                                   X                         4,000         0          0
ISHARES TR                                   X                   3     4,040         0          0
ISHARES TR                                   X                   2       583         0          0
ISHARES TR                                   X                   5         0     1,000          0
ISHARES TR                                   X                   4         0         0     14,640
ISHARES TR                                   X                   6    33,900         0          0
ISHARES TR                                   X                   7   280,317         0          0
ISHARES TR                                   X                         9,734         0          0
ISHARES TR                                   X                   4         0         0     83,515
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     2,410         0          0
ISHARES TR                                   X                   3     3,070         0          0
ISHARES TR                                   X                   3     3,945         0          0
ISHARES TR                                   X                   4         0         0      5,476
ISHARES TR                                   X                   3    17,650         0          0
ISHARES TR                                   X                   4         0         0    130,204
ISHARES TR                                   X                       146,033         0          0
ISHARES TR                                   X                             0     1,789          0
ISHARES TR                                   X                   5     1,844         0          0
ISHARES TR                                   X                         7,011         0          0
ISHARES TR                                   X                   2       600         0          0
ISHARES TR                                   X                   7     6,000         0          0
ISHARES TR                                   X                   6     9,077         0          0
ISHARES TR                                   X                   3     2,100         0          0
ISHARES TR                                   X                   3     6,550         0          0
ISHARES TR                                   X                   3    14,720         0          0
ISHARES TR                                   X                   2       350         0          0
ISHARES TR                                   X                           930         0          0
ISHARES TR                                   X                   6     3,208         0          0
ISHARES TR                                   X                   3     5,000         0          0
ISHARES TR                                   X                         3,790         0          0
ISHARES TR                                   X                   6    10,832         0          0
ISHARES TR                                   X                         3,053         0          0
ISHARES TR                                   X                   4         0         0      1,985
ISHARES TR                                   X                         7,190         0          0
ISHARES TR                                   X                   3     1,000         0          0
ISHARES TR                                   X                   4         0         0      2,393
ISHARES TR                                   X                         5,265         0          0
ISHARES TR                                   X                   2     5,499         0          0
ISHARES TR                                   X                   5     8,090         0          0
ISHARES TR                                   X                   3    10,500         0          0
ISHARES TR                                   X                   4         0         0     22,009
ISHARES TR                                   X                   4     3,148         0          0
ISHARES TR                                   X                   6     2,857         0          0
ISHARES TR                                   X                   4         0         0      3,129
ISHARES TR                                   X                         1,101         0          0
ISHARES TR                                   X                   4         0         0      1,531
ISHARES TR                                   X                   2        26         0          0
ISHARES TR                                   X                         3,000         0          0
ISHARES TR                                   X                   5     7,222         0          0
ISHARES TR                                   X                   4         0         0     14,709
ISHARES TR                                   X                   6    19,273         0          0
ISHARES TR                                   X                   4         0         0    178,291
ISHARES TR                                   X                        25,400         0          0
ISHARES TR                                   X                   5     1,250         0          0
ISHARES TR                                   X                   5         0     3,960          0
ISHARES TR                                   X                        26,100         0          0
ISHARES TR                                   X                   2       300         0          0
ISHARES TR                                   X                   4         0         0      1,161
ISHARES TR                                   X                   4         0         0      1,850
ISHARES TR                                   X                   3     3,760         0          0
ISHARES TR                                   X                   3    34,442         0          0
ISHARES TR                                   X                   4         0         0     17,046
ISHARES TR                                   X                   4         0         0     76,267
ISHARES TR                                   X                        29,915         0          0
ISHARES TR                                   X                   4         0         0        475
ISHARES TR                                   X                        43,194         0          0
ISHARES TR                                   X                         6,000         0          0
ISHARES TR                                   X                   2       300         0          0
ISHARES TR                                   X                        35,815         0          0
ISHARES TR                                   X                   2       300         0          0
ISHARES TR                                   X                   4         0         0     32,175
ISHARES TR                                   X                   4         0         0      3,825
ISHARES TR                                   X                   4         0         0    116,039
ISHARES TR                                   X                         3,000         0          0
ISHARES TR                                   X                   3     4,700         0          0
ISHARES TR                                   X                   4         0         0      4,792
ISHARES TR                                   X                         2,730         0          0
ISHARES TR                                   X                   3     3,400         0          0
ISHARES TR                                   X                   5     4,100         0          0
ISHARES TR                                   X                   4         0         0      5,340
ISHARES TR                                   X                   4         0         0     26,883
ISHARES TR                                   X                        27,082         0          0
ISHARES TR                                   X                   4         0         0      1,670
ISHARES TR                                   X                   2     1,725         0          0
ISHARES TR                                   X                   2       300         0          0
ISHARES TR                                   X                   4         0         0        960
ISHARES TR                                   X                   6     5,513         0          0
ISHARES TR                                   X                   3     1,600         0          0
ISHARES TR                                   X                   4         0         0      2,300
ISHARES TR                                   X                   3     3,000         0          0
ISHARES TR                                   X                         5,567         0          0
ISHARES TR                                   X                   2        39         0          0
ISHARES TR                                   X                   4         0         0      1,005
ISHARES TR                                   X                   4         0         0      1,383
ISHARES TR                                   X                        30,750         0          0
ISHARES TR                                   X                   3     1,698         0          0
ISHARES TR                                   X                   2     3,489         0          0
ISHARES TR                                   X                         3,715         0          0
ISHARES TR                                   X                        46,100         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     4,500         0          0
IVANHOE MINES LTD                            X                   3    29,650         0          0
IVAX CORP                                    X                   7     1,800         0          0
IVAX CORP                                    X                   7    38,625         0          0
IVAX CORP                                    X                   3 1,000,000         0          0
JDS UNIPHASE CORP                            X                   4       100         0          0
JDS UNIPHASE CORP                            X                   5         0       100          0
JDS UNIPHASE CORP                            X                   3       108         0          0
JDS UNIPHASE CORP                            X                   2       200         0          0
JDS UNIPHASE CORP                            X                         5,959         0          0
JDS UNIPHASE CORP                            X                   5     9,300         0          0
JDS UNIPHASE CORP                            X                   2    28,310         0          0
JDS UNIPHASE CORP                            X                   5    51,000         0          0
JDS UNIPHASE CORP                            X                   3    48,400         0      4,000
JDS UNIPHASE CORP                            X                   3   197,408         0      4,790
JDS UNIPHASE CORP                            X                   7   374,504         0          0
JP MORGAN CHASE & CO                         X                   1       100         0          0
JP MORGAN CHASE & CO                         X                   2       200         0          0
JP MORGAN CHASE & CO                         X                             0       225          0
JP MORGAN CHASE & CO                         X                   5     2,000         0          0
JP MORGAN CHASE & CO                         X                   3     2,220         0          0
JP MORGAN CHASE & CO                         X                         2,417         0          0
JP MORGAN CHASE & CO                         X                   3     3,285         0          0
JP MORGAN CHASE & CO                         X                   3     3,710         0          0
JP MORGAN CHASE & CO                         X                   3     7,785         0          0
JP MORGAN CHASE & CO                         X                         8,000         0          0
JP MORGAN CHASE & CO                         X                   5         0    14,080          0
JP MORGAN CHASE & CO                         X                        15,000         0          0
JP MORGAN CHASE & CO                         X                   5         0    15,600          0
JP MORGAN CHASE & CO                         X                   2    19,720         0          0
JP MORGAN CHASE & CO                         X                   5         0    27,386          0
JP MORGAN CHASE & CO                         X                   3    38,309         0          0
JP MORGAN CHASE & CO                         X                   5    51,231         0          0
JP MORGAN CHASE & CO                         X                   3    40,709         0     17,000
JP MORGAN CHASE & CO                         X                   7    84,600         0          0
JP MORGAN CHASE & CO                         X                   4   100,400    16,881     45,043
JP MORGAN CHASE & CO                         X                   3   262,420         0      6,271
JP MORGAN CHASE & CO                         X                   4   336,894     5,450     53,079
JP MORGAN CHASE & CO                         X                   7   845,200         0          0
JABIL CIRCUIT INC                            X                   2       905         0          0
JABIL CIRCUIT INC                            X                   3     1,700         0          0
JABIL CIRCUIT INC                            X                   4         0         0      3,029
JABIL CIRCUIT INC                            X                   3     4,000         0          0
JABIL CIRCUIT INC                            X                   7    50,886         0          0
JABIL CIRCUIT INC                            X                   3    79,000         0          0
JACOBS ENGR GROUP INC DEL                    X                   7     8,294         0          0
JACOBS ENGR GROUP INC DEL                    X                   4        92         0     11,323
JANUS CAP GROUP INC                          X                   4         0     6,000          0
JANUS CAP GROUP INC                          X                   3     8,000         0          0
JANUS CAP GROUP INC                          X                   7    45,996         0          0
JEFFERSON PILOT CORP                         X                             0       120          0
JEFFERSON PILOT CORP                         X                   5       305         0          0
JEFFERSON PILOT CORP                         X                   3       900         0          0
JEFFERSON PILOT CORP                         X                   7    31,917         0          0
JOHNSON & JOHNSON                            X                   1       200         0          0
JOHNSON & JOHNSON                            X                         1,000         0          0
JOHNSON & JOHNSON                            X                         3,000         0          0
JOHNSON & JOHNSON                            X                   5     3,500         0          0
JOHNSON & JOHNSON                            X                   5         0     3,507          0
JOHNSON & JOHNSON                            X                         4,000         0          0
JOHNSON & JOHNSON                            X                   3     5,920         0          0
JOHNSON & JOHNSON                            X                        10,800         0          0
JOHNSON & JOHNSON                            X                   3    15,102         0          0
JOHNSON & JOHNSON                            X                   5         0    16,800          0
JOHNSON & JOHNSON                            X                   3    16,935         0          0
JOHNSON & JOHNSON                            X                   5    17,010         0          0
JOHNSON & JOHNSON                            X                   5         0    26,490          0
JOHNSON & JOHNSON                            X                   2    30,640         0          0
JOHNSON & JOHNSON                            X                        31,466         0          0
JOHNSON & JOHNSON                            X                   3    35,794         0      1,515
JOHNSON & JOHNSON                            X                   2    39,085         0          0
JOHNSON & JOHNSON                            X                         4,000    36,250          0
JOHNSON & JOHNSON                            X                   3    45,000         0          0
JOHNSON & JOHNSON                            X                   3    63,411         0          0
JOHNSON & JOHNSON                            X                   4   101,839    16,503     17,150
JOHNSON & JOHNSON                            X                   3   269,087         0     12,860
JOHNSON & JOHNSON                            X                   3   288,786         0          0
JOHNSON & JOHNSON                            X                   4   410,846       400     40,379
JOHNSON & JOHNSON                            X                   7   764,237         0          0
JOHNSON CTLS INC                             X                   5        25         0          0
JOHNSON CTLS INC                             X                   4       350     2,000        200
JOHNSON CTLS INC                             X                   3     5,572         0          0
JOHNSON CTLS INC                             X                   4     6,817         0        617
JOHNSON CTLS INC                             X                   7    46,501         0          0
JONES APPAREL GROUP INC                      X                   5         0       490          0
JONES APPAREL GROUP INC                      X                         2,425         0          0
JONES APPAREL GROUP INC                      X                   5         0     3,900          0
JONES APPAREL GROUP INC                      X                   2     6,120         0          0
JONES APPAREL GROUP INC                      X                   7    26,206         0          0
JUNIPER NETWORKS INC                         X                   5       125         0          0
JUNIPER NETWORKS INC                         X                   3       270         0          0
JUNIPER NETWORKS INC                         X                   4         0         0        355
JUNIPER NETWORKS INC                         X                         4,006         0          0
JUNIPER NETWORKS INC                         X                   5         0     4,200          0
JUNIPER NETWORKS INC                         X                   3     5,357         0          0
JUNIPER NETWORKS INC                         X                   5         0     5,500          0
JUNIPER NETWORKS INC                         X                   3     9,300         0        925
JUNIPER NETWORKS INC                         X                   4         0         0     34,663
JUNIPER NETWORKS INC                         X                   7    97,203         0          0
JUNIPER NETWORKS INC                         X                   5     3,000         0          0
JUNIPER NETWORKS INC                         X                   5         0    18,000          0
KKR FINL CORP                                X                   2    87,000         0          0
KKR FINL CORP                                X                   3   124,000         0          0
KKR FINL CORP                                X                   3   142,080         0          0
KLA-TENCOR CORP                              X                   5        80         0          0
KLA-TENCOR CORP                              X                   5         0     1,100          0
KLA-TENCOR CORP                              X                   3     1,269         0          0
KLA-TENCOR CORP                              X                         2,755         0          0
KLA-TENCOR CORP                              X                   4    34,800         0          0
KLA-TENCOR CORP                              X                   7    47,523         0          0
KT CORP                                      X                             0        27          0
KT CORP                                      X                             0        52          0
KT CORP                                      X                   5         0     1,577          0
KT CORP                                      X                   2     2,712         0          0
KT CORP                                      X                   5     4,880         0          0
KT CORP                                      X                   3         0         0     12,200
KT CORP                                      X                   6   450,000         0      5,300
KT CORP                                      X                   3 3,500,000         0          0
K V PHARMACEUTICAL CO                        X                   4         0         0     16,867
KANBAY INTL INC                              X                     4,532,240         0          0
KAYDON CORP                                  X                   4    11,200         0          0
KB HOME                                      X                   3       800         0          0
KB HOME                                      X                   7    21,201         0          0
KB HOME                                      X                   3    23,476         0          0
KELLOGG CO                                   X                   5         0       500          0
KELLOGG CO                                   X                   3       600         0          0
KELLOGG CO                                   X                   3       750         0          0
KELLOGG CO                                   X                   5         0     1,700          0
KELLOGG CO                                   X                   3     1,719         0          0
KELLOGG CO                                   X                   4     6,900         0          0
KELLOGG CO                                   X                   7    69,597         0          0
KENSEY NASH CORP                             X                   4         0         0     11,611
KERR MCGEE CORP                              X                             0        95          0
KERR MCGEE CORP                              X                   5         0       480          0
KERR MCGEE CORP                              X                   3       500         0          0
KERR MCGEE CORP                              X                   4         0         0     14,690
KERR MCGEE CORP                              X                   3    15,271         0          0
KERR MCGEE CORP                              X                   7    26,561         0          0
KEYCORP NEW                                  X                   2        55         0          0
KEYCORP NEW                                  X                             0       400          0
KEYCORP NEW                                  X                   5       970         0          0
KEYCORP NEW                                  X                   4     3,614         0          0
KEYCORP NEW                                  X                   4     4,730         0      2,664
KEYCORP NEW                                  X                   3    25,746         0          0
KEYCORP NEW                                  X                   7   100,196         0          0
KEYSPAN CORP                                 X                             0       155          0
KEYSPAN CORP                                 X                   5       370         0          0
KEYSPAN CORP                                 X                   4     2,460         0          0
KEYSPAN CORP                                 X                   7    44,954         0          0
KIMBERLY CLARK CORP                          X                             0        95          0
KIMBERLY CLARK CORP                          X                   5         0       200          0
KIMBERLY CLARK CORP                          X                   5       225         0          0
KIMBERLY CLARK CORP                          X                   3       560         0          0
KIMBERLY CLARK CORP                          X                   3     1,500         0          0
KIMBERLY CLARK CORP                          X                   3     1,707         0          0
KIMBERLY CLARK CORP                          X                   5         0     4,700          0
KIMBERLY CLARK CORP                          X                   3     4,941         0          0
KIMBERLY CLARK CORP                          X                         8,600         0          0
KIMBERLY CLARK CORP                          X                   2     9,776         0          0
KIMBERLY CLARK CORP                          X                   4    24,915       400      5,100
KIMBERLY CLARK CORP                          X                   4    55,306     4,200     29,794
KIMBERLY CLARK CORP                          X                   7   124,871         0          0
KIMBERLY CLARK CORP                          X                   3   236,200         0          0
KIMCO REALTY CORP                            X                   2       400         0          0
KIMCO REALTY CORP                            X                   3         0         0      5,100
KIMCO REALTY CORP                            X                   7    34,040         0          0
KINDER MORGAN ENERGY PARTNER                 X                   4     7,375         0          0
KINDER MORGAN INC KANS                       X                   3       300         0          0
KINDER MORGAN INC KANS                       X                   2     1,439         0          0
KINDER MORGAN INC KANS                       X                         3,000         0          0
KINDER MORGAN INC KANS                       X                   3     6,601         0          0
KINDER MORGAN INC KANS                       X                   7    21,038         0          0
KINETIC CONCEPTS INC                         X                   7     6,294         0          0
KING PHARMACEUTICALS INC                     X                   3       250         0          0
KING PHARMACEUTICALS INC                     X                   4         0         0        315
KING PHARMACEUTICALS INC                     X                   5         0       523          0
KING PHARMACEUTICALS INC                     X                   2     1,000         0          0
KING PHARMACEUTICALS INC                     X                         2,844         0          0
KING PHARMACEUTICALS INC                     X                   3         0         0      3,800
KING PHARMACEUTICALS INC                     X                         5,000         0          0
KING PHARMACEUTICALS INC                     X                   7    51,520         0          0
KING PHARMACEUTICALS INC                     X                   3    91,450         0      8,000
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    11,266         0          0
KINGSWAY FINL SVCS INC                       X                   2    33,300         0          0
KNIGHT RIDDER INC                            X                   7    17,785         0          0
KOHLS CORP                                   X                   5        40         0          0
KOHLS CORP                                   X                   2        90         0          0
KOHLS CORP                                   X                   4       600         0          0
KOHLS CORP                                   X                   3       715         0          0
KOHLS CORP                                   X                   4       100         0      1,489
KOHLS CORP                                   X                   5         0     1,786          0
KOHLS CORP                                   X                   3     4,370         0      1,430
KOHLS CORP                                   X                         7,500         0          0
KOHLS CORP                                   X                   6    18,502         0          0
KOHLS CORP                                   X                   2    43,275         0          0
KOHLS CORP                                   X                   3    55,180         0          0
KOHLS CORP                                   X                   7    85,778         0          0
KOHLS CORP                                   X                   3    85,953         0          0
KOHLS CORP                                   X                   3   110,000         0          0
KONINKLIJKE AHOLD N V                        X                             0     1,670          0
KONINKLIJKE AHOLD N V                        X                   5     2,500         0          0
KONINKLIJKE AHOLD N V                        X                   2    13,111         0          0
KONINKLIJKE AHOLD N V                        X                   5         0    27,190          0
KONINKLIJKE PHILIPS ELECTRS                  X                   4         0         0        813
KONINKLIJKE PHILIPS ELECTRS                  X                   2     6,175         0          0
KOOKMIN BK NEW                               X                             0        31          0
KOOKMIN BK NEW                               X                             0        64          0
KOOKMIN BK NEW                               X                   5        70         0          0
KOOKMIN BK NEW                               X                   5         0       190          0
KOOKMIN BK NEW                               X                   2     3,985         0          0
KOOKMIN BK NEW                               X                   3         0         0     10,300
KOOKMIN BK NEW                               X                   2    15,100         0          0
KOOKMIN BK NEW                               X                   3    18,120         0          0
KOOKMIN BK NEW                               X                   6    24,100         0          0
KOOKMIN BK NEW                               X                   3    33,375         0          0
KOOKMIN BK NEW                               X                   6         0         0     36,964
KOOKMIN BK NEW                               X                   3    41,260         0          0
KOOKMIN BK NEW                               X                   3 1,400,000         0          0
KOREA ELECTRIC PWR                           X                             0        37          0
KOREA ELECTRIC PWR                           X                             0        72          0
KOREA ELECTRIC PWR                           X                   5        84         0          0
KOREA ELECTRIC PWR                           X                   5         0       225          0
KOREA ELECTRIC PWR                           X                   3         0         0      3,800
KOREA ELECTRIC PWR                           X                   6         0         0     99,200
KOREA ELECTRIC PWR                           X                   3 6,250,000         0          0
KOREA FD                                     X                   3     4,100         0          0
KOREA FD                                     X                        11,000         0          0
KOREA FD                                     X                   5    15,297         0          0
KOREA FD                                     X                   5         0    25,000          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                         1,000         0          0
KRAFT FOODS INC                              X                   4       800         0        328
KRAFT FOODS INC                              X                   4     2,709         0          0
KRAFT FOODS INC                              X                   5     5,580         0          0
KRAFT FOODS INC                              X                   3    21,800         0          0
KRAFT FOODS INC                              X                   7    58,808         0          0
KROGER CO                                    X                   5       770         0          0
KROGER CO                                    X                   5         0     1,715          0
KROGER CO                                    X                   4         0         0      3,819
KROGER CO                                    X                   3     8,500         0          0
KROGER CO                                    X                   5         0    14,500          0
KROGER CO                                    X                   2    15,205         0          0
KROGER CO                                    X                   3    75,458         0          0
KROGER CO                                    X                   7   185,569         0          0
KRONOS INC                                   X                   4         0         0      7,868
LG PHILIP LCD CO LTD                         X                   5        30         0          0
LG PHILIP LCD CO LTD                         X                             0        31          0
LG PHILIP LCD CO LTD                         X                             0        60          0
LG PHILIP LCD CO LTD                         X                   3       136         0          0
LG PHILIP LCD CO LTD                         X                   3         0         0      2,200
LG PHILIP LCD CO LTD                         X                   5         0    35,403          0
LG PHILIP LCD CO LTD                         X                   7   102,500         0          0
LG PHILIP LCD CO LTD                         X                   6   127,200         0     37,300
LSI LOGIC CORP                               X                   3     1,117         0          0
LSI LOGIC CORP                               X                   5     1,500         0          0
LSI LOGIC CORP                               X                   5     3,670         0          0
LSI LOGIC CORP                               X                   7    66,640         0          0
LSI LOGIC CORP                               X                   3   236,500         0      2,000
L-3 COMMUNICATIONS HLDGS INC                 X                   5       220         0          0
L-3 COMMUNICATIONS HLDGS INC                 X                   5         0       400          0
L-3 COMMUNICATIONS HLDGS INC                 X                   2       450         0          0
L-3 COMMUNICATIONS HLDGS INC                 X                           897        45          0
L-3 COMMUNICATIONS HLDGS INC                 X                   4     1,000         0          0
L-3 COMMUNICATIONS HLDGS INC                 X                   3     2,000         0          0
L-3 COMMUNICATIONS HLDGS INC                 X                   4       232         0     18,843
L-3 COMMUNICATIONS HLDGS INC                 X                   7    24,499         0          0
LA QUINTA CORP                               X                   5       318         0          0
LA QUINTA CORP                               X                   2     1,000         0          0
LA QUINTA CORP                               X                        31,500         0          0
LA QUINTA CORP                               X                        63,000         0          0
LABORATORY CORP AMER HLDGS                   X                   5        38         0          0
LABORATORY CORP AMER HLDGS                   X                   3     1,200         0          0
LABORATORY CORP AMER HLDGS                   X                         3,887         0          0
LABORATORY CORP AMER HLDGS                   X                   4     4,530     2,745        900
LABORATORY CORP AMER HLDGS                   X                   3    13,689         0          0
LABORATORY CORP AMER HLDGS                   X                   4    27,383         0      3,350
LABORATORY CORP AMER HLDGS                   X                   7    31,565         0          0
LABORATORY CORP AMER HLDGS                   X                   5     6,000         0          0
LABORATORY CORP AMER HLDGS                   X                   5         0    31,000          0
LAFARGE NORTH AMERICA INC                    X                   7     6,360         0          0
LAM RESEARCH CORP                            X                   5         0       370          0
LAM RESEARCH CORP                            X                         2,419         0          0
LAM RESEARCH CORP                            X                   3     2,600         0          0
LAM RESEARCH CORP                            X                   3     3,269         0      2,310
LAM RESEARCH CORP                            X                   7    23,506         0          0
LAMAR ADVERTISING CO                         X                   7    14,211         0          0
LANDSTAR SYS INC                             X                   4        64         0      7,560
LAS VEGAS SANDS CORP                         X                   2       300         0          0
LAS VEGAS SANDS CORP                         X                   7     5,300         0          0
LAUDER ESTEE COS INC                         X                   4       275         0          0
LAUDER ESTEE COS INC                         X                   2     1,065         0          0
