1
hsbc13f-0605.txt





                             13F-HR
                             FORM 13F HR

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

                              FORM 13F

                        FORM 13F COVER PAGE

REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 30 June 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             18 August 2005


REPORT TYPE (CHECK ONLY ONE):

( X )        13F HOLDINGS REPORT

(   )        13F NOTICE

(   )        13F COMBINATION REPORT



LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER:

1. HOUSEHOLD
2. HSBC ASSET MANAGEMENT HONG KONG LTD
3. HSBC BANK ARGENTINA
4. HSBC BANK CANADA
5. HSBC BANK PLC
6. HSBC BANK USA
7. HSBC HONG KONG TRUSTEE OPERATIONS
8. HSBC INVESTMENTS (UK) LTD
9. HSBC INVESTMENTS (USA) INC

 


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:             9       

FORM 13F INFORMATION TABLE ENTRY TOTAL:     12,785     

FORM 13F INFORMATION TABLE VALUE TOTAL:      $11,275,420

LIST OF OTHER INCLUDED MANAGERS:


1. HOUSEHOLD
2. HSBC ASSET MANAGEMENT HONG KONG LTD
3. HSBC BANK ARGENTINA
4. HSBC BANK CANADA
5. HSBC BANK PLC
6. HSBC BANK USA
7. HSBC HONG KONG TRUSTEE OPERATIONS
8. HSBC INVESTMENTS (UK) LTD
9. HSBC INVESTMENTS (USA) INC





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



                                                             
	
                                                                                                 SHARES OR
          NAME OF ISSUER                 TITLE OF CLASS       CUSIP       FAIR MARKET            PRINCIPAL
									  VALUE (x1000)            AMOUNT
                                 				                             	                          