LAUDER ESTEE COS INC                         X                   4     1,282         0          0
LAUDER ESTEE COS INC                         X                   3     1,750         0          0
LAUDER ESTEE COS INC                         X                   3       460         0      2,600
LAUDER ESTEE COS INC                         X                         3,200         0          0
LAUDER ESTEE COS INC                         X                   5         0     3,800          0
LAUDER ESTEE COS INC                         X                   3     4,435         0          0
LAUDER ESTEE COS INC                         X                         8,200         0          0
LAUDER ESTEE COS INC                         X                   7    15,989         0          0
LAUDER ESTEE COS INC                         X                   5         0    21,320          0
LAUDER ESTEE COS INC                         X                   3   106,000         0          0
LEAR CORP                                    X                   5        30         0          0
LEAR CORP                                    X                   2       365         0          0
LEAR CORP                                    X                   5         0       390          0
LEAR CORP                                    X                   7    15,683         0          0
LEGGETT & PLATT INC                          X                           571         0          0
LEGGETT & PLATT INC                          X                   4     9,276         0        167
LEGGETT & PLATT INC                          X                   7    48,333         0          0
LEGG MASON INC                               X                   5        21         0          0
LEGG MASON INC                               X                   5         0       600          0
LEGG MASON INC                               X                   4     1,400         0      1,667
LEGG MASON INC                               X                   7    19,514         0          0
LEGG MASON INC                               X                   4    13,981         0      7,452
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                   2       434         0          0
LEHMAN BROS HLDGS INC                        X                   5         0       480          0
LEHMAN BROS HLDGS INC                        X                   4       555         0          0
LEHMAN BROS HLDGS INC                        X                   4     1,600         0        300
LEHMAN BROS HLDGS INC                        X                   3     6,000         0        105
LEHMAN BROS HLDGS INC                        X                   3    32,980         0        200
LEHMAN BROS HLDGS INC                        X                   7    65,875         0          0
LENNAR CORP                                  X                   3       900         0          0
LENNAR CORP                                  X                         1,381         0          0
LENNAR CORP                                  X                   5         0     1,477          0
LENNAR CORP                                  X                   4     2,000         0         25
LENNAR CORP                                  X                   4         0         0      3,130
LENNAR CORP                                  X                   7    34,956         0          0
LEUCADIA NATL CORP                           X                   7    11,322         0          0
LEVEL 3 COMMUNICATIONS INC                   X                   3     2,000         0          0
LEVEL 3 COMMUNICATIONS INC                   X                   5    40,000         0          0
LEVEL 3 COMMUNICATIONS INC                   X                   3    63,000         0        450
LEVEL 3 COMMUNICATIONS INC                   X                   7   139,820         0          0
LEXMARK INTL NEW                             X                   5         0       240          0
LEXMARK INTL NEW                             X                   5       280         0          0
LEXMARK INTL NEW                             X                   5         0       620          0
LEXMARK INTL NEW                             X                   4     1,000         0          0
LEXMARK INTL NEW                             X                   3     1,000         0          0
LEXMARK INTL NEW                             X                         1,218         0          0
LEXMARK INTL NEW                             X                   2     2,975         0          0
LEXMARK INTL NEW                             X                   7    17,900         0          0
LEXMARK INTL NEW                             X                   7    29,970         0          0
LIBERTY GLOBAL INC                           X                   3         2         0          0
LIBERTY GLOBAL INC                           X                   3         0         0         40
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    40,782         0          0
LIBERTY GLOBAL INC                           X                   3         2         0          0
LIBERTY GLOBAL INC                           X                   3         0         0         40
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                   7    44,122         0          0
LIBERTY MEDIA CORP NEW                       X                             0       590          0
LIBERTY MEDIA CORP NEW                       X                   3       614         0          0
LIBERTY MEDIA CORP NEW                       X                   3         0         0        805
LIBERTY MEDIA CORP NEW                       X                   5     1,150         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                   4     4,979         0     68,523
LIBERTY MEDIA CORP NEW                       X                   7   493,500         0          0
LIBERTY PPTY TR                              X                   7     9,880         0          0
LIFELINE SYS INC                             X                   4         0         0      7,929
LILLY ELI & CO                               X                   5        40         0          0
LILLY ELI & CO                               X                   5         0       255          0
LILLY ELI & CO                               X                           333         0          0
LILLY ELI & CO                               X                   2       758         0          0
LILLY ELI & CO                               X                   3       790         0          0
LILLY ELI & CO                               X                   2     1,300         0          0
LILLY ELI & CO                               X                   5         0     1,300          0
LILLY ELI & CO                               X                   3     1,400         0          0
LILLY ELI & CO                               X                   3     1,900         0          0
LILLY ELI & CO                               X                         8,700         0          0
LILLY ELI & CO                               X                   4     8,698       800        800
LILLY ELI & CO                               X                   3    12,000         0          0
LILLY ELI & CO                               X                   4    19,500         0         78
LILLY ELI & CO                               X                   3    87,497         0          0
LILLY ELI & CO                               X                   7   282,913         0          0
LIMITED BRANDS INC                           X                   2        75         0          0
LIMITED BRANDS INC                           X                             0       265          0
LIMITED BRANDS INC                           X                   5       615         0          0
LIMITED BRANDS INC                           X                   4     2,000         0          0
LIMITED BRANDS INC                           X                         7,680         0          0
LIMITED BRANDS INC                           X                   5         0     8,100          0
LIMITED BRANDS INC                           X                   7    89,529         0          0
LINCARE HLDGS INC                            X                         2,633         0          0
LINCARE HLDGS INC                            X                   7    20,399         0          0
LINCOLN ELEC HLDGS INC                       X                   4        78         0      8,875
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                   3     1,000         0          0
LINCOLN NATL CORP IND                        X                   3    17,647         0          0
LINCOLN NATL CORP IND                        X                   7    42,673         0          0
LINEAR TECHNOLOGY CORP                       X                   3         0         0      1,233
LINEAR TECHNOLOGY CORP                       X                         4,114         0          0
LINEAR TECHNOLOGY CORP                       X                   7    71,527         0          0
LIZ CLAIBORNE INC                            X                   7    20,937         0          0
LLOYDS TSB GROUP PLC                         X                   5         0       255          0
LLOYDS TSB GROUP PLC                         X                             0       362          0
LLOYDS TSB GROUP PLC                         X                   4         0         0        434
LLOYDS TSB GROUP PLC                         X                   2     9,345         0          0
LOCKHEED MARTIN CORP                         X                             0        80          0
LOCKHEED MARTIN CORP                         X                   2       200         0          0
LOCKHEED MARTIN CORP                         X                   6       500         0          0
LOCKHEED MARTIN CORP                         X                   3     1,100         0          0
LOCKHEED MARTIN CORP                         X                   4     2,000         0          0
LOCKHEED MARTIN CORP                         X                   7    10,600         0          0
LOCKHEED MARTIN CORP                         X                   4         0         0     13,415
LOCKHEED MARTIN CORP                         X                   3    17,787         0        175
LOCKHEED MARTIN CORP                         X                   7   101,479         0          0
LOEWS CORP                                   X                   5       110         0          0
LOEWS CORP                                   X                   3         0         0        400
LOEWS CORP                                   X                   4         0         0        810
LOEWS CORP                                   X                   2     1,818         0          0
LOEWS CORP                                   X                   7    16,500         0          0
LOEWS CORP                                   X                   5         0    16,510          0
LOEWS CORP                                   X                   7    30,962         0          0
LORAL SPACE & COMMUNICATNS L                 X                        35,053         0          0
LOUDEYE CORP                                 X                   3         0         0     10,000
LOUISIANA PAC CORP                           X                   3     3,000         0          0
LOUISIANA PAC CORP                           X                   7    20,368         0          0
LOUISIANA PAC CORP                           X                   2    24,350         0          0
LOUISIANA PAC CORP                           X                   3    46,772         0          0
LOUISIANA PAC CORP                           X                   3    71,500         0          0
LOWES COS INC                                X                   2       130         0          0
LOWES COS INC                                X                   3       500         0          0
LOWES COS INC                                X                         2,000         0          0
LOWES COS INC                                X                   5         0     3,090          0
LOWES COS INC                                X                   5         0     5,000          0
LOWES COS INC                                X                         7,232         0          0
LOWES COS INC                                X                   3    11,100         0          0
LOWES COS INC                                X                   3    11,137         0          0
LOWES COS INC                                X                   3    15,901         0          0
LOWES COS INC                                X                   2    26,180         0          0
LOWES COS INC                                X                   3    29,472         0          0
LOWES COS INC                                X                   4    67,939     5,400     13,867
LOWES COS INC                                X                   4   145,529         0     22,268
LOWES COS INC                                X                   7   195,226         0          0
LOWES COS INC                                X                   5     4,000         0          0
LOWES COS INC                                X                   5         0    20,000          0
LUCENT TECHNOLOGIES INC                      X                   4         0        85          0
LUCENT TECHNOLOGIES INC                      X                   3       274         0          0
LUCENT TECHNOLOGIES INC                      X                   3     1,280         0          0
LUCENT TECHNOLOGIES INC                      X                   4     2,918         0          0
LUCENT TECHNOLOGIES INC                      X                   5     3,300         0          0
LUCENT TECHNOLOGIES INC                      X                   5         0    21,935          0
LUCENT TECHNOLOGIES INC                      X                        45,632         0          0
LUCENT TECHNOLOGIES INC                      X                   3    58,742         0          0
LUCENT TECHNOLOGIES INC                      X                   5    63,725         0          0
LUCENT TECHNOLOGIES INC                      X                   3    37,210         0     43,170
LUCENT TECHNOLOGIES INC                      X                   3    81,750         0          0
LUCENT TECHNOLOGIES INC                      X                   2   103,125         0          0
LUCENT TECHNOLOGIES INC                      X                   2   118,000         0          0
LUCENT TECHNOLOGIES INC                      X                   3     5,648         0    205,081
LUCENT TECHNOLOGIES INC                      X                   7 1,132,496         0          0
LYONDELL CHEMICAL CO                         X                             0       250          0
LYONDELL CHEMICAL CO                         X                   5       610         0          0
LYONDELL CHEMICAL CO                         X                   3       635         0          0
LYONDELL CHEMICAL CO                         X                   3     1,696         0          0
LYONDELL CHEMICAL CO                         X                   7    42,277         0          0
M & T BK CORP                                X                   4       800         0          0
M & T BK CORP                                X                   4     8,600       260          0
M & T BK CORP                                X                   7    23,027         0          0
MBIA INC                                     X                   7    34,234         0          0
MBNA CORP                                    X                             0       310          0
MBNA CORP                                    X                   3       320         0          0
MBNA CORP                                    X                   5       710         0          0
MBNA CORP                                    X                   2     2,400         0          0
MBNA CORP                                    X                   4     8,189         0          0
MBNA CORP                                    X                   3    16,005         0          0
MBNA CORP                                    X                   3    20,742         0          0
MBNA CORP                                    X                        58,600         0          0
MBNA CORP                                    X                   7   314,594         0          0
MDU RES GROUP INC                            X                   7    16,417         0          0
MCI INC                                      X                   5     1,540         0          0
MCI INC                                      X                   5         0     3,897          0
MCI INC                                      X                         5,973         0          0
MCI INC                                      X                   7    45,815         0          0
MDS INC                                      X                   2   298,603         0          0
MGIC INVT CORP WIS                           X                             0        20          0
MGIC INVT CORP WIS                           X                   5        65         0          0
MGIC INVT CORP WIS                           X                   3       800         0          0
MGIC INVT CORP WIS                           X                   4         0         0      4,802
MGIC INVT CORP WIS                           X                   7    18,869         0          0
MGIC INVT CORP WIS                           X                   3    26,968         0          0
MGI PHARMA INC                               X                   3         0         0     13,000
MGM MIRAGE                                   X                   3     1,280         0          0
MGM MIRAGE                                   X                   5     3,500         0          0
MGM MIRAGE                                   X                   7    23,866         0          0
MACERICH CO                                  X                   3         0         0      1,190
MACERICH CO                                  X                   7     5,500         0          0
MAGNA INTL INC                               X                   3       460         0          0
MAGNA INTL INC                               X                   3       470         0          0
MAGNA INTL INC                               X                   3     3,705         0          0
MAGNA INTL INC                               X                   6    15,466         0          0
MAGNA INTL INC                               X                   2    34,448         0          0
MANOR CARE INC NEW                           X                   5        61         0          0
MANOR CARE INC NEW                           X                         3,738         0          0
MANOR CARE INC NEW                           X                   3    10,000         0          0
MANOR CARE INC NEW                           X                   7    15,301         0          0
MANPOWER INC                                 X                   4     2,000         0          0
MANPOWER INC                                 X                   2     3,355         0          0
MANPOWER INC                                 X                   7    12,851         0          0
MANULIFE FINL CORP                           X                   2       500         0          0
MANULIFE FINL CORP                           X                   4       809         0          0
MANULIFE FINL CORP                           X                   4     2,791         0          0
MANULIFE FINL CORP                           X                   5     5,200         0          0
MANULIFE FINL CORP                           X                   2   199,263         0          0
MARATHON OIL CORP                            X                             0       180          0
MARATHON OIL CORP                            X                   2       770         0          0
MARATHON OIL CORP                            X                   3     2,400         0          0
MARATHON OIL CORP                            X                   5     2,940         0          0
MARATHON OIL CORP                            X                   4     3,000         0          0
MARATHON OIL CORP                            X                   3     3,000         0          0
MARATHON OIL CORP                            X                         3,000         0          0
MARATHON OIL CORP                            X                   3     4,500         0          0
MARATHON OIL CORP                            X                   7    86,559         0          0
MARKEL CORP                                  X                   7       240         0          0
MARKEL CORP                                  X                   7     1,399         0          0
MARSH & MCLENNAN COS INC                     X                   3       220         0          0
MARSH & MCLENNAN COS INC                     X                   5         0       360          0
MARSH & MCLENNAN COS INC                     X                   2       500         0          0
MARSH & MCLENNAN COS INC                     X                   5     1,120         0          0
MARSH & MCLENNAN COS INC                     X                   3     2,640         0          0
MARSH & MCLENNAN COS INC                     X                   4     5,380         0      5,349
MARSH & MCLENNAN COS INC                     X                   3         0         0     16,500
MARSH & MCLENNAN COS INC                     X                   7    26,100         0          0
MARSH & MCLENNAN COS INC                     X                   3    43,434         0          0
MARSH & MCLENNAN COS INC                     X                   7   127,973         0          0
MARSHALL & ILSLEY CORP                       X                   3     4,498         0          0
MARSHALL & ILSLEY CORP                       X                   7    54,802         0          0
MARRIOTT INTL INC NEW                        X                           700         0          0
MARRIOTT INTL INC NEW                        X                   3    27,701         0      8,200
MARRIOTT INTL INC NEW                        X                   7    52,538         0          0
MARVEL ENTERTAINMENT INC                     X                   3         0         0      3,000
MARVEL ENTERTAINMENT INC                     X                   4         0    73,400          0
MARVEL ENTERTAINMENT INC                     X                   3   750,000         0          0
MASCO CORP                                   X                   2       140         0          0
MASCO CORP                                   X                             0       205          0
MASCO CORP                                   X                   5     1,455         0          0
MASCO CORP                                   X                         9,482         0          0
MASCO CORP                                   X                   7   110,906         0          0
MASSEY ENERGY CORP                           X                   5        45         0          0
MASSEY ENERGY CORP                           X                   4       200         0          0
MASSEY ENERGY CORP                           X                   4       300         0          0
MASSEY ENERGY CORP                           X                   3       700         0          0
MASSEY ENERGY CORP                           X                   3     1,620         0          0
MASSEY ENERGY CORP                           X                   3   178,200         0          0
MATSUSHITA ELEC INDL                         X                             0       543          0
MATSUSHITA ELEC INDL                         X                   5       635         0          0
MATSUSHITA ELEC INDL                         X                   4         0         0        651
MATSUSHITA ELEC INDL                         X                   2       800         0          0
MATSUSHITA ELEC INDL                         X                   5         0     6,775          0
MATSUSHITA ELEC INDL                         X                   2    36,150         0          0
MATSUSHITA ELEC INDL                         X                   4         0   239,566          0
MATTEL INC                                   X                             0        90          0
MATTEL INC                                   X                   5       110         0          0
MATTEL INC                                   X                   2       700         0          0
MATTEL INC                                   X                   4     5,400         0          0
MATTEL INC                                   X                   7    91,960         0          0
MATTHEWS INTL CORP                           X                   4        79         0      8,584
MAXTOR CORP                                  X                   3         0         0        304
MAXTOR CORP                                  X                   5       460         0          0
MAXTOR CORP                                  X                        82,900         0          0
MAXTOR CORP                                  X                        95,500         0          0
MAXIM INTEGRATED PRODS INC                   X                   5         0       180          0
MAXIM INTEGRATED PRODS INC                   X                   4         0         0        188
MAXIM INTEGRATED PRODS INC                   X                   3         0         0        375
MAXIM INTEGRATED PRODS INC                   X                         1,661         0          0
MAXIM INTEGRATED PRODS INC                   X                   5         0     4,180          0
MAXIM INTEGRATED PRODS INC                   X                   7    82,454         0          0
MAYTAG CORP                                  X                   2       880         0          0
MAYTAG CORP                                  X                   7     3,980         0          0
MAYTAG CORP                                  X                        37,800         0          0
MAYTAG CORP                                  X                        62,000         0          0
MCAFEE INC                                   X                   5         0       230          0
MCAFEE INC                                   X                   5         0     1,200          0
MCAFEE INC                                   X                   4         0         0      1,767
MCAFEE INC                                   X                         2,819         0          0
MCAFEE INC                                   X                   7    23,412         0          0
MCCORMICK & CO INC                           X                   4     2,500         0          0
MCCORMICK & CO INC                           X                   7    22,196         0          0
MCDONALDS CORP                               X                   5        80         0          0
MCDONALDS CORP                               X                   1       235         0          0
MCDONALDS CORP                               X                   5     1,049         0          0
MCDONALDS CORP                               X                   3     1,340         0          0
MCDONALDS CORP                               X                         3,000         0          0
MCDONALDS CORP                               X                   5     3,600         0          0
MCDONALDS CORP                               X                   2     7,240         0          0
MCDONALDS CORP                               X                   3     7,430         0          0
MCDONALDS CORP                               X                   5         0    13,500          0
MCDONALDS CORP                               X                   5         0    24,725          0
MCDONALDS CORP                               X                   3    24,772         0      6,150
MCDONALDS CORP                               X                   4    10,526     3,174     22,100
MCDONALDS CORP                               X                   4    45,412         0     17,060
MCDONALDS CORP                               X                   3   291,466         0          0
MCDONALDS CORP                               X                   7   300,486         0          0
MCDONALDS CORP                               X                   3 2,085,000         0          0
MCF CORP                                     X                   3         0         0     58,000
MCG CAPITAL CORP                             X                   4       119         0     12,125
MCGRAW HILL COS INC                          X                   5         0       240          0
MCGRAW HILL COS INC                          X                   2     1,475         0          0
MCGRAW HILL COS INC                          X                   4         0         0      2,157
MCGRAW HILL COS INC                          X                   3     4,000         0      1,000
MCGRAW HILL COS INC                          X                   4     3,600     4,000          0
MCGRAW HILL COS INC                          X                   5         0    10,080          0
MCGRAW HILL COS INC                          X                   5    22,800         0          0
MCGRAW HILL COS INC                          X                   3    54,000         0          0
MCGRAW HILL COS INC                          X                   7    92,418         0          0
MCKESSON CORP                                X                   3       435         0          0
MCKESSON CORP                                X                   2       500         0          0
MCKESSON CORP                                X                   5     1,000         0          0
MCKESSON CORP                                X                   7    70,987         0          0
MEADWESTVACO CORP                            X                   4         0         0        187
MEADWESTVACO CORP                            X                   5         0       236          0
MEADWESTVACO CORP                            X                   4         0     8,827          0
MEADWESTVACO CORP                            X                   7    35,846         0          0
MEDCO HEALTH SOLUTIONS INC                   X                   3        13         0          0
MEDCO HEALTH SOLUTIONS INC                   X                   2        36         0          0
MEDCO HEALTH SOLUTIONS INC                   X                           166         0          0
MEDCO HEALTH SOLUTIONS INC                   X                             0       242          0
MEDCO HEALTH SOLUTIONS INC                   X                   2       350         0          0
MEDCO HEALTH SOLUTIONS INC                   X                   5       853         0          0
MEDCO HEALTH SOLUTIONS INC                   X                   3     1,447         0          0
MEDCO HEALTH SOLUTIONS INC                   X                   3     1,480         0      1,500
MEDCO HEALTH SOLUTIONS INC                   X                   5         0     3,400          0
MEDCO HEALTH SOLUTIONS INC                   X                   4     9,204         0      6,449
MEDCO HEALTH SOLUTIONS INC                   X                   4    12,286     1,943      3,254
MEDCO HEALTH SOLUTIONS INC                   X                   7    76,495         0          0
MEDIMMUNE INC                                X                   4         0         0        148
MEDIMMUNE INC                                X                   3         0         0        200
MEDIMMUNE INC                                X                   5         0     1,300          0
MEDIMMUNE INC                                X                   5     2,000         0          0
MEDIMMUNE INC                                X                   3     1,981         0      3,280
MEDIMMUNE INC                                X                   7    50,441         0          0
MEDTRONIC INC                                X                           700         0          0
MEDTRONIC INC                                X                   3     2,350         0          0
MEDTRONIC INC                                X                   2     4,611         0          0
MEDTRONIC INC                                X                         8,300         0          0
MEDTRONIC INC                                X                        11,665         0          0
MEDTRONIC INC                                X                   5    13,585         0          0
MEDTRONIC INC                                X                   3    14,000         0          0
MEDTRONIC INC                                X                   3    17,080         0          0
MEDTRONIC INC                                X                   3    17,077         0        910
MEDTRONIC INC                                X                   4    33,060     2,880      2,175
MEDTRONIC INC                                X                   3    74,875         0     13,200
MEDTRONIC INC                                X                   4    83,088         0     12,902
MEDTRONIC INC                                X                   7   307,821         0          0
MEDTRONIC INC                                X                   5     4,000         0          0
MEDTRONIC INC                                X                   5         0    23,000          0
MELLON FINL CORP                             X                   2        45         0          0
MELLON FINL CORP                             X                   2       250         0          0
MELLON FINL CORP                             X                   5       345         0          0
MELLON FINL CORP                             X                         1,000         0          0
MELLON FINL CORP                             X                   4    28,567         0        125
MELLON FINL CORP                             X                   4    24,749         0      6,100
MELLON FINL CORP                             X                   7   100,402         0          0
MEMRY CORP                                   X                   3         0         0     13,400
MENS WEARHOUSE INC                           X                         6,897         0          0
MENTOR CORP MINN                             X                         4,842         0          0
MERCANTILE BANKSHARES CORP                   X                   7    12,812         0          0
MERCK & CO INC                               X                   1       100         0          0
MERCK & CO INC                               X                   2       200         0          0
MERCK & CO INC                               X                   6     1,800         0          0
MERCK & CO INC                               X                             0     2,000          0
MERCK & CO INC                               X                   3     6,160         0          0
MERCK & CO INC                               X                   5     7,700         0          0
MERCK & CO INC                               X                   5         0     9,900          0
MERCK & CO INC                               X                        11,109         0          0
MERCK & CO INC                               X                   3    15,805         0          0
MERCK & CO INC                               X                   5         0    19,745          0
MERCK & CO INC                               X                   2    25,044         0          0
MERCK & CO INC                               X                        25,702         0          0
MERCK & CO INC                               X                   3    19,070         0     35,350
MERCK & CO INC                               X                         5,315    50,465          0
MERCK & CO INC                               X                   3    86,947         0     17,651
MERCK & CO INC                               X                   5   106,208         0          0
MERCK & CO INC                               X                   3   128,300         0          0
MERCK & CO INC                               X                   4    86,028         0     52,995
MERCK & CO INC                               X                   3   148,170         0          0
MERCK & CO INC                               X                   4   104,561    34,052     21,744
MERCK & CO INC                               X                   7   567,035         0          0
MERCURY GENL CORP NEW                        X                   7     3,520         0          0
MERCURY INTERACTIVE CORP                     X                   3         0         0        100
MERCURY INTERACTIVE CORP                     X                   3     1,000         0          0
MERCURY INTERACTIVE CORP                     X                   5         0     4,290          0
MERCURY INTERACTIVE CORP                     X                   7    15,240         0          0
MEREDITH CORP                                X                   3     1,000         0          0
MEREDITH CORP                                X                   7     1,950         0          0
MEREDITH CORP                                X                   3     3,000         0      8,400
MERRILL LYNCH & CO INC                       X                             0       280          0
MERRILL LYNCH & CO INC                       X                   3       435         0          0
MERRILL LYNCH & CO INC                       X                   5       700         0          0
MERRILL LYNCH & CO INC                       X                   2     1,260         0          0
MERRILL LYNCH & CO INC                       X                   5         0     1,300          0
MERRILL LYNCH & CO INC                       X                         1,708         0          0
MERRILL LYNCH & CO INC                       X                         3,000         0          0
MERRILL LYNCH & CO INC                       X                   5     4,230         0          0
MERRILL LYNCH & CO INC                       X                   3     6,200         0          0
MERRILL LYNCH & CO INC                       X                   3     6,943         0        700
MERRILL LYNCH & CO INC                       X                   4    34,893     6,150      5,364
MERRILL LYNCH & CO INC                       X                   3    77,270         0          0
MERRILL LYNCH & CO INC                       X                   4   217,316         0     23,485
MERRILL LYNCH & CO INC                       X                   7   245,238         0          0
METHANEX CORP                                X                   2    26,546         0          0
METLIFE INC                                  X                   5         0       460          0
METLIFE INC                                  X                   4         0         0      1,061
METLIFE INC                                  X                   5         0     2,700          0
METLIFE INC                                  X                   2     3,940         0          0
METLIFE INC                                  X                   3    22,461         0          0
METLIFE INC                                  X                   3    85,444         0     12,000
METLIFE INC                                  X                   7   213,219         0          0
MEXICO FD INC                                X                         4,000         0          0
MEXICO FD INC                                X                   5         0    22,000          0
MICHAELS STORES INC                          X                         3,837         0          0
MICHAELS STORES INC                          X                   3         0         0     12,600
MICHAELS STORES INC                          X                   7    23,395         0          0
MICROSOFT CORP                               X                   1       462         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                         2,695       750          0
MICROSOFT CORP                               X                         3,814         0          0
MICROSOFT CORP                               X                   3     7,950         0          0
MICROSOFT CORP                               X                   5     8,000         0          0
MICROSOFT CORP                               X                   5    13,700         0          0
MICROSOFT CORP                               X                        21,100         0          0
MICROSOFT CORP                               X                   3    21,152         0          0
MICROSOFT CORP                               X                   5         0    29,779          0
MICROSOFT CORP                               X                   5         0    30,864          0
MICROSOFT CORP                               X                        33,274         0          0
MICROSOFT CORP                               X                   2    33,293         0          0
MICROSOFT CORP                               X                   2    39,769         0          0
MICROSOFT CORP                               X                        49,200         0          0
MICROSOFT CORP                               X                   5         0    52,260          0
MICROSOFT CORP                               X                   7    53,000         0          0
MICROSOFT CORP                               X                   3    75,633         0          0
MICROSOFT CORP                               X                        85,969         0          0
MICROSOFT CORP                               X                   3   102,744         0          0
MICROSOFT CORP                               X                   3   203,091         0          0
MICROSOFT CORP                               X                   3   179,144         0     25,538
MICROSOFT CORP                               X                   5   210,638         0          0
MICROSOFT CORP                               X                   4   309,355    32,355     67,452
MICROSOFT CORP                               X                   3   789,605         0     51,587
MICROSOFT CORP                               X                   4   810,238     1,000    135,685
MICROSOFT CORP                               X                   7 2,615,043         0          0
MICROSOFT CORP                               X                   3 2,800,000         0          0
MICROCHIP TECHNOLOGY INC                     X                         1,036         0          0
MICROCHIP TECHNOLOGY INC                     X                   5     2,000         0          0
MICROCHIP TECHNOLOGY INC                     X                   5    11,750         0          0
MICROCHIP TECHNOLOGY INC                     X                   7    34,558         0          0
MICROCHIP TECHNOLOGY INC                     X                   3   195,000         0          0
MICRON TECHNOLOGY INC                        X                             0       170          0
MICRON TECHNOLOGY INC                        X                   3       200         0          0
MICRON TECHNOLOGY INC                        X                   1       318         0          0
MICRON TECHNOLOGY INC                        X                   3         0         0        400
MICRON TECHNOLOGY INC                        X                   5         0     3,795          0
MICRON TECHNOLOGY INC                        X                   5     5,317         0          0
MICRON TECHNOLOGY INC                        X                   3     6,600         0          0
MICRON TECHNOLOGY INC                        X                        11,471         0          0
MICRON TECHNOLOGY INC                        X                   2    14,929         0          0
MICRON TECHNOLOGY INC                        X                   7   151,427         0          0
MIDCAP SPDR TR                               X                   4         0         0      1,126
MIDCAP SPDR TR                               X                   2     6,035         0          0
MIDCAP SPDR TR                               X                   4         0         0    290,367
MILLENNIUM PHARMACEUTICALS I                 X                             0       110          0
MILLENNIUM PHARMACEUTICALS I                 X                   5     8,500         0          0
MILLENNIUM PHARMACEUTICALS I                 X                   3         0         0     11,000
MILLENNIUM PHARMACEUTICALS I                 X                   7    50,909         0          0
MILLEA HOLDINGS INC                          X                             0       111          0
MILLEA HOLDINGS INC                          X                   4         0         0        135
MILLEA HOLDINGS INC                          X                   5       355         0          0
MILLEA HOLDINGS INC                          X                   2     1,619         0          0
MILLEA HOLDINGS INC                          X                   5         0     2,605          0
MILLEA HOLDINGS INC                          X                   4         0     7,717          0
MILLIPORE CORP                               X                   4       350         0          0
MILLIPORE CORP                               X                         1,500         0          0
MILLIPORE CORP                               X                   3     1,816         0          0
MILLIPORE CORP                               X                   7    10,200         0          0
MILLS CORP                                   X                   3     1,000         0          0
MILLS CORP                                   X                   7     5,810         0          0
MITSUBISHI UFJ FINL GROUP IN                 X                   3         0         0      1,200
MITSUBISHI UFJ FINL GROUP IN                 X                   3    15,000         0          0
MITSUBISHI UFJ FINL GROUP IN                 X                   5         0    21,600          0
MITSUBISHI UFJ FINL GROUP IN                 X                   5    25,970         0          0
MITSUBISHI UFJ FINL GROUP IN                 X                   4         0         0     35,397
MITSUBISHI UFJ FINL GROUP IN                 X                   2   273,674         0          0
MOBILE TELESYSTEMS OJSC                      X                             0        17          0
MOBILE TELESYSTEMS OJSC                      X                             0        34          0
MOBILE TELESYSTEMS OJSC                      X                   5        35         0          0
MOBILE TELESYSTEMS OJSC                      X                   5         0       109          0
MOBILE TELESYSTEMS OJSC                      X                   5         0     1,000          0
MOBILE TELESYSTEMS OJSC                      X                       241,000         0          0
MOHAWK INDS INC                              X                   7    13,343         0          0
MOLEX INC                                    X                   5         0       900          0
MOLEX INC                                    X                   3         0         0      1,800
MOLEX INC                                    X                   4         0         0      2,412
MOLEX INC                                    X                        11,249         0          0
MOLEX INC                                    X                   7    20,750         0          0
MOLEX INC                                    X                        10,894         0          0
MOLEX INC                                    X                   7    11,370         0          0
MOLSON COORS BREWING CO                      X                   5        15         0          0
MOLSON COORS BREWING CO                      X                   2       240         0          0
MOLSON COORS BREWING CO                      X                           500         0          0
MOLSON COORS BREWING CO                      X                   7    14,034         0          0
MONEYGRAM INTL INC                           X                   7    13,230         0          0
MONSANTO CO NEW                              X                   2         1         0          0
MONSANTO CO NEW                              X                   5        44         0          0
MONSANTO CO NEW                              X                   2        55         0          0
MONSANTO CO NEW                              X                   3       142         0          0
MONSANTO CO NEW                              X                   5         0     1,113          0
MONSANTO CO NEW                              X                   4     1,550         0        122
MONSANTO CO NEW                              X                   4       597         0      2,024
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                   3     6,826         0          0
MONSANTO CO NEW                              X                        11,304         0          0
MONSANTO CO NEW                              X                   5         0    18,474          0
MONSANTO CO NEW                              X                   7    63,002         0          0
MONSTER WORLDWIDE INC                        X                   3     1,200         0          0
MONSTER WORLDWIDE INC                        X                   3     1,900         0          0
MONSTER WORLDWIDE INC                        X                   7    21,278         0          0
MOODYS CORP                                  X                   3       450         0          0
MOODYS CORP                                  X                   3       800         0          0
MOODYS CORP                                  X                   4     2,000         0          0
MOODYS CORP                                  X                   4     2,800         0          0
MOODYS CORP                                  X                   5         0     4,550          0
MOODYS CORP                                  X                   7    25,500         0          0
MOODYS CORP                                  X                   7    68,334         0          0
MOOG INC                                     X                   4         0   419,628          0
MORGAN STANLEY EASTN EUR FD                  X                   2       800         0          0
MORGAN STANLEY EASTN EUR FD                  X                   5     2,000         0          0
MORGAN STANLEY EASTN EUR FD                  X                   3     3,150         0          0
MORGAN STANLEY                               X                             0       115          0
MORGAN STANLEY                               X                   3       300         0          0
MORGAN STANLEY                               X                   2       695         0          0
MORGAN STANLEY                               X                   3     1,980         0          0
MORGAN STANLEY                               X                   5         0     2,000          0
MORGAN STANLEY                               X                   5         0     3,210          0
MORGAN STANLEY                               X                         5,500         0          0
MORGAN STANLEY                               X                   5     7,605         0          0
MORGAN STANLEY                               X                   7    11,800         0          0
MORGAN STANLEY                               X                   3    13,010         0        700
MORGAN STANLEY                               X                   4     5,524         0     10,505
MORGAN STANLEY                               X                   4    20,206       175          2
MORGAN STANLEY                               X                   3   103,210         0          0
MORGAN STANLEY                               X                   3   131,442         0          0
MORGAN STANLEY                               X                   7   279,768         0          0
MOTOROLA INC                                 X                   1       300         0          0
MOTOROLA INC                                 X                   2       325         0          0
MOTOROLA INC                                 X                   5         0     3,000          0
MOTOROLA INC                                 X                   5     3,270         0          0
MOTOROLA INC                                 X                   5         0     3,900          0
MOTOROLA INC                                 X                         4,150         0          0
MOTOROLA INC                                 X                   3     4,225         0          0
MOTOROLA INC                                 X                   3     7,900         0          0
MOTOROLA INC                                 X                   2    11,787         0          0
MOTOROLA INC                                 X                   3    14,450         0          0
MOTOROLA INC                                 X                   3    15,250         0          0
MOTOROLA INC                                 X                        19,443         0          0
MOTOROLA INC                                 X                   5    33,940         0          0
MOTOROLA INC                                 X                   3    32,474         0      6,650
MOTOROLA INC                                 X                   4    31,150     5,427     19,850
MOTOROLA INC                                 X                   3   200,971         0        705
MOTOROLA INC                                 X                   4   269,395         0     77,562
MOTOROLA INC                                 X                   7   598,417         0          0
MURPHY OIL CORP                              X                   5        60         0          0
MURPHY OIL CORP                              X                         1,000         0          0
MURPHY OIL CORP                              X                         2,005         0          0
MURPHY OIL CORP                              X                   3     4,500         0          0
MURPHY OIL CORP                              X                   7    37,960         0          0
MYLAN LABS INC                               X                   4         0         0        265
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                   3     5,000         0          0
MYLAN LABS INC                               X                   7    46,425         0          0
NCR CORP NEW                                 X                   3       124         0          0
NCR CORP NEW                                 X                   5         0       600          0
NCR CORP NEW                                 X                   3     1,500         0          0
NCR CORP NEW                                 X                   7    39,074         0          0
NII HLDGS INC                                X                   4         0         0        572
NII HLDGS INC                                X                   7    25,136         0          0
NTL INC DEL                                  X                   7     3,700         0          0
NTL INC DEL                                  X                   7    13,821         0          0
NUCO2 INC                                    X                   4         0         0      9,566
NVR INC                                      X                   7     1,106         0          0
NABORS INDS INC                              X                   5         0    24,000          0
NASDAQ 100 TR                                X                   3         3         0          0
NASDAQ 100 TR                                X                   5         0       280          0
NASDAQ 100 TR                                X                   4         0         0        908
NASDAQ 100 TR                                X                             0     1,600          0
NASDAQ 100 TR                                X                         2,000         0          0
NASDAQ 100 TR                                X                   2     2,548         0          0
NASDAQ 100 TR                                X                   3     7,795         0          0
NASDAQ 100 TR                                X                        18,501         0          0
NASDAQ 100 TR                                X                   3    21,600         0          0
NASDAQ 100 TR                                X                   5    42,968         0          0
NASDAQ 100 TR                                X                        72,600         0          0
NASDAQ 100 TR                                X                   3    97,824         0          0
NASDAQ 100 TR                                X                   3   199,285         0          0
NASDAQ 100 TR                                X                   3   451,848         0          0
NASDAQ 100 TR                                X                   6 1,893,820         0          0
NATIONAL CITY CORP                           X                   4       700         0          0
NATIONAL CITY CORP                           X                   4     2,001         0      1,343
NATIONAL CITY CORP                           X                   2    12,315         0          0
NATIONAL CITY CORP                           X                   7   148,923         0          0
NATIONAL FINL PARTNERS CORP                  X                             0       130          0
NATIONAL FINL PARTNERS CORP                  X                   4        62         0      7,323
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        40         0          0
NATIONAL OILWELL VARCO INC                   X                   4       418         0          0
NATIONAL OILWELL VARCO INC                   X                             0     1,000          0
NATIONAL OILWELL VARCO INC                   X                   3     1,100         0          0
NATIONAL OILWELL VARCO INC                   X                   6    10,546         0          0
NATIONAL OILWELL VARCO INC                   X                   2    18,680         0          0
NATIONAL OILWELL VARCO INC                   X                   7    32,975         0          0
NATIONAL OILWELL VARCO INC                   X                   3    59,385         0          0
NATIONAL OILWELL VARCO INC                   X                   3   204,710         0          0
NATIONAL SEMICONDUCTOR CORP                  X                   1       145         0          0
NATIONAL SEMICONDUCTOR CORP                  X                   2       530         0          0
NATIONAL SEMICONDUCTOR CORP                  X                   6       800         0          0
NATIONAL SEMICONDUCTOR CORP                  X                   4         0         0      1,327
NATIONAL SEMICONDUCTOR CORP                  X                   3     2,000         0          0
NATIONAL SEMICONDUCTOR CORP                  X                   4     3,000         0          0
NATIONAL SEMICONDUCTOR CORP                  X                         7,376         0          0
NATIONAL SEMICONDUCTOR CORP                  X                   3    64,328         0          0
NATIONAL SEMICONDUCTOR CORP                  X                   7   112,466         0          0
NAVISTAR INTL CORP NEW                       X                   3     1,700         0          0
NAVISTAR INTL CORP NEW                       X                   4     2,000         0          0
NAVISTAR INTL CORP NEW                       X                   7     4,300         0          0
NAVISTAR INTL CORP NEW                       X                   3    35,919         0          0
NAVTEQ CORP                                  X                   7    13,400         0          0
NAVTEQ CORP                                  X                   2    15,350         0          0
NAVTEQ CORP                                  X                   3    54,000         0          0
NAVTEQ CORP                                  X                   3    68,963         0          0
NET2PHONE                                    X                   5    38,000         0          0
NETEASE COM INC                              X                   6     3,100         0          0
NETEASE COM INC                              X                   3    15,600         0          0
NETEASE COM INC                              X                   6         0         0    551,696
NETWORK APPLIANCE INC                        X                   2        80         0          0
NETWORK APPLIANCE INC                        X                   5       120         0          0
NETWORK APPLIANCE INC                        X                   5         0     1,469          0
NETWORK APPLIANCE INC                        X                         1,519         0          0
NETWORK APPLIANCE INC                        X                   4        63         0      7,595
NETWORK APPLIANCE INC                        X                   7    86,151         0          0
NEVSUN RES LTD                               X                   2    21,000         0          0
NEW HAMPSHIRE THRIFT BANCSHS                 X                   4         0         0     44,677
NEW YORK CMNTY BANCORP INC                   X                   4    14,466         0          0
NEW YORK CMNTY BANCORP INC                   X                   7    53,028         0          0
NEW YORK TIMES CO                            X                   4       250         0          0
NEW YORK TIMES CO                            X                         2,069         0          0
NEW YORK TIMES CO                            X                   3     4,382         0          0
NEW YORK TIMES CO                            X                   7    32,118         0          0
NEWELL RUBBERMAID INC                        X                   5         0       239          0
NEWELL RUBBERMAID INC                        X                   4         0         0        353
NEWELL RUBBERMAID INC                        X                   7    63,517         0          0
NEWFIELD EXPL CO                             X                   7    16,687         0          0
NEWMONT MINING CORP                          X                   4       100         0        200
NEWMONT MINING CORP                          X                   4       600         0          0
NEWMONT MINING CORP                          X                   2     1,900         0          0
NEWMONT MINING CORP                          X                   3     1,350         0      1,957
NEWMONT MINING CORP                          X                   3     4,971         0          0
NEWMONT MINING CORP                          X                         5,005         0          0
NEWMONT MINING CORP                          X                   3     6,600         0          0
NEWMONT MINING CORP                          X                   5     8,083         0          0
NEWMONT MINING CORP                          X                   3    38,380         0          0
NEWMONT MINING CORP                          X                   7   105,602         0          0
NEWMONT MINING CORP                          X                   3   132,688         0          0
NEWMONT MINING CORP                          X                   3   526,197         0      1,950
NEWMONT MINING CORP                          X                   3   855,438         0          0
NEWS CORP                                    X                   3     1,572         0          0
NEWS CORP                                    X                         3,132         0          0
NEWS CORP                                    X                        19,277         0          0
NEWS CORP                                    X                   4       488         0     23,387
NEWS CORP                                    X                   3   250,153         0        228
NEWS CORP                                    X                   3   258,262         0          0
NEWS CORP                                    X                   7   459,451         0          0
NEWS CORP                                    X                   5         0     1,667          0
NEWS CORP                                    X                   4     2,000         0          0
NEWS CORP                                    X                         7,613         0          0
NEWS CORP                                    X                   5    14,242         0          0
NEWS CORP                                    X                   5         0    15,660          0
NEWS CORP                                    X                   7   131,748         0          0
NEXTEL PARTNERS INC                          X                   5       111         0          0
NEXTEL PARTNERS INC                          X                   7    20,246         0          0
NEXEN INC                                    X                   3       108         0          0
NEXEN INC                                    X                         1,085         0          0
NEXEN INC                                    X                   2   113,542         0          0
NICE SYS LTD                                 X                             0         7          0
NICE SYS LTD                                 X                             0        13          0
NICE SYS LTD                                 X                   5        16         0          0
NICE SYS LTD                                 X                   5         0        43          0
NICE SYS LTD                                 X                         4,000         0          0
NICE SYS LTD                                 X                   7    22,300         0          0
NIKE INC                                     X                   3        89         0          0
NIKE INC                                     X                   4        70         0        198
NIKE INC                                     X                   2       300         0          0
NIKE INC                                     X                   3       506         0          0
NIKE INC                                     X                           890         0          0
NIKE INC                                     X                   5     1,500         0          0
NIKE INC                                     X                         2,094         0          0
NIKE INC                                     X                   5         0     5,200          0
NIKE INC                                     X                   4     6,000         0          0
NIKE INC                                     X                   3    27,713         0          0
NIKE INC                                     X                   7    38,975         0          0
NIKE INC                                     X                   3    52,700         0          0
NIPPON TELEG & TEL CORP                      X                             0       441          0
NIPPON TELEG & TEL CORP                      X                   4         0         0        547
NIPPON TELEG & TEL CORP                      X                   5     1,835         0          0
NIPPON TELEG & TEL CORP                      X                   2     6,751         0          0
NIPPON TELEG & TEL CORP                      X                   5         0    11,500          0
NISOURCE INC                                 X                   4         0         0        241
NISOURCE INC                                 X                   5         0       304          0
NISOURCE INC                                 X                   3     3,500         0          0
NISOURCE INC                                 X                   7    55,708         0          0
NISSAN MOTORS                                X                   5     7,440         0          0
NISSAN MOTORS                                X                   2     9,760         0          0
NOKIA CORP                                   X                   3         0         0        200
NOKIA CORP                                   X                   5     2,100         0          0
NOKIA CORP                                   X                   3     5,250         0          0
NOKIA CORP                                   X                   5         0    10,240          0
NOKIA CORP                                   X                        15,000         0          0
NOKIA CORP                                   X                        17,841         0          0
NOKIA CORP                                   X                   2    19,070         0          0
NOKIA CORP                                   X                   3    21,998         0          0
NOKIA CORP                                   X                   3    28,850         0          0
NOKIA CORP                                   X                   3         0         0     42,585
NOKIA CORP                                   X                   2    48,350         0          0
NOKIA CORP                                   X                   4       575         0     56,419
NOKIA CORP                                   X                   5   146,736         0          0
NOBLE ENERGY INC                             X                             0       230          0
NOBLE ENERGY INC                             X                   3     2,310         0          0
NOBLE ENERGY INC                             X                   5         0    14,440          0
NOBLE ENERGY INC                             X                   4       534         0     22,989
NOBLE ENERGY INC                             X                   7    26,686         0          0
NOMURA HLDGS INC                             X                   5         0       790          0
NOMURA HLDGS INC                             X                   5     1,240         0          0
NOMURA HLDGS INC                             X                   4         0         0     30,686
NOMURA HLDGS INC                             X                   2   122,610         0          0
NORDSTROM INC                                X                   3         0         0      1,500
NORDSTROM INC                                X                         1,964         0          0
NORDSTROM INC                                X                   3    43,948         0          0
NORDSTROM INC                                X                   7    53,520         0          0
NORFOLK SOUTHERN CORP                        X                   2       105         0          0
NORFOLK SOUTHERN CORP                        X                   3         0         0        933
NORFOLK SOUTHERN CORP                        X                   3     4,700         0          0
NORFOLK SOUTHERN CORP                        X                   4    13,186         0      2,450
NORFOLK SOUTHERN CORP                        X                   7   103,201         0          0
NORFOLK SOUTHERN CORP                        X                   4   194,928         0     13,247
NORSK HYDRO A S                              X                   2       640         0          0
NORSK HYDRO A S                              X                   3     2,000         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                   3       900         0      1,250
NORTEL NETWORKS CORP NEW                     X                   3     4,500         0          0
NORTEL NETWORKS CORP NEW                     X                   3     4,800         0          0
NORTEL NETWORKS CORP NEW                     X                   3     6,845         0          0
NORTEL NETWORKS CORP NEW                     X                   5         0    36,390          0
NORTEL NETWORKS CORP NEW                     X                   5    57,971         0          0
NORTEL NETWORKS CORP NEW                     X                   2   629,885         0          0
NORTH FORK BANCORPORATION NY                 X                   2       330         0          0
NORTH FORK BANCORPORATION NY                 X                   5         0       385          0
NORTH FORK BANCORPORATION NY                 X                   3       825         0          0
NORTH FORK BANCORPORATION NY                 X                   3     1,500         0          0
NORTH FORK BANCORPORATION NY                 X                   2    21,325         0          0
NORTH FORK BANCORPORATION NY                 X                   6    30,711         0          0
NORTH FORK BANCORPORATION NY                 X                   3    93,150         0          0
NORTH FORK BANCORPORATION NY                 X                   3   110,947         0          0
NORTH FORK BANCORPORATION NY                 X                   7   120,378         0          0
NORTHEAST UTILS                              X                   4         0         0        274
NORTHEAST UTILS                              X                   5         0       345          0
NORTHEAST UTILS                              X                   7    20,000         0          0
NORTHERN BORDER PARTNERS L P                 X                   4     6,150         0          0
NORTHERN TR CORP                             X                   5        45         0          0
NORTHERN TR CORP                             X                   4       200         0          0
NORTHERN TR CORP                             X                   3    33,258         0          0
NORTHERN TR CORP                             X                   7    50,653         0          0
NORTHROP GRUMMAN CORP                        X                             0       190          0
NORTHROP GRUMMAN CORP                        X                   2       220         0          0
NORTHROP GRUMMAN CORP                        X                   5       260         0          0
NORTHROP GRUMMAN CORP                        X                   2       422         0          0
NORTHROP GRUMMAN CORP                        X                   3     4,703         0          0
NORTHROP GRUMMAN CORP                        X                   4     5,140       856          0
NORTHROP GRUMMAN CORP                        X                   4     5,506         0     13,850
NORTHROP GRUMMAN CORP                        X                   7    82,975         0          0
NORTHWEST NAT GAS CO                         X                   4     7,500     1,500          0
NOVA CHEMICALS CORP                          X                   2    39,071         0          0
NOVARTIS A G                                 X                   5         0       350          0
NOVARTIS A G                                 X                   4         0         0        400