ABB LTD                             SPONSORED ADR       000375204                           16      2,400
ABB LTD                             SPONSORED ADR       000375204                           39      6,031
ABB LTD                             SPONSORED ADR       000375204                           83     12,800
ABB LTD                             SPONSORED ADR       000375204                          647    100,000
A D C TELECOMMUNICATIONS            COM NEW             000886309                            3        142
A D C TELECOMMUNICATIONS            COM NEW             000886309                           18        811
A D C TELECOMMUNICATIONS            COM NEW             000886309                           20        914
A D C TELECOMMUNICATIONS            COM NEW             000886309                           29      1,320
A D C TELECOMMUNICATIONS            COM NEW             000886309                           37      1,700
A D C TELECOMMUNICATIONS            COM NEW             000886309                        1,460     67,042
ABN AMRO HLDG NV                    SPONSORED ADR       000937102                           25      1,000
ABN AMRO HLDG NV                    SPONSORED ADR       000937102                           82      3,353
ABN AMRO HLDG NV                    SPONSORED ADR       000937102                          146      5,970
ABN AMRO HLDG NV                    SPONSORED ADR       000937102                          223      9,101
AFLAC INC                           COM                 001055102                           11        263
AFLAC INC                           COM                 001055102                           22        500
AFLAC INC                           COM                 001055102                           24        550
AFLAC INC                           COM                 001055102                           25        580
AFLAC INC                           COM                 001055102                           52      1,200
AFLAC INC                           COM                 001055102                           57      1,320
AFLAC INC                           COM                 001055102                           74      1,700
AFLAC INC                           COM                 001055102                           82      1,900
AFLAC INC                           COM                 001055102                          117      2,700
AFLAC INC                           COM                 001055102                          130      3,000
AFLAC INC                           COM                 001055102                          155      3,591
AFLAC INC                           COM                 001055102                          182      4,210
AFLAC INC                           COM                 001055102                          208      4,806
AFLAC INC                           COM                 001055102                          253      5,850
AFLAC INC                           COM                 001055102                          326      7,533
AFLAC INC                           COM                 001055102                          346      8,000
AFLAC INC                           COM                 001055102                          394      9,095
AFLAC INC                           COM                 001055102                          433     10,000
AFLAC INC                           COM                 001055102                          524     12,117
AFLAC INC                           COM                 001055102                          525     12,121
AFLAC INC                           COM                 001055102                          653     15,080
AFLAC INC                           COM                 001055102                          779     18,000
AFLAC INC                           COM                 001055102                        1,318     30,454
AFLAC INC                           COM                 001055102                        2,059     47,580
AFLAC INC                           COM                 001055102                        9,093    210,100
AMR CORP                            COM                 001765106                           14      1,150
AMR CORP                            COM                 001765106                           47      3,877
AMR CORP                            COM                 001765106                           48      4,000
AMR CORP                            COM                 001765106                          133     11,000
ATI TECHNOLOGIES INC                COM                 001941103                           12      1,000
ATI TECHNOLOGIES INC                COM                 001941103                          494     41,725
AT&T CORP                           COM NEW             001957505                            0         24
AT&T CORP                           COM NEW             001957505                            2        128
AT&T CORP                           COM NEW             001957505                            6        310
AT&T CORP                           COM NEW             001957505                            6        318
AT&T CORP                           COM NEW             001957505                           13        700
AT&T CORP                           COM NEW             001957505                           15        799
AT&T CORP                           COM NEW             001957505                           16        860
AT&T CORP                           COM NEW             001957505                           22      1,160
AT&T CORP                           COM NEW             001957505                           24      1,250
AT&T CORP                           COM NEW             001957505                           25      1,300
AT&T CORP                           COM NEW             001957505                           53      2,800
AT&T CORP                           COM NEW             001957505                           59      3,100
AT&T CORP                           COM NEW             001957505                           61      3,200
AT&T CORP                           COM NEW             001957505                           82      4,300
AT&T CORP                           COM NEW             001957505                           84      4,388
AT&T CORP                           COM NEW             001957505                           84      4,400
AT&T CORP                           COM NEW             001957505                           95      5,000
AT&T CORP                           COM NEW             001957505                          108      5,679
AT&T CORP                           COM NEW             001957505                          124      6,490
AT&T CORP                           COM NEW             001957505                          149      7,816
AT&T CORP                           COM NEW             001957505                          183      9,630
AT&T CORP                           COM NEW             001957505                          229     12,002
AT&T CORP                           COM NEW             001957505                          249     13,064
AT&T CORP                           COM NEW             001957505                          374     19,661
AT&T CORP                           COM NEW             001957505                          590     31,000
AT&T CORP                           COM NEW             001957505                          966     50,738
AT&T CORP                           COM NEW             001957505                        1,382     72,580
AT&T CORP                           COM NEW             001957505                        2,424    127,300
AT&T CORP                           COM NEW             001957505                        3,482    182,900
AU OPTRONICS CORP                   SPONSORED ADR       002255107                            2         89
AU OPTRONICS CORP                   SPONSORED ADR       002255107                            2        102
AU OPTRONICS CORP                   SPONSORED ADR       002255107                            6        328
AU OPTRONICS CORP                   SPONSORED ADR       002255107                           42      2,500
AU OPTRONICS CORP                   SPONSORED ADR       002255107                           44      2,625
AU OPTRONICS CORP                   SPONSORED ADR       002255107                           64      3,770
AU OPTRONICS CORP                   SPONSORED ADR       002255107                          105      6,200
AU OPTRONICS CORP                   SPONSORED ADR       002255107                          153      9,015
AU OPTRONICS CORP                   SPONSORED ADR       002255107                          160      9,427
AU OPTRONICS CORP                   SPONSORED ADR       002255107                          359     21,200
AU OPTRONICS CORP                   SPONSORED ADR       002255107                        2,885    170,323
AVX CORP NEW                        COM                 002444107                           33      2,700
AVX CORP NEW                        COM                 002444107                       15,122  1,247,702
ABBOTT LABS                         COM                 002824100                            4         89
ABBOTT LABS                         COM                 002824100                           11        230
ABBOTT LABS                         COM                 002824100                           34        700
ABBOTT LABS                         COM                 002824100                           54      1,100
ABBOTT LABS                         COM                 002824100                           71      1,450
ABBOTT LABS                         COM                 002824100                          117      2,380
ABBOTT LABS                         COM                 002824100                          145      2,960
ABBOTT LABS                         COM                 002824100                          147      3,000
ABBOTT LABS                         COM                 002824100                          194      3,950
ABBOTT LABS                         COM                 002824100                          222      4,524
ABBOTT LABS                         COM                 002824100                          225      4,600
ABBOTT LABS                         COM                 002824100                          265      5,401
ABBOTT LABS                         COM                 002824100                          277      5,650
ABBOTT LABS                         COM                 002824100                          304      6,200
ABBOTT LABS                         COM                 002824100                          339      6,920
ABBOTT LABS                         COM                 002824100                          383      7,821
ABBOTT LABS                         COM                 002824100                          479      9,775
ABBOTT LABS                         COM                 002824100                          545     11,110
ABBOTT LABS                         COM                 002824100                          545     11,130
ABBOTT LABS                         COM                 002824100                          640     13,050
ABBOTT LABS                         COM                 002824100                          718     14,641
ABBOTT LABS                         COM                 002824100                          728     14,863
ABBOTT LABS                         COM                 002824100                          850     17,345
ABBOTT LABS                         COM                 002824100                          875     17,850
ABBOTT LABS                         COM                 002824100                          990     20,205
ABBOTT LABS                         COM                 002824100                        1,144     23,351
ABBOTT LABS                         COM                 002824100                        1,147     23,405
ABBOTT LABS                         COM                 002824100                        1,683     34,330
ABBOTT LABS                         COM                 002824100                        2,451     50,000
ABBOTT LABS                         COM                 002824100                        2,720     55,500
ABBOTT LABS                         COM                 002824100                        2,988     60,976
ABBOTT LABS                         COM                 002824100                        3,882     79,216
ABBOTT LABS                         COM                 002824100                        7,149    145,860
ABBOTT LABS                         COM                 002824100                       12,507    255,185
ABERCROMBIE & FITCH CO              CL A                002896207                           76      1,100
ABERCROMBIE & FITCH CO              CL A                002896207                          199      2,900
ABERCROMBIE & FITCH CO              CL A                002896207                          220      3,200
ABERCROMBIE & FITCH CO              CL A                002896207                          703     10,230
ABBEY NATL PLC                      ADR PRF B7.375      002920700                           54      2,000
ABBEY NATL PLC                      ADR PRF B7.375      002920700                          128      4,774
ABBEY NATL PLC                      ADR PRF B7.375      002920700                        5,603    209,050
ABBEY NATL PLC                      GDR                 002920809                          479     18,185
ADVANCED MICRO DEVICES INC          COM                 007903107                            3        199
ADVANCED MICRO DEVICES INC          COM                 007903107                           17      1,000
ADVANCED MICRO DEVICES INC          COM                 007903107                           48      2,748
ADVANCED MICRO DEVICES INC          COM                 007903107                           49      2,831
ADVANCED MICRO DEVICES INC          COM                 007903107                           59      3,410
ADVANCED MICRO DEVICES INC          COM                 007903107                           64      3,700
ADVANCED MICRO DEVICES INC          COM                 007903107                           67      3,856
ADVANCED MICRO DEVICES INC          COM                 007903107                           71      4,080
ADVANCED MICRO DEVICES INC          COM                 007903107                           73      4,200
ADVANCED MICRO DEVICES INC          COM                 007903107                           90      5,200
ADVANCED MICRO DEVICES INC          COM                 007903107                           93      5,375
ADVANCED MICRO DEVICES INC          COM                 007903107                           95      5,500
ADVANCED MICRO DEVICES INC          COM                 007903107                           97      5,600
ADVANCED MICRO DEVICES INC          COM                 007903107                          210     12,130
ADVANCED MICRO DEVICES INC          COM                 007903107                          287     16,560
ADVANCED MICRO DEVICES INC          COM                 007903107                          291     16,800
ADVANCED MICRO DEVICES INC          COM                 007903107                          414     23,904
ADVANCED MICRO DEVICES INC          COM                 007903107                          502     28,927
ADVANCED MICRO DEVICES INC          COM                 007903107                          558     32,159
ADVANCED MICRO DEVICES INC          COM                 007903107                          664     38,270
ADVANCED MICRO DEVICES INC          COM                 007903107                          900     51,879
AEGON N V                           ORD AMER REG        007924103                            0         16
AEGON N V                           ORD AMER REG        007924103                            3        220
AEGON N V                           ORD AMER REG        007924103                            8        660
AEGON N V                           ORD AMER REG        007924103                           31      2,409
AEGON N V                           ORD AMER REG        007924103                          139     10,824
AEGON N V                           ORD AMER REG        007924103                          163     12,664
AFFILIATED COMPUTER SERVICES        CL A                008190100                           29        577
AFFILIATED COMPUTER SERVICES        CL A                008190100                           38        750
AFFILIATED COMPUTER SERVICES        CL A                008190100                           46        900
AFFILIATED COMPUTER SERVICES        CL A                008190100                           51        990
AFFILIATED COMPUTER SERVICES        CL A                008190100                           52      1,010
AFFILIATED COMPUTER SERVICES        CL A                008190100                           56      1,100
AFFILIATED COMPUTER SERVICES        CL A                008190100                           77      1,500
AFFILIATED COMPUTER SERVICES        CL A                008190100                           79      1,550
AFFILIATED COMPUTER SERVICES        CL A                008190100                           92      1,800
AFFILIATED COMPUTER SERVICES        CL A                008190100                          148      2,900
AFFILIATED COMPUTER SERVICES        CL A                008190100                          150      2,927
AFFILIATED COMPUTER SERVICES        CL A                008190100                          199      3,895
AFFILIATED COMPUTER SERVICES        CL A                008190100                          210      4,100
AFFILIATED COMPUTER SERVICES        CL A                008190100                          558     10,920
AFFILIATED COMPUTER SERVICES        CL A                008190100                        1,515     29,650
AFFILIATED COMPUTER SERVICES        CL A                008190100                        1,781     34,861
AFFILIATED COMPUTER SERVICES        CL A                008190100                        1,816     35,545
AFFILIATED COMPUTER SERVICES        CL A                008190100                        1,891     37,000
AGRIUM INC                          COM                 008916108                            2        101
AGRIUM INC                          COM                 008916108                        3,639    185,563
AIR PRODS & CHEMS INC               COM                 009158106                           24        400
AIR PRODS & CHEMS INC               COM                 009158106                           33        540
AIR PRODS & CHEMS INC               COM                 009158106                           78      1,300
AIR PRODS & CHEMS INC               COM                 009158106                           78      1,300
AIR PRODS & CHEMS INC               COM                 009158106                           96      1,585
AIR PRODS & CHEMS INC               COM                 009158106                          115      1,900
AIR PRODS & CHEMS INC               COM                 009158106                          126      2,089
AIR PRODS & CHEMS INC               COM                 009158106                          136      2,258
AIR PRODS & CHEMS INC               COM                 009158106                          163      2,700
AIR PRODS & CHEMS INC               COM                 009158106                          206      3,414
AIR PRODS & CHEMS INC               COM                 009158106                          241      4,000
AIR PRODS & CHEMS INC               COM                 009158106                          308      5,100
AIR PRODS & CHEMS INC               COM                 009158106                          346      5,736
AIR PRODS & CHEMS INC               COM                 009158106                          543      9,000
AIR PRODS & CHEMS INC               COM                 009158106                        1,199     19,878
AIR PRODS & CHEMS INC               COM                 009158106                        1,312     21,760
AIR PRODS & CHEMS INC               COM                 009158106                        1,333     22,110
AKZO NOBEL NV                       SPONSORED ADR       010199305                            4         90
AKZO NOBEL NV                       SPONSORED ADR       010199305                            8        200
AKZO NOBEL NV                       SPONSORED ADR       010199305                           49      1,255
AKZO NOBEL NV                       SPONSORED ADR       010199305                          174      4,440
ALBERTO CULVER CO                   COM                 013068101                           27        630
ALBERTO CULVER CO                   COM                 013068101                           31        710
ALBERTO CULVER CO                   COM                 013068101                           31        720
ALBERTO CULVER CO                   COM                 013068101                           35        800
ALBERTO CULVER CO                   COM                 013068101                           56      1,300
ALBERTO CULVER CO                   COM                 013068101                           62      1,440
ALBERTO CULVER CO                   COM                 013068101                          100      2,300
ALBERTO CULVER CO                   COM                 013068101                          270      6,225
ALBERTSONS INC                      COM                 013104104                            9        420
ALBERTSONS INC                      COM                 013104104                           19        900
ALBERTSONS INC                      COM                 013104104                           41      2,000
ALBERTSONS INC                      COM                 013104104                           42      2,025
ALBERTSONS INC                      COM                 013104104                           43      2,100
ALBERTSONS INC                      COM                 013104104                           48      2,300
ALBERTSONS INC                      COM                 013104104                           54      2,635
ALBERTSONS INC                      COM                 013104104                           66      3,210
ALBERTSONS INC                      COM                 013104104                           69      3,348
ALBERTSONS INC                      COM                 013104104                           78      3,765
ALBERTSONS INC                      COM                 013104104                           79      3,800
ALBERTSONS INC                      COM                 013104104                           91      4,400
ALBERTSONS INC                      COM                 013104104                          109      5,284
ALBERTSONS INC                      COM                 013104104                          124      5,989
ALBERTSONS INC                      COM                 013104104                          146      7,064
ALBERTSONS INC                      COM                 013104104                          252     12,200
ALBERTSONS INC                      COM                 013104104                          281     13,601
ALBERTSONS INC                      COM                 013104104                          763     36,910
ALBERTSONS INC                      COM                 013104104                          871     42,105
ALCAN INC                           COM                 013716105                            5        150
ALCAN INC                           COM                 013716105                           15        508
ALCAN INC                           COM                 013716105                           24        800
ALCAN INC                           COM                 013716105                           56      1,851
ALCAN INC                           COM                 013716105                        1,467     48,898
ALCOA INC                           COM                 013817101                            3        100
ALCOA INC                           COM                 013817101                           18        700
ALCOA INC                           COM                 013817101                           24        930
ALCOA INC                           COM                 013817101                           25        950
ALCOA INC                           COM                 013817101                           39      1,500
ALCOA INC                           COM                 013817101                           47      1,800
ALCOA INC                           COM                 013817101                           68      2,600
ALCOA INC                           COM                 013817101                           76      2,900
ALCOA INC                           COM                 013817101                           82      3,150
ALCOA INC                           COM                 013817101                          103      3,955
ALCOA INC                           COM                 013817101                          116      4,450
ALCOA INC                           COM                 013817101                          163      6,251
ALCOA INC                           COM                 013817101                          165      6,300
ALCOA INC                           COM                 013817101                          185      7,080
ALCOA INC                           COM                 013817101                          219      8,383
ALCOA INC                           COM                 013817101                          259      9,900
ALCOA INC                           COM                 013817101                          291     11,135
ALCOA INC                           COM                 013817101                          296     11,314
ALCOA INC                           COM                 013817101                          305     11,687
ALCOA INC                           COM                 013817101                          340     13,000
ALCOA INC                           COM                 013817101                          342     13,102
ALCOA INC                           COM                 013817101                          357     13,650
ALCOA INC                           COM                 013817101                          559     21,404
ALCOA INC                           COM                 013817101                          820     31,394
ALCOA INC                           COM                 013817101                          826     31,600
ALCOA INC                           COM                 013817101                        1,382     52,887
ALCOA INC                           COM                 013817101                        2,122     81,220
ALCOA INC                           COM                 013817101                        2,164     82,800
ALCOA INC                           COM                 013817101                        3,402    130,187
ALCOA INC                           COM                 013817101                        4,169    159,545
ALCOA INC                           COM                 013817101                        5,824    222,890
ALCATEL                             SPONSORED ADR       013904305                            7        640
ALCATEL                             SPONSORED ADR       013904305                            8        729
ALCATEL                             SPONSORED ADR       013904305                           32      2,905
ALCATEL                             SPONSORED ADR       013904305                           55      5,000
ALCATEL                             SPONSORED ADR       013904305                           89      8,113
ALCATEL                             SPONSORED ADR       013904305                          232     21,227
ALLEGHENY ENERGY INC                COM                 017361106                           24        960
ALLEGHENY ENERGY INC                COM                 017361106                           27      1,080
ALLEGHENY ENERGY INC                COM                 017361106                           33      1,300
ALLEGHENY ENERGY INC                COM                 017361106                           36      1,436
ALLEGHENY ENERGY INC                COM                 017361106                           48      1,900
ALLEGHENY ENERGY INC                COM                 017361106                           62      2,450
ALLERGAN INC                        COM                 018490102                           68        800
ALLERGAN INC                        COM                 018490102                           68        800
ALLERGAN INC                        COM                 018490102                           80        935
ALLERGAN INC                        COM                 018490102                           94      1,100
ALLERGAN INC                        COM                 018490102                           97      1,140
ALLERGAN INC                        COM                 018490102                           98      1,150
ALLERGAN INC                        COM                 018490102                          111      1,301
ALLERGAN INC                        COM                 018490102                          136      1,600
ALLERGAN INC                        COM                 018490102                          160      1,882
ALLERGAN INC                        COM                 018490102                          240      2,818
ALLERGAN INC                        COM                 018490102                          364      4,272
ALLERGAN INC                        COM                 018490102                          460      5,400
ALLERGAN INC                        COM                 018490102                        1,027     12,050
ALLIANCE DATA SYSTEMS CORP          COM                 018581108                           16        403
ALLIANCE DATA SYSTEMS CORP          COM                 018581108                           81      2,000
ALLIANCE DATA SYSTEMS CORP          COM                 018581108                          215      5,300
ALLIANT ENERGY CORP                 COM                 018802108                            5        182
ALLIANT ENERGY CORP                 COM                 018802108                           37      1,300
ALLIANT ENERGY CORP                 COM                 018802108                           75      2,664
ALLIANT ENERGY CORP                 COM                 018802108                          110      3,900
ALLIANT ENERGY CORP                 COM                 018802108                          282     10,000
ALLIANT TECHSYSTEMS INC             COM                 018804104                           72      1,025
ALLIANT TECHSYSTEMS INC             COM                 018804104                           92      1,300
ALLIANT TECHSYSTEMS INC             COM                 018804104                          280      3,960
ALLIED WASTE INDS INC               COM PAR$.01NEW      019589308                            3        371
ALLIED WASTE INDS INC               COM PAR$.01NEW      019589308                           18      2,230
ALLIED WASTE INDS INC               COM PAR$.01NEW      019589308                           20      2,520
ALLIED WASTE INDS INC               COM PAR$.01NEW      019589308                           25      3,170
ALLIED WASTE INDS INC               COM PAR$.01NEW      019589308                           37      4,700
ALLIED WASTE INDS INC               COM PAR$.01NEW      019589308                           40      5,000
ALLSTATE CORP                       COM                 020002101                           24        400
ALLSTATE CORP                       COM                 020002101                           33        550
ALLSTATE CORP                       COM                 020002101                           39        650
ALLSTATE CORP                       COM                 020002101                           57        960
ALLSTATE CORP                       COM                 020002101                           75      1,250
ALLSTATE CORP                       COM                 020002101                           99      1,650
ALLSTATE CORP                       COM                 020002101                          108      1,800
ALLSTATE CORP                       COM                 020002101                          120      2,000
ALLSTATE CORP                       COM                 020002101                          124      2,080
ALLSTATE CORP                       COM                 020002101                          186      3,120
ALLSTATE CORP                       COM                 020002101                          289      4,839
ALLSTATE CORP                       COM                 020002101                          333      5,580
ALLSTATE CORP                       COM                 020002101                          381      6,372
ALLSTATE CORP                       COM                 020002101                          437      7,320
ALLSTATE CORP                       COM                 020002101                          463      7,750
ALLSTATE CORP                       COM                 020002101                          603     10,089
ALLSTATE CORP                       COM                 020002101                          623     10,432
ALLSTATE CORP                       COM                 020002101                          904     15,131
ALLSTATE CORP                       COM                 020002101                        1,446     24,200
ALLSTATE CORP                       COM                 020002101                        2,253     37,700
ALLSTATE CORP                       COM                 020002101                        3,289     55,045
ALLSTATE CORP                       COM                 020002101                        3,555     59,494
ALLSTATE CORP                       COM                 020002101                        3,621     60,600
ALLSTATE CORP                       COM                 020002101                        3,986     66,710
ALLTEL CORP                         COM                 020039103                            7        105
ALLTEL CORP                         COM                 020039103                           26        420
ALLTEL CORP                         COM                 020039103                           27        430
ALLTEL CORP                         COM                 020039103                           28        450
ALLTEL CORP                         COM                 020039103                           69      1,100
ALLTEL CORP                         COM                 020039103                           73      1,180
ALLTEL CORP                         COM                 020039103                           78      1,245
ALLTEL CORP                         COM                 020039103                          114      1,836
ALLTEL CORP                         COM                 020039103                          116      1,865
ALLTEL CORP                         COM                 020039103                          145      2,327
ALLTEL CORP                         COM                 020039103                          171      2,740
ALLTEL CORP                         COM                 020039103                          196      3,152
ALLTEL CORP                         COM                 020039103                          212      3,400
ALLTEL CORP                         COM                 020039103                          215      3,450
ALLTEL CORP                         COM                 020039103                          226      3,631
ALLTEL CORP                         COM                 020039103                          248      3,980
ALLTEL CORP                         COM                 020039103                          309      4,969
ALLTEL CORP                         COM                 020039103                          460      7,389
ALLTEL CORP                         COM                 020039103                          666     10,700
ALLTEL CORP                         COM                 020039103                        1,294     20,772
ALLTEL CORP                         COM                 020039103                        1,769     28,410
ALLTEL CORP                         COM                 020039103                        5,294     85,000
ALTERA CORP                         COM                 021441100                            2         90
ALTERA CORP                         COM                 021441100                           11        580
ALTERA CORP                         COM                 021441100                           16        800
ALTERA CORP                         COM                 021441100                           20      1,000
ALTERA CORP                         COM                 021441100                           36      1,800
ALTERA CORP                         COM                 021441100                           38      1,900
ALTERA CORP                         COM                 021441100                           46      2,300
ALTERA CORP                         COM                 021441100                           56      2,853
ALTERA CORP                         COM                 021441100                           59      3,000
ALTERA CORP                         COM                 021441100                           62      3,140
ALTERA CORP                         COM                 021441100                           66      3,337
ALTERA CORP                         COM                 021441100                           89      4,500
ALTERA CORP                         COM                 021441100                          104      5,265
ALTERA CORP                         COM                 021441100                          115      5,821
ALTERA CORP                         COM                 021441100                          117      5,923
ALTERA CORP                         COM                 021441100                          156      7,885
ALTERA CORP                         COM                 021441100                          158      8,000
ALTERA CORP                         COM                 021441100                          248     12,500
ALTERA CORP                         COM                 021441100                          248     12,500
ALTERA CORP                         COM                 021441100                          447     22,591
ALTERA CORP                         COM                 021441100                          711     35,910
ALTERA CORP                         COM                 021441100                        1,686     85,144
AMAZON COM INC                      COM                 023135106                            6        185
AMAZON COM INC                      COM                 023135106                            7        200
AMAZON COM INC                      COM                 023135106                            7        200
AMAZON COM INC                      COM                 023135106                            7        210
AMAZON COM INC                      COM                 023135106                            8        240
AMAZON COM INC                      COM                 023135106                           10        310
AMAZON COM INC                      COM                 023135106                           15        450
AMAZON COM INC                      COM                 023135106                           33      1,000
AMAZON COM INC                      COM                 023135106                           36      1,100
AMAZON COM INC                      COM                 023135106                           40      1,200
AMAZON COM INC                      COM                 023135106                           50      1,500
AMAZON COM INC                      COM                 023135106                           55      1,650
AMAZON COM INC                      COM                 023135106                           71      2,146
AMAZON COM INC                      COM                 023135106                           77      2,340
AMAZON COM INC                      COM                 023135106                          114      3,455
AMAZON COM INC                      COM                 023135106                          119      3,600
AMAZON COM INC                      COM                 023135106                          144      4,352
AMAZON COM INC                      COM                 023135106                          199      6,000
AMAZON COM INC                      COM                 023135106                          407     12,302
AMAZON COM INC                      COM                 023135106                          912     27,560
AMAZON COM INC                      COM                 023135106                        3,309    100,000
AMBAC FINL GROUP INC                COM                 023139108                            2         30
AMBAC FINL GROUP INC                COM                 023139108                           17        240
AMBAC FINL GROUP INC                COM                 023139108                           21        300
AMBAC FINL GROUP INC                COM                 023139108                           49        700
AMBAC FINL GROUP INC                COM                 023139108                           50        710
AMBAC FINL GROUP INC                COM                 023139108                           51        730
AMBAC FINL GROUP INC                COM                 023139108                           52        748
AMBAC FINL GROUP INC                COM                 023139108                           67        960
AMBAC FINL GROUP INC                COM                 023139108                           68        972
AMBAC FINL GROUP INC                COM                 023139108                           84      1,200
AMBAC FINL GROUP INC                COM                 023139108                          105      1,511
AMBAC FINL GROUP INC                COM                 023139108                          131      1,871
AMBAC FINL GROUP INC                COM                 023139108                          200      2,874
AMBAC FINL GROUP INC                COM                 023139108                          204      2,929
AMBAC FINL GROUP INC                COM                 023139108                          251      3,600
AMBAC FINL GROUP INC                COM                 023139108                          258      3,700
AMBAC FINL GROUP INC                COM                 023139108                          711     10,190
AMERADA HESS CORP                   COM                 023551104                           51        475
AMERADA HESS CORP                   COM                 023551104                           65        608
AMERADA HESS CORP                   COM                 023551104                           77        720
AMERADA HESS CORP                   COM                 023551104                           77        720
AMERADA HESS CORP                   COM                 023551104                           85        800
AMERADA HESS CORP                   COM                 023551104                           85        800
AMERADA HESS CORP                   COM                 023551104                          138      1,292
AMERADA HESS CORP                   COM                 023551104                          161      1,508
AMERADA HESS CORP                   COM                 023551104                          192      1,800
AMERADA HESS CORP                   COM                 023551104                          245      2,300
AMERADA HESS CORP                   COM                 023551104                          649      6,090
AMEREN CORP                         COM                 023608102                            9        160
AMEREN CORP                         COM                 023608102                           80      1,452
AMEREN CORP                         COM                 023608102                           91      1,640
AMEREN CORP                         COM                 023608102                          110      1,995
AMEREN CORP                         COM                 023608102                          127      2,300
AMEREN CORP                         COM                 023608102                          168      3,042
AMEREN CORP                         COM                 023608102                          208      3,766
AMEREN CORP                         COM                 023608102                          274      4,948
AMEREN CORP                         COM                 023608102                          465      8,400
AMEREN CORP                         COM                 023608102                          892     16,134
AMEREN CORP                         COM                 023608102                          992     17,940
AMEREN CORP                         COM                 023608102                        2,002     36,194
AMEREN CORP                         COM                 023608102                        2,986     54,000
AMEREN CORP                         COM                 023608102                       33,180    600,000
AMERICAN CAPITAL STRATEGIES         COM                 024937104                          454     12,583
AMERICAN CAPITAL STRATEGIES         COM                 024937104                          614     17,005
AMERICAN CAPITAL STRATEGIES         COM                 024937104                        2,167     60,000
AMERICAN ELEC PWR INC               COM                 025537101                           20        540
AMERICAN ELEC PWR INC               COM                 025537101                           24        650
AMERICAN ELEC PWR INC               COM                 025537101                           29        800
AMERICAN ELEC PWR INC               COM                 025537101                           34        920
AMERICAN ELEC PWR INC               COM                 025537101                           70      1,900
AMERICAN ELEC PWR INC               COM                 025537101                           74      2,000
AMERICAN ELEC PWR INC               COM                 025537101                          102      2,757
AMERICAN ELEC PWR INC               COM                 025537101                          123      3,330
AMERICAN ELEC PWR INC               COM                 025537101                          138      3,749
AMERICAN ELEC PWR INC               COM                 025537101                          179      4,845
AMERICAN ELEC PWR INC               COM                 025537101                          184      5,000
AMERICAN ELEC PWR INC               COM                 025537101                          192      5,200
AMERICAN ELEC PWR INC               COM                 025537101                          210      5,684
AMERICAN ELEC PWR INC               COM                 025537101                          238      6,460
AMERICAN ELEC PWR INC               COM                 025537101                          366      9,926
AMERICAN ELEC PWR INC               COM                 025537101                          575     15,600
AMERICAN ELEC PWR INC               COM                 025537101                        1,317     35,710
AMERICAN ELEC PWR INC               COM                 025537101                       23,108    626,737
AMERICAN EXPRESS CO                 COM                 025816109                            9        160
AMERICAN EXPRESS CO                 COM                 025816109                           16        305
AMERICAN EXPRESS CO                 COM                 025816109                           32        600
AMERICAN EXPRESS CO                 COM                 025816109                           48        900
AMERICAN EXPRESS CO                 COM                 025816109                           49        920
AMERICAN EXPRESS CO                 COM                 025816109                           61      1,150
AMERICAN EXPRESS CO                 COM                 025816109                           64      1,200
AMERICAN EXPRESS CO                 COM                 025816109                          112      2,100
AMERICAN EXPRESS CO                 COM                 025816109                          117      2,200
AMERICAN EXPRESS CO                 COM                 025816109                          128      2,400
AMERICAN EXPRESS CO                 COM                 025816109                          170      3,200
AMERICAN EXPRESS CO                 COM                 025816109                          188      3,540
AMERICAN EXPRESS CO                 COM                 025816109                          226      4,240
AMERICAN EXPRESS CO                 COM                 025816109                          240      4,500
AMERICAN EXPRESS CO                 COM                 025816109                          249      4,670
AMERICAN EXPRESS CO                 COM                 025816109                          276      5,190
AMERICAN EXPRESS CO                 COM                 025816109                          446      8,372
AMERICAN EXPRESS CO                 COM                 025816109                          509      9,570
AMERICAN EXPRESS CO                 COM                 025816109                          523      9,830
AMERICAN EXPRESS CO                 COM                 025816109                          596     11,195
AMERICAN EXPRESS CO                 COM                 025816109                          743     13,961
AMERICAN EXPRESS CO                 COM                 025816109                          769     14,450
AMERICAN EXPRESS CO                 COM                 025816109                          951     17,871
AMERICAN EXPRESS CO                 COM                 025816109                          979     18,384
AMERICAN EXPRESS CO                 COM                 025816109                        1,321     24,813
AMERICAN EXPRESS CO                 COM                 025816109                        1,367     25,677
AMERICAN EXPRESS CO                 COM                 025816109                        1,418     26,634
AMERICAN EXPRESS CO                 COM                 025816109                        1,821     34,215
AMERICAN EXPRESS CO                 COM                 025816109                        2,390     44,900
AMERICAN EXPRESS CO                 COM                 025816109                        2,481     46,600
AMERICAN EXPRESS CO                 COM                 025816109                        6,029    113,271
AMERICAN EXPRESS CO                 COM                 025816109                        6,354    119,360
AMERICAN INTL GROUP INC             COM                 026874107                            6        104
AMERICAN INTL GROUP INC             COM                 026874107                           13        225
AMERICAN INTL GROUP INC             COM                 026874107                           43        732
AMERICAN INTL GROUP INC             COM                 026874107                           58      1,000
AMERICAN INTL GROUP INC             COM                 026874107                           58      1,000
AMERICAN INTL GROUP INC             COM                 026874107                          101      1,740
AMERICAN INTL GROUP INC             COM                 026874107                          110      1,892
AMERICAN INTL GROUP INC             COM                 026874107                          110      1,900
AMERICAN INTL GROUP INC             COM                 026874107                          114      1,960
AMERICAN INTL GROUP INC             COM                 026874107                          120      2,061
AMERICAN INTL GROUP INC             COM                 026874107                          145      2,500
AMERICAN INTL GROUP INC             COM                 026874107                          215      3,700
AMERICAN INTL GROUP INC             COM                 026874107                          416      7,156
AMERICAN INTL GROUP INC             COM                 026874107                          421      7,250
AMERICAN INTL GROUP INC             COM                 026874107                          435      7,492