NOVARTIS A G                                 X                   2     1,670         0          0
NOVARTIS A G                                 X                   7     2,094         0          0
NOVARTIS A G                                 X                   5     3,630         0          0
NOVARTIS A G                                 X                   4     1,135         0      8,119
NOVARTIS A G                                 X                   2    24,175         0          0
NOVELL INC                                   X                   3         0         0         67
NOVELL INC                                   X                   1       194         0          0
NOVELL INC                                   X                   3       500         0          0
NOVELL INC                                   X                   5    14,427         0          0
NOVELL INC                                   X                   7    16,940         0          0
NOVELL INC                                   X                   5         0    26,000          0
NOVELLUS SYS INC                             X                   3       500         0          0
NOVELLUS SYS INC                             X                   5     1,128         0          0
NOVELLUS SYS INC                             X                   7    27,065         0          0
NOVELLUS SYS INC                             X                   3    36,872         0      1,475
NSTAR                                        X                   4     1,200         0          0
NSTAR                                        X                   4         0     2,000          0
NSTAR                                        X                   7    12,349         0          0
NUCOR CORP                                   X                   4       200         0          0
NUCOR CORP                                   X                         1,976         0          0
NUCOR CORP                                   X                   3         0         0      2,500
NUCOR CORP                                   X                   3    15,324         0          0
NUCOR CORP                                   X                   3    38,000         0          0
NUCOR CORP                                   X                   7    38,087         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                   4         0         0      1,287
NVIDIA CORP                                  X                   3     2,100         0          0
NVIDIA CORP                                  X                         5,500         0          0
NVIDIA CORP                                  X                   3     5,650         0          0
NVIDIA CORP                                  X                   7    48,718         0          0
NUVEEN NY SELECT QUALITY MUN                 X                   4         0         0      1,073
NUVEEN NY SELECT QUALITY MUN                 X                   4         0         0     10,350
OSI PHARMACEUTICALS INC                      X                            91         0          0
OSI PHARMACEUTICALS INC                      X                   3         0         0     12,800
OCCIDENTAL PETE CORP DEL                     X                             0        80          0
OCCIDENTAL PETE CORP DEL                     X                   3       180         0          0
OCCIDENTAL PETE CORP DEL                     X                   2       200         0          0
OCCIDENTAL PETE CORP DEL                     X                   5       205         0          0
OCCIDENTAL PETE CORP DEL                     X                   5         0       375          0
OCCIDENTAL PETE CORP DEL                     X                   2     1,525         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                   3     8,700         0          0
OCCIDENTAL PETE CORP DEL                     X                   4    18,979       300      3,100
OCCIDENTAL PETE CORP DEL                     X                   7    28,600         0          0
OCCIDENTAL PETE CORP DEL                     X                   4    31,796         0      4,197
OCCIDENTAL PETE CORP DEL                     X                   3    53,683         0     11,500
OCCIDENTAL PETE CORP DEL                     X                   7    92,166         0          0
OCEANFIRST FINL CORP                         X                   4         0    15,003          0
ODYSSEY HEALTHCARE INC                       X                         2,314         0          0
ODYSSEY HEALTHCARE INC                       X                   4         0         0     17,124
OFFICE DEPOT INC                             X                   2        50         0          0
OFFICE DEPOT INC                             X                   4     1,100         0          0
OFFICE DEPOT INC                             X                   5         0     3,259          0
OFFICE DEPOT INC                             X                   3     5,312         0          0
OFFICE DEPOT INC                             X                   5         0     7,500          0
OFFICE DEPOT INC                             X                         8,000         0          0
OFFICE DEPOT INC                             X                   7    81,258         0          0
OFFICEMAX INC DEL                            X                   4         0         0        155
OFFICEMAX INC DEL                            X                   5         0       194          0
OFFICEMAX INC DEL                            X                   7    13,740         0          0
OIL SVC HOLDRS TR                            X                   3       400         0          0
OIL SVC HOLDRS TR                            X                   5       500         0          0
OIL SVC HOLDRS TR                            X                   5     1,300         0          0
OIL SVC HOLDRS TR                            X                   3     3,040         0          0
OIL SVC HOLDRS TR                            X                   3     3,800         0          0
OIL SVC HOLDRS TR                            X                         8,900         0          0
OIL SVC HOLDRS TR                            X                   3    18,300         0          0
OLD REP INTL CORP                            X                   7    31,785         0          0
OMNICARE INC                                 X                   5        69         0          0
OMNICARE INC                                 X                   4     5,000         0          0
OMNICARE INC                                 X                   7    18,489         0          0
OMNICARE INC                                 X                   5         0    23,000          0
OMNICOM GROUP INC                            X                   5         0       120          0
OMNICOM GROUP INC                            X                           500         0          0
OMNICOM GROUP INC                            X                   5       915         0          0
OMNICOM GROUP INC                            X                   4     1,450         0          0
OMNICOM GROUP INC                            X                   2     1,481         0          0
OMNICOM GROUP INC                            X                   3     2,000         0          0
OMNICOM GROUP INC                            X                   4     2,500       735        400
OMNICOM GROUP INC                            X                   2    14,050         0          0
OMNICOM GROUP INC                            X                   3    30,590         0          0
OMNICOM GROUP INC                            X                   3    39,180         0          0
OMNICOM GROUP INC                            X                   7    47,495         0          0
OMNICOM GROUP INC                            X                   3    50,540         0          0
OMNICOM GROUP INC                            X                   5     2,000         0          0
OMNICOM GROUP INC                            X                   5         0    11,000          0
OMNICOM GROUP INC                            X                   5     4,000         0          0
OMNICOM GROUP INC                            X                   5         0    24,000          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    31,800         0          0
OPENWAVE SYS INC                             X                   3    13,400         0         75
ORACLE CORP                                  X                   3       325         0          0
ORACLE CORP                                  X                   1       400         0          0
ORACLE CORP                                  X                   3     1,717         0          0
ORACLE CORP                                  X                   3     1,796         0          0
ORACLE CORP                                  X                   2     1,800         0          0
ORACLE CORP                                  X                   5         0     2,810          0
ORACLE CORP                                  X                   5         0     3,700          0
ORACLE CORP                                  X                   5     4,795         0          0
ORACLE CORP                                  X                         5,500         0          0
ORACLE CORP                                  X                   2     9,135         0          0
ORACLE CORP                                  X                   3    13,033         0          0
ORACLE CORP                                  X                        38,737         0          0
ORACLE CORP                                  X                   5         0    40,644          0
ORACLE CORP                                  X                   3    58,653         0          0
ORACLE CORP                                  X                   4    74,008     7,524      5,100
ORACLE CORP                                  X                   5   194,190         0          0
ORACLE CORP                                  X                   4   207,805         0     22,291
ORACLE CORP                                  X                   3   256,555         0     18,865
ORACLE CORP                                  X                   7 1,194,829         0          0
OUTBACK STEAKHOUSE INC                       X                   7    12,222         0          0
PG&E CORP                                    X                   4       200         0          0
PG&E CORP                                    X                   3       350         0          0
PG&E CORP                                    X                   2       550         0          0
PG&E CORP                                    X                   3     3,511         0          0
PG&E CORP                                    X                   3     4,900         0          0
PG&E CORP                                    X                   3    33,100         0          0
PG&E CORP                                    X                   7    95,674         0          0
PMC-SIERRA INC                               X                   2        35         0          0
PMC-SIERRA INC                               X                   3         0         0        390
PMC-SIERRA INC                               X                   7     6,970         0          0
PMC-SIERRA INC                               X                   5     8,500         0          0
PMI GROUP INC                                X                   5       105         0          0
PMI GROUP INC                                X                   4         0         0        111
PMI GROUP INC                                X                   5         0       139          0
PMI GROUP INC                                X                   5         0       820          0
PMI GROUP INC                                X                   7    11,920         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                   3       375         0          0
PNC FINL SVCS GROUP INC                      X                   3     3,000         0          0
PNC FINL SVCS GROUP INC                      X                   4     1,970     2,100          0
PNC FINL SVCS GROUP INC                      X                   4     7,304         0      1,275
PNC FINL SVCS GROUP INC                      X                   3    16,883         0          0
PNC FINL SVCS GROUP INC                      X                   7    73,412         0          0
POSCO                                        X                             0        13          0
POSCO                                        X                             0        59          0
POSCO                                        X                   5         0        73          0
POSCO                                        X                   3     1,040         0          0
POSCO                                        X                   5         0     1,200          0
POSCO                                        X                   5     1,527         0          0
POSCO                                        X                   3     3,680         0          0
POSCO                                        X                   2     6,215         0          0
POSCO                                        X                   4         0         0      6,613
POSCO                                        X                   3       700         0     11,000
POSCO                                        X                   6         0         0     13,660
POSCO                                        X                   3    77,600         0          0
POSCO                                        X                   3 2,293,000         0          0
PPG INDS INC                                 X                   2       230         0          0
PPG INDS INC                                 X                         2,425         0          0
PPG INDS INC                                 X                         2,487         0          0
PPG INDS INC                                 X                   3     2,577         0          0
PPG INDS INC                                 X                   4     6,604         0      2,750
PPG INDS INC                                 X                   4     3,150         0      6,500
PPG INDS INC                                 X                   7    43,460         0          0
PPL CORP                                     X                   4       300         0          0
PPL CORP                                     X                   4       400         0      1,311
PPL CORP                                     X                   3     5,488         0          0
PPL CORP                                     X                   3    50,000         0          0
PPL CORP                                     X                   7    96,764         0          0
PACCAR INC                                   X                   4        30         0      1,326
PACCAR INC                                   X                   3     2,400         0          0
PACCAR INC                                   X                   3     7,500         0          0
PACCAR INC                                   X                   7    41,999         0          0
PACER INTL INC TENN                          X                   5       100         0          0
PACER INTL INC TENN                          X                   4         0         0     15,155
PACKAGING DYNAMICS CORP                      X                   4       129         0     12,868
PACTIV CORP                                  X                   2       300         0          0
PACTIV CORP                                  X                   5         0       438          0
PACTIV CORP                                  X                   4       500         0        308
PACTIV CORP                                  X                   7    32,617         0          0
PALL CORP                                    X                             0        80          0
PALL CORP                                    X                   4     2,500         0          0
PALL CORP                                    X                   7    26,992         0          0
PAN AMERICAN SILVER CORP                     X                   2     1,695         0          0
PAN AMERICAN SILVER CORP                     X                   3    14,500         0          0
PARAMETRIC TECHNOLOGY CORP                   X                         8,556         0          0
PARAMETRIC TECHNOLOGY CORP                   X                   7    10,580         0          0
PARAMETRIC TECHNOLOGY CORP                   X                   3    38,104         0          0
PARK NATL CORP                               X                   4        19         0      2,316
PARKER HANNIFIN CORP                         X                   4       200         0        136
PARKER HANNIFIN CORP                         X                   3       400         0          0
PARKER HANNIFIN CORP                         X                   3       700         0          0
PARKER HANNIFIN CORP                         X                         2,462         0          0
PARKER HANNIFIN CORP                         X                   5         0     4,750          0
PARKER HANNIFIN CORP                         X                   7    28,548         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
PATNI COMPUTER SYS                           X                   6   811,200         0          0
PATTERSON COMPANIES INC                      X                   4       240         0          0
PATTERSON COMPANIES INC                      X                   5         0     2,800          0
PATTERSON COMPANIES INC                      X                   7    27,199         0          0
PATTERSON UTI ENERGY INC                     X                   5        71         0          0
PATTERSON UTI ENERGY INC                     X                   2       510         0          0
PATTERSON UTI ENERGY INC                     X                         4,702         0          0
PATTERSON UTI ENERGY INC                     X                   7    27,113         0          0
PAXAR CORP                                   X                   4    18,262         0          0
PAYCHEX INC                                  X                   3     1,200         0          0
PAYCHEX INC                                  X                   4     5,655         0          0
PAYCHEX INC                                  X                   4     6,676         0      3,286
PAYCHEX INC                                  X                   3    20,057         0          0
PAYCHEX INC                                  X                   7    87,021         0          0
PEABODY ENERGY CORP                          X                   5        29         0          0
PEABODY ENERGY CORP                          X                   3         0         0        500
PEABODY ENERGY CORP                          X                   3     1,480         0          0
PEABODY ENERGY CORP                          X                   3     8,450         0          0
PEABODY ENERGY CORP                          X                   6    16,240         0          0
PEABODY ENERGY CORP                          X                   2    17,490         0          0
PEABODY ENERGY CORP                          X                   7    18,487         0          0
PEABODY ENERGY CORP                          X                   3    49,020         0          0
PENNEY J C INC                               X                   5         0       600          0
PENNEY J C INC                               X                   2     1,285         0          0
PENNEY J C INC                               X                   3     1,400         0          0
PENNEY J C INC                               X                   4       208         0      1,405
PENNEY J C INC                               X                   3     2,800         0          0
PENNEY J C INC                               X                   3     9,590         0          0
PENNEY J C INC                               X                   3    36,567         0          0
PENNEY J C INC                               X                   7    65,076         0          0
PENTAIR INC                                  X                   5         0     2,946          0
PENTAIR INC                                  X                   3         0         0      3,800
PENTAIR INC                                  X                   7    14,069         0          0
PEOPLES BK BRIDGEPORT CONN                   X                   7    10,260         0          0
PEOPLES ENERGY CORP                          X                   4       850         0          0
PEOPLES ENERGY CORP                          X                   7     1,730         0          0
PEOPLES ENERGY CORP                          X                   2     4,370         0          0
PEOPLES ENERGY CORP                          X                   3   175,000         0          0
PEPCO HOLDINGS INC                           X                   7    32,950         0          0
PEPCO HOLDINGS INC                           X                   3   875,000         0          0
PEPSI BOTTLING GROUP INC                     X                   7    37,166         0          0
PEPSIAMERICAS INC                            X                   4     3,000         0          0
PEPSIAMERICAS INC                            X                   7    18,910         0          0
PEPSICO INC                                  X                             0       210          0
PEPSICO INC                                  X                   3       500         0          0
PEPSICO INC                                  X                   6       955         0          0
PEPSICO INC                                  X                   3     1,800         0          0
PEPSICO INC                                  X                   5         0     3,457          0
PEPSICO INC                                  X                   3     4,299         0          0
PEPSICO INC                                  X                   3     4,500         0          0
PEPSICO INC                                  X                   5     4,800         0          0
PEPSICO INC                                  X                   2     4,850         0          0
PEPSICO INC                                  X                         6,000         0          0
PEPSICO INC                                  X                   5         0     8,820          0
PEPSICO INC                                  X                        12,960         0          0
PEPSICO INC                                  X                   3    15,192         0          0
PEPSICO INC                                  X                   2    16,260         0          0
PEPSICO INC                                  X                   5    17,795         0          0
PEPSICO INC                                  X                   3    22,419         0          0
PEPSICO INC                                  X                   3   101,063         0          0
PEPSICO INC                                  X                   3   238,720         0          0
PEPSICO INC                                  X                   4   151,569    36,246     53,300
PEPSICO INC                                  X                   4   378,935        60     38,214
PEPSICO INC                                  X                   7   430,836         0          0
PERKINELMER INC                              X                   3         0         0        400
PERKINELMER INC                              X                   4       800     3,000          0
PERKINELMER INC                              X                   7     5,160         0          0
PETRO-CDA                                    X                   4         0         0        200
PETRO-CDA                                    X                   3     1,000         0          0
PETRO-CDA                                    X                   3     6,600         0        800
PETRO-CDA                                    X                   2   120,093         0          0
PETROBRAS ENERGIA PARTCPTNS                  X                   1 1,416,001         0          0
PETROFUND ENERGY TRUST                       X                   2    23,445         0          0
PETROLEO BRASILEIRO SA PETRO                 X                             0        36          0
PETROLEO BRASILEIRO SA PETRO                 X                   5        76         0          0
PETROLEO BRASILEIRO SA PETRO                 X                   5         0       150          0
PETROLEO BRASILEIRO SA PETRO                 X                   2       300         0          0
PETROLEO BRASILEIRO SA PETRO                 X                   5         0       677          0
PETROLEO BRASILEIRO SA PETRO                 X                         1,018        70          0
PETROLEO BRASILEIRO SA PETRO                 X                   2     5,050         0          0
PETROLEO BRASILEIRO SA PETRO                 X                   5         0     8,000          0
PETROLEO BRASILEIRO SA PETRO                 X                   7    12,237         0          0
PETROLEO BRASILEIRO SA PETRO                 X                   3         0         0     29,400
PETROLEO BRASILEIRO SA PETRO                 X                             0        85          0
PETROLEO BRASILEIRO SA PETRO                 X                   5       210         0          0
PETROLEO BRASILEIRO SA PETRO                 X                   3     2,000         0          0
PETROLEO BRASILEIRO SA PETRO                 X                   3         0         0      5,000
PETROLEO BRASILEIRO SA PETRO                 X                   3         0         0      8,400
PETROLEO BRASILEIRO SA PETRO                 X                   2     9,100         0          0
PETROLEO BRASILEIRO SA PETRO                 X                   3    20,500         0          0
PETROLEO BRASILEIRO SA PETRO                 X                   3    25,035         0          0
PETROLEO BRASILEIRO SA PETRO                 X                   7    83,625         0          0
PETSMART INC                                 X                           373         0          0
PETSMART INC                                 X                   5       641         0          0
PETSMART INC                                 X                   2     1,670         0          0
PETSMART INC                                 X                   3         0         0     19,200
PETSMART INC                                 X                   7    22,284         0          0
PFIZER INC                                   X                   1       240         0          0
PFIZER INC                                   X                   5         0     2,547          0
PFIZER INC                                   X                   5     4,975         0          0
PFIZER INC                                   X                   3     7,340         0          0
PFIZER INC                                   X                        14,181     2,520          0
PFIZER INC                                   X                   2    17,300         0          0
PFIZER INC                                   X                   6    29,244         0          0
PFIZER INC                                   X                        30,100         0          0
PFIZER INC                                   X                        31,190         0          0
PFIZER INC                                   X                   2    69,032         0          0
PFIZER INC                                   X                        80,509         0          0
PFIZER INC                                   X                   3    82,325         0          0
PFIZER INC                                   X                   5         0    87,725          0
PFIZER INC                                   X                   3   100,864         0          0
PFIZER INC                                   X                       107,662         0          0
PFIZER INC                                   X                   3   130,181         0          0
PFIZER INC                                   X                   5   254,804         0          0
PFIZER INC                                   X                   3   330,986         0          0
PFIZER INC                                   X                   3   267,045         0    146,393
PFIZER INC                                   X                   4   365,103    19,863     66,095
PFIZER INC                                   X                   3   591,472         0     51,209
PFIZER INC                                   X                   4   692,998         0     77,888
PFIZER INC                                   X                   3 1,015,996         0          0
PFIZER INC                                   X                   7 1,894,473         0          0
PHARMACEUTICAL PROD DEV INC                  X                   3         0         0     10,000
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                   3     2,500         0          0
PHARMACEUTICAL HLDRS TR                      X                   5         0     2,600          0
PHARMACEUTICAL HLDRS TR                      X                   3         0         0      7,000
PHELPS DODGE CORP                            X                   4         0         0        200
PHELPS DODGE CORP                            X                   2       625         0          0
PHELPS DODGE CORP                            X                   3     1,350         0          0
PHELPS DODGE CORP                            X                   3     1,400         0          0
PHELPS DODGE CORP                            X                         1,500         0          0
PHELPS DODGE CORP                            X                         1,846         0          0
PHELPS DODGE CORP                            X                   4     3,285         0          0
PHELPS DODGE CORP                            X                   3    19,357         0          0
PHELPS DODGE CORP                            X                   7    24,766         0          0
PHILIPPINE LONG DISTANCE TEL                 X                   5       200         0          0
PHILIPPINE LONG DISTANCE TEL                 X                   3         0         0      1,000
PHILIPPINE LONG DISTANCE TEL                 X                   3    27,600         0          0
PHILIPPINE LONG DISTANCE TEL                 X                   3         0         0     55,700
PIMCO MUN INCOME FD II                       X                   4         0         0     14,330
PIMCO MUN INCOME FD III                      X                   4         0         0     14,490
PINNACLE WEST CAP CORP                       X                   4     1,000         0          0
PINNACLE WEST CAP CORP                       X                   7    18,341         0          0
PIONEER NAT RES CO                           X                   6       550         0          0
PIONEER NAT RES CO                           X                   3     1,700         0          0
PIONEER NAT RES CO                           X                   3     7,550         0          0
PIONEER NAT RES CO                           X                   7    25,454         0          0
PITNEY BOWES INC                             X                   5         0       630          0
PITNEY BOWES INC                             X                   4     1,600         0          0
PITNEY BOWES INC                             X                   4       200         0     13,855
PITNEY BOWES INC                             X                   3    31,418         0          0
PITNEY BOWES INC                             X                   7    60,707         0          0
PIXAR                                        X                   5         0       709          0
PIXAR                                        X                   7     6,360         0          0
PLACER DOME INC                              X                   3       603         0          0
PLACER DOME INC                              X                   5     1,000         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     5,900         0          0
PLACER DOME INC                              X                   4     7,810         0          0
PLACER DOME INC                              X                   2   109,980         0          0
PLACER DOME INC                              X                   3   943,000         0          0
PLUM CREEK TIMBER CO INC                     X                   4       822       822          0
PLUM CREEK TIMBER CO INC                     X                   4     2,000         0          0
PLUM CREEK TIMBER CO INC                     X                   3     2,000         0          0
PLUM CREEK TIMBER CO INC                     X                   7    43,379         0          0
PLUM CREEK TIMBER CO INC                     X                   3    77,329         0          0
POGO PRODUCING CO                            X                         1,002         0          0
POGO PRODUCING CO                            X                   7     8,913         0          0
POPULAR INC                                  X                   7    38,132         0          0
PORTUGAL TELECOM SGPS S A                    X                             0       980          0
PORTUGAL TELECOM SGPS S A                    X                   5     1,375         0          0
PORTUGAL TELECOM SGPS S A                    X                   2     8,624         0          0
PORTUGAL TELECOM SGPS S A                    X                   5         0    10,130          0
POTASH CORP SASK INC                         X                   5         0        79          0
POTASH CORP SASK INC                         X                   4         0         0        118
POTASH CORP SASK INC                         X                   3       500         0          0
POTASH CORP SASK INC                         X                   2    26,569         0          0
POWER INTEGRATIONS INC                       X                   4         0         0     10,420
PRAXAIR INC                                  X                   5         0       375          0
PRAXAIR INC                                  X                   5         0     1,255          0
PRAXAIR INC                                  X                   4     2,835         0          0
PRAXAIR INC                                  X                   2     3,075         0          0
PRAXAIR INC                                  X                   3     9,874         0          0
PRAXAIR INC                                  X                   4    18,433         0      6,562
PRAXAIR INC                                  X                   7    79,425         0          0
PRECISION CASTPARTS CORP                     X                   7    18,886         0          0
PRECISION DRILLING TR                        X                   2    13,425         0          0
PRICE T ROWE GROUP INC                       X                   3     2,100         0          0
PRICE T ROWE GROUP INC                       X                   4        59         0      7,013
PRICE T ROWE GROUP INC                       X                   7    34,332         0          0
PRIDE INTL INC DEL                           X                   5       104         0          0
PRIDE INTL INC DEL                           X                   3     7,500         0          0
PRIDE INTL INC DEL                           X                   7    23,556         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     7,500         0          0
PRINCIPAL FINANCIAL GROUP IN                 X                   3    14,762         0          0
PRINCIPAL FINANCIAL GROUP IN                 X                   5    46,300         0          0
PRINCIPAL FINANCIAL GROUP IN                 X                   7    60,760         0          0
PROCTER & GAMBLE CO                          X                   6       200         0          0
PROCTER & GAMBLE CO                          X                   1       290         0          0
PROCTER & GAMBLE CO                          X                   2     3,495         0          0
PROCTER & GAMBLE CO                          X                         3,900        78          0
PROCTER & GAMBLE CO                          X                   5     5,027         0          0
PROCTER & GAMBLE CO                          X                   3     7,422         0          0
PROCTER & GAMBLE CO                          X                         8,775         0          0
PROCTER & GAMBLE CO                          X                   5         0    13,260          0
PROCTER & GAMBLE CO                          X                        14,017         0          0
PROCTER & GAMBLE CO                          X                   5    16,053         0          0
PROCTER & GAMBLE CO                          X                   2    18,812         0          0
PROCTER & GAMBLE CO                          X                   5         0    21,253          0
PROCTER & GAMBLE CO                          X                        22,406         0          0