AMERICAN INTL GROUP INC             COM                 026874107                          457      7,860
AMERICAN INTL GROUP INC             COM                 026874107                          458      7,890
AMERICAN INTL GROUP INC             COM                 026874107                          488      8,400
AMERICAN INTL GROUP INC             COM                 026874107                          542      9,335
AMERICAN INTL GROUP INC             COM                 026874107                          653     11,245
AMERICAN INTL GROUP INC             COM                 026874107                          872     15,010
AMERICAN INTL GROUP INC             COM                 026874107                        1,079     18,567
AMERICAN INTL GROUP INC             COM                 026874107                        1,146     19,730
AMERICAN INTL GROUP INC             COM                 026874107                        1,274     21,920
AMERICAN INTL GROUP INC             COM                 026874107                        1,432     24,652
AMERICAN INTL GROUP INC             COM                 026874107                        1,862     32,051
AMERICAN INTL GROUP INC             COM                 026874107                        2,138     36,800
AMERICAN INTL GROUP INC             COM                 026874107                        2,264     38,970
AMERICAN INTL GROUP INC             COM                 026874107                        2,353     40,500
AMERICAN INTL GROUP INC             COM                 026874107                        2,648     45,569
AMERICAN INTL GROUP INC             COM                 026874107                        3,163     54,433
AMERICAN INTL GROUP INC             COM                 026874107                        3,398     58,479
AMERICAN INTL GROUP INC             COM                 026874107                        3,427     58,990
AMERICAN INTL GROUP INC             COM                 026874107                        5,525     95,100
AMERICAN INTL GROUP INC             COM                 026874107                        6,414    110,397
AMERICAN INTL GROUP INC             COM                 026874107                        8,171    140,636
AMERICAN INTL GROUP INC             COM                 026874107                       11,188    192,573
AMERICAN INTL GROUP INC             COM                 026874107                       11,919    205,138
AMERICAN INTL GROUP INC             COM                 026874107                       14,495    249,490
AMERICAN INTL GROUP INC             COM                 026874107                       15,658    269,509
AMERICAN INTL GROUP INC             COM                 026874107                       31,374    540,000
AMERICAN INTL GROUP INC             COM                 026874107                       43,645    751,200
AMERICAN PWR CONVERSION CORP        COM                 029066107                            9        400
AMERICAN PWR CONVERSION CORP        COM                 029066107                           32      1,340
AMERICAN PWR CONVERSION CORP        COM                 029066107                           38      1,590
AMERICAN PWR CONVERSION CORP        COM                 029066107                           45      1,900
AMERICAN PWR CONVERSION CORP        COM                 029066107                           54      2,300
AMERICAN PWR CONVERSION CORP        COM                 029066107                           69      2,906
AMERICAN PWR CONVERSION CORP        COM                 029066107                          113      4,794
AMERICAN PWR CONVERSION CORP        COM                 029066107                          151      6,400
AMERICAN PWR CONVERSION CORP        COM                 029066107                          208      8,832
AMERICAN PWR CONVERSION CORP        COM                 029066107                          490     20,780
AMERICAN STD COS INC DEL            COM                 029712106                            1         30
AMERICAN STD COS INC DEL            COM                 029712106                           21        510
AMERICAN STD COS INC DEL            COM                 029712106                           27        650
AMERICAN STD COS INC DEL            COM                 029712106                           54      1,300
AMERICAN STD COS INC DEL            COM                 029712106                           67      1,590
AMERICAN STD COS INC DEL            COM                 029712106                           76      1,807
AMERICAN STD COS INC DEL            COM                 029712106                           90      2,150
AMERICAN STD COS INC DEL            COM                 029712106                          109      2,600
AMERICAN STD COS INC DEL            COM                 029712106                          127      3,040
AMERICAN STD COS INC DEL            COM                 029712106                          191      4,547
AMERICAN STD COS INC DEL            COM                 029712106                          211      5,030
AMERICAN STD COS INC DEL            COM                 029712106                          240      5,725
AMERICAN STD COS INC DEL            COM                 029712106                          256      6,100
AMERICAN STD COS INC DEL            COM                 029712106                          302      7,200
AMERICAN STD COS INC DEL            COM                 029712106                          856     20,420
AMERICAN TOWER CORP                 CL A                029912201                            5        216
AMERICAN TOWER CORP                 CL A                029912201                           57      2,700
AMERICAN TOWER CORP                 CL A                029912201                          158      7,500
AMERICAN TOWER CORP                 CL A                029912201                          433     20,600
AMGEN INC                           COM                 031162100                            5         78
AMGEN INC                           COM                 031162100                           12        200
AMGEN INC                           COM                 031162100                           36        590
AMGEN INC                           COM                 031162100                           56        920
AMGEN INC                           COM                 031162100                           65      1,075
AMGEN INC                           COM                 031162100                           73      1,200
AMGEN INC                           COM                 031162100                           85      1,400
AMGEN INC                           COM                 031162100                           85      1,400
AMGEN INC                           COM                 031162100                           96      1,580
AMGEN INC                           COM                 031162100                          174      2,874
AMGEN INC                           COM                 031162100                          193      3,196
AMGEN INC                           COM                 031162100                          203      3,350
AMGEN INC                           COM                 031162100                          224      3,710
AMGEN INC                           COM                 031162100                          233      3,850
AMGEN INC                           COM                 031162100                          272      4,500
AMGEN INC                           COM                 031162100                          526      8,700
AMGEN INC                           COM                 031162100                          538      8,896
AMGEN INC                           COM                 031162100                          538      8,900
AMGEN INC                           COM                 031162100                          605     10,000
AMGEN INC                           COM                 031162100                          636     10,520
AMGEN INC                           COM                 031162100                          709     11,727
AMGEN INC                           COM                 031162100                          724     11,969
AMGEN INC                           COM                 031162100                          995     16,453
AMGEN INC                           COM                 031162100                        1,022     16,901
AMGEN INC                           COM                 031162100                        1,130     18,696
AMGEN INC                           COM                 031162100                        1,137     18,813
AMGEN INC                           COM                 031162100                        1,208     19,980
AMGEN INC                           COM                 031162100                        1,415     23,400
AMGEN INC                           COM                 031162100                        1,696     28,047
AMGEN INC                           COM                 031162100                        2,085     34,480
AMGEN INC                           COM                 031162100                        2,229     36,866
AMGEN INC                           COM                 031162100                        2,799     46,300
AMGEN INC                           COM                 031162100                        3,122     51,630
AMGEN INC                           COM                 031162100                        3,419     56,547
AMGEN INC                           COM                 031162100                        3,794     62,755
AMGEN INC                           COM                 031162100                        4,596     76,018
AMGEN INC                           COM                 031162100                        7,447    123,180
AMGEN INC                           COM                 031162100                        8,012    132,518
AMPHENOL CORP NEW                   CL A                032095101                            1         25
AMPHENOL CORP NEW                   CL A                032095101                           40      1,000
AMPHENOL CORP NEW                   CL A                032095101                          121      3,000
AMPHENOL CORP NEW                   CL A                032095101                          121      3,000
AMPHENOL CORP NEW                   CL A                032095101                          225      5,610
AMPHENOL CORP NEW                   CL A                032095101                          309      7,700
AMSOUTH BANCORPORATION              COM                 032165102                           69      2,641
AMSOUTH BANCORPORATION              COM                 032165102                           78      3,000
AMSOUTH BANCORPORATION              COM                 032165102                           91      3,500
AMSOUTH BANCORPORATION              COM                 032165102                          112      4,300
AMSOUTH BANCORPORATION              COM                 032165102                          132      5,067
AMSOUTH BANCORPORATION              COM                 032165102                          156      6,000
AMSOUTH BANCORPORATION              COM                 032165102                          250      9,633
AMSOUTH BANCORPORATION              COM                 032165102                          377     14,500
AMSOUTH BANCORPORATION              COM                 032165102                          804     30,910
AMSOUTH BANCORPORATION              COM                 032165102                        1,180     45,380
AMSOUTH BANCORPORATION              COM                 032165102                        1,930     74,213
AMSOUTH BANCORPORATION              COM                 032165102                       11,700    450,000
AMYLIN PHARMACEUTICALS INC          COM                 032346108                            2        100
AMYLIN PHARMACEUTICALS INC          COM                 032346108                            9        450
AMYLIN PHARMACEUTICALS INC          COM                 032346108                          213     10,185
ANADARKO PETE CORP                  COM                 032511107                           16        200
ANADARKO PETE CORP                  COM                 032511107                           21        250
ANADARKO PETE CORP                  COM                 032511107                           22        270
ANADARKO PETE CORP                  COM                 032511107                           27        330
ANADARKO PETE CORP                  COM                 032511107                           70        850
ANADARKO PETE CORP                  COM                 032511107                           73        889
ANADARKO PETE CORP                  COM                 032511107                           82      1,000
ANADARKO PETE CORP                  COM                 032511107                           82      1,000
ANADARKO PETE CORP                  COM                 032511107                          139      1,692
ANADARKO PETE CORP                  COM                 032511107                          141      1,715
ANADARKO PETE CORP                  COM                 032511107                          162      1,976
ANADARKO PETE CORP                  COM                 032511107                          168      2,040
ANADARKO PETE CORP                  COM                 032511107                          186      2,259
ANADARKO PETE CORP                  COM                 032511107                          188      2,293
ANADARKO PETE CORP                  COM                 032511107                          189      2,299
ANADARKO PETE CORP                  COM                 032511107                          197      2,400
ANADARKO PETE CORP                  COM                 032511107                          234      2,850
ANADARKO PETE CORP                  COM                 032511107                          290      3,527
ANADARKO PETE CORP                  COM                 032511107                          439      5,338
ANADARKO PETE CORP                  COM                 032511107                          715      8,700
ANADARKO PETE CORP                  COM                 032511107                        2,000     24,340
ANADARKO PETE CORP                  COM                 032511107                        3,670     44,674
ANALOG DEVICES INC                  COM                 032654105                           11        300
ANALOG DEVICES INC                  COM                 032654105                           18        470
ANALOG DEVICES INC                  COM                 032654105                           24        650
ANALOG DEVICES INC                  COM                 032654105                           56      1,500
ANALOG DEVICES INC                  COM                 032654105                           60      1,600
ANALOG DEVICES INC                  COM                 032654105                           71      1,900
ANALOG DEVICES INC                  COM                 032654105                          102      2,735
ANALOG DEVICES INC                  COM                 032654105                          112      3,000
ANALOG DEVICES INC                  COM                 032654105                          119      3,190
ANALOG DEVICES INC                  COM                 032654105                          123      3,304
ANALOG DEVICES INC                  COM                 032654105                          136      3,636
ANALOG DEVICES INC                  COM                 032654105                          159      4,252
ANALOG DEVICES INC                  COM                 032654105                          173      4,650
ANALOG DEVICES INC                  COM                 032654105                          202      5,401
ANALOG DEVICES INC                  COM                 032654105                          230      6,160
ANALOG DEVICES INC                  COM                 032654105                          287      7,691
ANALOG DEVICES INC                  COM                 032654105                          548     14,700
ANALOG DEVICES INC                  COM                 032654105                        1,304     34,950
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206                            1         15
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206                            1         30
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206                            3         93
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206                           12        330
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206                           15        406
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206                           21        580
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206                           36      1,000
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206                           37      1,034
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206                           95      2,650
ANGLOGOLD ASHANTI LTD               SPONSORED ADR       035128206                          507     14,200
ANHEUSER BUSCH COS INC              COM                 035229103                           18        400
ANHEUSER BUSCH COS INC              COM                 035229103                           31        680
ANHEUSER BUSCH COS INC              COM                 035229103                           32        700
ANHEUSER BUSCH COS INC              COM                 035229103                           37        810
ANHEUSER BUSCH COS INC              COM                 035229103                           39        850
ANHEUSER BUSCH COS INC              COM                 035229103                           42        910
ANHEUSER BUSCH COS INC              COM                 035229103                           83      1,825
ANHEUSER BUSCH COS INC              COM                 035229103                          103      2,250
ANHEUSER BUSCH COS INC              COM                 035229103                          124      2,700
ANHEUSER BUSCH COS INC              COM                 035229103                          130      2,850
ANHEUSER BUSCH COS INC              COM                 035229103                          214      4,670
ANHEUSER BUSCH COS INC              COM                 035229103                          256      5,586
ANHEUSER BUSCH COS INC              COM                 035229103                          295      6,440
ANHEUSER BUSCH COS INC              COM                 035229103                          336      7,352
ANHEUSER BUSCH COS INC              COM                 035229103                          425      9,300
ANHEUSER BUSCH COS INC              COM                 035229103                          502     10,977
ANHEUSER BUSCH COS INC              COM                 035229103                          538     11,754
ANHEUSER BUSCH COS INC              COM                 035229103                          550     12,020
ANHEUSER BUSCH COS INC              COM                 035229103                          600     13,118
ANHEUSER BUSCH COS INC              COM                 035229103                          602     13,158
ANHEUSER BUSCH COS INC              COM                 035229103                          635     13,884
ANHEUSER BUSCH COS INC              COM                 035229103                          814     17,789
ANHEUSER BUSCH COS INC              COM                 035229103                        1,046     22,853
ANHEUSER BUSCH COS INC              COM                 035229103                        1,272     27,800
ANHEUSER BUSCH COS INC              COM                 035229103                        1,609     35,169
ANHEUSER BUSCH COS INC              COM                 035229103                        3,463     75,700
ANNALY MTG MGMT INC                 COM                 035710409                            5        300
ANNALY MTG MGMT INC                 COM                 035710409                           19      1,075
ANNALY MTG MGMT INC                 COM                 035710409                           27      1,500
ANNALY MTG MGMT INC                 COM                 035710409                           50      2,800
ANNALY MTG MGMT INC                 COM                 035710409                           65      3,600
ANNALY MTG MGMT INC                 COM                 035710409                          380     21,200
ANWORTH MORTGAGE ASSET CP           COM                 037347101                           44      4,500
ANWORTH MORTGAGE ASSET CP           COM                 037347101                           49      5,000
ANWORTH MORTGAGE ASSET CP           COM                 037347101                          123     12,500
AON CORP                            COM                 037389103                            5        200
AON CORP                            COM                 037389103                           18        700
AON CORP                            COM                 037389103                           40      1,600
AON CORP                            COM                 037389103                           40      1,600
AON CORP                            COM                 037389103                           63      2,514
AON CORP                            COM                 037389103                           66      2,626
AON CORP                            COM                 037389103                           68      2,700
AON CORP                            COM                 037389103                           70      2,795
AON CORP                            COM                 037389103                           83      3,300
AON CORP                            COM                 037389103                           93      3,700
AON CORP                            COM                 037389103                          103      4,116
AON CORP                            COM                 037389103                          113      4,502
AON CORP                            COM                 037389103                          208      8,298
AON CORP                            COM                 037389103                          263     10,500
AON CORP                            COM                 037389103                          280     11,200
AON CORP                            COM                 037389103                          775     30,950
AON CORP                            COM                 037389103                        1,506     60,127
AON CORP                            COM                 037389103                        1,549     61,877
APACHE CORP                         COM                 037411105                            5         83
APACHE CORP                         COM                 037411105                           19        300
APACHE CORP                         COM                 037411105                           21        320
APACHE CORP                         COM                 037411105                           23        350
APACHE CORP                         COM                 037411105                           32        500
APACHE CORP                         COM                 037411105                           46        712
APACHE CORP                         COM                 037411105                           47        727
APACHE CORP                         COM                 037411105                           71      1,100
APACHE CORP                         COM                 037411105                           76      1,180
APACHE CORP                         COM                 037411105                          129      2,000
APACHE CORP                         COM                 037411105                          156      2,414
APACHE CORP                         COM                 037411105                          165      2,548
APACHE CORP                         COM                 037411105                          173      2,676
APACHE CORP                         COM                 037411105                          194      3,000
APACHE CORP                         COM                 037411105                          207      3,208
APACHE CORP                         COM                 037411105                          236      3,646
APACHE CORP                         COM                 037411105                          239      3,700
APACHE CORP                         COM                 037411105                          253      3,910
APACHE CORP                         COM                 037411105                          316      4,893
APACHE CORP                         COM                 037411105                          329      5,100
APACHE CORP                         COM                 037411105                          375      5,800
APACHE CORP                         COM                 037411105                          394      6,100
APACHE CORP                         COM                 037411105                          482      7,457
APACHE CORP                         COM                 037411105                          808     12,500
APACHE CORP                         COM                 037411105                        1,645     25,471
APACHE CORP                         COM                 037411105                        1,970     30,500
APACHE CORP                         COM                 037411105                        2,028     31,390
APACHE CORP                         COM                 037411105                        2,394     37,060
APACHE CORP                         COM                 037411105                        8,338    129,069
APOLLO GROUP INC                    CL A                037604105                            3         40
APOLLO GROUP INC                    CL A                037604105                           18        230
APOLLO GROUP INC                    CL A                037604105                           27        350
APOLLO GROUP INC                    CL A                037604105                           43        546
APOLLO GROUP INC                    CL A                037604105                           63        800
APOLLO GROUP INC                    CL A                037604105                           63        800
APOLLO GROUP INC                    CL A                037604105                           92      1,173
APOLLO GROUP INC                    CL A                037604105                           93      1,193
APOLLO GROUP INC                    CL A                037604105                          112      1,430
APOLLO GROUP INC                    CL A                037604105                          123      1,568
APOLLO GROUP INC                    CL A                037604105                          159      2,035
APOLLO GROUP INC                    CL A                037604105                          203      2,600
APOLLO GROUP INC                    CL A                037604105                          207      2,640
APOLLO GROUP INC                    CL A                037604105                          314      4,015
APOLLO GROUP INC                    CL A                037604105                          333      4,260
APOLLO GROUP INC                    CL A                037604105                          557      7,118
APOLLO GROUP INC                    CL A                037604105                        1,395     17,830
APOLLO GROUP INC                    CL A                037604105                        7,040     90,000
APPLE COMPUTER INC                  COM                 037833100                           15        400
APPLE COMPUTER INC                  COM                 037833100                           15        418
APPLE COMPUTER INC                  COM                 037833100                           18        496
APPLE COMPUTER INC                  COM                 037833100                           18        500
APPLE COMPUTER INC                  COM                 037833100                           18        500
APPLE COMPUTER INC                  COM                 037833100                           24        650
APPLE COMPUTER INC                  COM                 037833100                           29        800
APPLE COMPUTER INC                  COM                 037833100                           33        900
APPLE COMPUTER INC                  COM                 037833100                           40      1,100
APPLE COMPUTER INC                  COM                 037833100                           52      1,400
APPLE COMPUTER INC                  COM                 037833100                           74      2,000
APPLE COMPUTER INC                  COM                 037833100                           78      2,124
APPLE COMPUTER INC                  COM                 037833100                           83      2,250
APPLE COMPUTER INC                  COM                 037833100                           90      2,450
APPLE COMPUTER INC                  COM                 037833100                          110      3,000
APPLE COMPUTER INC                  COM                 037833100                          149      4,050
APPLE COMPUTER INC                  COM                 037833100                          216      5,870
APPLE COMPUTER INC                  COM                 037833100                          250      6,780
APPLE COMPUTER INC                  COM                 037833100                          250      6,790
APPLE COMPUTER INC                  COM                 037833100                          255      6,940
APPLE COMPUTER INC                  COM                 037833100                          282      7,660
APPLE COMPUTER INC                  COM                 037833100                          290      7,882
APPLE COMPUTER INC                  COM                 037833100                          294      8,000
APPLE COMPUTER INC                  COM                 037833100                          331      9,000
APPLE COMPUTER INC                  COM                 037833100                          417     11,322
APPLE COMPUTER INC                  COM                 037833100                          445     12,076
APPLE COMPUTER INC                  COM                 037833100                          455     12,374
APPLE COMPUTER INC                  COM                 037833100                          683     18,546
APPLE COMPUTER INC                  COM                 037833100                          728     19,780
APPLE COMPUTER INC                  COM                 037833100                          736     19,981
APPLE COMPUTER INC                  COM                 037833100                          758     20,590
APPLE COMPUTER INC                  COM                 037833100                          924     25,107
APPLE COMPUTER INC                  COM                 037833100                        1,020     27,711
APPLE COMPUTER INC                  COM                 037833100                        1,071     29,100
APPLE COMPUTER INC                  COM                 037833100                        1,825     49,587
APPLE COMPUTER INC                  COM                 037833100                        2,784     75,640
APPLERA CORP                        COM AP BIO GRP      038020103                            2        110
APPLERA CORP                        COM AP BIO GRP      038020103                            3        145
APPLERA CORP                        COM AP BIO GRP      038020103                           27      1,350
APPLERA CORP                        COM AP BIO GRP      038020103                           31      1,600
APPLERA CORP                        COM AP BIO GRP      038020103                           33      1,670
APPLERA CORP                        COM AP BIO GRP      038020103                           45      2,300
APPLERA CORP                        COM AP BIO GRP      038020103                           45      2,300
APPLERA CORP                        COM AP BIO GRP      038020103                           59      3,010
APPLERA CORP                        COM AP BIO GRP      038020103                           76      3,847
APPLERA CORP                        COM AP BIO GRP      038020103                           99      5,017
APPLERA CORP                        COM AP BIO GRP      038020103                          110      5,575
APPLERA CORP                        COM AP BIO GRP      038020103                          128      6,500
APPLERA CORP                        COM AP BIO GRP      038020103                          359     18,240
APPLIED MATLS INC                   COM                 038222105                            2        134
APPLIED MATLS INC                   COM                 038222105                            9        560
APPLIED MATLS INC                   COM                 038222105                           13        800
APPLIED MATLS INC                   COM                 038222105                           18      1,100
APPLIED MATLS INC                   COM                 038222105                           21      1,300
APPLIED MATLS INC                   COM                 038222105                           25      1,520
APPLIED MATLS INC                   COM                 038222105                           28      1,700
APPLIED MATLS INC                   COM                 038222105                           29      1,780
APPLIED MATLS INC                   COM                 038222105                           40      2,500
APPLIED MATLS INC                   COM                 038222105                           46      2,860
APPLIED MATLS INC                   COM                 038222105                           78      4,800
APPLIED MATLS INC                   COM                 038222105                           79      4,900
APPLIED MATLS INC                   COM                 038222105                           82      5,060
APPLIED MATLS INC                   COM                 038222105                           87      5,350
APPLIED MATLS INC                   COM                 038222105                           92      5,700
APPLIED MATLS INC                   COM                 038222105                          102      6,300
APPLIED MATLS INC                   COM                 038222105                          106      6,580
APPLIED MATLS INC                   COM                 038222105                          120      7,420
APPLIED MATLS INC                   COM                 038222105                          136      8,400
APPLIED MATLS INC                   COM                 038222105                          186     11,524
APPLIED MATLS INC                   COM                 038222105                          224     13,840
APPLIED MATLS INC                   COM                 038222105                          254     15,723
APPLIED MATLS INC                   COM                 038222105                          283     17,468
APPLIED MATLS INC                   COM                 038222105                          289     17,840
APPLIED MATLS INC                   COM                 038222105                          331     20,450
APPLIED MATLS INC                   COM                 038222105                          339     20,947
APPLIED MATLS INC                   COM                 038222105                          359     22,213
APPLIED MATLS INC                   COM                 038222105                          406     25,062
APPLIED MATLS INC                   COM                 038222105                          413     25,501
APPLIED MATLS INC                   COM                 038222105                          414     25,560
APPLIED MATLS INC                   COM                 038222105                          421     26,004
APPLIED MATLS INC                   COM                 038222105                          455     28,134
APPLIED MATLS INC                   COM                 038222105                          474     29,300
APPLIED MATLS INC                   COM                 038222105                          479     29,587
APPLIED MATLS INC                   COM                 038222105                          543     33,557
APPLIED MATLS INC                   COM                 038222105                          661     40,839
APPLIED MATLS INC                   COM                 038222105                        1,005     62,100
APPLIED MATLS INC                   COM                 038222105                        1,638    101,207
APPLIED MATLS INC                   COM                 038222105                        2,508    155,030
ARACRUZ CELULOSE S A                SPON ADR PFD B      038496204                           18        525
ARACRUZ CELULOSE S A                SPON ADR PFD B      038496204                          559     16,100
ARAMARK CORP                        CL B                038521100                            7        260
ARAMARK CORP                        CL B                038521100                           72      2,735
ARAMARK CORP                        CL B                038521100                          122      4,626
ARCH COAL INC                       COM                 039380100                           19        350
ARCH COAL INC                       COM                 039380100                          218      4,000
ARCHER DANIELS MIDLAND CO           COM                 039483102                            5        231
ARCHER DANIELS MIDLAND CO           COM                 039483102                           27      1,250
ARCHER DANIELS MIDLAND CO           COM                 039483102                           38      1,772
ARCHER DANIELS MIDLAND CO           COM                 039483102                           64      3,000
ARCHER DANIELS MIDLAND CO           COM                 039483102                           66      3,100
ARCHER DANIELS MIDLAND CO           COM                 039483102                           95      4,463
ARCHER DANIELS MIDLAND CO           COM                 039483102                           96      4,500
ARCHER DANIELS MIDLAND CO           COM                 039483102                          108      5,031
ARCHER DANIELS MIDLAND CO           COM                 039483102                          111      5,176
ARCHER DANIELS MIDLAND CO           COM                 039483102                          114      5,350
ARCHER DANIELS MIDLAND CO           COM                 039483102                          130      6,071
ARCHER DANIELS MIDLAND CO           COM                 039483102                          167      7,800
ARCHER DANIELS MIDLAND CO           COM                 039483102                          200      9,346
ARCHER DANIELS MIDLAND CO           COM                 039483102                          318     14,860
ARCHER DANIELS MIDLAND CO           COM                 039483102                          549     25,700
ARCHER DANIELS MIDLAND CO           COM                 039483102                          808     37,814
ARCHER DANIELS MIDLAND CO           COM                 039483102                        1,322     61,820
ARCHER DANIELS MIDLAND CO           COM                 039483102                        2,522    117,971
ARCHSTONE SMITH TR                  COM                 039583109                           53      1,380
ARCHSTONE SMITH TR                  COM                 039583109                           66      1,700
ARCHSTONE SMITH TR                  COM                 039583109                           70      1,800
ARCHSTONE SMITH TR                  COM                 039583109                          108      2,800
ARCHSTONE SMITH TR                  COM                 039583109                          116      3,000
ARCHSTONE SMITH TR                  COM                 039583109                          707     18,300
ARGOSY GAMING CO                    COM                 040228108                        1,953     41,900
ARGOSY GAMING CO                    COM                 040228108                        3,230     69,300
ARROW ELECTRS INC                   COM                 042735100                           11        420
ARROW ELECTRS INC                   COM                 042735100                           24        900
ARROW ELECTRS INC                   COM                 042735100                           35      1,300
ARROW ELECTRS INC                   COM                 042735100                          103      3,800
ARROW ELECTRS INC                   COM                 042735100                          130      4,800
ARROW ELECTRS INC                   COM                 042735100                          252      9,280
ASK JEEVES INC                      COM                 045174109                            6        200
ASK JEEVES INC                      COM                 045174109                        1,066     35,300
ASK JEEVES INC                      COM                 045174109                        1,428     47,300
ASPEN TECHNOLOGY INC                COM                 045327103                          104     20,000
ASSOCIATED BANC CORP                COM                 045487105                           54      1,600
ASSOCIATED BANC CORP                COM                 045487105                          144      4,300
ASSOCIATED BANC CORP                COM                 045487105                          379     11,280
ASTORIA FINL CORP                   COM                 046265104                           38      1,350
ASTORIA FINL CORP                   COM                 046265104                          107      3,750
ASTORIA FINL CORP                   COM                 046265104                          366     12,855
ASTRAZENECA PLC                     SPONSORED ADR       046353108                            4         90
ASTRAZENECA PLC                     SPONSORED ADR       046353108                           12        280
ASTRAZENECA PLC                     SPONSORED ADR       046353108                           41      1,000
ASTRAZENECA PLC                     SPONSORED ADR       046353108                          113      2,750
ASTRAZENECA PLC                     SPONSORED ADR       046353108                          144      3,495
ASTRAZENECA PLC                     SPONSORED ADR       046353108                        1,122     27,200
ATMEL CORP                          COM                 049513104                            0        200
ATMEL CORP                          COM                 049513104                           12      5,100
ATMEL CORP                          COM                 049513104                           27     11,400
AUTODESK INC                        COM                 052769106                            2         65
AUTODESK INC                        COM                 052769106                            3         80
AUTODESK INC                        COM                 052769106                           15        450
AUTODESK INC                        COM                 052769106                           34      1,000
AUTODESK INC                        COM                 052769106                           38      1,100
AUTODESK INC                        COM                 052769106                           48      1,400
AUTODESK INC                        COM                 052769106                           55      1,600
AUTODESK INC                        COM                 052769106                           55      1,600
AUTODESK INC                        COM                 052769106                           62      1,800
AUTODESK INC                        COM                 052769106                           65      1,900
AUTODESK INC                        COM                 052769106                           69      2,000
AUTODESK INC                        COM                 052769106                           75      2,194
AUTODESK INC                        COM                 052769106                           79      2,300
AUTODESK INC                        COM                 052769106                           96      2,800
AUTODESK INC                        COM                 052769106                          113      3,296
AUTODESK INC                        COM                 052769106                          175      5,104
AUTODESK INC                        COM                 052769106                          185      5,400
AUTODESK INC                        COM                 052769106                          264      7,700
AUTODESK INC                        COM                 052769106                          714     20,800
AUTODESK INC                        COM                 052769106                        1,194     34,775
AUTOLIV INC                         COM                 052800109                           48      1,100
AUTOLIV INC                         COM                 052800109                          136      3,100
AUTOLIV INC                         COM                 052800109                          350      8,000
AUTOMATIC DATA PROCESSING IN        COM                 053015103                            3         68
AUTOMATIC DATA PROCESSING IN        COM                 053015103                            4         90
AUTOMATIC DATA PROCESSING IN        COM                 053015103                           25        600
AUTOMATIC DATA PROCESSING IN        COM                 053015103                           27        650
AUTOMATIC DATA PROCESSING IN        COM                 053015103                           28        677
AUTOMATIC DATA PROCESSING IN        COM                 053015103                           71      1,700
AUTOMATIC DATA PROCESSING IN        COM                 053015103                           73      1,750
AUTOMATIC DATA PROCESSING IN        COM                 053015103                           74      1,756
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          107      2,560
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          117      2,776
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          126      3,000
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          165      3,930
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          174      4,157
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          176      4,200
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          180      4,294
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          206      4,920
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          234      5,577
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          281      6,700
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          304      7,253
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          311      7,400
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          364      8,667
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          406      9,667
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          494     11,760
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          558     13,296
AUTOMATIC DATA PROCESSING IN        COM                 053015103                          894     21,300
AUTOMATIC DATA PROCESSING IN        COM                 053015103                        1,049     25,000
AUTOMATIC DATA PROCESSING IN        COM                 053015103                        2,323     55,360
AUTOMATIC DATA PROCESSING IN        COM                 053015103                        2,475     58,979
AUTOMATIC DATA PROCESSING IN        COM                 053015103                        3,285     78,275
AUTOMATIC DATA PROCESSING IN        COM                 053015103                        5,076    120,940
AUTOMATIC DATA PROCESSING IN        COM                 053015103                       12,274    292,445
AUTOZONE INC                        COM                 053332102                           20        215
AUTOZONE INC                        COM                 053332102                           46        500
AUTOZONE INC                        COM                 053332102                           51        552
AUTOZONE INC                        COM                 053332102                           52        560
AUTOZONE INC                        COM                 053332102                           53        574
AUTOZONE INC                        COM                 053332102                           65        700
AUTOZONE INC                        COM                 053332102                          101      1,092
AUTOZONE INC                        COM                 053332102                          118      1,280
AUTOZONE INC                        COM                 053332102                          157      1,695
AUTOZONE INC                        COM                 053332102                          167      1,808
AUTOZONE INC                        COM                 053332102                          185      2,000
AUTOZONE INC                        COM                 053332102                          342      3,700
AUTOZONE INC                        COM                 053332102                          625      6,760
AUTOZONE INC                        COM                 053332102                       41,607    450,000
AVAYA INC                           COM                 053499109                            0         22
AVAYA INC                           COM                 053499109                            0         22
AVAYA INC                           COM                 053499109                            1         86
AVAYA INC                           COM                 053499109                            2        188
AVAYA INC                           COM                 053499109                            2        274
AVAYA INC                           COM                 053499109                            3        333
AVAYA INC                           COM                 053499109                            4        465
AVAYA INC                           COM                 053499109                           14      1,705
AVAYA INC                           COM                 053499109                           17      2,000
AVAYA INC                           COM                 053499109                           17      2,000
AVAYA INC                           COM                 053499109                           28      3,420
AVAYA INC                           COM                 053499109                           30      3,580
AVAYA INC                           COM                 053499109                           42      5,080
AVAYA INC                           COM                 053499109                           47      5,620
AVAYA INC                           COM                 053499109                           49      5,900
AVAYA INC                           COM                 053499109                           52      6,200
AVAYA INC                           COM                 053499109                           52      6,300
AVAYA INC                           COM                 053499109                           58      6,961
AVAYA INC                           COM                 053499109                           59      7,080
AVAYA INC                           COM                 053499109                          126     15,100
AVAYA INC                           COM                 053499109                          147     17,613
AVAYA INC                           COM                 053499109                          242     29,127
AVAYA INC                           COM                 053499109                          339     40,800
AVAYA INC                           COM                 053499109                          477     57,300
AVAYA INC                           COM                 053499109                          808     97,070
AVERY DENNISON CORP                 COM                 053611109                           37        708
AVERY DENNISON CORP                 COM                 053611109                           46        870
AVERY DENNISON CORP                 COM                 053611109                           51        964
AVERY DENNISON CORP                 COM                 053611109                           74      1,400
AVERY DENNISON CORP                 COM                 053611109                           74      1,400
AVERY DENNISON CORP                 COM                 053611109                           84      1,592
AVERY DENNISON CORP                 COM                 053611109                          115      2,164
AVERY DENNISON CORP                 COM                 053611109                          133      2,516
AVERY DENNISON CORP                 COM                 053611109                          140      2,640
AVERY DENNISON CORP                 COM                 053611109                          196      3,700
AVERY DENNISON CORP                 COM                 053611109                          259      4,896
AVERY DENNISON CORP                 COM                 053611109                          311      5,875
AVERY DENNISON CORP                 COM                 053611109                          602     11,360
AVNET INC                           COM                 053807103                           90      4,000
AVNET INC                           COM                 053807103                          239     10,610
AVON PRODS INC                      COM                 054303102                            3         90
AVON PRODS INC                      COM                 054303102                           19        500
AVON PRODS INC                      COM                 054303102                           20        520
AVON PRODS INC                      COM                 054303102                           38      1,000
AVON PRODS INC                      COM                 054303102                           62      1,650
AVON PRODS INC                      COM                 054303102                           65      1,720
AVON PRODS INC                      COM                 054303102                           79      2,100
AVON PRODS INC                      COM                 054303102                           83      2,200
AVON PRODS INC                      COM                 054303102                           91      2,400
AVON PRODS INC                      COM                 054303102                          110      2,900
AVON PRODS INC                      COM                 054303102                          117      3,102
AVON PRODS INC                      COM                 054303102                          149      3,940
AVON PRODS INC                      COM                 054303102                          155      4,082
AVON PRODS INC                      COM                 054303102                          173      4,572
AVON PRODS INC                      COM                 054303102                          177      4,675
AVON PRODS INC                      COM                 054303102                          185      4,900
AVON PRODS INC                      COM                 054303102                          202      5,350
AVON PRODS INC                      COM                 054303102                          212      5,600
AVON PRODS INC                      COM                 054303102                          272      7,194
AVON PRODS INC                      COM                 054303102                          283      7,470
AVON PRODS INC                      COM                 054303102                          379     10,000
AVON PRODS INC                      COM                 054303102                          409     10,806
AVON PRODS INC                      COM                 054303102                          625     16,500
AVON PRODS INC                      COM                 054303102                          682     18,010
AVON PRODS INC                      COM                 054303102                          875     23,112
AVON PRODS INC                      COM                 054303102                          965     25,507
AVON PRODS INC                      COM                 054303102                        1,083     28,616
AVON PRODS INC                      COM                 054303102                        1,471     38,856
AVON PRODS INC                      COM                 054303102                        1,677     44,300
AVON PRODS INC                      COM                 054303102                        1,684     44,494
AXA                                 SPONSORED ADR       054536107                            4        159
AXA                                 SPONSORED ADR       054536107                           18        708
AXA                                 SPONSORED ADR       054536107                           24        944
AXA                                 SPONSORED ADR       054536107                           33      1,310
AXA                                 SPONSORED ADR       054536107                           34      1,365
AXA                                 SPONSORED ADR       054536107                           36      1,442
AXA                                 SPONSORED ADR       054536107                          146      5,875
BB&T CORP                           COM                 054937107                           28        710
BB&T CORP                           COM                 054937107                           32        800
BB&T CORP                           COM                 054937107                           80      2,000
BB&T CORP                           COM                 054937107                           87      2,180
BB&T CORP                           COM                 054937107                          159      3,975
BB&T CORP                           COM                 054937107                          175      4,390
BB&T CORP                           COM                 054937107                          179      4,490
BB&T CORP                           COM                 054937107                          188      4,700
BB&T CORP                           COM                 054937107                          209      5,231
BB&T CORP                           COM                 054937107                          262      6,550
BB&T CORP                           COM                 054937107                          276      6,900
BB&T CORP                           COM                 054937107                          280      7,000
BB&T CORP                           COM                 054937107                          328      8,206
BB&T CORP                           COM                 054937107                          357      8,942
BB&T CORP                           COM                 054937107                          455     11,387
BB&T CORP                           COM                 054937107                          528     13,214
BB&T CORP                           COM                 054937107                          787     19,700
BB&T CORP                           COM                 054937107                        2,055     51,419
BJ SVCS CO                          COM                 055482103                           15        280
BJ SVCS CO                          COM                 055482103                           21        400
BJ SVCS CO                          COM                 055482103                           52      1,000
BJ SVCS CO                          COM                 055482103                           52      1,000
BJ SVCS CO                          COM                 055482103                           60      1,143
BJ SVCS CO                          COM                 055482103                           72      1,364
BJ SVCS CO                          COM                 055482103                           72      1,380
BJ SVCS CO                          COM                 055482103                          105      2,000
BJ SVCS CO                          COM                 055482103                          118      2,256
BJ SVCS CO                          COM                 055482103                          131      2,500
BJ SVCS CO                          COM                 055482103                          231      4,407
BJ SVCS CO                          COM                 055482103                          267      5,094
BJ SVCS CO                          COM                 055482103                          276      5,265
BJ SVCS CO                          COM                 055482103                          283      5,400
BJ SVCS CO                          COM                 055482103                          737     14,040
BJ SVCS CO                          COM                 055482103                        1,012     19,287
BP PLC                              SPONSORED ADR       055622104                           11        173
BP PLC                              SPONSORED ADR       055622104                           33        525
BP PLC                              SPONSORED ADR       055622104                           39        620
BP PLC                              SPONSORED ADR       055622104                           47        750
BP PLC                              SPONSORED ADR       055622104                          110      1,757
BP PLC                              SPONSORED ADR       055622104                          162      2,600
BP PLC                              SPONSORED ADR       055622104                          250      4,005
BP PLC                              SPONSORED ADR       055622104                          427      6,850
BP PLC                              SPONSORED ADR       055622104                        1,340     21,475
BP PLC                              SPONSORED ADR       055622104                        2,180     34,950
BP PLC                              SPONSORED ADR       055622104                        8,470    135,779
BP PLC                              SPONSORED ADR       055622104                        9,169    146,994
BP PLC                              SPONSORED ADR       055622104                       21,833    350,000
BRT RLTY TR                         SH BEN INT NEW      055645303                        1,752     75,850
BMC SOFTWARE INC                    COM                 055921100                            3        150
BMC SOFTWARE INC                    COM                 055921100                            4        200
BMC SOFTWARE INC                    COM                 055921100                           26      1,449
BMC SOFTWARE INC                    COM                 055921100                           29      1,600
BMC SOFTWARE INC                    COM                 055921100                           31      1,700
BMC SOFTWARE INC                    COM                 055921100                           32      1,760
BMC SOFTWARE INC                    COM                 055921100                           42      2,342
BMC SOFTWARE INC                    COM                 055921100                           47      2,600
BMC SOFTWARE INC                    COM                 055921100                           57      3,148
BMC SOFTWARE INC                    COM                 055921100                           72      4,000
BMC SOFTWARE INC                    COM                 055921100                           76      4,216
BMC SOFTWARE INC                    COM                 055921100                           95      5,280
BMC SOFTWARE INC                    COM                 055921100                          133      7,400
BMC SOFTWARE INC                    COM                 055921100                          348     19,380
BAKER HUGHES INC                    COM                 057224107                           10        200
BAKER HUGHES INC                    COM                 057224107                           20        400
BAKER HUGHES INC                    COM                 057224107                           22        430
BAKER HUGHES INC                    COM                 057224107                           33        650
BAKER HUGHES INC                    COM                 057224107                           36        700
BAKER HUGHES INC                    COM                 057224107                           41        800
BAKER HUGHES INC                    COM                 057224107                           52      1,020
BAKER HUGHES INC                    COM                 057224107                           77      1,500
BAKER HUGHES INC                    COM                 057224107                           77      1,500
BAKER HUGHES INC                    COM                 057224107                           77      1,500
BAKER HUGHES INC                    COM                 057224107                          125      2,438
BAKER HUGHES INC                    COM                 057224107                          150      2,936
BAKER HUGHES INC                    COM                 057224107                          162      3,170
BAKER HUGHES INC                    COM                 057224107                          168      3,278
BAKER HUGHES INC                    COM                 057224107                          217      4,250
BAKER HUGHES INC                    COM                 057224107                          233      4,552
BAKER HUGHES INC                    COM                 057224107                          236      4,606
BAKER HUGHES INC                    COM                 057224107                          240      4,684
BAKER HUGHES INC                    COM                 057224107                          261      5,109
BAKER HUGHES INC                    COM                 057224107                          339      6,630
BAKER HUGHES INC                    COM                 057224107                          475      9,292
BAKER HUGHES INC                    COM                 057224107                          670     13,100
BAKER HUGHES INC                    COM                 057224107                        1,797     35,120
BALL CORP                           COM                 058498106                            6        178
BALL CORP                           COM                 058498106                           20        550
BALL CORP                           COM                 058498106                           29        800
BALL CORP                           COM                 058498106                           32        890
BALL CORP                           COM                 058498106                           35        960
BALL CORP                           COM                 058498106                           50      1,400
BALL CORP                           COM                 058498106                           58      1,600
BALL CORP                           COM                 058498106                           59      1,652
BALL CORP                           COM                 058498106                          133      3,700
BALL CORP                           COM                 058498106                          135      3,748
BALL CORP                           COM                 058498106                          144      4,000
BALL CORP                           COM                 058498106                          400     11,120
BALL CORP                           COM                 058498106                          561     15,600
BANK OF AMERICA CORPORATION         COM                 060505104                           60      1,306
BANK OF AMERICA CORPORATION         COM                 060505104                           73      1,600
BANK OF AMERICA CORPORATION         COM                 060505104                          123      2,690
BANK OF AMERICA CORPORATION         COM                 060505104                          137      3,000
BANK OF AMERICA CORPORATION         COM                 060505104                          176      3,850
BANK OF AMERICA CORPORATION         COM                 060505104                          182      4,000
BANK OF AMERICA CORPORATION         COM                 060505104                          188      4,113
BANK OF AMERICA CORPORATION         COM                 060505104                          236      5,170
BANK OF AMERICA CORPORATION         COM                 060505104                          333      7,296
BANK OF AMERICA CORPORATION         COM                 060505104                          401      8,800
BANK OF AMERICA CORPORATION         COM                 060505104                          420      9,200
BANK OF AMERICA CORPORATION         COM                 060505104                          513     11,250
BANK OF AMERICA CORPORATION         COM                 060505104                          524     11,480
BANK OF AMERICA CORPORATION         COM                 060505104                          566     12,400
BANK OF AMERICA CORPORATION         COM                 060505104                          582     12,756
BANK OF AMERICA CORPORATION         COM                 060505104                          817     17,914
BANK OF AMERICA CORPORATION         COM                 060505104                          955     20,943
BANK OF AMERICA CORPORATION         COM                 060505104                        1,065     23,346
BANK OF AMERICA CORPORATION         COM                 060505104                        1,122     24,610
BANK OF AMERICA CORPORATION         COM                 060505104                        1,195     26,200
BANK OF AMERICA CORPORATION         COM                 060505104                        1,325     29,046
BANK OF AMERICA CORPORATION         COM                 060505104                        1,508     33,052
BANK OF AMERICA CORPORATION         COM                 060505104                        1,550     33,984
BANK OF AMERICA CORPORATION         COM                 060505104                        1,743     38,214
BANK OF AMERICA CORPORATION         COM                 060505104                        1,847     40,500
BANK OF AMERICA CORPORATION         COM                 060505104                        2,760     60,520
BANK OF AMERICA CORPORATION         COM                 060505104                        2,805     61,492
BANK OF AMERICA CORPORATION         COM                 060505104                        3,295     72,250
BANK OF AMERICA CORPORATION         COM                 060505104                        4,101     89,921
BANK OF AMERICA CORPORATION         COM                 060505104                        4,207     92,235
BANK OF AMERICA CORPORATION         COM                 060505104                        4,805    105,346
BANK OF AMERICA CORPORATION         COM                 060505104                        6,591    144,509
BANK OF AMERICA CORPORATION         COM                 060505104                        6,750    148,000
BANK OF AMERICA CORPORATION         COM                 060505104                       13,608    298,359
BANK OF AMERICA CORPORATION         COM                 060505104                       14,648    321,165
BANK OF AMERICA CORPORATION         COM                 060505104                       17,722    388,556
BANK MONTREAL QUE                   COM                 063671101                          149      3,200
BANK MONTREAL QUE                   COM                 063671101                        7,599    163,307
BANK NEW YORK INC                   COM                 064057102                            7        230
BANK NEW YORK INC                   COM                 064057102                           17        600
BANK NEW YORK INC                   COM                 064057102                           22        770
BANK NEW YORK INC                   COM                 064057102                           25        870
BANK NEW YORK INC                   COM                 064057102                           27        950
BANK NEW YORK INC                   COM                 064057102                           32      1,125
BANK NEW YORK INC                   COM                 064057102                           72      2,500
BANK NEW YORK INC                   COM                 064057102                           75      2,605
BANK NEW YORK INC                   COM                 064057102                           78      2,720
BANK NEW YORK INC                   COM                 064057102                           86      3,000
BANK NEW YORK INC                   COM                 064057102                          146      5,060
BANK NEW YORK INC                   COM                 064057102                          151      5,235
BANK NEW YORK INC                   COM                 064057102                          162      5,636
BANK NEW YORK INC                   COM                 064057102                          164      5,713
BANK NEW YORK INC                   COM                 064057102                          186      6,460
BANK NEW YORK INC                   COM                 064057102                          214      7,448
BANK NEW YORK INC                   COM                 064057102                          227      7,875
BANK NEW YORK INC                   COM                 064057102                          245      8,510
BANK NEW YORK INC                   COM                 064057102                          256      8,900
BANK NEW YORK INC                   COM                 064057102                          328     11,402
BANK NEW YORK INC                   COM                 064057102                          342     11,894
BANK NEW YORK INC                   COM                 064057102                          351     12,193
BANK NEW YORK INC                   COM                 064057102                          503     17,465
BANK NEW YORK INC                   COM                 064057102                          791     27,500
BANK NEW YORK INC                   COM                 064057102                        1,182     41,078
BANK NEW YORK INC                   COM                 064057102                        1,651     57,382
BANK NEW YORK INC                   COM                 064057102                        2,061     71,620
BANK NOVA SCOTIA HALIFAX            COM                 064149107                           23        700
BANK NOVA SCOTIA HALIFAX            COM                 064149107                        7,374    221,761
BARD C R INC                        COM                 067383109                            3         49
BARD C R INC                        COM                 067383109                           27        400
BARD C R INC                        COM                 067383109                           47        700
BARD C R INC                        COM                 067383109                           50        750
BARD C R INC                        COM                 067383109                           61        920
BARD C R INC                        COM                 067383109                           62        930
BARD C R INC                        COM                 067383109                           67      1,000
BARD C R INC                        COM                 067383109                           80      1,200
BARD C R INC                        COM                 067383109                          101      1,514
BARD C R INC                        COM                 067383109                          106      1,600
BARD C R INC                        COM                 067383109                          165      2,486
BARD C R INC                        COM                 067383109                          216      3,248
BARD C R INC                        COM                 067383109                          233      3,500
BARD C R INC                        COM                 067383109                          713     10,720
BARRICK GOLD CORP                   COM                 067901108                            3        127
BARRICK GOLD CORP                   COM                 067901108                           20        800
BARRICK GOLD CORP                   COM                 067901108                           50      2,000
BARRICK GOLD CORP                   COM                 067901108                           58      2,300
BARRICK GOLD CORP                   COM                 067901108                           75      3,000
BARRICK GOLD CORP                   COM                 067901108                           83      3,320
BARRICK GOLD CORP                   COM                 067901108                          117      4,676
BARRICK GOLD CORP                   COM                 067901108                          145      5,800
BARRICK GOLD CORP                   COM                 067901108                          488     19,500
BARRICK GOLD CORP                   COM                 067901108                          763     30,471
BARRICK GOLD CORP                   COM                 067901108                        1,772     70,782
BARRICK GOLD CORP                   COM                 067901108                        2,435     97,300
BARRICK GOLD CORP                   COM                 067901108                        4,513    180,320
BARR PHARMACEUTICALS INC            COM                 068306109                           11        225
BARR PHARMACEUTICALS INC            COM                 068306109                           39        810
BARR PHARMACEUTICALS INC            COM                 068306109                           44        900
BARR PHARMACEUTICALS INC            COM                 068306109                           49      1,000
BARR PHARMACEUTICALS INC            COM                 068306109                           49      1,000
BARR PHARMACEUTICALS INC            COM                 068306109                           88      1,800
BARR PHARMACEUTICALS INC            COM                 068306109                          127      2,600
BARR PHARMACEUTICALS INC            COM                 068306109                          151      3,100
BARR PHARMACEUTICALS INC            COM                 068306109                          385      7,890
BARR PHARMACEUTICALS INC            COM                 068306109                        1,510     30,975
BARR PHARMACEUTICALS INC            COM                 068306109                        1,747     35,840
BARR PHARMACEUTICALS INC            COM                 068306109                        4,259     87,375
BAUSCH & LOMB INC                   COM                 071707103                            3         36
BAUSCH & LOMB INC                   COM                 071707103                            9        106
BAUSCH & LOMB INC                   COM                 071707103                           24        285
BAUSCH & LOMB INC                   COM                 071707103                           29        345
BAUSCH & LOMB INC                   COM                 071707103                           32        390
BAUSCH & LOMB INC                   COM                 071707103                           35        420
BAUSCH & LOMB INC                   COM                 071707103                           50        600
BAUSCH & LOMB INC                   COM                 071707103                           55        660
BAUSCH & LOMB INC                   COM                 071707103                           66        800
BAUSCH & LOMB INC                   COM                 071707103                          149      1,800
BAUSCH & LOMB INC                   COM                 071707103                          360      4,340
BAUSCH & LOMB INC                   COM                 071707103                          399      4,808
BAUSCH & LOMB INC                   COM                 071707103                        2,241     27,000
BAXTER INTL INC                     COM                 071813109                            2         50
BAXTER INTL INC                     COM                 071813109                           15        400
BAXTER INTL INC                     COM                 071813109                           16        440
BAXTER INTL INC                     COM                 071813109                           21        570
BAXTER INTL INC                     COM                 071813109                           24        650
BAXTER INTL INC                     COM                 071813109                           37      1,000
BAXTER INTL INC                     COM                 071813109                           69      1,864
BAXTER INTL INC                     COM                 071813109                           70      1,900
BAXTER INTL INC                     COM                 071813109                           77      2,080
BAXTER INTL INC                     COM                 071813109                          124      3,350
BAXTER INTL INC                     COM                 071813109                          164      4,425
BAXTER INTL INC                     COM                 071813109                          188      5,070
BAXTER INTL INC                     COM                 071813109                          221      5,949
BAXTER INTL INC                     COM                 071813109                          242      6,516
BAXTER INTL INC                     COM                 071813109                          252      6,800
BAXTER INTL INC                     COM                 071813109                          297      8,018
BAXTER INTL INC                     COM                 071813109                          298      8,040
BAXTER INTL INC                     COM                 071813109                          301      8,107
BAXTER INTL INC                     COM                 071813109                          307      8,277
BAXTER INTL INC                     COM                 071813109                          307      8,280
BAXTER INTL INC                     COM                 071813109                          351      9,455
BAXTER INTL INC                     COM                 071813109                          449     12,100
BAXTER INTL INC                     COM                 071813109                          551     14,842
BAXTER INTL INC                     COM                 071813109                          647     17,450
BAXTER INTL INC                     COM                 071813109                          876     23,600
BAXTER INTL INC                     COM                 071813109                        1,395     37,606
BAXTER INTL INC                     COM                 071813109                        2,003     54,000
BAXTER INTL INC                     COM                 071813109                        2,141     57,720
BAXTER INTL INC                     COM                 071813109                        2,824     76,120
BEA SYS INC                         COM                 073325102                            9        980
BEA SYS INC                         COM                 073325102                           41      4,700
BEA SYS INC                         COM                 073325102                           51      5,800
BEA SYS INC                         COM                 073325102                           57      6,474
BEA SYS INC                         COM                 073325102                          119     13,500
BEA SYS INC                         COM                 073325102                          304     34,650
BEAR STEARNS COS INC                COM                 073902108                           21        200
BEAR STEARNS COS INC                COM                 073902108                           62        600
BEAR STEARNS COS INC                COM                 073902108                           62        600
BEAR STEARNS COS INC                COM                 073902108                           62        600
BEAR STEARNS COS INC                COM                 073902108                           85        815
BEAR STEARNS COS INC                COM                 073902108                           96        920
BEAR STEARNS COS INC                COM                 073902108                          115      1,103
BEAR STEARNS COS INC                COM                 073902108                          125      1,200
BEAR STEARNS COS INC                COM                 073902108                          166      1,600
BEAR STEARNS COS INC                COM                 073902108                          177      1,703
BEAR STEARNS COS INC                COM                 073902108                          249      2,397
BEAR STEARNS COS INC                COM                 073902108                          249      2,400
BEAR STEARNS COS INC                COM                 073902108                          468      4,500
BEAR STEARNS COS INC                COM                 073902108                        1,037      9,980
BEAR STEARNS COS INC                COM                 073902108                        2,191     21,084
BECKMAN COULTER INC                 COM                 075811109                           13        200
BECKMAN COULTER INC                 COM                 075811109                           44        700
BECKMAN COULTER INC                 COM                 075811109                           61        954
BECKMAN COULTER INC                 COM                 075811109                          127      2,000
BECKMAN COULTER INC                 COM                 075811109                          394      6,200
BECTON DICKINSON & CO               COM                 075887109                            3         60
BECTON DICKINSON & CO               COM                 075887109                           29        550
BECTON DICKINSON & CO               COM                 075887109                           52      1,000
BECTON DICKINSON & CO               COM                 075887109                           63      1,200
BECTON DICKINSON & CO               COM                 075887109                           68      1,300
BECTON DICKINSON & CO               COM                 075887109                           79      1,500
BECTON DICKINSON & CO               COM                 075887109                           93      1,768
BECTON DICKINSON & CO               COM                 075887109                          109      2,080
BECTON DICKINSON & CO               COM                 075887109                          128      2,443
BECTON DICKINSON & CO               COM                 075887109                          136      2,600
BECTON DICKINSON & CO               COM                 075887109                          168      3,200
BECTON DICKINSON & CO               COM                 075887109                          189      3,596
BECTON DICKINSON & CO               COM                 075887109                          205      3,911
BECTON DICKINSON & CO               COM                 075887109                          217      4,137
BECTON DICKINSON & CO               COM                 075887109                          317      6,034
BECTON DICKINSON & CO               COM                 075887109                          346      6,595
BECTON DICKINSON & CO               COM                 075887109                          430      8,200
BECTON DICKINSON & CO               COM                 075887109                          525     10,000
BECTON DICKINSON & CO               COM                 075887109                        1,253     23,880
BED BATH & BEYOND INC               COM                 075896100                            8        200
BED BATH & BEYOND INC               COM                 075896100                           13        307
BED BATH & BEYOND INC               COM                 075896100                           19        450
BED BATH & BEYOND INC               COM                 075896100                           27        650
BED BATH & BEYOND INC               COM                 075896100                           58      1,400
BED BATH & BEYOND INC               COM                 075896100                           63      1,500
BED BATH & BEYOND INC               COM                 075896100                           88      2,100
BED BATH & BEYOND INC               COM                 075896100                           90      2,152
BED BATH & BEYOND INC               COM                 075896100                          104      2,481
BED BATH & BEYOND INC               COM                 075896100                          121      2,904
BED BATH & BEYOND INC               COM                 075896100                          138      3,294
BED BATH & BEYOND INC               COM                 075896100                          180      4,305
BED BATH & BEYOND INC               COM                 075896100                          184      4,400
BED BATH & BEYOND INC               COM                 075896100                          189      4,518
BED BATH & BEYOND INC               COM                 075896100                          340      8,140
BED BATH & BEYOND INC               COM                 075896100                          423     10,119
BED BATH & BEYOND INC               COM                 075896100                          489     11,698
BED BATH & BEYOND INC               COM                 075896100                        1,165     27,880
BED BATH & BEYOND INC               COM                 075896100                        6,125    146,602
BELDEN CDT INC                      COM                 077454106                          217     10,231
BELLSOUTH CORP                      COM                 079860102                            9        349
BELLSOUTH CORP                      COM                 079860102                           24        900
BELLSOUTH CORP                      COM                 079860102                           27      1,000
BELLSOUTH CORP                      COM                 079860102                           38      1,420
BELLSOUTH CORP                      COM                 079860102                           40      1,500
BELLSOUTH CORP                      COM                 079860102                           44      1,650
BELLSOUTH CORP                      COM                 079860102                           48      1,800
BELLSOUTH CORP                      COM                 079860102                           63      2,365
BELLSOUTH CORP                      COM                 079860102                          130      4,900
BELLSOUTH CORP                      COM                 079860102                          136      5,110
BELLSOUTH CORP                      COM                 079860102                          142      5,350
BELLSOUTH CORP                      COM                 079860102                          173      6,520
BELLSOUTH CORP                      COM                 079860102                          192      7,220
BELLSOUTH CORP                      COM                 079860102                          356     13,380
BELLSOUTH CORP                      COM                 079860102                          382     14,390
BELLSOUTH CORP                      COM                 079860102                          410     15,440
BELLSOUTH CORP                      COM                 079860102                          446     16,800
BELLSOUTH CORP                      COM                 079860102                          462     17,377
BELLSOUTH CORP                      COM                 079860102                          566     21,300
BELLSOUTH CORP                      COM                 079860102                          573     21,565
BELLSOUTH CORP                      COM                 079860102                          746     28,062
BELLSOUTH CORP                      COM                 079860102                          767     28,856
BELLSOUTH CORP                      COM                 079860102                        1,101     41,436
BELLSOUTH CORP                      COM                 079860102                        1,154     43,446
BELLSOUTH CORP                      COM                 079860102                        1,620     60,954
BELLSOUTH CORP                      COM                 079860102                        1,793     67,500
BELLSOUTH CORP                      COM                 079860102                        4,674    175,920
BEMIS INC                           COM                 081437105                           20        750
BEMIS INC                           COM                 081437105                           23        850
BEMIS INC                           COM                 081437105                           32      1,200
BEMIS INC                           COM                 081437105                           32      1,214
BEMIS INC                           COM                 081437105                           42      1,600
BEMIS INC                           COM                 081437105                           93      3,500
BEMIS INC                           COM                 081437105                          227      8,540
BERKLEY W R CORP                    COM                 084423102                           54      1,500
BERKLEY W R CORP                    COM                 084423102                          136      3,800
BERKLEY W R CORP                    COM                 084423102                          150      4,200
BERKLEY W R CORP                    COM                 084423102                          169      4,740
BERKLEY W R CORP                    COM                 084423102                          443     12,420
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                           84          1
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                           84          1
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          167          2
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          167          2
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          167          2
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          251          3
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          251          3
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          251          3
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          251          3
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          418          5
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          418          5
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          585          7
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                          835         10
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                        1,002         12
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                        1,086         13
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                        1,420         17
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                        1,670         20
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                        2,839         34
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                        7,515         90
BERKSHIRE HATHAWAY INC DEL          CL A                084670108                        7,766         93
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                           17          6
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                           28         10
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                           39         14
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                          156         56
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                          195         70
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                          206         74
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                          220         79
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                          273         98
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                          390        140
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                          462        166
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                          701        252
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                          796        286
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                          985        354
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                        1,133        407
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                        1,612        579
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                        3,504      1,259
BERKSHIRE HATHAWAY INC DEL          CL B                084670207                        4,643      1,668
BEST BUY INC                        COM                 086516101                           14        200
BEST BUY INC                        COM                 086516101                           14        200
BEST BUY INC                        COM                 086516101                           20        290
BEST BUY INC                        COM                 086516101                           24        350
BEST BUY INC                        COM                 086516101                           51        750
BEST BUY INC                        COM                 086516101                           65        950
BEST BUY INC                        COM                 086516101                           71      1,040
BEST BUY INC                        COM                 086516101                          103      1,500
BEST BUY INC                        COM                 086516101                          103      1,500
BEST BUY INC                        COM                 086516101                          148      2,155
BEST BUY INC                        COM                 086516101                          171      2,488
BEST BUY INC                        COM                 086516101                          176      2,570
BEST BUY INC                        COM                 086516101                          197      2,869
BEST BUY INC                        COM                 086516101                          274      4,000
BEST BUY INC                        COM                 086516101                          306      4,462
BEST BUY INC                        COM                 086516101                          318      4,645
BEST BUY INC                        COM                 086516101                          523      7,628
BEST BUY INC                        COM                 086516101                          781     11,400
BEST BUY INC                        COM                 086516101                          946     13,805
BEST BUY INC                        COM                 086516101                        1,111     16,200
BEST BUY INC                        COM                 086516101                        1,662     24,242
BEST BUY INC                        COM                 086516101                        2,046     29,840
BHP BILLITON LTD                    SPONSORED ADR       088606108                           38      1,400
BHP BILLITON LTD                    SPONSORED ADR       088606108                          257      9,400
BIOMET INC                          COM                 090613100                            3         82
BIOMET INC                          COM                 090613100                           28        800
BIOMET INC                          COM                 090613100                           35      1,000
BIOMET INC                          COM                 090613100                           52      1,500
BIOMET INC                          COM                 090613100                           52      1,500
BIOMET INC                          COM                 090613100                           68      1,956
BIOMET INC                          COM                 090613100                           77      2,229
BIOMET INC                          COM                 090613100                           80      2,310
BIOMET INC                          COM                 090613100                          104      3,000
BIOMET INC                          COM                 090613100                          126      3,650
BIOMET INC                          COM                 090613100                          133      3,837
BIOMET INC                          COM                 090613100                          201      5,800
BIOMET INC                          COM                 090613100                          381     11,000
BIOMET INC                          COM                 090613100                          859     24,810
BLACK & DECKER CORP                 COM                 091797100                           11        125
BLACK & DECKER CORP                 COM                 091797100                           22        240
BLACK & DECKER CORP                 COM                 091797100                           51        573
BLACK & DECKER CORP                 COM                 091797100                           54        600
BLACK & DECKER CORP                 COM                 091797100                           66        730
BLACK & DECKER CORP                 COM                 091797100                           68        754
BLACK & DECKER CORP                 COM                 091797100                           90      1,000
BLACK & DECKER CORP                 COM                 091797100                           94      1,050
BLACK & DECKER CORP                 COM                 091797100                          100      1,114
BLACK & DECKER CORP                 COM                 091797100                          121      1,350
BLACK & DECKER CORP                 COM                 091797100                          162      1,800
BLACK & DECKER CORP                 COM                 091797100                          164      1,823
BLACK & DECKER CORP                 COM                 091797100                          228      2,536
BLACK & DECKER CORP                 COM                 091797100                          243      2,700
BLACK & DECKER CORP                 COM                 091797100                          616      6,860
BLACK & DECKER CORP                 COM                 091797100                        1,303     14,500
BLACK & DECKER CORP                 COM                 091797100                        1,661     18,489
BLACK & DECKER CORP                 COM                 091797100                        2,500     27,820
BLACK HILLS CORP                    COM                 092113109                          284      7,696
BLOCK H & R INC                     COM                 093671105                            6         97
BLOCK H & R INC                     COM                 093671105                           39        660
BLOCK H & R INC                     COM                 093671105                           64      1,100
BLOCK H & R INC                     COM                 093671105                           64      1,100
BLOCK H & R INC                     COM                 093671105                           66      1,136
BLOCK H & R INC                     COM                 093671105                           76      1,300
BLOCK H & R INC                     COM                 093671105                           87      1,496
BLOCK H & R INC                     COM                 093671105                           88      1,500
BLOCK H & R INC                     COM                 093671105                          117      2,000
BLOCK H & R INC                     COM                 093671105                          136      2,323
BLOCK H & R INC                     COM                 093671105                          155      2,657
BLOCK H & R INC                     COM                 093671105                          162      2,770