PROCTER & GAMBLE CO                          X                   3    24,068         0          0
PROCTER & GAMBLE CO                          X                   3    33,085         0          0
PROCTER & GAMBLE CO                          X                   3    39,110         0      5,954
PROCTER & GAMBLE CO                          X                   3    57,715         0          0
PROCTER & GAMBLE CO                          X                   3   130,125         0          0
PROCTER & GAMBLE CO                          X                   3   153,862         0      9,725
PROCTER & GAMBLE CO                          X                   4   117,504    38,348     23,229
PROCTER & GAMBLE CO                          X                   4   278,814        40     39,076
PROCTER & GAMBLE CO                          X                   7   875,527         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        105
PROGRESS ENERGY INC                          X                   7    56,835         0          0
PROGRESSIVE CORP OHIO                        X                   5         0     1,295          0
PROGRESSIVE CORP OHIO                        X                   3     2,005         0          0
PROGRESSIVE CORP OHIO                        X                   7    28,800         0          0
PROGRESSIVE CORP OHIO                        X                   7    48,152         0          0
PROLOGIS                                     X                   3         0         0      1,460
PROLOGIS                                     X                   7    37,730         0          0
PROTECTIVE LIFE CORP                         X                   7     9,093         0          0
PROTEIN DESIGN LABS INC                      X                   3     4,000         0          0
PROTEIN DESIGN LABS INC                      X                   3         0         0     23,700
PROVIDENT ENERGY TR                          X                   2    90,883         0          0
PROVIDENT NEW YORK BANCORP                   X                   4         0   169,715          0
PRUDENTIAL FINL INC                          X                   4         0         0        857
PRUDENTIAL FINL INC                          X                   2       870         0          0
PRUDENTIAL FINL INC                          X                   5         0     1,551          0
PRUDENTIAL FINL INC                          X                   5     5,100         0          0
PRUDENTIAL FINL INC                          X                   3    10,960         0          0
PRUDENTIAL FINL INC                          X                   3    61,448         0        500
PRUDENTIAL FINL INC                          X                   7   135,747         0          0
PUBLIC SVC ENTERPRISE GROUP                  X                   4         0         0        525
PUBLIC SVC ENTERPRISE GROUP                  X                   7    60,849         0          0
PUBLIC SVC ENTERPRISE GROUP                  X                   3   250,000         0          0
PUBLIC STORAGE INC                           X                         2,000         0          0
PUBLIC STORAGE INC                           X                         4,923         0          0
PUBLIC STORAGE INC                           X                   7    16,990         0          0
PUGET ENERGY INC NEW                         X                   4         0        33          0
PUGET ENERGY INC NEW                         X                   7    14,970         0          0
PULTE HOMES INC                              X                   4         0         0         30
PULTE HOMES INC                              X                   3     1,100         0          0
PULTE HOMES INC                              X                   5         0     2,100          0
PULTE HOMES INC                              X                   4         0         0      2,975
PULTE HOMES INC                              X                   3    38,851         0          0
PULTE HOMES INC                              X                   7    61,940         0          0
QLOGIC CORP                                  X                   6       600         0          0
QLOGIC CORP                                  X                   5         0     1,200          0
QLOGIC CORP                                  X                         1,322         0          0
QLOGIC CORP                                  X                   5     3,000         0          0
QLOGIC CORP                                  X                   7    16,847         0          0
QUALCOMM INC                                 X                   6       440         0          0
QUALCOMM INC                                 X                   5         0     1,218          0
QUALCOMM INC                                 X                         2,000         0          0
QUALCOMM INC                                 X                   5     3,585         0          0
QUALCOMM INC                                 X                   5         0     4,100          0
QUALCOMM INC                                 X                   2     4,260         0          0
QUALCOMM INC                                 X                   5         0     4,539          0
QUALCOMM INC                                 X                   4    10,040         0        225
QUALCOMM INC                                 X                        13,241         0          0
QUALCOMM INC                                 X                   3    20,845         0      3,700
QUALCOMM INC                                 X                   4       290         0     33,512
QUALCOMM INC                                 X                   3    97,109         0      1,024
QUALCOMM INC                                 X                   7   424,297         0          0
QUANTA SVCS INC                              X                   5     2,000         0          0
QUANTA SVCS INC                              X                   5         0    11,000          0
QUEBECOR WORLD INC                           X                   2    99,430         0          0
QUEST DIAGNOSTICS INC                        X                   4     1,400         0          0
QUEST DIAGNOSTICS INC                        X                         1,402         0          0
QUEST DIAGNOSTICS INC                        X                   5         0     2,200          0
QUEST DIAGNOSTICS INC                        X                   3         0         0      8,540
QUEST DIAGNOSTICS INC                        X                   4       375         0     13,974
QUEST DIAGNOSTICS INC                        X                   7    39,912         0          0
QUESTAR CORP                                 X                   5        25         0          0
QUESTAR CORP                                 X                         2,823         0          0
QUESTAR CORP                                 X                   7    14,261         0          0
QUIKSILVER INC                               X                   3    15,000         0          0
QUILMES INDL QUINSA SOCIETE                  X                   3       125         0      7,655
QWEST COMMUNICATIONS INTL IN                 X                   3         0         0        107
QWEST COMMUNICATIONS INTL IN                 X                   4         0       112          0
QWEST COMMUNICATIONS INTL IN                 X                   3       709         0          0
QWEST COMMUNICATIONS INTL IN                 X                   3     3,000         0          0
QWEST COMMUNICATIONS INTL IN                 X                   7   438,120         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        83          0
RADIAN GROUP INC                             X                   5         0       900          0
RADIAN GROUP INC                             X                   4         0         0     11,121
RADIAN GROUP INC                             X                   7    13,720         0          0
RADIOSHACK CORP                              X                         1,414         0          0
RADIOSHACK CORP                              X                   3     2,200         0          0
RADIOSHACK CORP                              X                   2    11,165         0          0
RADIOSHACK CORP                              X                   7    35,550         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                   3     1,320         0          0
RAYTHEON CO                                  X                   5     2,000         0          0
RAYTHEON CO                                  X                   3     4,100         0        150
RAYTHEON CO                                  X                   5     6,600         0          0
RAYTHEON CO                                  X                   4    19,219     1,163        200
RAYTHEON CO                                  X                   3    39,000         0          0
RAYTHEON CO                                  X                   7   102,738         0          0
RAYTHEON CO                                  X                   4   245,010         0     28,043
RED HAT INC                                  X                   3         0         0      1,650
RED HAT INC                                  X                   5     2,000         0          0
RED HAT INC                                  X                   3    14,000         0          0
REEBOK INTL LTD                              X                         1,420         0          0
REEBOK INTL LTD                              X                   7     3,585         0          0
REEBOK INTL LTD                              X                        16,200         0          0
REEBOK INTL LTD                              X                        43,100         0          0
REGENCY CTRS CORP                            X                   7     8,490         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       410          0
REGIONS FINANCIAL CORP NEW                   X                   5     1,000         0          0
REGIONS FINANCIAL CORP NEW                   X                   4    12,778         0          0
REGIONS FINANCIAL CORP NEW                   X                   7   105,023         0          0
REGIONS FINANCIAL CORP NEW                   X                   3   481,520         0          0
REPSOL YPF S A                               X                   2    12,095         0          0
REPSOL YPF S A                               X                   1   279,700         0          0
REPUBLIC SVCS INC                            X                   2       915         0          0
REPUBLIC SVCS INC                            X                         5,024         0          0
REPUBLIC SVCS INC                            X                   7    22,353         0          0
REPUBLIC SVCS INC                            X                   3    24,692         0          0
RESEARCH IN MOTION LTD                       X                   2     2,113         0          0
RESEARCH IN MOTION LTD                       X                   3    51,760         0          0
RESPIRONICS INC                              X                        11,100         0          0
RETAIL HOLDRS TR                             X                   3    88,970         0          0
REVLON INC                                   X                   3   150,500         0          0
REYNOLDS & REYNOLDS CO                       X                   4        62         0      7,190
REYNOLDS AMERICAN INC                        X                             0        75          0
REYNOLDS AMERICAN INC                        X                   3       133         0          0
REYNOLDS AMERICAN INC                        X                   3       600         0          0
REYNOLDS AMERICAN INC                        X                   5       846         0          0
REYNOLDS AMERICAN INC                        X                   3     1,000         0          0
REYNOLDS AMERICAN INC                        X                   4       100         0      2,328
REYNOLDS AMERICAN INC                        X                   7    22,937         0          0
RIO TINTO PLC                                X                             0        81          0
RIO TINTO PLC                                X                   4         0         0      4,988
RITCHIE BROS AUCTIONEERS                     X                   2       200         0          0
RITCHIE BROS AUCTIONEERS                     X                   2    46,750         0          0
ROBERT HALF INTL INC                         X                   4        98         0     11,981
ROBERT HALF INTL INC                         X                   7    36,939         0          0
ROCKWELL AUTOMATION INC                      X                   4     1,142         0          0
ROCKWELL AUTOMATION INC                      X                   4        76         0      9,124
ROCKWELL AUTOMATION INC                      X                   3    10,425         0          0
ROCKWELL AUTOMATION INC                      X                   7    40,830         0          0
ROCKWELL COLLINS INC                         X                   4       692         0          0
ROCKWELL COLLINS INC                         X                   3    17,008         0          0
ROCKWELL COLLINS INC                         X                   7    41,667         0          0
ROFIN SINAR TECHNOLOGIES INC                 X                   3    50,505         0          0
ROGERS COMMUNICATIONS INC                    X                   2    63,204         0          0
ROHM & HAAS CO                               X                   5       120         0          0
ROHM & HAAS CO                               X                         3,324         0          0
ROHM & HAAS CO                               X                   3     4,061         0          0
ROHM & HAAS CO                               X                   7    44,150         0          0
ROME BANCORP INC NEW                         X                   4         0    50,323          0
ROSS STORES INC                              X                   5         0       300          0
ROSS STORES INC                              X                         2,126         0          0
ROSS STORES INC                              X                   7    23,494         0          0
ROSTELECOM OPEN JT STK LNG D                 X                   3         0         0     28,000
ROWAN COS INC                                X                   2        35         0          0
ROWAN COS INC                                X                   3     1,900         0          0
ROWAN COS INC                                X                   4     2,200         0          0
ROWAN COS INC                                X                         3,703         0          0
ROWAN COS INC                                X                   3    16,600         0          0
ROWAN COS INC                                X                   7    21,409         0          0
ROWAN COS INC                                X                   3   104,710         0          0
ROYAL & SUN ALLIANCE INS                     X                   5         0     8,865          0
ROYAL & SUN ALLIANCE INS                     X                   2    14,325         0          0
ROYAL BK CDA MONTREAL QUE                    X                   2       400         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   243,995         0          0
ROYAL BK SCOTLAND GROUP PLC                  X                   3    81,000         0          0
ROYAL BK SCOTLAND GROUP PLC                  X                        10,000         0          0
ROYAL BK SCOTLAND GROUP PLC                  X                   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 SHELL PLC                        X                         5,842         0          0
ROYAL DUTCH SHELL PLC                        X                             0       176          0
ROYAL DUTCH SHELL PLC                        X                   5         0       220          0
ROYAL DUTCH SHELL PLC                        X                   5     1,200         0          0
ROYAL DUTCH SHELL PLC                        X                   3         0         0      1,810
ROYAL DUTCH SHELL PLC                        X                   2     5,630         0          0
ROYAL DUTCH SHELL PLC                        X                   5     7,130         0          0
ROYAL DUTCH SHELL PLC                        X                   4    15,790       200     12,904
ROYAL DUTCH SHELL PLC                        X                   4    25,902         0      9,487
ROYAL DUTCH SHELL PLC                        X                   3    79,433         0          0
RYANAIR HLDGS PLC                            X                   2       410         0          0
RYANAIR HLDGS PLC                            X                   3         0         0      8,000
RYDER SYS INC                                X                   3     1,800         0          0
RYDER SYS INC                                X                   7    13,253         0          0
RYLAND GROUP INC                             X                         3,067         0          0
SEI INVESTMENTS CO                           X                   7    11,582         0          0
SI INTL INC                                  X                   4         0         0      7,763
SK TELECOM LTD                               X                             0        48          0
SK TELECOM LTD                               X                             0        93          0
SK TELECOM LTD                               X                   2     1,085         0          0
SK TELECOM LTD                               X                   5     4,330         0          0
SK TELECOM LTD                               X                   5         0     5,184          0
SK TELECOM LTD                               X                   3         0         0     12,800
SK TELECOM LTD                               X                   6         0         0     14,406
SK TELECOM LTD                               X                   3 8,797,000         0          0
SLM CORP                                     X                   3       369         0          0
SLM CORP                                     X                   4       775         0          0
SLM CORP                                     X                         5,000         0          0
SLM CORP                                     X                   4     4,400         0      2,202
SLM CORP                                     X                   5         0    24,000          0
SLM CORP                                     X                   7    99,439         0          0
SPDR TR                                      X                   4         0         0        570
SPDR TR                                      X                   5         0     1,100          0
SPDR TR                                      X                   3     1,650         0          0
SPDR TR                                      X                   4         0         0      2,318
SPDR TR                                      X                   2     2,830         0          0
SPDR TR                                      X                   5         0     2,995          0
SPDR TR                                      X                   3     3,610         0          0
SPDR TR                                      X                         5,232         0          0
SPDR TR                                      X                         5,349         0          0
SPDR TR                                      X                   5     9,260         0          0
SPDR TR                                      X                   3    22,500         0          0
SPDR TR                                      X                        24,500         0          0
SPDR TR                                      X                   3    56,020         0          0
SPDR TR                                      X                        67,629         0          0
SPDR TR                                      X                   6   121,428         0          0
SPDR TR                                      X                   3   407,496         0          0
SPX CORP                                     X                   2       140         0          0
SPX CORP                                     X                   7    10,962         0          0
SABRE HLDGS CORP                             X                   4         0         0        344
SABRE HLDGS CORP                             X                   5         0       431          0
SABRE HLDGS CORP                             X                         3,653         0          0
SABRE HLDGS CORP                             X                   7    28,656         0          0
SAFECO CORP                                  X                   4         0         0        107
SAFECO CORP                                  X                   5         0       114          0
SAFECO CORP                                  X                   2       530         0          0
SAFECO CORP                                  X                   3    11,879         0          0
SAFECO CORP                                  X                   7    32,299         0          0
SAFEWAY INC                                  X                   3       690         0          0
SAFEWAY INC                                  X                   5         0     2,765          0
SAFEWAY INC                                  X                   5     8,080         0          0
SAFEWAY INC                                  X                   5         0    11,800          0
SAFEWAY INC                                  X                   2    14,303         0          0
SAFEWAY INC                                  X                   7    98,599         0          0
ST JOE CO                                    X                   4     4,500         0          0
ST JOE CO                                    X                         5,000         0          0
ST JOE CO                                    X                   7    12,302         0          0
ST JUDE MED INC                              X                   4         0         0        145
ST JUDE MED INC                              X                   2       500         0          0
ST JUDE MED INC                              X                   5         0       800          0
ST JUDE MED INC                              X                   5     2,000         0          0
ST JUDE MED INC                              X                   5         0     3,100          0
ST JUDE MED INC                              X                   4         0         0     14,275
ST JUDE MED INC                              X                   3    43,956         0          0
ST JUDE MED INC                              X                   7    88,930         0          0
ST PAUL TRAVELERS INC                        X                   3         0         0          6
ST PAUL TRAVELERS INC                        X                            65         0          0
ST PAUL TRAVELERS INC                        X                   2        99         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                   3       390         0          0
ST PAUL TRAVELERS INC                        X                   5         0     1,800          0
ST PAUL TRAVELERS INC                        X                   3     2,860         0          0
ST PAUL TRAVELERS INC                        X                   3     8,770         0         85
ST PAUL TRAVELERS INC                        X                   5    10,320         0          0
ST PAUL TRAVELERS INC                        X                   4    15,295       792      3,650
ST PAUL TRAVELERS INC                        X                   5         0    21,565          0
ST PAUL TRAVELERS INC                        X                   7   168,902         0          0
ST PAUL TRAVELERS INC                        X                   4   215,919         0     29,551
ST PAUL TRAVELERS INC                        X                   3   647,053         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       305          0
SAN PAOLO-IMI S P A                          X                   4         0         0     14,552
SANDISK CORP                                 X                             0        50          0
SANDISK CORP                                 X                   5       520         0          0
SANDISK CORP                                 X                   6       600         0          0
SANDISK CORP                                 X                           823         0          0
SANDISK CORP                                 X                   7    31,233         0          0
SANMINA SCI CORP                             X                   2       675         0          0
SANMINA SCI CORP                             X                   3         0         0        816
SANMINA SCI CORP                             X                   3     2,160         0          0
SANMINA SCI CORP                             X                   6     4,000         0          0
SANMINA SCI CORP                             X                   5     8,040         0          0
SANMINA SCI CORP                             X                   5         0    17,700          0
SANMINA SCI CORP                             X                   7   106,473         0          0
SANMINA SCI CORP                             X                   3   349,290         0          0
SANMINA SCI CORP                             X                   3   379,250         0          0
SANOFI AVENTIS                               X                             0       110          0
SANOFI AVENTIS                               X                   5       688         0          0
SANOFI AVENTIS                               X                   3         0         0      1,000
SANOFI AVENTIS                               X                   5         0     4,328          0
SANOFI AVENTIS                               X                   4       100         0     12,294
SANOFI AVENTIS                               X                   2    15,435         0          0
SAP AKTIENGESELLSCHAFT                       X                   3         1         0          0
SAP AKTIENGESELLSCHAFT                       X                   5        48         0          0
SAP AKTIENGESELLSCHAFT                       X                   4         0         0         95
SAP AKTIENGESELLSCHAFT                       X                   3       200         0          0
SAP AKTIENGESELLSCHAFT                       X                   2       880         0          0
SAP AKTIENGESELLSCHAFT                       X                   4         0         0      9,313
SARA LEE CORP                                X                   4    23,432         0          0
SARA LEE CORP                                X                   4    17,458     3,300     28,500
SARA LEE CORP                                X                   7   190,646         0          0
SASOL LTD                                    X                   5       113         0          0
SASOL LTD                                    X                   4         0         0        234
SASOL LTD                                    X                             0       288          0
SASOL LTD                                    X                   5         0       304          0
SASOL LTD                                    X                         2,500        50          0
SASOL LTD                                    X                   3         0         0     14,300
SATYAM COMPUTER SERVICES LTD                 X                             0        24          0
SATYAM COMPUTER SERVICES LTD                 X                             0        45          0
SATYAM COMPUTER SERVICES LTD                 X                   5        52         0          0
SATYAM COMPUTER SERVICES LTD                 X                   5         0       141          0
SATYAM COMPUTER SERVICES LTD                 X                   6         0         0      8,000
SCANA CORP NEW                               X                   4       100         0          0
SCANA CORP NEW                               X                   4     1,000         0          0
SCANA CORP NEW                               X                   7    22,857         0          0
SCANSOURCE INC                               X                   4         0         0      6,042
SCHEIN HENRY INC                             X                   2     2,692         0          0
SCHEIN HENRY INC                             X                   7    11,571         0          0
SCHEIN HENRY INC                             X                   4       105         0     12,789
SCHERING A G                                 X                   5       100         0          0
SCHERING A G                                 X                   2       418         0          0
SCHERING A G                                 X                   5         0     2,490          0
SCHERING A G                                 X                   4         0         0      5,784
SCHERING PLOUGH CORP                         X                   4         0         0        200
SCHERING PLOUGH CORP                         X                   3       200         0          0
SCHERING PLOUGH CORP                         X                   3       300         0          0
SCHERING PLOUGH CORP                         X                   5     1,510         0          0
SCHERING PLOUGH CORP                         X                   5         0     1,600          0
SCHERING PLOUGH CORP                         X                   2     2,200         0          0
SCHERING PLOUGH CORP                         X                   5         0     2,375          0
SCHERING PLOUGH CORP                         X                   3     2,584         0          0
SCHERING PLOUGH CORP                         X                   3     4,000         0          0
SCHERING PLOUGH CORP                         X                         4,000         0          0
SCHERING PLOUGH CORP                         X                   2     9,793         0          0
SCHERING PLOUGH CORP                         X                        19,200         0          0
SCHERING PLOUGH CORP                         X                   4    37,875         0        495
SCHERING PLOUGH CORP                         X                   3    63,819         0          0
SCHERING PLOUGH CORP                         X                   3    80,000         0          0
SCHERING PLOUGH CORP                         X                   7   357,461         0          0
SCHLUMBERGER LTD                             X                   2     1,810         0          0
SCHLUMBERGER LTD                             X                   3     2,000         0          0
SCHLUMBERGER LTD                             X                         4,249         0          0
SCHLUMBERGER LTD                             X                   3     6,959         0          0
SCHLUMBERGER LTD                             X                   5     7,800         0          0
SCHLUMBERGER LTD                             X                   5     7,872         0          0
SCHLUMBERGER LTD                             X                   3    12,923         0          0
SCHLUMBERGER LTD                             X                   3    18,160         0          0
SCHLUMBERGER LTD                             X                        21,600         0          0
SCHLUMBERGER LTD                             X                   5         0    35,000          0
SCHLUMBERGER LTD                             X                   4    44,661     5,050      1,586
SCHLUMBERGER LTD                             X                   4    44,791         0      6,994
SCHLUMBERGER LTD                             X                   3    63,742         0      1,500
SCHLUMBERGER LTD                             X                   7   151,698         0          0
SCHLUMBERGER LTD                             X                   3   513,164         0          0
SCHWAB CHARLES CORP NEW                      X                   5       500         0          0
SCHWAB CHARLES CORP NEW                      X                   5         0     2,300          0
SCHWAB CHARLES CORP NEW                      X                   5     2,656         0          0
SCHWAB CHARLES CORP NEW                      X                   4     3,000         0        170
SCHWAB CHARLES CORP NEW                      X                   3     9,700         0          0
SCHWAB CHARLES CORP NEW                      X                   4         0         0     17,455
SCHWAB CHARLES CORP NEW                      X                   5         0    18,200          0
SCHWAB CHARLES CORP NEW                      X                   7   296,965         0          0
SCIENTIFIC ATLANTA INC                       X                   3     3,374         0          0
SCIENTIFIC ATLANTA INC                       X                   2    13,850         0          0
SCIENTIFIC ATLANTA INC                       X                   7    33,526         0          0
SCRIPPS E W CO OHIO                          X                   4         0         0      1,300
SCRIPPS E W CO OHIO                          X                   5     2,720         0          0
SCRIPPS E W CO OHIO                          X                   2     6,318         0          0
SCRIPPS E W CO OHIO                          X                   3         0         0      8,700
SCRIPPS E W CO OHIO                          X                   7    21,360         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                   5         0       570          0
SEALED AIR CORP NEW                          X                   3     2,238         0          0
SEALED AIR CORP NEW                          X                   4    13,774         0          0
SEALED AIR CORP NEW                          X                   7    18,186         0          0
SEALED AIR CORP NEW                          X                   7    33,600         0          0
SEARS HLDGS CORP                             X                           212         0          0
SEARS HLDGS CORP                             X                   4       301         0        472
SEARS HLDGS CORP                             X                   4     1,669         0          0
SEARS HLDGS CORP                             X                   5     2,219         0          0
SEARS HLDGS CORP                             X                         4,700         0          0
SEARS HLDGS CORP                             X                   7    26,704         0          0
SELECT SECTOR SPDR TR                        X                           655         0          0
SELECT SECTOR SPDR TR                        X                   3     2,000         0          0
SELECT SECTOR SPDR TR                        X                   4         0         0      3,344
SELECT SECTOR SPDR TR                        X                         8,850         0          0
SELECT SECTOR SPDR TR                        X                   3    45,982         0          0
SELECT SECTOR SPDR TR                        X                   5       930         0          0
SELECT SECTOR SPDR TR                        X                   4         0         0      4,766
SELECT SECTOR SPDR TR                        X                         6,340         0          0
SELECT SECTOR SPDR TR                        X                   5       911         0          0
SELECT SECTOR SPDR TR                        X                         2,100         0          0
SELECT SECTOR SPDR TR                        X                   5         0     3,000          0
SELECT SECTOR SPDR TR                        X                   4         0         0      3,398
SELECT SECTOR SPDR TR                        X                         5,100         0          0
SELECT SECTOR SPDR TR                        X                   3    10,265         0          0
SELECT SECTOR SPDR TR                        X                   5    13,000         0          0
SELECT SECTOR SPDR TR                        X                   3   100,843         0          0
SELECT SECTOR SPDR TR                        X                   4         0         0      6,413
SELECT SECTOR SPDR TR                        X                         6,485         0          0
SELECT SECTOR SPDR TR                        X                   3   218,360         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   144,745         0          0
SELECT SECTOR SPDR TR                        X                   2       500         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    11,430         0          0
SEMPRA ENERGY                                X                             0       145          0
SEMPRA ENERGY                                X                   5       370         0          0
SEMPRA ENERGY                                X                   3     2,990         0          0
SEMPRA ENERGY                                X                   3    18,190         0          0