BLOCK H & R INC                     COM                 093671105                          240      4,117
BLOCK H & R INC                     COM                 093671105                          391      6,700
BLOCK H & R INC                     COM                 093671105                          805     13,800
BLOCK H & R INC                     COM                 093671105                          928     15,900
BLOCK H & R INC                     COM                 093671105                        1,406     24,103
BLOCK H & R INC                     COM                 093671105                        2,567     44,000
BOEING CO                           COM                 097023105                            6         93
BOEING CO                           COM                 097023105                           26        400
BOEING CO                           COM                 097023105                           33        500
BOEING CO                           COM                 097023105                           41        620
BOEING CO                           COM                 097023105                           46        700
BOEING CO                           COM                 097023105                           55        830
BOEING CO                           COM                 097023105                           70      1,063
BOEING CO                           COM                 097023105                          112      1,700
BOEING CO                           COM                 097023105                          152      2,300
BOEING CO                           COM                 097023105                          168      2,540
BOEING CO                           COM                 097023105                          209      3,168
BOEING CO                           COM                 097023105                          210      3,180
BOEING CO                           COM                 097023105                          211      3,200
BOEING CO                           COM                 097023105                          331      5,014
BOEING CO                           COM                 097023105                          392      5,944
BOEING CO                           COM                 097023105                          434      6,571
BOEING CO                           COM                 097023105                          458      6,940
BOEING CO                           COM                 097023105                          484      7,340
BOEING CO                           COM                 097023105                          493      7,465
BOEING CO                           COM                 097023105                          518      7,854
BOEING CO                           COM                 097023105                          523      7,920
BOEING CO                           COM                 097023105                          547      8,282
BOEING CO                           COM                 097023105                          637      9,650
BOEING CO                           COM                 097023105                          704     10,670
BOEING CO                           COM                 097023105                          750     11,358
BOEING CO                           COM                 097023105                          824     12,480
BOEING CO                           COM                 097023105                        1,271     19,265
BOEING CO                           COM                 097023105                        1,392     21,084
BOEING CO                           COM                 097023105                        2,006     30,400
BOEING CO                           COM                 097023105                        3,334     50,513
BOEING CO                           COM                 097023105                        3,986     60,400
BOEING CO                           COM                 097023105                        5,179     78,470
BONE CARE INTL INC                  COM                 098072101                        1,725     52,298
BORG WARNER INC                     COM                 099724106                          176      3,284
BORG WARNER INC                     COM                 099724106                          188      3,500
BOSTON PROPERTIES INC               COM                 101121101                            6         90
BOSTON PROPERTIES INC               COM                 101121101                           17        245
BOSTON PROPERTIES INC               COM                 101121101                          107      1,527
BOSTON PROPERTIES INC               COM                 101121101                          165      2,350
BOSTON PROPERTIES INC               COM                 101121101                          663      9,470
BOSTON SCIENTIFIC CORP              COM                 101137107                           11        400
BOSTON SCIENTIFIC CORP              COM                 101137107                           11        420
BOSTON SCIENTIFIC CORP              COM                 101137107                           16        580
BOSTON SCIENTIFIC CORP              COM                 101137107                           16        600
BOSTON SCIENTIFIC CORP              COM                 101137107                           18        650
BOSTON SCIENTIFIC CORP              COM                 101137107                           51      1,900
BOSTON SCIENTIFIC CORP              COM                 101137107                           56      2,080
BOSTON SCIENTIFIC CORP              COM                 101137107                           70      2,600
BOSTON SCIENTIFIC CORP              COM                 101137107                           79      2,925
BOSTON SCIENTIFIC CORP              COM                 101137107                          138      5,115
BOSTON SCIENTIFIC CORP              COM                 101137107                          145      5,372
BOSTON SCIENTIFIC CORP              COM                 101137107                          169      6,260
BOSTON SCIENTIFIC CORP              COM                 101137107                          176      6,520
BOSTON SCIENTIFIC CORP              COM                 101137107                          194      7,192
BOSTON SCIENTIFIC CORP              COM                 101137107                          194      7,200
BOSTON SCIENTIFIC CORP              COM                 101137107                          227      8,390
BOSTON SCIENTIFIC CORP              COM                 101137107                          230      8,531
BOSTON SCIENTIFIC CORP              COM                 101137107                          307     11,368
BOSTON SCIENTIFIC CORP              COM                 101137107                          378     14,000
BOSTON SCIENTIFIC CORP              COM                 101137107                          472     17,482
BOSTON SCIENTIFIC CORP              COM                 101137107                          597     22,100
BOSTON SCIENTIFIC CORP              COM                 101137107                          788     29,197
BOSTON SCIENTIFIC CORP              COM                 101137107                        1,245     46,121
BOSTON SCIENTIFIC CORP              COM                 101137107                        1,552     57,490
BOWATER INC                         COM                 102183100                            3         85
BOWATER INC                         COM                 102183100                            4        132
BOWATER INC                         COM                 102183100                            7        222
BOWATER INC                         COM                 102183100                           21        650
BOWATER INC                         COM                 102183100                           48      1,488
BOWATER INC                         COM                 102183100                           58      1,800
BOWATER INC                         COM                 102183100                          140      4,340
BRASKEM S A                         SP ADR PFD A        105532105                          403     24,000
BRINKER INTL INC                    COM                 109641100                            5        114
BRINKER INTL INC                    COM                 109641100                           40      1,000
BRINKER INTL INC                    COM                 109641100                          120      3,000
BRINKER INTL INC                    COM                 109641100                          192      4,800
BRINKER INTL INC                    COM                 109641100                          338      8,440
BRISTOL MYERS SQUIBB CO             COM                 110122108                           11        460
BRISTOL MYERS SQUIBB CO             COM                 110122108                           22        900
BRISTOL MYERS SQUIBB CO             COM                 110122108                           25      1,000
BRISTOL MYERS SQUIBB CO             COM                 110122108                           27      1,100
BRISTOL MYERS SQUIBB CO             COM                 110122108                           37      1,470
BRISTOL MYERS SQUIBB CO             COM                 110122108                           42      1,700
BRISTOL MYERS SQUIBB CO             COM                 110122108                           87      3,500
BRISTOL MYERS SQUIBB CO             COM                 110122108                          131      5,250
BRISTOL MYERS SQUIBB CO             COM                 110122108                          143      5,710
BRISTOL MYERS SQUIBB CO             COM                 110122108                          143      5,742
BRISTOL MYERS SQUIBB CO             COM                 110122108                          186      7,430
BRISTOL MYERS SQUIBB CO             COM                 110122108                          217      8,700
BRISTOL MYERS SQUIBB CO             COM                 110122108                          220      8,820
BRISTOL MYERS SQUIBB CO             COM                 110122108                          350     14,025
BRISTOL MYERS SQUIBB CO             COM                 110122108                          400     16,000
BRISTOL MYERS SQUIBB CO             COM                 110122108                          409     16,390
BRISTOL MYERS SQUIBB CO             COM                 110122108                          423     16,930
BRISTOL MYERS SQUIBB CO             COM                 110122108                          462     18,509
BRISTOL MYERS SQUIBB CO             COM                 110122108                          560     22,400
BRISTOL MYERS SQUIBB CO             COM                 110122108                          642     25,708
BRISTOL MYERS SQUIBB CO             COM                 110122108                          652     26,120
BRISTOL MYERS SQUIBB CO             COM                 110122108                          744     29,779
BRISTOL MYERS SQUIBB CO             COM                 110122108                          748     29,949
BRISTOL MYERS SQUIBB CO             COM                 110122108                          794     31,780
BRISTOL MYERS SQUIBB CO             COM                 110122108                          823     32,933
BRISTOL MYERS SQUIBB CO             COM                 110122108                          830     33,220
BRISTOL MYERS SQUIBB CO             COM                 110122108                          950     38,033
BRISTOL MYERS SQUIBB CO             COM                 110122108                        1,082     43,329
BRISTOL MYERS SQUIBB CO             COM                 110122108                        1,771     70,900
BRISTOL MYERS SQUIBB CO             COM                 110122108                        4,581    183,370
BRISTOL MYERS SQUIBB CO             COM                 110122108                        5,646    226,005
BRISTOL MYERS SQUIBB CO             COM                 110122108                       19,333    773,926
BRISTOL MYERS SQUIBB CO             COM                 110122108                       67,321  2,695,000
BROADCOM CORP                       CL A                111320107                            6        170
BROADCOM CORP                       CL A                111320107                            7        200
BROADCOM CORP                       CL A                111320107                           10        290
BROADCOM CORP                       CL A                111320107                           16        450
BROADCOM CORP                       CL A                111320107                           36      1,000
BROADCOM CORP                       CL A                111320107                           39      1,100
BROADCOM CORP                       CL A                111320107                           46      1,300
BROADCOM CORP                       CL A                111320107                           71      2,000
BROADCOM CORP                       CL A                111320107                           71      2,000
BROADCOM CORP                       CL A                111320107                           75      2,098
BROADCOM CORP                       CL A                111320107                           87      2,450
BROADCOM CORP                       CL A                111320107                           98      2,747
BROADCOM CORP                       CL A                111320107                          103      2,890
BROADCOM CORP                       CL A                111320107                          127      3,571
BROADCOM CORP                       CL A                111320107                          133      3,750
BROADCOM CORP                       CL A                111320107                          165      4,654
BROADCOM CORP                       CL A                111320107                          167      4,696
BROADCOM CORP                       CL A                111320107                          282      7,923
BROADCOM CORP                       CL A                111320107                          359     10,110
BROADCOM CORP                       CL A                111320107                          400     11,252
BROADCOM CORP                       CL A                111320107                          939     26,430
BROADCOM CORP                       CL A                111320107                        1,189     33,460
BROCADE COMMUNICATIONS SYS I        COM                 111621108                           21      5,500
BROCADE COMMUNICATIONS SYS I        COM                 111621108                           21      5,500
BROWN & BROWN INC                   COM                 115236101                           36        800
BROWN & BROWN INC                   COM                 115236101                          103      2,300
BROWN & BROWN INC                   COM                 115236101                          270      6,000
BROWN FORMAN CORP                   CL B                115637209                           39        650
BROWN FORMAN CORP                   CL B                115637209                           46        760
BROWN FORMAN CORP                   CL B                115637209                           48        798
BROWN FORMAN CORP                   CL B                115637209                           85      1,400
BROWN FORMAN CORP                   CL B                115637209                           97      1,600
BROWN FORMAN CORP                   CL B                115637209                          284      4,700
BROWN FORMAN CORP                   CL B                115637209                          290      4,790
BRUNSWICK CORP                      COM                 117043109                           29        680
BRUNSWICK CORP                      COM                 117043109                           33        760
BRUNSWICK CORP                      COM                 117043109                           36        830
BRUNSWICK CORP                      COM                 117043109                           48      1,100
BRUNSWICK CORP                      COM                 117043109                           48      1,100
BRUNSWICK CORP                      COM                 117043109                           62      1,424
BRUNSWICK CORP                      COM                 117043109                           74      1,700
BRUNSWICK CORP                      COM                 117043109                          103      2,376
BRUNSWICK CORP                      COM                 117043109                          139      3,200
BRUNSWICK CORP                      COM                 117043109                          360      8,300
BURLINGTON RES INC                  COM                 122014103                            5         82
BURLINGTON RES INC                  COM                 122014103                           17        300
BURLINGTON RES INC                  COM                 122014103                           22        400
BURLINGTON RES INC                  COM                 122014103                           25        450
BURLINGTON RES INC                  COM                 122014103                           33        600
BURLINGTON RES INC                  COM                 122014103                           72      1,300
BURLINGTON RES INC                  COM                 122014103                           80      1,450
BURLINGTON RES INC                  COM                 122014103                          151      2,740
BURLINGTON RES INC                  COM                 122014103                          178      3,220
BURLINGTON RES INC                  COM                 122014103                          206      3,736
BURLINGTON RES INC                  COM                 122014103                          243      4,400
BURLINGTON RES INC                  COM                 122014103                          321      5,808
BURLINGTON RES INC                  COM                 122014103                          337      6,100
BURLINGTON RES INC                  COM                 122014103                          363      6,570
BURLINGTON RES INC                  COM                 122014103                          400      7,250
BURLINGTON RES INC                  COM                 122014103                          436      7,884
BURLINGTON RES INC                  COM                 122014103                          493      8,930
BURLINGTON RES INC                  COM                 122014103                          762     13,800
BURLINGTON RES INC                  COM                 122014103                          872     15,777
BURLINGTON RES INC                  COM                 122014103                        2,024     36,640
BURLINGTON RES INC                  COM                 122014103                        2,553     46,212
BURLINGTON RES INC                  COM                 122014103                        4,845     87,700
CAE INC                             COM                 124765108                        2,000    372,465
CIGNA CORP                          COM                 125509109                           19        180
CIGNA CORP                          COM                 125509109                           32        300
CIGNA CORP                          COM                 125509109                           75        700
CIGNA CORP                          COM                 125509109                           75        700
CIGNA CORP                          COM                 125509109                           95        886
CIGNA CORP                          COM                 125509109                           99        921
CIGNA CORP                          COM                 125509109                          127      1,184
CIGNA CORP                          COM                 125509109                          127      1,190
CIGNA CORP                          COM                 125509109                          172      1,611
CIGNA CORP                          COM                 125509109                          209      1,950
CIGNA CORP                          COM                 125509109                          217      2,030
CIGNA CORP                          COM                 125509109                          235      2,193
CIGNA CORP                          COM                 125509109                          416      3,884
CIGNA CORP                          COM                 125509109                          567      5,300
CIGNA CORP                          COM                 125509109                        1,106     10,333
CIGNA CORP                          COM                 125509109                        1,315     12,290
CIGNA CORP                          COM                 125509109                        4,915     45,920
CIT GROUP INC                       COM                 125581108                           42        966
CIT GROUP INC                       COM                 125581108                           47      1,100
CIT GROUP INC                       COM                 125581108                           47      1,100
CIT GROUP INC                       COM                 125581108                           60      1,404
CIT GROUP INC                       COM                 125581108                           64      1,490
CIT GROUP INC                       COM                 125581108                           76      1,770
CIT GROUP INC                       COM                 125581108                           82      1,900
CIT GROUP INC                       COM                 125581108                          103      2,400
CIT GROUP INC                       COM                 125581108                          107      2,500
CIT GROUP INC                       COM                 125581108                          129      3,000
CIT GROUP INC                       COM                 125581108                          147      3,428
CIT GROUP INC                       COM                 125581108                          215      5,000
CIT GROUP INC                       COM                 125581108                          305      7,100
CIT GROUP INC                       COM                 125581108                          829     19,290
CIT GROUP INC                       COM                 125581108                        1,196     27,832
CMGI INC                            COM                 125750109                            0         20
CMGI INC                            COM                 125750109                            0        100
CMGI INC                            COM                 125750109                            2        800
CMGI INC                            COM                 125750109                            2      1,240
CMGI INC                            COM                 125750109                           11      5,597
CMGI INC                            COM                 125750109                           48     25,420
CMGI INC                            COM                 125750109                          125     66,300
CMS ENERGY CORP                     COM                 125896100                           20      1,320
CMS ENERGY CORP                     COM                 125896100                           23      1,500
CMS ENERGY CORP                     COM                 125896100                           28      1,840
CMS ENERGY CORP                     COM                 125896100                           50      3,300
CMS ENERGY CORP                     COM                 125896100                           51      3,400
CSK AUTO CORP                       COM                 125965103                            4        239
CSK AUTO CORP                       COM                 125965103                          484     29,045
CSX CORP                            COM                 126408103                            2         40
CSX CORP                            COM                 126408103                           23        530
CSX CORP                            COM                 126408103                           31        727
CSX CORP                            COM                 126408103                           32        750
CSX CORP                            COM                 126408103                           51      1,200
CSX CORP                            COM                 126408103                           60      1,400
CSX CORP                            COM                 126408103                           64      1,500
CSX CORP                            COM                 126408103                           67      1,572
CSX CORP                            COM                 126408103                           79      1,846
CSX CORP                            COM                 126408103                           81      1,900
CSX CORP                            COM                 126408103                           85      2,000
CSX CORP                            COM                 126408103                          111      2,600
CSX CORP                            COM                 126408103                          130      3,050
CSX CORP                            COM                 126408103                          145      3,400
CSX CORP                            COM                 126408103                          163      3,831
CSX CORP                            COM                 126408103                          219      5,130
CSX CORP                            COM                 126408103                          292      6,850
CSX CORP                            COM                 126408103                          380      8,900
CSX CORP                            COM                 126408103                          396      9,280
CSX CORP                            COM                 126408103                          979     22,960
CUNO INC                            COM                 126583103                          450      6,300
CUNO INC                            COM                 126583103                          701      9,806
CVS CORP                            COM                 126650100                           17        600
CVS CORP                            COM                 126650100                           22        760
CVS CORP                            COM                 126650100                           23        800
CVS CORP                            COM                 126650100                           28        950
CVS CORP                            COM                 126650100                           33      1,136
CVS CORP                            COM                 126650100                           67      2,310
CVS CORP                            COM                 126650100                           76      2,600
CVS CORP                            COM                 126650100                           84      2,900
CVS CORP                            COM                 126650100                          151      5,200
CVS CORP                            COM                 126650100                          168      5,780
CVS CORP                            COM                 126650100                          174      5,998
CVS CORP                            COM                 126650100                          186      6,400
CVS CORP                            COM                 126650100                          195      6,720
CVS CORP                            COM                 126650100                          221      7,600
CVS CORP                            COM                 126650100                          225      7,754
CVS CORP                            COM                 126650100                          262      9,000
CVS CORP                            COM                 126650100                          305     10,496
CVS CORP                            COM                 126650100                          355     12,220
CVS CORP                            COM                 126650100                          355     12,224
CVS CORP                            COM                 126650100                          360     12,372
CVS CORP                            COM                 126650100                          528     18,162
CVS CORP                            COM                 126650100                          826     28,400
CVS CORP                            COM                 126650100                          988     34,000
CVS CORP                            COM                 126650100                        1,055     36,282
CVS CORP                            COM                 126650100                        1,494     51,400
CVS CORP                            COM                 126650100                        2,142     73,680
CVS CORP                            COM                 126650100                        2,333     80,240
CVS CORP                            COM                 126650100                        2,512     86,400
CVS CORP                            COM                 126650100                        3,773    129,776
CVS CORP                            COM                 126650100                       17,978    618,455
CABOT CORP                          COM                 127055101                           69      2,100
CABOT CORP                          COM                 127055101                          212      6,420
CADENCE DESIGN SYSTEM INC           COM                 127387108                            2        135
CADENCE DESIGN SYSTEM INC           COM                 127387108                            6        430
CADENCE DESIGN SYSTEM INC           COM                 127387108                           42      3,100
CADENCE DESIGN SYSTEM INC           COM                 127387108                           55      4,000
CADENCE DESIGN SYSTEM INC           COM                 127387108                          123      9,000
CADENCE DESIGN SYSTEM INC           COM                 127387108                          378     27,660
CALPINE CORP                        COM                 131347106                           13      3,750
CALPINE CORP                        COM                 131347106                           14      4,220
CALPINE CORP                        COM                 131347106                           15      4,530
CALPINE CORP                        COM                 131347106                           21      6,140
CALPINE CORP                        COM                 131347106                           33      9,800
CALPINE CORP                        COM                 131347106                           66     19,285
CALPINE CORP                        COM                 131347106                          110     32,422
CAMPBELL SOUP CO                    COM                 134429109                           38      1,250
CAMPBELL SOUP CO                    COM                 134429109                           75      2,438
CAMPBELL SOUP CO                    COM                 134429109                           86      2,801
CAMPBELL SOUP CO                    COM                 134429109                           88      2,850
CAMPBELL SOUP CO                    COM                 134429109                          103      3,338
CAMPBELL SOUP CO                    COM                 134429109                          111      3,600
CAMPBELL SOUP CO                    COM                 134429109                          153      4,959
CAMPBELL SOUP CO                    COM                 134429109                          232      7,524
CAMPBELL SOUP CO                    COM                 134429109                          382     12,411
CAMPBELL SOUP CO                    COM                 134429109                          385     12,500
CAMPBELL SOUP CO                    COM                 134429109                          848     27,550
CAMPBELL SOUP CO                    COM                 134429109                        4,602    149,565
CDN IMPERIAL BK OF COMMERCE         COM                 136069101                           99      1,600
CDN IMPERIAL BK OF COMMERCE         COM                 136069101                          155      2,500
CDN IMPERIAL BK OF COMMERCE         COM                 136069101                        3,183     51,370
CANADIAN NATL RY CO                 COM                 136375102                           35        600
CANADIAN NATL RY CO                 COM                 136375102                          216      3,750
CANADIAN NATL RY CO                 COM                 136375102                        3,905     67,732
CANADIAN NAT RES LTD                COM                 136385101                          233      6,400
CANADIAN NAT RES LTD                COM                 136385101                        3,524     96,863
CANON INC                           ADR                 138006309                            5         89
CANON INC                           ADR                 138006309                           11        209
CANON INC                           ADR                 138006309                           26        500
CANON INC                           ADR                 138006309                           49        922
CANON INC                           ADR                 138006309                           89      1,700
CANON INC                           ADR                 138006309                          105      2,000
CANON INC                           ADR                 138006309                          266      5,059
CAREER EDUCATION CORP               COM                 141665109                            0         13
CAREER EDUCATION CORP               COM                 141665109                           44      1,200
CAREER EDUCATION CORP               COM                 141665109                           70      1,910
CAREER EDUCATION CORP               COM                 141665109                          124      3,400
CAREER EDUCATION CORP               COM                 141665109                          139      3,800
CAREER EDUCATION CORP               COM                 141665109                          355      9,690
CAREMARK RX INC                     COM                 141705103                           10        230
CAREMARK RX INC                     COM                 141705103                           13        300
CAREMARK RX INC                     COM                 141705103                           20        440
CAREMARK RX INC                     COM                 141705103                           22        500
CAREMARK RX INC                     COM                 141705103                           32        717
CAREMARK RX INC                     COM                 141705103                           40        900
CAREMARK RX INC                     COM                 141705103                           58      1,295
CAREMARK RX INC                     COM                 141705103                           62      1,400
CAREMARK RX INC                     COM                 141705103                           65      1,450
CAREMARK RX INC                     COM                 141705103                           73      1,630
CAREMARK RX INC                     COM                 141705103                           76      1,700
CAREMARK RX INC                     COM                 141705103                          147      3,300
CAREMARK RX INC                     COM                 141705103                          167      3,761
CAREMARK RX INC                     COM                 141705103                          169      3,790
CAREMARK RX INC                     COM                 141705103                          174      3,900
CAREMARK RX INC                     COM                 141705103                          184      4,135
CAREMARK RX INC                     COM                 141705103                          195      4,380
CAREMARK RX INC                     COM                 141705103                          196      4,400
CAREMARK RX INC                     COM                 141705103                          304      6,833
CAREMARK RX INC                     COM                 141705103                          308      6,910
CAREMARK RX INC                     COM                 141705103                          346      7,782
CAREMARK RX INC                     COM                 141705103                          535     12,008
CAREMARK RX INC                     COM                 141705103                          721     16,200
CAREMARK RX INC                     COM                 141705103                          734     16,487
CAREMARK RX INC                     COM                 141705103                          895     20,100
CAREMARK RX INC                     COM                 141705103                        1,235     27,732
CAREMARK RX INC                     COM                 141705103                        1,340     30,100
CAREMARK RX INC                     COM                 141705103                        1,855     41,660
CAREMARK RX INC                     COM                 141705103                        4,103     92,163
CARNIVAL CORP                       PAIRED CTF          143658300                           16        300
CARNIVAL CORP                       PAIRED CTF          143658300                           23        430
CARNIVAL CORP                       PAIRED CTF          143658300                           27        500
CARNIVAL CORP                       PAIRED CTF          143658300                           63      1,155
CARNIVAL CORP                       PAIRED CTF          143658300                           76      1,400
CARNIVAL CORP                       PAIRED CTF          143658300                           79      1,450
CARNIVAL CORP                       PAIRED CTF          143658300                           80      1,469
CARNIVAL CORP                       PAIRED CTF          143658300                           96      1,751
CARNIVAL CORP                       PAIRED CTF          143658300                          109      2,000
CARNIVAL CORP                       PAIRED CTF          143658300                          134      2,450
CARNIVAL CORP                       PAIRED CTF          143658300                          176      3,228
CARNIVAL CORP                       PAIRED CTF          143658300                          205      3,754
CARNIVAL CORP                       PAIRED CTF          143658300                          243      4,460
CARNIVAL CORP                       PAIRED CTF          143658300                          279      5,110
CARNIVAL CORP                       PAIRED CTF          143658300                          287      5,260
CARNIVAL CORP                       PAIRED CTF          143658300                          289      5,300
CARNIVAL CORP                       PAIRED CTF          143658300                          292      5,350
CARNIVAL CORP                       PAIRED CTF          143658300                          318      5,830
CARNIVAL CORP                       PAIRED CTF          143658300                          431      7,905
CARNIVAL CORP                       PAIRED CTF          143658300                          660     12,105
CARNIVAL CORP                       PAIRED CTF          143658300                          927     17,000
CARNIVAL CORP                       PAIRED CTF          143658300                        1,050     19,250
CARNIVAL CORP                       PAIRED CTF          143658300                        1,108     20,314
CARNIVAL CORP                       PAIRED CTF          143658300                        1,294     23,721
CARNIVAL CORP                       PAIRED CTF          143658300                        1,398     25,632
CARNIVAL CORP                       PAIRED CTF          143658300                        1,744     31,971
CARNIVAL CORP                       PAIRED CTF          143658300                        1,966     36,036
CARNIVAL CORP                       PAIRED CTF          143658300                        2,396     43,930
CARNIVAL CORP                       PAIRED CTF          143658300                        2,429     44,529
CARNIVAL CORP                       PAIRED CTF          143658300                        3,900     71,501
CARVER BANCORP INC                  COM                 146875109                          240     14,091
CATELLUS DEV CORP NEW               COM                 149113102                          292      8,900
CATERPILLAR INC DEL                 COM                 149123101                           16        165
CATERPILLAR INC DEL                 COM                 149123101                           19        200
CATERPILLAR INC DEL                 COM                 149123101                           29        300
CATERPILLAR INC DEL                 COM                 149123101                           33        350
CATERPILLAR INC DEL                 COM                 149123101                           75        790
CATERPILLAR INC DEL                 COM                 149123101                           81        845
CATERPILLAR INC DEL                 COM                 149123101                           86        900
CATERPILLAR INC DEL                 COM                 149123101                           91        953
CATERPILLAR INC DEL                 COM                 149123101                           98      1,030
CATERPILLAR INC DEL                 COM                 149123101                          100      1,050
CATERPILLAR INC DEL                 COM                 149123101                          112      1,180
CATERPILLAR INC DEL                 COM                 149123101                          149      1,560
CATERPILLAR INC DEL                 COM                 149123101                          189      1,980
CATERPILLAR INC DEL                 COM                 149123101                          233      2,445
CATERPILLAR INC DEL                 COM                 149123101                          273      2,860
CATERPILLAR INC DEL                 COM                 149123101                          318      3,338
CATERPILLAR INC DEL                 COM                 149123101                          350      3,670
CATERPILLAR INC DEL                 COM                 149123101                          372      3,900
CATERPILLAR INC DEL                 COM                 149123101                          414      4,340
CATERPILLAR INC DEL                 COM                 149123101                          505      5,295
CATERPILLAR INC DEL                 COM                 149123101                          536      5,619
CATERPILLAR INC DEL                 COM                 149123101                          618      6,485
CATERPILLAR INC DEL                 COM                 149123101                          720      7,554
CATERPILLAR INC DEL                 COM                 149123101                          756      7,936
CATERPILLAR INC DEL                 COM                 149123101                        1,001     10,500
CATERPILLAR INC DEL                 COM                 149123101                        1,046     10,978
CATERPILLAR INC DEL                 COM                 149123101                        1,163     12,200
CATERPILLAR INC DEL                 COM                 149123101                        1,329     13,941
CATERPILLAR INC DEL                 COM                 149123101                        1,372     14,391
CATERPILLAR INC DEL                 COM                 149123101                        1,987     20,848
CATERPILLAR INC DEL                 COM                 149123101                        3,084     32,360
CATERPILLAR INC DEL                 COM                 149123101                        3,254     34,136
CATHAY GENERAL BANCORP              COM                 149150104                            3         93
CATHAY GENERAL BANCORP              COM                 149150104                          242      7,212
CELGENE CORP                        COM                 151020104                           70      1,725
CELGENE CORP                        COM                 151020104                           81      2,000
CELGENE CORP                        COM                 151020104                          120      2,950
CELGENE CORP                        COM                 151020104                          289      7,100
CELGENE CORP                        COM                 151020104                          606     14,900
CEMEX S A                           SPON ADR 5 ORD      151290889                            2         40
CEMEX S A                           SPON ADR 5 ORD      151290889                            2         47
CEMEX S A                           SPON ADR 5 ORD      151290889                           15        357
CEMEX S A                           SPON ADR 5 ORD      151290889                           21        500
CEMEX S A                           SPON ADR 5 ORD      151290889                          286      6,753
CEMEX S A                           SPON ADR 5 ORD      151290889                          536     12,643
CEMEX S A                           SPON ADR 5 ORD      151290889                        1,065     25,100
CENDANT CORP                        COM                 151313103                           16        700
CENDANT CORP                        COM                 151313103                           23      1,040
CENDANT CORP                        COM                 151313103                           26      1,140
CENDANT CORP                        COM                 151313103                           28      1,250
CENDANT CORP                        COM                 151313103                           61      2,720
CENDANT CORP                        COM                 151313103                           77      3,450
CENDANT CORP                        COM                 151313103                           83      3,720
CENDANT CORP                        COM                 151313103                           98      4,400
CENDANT CORP                        COM                 151313103                          112      5,000
CENDANT CORP                        COM                 151313103                          171      7,655
CENDANT CORP                        COM                 151313103                          184      8,245
CENDANT CORP                        COM                 151313103                          196      8,750
CENDANT CORP                        COM                 151313103                          226     10,098
CENDANT CORP                        COM                 151313103                          359     16,053
CENDANT CORP                        COM                 151313103                          413     18,482
CENDANT CORP                        COM                 151313103                          540     24,138
CENDANT CORP                        COM                 151313103                          587     26,235
CENDANT CORP                        COM                 151313103                          717     32,031
CENDANT CORP                        COM                 151313103                          805     35,971
CENDANT CORP                        COM                 151313103                          839     37,500
CENDANT CORP                        COM                 151313103                        1,007     45,020
CENDANT CORP                        COM                 151313103                        1,077     48,140
CENDANT CORP                        COM                 151313103                        2,159     96,500
CENDANT CORP                        COM                 151313103                        3,255    145,502
CENDANT CORP                        COM                 151313103                        9,596    428,960
CENTERPOINT PPTYS TR                COM                 151895109                          212      5,000
CENTEX CORP                         COM                 152312104                            2         25
CENTEX CORP                         COM                 152312104                           21        300
CENTEX CORP                         COM                 152312104                           49        700
CENTEX CORP                         COM                 152312104                           57        800
CENTEX CORP                         COM                 152312104                           63        898
CENTEX CORP                         COM                 152312104                           64        900
CENTEX CORP                         COM                 152312104                           76      1,080
CENTEX CORP                         COM                 152312104                           79      1,114
CENTEX CORP                         COM                 152312104                          136      1,927
CENTEX CORP                         COM                 152312104                          141      2,000
CENTEX CORP                         COM                 152312104                          152      2,148
CENTEX CORP                         COM                 152312104                          238      3,373
CENTEX CORP                         COM                 152312104                          355      5,025
CENTEX CORP                         COM                 152312104                          375      5,300
CENTEX CORP                         COM                 152312104                          893     12,640
CENTEX CORP                         COM                 152312104                        1,491     21,091
CENTRAL FD CDA LTD                  CL A                153501101                          165     31,100
CENTURYTEL INC                      COM                 156700106                           12        352
CENTURYTEL INC                      COM                 156700106                           35      1,025
CENTURYTEL INC                      COM                 156700106                           37      1,070
CENTURYTEL INC                      COM                 156700106                           47      1,367
CENTURYTEL INC                      COM                 156700106                           48      1,400
CENTURYTEL INC                      COM                 156700106                           59      1,700
CENTURYTEL INC                      COM                 156700106                           69      2,000
CENTURYTEL INC                      COM                 156700106                          159      4,600
CENTURYTEL INC                      COM                 156700106                          506     14,610
CENTURYTEL INC                      COM                 156700106                        1,221     35,253
CENTURYTEL INC                      COM                 156700106                        6,233    180,000
CEPHALON INC                        COM                 156708109                           28        700
CEPHALON INC                        COM                 156708109                           60      1,500
CEPHALON INC                        COM                 156708109                           76      1,900
CEPHALON INC                        COM                 156708109                          232      5,840
CERIDIAN CORP NEW                   COM                 156779100                           33      1,700
CERIDIAN CORP NEW                   COM                 156779100                           95      4,900
CERIDIAN CORP NEW                   COM                 156779100                          279     14,320
CERTEGY INC                         COM                 156880106                           23        600
CERTEGY INC                         COM                 156880106                           38      1,000
CERTEGY INC                         COM                 156880106                           80      2,100
CERTEGY INC                         COM                 156880106                          224      5,870
CHESAPEAKE ENERGY CORP              COM                 165167107                            2        106
CHESAPEAKE ENERGY CORP              COM                 165167107                           78      3,400
CHESAPEAKE ENERGY CORP              COM                 165167107                          306     13,400
CHESAPEAKE ENERGY CORP              COM                 165167107                          625     27,400
CHEVRON CORP NEW                    COM                 166764100                           30        540
CHEVRON CORP NEW                    COM                 166764100                           38        688
CHEVRON CORP NEW                    COM                 166764100                           40        720
CHEVRON CORP NEW                    COM                 166764100                           50        900
CHEVRON CORP NEW                    COM                 166764100                           69      1,232
CHEVRON CORP NEW                    COM                 166764100                           78      1,400
CHEVRON CORP NEW                    COM                 166764100                           79      1,410
CHEVRON CORP NEW                    COM                 166764100                          109      1,950
CHEVRON CORP NEW                    COM                 166764100                          112      2,000
CHEVRON CORP NEW                    COM                 166764100                          142      2,534
CHEVRON CORP NEW                    COM                 166764100                          195      3,482
CHEVRON CORP NEW                    COM                 166764100                          218      3,890
CHEVRON CORP NEW                    COM                 166764100                          302      5,400
CHEVRON CORP NEW                    COM                 166764100                          326      5,835
CHEVRON CORP NEW                    COM                 166764100                          330      5,900
CHEVRON CORP NEW                    COM                 166764100                          358      6,400
CHEVRON CORP NEW                    COM                 166764100                          418      7,480
CHEVRON CORP NEW                    COM                 166764100                          509      9,100
CHEVRON CORP NEW                    COM                 166764100                          520      9,292
CHEVRON CORP NEW                    COM                 166764100                          731     13,080
CHEVRON CORP NEW                    COM                 166764100                          844     15,100
CHEVRON CORP NEW                    COM                 166764100                          988     17,660
CHEVRON CORP NEW                    COM                 166764100                        1,035     18,500
CHEVRON CORP NEW                    COM                 166764100                        1,114     19,914
CHEVRON CORP NEW                    COM                 166764100                        1,342     24,000
CHEVRON CORP NEW                    COM                 166764100                        1,376     24,600
CHEVRON CORP NEW                    COM                 166764100                        1,458     26,071
CHEVRON CORP NEW                    COM                 166764100                        1,773     31,706
CHEVRON CORP NEW                    COM                 166764100                        2,405     43,000
CHEVRON CORP NEW                    COM                 166764100                        2,629     47,020
CHEVRON CORP NEW                    COM                 166764100                        2,633     47,080
CHEVRON CORP NEW                    COM                 166764100                        4,267     76,300
CHEVRON CORP NEW                    COM                 166764100                        6,457    115,465
CHEVRON CORP NEW                    COM                 166764100                        7,141    127,702
CHEVRON CORP NEW                    COM                 166764100                        8,499    151,988
CHEVRON CORP NEW                    COM                 166764100                       10,883    194,625
CHEVRON CORP NEW                    COM                 166764100                       11,055    197,700
CHEVRON CORP NEW                    COM                 166764100                       14,740    263,591
CHICAGO MERCANTILE HLDGS INC        CL A                167760107                           89        300
CHICAGO MERCANTILE HLDGS INC        CL A                167760107                          177        600
CHICAGO MERCANTILE HLDGS INC        CL A                167760107                          266        900
CHICOS FAS INC                      COM                 168615102                           25        716
CHICOS FAS INC                      COM                 168615102                           34      1,000
CHICOS FAS INC                      COM                 168615102                           64      1,865
CHICOS FAS INC                      COM                 168615102                           69      2,000
CHICOS FAS INC                      COM                 168615102                           69      2,000
CHICOS FAS INC                      COM                 168615102                           89      2,600
CHICOS FAS INC                      COM                 168615102                          206      6,000
CHICOS FAS INC                      COM                 168615102                          548     16,000
CHIRON CORP                         COM                 170040109                            2         70
CHIRON CORP                         COM                 170040109                           13        370
CHIRON CORP                         COM                 170040109                           28        800
CHIRON CORP                         COM                 170040109                           38      1,079
CHIRON CORP                         COM                 170040109                           45      1,287
CHIRON CORP                         COM                 170040109                           52      1,490
CHIRON CORP                         COM                 170040109                           59      1,700
CHIRON CORP                         COM                 170040109                           81      2,318
CHIRON CORP                         COM                 170040109                          108      3,082
CHIRON CORP                         COM                 170040109                          164      4,700
CHIRON CORP                         COM                 170040109                          172      4,935
CHIRON CORP                         COM                 170040109                          471     13,490
CHOICEPOINT INC                     COM                 170388102                           16        400
CHOICEPOINT INC                     COM                 170388102                           40      1,000
CHOICEPOINT INC                     COM                 170388102                           95      2,370
CHOICEPOINT INC                     COM                 170388102                          116      2,900
CHOICEPOINT INC                     COM                 170388102                          352      8,780
CHUBB CORP                          COM                 171232101                           11        130
CHUBB CORP                          COM                 171232101                           23        270
CHUBB CORP                          COM                 171232101                           24        280
CHUBB CORP                          COM                 171232101                           26        300
CHUBB CORP                          COM                 171232101                           34        400
CHUBB CORP                          COM                 171232101                           77        900
CHUBB CORP                          COM                 171232101                           77        900
CHUBB CORP                          COM                 171232101                          111      1,300
CHUBB CORP                          COM                 171232101                          115      1,348
CHUBB CORP                          COM                 171232101                          128      1,500
CHUBB CORP                          COM                 171232101                          138      1,612
CHUBB CORP                          COM                 171232101                          163      1,899
CHUBB CORP                          COM                 171232101                          188      2,200
CHUBB CORP                          COM                 171232101                          252      2,949
CHUBB CORP                          COM                 171232101                          256      2,990
CHUBB CORP                          COM                 171232101                          401      4,680
CHUBB CORP                          COM                 171232101                          411      4,805
CHUBB CORP                          COM                 171232101                          651      7,600
CHUBB CORP                          COM                 171232101                          668      7,800
CHUBB CORP                          COM                 171232101                          749      8,748
CHUBB CORP                          COM                 171232101                          805      9,400
CHUBB CORP                          COM                 171232101                          835      9,750
CHUBB CORP                          COM                 171232101                          842      9,841
CHUBB CORP                          COM                 171232101                        1,292     15,091
CHUBB CORP                          COM                 171232101                        1,495     17,460
CHUBB CORP                          COM                 171232101                        8,101     94,621
CIENA CORP                          COM                 171779101                            4      2,000
CIENA CORP                          COM                 171779101                            8      4,010
CIENA CORP                          COM                 171779101                            9      4,100
CIENA CORP                          COM                 171779101                            9      4,500
CIENA CORP                          COM                 171779101                           13      6,300
CIENA CORP                          COM                 171779101                           14      6,760
CIENA CORP                          COM                 171779101                           18      8,400
CIENA CORP                          COM                 171779101                           73     34,725
CINCINNATI FINL CORP                COM                 172062101                           48      1,208
CINCINNATI FINL CORP                COM                 172062101                           55      1,397
CINCINNATI FINL CORP                COM                 172062101                           56      1,409
CINCINNATI FINL CORP                COM                 172062101                           83      2,100
CINCINNATI FINL CORP                COM                 172062101                           90      2,280
CINCINNATI FINL CORP                COM                 172062101                           98      2,467
CINCINNATI FINL CORP                COM                 172062101                          233      5,880
CINCINNATI FINL CORP                COM                 172062101                          415     10,488
CINCINNATI FINL CORP                COM                 172062101                          611     15,457
CINERGY CORP                        COM                 172474108                           36        800
CINERGY CORP                        COM                 172474108                           60      1,342
CINERGY CORP                        COM                 172474108                           75      1,680
CINERGY CORP                        COM                 172474108                           76      1,700
CINERGY CORP                        COM                 172474108                           89      1,984
CINERGY CORP                        COM                 172474108                           90      2,000
CINERGY CORP                        COM                 172474108                           99      2,200
CINERGY CORP                        COM                 172474108                          134      3,000
CINERGY CORP                        COM                 172474108                          368      8,200
CINERGY CORP                        COM                 172474108                          726     16,190
CINERGY CORP                        COM                 172474108                       44,820  1,000,000
CIRCUIT CITY STORE INC              COM                 172737108                           24      1,400
CIRCUIT CITY STORE INC              COM                 172737108                           27      1,570
CIRCUIT CITY STORE INC              COM                 172737108                           36      2,110
CIRCUIT CITY STORE INC              COM                 172737108                           40      2,300
CIRCUIT CITY STORE INC              COM                 172737108                           50      2,900
CIRCUIT CITY STORE INC              COM                 172737108                          112      6,500
CIRCUIT CITY STORE INC              COM                 172737108                          294     17,000
CINTAS CORP                         COM                 172908105                           42      1,082
CINTAS CORP                         COM                 172908105                           50      1,300
CINTAS CORP                         COM                 172908105                           52      1,360
CINTAS CORP                         COM                 172908105                           60      1,546
CINTAS CORP                         COM                 172908105                           62      1,600
CINTAS CORP                         COM                 172908105                           82      2,131
CINTAS CORP                         COM                 172908105                           94      2,445
CINTAS CORP                         COM                 172908105                          166      4,300
CINTAS CORP                         COM                 172908105                          185      4,805
CINTAS CORP                         COM                 172908105                          481     12,450
CITIGROUP INC                       COM                 172967101                            4         95
CITIGROUP INC                       COM                 172967101                           23        500
CITIGROUP INC                       COM                 172967101                           46      1,000
CITIGROUP INC                       COM                 172967101                           92      2,000
CITIGROUP INC                       COM                 172967101                           97      2,100
CITIGROUP INC                       COM                 172967101                          134      2,900
CITIGROUP INC                       COM                 172967101                          134      2,900
CITIGROUP INC                       COM                 172967101                          166      3,600
CITIGROUP INC                       COM                 172967101                          193      4,165
CITIGROUP INC                       COM                 172967101                          195      4,222
CITIGROUP INC                       COM                 172967101                          210      4,552
CITIGROUP INC                       COM                 172967101                          229      4,950
CITIGROUP INC                       COM                 172967101                          398      8,600
CITIGROUP INC                       COM                 172967101                          504     10,900
CITIGROUP INC                       COM                 172967101                          513     11,100
CITIGROUP INC                       COM                 172967101                          541     11,700
CITIGROUP INC                       COM                 172967101                          680     14,700
CITIGROUP INC                       COM                 172967101                          693     15,000
CITIGROUP INC                       COM                 172967101                          721     15,600
CITIGROUP INC                       COM                 172967101                          914     19,764
CITIGROUP INC                       COM                 172967101                        1,095     23,685
CITIGROUP INC                       COM                 172967101                        1,151     24,890
CITIGROUP INC                       COM                 172967101                        1,358     29,380
CITIGROUP INC                       COM                 172967101                        1,377     29,792
CITIGROUP INC                       COM                 172967101                        1,380     29,860
CITIGROUP INC                       COM                 172967101                        1,390     30,064
CITIGROUP INC                       COM                 172967101                        1,452     31,400
CITIGROUP INC                       COM                 172967101                        1,732     37,455
CITIGROUP INC                       COM                 172967101                        1,891     40,900
CITIGROUP INC                       COM                 172967101                        2,029     43,890
CITIGROUP INC                       COM                 172967101                        2,289     49,505
CITIGROUP INC                       COM                 172967101                        2,485     53,751
CITIGROUP INC                       COM                 172967101                        2,642     57,150
CITIGROUP INC                       COM                 172967101                        3,056     66,100
CITIGROUP INC                       COM                 172967101                        3,440     74,415
CITIGROUP INC                       COM                 172967101                        3,554     76,884
CITIGROUP INC                       COM                 172967101                        3,625     78,403
CITIGROUP INC                       COM                 172967101                        3,669     79,372
CITIGROUP INC                       COM                 172967101                        3,964     85,750
CITIGROUP INC                       COM                 172967101                        5,338    115,462
CITIGROUP INC                       COM                 172967101                        5,363    116,003
CITIGROUP INC                       COM                 172967101                        8,742    189,104
CITIGROUP INC                       COM                 172967101                       10,652    230,416
CITIGROUP INC                       COM                 172967101                       11,156    241,305
CITIGROUP INC                       COM                 172967101                       22,901    495,370
CITIGROUP INC                       COM                 172967101                       23,044    498,473
CITIGROUP INC                       COM                 172967101                       31,948    691,070
CITRIX SYS INC                      COM                 177376100                           12        570
CITRIX SYS INC                      COM                 177376100                           24      1,100
CITRIX SYS INC                      COM                 177376100                           29      1,340
CITRIX SYS INC                      COM                 177376100                           43      2,000
CITRIX SYS INC                      COM                 177376100                           46      2,120
CITRIX SYS INC                      COM                 177376100                           54      2,500
CITRIX SYS INC                      COM                 177376100                           54      2,500
CITRIX SYS INC                      COM                 177376100                           54      2,500
CITRIX SYS INC                      COM                 177376100                           56      2,600
CITRIX SYS INC                      COM                 177376100                           63      2,900
CITRIX SYS INC                      COM                 177376100                           65      3,000
CITRIX SYS INC                      COM                 177376100                           76      3,500
CITRIX SYS INC                      COM                 177376100                          123      5,700
CITRIX SYS INC                      COM                 177376100                          318     14,700
CITY NATL CORP                      COM                 178566105                           43        600
CITY NATL CORP                      COM                 178566105                          115      1,600
CITY NATL CORP                      COM                 178566105                          322      4,490
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                            1         30
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                           12        400
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                           18        580
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                           19        600
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                           20        650
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                           33      1,058
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                           59      1,900
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                           62      1,990
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                           97      3,130
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                          117      3,773
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                          129      4,170
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                          153      4,959
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                          161      5,202
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                          198      6,400
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                          198      6,400
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                          253      8,183
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                          355     11,487
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                          625     20,200
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                          646     20,870
CLEAR CHANNEL COMMUNICATIONS        COM                 184502102                        1,772     57,300
CLOROX CO DEL                       COM                 189054109                           11        200
CLOROX CO DEL                       COM                 189054109                           56      1,000
CLOROX CO DEL                       COM                 189054109                           56      1,000
CLOROX CO DEL                       COM                 189054109                           60      1,082
CLOROX CO DEL                       COM                 189054109                           72      1,290
CLOROX CO DEL                       COM                 189054109                           73      1,302
CLOROX CO DEL                       COM                 189054109                          106      1,900
CLOROX CO DEL                       COM                 189054109                          111      2,000
CLOROX CO DEL                       COM                 189054109                          130      2,329
CLOROX CO DEL                       COM                 189054109                          141      2,524
CLOROX CO DEL                       COM                 189054109                          145      2,600
CLOROX CO DEL                       COM                 189054109                          190      3,404
CLOROX CO DEL                       COM                 189054109                          193      3,471
CLOROX CO DEL                       COM                 189054109                          368      6,600
CLOROX CO DEL                       COM                 189054109                          412      7,392
CLOROX CO DEL                       COM                 189054109                          516      9,264
CLOROX CO DEL                       COM                 189054109                          820     14,710
COACH INC                           COM                 189754104                            2         70
COACH INC                           COM                 189754104                           21        638
COACH INC                           COM                 189754104                           22        670
COACH INC                           COM                 189754104                           32        950
COACH INC                           COM                 189754104                           67      2,000
COACH INC                           COM                 189754104                           67      2,000
COACH INC                           COM                 189754104                           89      2,640
COACH INC                           COM                 189754104                          107      3,180
COACH INC                           COM                 189754104                          124      3,700
COACH INC                           COM                 189754104                          140      4,166
COACH INC                           COM                 189754104                          154      4,600
COACH INC                           COM                 189754104                          188      5,600
COACH INC                           COM                 189754104                          190      5,650
COACH INC                           COM                 189754104                          193      5,760
COACH INC                           COM                 189754104                          269      8,000
COACH INC                           COM                 189754104                          483     14,375
COACH INC                           COM                 189754104                          510     15,200
COACH INC                           COM                 189754104                          745     22,200
COACH INC                           COM                 189754104                          836     24,918
COACH INC                           COM                 189754104                        1,194     35,566
COACH INC                           COM                 189754104                        1,244     37,066
COACH INC                           COM                 189754104                        1,404     41,820
COACH INC                           COM                 189754104                        3,235     96,357
COCA COLA CO                        COM                 191216100                            1         23
COCA COLA CO                        COM                 191216100                            4        105
COCA COLA CO                        COM                 191216100                            8        200
COCA COLA CO                        COM                 191216100                           12        280
COCA COLA CO                        COM                 191216100                           30        730
COCA COLA CO                        COM                 191216100                           46      1,100
COCA COLA CO                        COM                 191216100                           71      1,700
COCA COLA CO                        COM                 191216100                           92      2,200
COCA COLA CO                        COM                 191216100                          112      2,675
COCA COLA CO                        COM                 191216100                          114      2,725
COCA COLA CO                        COM                 191216100                          122      2,920
COCA COLA CO                        COM                 191216100                          146      3,500
COCA COLA CO                        COM                 191216100                          271      6,496
COCA COLA CO                        COM                 191216100                          280      6,700
COCA COLA CO                        COM                 191216100                          303      7,260
COCA COLA CO                        COM                 191216100                          312      7,479
COCA COLA CO                        COM                 191216100                          340      8,140
COCA COLA CO                        COM                 191216100                          348      8,345
COCA COLA CO                        COM                 191216100                          655     15,694
COCA COLA CO                        COM                 191216100                          664     15,910
COCA COLA CO                        COM                 191216100                          671     16,077
COCA COLA CO                        COM                 191216100                          795     19,050
COCA COLA CO                        COM                 191216100                          899     21,541
COCA COLA CO                        COM                 191216100                        1,001     23,977
COCA COLA CO                        COM                 191216100                        1,209     28,956
COCA COLA CO                        COM                 191216100                        1,320     31,607
COCA COLA CO                        COM                 191216100                        1,416     33,918
COCA COLA CO                        COM                 191216100                        1,613     38,640
COCA COLA CO                        COM                 191216100                        2,127     50,945
COCA COLA CO                        COM                 191216100                        2,188     52,400
COCA COLA CO                        COM                 191216100                        3,010     72,090
COCA COLA CO                        COM                 191216100                        3,031     72,599
COCA COLA CO                        COM                 191216100                        3,681     88,169
COCA COLA CO                        COM                 191216100                        3,708     88,821
COCA COLA CO                        COM                 191216100                        4,500    107,790
COCA COLA CO                        COM                 191216100                        7,706    184,582
COCA COLA CO                        COM                 191216100                        9,650    231,140
COCA COLA ENTERPRISES INC           COM                 191219104                           12        561
COCA COLA ENTERPRISES INC           COM                 191219104                           46      2,100
COCA COLA ENTERPRISES INC           COM                 191219104                           48      2,200
COCA COLA ENTERPRISES INC           COM                 191219104                           56      2,539
COCA COLA ENTERPRISES INC           COM                 191219104                           66      3,010
COCA COLA ENTERPRISES INC           COM                 191219104                           71      3,238
COCA COLA ENTERPRISES INC           COM                 191219104                           95      4,300
COCA COLA ENTERPRISES INC           COM                 191219104                           99      4,500
COCA COLA ENTERPRISES INC           COM                 191219104                          117      5,307
COCA COLA ENTERPRISES INC           COM                 191219104                          194      8,793
COCA COLA ENTERPRISES INC           COM                 191219104                          260     11,800
COCA COLA ENTERPRISES INC           COM                 191219104                          666     30,240
COEUR D ALENE MINES CORP IDA        COM                 192108108                            2        500
COEUR D ALENE MINES CORP IDA        COM                 192108108                           36     10,000
COEUR D ALENE MINES CORP IDA        COM                 192108108                           67     18,580
COGNEX CORP                         COM                 192422103                           58      2,229
COGNEX CORP                         COM                 192422103                          340     13,000
COGNIZANT TECHNOLOGY SOLUTIO        CL A                192446102                           68      1,447
COGNIZANT TECHNOLOGY SOLUTIO        CL A                192446102                           75      1,600
COGNIZANT TECHNOLOGY SOLUTIO        CL A                192446102                          118      2,500
COGNIZANT TECHNOLOGY SOLUTIO        CL A                192446102                          207      4,400
COGNIZANT TECHNOLOGY SOLUTIO        CL A                192446102                          312      6,629
COGNIZANT TECHNOLOGY SOLUTIO        CL A                192446102                          542     11,500
COGNIZANT TECHNOLOGY SOLUTIO        CL A                192446102                        4,840    102,687
COLGATE PALMOLIVE CO                COM                 194162103                           10        210
COLGATE PALMOLIVE CO                COM                 194162103                           20        400
COLGATE PALMOLIVE CO                COM                 194162103                           26        530
COLGATE PALMOLIVE CO                COM                 194162103                           27        550
COLGATE PALMOLIVE CO                COM                 194162103                           63      1,265
COLGATE PALMOLIVE CO                COM                 194162103                           73      1,472
COLGATE PALMOLIVE CO                COM                 194162103                           79      1,580
COLGATE PALMOLIVE CO                COM                 194162103                           85      1,700
COLGATE PALMOLIVE CO                COM                 194162103                           94      1,882
COLGATE PALMOLIVE CO                COM                 194162103                          115      2,300
COLGATE PALMOLIVE CO                COM                 194162103                          145      2,900
COLGATE PALMOLIVE CO                COM                 194162103                          150      3,000
COLGATE PALMOLIVE CO                COM                 194162103                          190      3,807
COLGATE PALMOLIVE CO                COM                 194162103                          199      3,990
COLGATE PALMOLIVE CO                COM                 194162103                          220      4,400
COLGATE PALMOLIVE CO                COM                 194162103                          253      5,077
COLGATE PALMOLIVE CO                COM                 194162103                          293      5,870
COLGATE PALMOLIVE CO                COM                 194162103                          319      6,400
COLGATE PALMOLIVE CO                COM                 194162103                          329      6,587
COLGATE PALMOLIVE CO                COM                 194162103                          394      7,885
COLGATE PALMOLIVE CO                COM                 194162103                          396      7,944
COLGATE PALMOLIVE CO                COM                 194162103                          399      8,000
COLGATE PALMOLIVE CO                COM                 194162103                          464      9,305
COLGATE PALMOLIVE CO                COM                 194162103                          559     11,200
COLGATE PALMOLIVE CO                COM                 194162103                          572     11,470
COLGATE PALMOLIVE CO                COM                 194162103                          603     12,090
COLGATE PALMOLIVE CO                COM                 194162103                          978     19,600
COLGATE PALMOLIVE CO                COM                 194162103                        1,592     31,889
COLGATE PALMOLIVE CO                COM                 194162103                        1,965     39,362
COLGATE PALMOLIVE CO                COM                 194162103                        2,516     50,410
COLGATE PALMOLIVE CO                COM                 194162103                       10,000    200,359
COLONIAL BANCGROUP INC              COM                 195493309                           35      1,600
COLONIAL BANCGROUP INC              COM                 195493309                          104      4,700
COLONIAL BANCGROUP INC              COM                 195493309                          256     11,600
COMERICA INC                        COM                 200340107                            2         30
COMERICA INC                        COM                 200340107                           16        280
COMERICA INC                        COM                 200340107                           58      1,000
COMERICA INC                        COM                 200340107                           58      1,000
COMERICA INC                        COM                 200340107                           77      1,329
COMERICA INC                        COM                 200340107                           84      1,454
COMERICA INC                        COM                 200340107                           88      1,522
COMERICA INC                        COM                 200340107                          121      2,100
COMERICA INC                        COM                 200340107                          141      2,439
COMERICA INC                        COM                 200340107                          170      2,942
COMERICA INC                        COM                 200340107                          246      4,261
COMERICA INC                        COM                 200340107                          329      5,700
COMERICA INC                        COM                 200340107                          908     15,710
COMERICA INC                        COM                 200340107                        1,343     23,230
COMMERCE BANCORP INC NJ             COM                 200519106                           20        652
COMMERCE BANCORP INC NJ             COM                 200519106                           55      1,800
COMMERCE BANCORP INC NJ             COM                 200519106                           67      2,200
COMMERCE BANCORP INC NJ             COM                 200519106                          158      5,200
COMMERCE BANCORP INC NJ             COM                 200519106                          191      6,300
COMMERCE BANCORP INC NJ             COM                 200519106                          448     14,780
COMMERCE BANCSHARES INC             COM                 200525103                           35        700
COMMERCE BANCSHARES INC             COM                 200525103                           35        700
COMMERCE BANCSHARES INC             COM                 200525103                           40        800
COMMERCE BANCSHARES INC             COM                 200525103                           48        950
COMMERCE BANCSHARES INC             COM                 200525103                          116      2,300
COMMERCE BANCSHARES INC             COM                 200525103                          353      7,002
COMMERCE BANCSHARES INC             COM                 200525103                          770     15,280
COMMUNITY HEALTH SYS INC NEW        COM                 203668108                          110      2,900
COMMUNITY HEALTH SYS INC NEW        COM                 203668108                          334      8,850
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD        204412100                            3        100
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD        204412100                           10        390
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD        204412100                          451     17,742
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD        204412100                          533     21,000
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD        204412100                          884     34,800
COMPANHIA VALE DO RIO DOCE          SPON ADR PFD        204412100                        2,822    111,110
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209                           59      2,013
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209                           61      2,070
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209                           66      2,260
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209                          190      6,500
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209                          199      6,800
COMPANHIA VALE DO RIO DOCE          SPONSORED ADR       204412209                       16,825    574,625
COMPANHIA VALE DO RIO DOCE          CALL                204412909                          439     15,000
COMPANIA ANONIMA NACIONL TEL        SPON ADR D          204421101                            4        200
COMPANIA ANONIMA NACIONL TEL        SPON ADR D          204421101                           13        705
COMPANIA ANONIMA NACIONL TEL        SPON ADR D          204421101                          398     21,000
COMPUTER ASSOC INTL INC             COM                 204912109                            7        255
COMPUTER ASSOC INTL INC             COM                 204912109                            8        301
COMPUTER ASSOC INTL INC             COM                 204912109                           13        460
COMPUTER ASSOC INTL INC             COM                 204912109                           19        700
COMPUTER ASSOC INTL INC             COM                 204912109                           43      1,561
COMPUTER ASSOC INTL INC             COM                 204912109                           44      1,600
COMPUTER ASSOC INTL INC             COM                 204912109                           44      1,600
COMPUTER ASSOC INTL INC             COM                 204912109                           88      3,200
COMPUTER ASSOC INTL INC             COM                 204912109                          101      3,670
COMPUTER ASSOC INTL INC             COM                 204912109                          123      4,480
COMPUTER ASSOC INTL INC             COM                 204912109                          143      5,186
COMPUTER ASSOC INTL INC             COM                 204912109                          169      6,163
COMPUTER ASSOC INTL INC             COM                 204912109                          172      6,250
COMPUTER ASSOC INTL INC             COM                 204912109                          207      7,519
COMPUTER ASSOC INTL INC             COM                 204912109                          229      8,349
COMPUTER ASSOC INTL INC             COM                 204912109                          261      9,500
COMPUTER ASSOC INTL INC             COM                 204912109                          396     14,407
COMPUTER ASSOC INTL INC             COM                 204912109                          481     17,500
COMPUTER ASSOC INTL INC             COM                 204912109                        1,180     42,930
COMPUTER ASSOC INTL INC             COM                 204912109                        2,316     84,282
COMPUTER SCIENCES CORP              COM                 205363104                            3         71
COMPUTER SCIENCES CORP              COM                 205363104                            4         98
COMPUTER SCIENCES CORP              COM                 205363104                           17        400
COMPUTER SCIENCES CORP              COM                 205363104                           39        900
COMPUTER SCIENCES CORP              COM                 205363104                           39        900
COMPUTER SCIENCES CORP              COM                 205363104                           65      1,480
COMPUTER SCIENCES CORP              COM                 205363104                           66      1,500
COMPUTER SCIENCES CORP              COM                 205363104                           69      1,590
COMPUTER SCIENCES CORP              COM                 205363104                           70      1,600
COMPUTER SCIENCES CORP              COM                 205363104                           74      1,688
COMPUTER SCIENCES CORP              COM                 205363104                           74      1,700
COMPUTER SCIENCES CORP              COM                 205363104                           74      1,700
COMPUTER SCIENCES CORP              COM                 205363104                          120      2,741
COMPUTER SCIENCES CORP              COM                 205363104                          122      2,800
COMPUTER SCIENCES CORP              COM                 205363104                          127      2,912
COMPUTER SCIENCES CORP              COM                 205363104                          186      4,259
COMPUTER SCIENCES CORP              COM                 205363104                          271      6,200
COMPUTER SCIENCES CORP              COM                 205363104                          748     17,110
COMPUTER SCIENCES CORP              COM                 205363104                        1,722     39,400
COMPUTER SCIENCES CORP              COM                 205363104                        3,097     70,871
COMPUWARE CORP                      COM                 205638109                           20      2,730
COMPUWARE CORP                      COM                 205638109                           22      3,060
COMPUWARE CORP                      COM                 205638109                           31      4,360
COMPUWARE CORP                      COM                 205638109                           32      4,400
COMPUWARE CORP                      COM                 205638109                           41      5,700
COMPUWARE CORP                      COM                 205638109                           92     12,800
COMPUWARE CORP                      COM                 205638109                          169     23,503
COMPUWARE CORP                      COM                 205638109                          228     31,720
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402                            2         80
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402                           15        652
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402                           33      1,380
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402                           37      1,550
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402                           40      1,700
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402                           54      2,300
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402                           69      2,900
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402                          149      6,300
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402                          449     19,010
COMVERSE TECHNOLOGY INC             COM PAR $0.10       205862402                        1,307     55,300
CONAGRA FOODS INC                   COM                 205887102                            5        220
CONAGRA FOODS INC                   COM                 205887102                           12        535
CONAGRA FOODS INC                   COM                 205887102                           16        710
CONAGRA FOODS INC                   COM                 205887102                           23      1,000
CONAGRA FOODS INC                   COM                 205887102                           51      2,200
CONAGRA FOODS INC                   COM                 205887102                           53      2,300
CONAGRA FOODS INC                   COM                 205887102                           63      2,700
CONAGRA FOODS INC                   COM                 205887102                           84      3,624
CONAGRA FOODS INC                   COM                 205887102                           91      3,946
CONAGRA FOODS INC                   COM                 205887102                           99      4,280
CONAGRA FOODS INC                   COM                 205887102                          118      5,099
CONAGRA FOODS INC                   COM                 205887102                          134      5,784
CONAGRA FOODS INC                   COM                 205887102                          174      7,500
CONAGRA FOODS INC                   COM                 205887102                          188      8,128
CONAGRA FOODS INC                   COM                 205887102                          244     10,547
CONAGRA FOODS INC                   COM                 205887102                          516     22,300
CONAGRA FOODS INC                   COM                 205887102                          725     31,283
CONAGRA FOODS INC                   COM                 205887102                        1,188     51,300
COMPUTER HORIZONS CORP              COM                 205908106                           61     19,500
CONCORD CAMERA CORP                 COM                 206156101                          636    509,054
CONEXANT SYSTEMS INC                COM                 207142100                            1        500
CONEXANT SYSTEMS INC                COM                 207142100                            1        692
CONEXANT SYSTEMS INC                COM                 207142100                            3      2,100
CONEXANT SYSTEMS INC                COM                 207142100                            4      2,688
CONEXANT SYSTEMS INC                COM                 207142100                           19     11,888
CONSOLIDATED EDISON INC             COM                 209115104                           19        400
CONSOLIDATED EDISON INC             COM                 209115104                           81      1,721
CONSOLIDATED EDISON INC             COM                 209115104                           99      2,110
CONSOLIDATED EDISON INC             COM                 209115104                          113      2,415
CONSOLIDATED EDISON INC             COM                 209115104                          163      3,474
CONSOLIDATED EDISON INC             COM                 209115104                          178      3,800
CONSOLIDATED EDISON INC             COM                 209115104                          179      3,828
CONSOLIDATED EDISON INC             COM                 209115104                          197      4,200
CONSOLIDATED EDISON INC             COM                 209115104                          311      6,644
CONSOLIDATED EDISON INC             COM                 209115104                          454      9,700
CONSOLIDATED EDISON INC             COM                 209115104                        1,129     24,100
CONSOLIDATED EDISON INC             COM                 209115104                        1,419     30,295
CONSOLIDATED EDISON INC             COM                 209115104                        2,006     42,824
CONSTELLATION ENERGY GROUP I        COM                 210371100                           29        500
CONSTELLATION ENERGY GROUP I        COM                 210371100                           63      1,100