SEMPRA ENERGY                                X                   7    59,120         0          0
SEPRACOR INC                                 X                   5     1,000         0          0
SEPRACOR INC                                 X                         1,605         0          0
SEPRACOR INC                                 X                   7    14,889         0          0
SERENA SOFTWARE INC                          X                   5     5,442         0          0
SERENA SOFTWARE INC                          X                        11,700         0          0
SERENA SOFTWARE INC                          X                        42,986         0          0
SERVICEMASTER CO                             X                   2     1,340         0          0
SERVICEMASTER CO                             X                   7    52,690         0          0
SHAW COMMUNICATIONS INC                      X                   2     1,200         0          0
SHAW COMMUNICATIONS INC                      X                   2    85,446         0          0
SHERWIN WILLIAMS CO                          X                           899         0          0
SHERWIN WILLIAMS CO                          X                   3     1,100         0          0
SHERWIN WILLIAMS CO                          X                   3     3,000         0          0
SHERWIN WILLIAMS CO                          X                   7    26,331         0          0
SHINHAN FINANCIAL GROUP CO L                 X                   3     2,700         0          0
SHINHAN FINANCIAL GROUP CO L                 X                   2     4,035         0          0
SHINHAN FINANCIAL GROUP CO L                 X                   3         0         0      5,000
SHINHAN FINANCIAL GROUP CO L                 X                   6         0         0     35,880
SHUFFLE MASTER INC                           X                   2       900         0          0
SHUFFLE MASTER INC                           X                   4         0         0      8,395
SIEBEL SYS INC                               X                   3         0         0        126
SIEBEL SYS INC                               X                   1       262         0          0
SIEBEL SYS INC                               X                   6     1,800         0          0
SIEBEL SYS INC                               X                   3     6,800         0          0
SIEBEL SYS INC                               X                   7   114,567         0          0
SIEMENS A G                                  X                   5        52         0          0
SIEMENS A G                                  X                   5         0       185          0
SIEMENS A G                                  X                   2     3,463         0          0
SIEMENS A G                                  X                   4        22         0      7,010
SIGMA ALDRICH CORP                           X                   4       600         0          0
SIGMA ALDRICH CORP                           X                   3         0         0      1,000
SIGMA ALDRICH CORP                           X                         1,407         0          0
SIGMA ALDRICH CORP                           X                   3     2,535         0          0
SIGMA ALDRICH CORP                           X                   7    15,723         0          0
SILICONWARE PRECISION INDS L                 X                             0       127          0
SILICONWARE PRECISION INDS L                 X                             0       247          0
SILICONWARE PRECISION INDS L                 X                   5       289         0          0
SILICONWARE PRECISION INDS L                 X                   5         0       781          0
SILICONWARE PRECISION INDS L                 X                   6   174,077         0  1,663,621
SIMON PPTY GROUP INC NEW                     X                   4       190         0          0
SIMON PPTY GROUP INC NEW                     X                   3     4,059         0      3,840
SIMON PPTY GROUP INC NEW                     X                   7    43,029         0          0
SINOPEC SHANGHAI PETROCHEMIC                 X                   3     2,700         0          0
SINOPEC SHANGHAI PETROCHEMIC                 X                   2     4,880         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                   2    16,900         0          0
SIRIUS SATELLITE RADIO INC                   X                   7   226,338         0          0
SMART & FINAL INC                            X                   3         0         0    180,000
SMITH INTL INC                               X                           858         0          0
SMITH INTL INC                               X                   4         0         0      1,986
SMITH INTL INC                               X                   7    34,118         0          0
SMITHFIELD FOODS INC                         X                   2       500         0          0
SMITHFIELD FOODS INC                         X                   3       625         0          0
SMITHFIELD FOODS INC                         X                   7    14,638         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     1,210         0          0
SMUCKER J M CO                               X                   4     4,004         0          0
SMURFIT-STONE CONTAINER CORP                 X                   5       100         0          0
SMURFIT-STONE CONTAINER CORP                 X                   5         0     1,350          0
SMURFIT-STONE CONTAINER CORP                 X                         2,000         0          0
SMURFIT-STONE CONTAINER CORP                 X                   2     2,540         0          0
SMURFIT-STONE CONTAINER CORP                 X                   3     5,439         0      3,608
SMURFIT-STONE CONTAINER CORP                 X                   5         0     9,900          0
SMURFIT-STONE CONTAINER CORP                 X                   7    30,140         0          0
SOLECTRON CORP                               X                   2     7,895         0          0
SOLECTRON CORP                               X                   5     9,000         0          0
SOLECTRON CORP                               X                   7   219,417         0          0
SONY CORP                                    X                   3        60         0          0
SONY CORP                                    X                   3         0         0        175
SONY CORP                                    X                   4       600         0          0
SONY CORP                                    X                         3,600         0          0
SONY CORP                                    X                   5     4,565         0          0
SONY CORP                                    X                   5         0     7,105          0
SONY CORP                                    X                   2     7,810         0          0
SONY CORP                                    X                   3    41,450         0          0
SOUTHERN CO                                  X                   2       120         0          0
SOUTHERN CO                                  X                   3       700         0          0
SOUTHERN CO                                  X                   3     7,542         0          0
SOUTHERN CO                                  X                   5     7,700         0          0
SOUTHERN CO                                  X                   3    14,200         0          0
SOUTHERN CO                                  X                   4    71,225    14,506     17,900
SOUTHERN CO                                  X                   4   110,684     1,000      6,765
SOUTHERN CO                                  X                   7   179,195         0          0
SOUTHERN CO                                  X                   3 4,000,000         0          0
SOUTHERN COPPER CORP                         X                   3     1,000         0          0
SOUTHERN COPPER CORP                         X                   3         0         0     17,700
SOUTHWEST AIRLS CO                           X                   5       200         0          0
SOUTHWEST AIRLS CO                           X                   4     5,062         0          0
SOUTHWEST AIRLS CO                           X                   3    55,946         0          0
SOUTHWEST AIRLS CO                           X                   7   176,309         0          0
SOVEREIGN BANCORP INC                        X                   4       225         0      3,790
SOVEREIGN BANCORP INC                        X                   2    10,000         0          0
SOVEREIGN BANCORP INC                        X                   7    75,494         0          0
SPEEDUS CORP                                 X                   3         0         0     10,000
SPRINT NEXTEL CORP                           X                             0       165          0
SPRINT NEXTEL CORP                           X                   5         0       260          0
SPRINT NEXTEL CORP                           X                   3       805         0          0
SPRINT NEXTEL CORP                           X                   5         0     1,008          0
SPRINT NEXTEL CORP                           X                   3     2,520         0          0
SPRINT NEXTEL CORP                           X                   3     4,000         0          0
SPRINT NEXTEL CORP                           X                   4     7,000         0          0
SPRINT NEXTEL CORP                           X                   2     9,667         0          0
SPRINT NEXTEL CORP                           X                   5         0    15,400          0
SPRINT NEXTEL CORP                           X                   5    15,503         0          0
SPRINT NEXTEL CORP                           X                   3    17,429         0          0
SPRINT NEXTEL CORP                           X                   4     6,901         0     46,043
SPRINT NEXTEL CORP                           X                   3    57,950         0      1,014
SPRINT NEXTEL CORP                           X                   7   688,606         0          0
SPRINT NEXTEL CORP                           X                   3 5,500,000         0          0
STANLEY WKS                                  X                             0       130          0
STANLEY WKS                                  X                   5       320         0          0
STANLEY WKS                                  X                   4         0     7,000          0
STANLEY WKS                                  X                   7    17,832         0          0
STAPLES INC                                  X                   5         0       630          0
STAPLES INC                                  X                   2       800         0          0
STAPLES INC                                  X                   3     9,537         0          0
STAPLES INC                                  X                   4     1,330         0     10,136
STAPLES INC                                  X                   7   181,987         0          0
STARBUCKS CORP                               X                   2     2,440         0          0
STARBUCKS CORP                               X                         3,000         0          0
STARBUCKS CORP                               X                   4         0         0      3,809
STARBUCKS CORP                               X                         5,000         0          0
STARBUCKS CORP                               X                   3     7,100         0          0
STARBUCKS CORP                               X                   5         0     9,439          0
STARBUCKS CORP                               X                   3     9,260         0      1,763
STARBUCKS CORP                               X                   5    31,000         0          0
STARBUCKS CORP                               X                   7   192,316         0          0
STARTEK INC                                  X                   4    15,300         0          0
STARWOOD HOTELS&RESORTS WRLD                 X                   2    13,500         0          0
STARWOOD HOTELS&RESORTS WRLD                 X                   3    24,000         0          0
STARWOOD HOTELS&RESORTS WRLD                 X                   4    23,646     3,719        675
STARWOOD HOTELS&RESORTS WRLD                 X                   3    28,516         0          0
STARWOOD HOTELS&RESORTS WRLD                 X                   3    36,600         0          0
STARWOOD HOTELS&RESORTS WRLD                 X                   7    53,015         0          0
STARWOOD HOTELS&RESORTS WRLD                 X                   4   155,890         0     11,495
STATE STR CORP                               X                   5        40         0          0
STATE STR CORP                               X                   4     1,745         0         25
STATE STR CORP                               X                   5         0     3,500          0
STATE STR CORP                               X                   7     4,000         0          0
STATE STR CORP                               X                   4     2,876         0     11,586
STATE STR CORP                               X                   7    80,367         0          0
STATION CASINOS INC                          X                   7     7,294         0          0
STATOIL ASA                                  X                   2     1,050         0          0
STATOIL ASA                                  X                   3    10,000         0          0
STERLING BANCORP                             X                   4    33,082         0          0
STMICROELECTRONICS N V                       X                   5       180         0          0
STMICROELECTRONICS N V                       X                   3       800         0          0
STMICROELECTRONICS N V                       X                         2,000         0          0
STMICROELECTRONICS N V                       X                   2     6,945         0          0
STMICROELECTRONICS N V                       X                   5         0    11,615          0
STRAYER ED INC                               X                   4         0         0      2,139
STREETTRACKS GOLD TR                         X                   3         0         0      1,200
STREETTRACKS GOLD TR                         X                         3,500         0          0
STREETTRACKS GOLD TR                         X                   2     4,950         0          0
STREETTRACKS GOLD TR                         X                   3    10,000         0          0
STREETTRACKS GOLD TR                         X                   3    11,300         0          0
STREETTRACKS GOLD TR                         X                        21,200         0          0
STREETTRACKS INDEX SHS FDS                   X                   3    18,365         0          0
STRYKER CORP                                 X                   3       255         0          0
STRYKER CORP                                 X                   2     1,315         0          0
STRYKER CORP                                 X                   3     2,800         0          0
STRYKER CORP                                 X                         3,366         0          0
STRYKER CORP                                 X                   3     4,357         0        300
STRYKER CORP                                 X                   4     9,627       740      1,050
STRYKER CORP                                 X                   7    71,955         0          0
STRYKER CORP                                 X                   4   182,719         0     17,509
SULPHCO INC                                  X                   3         0         0      1,500
SULPHCO INC                                  X                   3    20,700         0      2,000
SUN LIFE FINL INC                            X                   3     3,900         0          0
SUN LIFE FINL INC                            X                   7     4,700         0          0
SUN LIFE FINL INC                            X                   2   315,898         0          0
SUN MICROSYSTEMS INC                         X                   1       100         0          0
SUN MICROSYSTEMS INC                         X                   4       400         0      3,000
SUN MICROSYSTEMS INC                         X                   3     3,520         0          0
SUN MICROSYSTEMS INC                         X                   4    12,600         0          0
SUN MICROSYSTEMS INC                         X                        22,804         0          0
SUN MICROSYSTEMS INC                         X                   2    26,470         0          0
SUN MICROSYSTEMS INC                         X                   5         0    36,770          0
SUN MICROSYSTEMS INC                         X                   3    47,887         0      3,150
SUN MICROSYSTEMS INC                         X                   5    73,400         0          0
SUN MICROSYSTEMS INC                         X                   3    45,000         0     39,303
SUN MICROSYSTEMS INC                         X                       125,000         0          0
SUN MICROSYSTEMS INC                         X                   5   132,057         0          0
SUN MICROSYSTEMS INC                         X                   5         0   222,600          0
SUN MICROSYSTEMS INC                         X                   7   868,332         0          0
SUNCOR ENERGY INC                            X                   5         0       220          0
SUNCOR ENERGY INC                            X                   3     8,920         0          0
SUNCOR ENERGY INC                            X                        12,000         0          0
SUNCOR ENERGY INC                            X                   2    45,523         0          0
SUNCOR ENERGY INC                            X                   3   117,425         0          0
SUNOCO INC                                   X                   4         0         0        778
SUNOCO INC                                   X                   3     2,000         0          0
SUNOCO INC                                   X                   3     2,242         0          0
SUNOCO INC                                   X                   4         0     5,694          0
SUNOCO INC                                   X                   7    31,826         0          0
SUNRISE SENIOR LIVING INC                    X                           688         0          0
SUNRISE SENIOR LIVING INC                    X                   2       900         0          0
SUNRISE SENIOR LIVING INC                    X                   3         0         0     11,040
SUNTRUST BKS INC                             X                   2        25         0          0
SUNTRUST BKS INC                             X                   5         0       160          0
SUNTRUST BKS INC                             X                   5         0       455          0
SUNTRUST BKS INC                             X                   4     2,206         0      1,085
SUNTRUST BKS INC                             X                   3     7,782         0          0
SUNTRUST BKS INC                             X                   3    39,025         0          0
SUNTRUST BKS INC                             X                   7    87,559         0          0
SUNTECH PWR HLDGS CO LTD                     X                   5         0     6,332          0
SUNTECH PWR HLDGS CO LTD                     X                   5     8,820         0          0
SUNTECH PWR HLDGS CO LTD                     X                         9,000         0          0
SUNTECH PWR HLDGS CO LTD                     X                   5         0    19,699          0
SUNTECH PWR HLDGS CO LTD                     X                   5         0    23,310          0
SUPERVALU INC                                X                   2        30         0          0
SUPERVALU INC                                X                   3     1,400         0          0
SUPERVALU INC                                X                   7    30,410         0          0
SYMANTEC CORP                                X                   1       200         0          0
SYMANTEC CORP                                X                   3       400         0          0
SYMANTEC CORP                                X                   5     2,000         0          0
SYMANTEC CORP                                X                             0     3,620          0
SYMANTEC CORP                                X                         3,901         0          0
SYMANTEC CORP                                X                   2     5,400         0          0
SYMANTEC CORP                                X                   3     6,509         0          0
SYMANTEC CORP                                X                         7,994         0          0
SYMANTEC CORP                                X                   4     8,929       620      1,200
SYMANTEC CORP                                X                   6    36,567         0          0
SYMANTEC CORP                                X                   4    36,582         0      4,666
SYMANTEC CORP                                X                   2    51,412         0          0
SYMANTEC CORP                                X                   3    99,050         0        625
SYMANTEC CORP                                X                   3   169,831         0          0
SYMANTEC CORP                                X                   3   221,861         0          0
SYMANTEC CORP                                X                   7   272,225         0          0
SYMBOL TECHNOLOGIES INC                      X                   4     1,000         0          0
SYMBOL TECHNOLOGIES INC                      X                   5     1,000         0          0
SYMBOL TECHNOLOGIES INC                      X                   3     3,800         0          0
SYMBOL TECHNOLOGIES INC                      X                   4     6,500         0          0
SYMBOL TECHNOLOGIES INC                      X                   7    49,611         0          0
SYNOPSYS INC                                 X                   5         0       870          0
SYNOPSYS INC                                 X                         1,627         0          0
SYNOPSYS INC                                 X                   2    20,820         0          0
SYNOPSYS INC                                 X                   7    37,090         0          0
SYNOVUS FINL CORP                            X                   7    72,556         0          0
SYSCO CORP                                   X                   2       200         0          0
SYSCO CORP                                   X                         1,500         0          0
SYSCO CORP                                   X                   5     2,775         0          0
SYSCO CORP                                   X                   3     3,780         0          0
SYSCO CORP                                   X                   6    30,374         0          0
SYSCO CORP                                   X                   4    33,311         0        277
SYSCO CORP                                   X                   2    34,385         0          0
SYSCO CORP                                   X                   3    65,550         0          0
SYSCO CORP                                   X                   3   132,975         0          0
SYSCO CORP                                   X                   7   149,515         0          0
TCF FINL CORP                                X                   5         0       600          0
TCF FINL CORP                                X                   7    23,696         0          0
TD BANKNORTH INC                             X                   2       400         0          0
TD BANKNORTH INC                             X                   7    11,358         0          0
TECO ENERGY INC                              X                   7    46,243         0          0
TJX COS INC NEW                              X                   2     4,600         0          0
TJX COS INC NEW                              X                   4       234         0     13,317
TJX COS INC NEW                              X                   7   117,267         0          0
TXU CORP                                     X                   4       104         0          0
TXU CORP                                     X                   2       340         0          0
TXU CORP                                     X                   3       356         0          0
TXU CORP                                     X                   4     1,000         0          0
TXU CORP                                     X                   3     1,930         0          0
TXU CORP                                     X                   5     4,600         0      2,000
TXU CORP                                     X                   3    12,383         0          0
TXU CORP                                     X                   7   123,944         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       161          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                             0       311          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   6       617         0          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   5         0       985          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3         0         0      2,394
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3     5,254         0          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   5         0    14,000          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   5    25,724         0          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   2    30,228         0          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   7    52,136         0          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   5    62,625         0          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3    65,360         0          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                        82,000         0          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3         0         0     89,009
TAIWAN SEMICONDUCTOR MFG LTD                 X                   3   148,462         0          0
TAIWAN SEMICONDUCTOR MFG LTD                 X                   6   435,304         0  1,828,895
TALISMAN ENERGY INC                          X                   3       100         0          0
TALISMAN ENERGY INC                          X                   5         0       205          0
TALISMAN ENERGY INC                          X                         3,500         0          0
TALISMAN ENERGY INC                          X                   2   142,696         0          0
TARGET CORP                                  X                   2        45         0          0
TARGET CORP                                  X                   5       400         0          0
TARGET CORP                                  X                   5         0       780          0
TARGET CORP                                  X                         1,198         0          0
TARGET CORP                                  X                   5         0     5,700          0
TARGET CORP                                  X                         8,800         0          0
TARGET CORP                                  X                   3    13,194         0          0
TARGET CORP                                  X                   4    26,480     1,100     26,265
TARGET CORP                                  X                   4    52,135         0      9,978
TARGET CORP                                  X                   3    72,661         0      1,634
TARGET CORP                                  X                   7   223,491         0          0
TATA MTRS LTD                                X                   5        30         0          0
TATA MTRS LTD                                X                   4         0         0        100
TATA MTRS LTD                                X                   6   545,350         0          0
TECHNE CORP                                  X                   4         0         0      4,365
TECHNITROL INC                               X                   4    28,800         0          0
TECUMSEH PRODS CO                            X                   2    16,591         0          0
TEKTRONIX INC                                X                   6     2,100         0          0
TEKTRONIX INC                                X                         3,005         0          0
TEKTRONIX INC                                X                   7    14,340         0          0
TELECOM ARGENTINA S A                        X                   1 1,697,025         0          0
TELECOM HLDRS TR                             X                   4         0         0        500
TELECOM HLDRS TR                             X                   3         0         0        700
TELECOM HLDRS TR                             X                   3     2,000         0          0
TELECOM HLDRS TR                             X                   5     4,600         0          0
TELECOM HLDRS TR                             X                        15,100         0          0
TELECOM HLDRS TR                             X                   3    47,200         0          0
TELECOM ITALIA S P A NEW                     X                             0       254          0
TELECOM ITALIA S P A NEW                     X                   5       582         0          0
TELECOM ITALIA S P A NEW                     X                   5         0     2,994          0
TELECOM ITALIA S P A NEW                     X                   2     4,023         0          0
TELECOM ITALIA S P A NEW                     X                   3   882,531         0          0
TELECOMUNICACOES BRASILEIRAS                 X                   5       485         0          0
TELECOMUNICACOES BRASILEIRAS                 X                   5         0       740          0
TELECOMUNICACOES BRASILEIRAS                 X                   2       978         0          0
TELECOMUNICACOES BRASILEIRAS                 X                   3         0         0      8,300
TELECOMUNICACOES DE SAO PAUL                 X                   3         0         0     10,000
TELECOMUNICACOES DE SAO PAUL                 X                   3         0         0     11,300
TELEFONICA S A                               X                   2        28         0          0
TELEFONICA S A                               X                   3       127         0          0
TELEFONICA S A                               X                   4         0         0        333
TELEFONICA S A                               X                             0       446          0
TELEFONICA S A                               X                   5       644         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     3,032         0          0
TELEFONICA S A                               X                   5         0     4,640          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                   2     4,956         0          0
TELEFONOS DE MEXICO S A                      X                   3     6,000         0          0
TELEFONOS DE MEXICO S A                      X                   4     7,346         0          0
TELEFONOS DE MEXICO S A                      X                   5         0     8,590          0
TELEFONOS DE MEXICO S A                      X                   4   376,577         0     34,504
TELEPHONE & DATA SYS INC                     X                   7     8,864         0          0
TELEPHONE & DATA SYS INC                     X                   7     8,864         0          0
TELEWEST GLOBAL INC                          X                   3         2         0          0
TELEWEST GLOBAL INC                          X                   3         9         0          0
TELEWEST GLOBAL INC                          X                   7    18,100         0          0
TELEWEST GLOBAL INC                          X                   7    34,694         0          0
TELLABS INC                                  X                   6     2,000         0          0
TELLABS INC                                  X                   4         0         0      2,876
TELLABS INC                                  X                   5         0     5,700          0
TELLABS INC                                  X                   3    53,143         0        400
TELLABS INC                                  X                   7   112,021         0          0
TELUS CORP                                   X                   2    16,889         0          0
TEMPLE INLAND INC                            X                   7    25,775         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    16,450         0          0
TENARIS S A                                  X                   1   293,117         0          0
TENET HEALTHCARE CORP                        X                   4       200         0          0
TENET HEALTHCARE CORP                        X                   5     1,595         0          0
TENET HEALTHCARE CORP                        X                   5         0     2,810          0
TENET HEALTHCARE CORP                        X                   2    36,981         0          0
TENET HEALTHCARE CORP                        X                   7   103,669         0          0
TERADYNE INC                                 X                   5     1,200         0          0
TERADYNE INC                                 X                   6     1,350         0          0
TERADYNE INC                                 X                   4         0         0      1,729
TERADYNE INC                                 X                   3     3,600         0          0
TERADYNE INC                                 X                         5,157         0          0
TERADYNE INC                                 X                   2     7,214         0          0
TERADYNE INC                                 X                   7    47,912         0          0
TESORO CORP                                  X                   5        46         0          0
TESORO CORP                                  X                   3     8,450         0          0
TEVA PHARMACEUTICAL INDS LTD                 X                             0        24          0
TEVA PHARMACEUTICAL INDS LTD                 X                             0        48          0
TEVA PHARMACEUTICAL INDS LTD                 X                   3         0         0        500
TEVA PHARMACEUTICAL INDS LTD                 X                   3     1,000         0          0
TEVA PHARMACEUTICAL INDS LTD                 X                   5     2,277         0          0
TEVA PHARMACEUTICAL INDS LTD                 X                   2     4,100         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    13,800         0          0
TEVA PHARMACEUTICAL INDS LTD                 X                   3         0         0     18,100
TEVA PHARMACEUTICAL INDS LTD                 X                   4       800         0     18,702
TEVA PHARMACEUTICAL INDS LTD                 X                   3    21,155         0          0
TEVA PHARMACEUTICAL INDS LTD                 X                   7    63,500         0          0
TEVA PHARMACEUTICAL FIN II L                 X                   5     4,000         0          0
TEVA PHARMACEUTICAL FIN II L                 X                   5         0    21,000          0
TEXAS INSTRS INC                             X                   1       140         0          0
TEXAS INSTRS INC                             X                   2       300         0          0
TEXAS INSTRS INC                             X                             0       605          0
TEXAS INSTRS INC                             X                   6       900         0          0
TEXAS INSTRS INC                             X                   3       910         0          0
TEXAS INSTRS INC                             X                   2       985         0          0
TEXAS INSTRS INC                             X                   5         0     1,000          0
TEXAS INSTRS INC                             X                   3     1,705         0          0
TEXAS INSTRS INC                             X                   5         0     2,500          0
TEXAS INSTRS INC                             X                   3     3,100         0          0
TEXAS INSTRS INC                             X                         5,200         0          0
TEXAS INSTRS INC                             X                   4     6,351       340      1,000
TEXAS INSTRS INC                             X                        16,615         0          0
TEXAS INSTRS INC                             X                   3    20,872         0          0
TEXAS INSTRS INC                             X                   5    33,665         0          0
TEXAS INSTRS INC                             X                   4    56,091         0     17,831