CONSTELLATION ENERGY GROUP I        COM                 210371100                           69      1,200
CONSTELLATION ENERGY GROUP I        COM                 210371100                           76      1,311
CONSTELLATION ENERGY GROUP I        COM                 210371100                           89      1,540
CONSTELLATION ENERGY GROUP I        COM                 210371100                          102      1,771
CONSTELLATION ENERGY GROUP I        COM                 210371100                          121      2,100
CONSTELLATION ENERGY GROUP I        COM                 210371100                          121      2,100
CONSTELLATION ENERGY GROUP I        COM                 210371100                          147      2,550
CONSTELLATION ENERGY GROUP I        COM                 210371100                          175      3,032
CONSTELLATION ENERGY GROUP I        COM                 210371100                          415      7,200
CONSTELLATION ENERGY GROUP I        COM                 210371100                          709     12,283
CONSTELLATION ENERGY GROUP I        COM                 210371100                          901     15,610
CONVERGYS CORP                      COM                 212485106                            1        100
CONVERGYS CORP                      COM                 212485106                           11        800
CONVERGYS CORP                      COM                 212485106                           12        825
CONVERGYS CORP                      COM                 212485106                           12        850
CONVERGYS CORP                      COM                 212485106                           14      1,000
CONVERGYS CORP                      COM                 212485106                           16      1,130
CONVERGYS CORP                      COM                 212485106                           30      2,100
CONVERGYS CORP                      COM                 212485106                           31      2,200
CONVERGYS CORP                      COM                 212485106                           80      5,600
CONVERGYS CORP                      COM                 212485106                           82      5,800
CONVERGYS CORP                      COM                 212485106                          143     10,033
CONVERGYS CORP                      COM                 212485106                          212     14,880
COOPER CAMERON CORP                 COM                 216640102                           12        200
COOPER CAMERON CORP                 COM                 216640102                          112      1,800
COOPER CAMERON CORP                 COM                 216640102                          114      1,839
COOPER CAMERON CORP                 COM                 216640102                          149      2,396
COOPER CAMERON CORP                 COM                 216640102                          185      2,976
COOPER CAMERON CORP                 COM                 216640102                          258      4,150
COOPER CAMERON CORP                 COM                 216640102                          534      8,600
COOPER TIRE & RUBR CO               COM                 216831107                            8        430
COOPER TIRE & RUBR CO               COM                 216831107                           10        520
COOPER TIRE & RUBR CO               COM                 216831107                           11        590
COOPER TIRE & RUBR CO               COM                 216831107                           20      1,100
COOPER TIRE & RUBR CO               COM                 216831107                          150      8,071
COPART INC                          COM                 217204106                          238     10,000
CORNING INC                         COM                 219350105                            8        510
CORNING INC                         COM                 219350105                           13        800
CORNING INC                         COM                 219350105                           20      1,230
CORNING INC                         COM                 219350105                           23      1,400
CORNING INC                         COM                 219350105                           32      1,900
CORNING INC                         COM                 219350105                           37      2,209
CORNING INC                         COM                 219350105                           66      3,950
CORNING INC                         COM                 219350105                           72      4,350
CORNING INC                         COM                 219350105                           73      4,410
CORNING INC                         COM                 219350105                           91      5,500
CORNING INC                         COM                 219350105                           98      5,920
CORNING INC                         COM                 219350105                          178     10,682
CORNING INC                         COM                 219350105                          202     12,180
CORNING INC                         COM                 219350105                          231     13,899
CORNING INC                         COM                 219350105                          232     13,940
CORNING INC                         COM                 219350105                          249     15,000
CORNING INC                         COM                 219350105                          260     15,650
CORNING INC                         COM                 219350105                          279     16,800
CORNING INC                         COM                 219350105                          333     20,016
CORNING INC                         COM                 219350105                          343     20,627
CORNING INC                         COM                 219350105                          354     21,280
CORNING INC                         COM                 219350105                          522     31,385
CORNING INC                         COM                 219350105                          581     34,939
CORNING INC                         COM                 219350105                          632     38,020
CORNING INC                         COM                 219350105                          669     40,263
CORNING INC                         COM                 219350105                          743     44,719
CORNING INC                         COM                 219350105                          751     45,200
CORNING INC                         COM                 219350105                          824     49,600
CORNING INC                         COM                 219350105                          980     58,983
CORNING INC                         COM                 219350105                        1,422     85,544
CORNING INC                         COM                 219350105                        2,317    139,410
CORUS ENTERTAINMENT INC             COM CL B NON VTG    220874101                          538     20,678
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                            2         55
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                            7        174
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                           11        278
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                           15        400
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                           23        590
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                           25        650
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                           55      1,436
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                           69      1,800
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                           77      1,990
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                           93      2,400
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          131      3,400
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          163      4,218
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          184      4,760
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          189      4,900
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          217      5,628
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          247      6,400
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          305      7,900
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          341      8,842
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          380      9,850
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          431     11,150
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          512     13,256
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          861     22,300
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                          927     23,997
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                        2,118     54,858
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                        2,362     61,177
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                        3,153     81,670
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                        4,019    104,101
COUNTRYWIDE FINANCIAL CORP          COM                 222372104                        5,893    152,620
COVANCE INC                         COM                 222816100                            2         55
COVANCE INC                         COM                 222816100                          269      5,993
COVANCE INC                         COM                 222816100                        3,387     75,489
COVENTRY HEALTH CARE INC            COM                 222862104                           85      1,200
COVENTRY HEALTH CARE INC            COM                 222862104                          135      1,910
COVENTRY HEALTH CARE INC            COM                 222862104                          184      2,600
COVENTRY HEALTH CARE INC            COM                 222862104                          297      4,200
COVENTRY HEALTH CARE INC            COM                 222862104                          720     10,183
CRANE CO                            COM                 224399105                          134      5,083
CRANE CO                            COM                 224399105                          184      7,000
CREDIT SUISSE GROUP                 SPONSORED ADR       225401108                           10        247
CREDIT SUISSE GROUP                 SPONSORED ADR       225401108                           36        925
CREDIT SUISSE GROUP                 SPONSORED ADR       225401108                           86      2,190
CREDIT SUISSE GROUP                 SPONSORED ADR       225401108                          137      3,490
CROWN CASTLE INTL CORP              COM                 228227104                            6        272
CROWN CASTLE INTL CORP              COM                 228227104                           53      2,600
CROWN CASTLE INTL CORP              COM                 228227104                          132      6,500
CROWN CASTLE INTL CORP              COM                 228227104                          152      7,500
CROWN CASTLE INTL CORP              COM                 228227104                          394     19,400
CUMMINS INC                         COM                 231021106                            6         78
CUMMINS INC                         COM                 231021106                           22        300
CUMMINS INC                         COM                 231021106                           26        350
CUMMINS INC                         COM                 231021106                           36        480
CUMMINS INC                         COM                 231021106                           37        490
CUMMINS INC                         COM                 231021106                           37        500
CUMMINS INC                         COM                 231021106                           45        600
CUMMINS INC                         COM                 231021106                           52        700
CUMMINS INC                         COM                 231021106                          104      1,400
CUMMINS INC                         COM                 231021106                          284      3,800
DST SYS INC DEL                     COM                 233326107                            4         81
DST SYS INC DEL                     COM                 233326107                           15        310
DST SYS INC DEL                     COM                 233326107                           19        400
DST SYS INC DEL                     COM                 233326107                           47      1,000
DST SYS INC DEL                     COM                 233326107                           47      1,000
DST SYS INC DEL                     COM                 233326107                          131      2,800
DST SYS INC DEL                     COM                 233326107                          379      8,100
DTE ENERGY CO                       COM                 233331107                            6        130
DTE ENERGY CO                       COM                 233331107                           16        335
DTE ENERGY CO                       COM                 233331107                           65      1,380
DTE ENERGY CO                       COM                 233331107                           65      1,393
DTE ENERGY CO                       COM                 233331107                           67      1,423
DTE ENERGY CO                       COM                 233331107                           74      1,581
DTE ENERGY CO                       COM                 233331107                           98      2,100
DTE ENERGY CO                       COM                 233331107                          115      2,450
DTE ENERGY CO                       COM                 233331107                          215      4,600
DTE ENERGY CO                       COM                 233331107                          271      5,800
DTE ENERGY CO                       COM                 233331107                          749     16,020
DTE ENERGY CO                       COM                 233331107                       28,062    600,000
DANA CORP                           COM                 235811106                            2        140
DANA CORP                           COM                 235811106                           15      1,016
DANA CORP                           COM                 235811106                           16      1,050
DANA CORP                           COM                 235811106                           18      1,180
DANA CORP                           COM                 235811106                           19      1,270
DANA CORP                           COM                 235811106                           33      2,169
DANA CORP                           COM                 235811106                           67      4,496
DANA CORP                           COM                 235811106                          499     33,234
DANAHER CORP DEL                    COM                 235851102                            3         60
DANAHER CORP DEL                    COM                 235851102                           50        950
DANAHER CORP DEL                    COM                 235851102                           67      1,272
DANAHER CORP DEL                    COM                 235851102                          102      1,942
DANAHER CORP DEL                    COM                 235851102                          117      2,240
DANAHER CORP DEL                    COM                 235851102                          120      2,300
DANAHER CORP DEL                    COM                 235851102                          141      2,698
DANAHER CORP DEL                    COM                 235851102                          141      2,700
DANAHER CORP DEL                    COM                 235851102                          173      3,300
DANAHER CORP DEL                    COM                 235851102                          202      3,864
DANAHER CORP DEL                    COM                 235851102                          225      4,300
DANAHER CORP DEL                    COM                 235851102                          229      4,366
DANAHER CORP DEL                    COM                 235851102                          316      6,034
DANAHER CORP DEL                    COM                 235851102                          476      9,100
DANAHER CORP DEL                    COM                 235851102                          643     12,279
DANAHER CORP DEL                    COM                 235851102                        1,182     22,580
DARDEN RESTAURANTS INC              COM                 237194105                            2         61
DARDEN RESTAURANTS INC              COM                 237194105                           15        466
DARDEN RESTAURANTS INC              COM                 237194105                           34      1,032
DARDEN RESTAURANTS INC              COM                 237194105                           41      1,250
DARDEN RESTAURANTS INC              COM                 237194105                           49      1,500
DARDEN RESTAURANTS INC              COM                 237194105                           49      1,500
DARDEN RESTAURANTS INC              COM                 237194105                           51      1,532
DARDEN RESTAURANTS INC              COM                 237194105                           59      1,800
DARDEN RESTAURANTS INC              COM                 237194105                           63      1,900
DARDEN RESTAURANTS INC              COM                 237194105                           73      2,200
DARDEN RESTAURANTS INC              COM                 237194105                           79      2,397
DARDEN RESTAURANTS INC              COM                 237194105                           79      2,400
DARDEN RESTAURANTS INC              COM                 237194105                          119      3,600
DARDEN RESTAURANTS INC              COM                 237194105                          171      5,200
DARDEN RESTAURANTS INC              COM                 237194105                          175      5,293
DARDEN RESTAURANTS INC              COM                 237194105                          601     18,230
DEAN FOODS CO NEW                   COM                 242370104                            4        125
DEAN FOODS CO NEW                   COM                 242370104                           42      1,184
DEAN FOODS CO NEW                   COM                 242370104                           67      1,900
DEAN FOODS CO NEW                   COM                 242370104                          141      4,000
DEAN FOODS CO NEW                   COM                 242370104                          183      5,200
DEAN FOODS CO NEW                   COM                 242370104                          476     13,520
DEAN FOODS CO NEW                   COM                 242370104                          481     13,653
DEAN FOODS CO NEW                   COM                 242370104                          523     14,836
DEAN FOODS CO NEW                   COM                 242370104                          529     15,005
DEAN FOODS CO NEW                   COM                 242370104                          975     27,654
DEERE & CO                          COM                 244199105                           20        300
DEERE & CO                          COM                 244199105                           23        350
DEERE & CO                          COM                 244199105                           26        400
DEERE & CO                          COM                 244199105                           30        460
DEERE & CO                          COM                 244199105                           39        600
DEERE & CO                          COM                 244199105                           43        650
DEERE & CO                          COM                 244199105                           43        655
DEERE & CO                          COM                 244199105                           65      1,000
DEERE & CO                          COM                 244199105                           65      1,000
DEERE & CO                          COM                 244199105                          114      1,746
DEERE & CO                          COM                 244199105                          135      2,060
DEERE & CO                          COM                 244199105                          157      2,398
DEERE & CO                          COM                 244199105                          177      2,705
DEERE & CO                          COM                 244199105                          190      2,900
DEERE & CO                          COM                 244199105                          223      3,400
DEERE & CO                          COM                 244199105                          240      3,672
DEERE & CO                          COM                 244199105                          247      3,769
DEERE & CO                          COM                 244199105                          249      3,800
DEERE & CO                          COM                 244199105                          281      4,288
DEERE & CO                          COM                 244199105                          361      5,506
DEERE & CO                          COM                 244199105                          616      9,400
DEERE & CO                          COM                 244199105                          849     12,970
DEERE & CO                          COM                 244199105                        1,477     22,550
DEERE & CO                          COM                 244199105                        1,950     29,781
DELPHI CORP                         COM                 247126105                            0         69
DELPHI CORP                         COM                 247126105                            1        139
DELPHI CORP                         COM                 247126105                            7      1,438
DELPHI CORP                         COM                 247126105                           12      2,605
DELPHI CORP                         COM                 247126105                           19      4,086
DELPHI CORP                         COM                 247126105                           21      4,440
DELPHI CORP                         COM                 247126105                           27      5,758
DELPHI CORP                         COM                 247126105                           29      6,282
DELPHI CORP                         COM                 247126105                           32      6,800
DELPHI CORP                         COM                 247126105                           38      8,218
DELPHI CORP                         COM                 247126105                           54     11,559
DELPHI CORP                         COM                 247126105                           87     18,700
DELPHI CORP                         COM                 247126105                          244     52,520
DELTA AIR LINES INC DEL             COM                 247361108                            3        880
DELTA AIR LINES INC DEL             COM                 247361108                            4        990
DELTA AIR LINES INC DEL             COM                 247361108                            7      1,880
DELTA AIR LINES INC DEL             COM                 247361108                           10      2,720
DELTA AIR LINES INC DEL             COM                 247361108                           11      3,008
DELTA AIR LINES INC DEL             COM                 247361108                           17      4,636
DELTA AIR LINES INC DEL             COM                 247361108                          804    213,912
DELTA AIR LINES INC DEL             COM                 247361108                          914    243,019
DELTA AIR LINES INC DEL             COM                 247361108                        1,014    269,612
DELUXE CORP                         COM                 248019101                            6        150
DELUXE CORP                         COM                 248019101                           16        385
DELUXE CORP                         COM                 248019101                           24        600
DELUXE CORP                         COM                 248019101                           69      1,700
DELUXE CORP                         COM                 248019101                          186      4,580
DENTSPLY INTL INC NEW               COM                 249030107                           32        600
DENTSPLY INTL INC NEW               COM                 249030107                           49        900
DENTSPLY INTL INC NEW               COM                 249030107                           81      1,500
DENTSPLY INTL INC NEW               COM                 249030107                          146      2,700
DENTSPLY INTL INC NEW               COM                 249030107                          202      3,740
DENTSPLY INTL INC NEW               COM                 249030107                          273      5,050
DENTSPLY INTL INC NEW               COM                 249030107                          523      9,680
DENTSPLY INTL INC NEW               COM                 249030107                        1,270     23,527
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105                            7        375
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105                           11        580
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105                           52      2,820
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105                          159      8,635
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105                          241     13,075
DEUTSCHE TELEKOM AG                 SPONSORED ADR       251566105                          889     48,250
DEVELOPERS DIVERSIFIED RLTY         COM                 251591103                           11        250
DEVELOPERS DIVERSIFIED RLTY         COM                 251591103                           78      1,700
DEVELOPERS DIVERSIFIED RLTY         COM                 251591103                           83      1,800
DEVELOPERS DIVERSIFIED RLTY         COM                 251591103                          427      9,300
DIAMONDS TR                         UNIT SER 1          252787106                           39        384
DIAMONDS TR                         UNIT SER 1          252787106                          138      1,345
DIAMONDS TR                         UNIT SER 1          252787106                          208      2,026
DIAMONDS TR                         UNIT SER 1          252787106                          324      3,150
DIAMONDS TR                         UNIT SER 1          252787106                          459      4,470
DIAMONDS TR                         UNIT SER 1          252787106                          493      4,800
DIAMONDS TR                         UNIT SER 1          252787106                        4,274     41,600
DIEBOLD INC                         COM                 253651103                           18        400
DIEBOLD INC                         COM                 253651103                           22        480
DIEBOLD INC                         COM                 253651103                           25        550
DIEBOLD INC                         COM                 253651103                           29        650
DIEBOLD INC                         COM                 253651103                           36        800
DIEBOLD INC                         COM                 253651103                          108      2,400
DIEBOLD INC                         COM                 253651103                          350      7,750
DIEBOLD INC                         COM                 253651103                          402      8,910
DIME CMNTY BANCSHARES               COM                 253922108                        4,737    311,614
DISNEY WALT CO                      COM DISNEY          254687106                            1         50
DISNEY WALT CO                      COM DISNEY          254687106                            7        270
DISNEY WALT CO                      COM DISNEY          254687106                           18        700
DISNEY WALT CO                      COM DISNEY          254687106                           20        800
DISNEY WALT CO                      COM DISNEY          254687106                           25      1,000
DISNEY WALT CO                      COM DISNEY          254687106                           39      1,550
DISNEY WALT CO                      COM DISNEY          254687106                           45      1,800
DISNEY WALT CO                      COM DISNEY          254687106                           50      2,000
DISNEY WALT CO                      COM DISNEY          254687106                           78      3,110
DISNEY WALT CO                      COM DISNEY          254687106                          101      4,000
DISNEY WALT CO                      COM DISNEY          254687106                          111      4,415
DISNEY WALT CO                      COM DISNEY          254687106                          136      5,400
DISNEY WALT CO                      COM DISNEY          254687106                          144      5,700
DISNEY WALT CO                      COM DISNEY          254687106                          148      5,890
DISNEY WALT CO                      COM DISNEY          254687106                          166      6,600
DISNEY WALT CO                      COM DISNEY          254687106                          200      7,940
DISNEY WALT CO                      COM DISNEY          254687106                          205      8,155
DISNEY WALT CO                      COM DISNEY          254687106                          224      8,880
DISNEY WALT CO                      COM DISNEY          254687106                          351     13,953
DISNEY WALT CO                      COM DISNEY          254687106                          372     14,770
DISNEY WALT CO                      COM DISNEY          254687106                          375     14,900
DISNEY WALT CO                      COM DISNEY          254687106                          430     17,060
DISNEY WALT CO                      COM DISNEY          254687106                          460     18,250
DISNEY WALT CO                      COM DISNEY          254687106                          491     19,502
DISNEY WALT CO                      COM DISNEY          254687106                          584     23,200
DISNEY WALT CO                      COM DISNEY          254687106                          624     24,772
DISNEY WALT CO                      COM DISNEY          254687106                          687     27,300
DISNEY WALT CO                      COM DISNEY          254687106                          787     31,258
DISNEY WALT CO                      COM DISNEY          254687106                          799     31,719
DISNEY WALT CO                      COM DISNEY          254687106                          990     39,325
DISNEY WALT CO                      COM DISNEY          254687106                        1,149     45,617
DISNEY WALT CO                      COM DISNEY          254687106                        1,873     74,400
DISNEY WALT CO                      COM DISNEY          254687106                        2,625    104,266
DISNEY WALT CO                      COM DISNEY          254687106                        3,128    124,239
DISNEY WALT CO                      COM DISNEY          254687106                        3,532    140,284
DISNEY WALT CO                      COM DISNEY          254687106                        4,768    189,362
DISNEY WALT CO                      COM DISNEY          254687106                        4,906    194,850
DR REDDYS LABS LTD                  ADR                 256135203                            0         28
DR REDDYS LABS LTD                  ADR                 256135203                            1         61
DR REDDYS LABS LTD                  ADR                 256135203                            1         64
DR REDDYS LABS LTD                  ADR                 256135203                            3        172
DR REDDYS LABS LTD                  ADR                 256135203                       14,196    839,000
DOLLAR GEN CORP                     COM                 256669102                            5        250
DOLLAR GEN CORP                     COM                 256669102                           44      2,139
DOLLAR GEN CORP                     COM                 256669102                           55      2,700
DOLLAR GEN CORP                     COM                 256669102                           56      2,732
DOLLAR GEN CORP                     COM                 256669102                           59      2,900
DOLLAR GEN CORP                     COM                 256669102                           75      3,700
DOLLAR GEN CORP                     COM                 256669102                           90      4,440
DOLLAR GEN CORP                     COM                 256669102                           96      4,723
DOLLAR GEN CORP                     COM                 256669102                          160      7,877
DOLLAR GEN CORP                     COM                 256669102                          167      8,200
DOLLAR GEN CORP                     COM                 256669102                          477     23,450
DOLLAR TREE STORES INC              COM                 256747106                           31      1,300
DOLLAR TREE STORES INC              COM                 256747106                           91      3,800
DOLLAR TREE STORES INC              COM                 256747106                          172      7,160
DOLLAR TREE STORES INC              COM                 256747106                          207      8,640
DOLLAR TREE STORES INC              COM                 256747106                          255     10,640
DOLLAR TREE STORES INC              COM                 256747106                        3,969    165,360
DOMTAR INC                          COM                 257561100                          388     52,448
DONNELLEY R R & SONS CO             COM                 257867101                            8        244
DONNELLEY R R & SONS CO             COM                 257867101                           14        400
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                           48      1,400
DONNELLEY R R & SONS CO             COM                 257867101                           52      1,510
DONNELLEY R R & SONS CO             COM                 257867101                           59      1,700
DONNELLEY R R & SONS CO             COM                 257867101                           60      1,730
DONNELLEY R R & SONS CO             COM                 257867101                           62      1,800
DONNELLEY R R & SONS CO             COM                 257867101                           62      1,800
DONNELLEY R R & SONS CO             COM                 257867101                           69      1,987
DONNELLEY R R & SONS CO             COM                 257867101                           79      2,300
DONNELLEY R R & SONS CO             COM                 257867101                           90      2,600
DONNELLEY R R & SONS CO             COM                 257867101                          109      3,150
DONNELLEY R R & SONS CO             COM                 257867101                          121      3,500
DONNELLEY R R & SONS CO             COM                 257867101                          200      5,800
DONNELLEY R R & SONS CO             COM                 257867101                          252      7,300
DONNELLEY R R & SONS CO             COM                 257867101                          733     21,240
DOUBLECLICK INC                     COM                 258609304                            6        750
DOUBLECLICK INC                     COM                 258609304                           17      2,000
DOUBLECLICK INC                     COM                 258609304                          220     26,200
DOUBLECLICK INC                     COM                 258609304                          285     34,000
DOUBLECLICK INC                     COM                 258609304                          289     34,502
DOVER CORP                          COM                 260003108                           11        300
DOVER CORP                          COM                 260003108                           37      1,020
DOVER CORP                          COM                 260003108                           54      1,485
DOVER CORP                          COM                 260003108                           59      1,610
DOVER CORP                          COM                 260003108                           61      1,683
DOVER CORP                          COM                 260003108                           87      2,400
DOVER CORP                          COM                 260003108                          106      2,916
DOVER CORP                          COM                 260003108                          122      3,347
DOVER CORP                          COM                 260003108                          187      5,150
DOVER CORP                          COM                 260003108                          191      5,260
DOVER CORP                          COM                 260003108                          210      5,765
DOVER CORP                          COM                 260003108                          247      6,800
DOVER CORP                          COM                 260003108                          644     17,700
DOVER CORP                          COM                 260003108                          658     18,100
DOW CHEM CO                         COM                 260543103                            6        130
DOW CHEM CO                         COM                 260543103                           22        500
DOW CHEM CO                         COM                 260543103                           33        750
DOW CHEM CO                         COM                 260543103                           38        850
DOW CHEM CO                         COM                 260543103                           92      2,056
DOW CHEM CO                         COM                 260543103                          100      2,254
DOW CHEM CO                         COM                 260543103                          102      2,290
DOW CHEM CO                         COM                 260543103                          111      2,500
DOW CHEM CO                         COM                 260543103                          121      2,720
DOW CHEM CO                         COM                 260543103                          160      3,600
DOW CHEM CO                         COM                 260543103                          176      3,950
DOW CHEM CO                         COM                 260543103                          191      4,280
DOW CHEM CO                         COM                 260543103                          258      5,800
DOW CHEM CO                         COM                 260543103                          269      6,050
DOW CHEM CO                         COM                 260543103                          271      6,080
DOW CHEM CO                         COM                 260543103                          303      6,811
DOW CHEM CO                         COM                 260543103                          360      8,080
DOW CHEM CO                         COM                 260543103                          390      8,750
DOW CHEM CO                         COM                 260543103                          407      9,151
DOW CHEM CO                         COM                 260543103                          634     14,237
DOW CHEM CO                         COM                 260543103                          645     14,475
DOW CHEM CO                         COM                 260543103                          668     15,000
DOW CHEM CO                         COM                 260543103                          756     16,977
DOW CHEM CO                         COM                 260543103                        1,002     22,512
DOW CHEM CO                         COM                 260543103                        1,327     29,800
DOW CHEM CO                         COM                 260543103                        1,550     34,800
DOW CHEM CO                         COM                 260543103                        4,050     90,940
DOW CHEM CO                         COM                 260543103                        4,567    102,550
DOW CHEM CO                         COM                 260543103                        6,464    145,153
DOW CHEM CO                         COM                 260543103                        7,112    159,713
DOW CHEM CO                         COM                 260543103                       13,774    309,312
DOW JONES & CO INC                  COM                 260561105                           12        350
DOW JONES & CO INC                  COM                 260561105                           17        476
DOW JONES & CO INC                  COM                 260561105                           21        580
DOW JONES & CO INC                  COM                 260561105                           23        650
DOW JONES & CO INC                  COM                 260561105                           35      1,000
DOW JONES & CO INC                  COM                 260561105                           41      1,158
DOW JONES & CO INC                  COM                 260561105                           53      1,500
DOW JONES & CO INC                  COM                 260561105                           76      2,131
DOW JONES & CO INC                  COM                 260561105                          142      4,010
DU PONT E I DE NEMOURS & CO         COM                 263534109                            4        100
DU PONT E I DE NEMOURS & CO         COM                 263534109                           26        600
DU PONT E I DE NEMOURS & CO         COM                 263534109                           34        790
DU PONT E I DE NEMOURS & CO         COM                 263534109                           39        900
DU PONT E I DE NEMOURS & CO         COM                 263534109                           90      2,100
DU PONT E I DE NEMOURS & CO         COM                 263534109                          118      2,750
DU PONT E I DE NEMOURS & CO         COM                 263534109                          125      2,914
DU PONT E I DE NEMOURS & CO         COM                 263534109                          129      2,990
DU PONT E I DE NEMOURS & CO         COM                 263534109                          129      3,000
DU PONT E I DE NEMOURS & CO         COM                 263534109                          200      4,660
DU PONT E I DE NEMOURS & CO         COM                 263534109                          249      5,780
DU PONT E I DE NEMOURS & CO         COM                 263534109                          303      7,036
DU PONT E I DE NEMOURS & CO         COM                 263534109                          312      7,260
DU PONT E I DE NEMOURS & CO         COM                 263534109                          357      8,300
DU PONT E I DE NEMOURS & CO         COM                 263534109                          400      9,300
DU PONT E I DE NEMOURS & CO         COM                 263534109                          406      9,446
DU PONT E I DE NEMOURS & CO         COM                 263534109                          423      9,840
DU PONT E I DE NEMOURS & CO         COM                 263534109                          452     10,500
DU PONT E I DE NEMOURS & CO         COM                 263534109                          499     11,600
DU PONT E I DE NEMOURS & CO         COM                 263534109                          560     13,024
DU PONT E I DE NEMOURS & CO         COM                 263534109                          567     13,182
DU PONT E I DE NEMOURS & CO         COM                 263534109                          651     15,144
DU PONT E I DE NEMOURS & CO         COM                 263534109                          696     16,175
DU PONT E I DE NEMOURS & CO         COM                 263534109                          728     16,925
DU PONT E I DE NEMOURS & CO         COM                 263534109                          971     22,585
DU PONT E I DE NEMOURS & CO         COM                 263534109                        1,109     25,774
DU PONT E I DE NEMOURS & CO         COM                 263534109                        1,557     36,200
DU PONT E I DE NEMOURS & CO         COM                 263534109                        1,691     39,310
DU PONT E I DE NEMOURS & CO         COM                 263534109                        2,574     59,835
DU PONT E I DE NEMOURS & CO         COM                 263534109                        2,602     60,500
DU PONT E I DE NEMOURS & CO         COM                 263534109                        3,491     81,174
DU PONT E I DE NEMOURS & CO         COM                 263534109                        4,024     93,570
DU PONT E I DE NEMOURS & CO         COM                 263534109                        4,202     97,702
DU PONT E I DE NEMOURS & CO         COM                 263534109                        5,526    128,479
DUKE ENERGY CORP                    COM                 264399106                            3        100
DUKE ENERGY CORP                    COM                 264399106                           21        700
DUKE ENERGY CORP                    COM                 264399106                           25        840
DUKE ENERGY CORP                    COM                 264399106                           28        950
DUKE ENERGY CORP                    COM                 264399106                           43      1,435
DUKE ENERGY CORP                    COM                 264399106                           70      2,350
DUKE ENERGY CORP                    COM                 264399106                           74      2,500
DUKE ENERGY CORP                    COM                 264399106                           85      2,870
DUKE ENERGY CORP                    COM                 264399106                           89      3,000
DUKE ENERGY CORP                    COM                 264399106                          101      3,400
DUKE ENERGY CORP                    COM                 264399106                          146      4,900
DUKE ENERGY CORP                    COM                 264399106                          154      5,195
DUKE ENERGY CORP                    COM                 264399106                          157      5,280
DUKE ENERGY CORP                    COM                 264399106                          171      5,760
DUKE ENERGY CORP                    COM                 264399106                          181      6,100
DUKE ENERGY CORP                    COM                 264399106                          197      6,612
DUKE ENERGY CORP                    COM                 264399106                          232      7,820
DUKE ENERGY CORP                    COM                 264399106                          263      8,846
DUKE ENERGY CORP                    COM                 264399106                          321     10,800
DUKE ENERGY CORP                    COM                 264399106                          327     11,000
DUKE ENERGY CORP                    COM                 264399106                          340     11,450
DUKE ENERGY CORP                    COM                 264399106                          374     12,570
DUKE ENERGY CORP                    COM                 264399106                          422     14,193
DUKE ENERGY CORP                    COM                 264399106                          430     14,462
DUKE ENERGY CORP                    COM                 264399106                          582     19,570
DUKE ENERGY CORP                    COM                 264399106                          643     21,629
DUKE ENERGY CORP                    COM                 264399106                        1,038     34,900
DUKE ENERGY CORP                    COM                 264399106                        1,147     38,596
DUKE ENERGY CORP                    COM                 264399106                        1,531     51,500
DUKE ENERGY CORP                    COM                 264399106                        2,676     90,010
DUKE ENERGY CORP                    COM                 264399106                      117,228  3,943,083
DUKE REALTY CORP                    COM NEW             264411505                            6        195
DUKE REALTY CORP                    COM NEW             264411505                           15        465
DUKE REALTY CORP                    COM NEW             264411505                           32      1,000
DUKE REALTY CORP                    COM NEW             264411505                           33      1,040
DUKE REALTY CORP                    COM NEW             264411505                           43      1,350
DUKE REALTY CORP                    COM NEW             264411505                           44      1,400
DUKE REALTY CORP                    COM NEW             264411505                           63      2,000
DUKE REALTY CORP                    COM NEW             264411505                           63      2,000
DUKE REALTY CORP                    COM NEW             264411505                           85      2,700
DUKE REALTY CORP                    COM NEW             264411505                           89      2,800
DUKE REALTY CORP                    COM NEW             264411505                          213      6,740
DUKE REALTY CORP                    COM NEW             264411505                          434     13,720
DUKE REALTY CORP                    COM NEW             264411505                          573     18,100
DUNE ENERGY INC                     COM NEW             265338202                        1,650    733,334
EFC BANCORP INC                     COM                 268423100                        5,068    149,088
E M C CORP MASS                     COM                 268648102                            4        271
E M C CORP MASS                     COM                 268648102                            4        300
E M C CORP MASS                     COM                 268648102                            5        400
E M C CORP MASS                     COM                 268648102                           11        825
E M C CORP MASS                     COM                 268648102                           18      1,300
E M C CORP MASS                     COM                 268648102                           21      1,500
E M C CORP MASS                     COM                 268648102                           22      1,600
E M C CORP MASS                     COM                 268648102                           26      1,920
E M C CORP MASS                     COM                 268648102                           27      2,000
E M C CORP MASS                     COM                 268648102                           30      2,200
E M C CORP MASS                     COM                 268648102                           40      2,900
E M C CORP MASS                     COM                 268648102                           49      3,600