TEXAS INSTRS INC                             X                   3   204,938         0      3,713
TEXAS INSTRS INC                             X                   7   450,406         0          0
TEXTRON INC                                  X                   2       745         0          0
TEXTRON INC                                  X                   5         0     1,600          0
TEXTRON INC                                  X                   5         0     5,060          0
TEXTRON INC                                  X                   4     7,905         0      6,807
TEXTRON INC                                  X                   7    29,588         0          0
TEXTRON INC                                  X                   4    68,305    25,215      4,000
THERAVANCE INC                               X                             0         0      1,000
THERAVANCE INC                               X                   5    43,225         0          0
THERMO ELECTRON CORP                         X                   3         0         0        315
THERMO ELECTRON CORP                         X                   4       850         0          0
THERMO ELECTRON CORP                         X                         4,230         0          0
THERMO ELECTRON CORP                         X                   7    38,985         0          0
THOMSON CORP                                 X                   2     1,250         0          0
THOMSON CORP                                 X                   3     1,300         0          0
THOMSON CORP                                 X                   2   180,091         0          0
3COM CORP                                    X                   1       196         0          0
3COM CORP                                    X                   3         0         0        600
3COM CORP                                    X                   2     3,610         0          0
3COM CORP                                    X                   3    10,000         0          0
3COM CORP                                    X                   5    13,000         0          0
3COM CORP                                    X                   3         0         0     20,000
3M CO                                        X                   5         0        70          0
3M CO                                        X                   5         0       260          0
3M CO                                        X                         1,000         0          0
3M CO                                        X                   1     1,080         0          0
3M CO                                        X                         2,000         0          0
3M CO                                        X                   3     2,660         0          0
3M CO                                        X                   5     3,000         0          0
3M CO                                        X                   5     3,185         0          0
3M CO                                        X                         4,563         0          0
3M CO                                        X                   3     6,255         0          0
3M CO                                        X                   3     7,122         0          0
3M CO                                        X                   3     8,400         0          0
3M CO                                        X                         9,500         0          0
3M CO                                        X                   2    10,655         0          0
3M CO                                        X                   3    21,108         0          0
3M CO                                        X                   3    64,109         0          0
3M CO                                        X                   3    65,647         0          0
3M CO                                        X                   4    59,707        60      6,929
3M CO                                        X                   4    46,431    27,200     13,400
3M CO                                        X                   7   203,659         0          0
TIFFANY & CO NEW                             X                   5        28         0          0
TIFFANY & CO NEW                             X                   4        66         0      7,889
TIFFANY & CO NEW                             X                   3         0         0     12,300
TIFFANY & CO NEW                             X                   7    29,777         0          0
TIME WARNER INC                              X                   3       276         0          0
TIME WARNER INC                              X                         1,400       875          0
TIME WARNER INC                              X                   5     4,090         0          0
TIME WARNER INC                              X                   3     4,500         0          0
TIME WARNER INC                              X                         4,600         0          0
TIME WARNER INC                              X                   3     7,830         0          0
TIME WARNER INC                              X                   5         0    10,000          0
TIME WARNER INC                              X                        12,900         0          0
TIME WARNER INC                              X                   3    14,327         0          0
TIME WARNER INC                              X                   3    17,440         0          0
TIME WARNER INC                              X                   2    18,765         0          0
TIME WARNER INC                              X                   5         0    28,100          0
TIME WARNER INC                              X                   5    40,955         0          0
TIME WARNER INC                              X                   4    83,203       500     14,277
TIME WARNER INC                              X                   3    95,144         0      5,700
TIME WARNER INC                              X                   3   354,699         0     77,170
TIME WARNER INC                              X                   4   444,856         0     47,779
TIME WARNER INC                              X                   7 1,093,338         0          0
TIME WARNER INC                              X                   3 5,650,000         0          0
TOLL BROTHERS INC                            X                   7    17,388         0          0
TOOTSIE ROLL INDS INC                        X                             0       135          0
TOOTSIE ROLL INDS INC                        X                   4    10,089         0          0
TORCHMARK CORP                               X                   3       900         0          0
TORCHMARK CORP                               X                   5         0    10,000          0
TORCHMARK CORP                               X                   7    25,270         0          0
TORONTO DOMINION BK ONT                      X                   2       500         0          0
TORONTO DOMINION BK ONT                      X                   2   223,216         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                   5         0       255          0
TOTAL S A                                    X                   5     1,315         0          0
TOTAL S A                                    X                   4       200         0      5,694
TOTAL S A                                    X                   3    14,444         0          0
TOTAL S A                                    X                   2    24,650         0          0
TOYOTA MOTOR CORP                            X                             0       152          0
TOYOTA MOTOR CORP                            X                   4         0         0        180
TOYOTA MOTOR CORP                            X                   5         0       235          0
TOYOTA MOTOR CORP                            X                   2       560         0          0
TOYOTA MOTOR CORP                            X                         1,600         0          0
TOYOTA MOTOR CORP                            X                   5     2,410         0          0
TOYOTA MOTOR CORP                            X                   3    44,490         0          0
TRANSALTA CORP                               X                   2   154,655         0          0
TRANSATLANTIC HLDGS INC                      X                   5         0       255          0
TRANSATLANTIC HLDGS INC                      X                   7     3,262         0          0
TRANSATLANTIC HLDGS INC                      X                   7    14,900         0          0
TRANSCANADA CORP                             X                   4         0         0        100
TRANSCANADA CORP                             X                   2       750         0          0
TRANSCANADA CORP                             X                   3         0         0      5,300
TRANSCANADA CORP                             X                   2   228,530         0          0
TRI CONTL CORP                               X                   4         0         0        356
TRI CONTL CORP                               X                   7    16,950         0          0
TRIAD HOSPITALS INC                          X                   4       132         0          0
TRIAD HOSPITALS INC                          X                   5         0       720          0
TRIAD HOSPITALS INC                          X                   7    15,792         0          0
TRIBUNE CO NEW                               X                   2       110         0          0
TRIBUNE CO NEW                               X                   4         0         0        205
TRIBUNE CO NEW                               X                   7    60,383         0          0
TRIZEC PROPERTIES INC                        X                   7    14,480         0          0
TURKCELL ILETISIM HIZMETLERI                 X                             0       134          0
TURKCELL ILETISIM HIZMETLERI                 X                             0       259          0
TURKCELL ILETISIM HIZMETLERI                 X                   5       297         0          0
TURKCELL ILETISIM HIZMETLERI                 X                   5         0       811          0
TURKCELL ILETISIM HIZMETLERI                 X                   3     6,037         0          0
TURKCELL ILETISIM HIZMETLERI                 X                   7    41,696         0          0
TURKISH INVT FD INC                          X                   3     9,000         0          0
TYCO INTL LTD NEW                            X                            16         0          0
TYCO INTL LTD NEW                            X                             0        90          0
TYCO INTL LTD NEW                            X                   5         0       500          0
TYCO INTL LTD NEW                            X                   3     3,136         0          0
TYCO INTL LTD NEW                            X                   3     3,249         0          0
TYCO INTL LTD NEW                            X                   2     4,795         0          0
TYCO INTL LTD NEW                            X                   5     5,036         0          0
TYCO INTL LTD NEW                            X                   2     6,630         0          0
TYCO INTL LTD NEW                            X                         7,400         0          0
TYCO INTL LTD NEW                            X                   3     8,000         0          0
TYCO INTL LTD NEW                            X                         8,704         0          0
TYCO INTL LTD NEW                            X                   5    11,392         0          0
TYCO INTL LTD NEW                            X                   3    12,981         0          0
TYCO INTL LTD NEW                            X                   5         0    18,225          0
TYCO INTL LTD NEW                            X                        19,733         0          0
TYCO INTL LTD NEW                            X                   4    17,334       700      1,725
TYCO INTL LTD NEW                            X                   3    42,226         0          0
TYCO INTL LTD NEW                            X                   4   133,598         0      8,764
TYCO INTL LTD NEW                            X                   7   165,000         0          0
TYCO INTL LTD NEW                            X                   7   510,474         0          0
TYSON FOODS INC                              X                             0       205          0
TYSON FOODS INC                              X                   3     3,600         0          0
TYSON FOODS INC                              X                   4         0         0     17,217
TYSON FOODS INC                              X                   7    48,863         0          0
UICI                                         X                        17,900         0          0
UICI                                         X                        58,000         0          0
UST INC                                      X                   2        40         0          0
UST INC                                      X                   3     1,900         0          0
UST INC                                      X                   4         0         0     12,139
UST INC                                      X                   7    39,374         0          0
UST INC                                      X                   3   600,000         0          0
US BANCORP DEL                               X                   4       803         0          0
US BANCORP DEL                               X                   2     1,435         0          0
US BANCORP DEL                               X                         4,180         0          0
US BANCORP DEL                               X                   4       144         0     10,861
US BANCORP DEL                               X                   3    12,000         0          0
US BANCORP DEL                               X                   3    20,301         0          0
US BANCORP DEL                               X                        21,500         0          0
US BANCORP DEL                               X                   3    45,679         0          0
US BANCORP DEL                               X                   7   440,405         0          0
USEC INC                                     X                   3   348,680         0          0
ULTRA PETROLEUM CORP                         X                   5        72         0          0
ULTRA PETROLEUM CORP                         X                   3     4,700         0          0
ULTRA PETROLEUM CORP                         X                   5         0     5,290          0
ULTRA PETROLEUM CORP                         X                   3     8,460         0          0
ULTRA PETROLEUM CORP                         X                   7    21,584         0          0
ULTRA PETROLEUM CORP                         X                   3    17,000         0      5,000
UNILEVER PLC                                 X                   4         0         0        200
UNILEVER PLC                                 X                             0       273          0
UNILEVER PLC                                 X                   5       330         0          0
UNILEVER PLC                                 X                   5         0       450          0
UNILEVER PLC                                 X                   4     1,825         0     13,675
UNILEVER N V                                 X                             0       170          0
UNILEVER N V                                 X                   5       560         0          0
UNILEVER N V                                 X                   3     1,100         0          0
UNILEVER N V                                 X                   2     3,461         0          0
UNILEVER N V                                 X                   5         0     4,910          0
UNION PAC CORP                               X                   3       300         0          0
UNION PAC CORP                               X                   3     2,155         0          0
UNION PAC CORP                               X                         2,308         0          0
UNION PAC CORP                               X                   4     5,800       200          0
UNION PAC CORP                               X                   3    11,400         0          0
UNION PAC CORP                               X                   4     8,550         0      8,583
UNION PAC CORP                               X                   7    64,262         0          0
UNIONBANCAL CORP                             X                   7    10,053         0          0
UNISYS CORP                                  X                   4     1,669         0          0
UNISYS CORP                                  X                   5     1,700         0          0
UNISYS CORP                                  X                   4     2,000         0          0
UNISYS CORP                                  X                   5         0     2,445          0
UNISYS CORP                                  X                   2     9,033         0          0
UNISYS CORP                                  X                   7    69,810         0          0
UNITED MICROELECTRONICS CORP                 X                             0       427          0
UNITED MICROELECTRONICS CORP                 X                             0       826          0
UNITED MICROELECTRONICS CORP                 X                   5         0     2,600          0
UNITED MICROELECTRONICS CORP                 X                   5     5,843         0          0
UNITED MICROELECTRONICS CORP                 X                   7    51,380         0          0
UNITED MICROELECTRONICS CORP                 X                   3         0         0    127,322
UNITED MICROELECTRONICS CORP                 X                   6   150,585         0    617,448
UNITED PARCEL SERVICE INC                    X                   2        10         0          0
UNITED PARCEL SERVICE INC                    X                   5         0       115          0
UNITED PARCEL SERVICE INC                    X                   3     1,000         0          0
UNITED PARCEL SERVICE INC                    X                   4     1,388         0          0
UNITED PARCEL SERVICE INC                    X                   4       400         0      1,215
UNITED PARCEL SERVICE INC                    X                   5         0     2,000          0
UNITED PARCEL SERVICE INC                    X                   5         0     2,000          0
UNITED PARCEL SERVICE INC                    X                         2,139         0          0
UNITED PARCEL SERVICE INC                    X                   5     4,230         0          0
UNITED PARCEL SERVICE INC                    X                   3     7,831         0          0
UNITED PARCEL SERVICE INC                    X                   7     8,500         0          0
UNITED PARCEL SERVICE INC                    X                   3    26,690         0        200
UNITED PARCEL SERVICE INC                    X                   7   191,856         0          0
UNITED PARCEL SERVICE INC                    X                   3   640,000         0          0
UNITED STATES STL CORP NEW                   X                         1,000        60          0
UNITED STATES STL CORP NEW                   X                   3     1,100         0          0
UNITED STATES STL CORP NEW                   X                   3    21,810         0          0
UNITED STATES STL CORP NEW                   X                   7    27,377         0          0
UNITED TECHNOLOGIES CORP                     X                   5         0       160          0
UNITED TECHNOLOGIES CORP                     X                   1       350         0          0
UNITED TECHNOLOGIES CORP                     X                   3       600         0          0
UNITED TECHNOLOGIES CORP                     X                   2     1,385         0          0
UNITED TECHNOLOGIES CORP                     X                   5         0     1,749          0
UNITED TECHNOLOGIES CORP                     X                   7     3,386         0          0
UNITED TECHNOLOGIES CORP                     X                   5     3,770         0          0
UNITED TECHNOLOGIES CORP                     X                   5         0     4,900          0
UNITED TECHNOLOGIES CORP                     X                   5     6,600         0          0
UNITED TECHNOLOGIES CORP                     X                   3     8,884         0          0
UNITED TECHNOLOGIES CORP                     X                   5         0     9,530          0
UNITED TECHNOLOGIES CORP                     X                        11,900         0          0
UNITED TECHNOLOGIES CORP                     X                   2    17,290         0          0
UNITED TECHNOLOGIES CORP                     X                   4    29,420         0        649
UNITED TECHNOLOGIES CORP                     X                   3    53,735         0          0
UNITED TECHNOLOGIES CORP                     X                   3    80,833         0          0
UNITED TECHNOLOGIES CORP                     X                   4    87,661         0      8,142
UNITED TECHNOLOGIES CORP                     X                   3    98,084         0        540
UNITED TECHNOLOGIES CORP                     X                   7   247,206         0          0
UNITED TECHNOLOGIES CORP                     X                   3   298,318         0          0
UNITED UTILS PLC                             X                   4     5,000         0          0
UNITED UTILS PLC                             X                   2     7,545         0          0
UNITEDHEALTH GROUP INC                       X                             0       110          0
UNITEDHEALTH GROUP INC                       X                   3       164         0          0
UNITEDHEALTH GROUP INC                       X                   5     1,090         0          0
UNITEDHEALTH GROUP INC                       X                   5         0     2,000          0
UNITEDHEALTH GROUP INC                       X                   2     2,225         0          0
UNITEDHEALTH GROUP INC                       X                   3     3,800         0          0
UNITEDHEALTH GROUP INC                       X                   5         0     6,200          0
UNITEDHEALTH GROUP INC                       X                         6,470         0          0
UNITEDHEALTH GROUP INC                       X                   5     8,100         0          0
UNITEDHEALTH GROUP INC                       X                         8,200         0          0
UNITEDHEALTH GROUP INC                       X                   3    17,678         0          0
UNITEDHEALTH GROUP INC                       X                   4    14,378       490      4,710
UNITEDHEALTH GROUP INC                       X                   3    49,590         0          0
UNITEDHEALTH GROUP INC                       X                   3   106,156         0     15,300
UNITEDHEALTH GROUP INC                       X                   4   207,199         0     24,064
UNITEDHEALTH GROUP INC                       X                   7   362,121         0          0
UNITRIN INC                                  X                   7     9,010         0          0
UNIVERSAL HLTH SVCS INC                      X                   7     9,610         0          0
UNIVERSAL HLTH SVCS INC                      X                   5     4,000         0          0
UNIVERSAL HLTH SVCS INC                      X                   5         0    31,000          0
UNIVERSAL TECHNICAL INST INC                 X                   4         0         0      8,413
UNIVISION COMMUNICATIONS INC                 X                           250         0          0
UNIVISION COMMUNICATIONS INC                 X                   5         0       800          0
UNIVISION COMMUNICATIONS INC                 X                   5         0     3,200          0
UNIVISION COMMUNICATIONS INC                 X                   4        56         0      6,546
UNIVISION COMMUNICATIONS INC                 X                   7    48,938         0          0
UNIVISION COMMUNICATIONS INC                 X                   3    64,000         0          0
UNIZAN FINANCIAL CORP                        X                        62,627         0          0
UNUMPROVIDENT CORP                           X                   4     8,548         0          0
UNUMPROVIDENT CORP                           X                   2    12,059         0          0
UNUMPROVIDENT CORP                           X                   7    67,901         0          0
UNUMPROVIDENT CORP                           X                   4   284,823         0     15,186
URBAN OUTFITTERS INC                         X                   4         0         0         40
URBAN OUTFITTERS INC                         X                   4         0         0      3,646
URBAN OUTFITTERS INC                         X                   7    18,300         0          0
UTILITIES HOLDRS TR                          X                   3       200         0          0
UTILITIES HOLDRS TR                          X                   5       900         0          0
UTILITIES HOLDRS TR                          X                         1,800         0          0
UTILITIES HOLDRS TR                          X                   3    15,100         0          0
V F CORP                                     X                             0       100          0
V F CORP                                     X                   5       250         0          0
V F CORP                                     X                   2       340         0          0
V F CORP                                     X                   5         0       750          0
V F CORP                                     X                   3       800         0          0
V F CORP                                     X                   7    22,404         0          0
VALERO ENERGY CORP NEW                       X                   5         0       155          0
VALERO ENERGY CORP NEW                       X                   3       435         0          0
VALERO ENERGY CORP NEW                       X                           457         0          0
VALERO ENERGY CORP NEW                       X                   4         0         0      1,082
VALERO ENERGY CORP NEW                       X                   3     1,500         0          0
VALERO ENERGY CORP NEW                       X                   2     1,990         0          0
VALERO ENERGY CORP NEW                       X                         3,160         0          0
VALERO ENERGY CORP NEW                       X                   3   112,177         0          0
VALERO ENERGY CORP NEW                       X                   7   139,588         0          0
VALERO ENERGY CORP NEW                       X                   3   124,406         0     54,854
VALLEY NATL BANCORP                          X                   4     6,726         0          0
VALLEY NATL BANCORP                          X                   7    17,378         0          0
VARIAN MED SYS INC                           X                   4         0     1,400          0
VARIAN MED SYS INC                           X                   5         0     3,977          0
VARIAN MED SYS INC                           X                   7    22,805         0          0
VECTREN CORP                                 X                   4         0    12,128          0
VANGUARD INDEX TR                            X                   3       300         0          0
VANGUARD INDEX TR                            X                   4         0         0     85,451
VEOLIA ENVIRONNEMENT                         X                   2     4,440         0          0
VERISIGN INC                                 X                   4       100         0          0
VERISIGN INC                                 X                   3       175         0          0
VERISIGN INC                                 X                           209         0          0
VERISIGN INC                                 X                   7    50,921         0          0
VERISIGN INC                                 X                   3   143,616         0      3,060
VERIZON COMMUNICATIONS                       X                             0       170          0
VERIZON COMMUNICATIONS                       X                   1       770         0          0
VERIZON COMMUNICATIONS                       X                   3     1,220         0          0
VERIZON COMMUNICATIONS                       X                   2     1,340         0          0
VERIZON COMMUNICATIONS                       X                         2,000         0          0
VERIZON COMMUNICATIONS                       X                   5     2,732         0          0
VERIZON COMMUNICATIONS                       X                   2     4,334         0          0
VERIZON COMMUNICATIONS                       X                   3     4,680         0          0
VERIZON COMMUNICATIONS                       X                         6,720         0          0
VERIZON COMMUNICATIONS                       X                   3     7,300         0          0
VERIZON COMMUNICATIONS                       X                   5         0    10,745          0
VERIZON COMMUNICATIONS                       X                   3    47,200         0     20,500
VERIZON COMMUNICATIONS                       X                   4    69,038    21,544     48,918
VERIZON COMMUNICATIONS                       X                   3   142,729         0          0
VERIZON COMMUNICATIONS                       X                   4   161,409       500     38,411
VERIZON COMMUNICATIONS                       X                   3   219,568         0      5,239
VERIZON COMMUNICATIONS                       X                   7   674,077         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                   4     4,825         0      2,000
VIACOM INC                                   X                   5         0       250          0
VIACOM INC                                   X                           700         0          0
VIACOM INC                                   X                   3       820         0          0
VIACOM INC                                   X                   3     1,085         0          0
VIACOM INC                                   X                   6     1,130         0          0
VIACOM INC                                   X                   3     1,315         0          0
VIACOM INC                                   X                         1,200       225          0
VIACOM INC                                   X                   3     2,000         0          0
VIACOM INC                                   X                   2     3,200         0          0
VIACOM INC                                   X                   5     3,960         0          0
VIACOM INC                                   X                   2     6,087         0          0
VIACOM INC                                   X                         8,380         0          0
VIACOM INC                                   X                   5         0    10,400          0
VIACOM INC                                   X                   3    24,684         0        542
VIACOM INC                                   X                   4    21,179     4,400      6,350
VIACOM INC                                   X                   3   127,992         0          0
VIACOM INC                                   X                   4   219,567         0     52,781
VIACOM INC                                   X                   7   359,013         0          0
VIACOM INC NEW                               X                   3   170,296         0          0
VIDESH SANCHAR NIGAM LTD                     X                   2       500         0          0
VIDESH SANCHAR NIGAM LTD                     X                   6   240,100         0          0
VINTAGE PETE INC                             X                        21,200         0          0
VINTAGE PETE INC                             X                        60,000         0          0
VION PHARMACEUTICALS INC                     X                   5     1,900         0          0
VION PHARMACEUTICALS INC                     X                   3         0         0     10,000
VIVENDI UNIVERSAL                            X                   3       200         0          0
VIVENDI UNIVERSAL                            X                   5       230         0          0
VIVENDI UNIVERSAL                            X                   5         0       285          0
VIVENDI UNIVERSAL                            X                   3     1,920         0          0
VIVENDI UNIVERSAL                            X                   5     4,425         0          0
VIVENDI UNIVERSAL                            X                   4         0         0     11,166
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                   5         0     1,675          0
VODAFONE GROUP PLC NEW                       X                   4     1,960       115          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                   2     6,500         0          0
VODAFONE GROUP PLC NEW                       X                   3     7,300         0          0
VODAFONE GROUP PLC NEW                       X                   3         0         0     11,650
VODAFONE GROUP PLC NEW                       X                   2    20,350         0          0
VODAFONE GROUP PLC NEW                       X                   4     4,285         0     28,086
VODAFONE GROUP PLC NEW                       X                   3   500,000         0          0
VORNADO RLTY TR                              X                   4         0         0        100
VORNADO RLTY TR                              X                   3         0         0      2,060
VORNADO RLTY TR                              X                   7    25,950         0          0
VULCAN MATLS CO                              X                   5         0       145          0
VULCAN MATLS CO                              X                   7    10,400         0          0
VULCAN MATLS CO                              X                   7    23,747         0          0
WFS FINL INC                                 X                         7,698         0          0
WPP GROUP PLC                                X                   2     1,135         0          0
WPP GROUP PLC                                X                   4        61         0      3,988
WPP GROUP PLC                                X                   3    12,022         0          0
WACHOVIA CORP 2ND NEW                        X                   5         0       250          0
WACHOVIA CORP 2ND NEW                        X                   3       400         0          0
WACHOVIA CORP 2ND NEW                        X                   5         0       500          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                   5     5,065         0          0
WACHOVIA CORP 2ND NEW                        X                   2     8,912         0          0
WACHOVIA CORP 2ND NEW                        X                   3     9,453         0          0
WACHOVIA CORP 2ND NEW                        X                   4     6,219         0     11,676
WACHOVIA CORP 2ND NEW                        X                   3   101,492         0          0
WACHOVIA CORP 2ND NEW                        X                   7   377,322         0          0
WAL MART STORES INC                          X                   1       310         0          0
WAL MART STORES INC                          X                   5       600         0          0
WAL MART STORES INC                          X                         1,000         0          0
WAL MART STORES INC                          X                         1,607         0          0
WAL MART STORES INC                          X                         1,658         0          0
WAL MART STORES INC                          X                   2     1,900         0          0
WAL MART STORES INC                          X                   3     3,740         0          0
WAL MART STORES INC                          X                   3     3,825         0          0
WAL MART STORES INC                          X                   2     5,411         0          0
WAL MART STORES INC                          X                   5         0     7,920          0
WAL MART STORES INC                          X                         8,000         0          0
WAL MART STORES INC                          X                   3     8,420         0          0
WAL MART STORES INC                          X                   3     8,680         0          0
WAL MART STORES INC                          X                        26,928         0          0
WAL MART STORES INC                          X                   3    31,148         0     10,994
WAL MART STORES INC                          X                   7    44,200         0          0
WAL MART STORES INC                          X                   5    56,175         0          0
WAL MART STORES INC                          X                   3    72,520         0          0
WAL MART STORES INC                          X                   4    32,829    40,506     15,225
WAL MART STORES INC                          X                   4    89,592         0     20,168
WAL MART STORES INC                          X                   3   137,555         0      7,112
WAL MART STORES INC                          X                   7   734,449         0          0
WALGREEN CO                                  X                   2       100         0          0
WALGREEN CO                                  X                         1,513         0          0
WALGREEN CO                                  X                   4         0     4,000          0
WALGREEN CO                                  X                   5         0     4,627          0
WALGREEN CO                                  X                   3     7,779         0          0
WALGREEN CO                                  X                   4       522         0     11,735
WALGREEN CO                                  X                   2    13,092         0          0
WALGREEN CO                                  X                   3    33,800         0          0
WALGREEN CO                                  X                   3    36,030         0      9,800
WALGREEN CO                                  X                   7   256,710         0          0
WALTER INDS INC                              X                           355         0          0
WALTER INDS INC                              X                         8,000       278          0
WASHINGTON MUT INC                           X                             0       285          0
WASHINGTON MUT INC                           X                   3     1,200         0          0
WASHINGTON MUT INC                           X                   4     1,000     1,000          0
WASHINGTON MUT INC                           X                   2     4,450         0          0
WASHINGTON MUT INC                           X                   3     6,000         0          0
WASHINGTON MUT INC                           X                   5     6,735         0          0
WASHINGTON MUT INC                           X                   4     9,100         0     14,068
WASHINGTON MUT INC                           X                   3    26,305         0      2,190
WASHINGTON MUT INC                           X                   3    50,000         0          0
WASHINGTON MUT INC                           X                   7   240,209         0          0
WASHINGTON POST CO                           X                   7       470         0          0
WASTE MGMT INC DEL                           X                   2       200         0          0
WASTE MGMT INC DEL                           X                   5       290         0          0
WASTE MGMT INC DEL                           X                   3       362         0          0
WASTE MGMT INC DEL                           X                   4       100         0        478
WASTE MGMT INC DEL                           X                   5     3,020         0          0
WASTE MGMT INC DEL                           X                   5         0    12,200          0
WASTE MGMT INC DEL                           X                   3    46,000         0          0
WASTE MGMT INC DEL                           X                   7   137,687         0          0
WATERS CORP                                  X                   2     2,286         0          0
WATERS CORP                                  X                   3     2,888         0          0
WATERS CORP                                  X                   7    26,156         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                   3         0         0      2,500
WATSON PHARMACEUTICALS INC                   X                   7    23,378         0          0
WEIGHT WATCHERS INTL INC NEW                 X                   4       675         0          0
WEIGHT WATCHERS INTL INC NEW                 X                   2     2,779         0          0
WEIGHT WATCHERS INTL INC NEW                 X                   7     6,780         0          0
WEINGARTEN RLTY INVS                         X                   4       310         0          0
WEINGARTEN RLTY INVS                         X                   7     7,700         0          0
WELLPOINT INC                                X                   6        36         0          0
WELLPOINT INC                                X                   4         0         0        101
WELLPOINT INC                                X                   3       200         0          0
WELLPOINT INC                                X                   2       710         0          0
WELLPOINT INC                                X                   5         0     1,000          0
WELLPOINT INC                                X                   3     1,160         0          0
WELLPOINT INC                                X                         4,200         0          0
WELLPOINT INC                                X                   5         0     5,400          0
WELLPOINT INC                                X                   4       195         0     10,755
WELLPOINT INC                                X                   3    11,486         0          0
WELLPOINT INC                                X                   2    29,795         0          0
WELLPOINT INC                                X                   3    41,115         0      4,240
WELLPOINT INC                                X                   3    52,450         0          0
WELLPOINT INC                                X                   3   120,000         0          0
WELLPOINT INC                                X                   3   120,254         0          0
WELLPOINT INC                                X                   7   173,030         0          0
WELLS FARGO & CO NEW                         X                   3       740         0          0
WELLS FARGO & CO NEW                         X                   5       845         0          0
WELLS FARGO & CO NEW                         X                   2     1,150         0          0
WELLS FARGO & CO NEW                         X                         1,243         0          0
WELLS FARGO & CO NEW                         X                   3     2,330         0          0
WELLS FARGO & CO NEW                         X                   2    12,651         0          0
WELLS FARGO & CO NEW                         X                   3    15,742         0          0
WELLS FARGO & CO NEW                         X                   3    17,370         0          0
WELLS FARGO & CO NEW                         X                   5         0    35,550          0
WELLS FARGO & CO NEW                         X                   3    36,030         0          0
WELLS FARGO & CO NEW                         X                   7    41,800         0          0
WELLS FARGO & CO NEW                         X                   4    33,452     7,846     16,200
WELLS FARGO & CO NEW                         X                   3   117,112         0          0
WELLS FARGO & CO NEW                         X                   4   198,777       300     29,254
WELLS FARGO & CO NEW                         X                   7   405,968         0          0
WENDYS INTL INC                              X                   7    27,561         0          0
WENDYS INTL INC                              X                   2    54,821         0          0
WERNER ENTERPRISES INC                       X                         4,465         0          0
WERNER ENTERPRISES INC                       X                   2    14,965         0          0
WEST MARINE INC                              X                   3         0         0     17,900
WESTAIM CORP                                 X                   2    16,700         0          0
WESTERN GAS RES INC                          X                   5         0     5,000          0
WESTERN SILVER CORP                          X                   2    11,825         0          0
WESTERN SILVER CORP                          X                   4    20,000         0          0
WEYERHAEUSER CO                              X                   5        60         0          0
WEYERHAEUSER CO                              X                   5         0       400          0
WEYERHAEUSER CO                              X                           700         0          0
WEYERHAEUSER CO                              X                   4     7,342         0        815
WEYERHAEUSER CO                              X                   4     8,803     2,900        800
WEYERHAEUSER CO                              X                   7    58,851         0          0
WHIRLPOOL CORP                               X                             0       185          0
WHIRLPOOL CORP                               X                   5       465         0          0
WHIRLPOOL CORP                               X                   3     1,318         0          0
WHIRLPOOL CORP                               X                   7    17,380         0          0
WHOLE FOODS MKT INC                          X                   4         0         0         16
WHOLE FOODS MKT INC                          X                   2       250         0          0
WHOLE FOODS MKT INC                          X                   4       100         0      3,219
WHOLE FOODS MKT INC                          X                   7    27,392         0          0
WILLIAMS COS INC DEL                         X                   3     1,687         0          0
WILLIAMS COS INC DEL                         X                         2,379         0          0
WILLIAMS COS INC DEL                         X                   3         0         0      2,500
WILLIAMS COS INC DEL                         X                   5     5,535         0          0
WILLIAMS COS INC DEL                         X                   4    19,942         0      4,400
WILLIAMS COS INC DEL                         X                   7   133,295         0          0
WILLIAMS COS INC DEL                         X                   4   553,058         0     44,517
WILLIAMS SONOMA INC                          X                   4         0         0         60
WILLIAMS SONOMA INC                          X                   5         0     2,500          0
WILLIAMS SONOMA INC                          X                   4         0         0      5,819
WILLIAMS SONOMA INC                          X                   7    17,048         0          0
WINNEBAGO INDS INC                           X                         2,683         0          0
WINNEBAGO INDS INC                           X                   3         0         0     13,000
WINTRUST FINANCIAL CORP                      X                   4         0         0      5,919
WIPRO LTD                                    X                   3         0         0      1,500
WIPRO LTD                                    X                   3    12,000         0          0
WIPRO LTD                                    X                       313,500         0          0
WISCONSIN ENERGY CORP                        X                   5         0     2,900          0
WISCONSIN ENERGY CORP                        X                   4     8,375         0          0
WISCONSIN ENERGY CORP                        X                   4     2,755     1,600      5,100
WISCONSIN ENERGY CORP                        X                   7    21,578         0          0
WORLD ACCEP CORP DEL                         X                   4         0         0     10,153
WORLD FUEL SVCS CORP                         X                   4        91         0     11,697
WRIGLEY WM JR CO                             X                             0       180          0
WRIGLEY WM JR CO                             X                   5       559         0          0
WRIGLEY WM JR CO                             X                   5         0     2,500          0
WRIGLEY WM JR CO                             X                   4    12,400         0          0
WRIGLEY WM JR CO                             X                   3    30,100         0          0
WRIGLEY WM JR CO                             X                   7    37,553         0          0
WYETH                                        X                   2       550         0          0
WYETH                                        X                   2     3,708         0          0
WYETH                                        X                   5     4,970         0          0
WYETH                                        X                   5     5,720         0          0
WYETH                                        X                   3     8,000         0          0
WYETH                                        X                   5         0     8,320          0
WYETH                                        X                        10,254         0          0
WYETH                                        X                   3    18,700         0          0
WYETH                                        X                   3    19,670         0          0
WYETH                                        X                   3    21,340         0          0
WYETH                                        X                   5         0    21,400          0
WYETH                                        X                        23,000         0          0
WYETH                                        X                   3   124,240         0      4,000
WYETH                                        X                   4    83,026    19,200     28,350
WYETH                                        X                   4   265,632     4,900     12,069
WYETH                                        X                   7   339,714         0          0
WYETH                                        X                   5     4,000         0          0
WYETH                                        X                   5         0    23,000          0
WYNN RESORTS LTD                             X                   5        55         0          0
WYNN RESORTS LTD                             X                   3       700         0          0
WYNN RESORTS LTD                             X                   5         0     3,728          0
WYNN RESORTS LTD                             X                   7     4,600         0          0
XM SATELLITE RADIO HLDGS INC                 X                   5        90         0          0
XM SATELLITE RADIO HLDGS INC                 X                   2       300         0          0
XM SATELLITE RADIO HLDGS INC                 X                   5         0       947          0
XM SATELLITE RADIO HLDGS INC                 X                   4     1,665         0          0
XM SATELLITE RADIO HLDGS INC                 X                   2     1,750         0          0
XM SATELLITE RADIO HLDGS INC                 X                   7    27,333         0          0
XTO ENERGY INC                               X                   2       250         0          0
XTO ENERGY INC                               X                   3     1,300         0          0
XTO ENERGY INC                               X                         3,162         0          0
XTO ENERGY INC                               X                   7    83,909         0          0
XTO ENERGY INC                               X                   3    95,654         0          0
XTO ENERGY INC                               X                   3   273,033         0          0
XTO ENERGY INC                               X                   3   370,000         0          0
XCEL ENERGY INC                              X                   4       589         0          0
XCEL ENERGY INC                              X                   2       810         0          0
XCEL ENERGY INC                              X                   4     1,472         0          0
XCEL ENERGY INC                              X                   7    86,599         0          0
XCEL ENERGY INC                              X                   3 1,250,000         0          0
XILINX INC                                   X                   5         0       698          0
XILINX INC                                   X                   3         0         0      1,176
XILINX INC                                   X                   5     2,000         0          0
XILINX INC                                   X                         2,200         0          0
XILINX INC                                   X                         2,439         0          0
XILINX INC                                   X                   4     6,729         0        400
XILINX INC                                   X                   4    13,270         0        445
XILINX INC                                   X                   5    14,000         0          0
XILINX INC                                   X                   7    87,165         0          0
XEROX CORP                                   X                   3       492         0          0
XEROX CORP                                   X                   3         0         0        900
XEROX CORP                                   X                   5     1,790         0          0
XEROX CORP                                   X                   4     1,606         0        333
XEROX CORP                                   X                   3     2,010         0          0
XEROX CORP                                   X                   2    11,983         0          0
XEROX CORP                                   X                   5         0    37,640          0
XEROX CORP                                   X                   4    17,480         0     44,280
XEROX CORP                                   X                   7   238,131         0          0
YPF SOCIEDAD ANONIMA                         X                   1    16,400         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                   3       562         0          0
YAHOO INC                                    X                         1,659         0          0
YAHOO INC                                    X                   5     2,000         0          0
YAHOO INC                                    X                         2,268       235          0
YAHOO INC                                    X                   5         0     3,900          0
YAHOO INC                                    X                   3     5,000         0          0
YAHOO INC                                    X                         5,200         0          0
YAHOO INC                                    X                         7,995         0          0
YAHOO INC                                    X                   3    10,242         0          0
YAHOO INC                                    X                   5         0    13,010          0
YAHOO INC                                    X                   5    29,322         0          0
YAHOO INC                                    X                   4        46         0     32,153
YAHOO INC                                    X                   3    74,866         0      3,614
YAHOO INC                                    X                   7   337,630         0          0
YELLOW ROADWAY CORP                          X                           732         0          0
YELLOW ROADWAY CORP                          X                   2     4,690         0          0
YUM BRANDS INC                               X                   2        40         0          0
YUM BRANDS INC                               X                   3       100         0          0
YUM BRANDS INC                               X                   5       280         0          0
YUM BRANDS INC                               X                   4       400        40          0
YUM BRANDS INC                               X                   4       450         0          0
YUM BRANDS INC                               X                   2       510         0          0
YUM BRANDS INC                               X                         1,600         0          0
YUM BRANDS INC                               X                   3     1,890         0          0
YUM BRANDS INC                               X                   3     3,400         0          0
YUM BRANDS INC                               X                   3    14,086         0          0
YUM BRANDS INC                               X                   7    70,902         0          0
ZARLINK SEMICONDUCTOR INC                    X                   5     2,000         0          0
ZARLINK SEMICONDUCTOR INC                    X                   4     3,700         0          0
ZARLINK SEMICONDUCTOR INC                    X                   2    21,025         0          0
ZEBRA TECHNOLOGIES CORP                      X                   7     9,293         0          0
ZEBRA TECHNOLOGIES CORP                      X                   2    10,875         0          0
ZEBRA TECHNOLOGIES CORP                      X                   3    50,000         0          0
ZIMMER HLDGS INC                             X                   3       130         0          0
ZIMMER HLDGS INC                             X                   2       130         0          0
ZIMMER HLDGS INC                             X                           720         0          0
ZIMMER HLDGS INC                             X                   5         0     1,200          0
ZIMMER HLDGS INC                             X                   5         0     1,870          0
ZIMMER HLDGS INC                             X                   5         0     1,900          0
ZIMMER HLDGS INC                             X                   5     3,265         0          0
ZIMMER HLDGS INC                             X                   4     4,834         0      4,525
ZIMMER HLDGS INC                             X                   3    14,893         0          0
ZIMMER HLDGS INC                             X                   7    59,946         0          0
ZIMMER HLDGS INC                             X                   4    57,431    17,390      3,603
ZIONS BANCORPORATION                         X                   3     2,300         0          0
ZIONS BANCORPORATION                         X                   4     3,915         0        842
ZIONS BANCORPORATION                         X                   7    22,506         0          0
ZIONS BANCORPORATION                         X                   4    24,000         0          0
DAIMLERCHRYSLER AG                           X                   4       194         0          0
DAIMLERCHRYSLER AG                           X                   5       525         0          0
DAIMLERCHRYSLER AG                           X                   2     3,070         0          0
DAIMLERCHRYSLER AG                           X                   5         0     4,220          0
DAIMLERCHRYSLER AG                           X                   3 1,759,856         0    160,465
DEUTSCHE BANK AG NAMEN                       X                   2       415         0          0
DEUTSCHE BANK AG NAMEN                       X                   3 1,139,772         0     68,368
ACE LTD                                      X                   2        20         0          0
ACE LTD                                      X                   5        43         0          0
ACE LTD                                      X                         7,650         0          0
ACE LTD                                      X                   7    77,641         0          0
AMDOCS LTD                                   X                   5         0       380          0
AMDOCS LTD                                   X                   2     1,240         0          0
AMDOCS LTD                                   X                   5         0     1,285          0
AMDOCS LTD                                   X                   7    34,829         0          0
AXIS CAPITAL HOLDINGS                        X                   5         0     4,400          0
AXIS CAPITAL HOLDINGS                        X                   7    20,133         0          0
ACCENTURE LTD BERMUDA                        X                   2     3,450         0          0
ACCENTURE LTD BERMUDA                        X                   5         0     4,451          0
ACCENTURE LTD BERMUDA                        X                   5     4,930         0          0
ACCENTURE LTD BERMUDA                        X                   3    14,674         0          0
ACCENTURE LTD BERMUDA                        X                   4       953         0     18,225
ACCENTURE LTD BERMUDA                        X                   7   107,731         0          0
BUNGE LIMITED                                X                   2        15         0          0
BUNGE LIMITED                                X                   5       300         0          0
BUNGE LIMITED                                X                   7    21,927         0          0
BUNGE LIMITED                                X                   2    37,600         0          0
BUNGE LIMITED                                X                   3    68,600         0          0
BUNGE LIMITED                                X                   3    93,668         0          0
COOPER INDS LTD                              X                   2        10         0          0
COOPER INDS LTD                              X                   4         0         0        500
COOPER INDS LTD                              X                   7    21,468         0          0
EVEREST RE GROUP LTD                         X                   4         0         0         53
EVEREST RE GROUP LTD                         X                   5         0     2,080          0
EVEREST RE GROUP LTD                         X                   7     9,874         0          0
GARMIN LTD                                   X                   7    11,472         0          0
GLOBALSANTAFE CORP                           X                   5        75         0          0
GLOBALSANTAFE CORP                           X                   5         0       188          0
GLOBALSANTAFE CORP                           X                   4       850         0        148
GLOBALSANTAFE CORP                           X                   2     1,390         0          0
GLOBALSANTAFE CORP                           X                   5         0    11,300          0
GLOBALSANTAFE CORP                           X                   7    39,545         0          0
GLOBALSANTAFE CORP                           X                   3   308,147         0          0
INGERSOLL-RAND COMPANY LTD                   X                   2        45         0          0
INGERSOLL-RAND COMPANY LTD                   X                             0        80          0
INGERSOLL-RAND COMPANY LTD                   X                   3       385         0          0
INGERSOLL-RAND COMPANY LTD                   X                         2,414         0          0
INGERSOLL-RAND COMPANY LTD                   X                   3     4,200         0          0
INGERSOLL-RAND COMPANY LTD                   X                   3     5,223         0          0
INGERSOLL-RAND COMPANY LTD                   X                   4    11,108         0     18,900
INGERSOLL-RAND COMPANY LTD                   X                   4     3,980     8,000     27,284
INGERSOLL-RAND COMPANY LTD                   X                   7    80,694         0          0
MARVELL TECHNOLOGY GROUP LTD                 X                   4         0         0        155
MARVELL TECHNOLOGY GROUP LTD                 X                   3     1,740         0          0
MARVELL TECHNOLOGY GROUP LTD                 X                   5         0     2,300          0
MARVELL TECHNOLOGY GROUP LTD                 X                   5     4,036         0          0
MARVELL TECHNOLOGY GROUP LTD                 X                   4         0         0     15,569
MARVELL TECHNOLOGY GROUP LTD                 X                   7    37,029         0          0
NABORS INDUSTRIES LTD                        X                   5        41         0          0
NABORS INDUSTRIES LTD                        X                   3       648         0          0
NABORS INDUSTRIES LTD                        X                   6       700         0          0
NABORS INDUSTRIES LTD                        X                   5         0     3,200          0
NABORS INDUSTRIES LTD                        X                         4,000         0          0
NABORS INDUSTRIES LTD                        X                   4     6,928         0        615
NABORS INDUSTRIES LTD                        X                   5         0     7,900          0
NABORS INDUSTRIES LTD                        X                   2    13,225         0          0
NABORS INDUSTRIES LTD                        X                   3    35,730         0          0
NABORS INDUSTRIES LTD                        X                   7    52,120         0          0
NABORS INDUSTRIES LTD                        X                   4    86,114         0      9,245
NOBLE CORPORATION                            X                   2        20         0          0
NOBLE CORPORATION                            X                   5       400         0          0
NOBLE CORPORATION                            X                   3     3,770         0          0
NOBLE CORPORATION                            X                   4     8,081         0        250
NOBLE CORPORATION                            X                   7    28,910         0          0
NOBLE CORPORATION                            X                   4    91,862         0      7,321
OPENTV CORP                                  X                   3   186,319         0          0
PARTNERRE LTD                                X                   4         0         0         95
PARTNERRE LTD                                X                   5         0       123          0
PARTNERRE LTD                                X                   5         0     3,700          0
PARTNERRE LTD                                X                   7    11,414         0          0
RENAISSANCERE HOLDINGS LTD                   X                   2        30         0          0
RENAISSANCERE HOLDINGS LTD                   X                   4         0         0        576
RENAISSANCERE HOLDINGS LTD                   X                   5         0     1,300          0
RENAISSANCERE HOLDINGS LTD                   X                   5         0     2,600          0
RENAISSANCERE HOLDINGS LTD                   X                         5,900         0          0
RENAISSANCERE HOLDINGS LTD                   X                   7     8,993         0          0
SEAGATE TECHNOLOGY                           X                             0       410          0
SEAGATE TECHNOLOGY                           X                   4         0         0        710
SEAGATE TECHNOLOGY                           X                   5     1,000         0          0
SEAGATE TECHNOLOGY                           X                   2     1,870         0          0
SEAGATE TECHNOLOGY                           X                         6,487         0          0
SEAGATE TECHNOLOGY                           X                   7    80,026         0          0
STEWART W P & CO LTD                         X                   4       128         0     15,408
TRANSOCEAN INC                               X                   5     1,000         0          0
TRANSOCEAN INC                               X                   3     1,100         0          0
TRANSOCEAN INC                               X                   5         0     2,074          0
TRANSOCEAN INC                               X                   5         0     2,700          0
TRANSOCEAN INC                               X                   4     3,236         0          0
TRANSOCEAN INC                               X                   5     3,500         0          0
TRANSOCEAN INC                               X                         5,100         0          0
TRANSOCEAN INC                               X                   4     6,919         0        864
TRANSOCEAN INC                               X                   3    11,154         0          0
TRANSOCEAN INC                               X                   3    12,580         0          0
TRANSOCEAN INC                               X                   7    13,400         0          0
TRANSOCEAN INC                               X                   7    78,301         0          0
WEATHERFORD INTERNATIONAL LT                 X                             0        60          0
WEATHERFORD INTERNATIONAL LT                 X                   5         0       110          0
WEATHERFORD INTERNATIONAL LT                 X                   4       650         0          0
WEATHERFORD INTERNATIONAL LT                 X                   5         0       900          0
WEATHERFORD INTERNATIONAL LT                 X                   5     1,100         0          0
WEATHERFORD INTERNATIONAL LT                 X                   5     4,150         0          0
WEATHERFORD INTERNATIONAL LT                 X                   2     4,236         0          0
WEATHERFORD INTERNATIONAL LT                 X                   7    68,630         0          0
WHITE MTNS INS GROUP LTD                     X                           500         0          0
WHITE MTNS INS GROUP LTD                     X                   7     1,679         0          0
WILLIS GROUP HOLDINGS LTD                    X                   2    15,850         0          0
WILLIS GROUP HOLDINGS LTD                    X                   7    17,337         0          0
WILLIS GROUP HOLDINGS LTD                    X                   3    81,175         0          0
WILLIS GROUP HOLDINGS LTD                    X                   3   165,190         0          0
XL CAP LTD                                   X                   4         0         0         65
XL CAP LTD                                   X                   3     1,529         0          0
XL CAP LTD                                   X                   2     2,016         0          0
XL CAP LTD                                   X                   5         0     3,213          0
XL CAP LTD                                   X                   5         0     3,500          0
XL CAP LTD                                   X                   7    32,250         0          0
ALCON INC                                    X                   2       200         0          0
ALCON INC                                    X                   4         0     1,000         40
ALCON INC                                    X                   3     1,340         0          0
ALCON INC                                    X                   5         0     2,000          0
ALCON INC                                    X                   4         0         0      4,134
ALCON INC                                    X                   7    13,870         0          0
ALCON INC                                    X                   3    14,500         0          0
UBS AG                                       X                   2       315         0          0
UBS AG                                       X                   4        40         0      6,859
UBS AG                                       X                   3   324,851         0     23,610
CHECK POINT SOFTWARE TECH LT                 X                   3       360         0          0
CHECK POINT SOFTWARE TECH LT                 X                         1,466         0          0
CHECK POINT SOFTWARE TECH LT                 X                         5,200         0          0
CHECK POINT SOFTWARE TECH LT                 X                   7    31,799         0          0
QIAGEN N V                                   X                   3   562,755         0     18,500
ROYAL CARIBBEAN CRUISES LTD                  X                   7    27,814         0          0
ROYAL CARIBBEAN CRUISES LTD                  X                   3   196,886         0          0
FLEXTRONICS INTL LTD                         X                   3     2,700         0          0
FLEXTRONICS INTL LTD                         X                   2     8,370         0          0
FLEXTRONICS INTL LTD                         X                        15,000         0          0
FLEXTRONICS INTL LTD                         X                   5         0    15,100          0
FLEXTRONICS INTL LTD                         X                   3    32,199         0          0
FLEXTRONICS INTL LTD                         X                   7    91,762         0          0
FLEXTRONICS INTL LTD                         X                       150,000         0          0
TEEKAY SHIPPING MARSHALL ISL                 X                   2       500         0          0
TEEKAY SHIPPING MARSHALL ISL                 X                   7     7,643         0          0