E M C CORP MASS                     COM                 268648102                           49      3,600
E M C CORP MASS                     COM                 268648102                           91      6,650
E M C CORP MASS                     COM                 268648102                           97      7,102
E M C CORP MASS                     COM                 268648102                           99      7,200
E M C CORP MASS                     COM                 268648102                          140     10,200
E M C CORP MASS                     COM                 268648102                          145     10,600
E M C CORP MASS                     COM                 268648102                          185     13,497
E M C CORP MASS                     COM                 268648102                          239     17,420
E M C CORP MASS                     COM                 268648102                          273     19,930
E M C CORP MASS                     COM                 268648102                          276     20,108
E M C CORP MASS                     COM                 268648102                          313     22,810
E M C CORP MASS                     COM                 268648102                          314     22,889
E M C CORP MASS                     COM                 268648102                          344     25,100
E M C CORP MASS                     COM                 268648102                          354     25,815
E M C CORP MASS                     COM                 268648102                          381     27,800
E M C CORP MASS                     COM                 268648102                          412     30,048
E M C CORP MASS                     COM                 268648102                          489     35,699
E M C CORP MASS                     COM                 268648102                          494     36,012
E M C CORP MASS                     COM                 268648102                          747     54,484
E M C CORP MASS                     COM                 268648102                        1,228     89,600
E M C CORP MASS                     COM                 268648102                        1,571    114,621
E M C CORP MASS                     COM                 268648102                        2,001    145,972
E M C CORP MASS                     COM                 268648102                        2,422    176,635
E M C CORP MASS                     COM                 268648102                        3,058    223,050
E M C CORP MASS                     COM                 268648102                       10,309    751,897
E TRADE FINANCIAL CORP              COM                 269246104                            7        500
E TRADE FINANCIAL CORP              COM                 269246104                           37      2,640
E TRADE FINANCIAL CORP              COM                 269246104                           41      2,950
E TRADE FINANCIAL CORP              COM                 269246104                           54      3,850
E TRADE FINANCIAL CORP              COM                 269246104                           60      4,300
E TRADE FINANCIAL CORP              COM                 269246104                           63      4,500
E TRADE FINANCIAL CORP              COM                 269246104                           76      5,423
E TRADE FINANCIAL CORP              COM                 269246104                           87      6,250
E TRADE FINANCIAL CORP              COM                 269246104                          124      8,877
E TRADE FINANCIAL CORP              COM                 269246104                          175     12,500
E TRADE FINANCIAL CORP              COM                 269246104                          470     33,600
EASTERN CO                          COM                 276317104                          408     17,325
EASTMAN CHEM CO                     COM                 277432100                           11        201
EASTMAN CHEM CO                     COM                 277432100                           22        400
EASTMAN CHEM CO                     COM                 277432100                           30        550
EASTMAN CHEM CO                     COM                 277432100                           34        620
EASTMAN CHEM CO                     COM                 277432100                           38        682
EASTMAN CHEM CO                     COM                 277432100                           50        900
EASTMAN CHEM CO                     COM                 277432100                           50        900
EASTMAN CHEM CO                     COM                 277432100                           65      1,178
EASTMAN CHEM CO                     COM                 277432100                          137      2,492
EASTMAN CHEM CO                     COM                 277432100                          143      2,600
EASTMAN CHEM CO                     COM                 277432100                          434      7,874
EASTMAN CHEM CO                     COM                 277432100                          481      8,720
EASTMAN CHEM CO                     COM                 277432100                          712     12,917
EASTMAN KODAK CO                    COM                 277461109                            8        300
EASTMAN KODAK CO                    COM                 277461109                           10        390
EASTMAN KODAK CO                    COM                 277461109                           27      1,000
EASTMAN KODAK CO                    COM                 277461109                           40      1,500
EASTMAN KODAK CO                    COM                 277461109                           40      1,500
EASTMAN KODAK CO                    COM                 277461109                           43      1,600
EASTMAN KODAK CO                    COM                 277461109                           45      1,660
EASTMAN KODAK CO                    COM                 277461109                           53      1,971
EASTMAN KODAK CO                    COM                 277461109                           54      2,014
EASTMAN KODAK CO                    COM                 277461109                           65      2,412
EASTMAN KODAK CO                    COM                 277461109                           66      2,470
EASTMAN KODAK CO                    COM                 277461109                           93      3,462
EASTMAN KODAK CO                    COM                 277461109                          107      4,000
EASTMAN KODAK CO                    COM                 277461109                          109      4,073
EASTMAN KODAK CO                    COM                 277461109                          113      4,200
EASTMAN KODAK CO                    COM                 277461109                          122      4,542
EASTMAN KODAK CO                    COM                 277461109                          204      7,581
EASTMAN KODAK CO                    COM                 277461109                          260      9,700
EASTMAN KODAK CO                    COM                 277461109                          460     17,127
EASTMAN KODAK CO                    COM                 277461109                          707     26,339
EASTMAN KODAK CO                    COM                 277461109                          741     27,600
EASTMAN KODAK CO                    COM                 277461109                          835     31,085
EASTMAN KODAK CO                    COM                 277461109                          906     33,737
EATON CORP                          COM                 278058102                            1         25
EATON CORP                          COM                 278058102                           24        400
EATON CORP                          COM                 278058102                           36        600
EATON CORP                          COM                 278058102                           66      1,100
EATON CORP                          COM                 278058102                           78      1,300
EATON CORP                          COM                 278058102                           78      1,300
EATON CORP                          COM                 278058102                           83      1,386
EATON CORP                          COM                 278058102                          114      1,900
EATON CORP                          COM                 278058102                          116      1,938
EATON CORP                          COM                 278058102                          131      2,182
EATON CORP                          COM                 278058102                          155      2,586
EATON CORP                          COM                 278058102                          158      2,645
EATON CORP                          COM                 278058102                          219      3,660
EATON CORP                          COM                 278058102                          222      3,700
EATON CORP                          COM                 278058102                          252      4,200
EATON CORP                          COM                 278058102                          255      4,253
EATON CORP                          COM                 278058102                          305      5,100
EATON CORP                          COM                 278058102                          537      8,965
EATON CORP                          COM                 278058102                          846     14,120
EATON CORP                          COM                 278058102                        1,636     27,313
EATON CORP                          COM                 278058102                        2,839     47,390
EATON CORP                          COM                 278058102                        3,503     58,473
EATON VANCE ENH EQTY INC FD         COM                 278277108                          218     11,000
EBAY INC                            COM                 278642103                            6        185
EBAY INC                            COM                 278642103                           13        400
EBAY INC                            COM                 278642103                           20        600
EBAY INC                            COM                 278642103                           24        720
EBAY INC                            COM                 278642103                           26        780
EBAY INC                            COM                 278642103                           30        900
EBAY INC                            COM                 278642103                           53      1,600
EBAY INC                            COM                 278642103                           86      2,600
EBAY INC                            COM                 278642103                           99      2,986
EBAY INC                            COM                 278642103                          100      3,030
EBAY INC                            COM                 278642103                          116      3,500
EBAY INC                            COM                 278642103                          283      8,580
EBAY INC                            COM                 278642103                          289      8,756
EBAY INC                            COM                 278642103                          306      9,284
EBAY INC                            COM                 278642103                          330     10,001
EBAY INC                            COM                 278642103                          337     10,210
EBAY INC                            COM                 278642103                          387     11,720
EBAY INC                            COM                 278642103                          390     11,800
EBAY INC                            COM                 278642103                          405     12,259
EBAY INC                            COM                 278642103                          408     12,354
EBAY INC                            COM                 278642103                          466     14,104
EBAY INC                            COM                 278642103                          585     17,709
EBAY INC                            COM                 278642103                          605     18,328
EBAY INC                            COM                 278642103                          627     19,000
EBAY INC                            COM                 278642103                          697     21,106
EBAY INC                            COM                 278642103                          742     22,482
EBAY INC                            COM                 278642103                          911     27,602
EBAY INC                            COM                 278642103                        1,182     35,800
EBAY INC                            COM                 278642103                        1,285     38,941
EBAY INC                            COM                 278642103                        2,424     73,444
EBAY INC                            COM                 278642103                        3,192     96,700
EBAY INC                            COM                 278642103                        3,325    100,740
EBAY INC                            COM                 278642103                        3,964    120,075
ECHOSTAR COMMUNICATIONS NEW         CL A                278762109                            8        270
ECHOSTAR COMMUNICATIONS NEW         CL A                278762109                           33      1,100
ECHOSTAR COMMUNICATIONS NEW         CL A                278762109                           33      1,100
ECHOSTAR COMMUNICATIONS NEW         CL A                278762109                           60      2,000
ECHOSTAR COMMUNICATIONS NEW         CL A                278762109                           78      2,600
ECHOSTAR COMMUNICATIONS NEW         CL A                278762109                          123      4,071
ECHOSTAR COMMUNICATIONS NEW         CL A                278762109                          217      7,200
ECHOSTAR COMMUNICATIONS NEW         CL A                278762109                          660     21,890
ECOLAB INC                          COM                 278865100                           32      1,000
ECOLAB INC                          COM                 278865100                           50      1,547
ECOLAB INC                          COM                 278865100                           60      1,840
ECOLAB INC                          COM                 278865100                           71      2,202
ECOLAB INC                          COM                 278865100                           97      3,000
ECOLAB INC                          COM                 278865100                          100      3,100
ECOLAB INC                          COM                 278865100                          118      3,650
ECOLAB INC                          COM                 278865100                          278      8,600
ECOLAB INC                          COM                 278865100                          474     14,640
ECOLAB INC                          COM                 278865100                          810     25,030
ECOLAB INC                          COM                 278865100                        1,080     33,385
ECOLAB INC                          COM                 278865100                        1,316     40,673
EDISON INTL                         COM                 281020107                           16        400
EDISON INTL                         COM                 281020107                           24        600
EDISON INTL                         COM                 281020107                           57      1,400
EDISON INTL                         COM                 281020107                           61      1,500
EDISON INTL                         COM                 281020107                           96      2,357
EDISON INTL                         COM                 281020107                          117      2,880
EDISON INTL                         COM                 281020107                          130      3,215
EDISON INTL                         COM                 281020107                          178      4,400
EDISON INTL                         COM                 281020107                          188      4,648
EDISON INTL                         COM                 281020107                          191      4,700
EDISON INTL                         COM                 281020107                          236      5,816
EDISON INTL                         COM                 281020107                          395      9,742
EDISON INTL                         COM                 281020107                          523     12,900
EDISON INTL                         COM                 281020107                        1,034     25,500
EDISON INTL                         COM                 281020107                        1,229     30,300
EDISON INTL                         COM                 281020107                        1,756     43,310
EDWARDS AG INC                      COM                 281760108                           41        900
EDWARDS AG INC                      COM                 281760108                           72      1,600
EDWARDS AG INC                      COM                 281760108                           72      1,600
EDWARDS AG INC                      COM                 281760108                          113      2,500
EDWARDS AG INC                      COM                 281760108                          333      7,370
8X8 INC NEW                         COM                 282914100                           74     44,340
ELDORADO GOLD CORP NEW              COM                 284902103                           77     28,700
ELECTRONIC ARTS INC                 COM                 285512109                           11        200
ELECTRONIC ARTS INC                 COM                 285512109                           19        330
ELECTRONIC ARTS INC                 COM                 285512109                           28        500
ELECTRONIC ARTS INC                 COM                 285512109                           62      1,100
ELECTRONIC ARTS INC                 COM                 285512109                           62      1,100
ELECTRONIC ARTS INC                 COM                 285512109                           83      1,475
ELECTRONIC ARTS INC                 COM                 285512109                          102      1,800
ELECTRONIC ARTS INC                 COM                 285512109                          113      2,000
ELECTRONIC ARTS INC                 COM                 285512109                          124      2,194
ELECTRONIC ARTS INC                 COM                 285512109                          142      2,500
ELECTRONIC ARTS INC                 COM                 285512109                          150      2,653
ELECTRONIC ARTS INC                 COM                 285512109                          154      2,722
ELECTRONIC ARTS INC                 COM                 285512109                          168      2,970
ELECTRONIC ARTS INC                 COM                 285512109                          187      3,311
ELECTRONIC ARTS INC                 COM                 285512109                          195      3,450
ELECTRONIC ARTS INC                 COM                 285512109                          197      3,476
ELECTRONIC ARTS INC                 COM                 285512109                          242      4,270
ELECTRONIC ARTS INC                 COM                 285512109                          261      4,611
ELECTRONIC ARTS INC                 COM                 285512109                          407      7,189
ELECTRONIC ARTS INC                 COM                 285512109                          696     12,300
ELECTRONIC ARTS INC                 COM                 285512109                        1,793     31,670
ELECTRONIC ARTS INC                 COM                 285512109                        3,020     53,351
ELECTRONIC DATA SYS NEW             COM                 285661104                            2        100
ELECTRONIC DATA SYS NEW             COM                 285661104                            5        266
ELECTRONIC DATA SYS NEW             COM                 285661104                           10        500
ELECTRONIC DATA SYS NEW             COM                 285661104                           16        855
ELECTRONIC DATA SYS NEW             COM                 285661104                           17        903
ELECTRONIC DATA SYS NEW             COM                 285661104                           21      1,075
ELECTRONIC DATA SYS NEW             COM                 285661104                           36      1,855
ELECTRONIC DATA SYS NEW             COM                 285661104                           79      4,083
ELECTRONIC DATA SYS NEW             COM                 285661104                           86      4,450
ELECTRONIC DATA SYS NEW             COM                 285661104                           99      5,143
ELECTRONIC DATA SYS NEW             COM                 285661104                          117      6,100
ELECTRONIC DATA SYS NEW             COM                 285661104                          134      6,972
ELECTRONIC DATA SYS NEW             COM                 285661104                          141      7,345
ELECTRONIC DATA SYS NEW             COM                 285661104                          144      7,469
ELECTRONIC DATA SYS NEW             COM                 285661104                          246     12,759
ELECTRONIC DATA SYS NEW             COM                 285661104                          402     20,900
ELECTRONIC DATA SYS NEW             COM                 285661104                          605     31,412
ELECTRONIC DATA SYS NEW             COM                 285661104                          877     45,570
ELECTRONICS BOUTIQUE HLDGS C        COM                 286045109                        1,809     28,500
ELECTRONICS BOUTIQUE HLDGS C        COM                 286045109                        2,762     43,500
EMERSON ELEC CO                     COM                 291011104                           10        160
EMERSON ELEC CO                     COM                 291011104                           25        400
EMERSON ELEC CO                     COM                 291011104                           31        500
EMERSON ELEC CO                     COM                 291011104                           38        600
EMERSON ELEC CO                     COM                 291011104                           75      1,200
EMERSON ELEC CO                     COM                 291011104                           79      1,260
EMERSON ELEC CO                     COM                 291011104                           80      1,279
EMERSON ELEC CO                     COM                 291011104                           80      1,280
EMERSON ELEC CO                     COM                 291011104                           81      1,300
EMERSON ELEC CO                     COM                 291011104                          125      2,000
EMERSON ELEC CO                     COM                 291011104                          186      2,963
EMERSON ELEC CO                     COM                 291011104                          219      3,500
EMERSON ELEC CO                     COM                 291011104                          221      3,530
EMERSON ELEC CO                     COM                 291011104                          248      3,967
EMERSON ELEC CO                     COM                 291011104                          310      4,950
EMERSON ELEC CO                     COM                 291011104                          327      5,227
EMERSON ELEC CO                     COM                 291011104                          361      5,759
EMERSON ELEC CO                     COM                 291011104                          373      5,952
EMERSON ELEC CO                     COM                 291011104                          382      6,092
EMERSON ELEC CO                     COM                 291011104                          395      6,307
EMERSON ELEC CO                     COM                 291011104                          458      7,305
EMERSON ELEC CO                     COM                 291011104                          559      8,921
EMERSON ELEC CO                     COM                 291011104                          584      9,331
EMERSON ELEC CO                     COM                 291011104                          983     15,700
EMERSON ELEC CO                     COM                 291011104                        1,318     21,040
EMERSON ELEC CO                     COM                 291011104                        1,594     25,445
EMERSON ELEC CO                     COM                 291011104                        2,382     38,025
EMERSON ELEC CO                     COM                 291011104                        2,441     38,980
EMMIS COMMUNICATIONS CORP           PFD CV SER A        291525202                          837     20,000
ENCANA CORP                         COM                 292505104                           32        800
ENCANA CORP                         COM                 292505104                           67      1,700
ENCANA CORP                         COM                 292505104                          172      4,342
ENCANA CORP                         COM                 292505104                          504     12,722
ENCANA CORP                         COM                 292505104                        2,771     69,985
ENCANA CORP                         COM                 292505104                        2,799     70,700
ENGELHARD CORP                      COM                 292845104                            4        128
ENGELHARD CORP                      COM                 292845104                           25        880
ENGELHARD CORP                      COM                 292845104                           28        980
ENGELHARD CORP                      COM                 292845104                           37      1,300
ENGELHARD CORP                      COM                 292845104                           40      1,400
ENGELHARD CORP                      COM                 292845104                           51      1,800
ENGELHARD CORP                      COM                 292845104                           89      3,108
ENGELHARD CORP                      COM                 292845104                          117      4,100
ENGELHARD CORP                      COM                 292845104                          289     10,130
ENGELHARD CORP                      COM                 292845104                          914     32,000
ENTERPRISE PRODS PARTNERS L         COM                 293792107                           59      2,200
ENTERPRISE PRODS PARTNERS L         COM                 293792107                           97      3,620
ENTERPRISE PRODS PARTNERS L         COM                 293792107                          161      6,000
ENTERPRISE PRODS PARTNERS L         COM                 293792107                          577     21,530
EQUIFAX INC                         COM                 294429105                            3         76
EQUIFAX INC                         COM                 294429105                           18        500
EQUIFAX INC                         COM                 294429105                           34        960
EQUIFAX INC                         COM                 294429105                           38      1,068
EQUIFAX INC                         COM                 294429105                           39      1,080
EQUIFAX INC                         COM                 294429105                           50      1,400
EQUIFAX INC                         COM                 294429105                           57      1,600
EQUIFAX INC                         COM                 294429105                           71      2,000
EQUIFAX INC                         COM                 294429105                          157      4,400
EQUIFAX INC                         COM                 294429105                          161      4,500
EQUIFAX INC                         COM                 294429105                          200      5,600
EQUIFAX INC                         COM                 294429105                          346      9,678
EQUIFAX INC                         COM                 294429105                          447     12,510
EQUIFAX INC                         COM                 294429105                          475     13,300
EQUITABLE RES INC                   COM                 294549100                           48        700
EQUITABLE RES INC                   COM                 294549100                           95      1,400
EQUITABLE RES INC                   COM                 294549100                          136      2,000
EQUITABLE RES INC                   COM                 294549100                          330      4,850
EQUITABLE RES INC                   COM                 294549100                          343      5,037
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                           40      1,210
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                           43      1,300
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                           89      2,700
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                           96      2,903
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                          119      3,590
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                          132      3,986
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                          202      6,105
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                          205      6,179
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                          335     10,106
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                          394     11,895
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                          579     17,500
EQUITY OFFICE PROPERTIES TRU        COM                 294741103                        1,271     38,390
ERICSSON L M TEL CO                 ADR B SEK 10        294821608                           13        400
ERICSSON L M TEL CO                 ADR B SEK 10        294821608                           53      1,645
ERICSSON L M TEL CO                 ADR B SEK 10        294821608                           64      2,000
ERICSSON L M TEL CO                 ADR B SEK 10        294821608                           85      2,646
ERICSSON L M TEL CO                 ADR B SEK 10        294821608                          113      3,545
ERICSSON L M TEL CO                 ADR B SEK 10        294821608                          153      4,800
ERICSSON L M TEL CO                 ADR B SEK 10        294821608                          160      5,000
ERICSSON L M TEL CO                 ADR B SEK 10        294821608                          703     22,000
ERICSSON L M TEL CO                 ADR B SEK 10        294821608                        1,702     53,280
EXPEDITORS INTL WASH INC            COM                 302130109                            3         61
EXPEDITORS INTL WASH INC            COM                 302130109                           19        380
EXPEDITORS INTL WASH INC            COM                 302130109                           25        500
EXPEDITORS INTL WASH INC            COM                 302130109                           60      1,200
EXPEDITORS INTL WASH INC            COM                 302130109                           75      1,500
EXPEDITORS INTL WASH INC            COM                 302130109                          147      2,950
EXPEDITORS INTL WASH INC            COM                 302130109                          174      3,500
EXPEDITORS INTL WASH INC            COM                 302130109                          249      5,000
EXPEDITORS INTL WASH INC            COM                 302130109                          552     11,090
EXPRESS SCRIPTS INC                 COM                 302182100                           30        600
EXPRESS SCRIPTS INC                 COM                 302182100                           50      1,000
EXPRESS SCRIPTS INC                 COM                 302182100                           55      1,100
EXPRESS SCRIPTS INC                 COM                 302182100                           61      1,220
EXPRESS SCRIPTS INC                 COM                 302182100                           70      1,400
EXPRESS SCRIPTS INC                 COM                 302182100                           90      1,800
EXPRESS SCRIPTS INC                 COM                 302182100                           90      1,800
EXPRESS SCRIPTS INC                 COM                 302182100                           99      1,976
EXPRESS SCRIPTS INC                 COM                 302182100                          110      2,200
EXPRESS SCRIPTS INC                 COM                 302182100                          250      5,000
EXPRESS SCRIPTS INC                 COM                 302182100                          260      5,200
EXPRESS SCRIPTS INC                 COM                 302182100                          800     16,000
FPL GROUP INC                       COM                 302571104                            3         80
FPL GROUP INC                       COM                 302571104                           29        680
FPL GROUP INC                       COM                 302571104                           33        774
FPL GROUP INC                       COM                 302571104                           84      2,000
FPL GROUP INC                       COM                 302571104                           93      2,200
FPL GROUP INC                       COM                 302571104                          115      2,746
FPL GROUP INC                       COM                 302571104                          132      3,140
FPL GROUP INC                       COM                 302571104                          149      3,536
FPL GROUP INC                       COM                 302571104                          161      3,828
FPL GROUP INC                       COM                 302571104                          226      5,382
FPL GROUP INC                       COM                 302571104                          229      5,450
FPL GROUP INC                       COM                 302571104                          245      5,820
FPL GROUP INC                       COM                 302571104                          405      9,632
FPL GROUP INC                       COM                 302571104                          422     10,040
FPL GROUP INC                       COM                 302571104                          673     16,000
FPL GROUP INC                       COM                 302571104                          957     22,760
FPL GROUP INC                       COM                 302571104                        1,421     33,780
FX ENERGY INC                       COM                 302695101                        3,618    328,000
FAIR ISAAC CORP                     COM                 303250104                            8        220
FAIR ISAAC CORP                     COM                 303250104                           18        500
FAIR ISAAC CORP                     COM                 303250104                           88      2,400
FAIR ISAAC CORP                     COM                 303250104                          248      6,805
FAIR ISAAC CORP                     COM                 303250104                          265      7,260
FAIRFAX FINL HLDGS LTD              SUB VTG             303901102                           33        200
FAIRFAX FINL HLDGS LTD              SUB VTG             303901102                          100        600
FAIRFAX FINL HLDGS LTD              SUB VTG             303901102                          178      1,075
FAIRFAX FINL HLDGS LTD              SUB VTG             303901102                          452      2,722
FAIRMONT HOTELS RESORTS INC         COM                 305204109                           28        793
FAIRMONT HOTELS RESORTS INC         COM                 305204109                           81      2,325
FAIRMONT HOTELS RESORTS INC         COM                 305204109                          261      7,500
FAIRMONT HOTELS RESORTS INC         COM                 305204109                        1,621     46,544
FAMILY DLR STORES INC               COM                 307000109                           31      1,174
FAMILY DLR STORES INC               COM                 307000109                           35      1,330
FAMILY DLR STORES INC               COM                 307000109                           37      1,411
FAMILY DLR STORES INC               COM                 307000109                           52      2,000
FAMILY DLR STORES INC               COM                 307000109                           65      2,506
FAMILY DLR STORES INC               COM                 307000109                           94      3,594
FAMILY DLR STORES INC               COM                 307000109                          146      5,600
FAMILY DLR STORES INC               COM                 307000109                          438     16,800
FASTENAL CO                         COM                 311900104                           55        900
FASTENAL CO                         COM                 311900104                          123      2,000
FASTENAL CO                         COM                 311900104                          153      2,500
FASTENAL CO                         COM                 311900104                          435      7,110
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                           19        290
FEDERAL HOME LN MTG CORP            COM                 313400301                           26        400
FEDERAL HOME LN MTG CORP            COM                 313400301                           33        500
FEDERAL HOME LN MTG CORP            COM                 313400301                           35        540
FEDERAL HOME LN MTG CORP            COM                 313400301                           42        650
FEDERAL HOME LN MTG CORP            COM                 313400301                           69      1,060
FEDERAL HOME LN MTG CORP            COM                 313400301                          117      1,800
FEDERAL HOME LN MTG CORP            COM                 313400301                          130      1,990
FEDERAL HOME LN MTG CORP            COM                 313400301                          130      2,000
FEDERAL HOME LN MTG CORP            COM                 313400301                          144      2,200
FEDERAL HOME LN MTG CORP            COM                 313400301                          210      3,220
FEDERAL HOME LN MTG CORP            COM                 313400301                          320      4,905
FEDERAL HOME LN MTG CORP            COM                 313400301                          352      5,397
FEDERAL HOME LN MTG CORP            COM                 313400301                          352      5,400
FEDERAL HOME LN MTG CORP            COM                 313400301                          374      5,738
FEDERAL HOME LN MTG CORP            COM                 313400301                          417      6,400
FEDERAL HOME LN MTG CORP            COM                 313400301                          426      6,529
FEDERAL HOME LN MTG CORP            COM                 313400301                          432      6,630
FEDERAL HOME LN MTG CORP            COM                 313400301                          519      7,950
FEDERAL HOME LN MTG CORP            COM                 313400301                          523      8,011
FEDERAL HOME LN MTG CORP            COM                 313400301                          689     10,564
FEDERAL HOME LN MTG CORP            COM                 313400301                          690     10,577
FEDERAL HOME LN MTG CORP            COM                 313400301                          694     10,635
FEDERAL HOME LN MTG CORP            COM                 313400301                          718     11,000
FEDERAL HOME LN MTG CORP            COM                 313400301                        1,048     16,073
FEDERAL HOME LN MTG CORP            COM                 313400301                        1,605     24,600
FEDERAL HOME LN MTG CORP            COM                 313400301                        4,258     65,270
FEDERAL NATL MTG ASSN               COM                 313586109                            1         14
FEDERAL NATL MTG ASSN               COM                 313586109                            3         55
FEDERAL NATL MTG ASSN               COM                 313586109                           13        220
FEDERAL NATL MTG ASSN               COM                 313586109                           15        250
FEDERAL NATL MTG ASSN               COM                 313586109                           15        260
FEDERAL NATL MTG ASSN               COM                 313586109                           26        440
FEDERAL NATL MTG ASSN               COM                 313586109                           29        500
FEDERAL NATL MTG ASSN               COM                 313586109                           42        720
FEDERAL NATL MTG ASSN               COM                 313586109                           50        850
FEDERAL NATL MTG ASSN               COM                 313586109                           82      1,400
FEDERAL NATL MTG ASSN               COM                 313586109                           82      1,410
FEDERAL NATL MTG ASSN               COM                 313586109                          146      2,500
FEDERAL NATL MTG ASSN               COM                 313586109                          159      2,720
FEDERAL NATL MTG ASSN               COM                 313586109                          211      3,610
FEDERAL NATL MTG ASSN               COM                 313586109                          252      4,310
FEDERAL NATL MTG ASSN               COM                 313586109                          405      6,936
FEDERAL NATL MTG ASSN               COM                 313586109                          451      7,730
FEDERAL NATL MTG ASSN               COM                 313586109                          477      8,160
FEDERAL NATL MTG ASSN               COM                 313586109                          526      9,000
FEDERAL NATL MTG ASSN               COM                 313586109                          534      9,148
FEDERAL NATL MTG ASSN               COM                 313586109                          662     11,341
FEDERAL NATL MTG ASSN               COM                 313586109                          736     12,600
FEDERAL NATL MTG ASSN               COM                 313586109                          845     14,467
FEDERAL NATL MTG ASSN               COM                 313586109                          883     15,116
FEDERAL NATL MTG ASSN               COM                 313586109                        1,054     18,050
FEDERAL NATL MTG ASSN               COM                 313586109                        1,320     22,604
FEDERAL NATL MTG ASSN               COM                 313586109                        1,716     29,378
FEDERAL NATL MTG ASSN               COM                 313586109                        2,067     35,400
FEDERAL NATL MTG ASSN               COM                 313586109                        3,614     61,885
FEDERAL NATL MTG ASSN               COM                 313586109                        4,823     82,591
FEDERAL NATL MTG ASSN               COM                 313586109                        5,339     91,420
FEDERAL NATL MTG ASSN               COM                 313586109                      553,340  9,475,000
FEDERATED INVS INC PA               CL B                314211103                           19        640
FEDERATED INVS INC PA               CL B                314211103                           23        770
FEDERATED INVS INC PA               CL B                314211103                           26        860
FEDERATED INVS INC PA               CL B                314211103                           48      1,600
FEDERATED INVS INC PA               CL B                314211103                           51      1,700
FEDERATED INVS INC PA               CL B                314211103                           81      2,700
FEDERATED INVS INC PA               CL B                314211103                           83      2,761
FEDERATED INVS INC PA               CL B                314211103                          195      6,500
FIDELITY NATL FINL INC              COM                 316326107                           75      2,100
FIDELITY NATL FINL INC              COM                 316326107                           79      2,200
FIDELITY NATL FINL INC              COM                 316326107                          203      5,700
FIDELITY NATL FINL INC              COM                 316326107                          656     18,381
FIFTH THIRD BANCORP                 COM                 316773100                           12        290
FIFTH THIRD BANCORP                 COM                 316773100                           21        500
FIFTH THIRD BANCORP                 COM                 316773100                           21        500
FIFTH THIRD BANCORP                 COM                 316773100                           23        550
FIFTH THIRD BANCORP                 COM                 316773100                           26        620
FIFTH THIRD BANCORP                 COM                 316773100                           44      1,060
FIFTH THIRD BANCORP                 COM                 316773100                           63      1,540
FIFTH THIRD BANCORP                 COM                 316773100                           74      1,800
FIFTH THIRD BANCORP                 COM                 316773100                           81      1,960
FIFTH THIRD BANCORP                 COM                 316773100                           82      1,990
FIFTH THIRD BANCORP                 COM                 316773100                          129      3,140
FIFTH THIRD BANCORP                 COM                 316773100                          154      3,743
FIFTH THIRD BANCORP                 COM                 316773100                          177      4,310
FIFTH THIRD BANCORP                 COM                 316773100                          207      5,039
FIFTH THIRD BANCORP                 COM                 316773100                          266      6,450
FIFTH THIRD BANCORP                 COM                 316773100                          313      7,613
FIFTH THIRD BANCORP                 COM                 316773100                          321      7,790
FIFTH THIRD BANCORP                 COM                 316773100                          403      9,800
FIFTH THIRD BANCORP                 COM                 316773100                          568     13,801
FIFTH THIRD BANCORP                 COM                 316773100                          852     20,700
FIFTH THIRD BANCORP                 COM                 316773100                        2,173     52,770
FIRST AMERN CORP CALIF              COM                 318522307                            3         70
FIRST AMERN CORP CALIF              COM                 318522307                            7        180
FIRST AMERN CORP CALIF              COM                 318522307                           15        370
FIRST AMERN CORP CALIF              COM                 318522307                           40      1,000
FIRST AMERN CORP CALIF              COM                 318522307                          120      3,000
FIRST AMERN CORP CALIF              COM                 318522307                          313      7,800
FIRST DATA CORP                     COM                 319963104                            6        150
FIRST DATA CORP                     COM                 319963104                           20        500
FIRST DATA CORP                     COM                 319963104                           20        500
FIRST DATA CORP                     COM                 319963104                           24        600
FIRST DATA CORP                     COM                 319963104                           26        655
FIRST DATA CORP                     COM                 319963104                           28        700
FIRST DATA CORP                     COM                 319963104                           32        800
FIRST DATA CORP                     COM                 319963104                           38        940
FIRST DATA CORP                     COM                 319963104                           69      1,725
FIRST DATA CORP                     COM                 319963104                           96      2,400
FIRST DATA CORP                     COM                 319963104                           97      2,410
FIRST DATA CORP                     COM                 319963104                          103      2,565
FIRST DATA CORP                     COM                 319963104                          146      3,636
FIRST DATA CORP                     COM                 319963104                          167      4,150
FIRST DATA CORP                     COM                 319963104                          169      4,200
FIRST DATA CORP                     COM                 319963104                          201      5,000
FIRST DATA CORP                     COM                 319963104                          232      5,785
FIRST DATA CORP                     COM                 319963104                          247      6,165
FIRST DATA CORP                     COM                 319963104                          268      6,680
FIRST DATA CORP                     COM                 319963104                          299      7,455
FIRST DATA CORP                     COM                 319963104                          368      9,160
FIRST DATA CORP                     COM                 319963104                          373      9,300
FIRST DATA CORP                     COM                 319963104                          431     10,729
FIRST DATA CORP                     COM                 319963104                          483     12,024
FIRST DATA CORP                     COM                 319963104                          502     12,501
FIRST DATA CORP                     COM                 319963104                          561     13,969
FIRST DATA CORP                     COM                 319963104                          649     16,177
FIRST DATA CORP                     COM                 319963104                          673     16,762
FIRST DATA CORP                     COM                 319963104                        1,136     28,300
FIRST DATA CORP                     COM                 319963104                        2,007     49,991
FIRST DATA CORP                     COM                 319963104                        2,925     72,870
FIRST DATA CORP                     COM                 319963104                        4,376    109,010
FIRST DATA CORP                     COM                 319963104                       18,811    468,625
FIRST HORIZON NATL CORP             COM                 320517105                            9        210
FIRST HORIZON NATL CORP             COM                 320517105                           38        893
FIRST HORIZON NATL CORP             COM                 320517105                           41        980
FIRST HORIZON NATL CORP             COM                 320517105                           44      1,043
FIRST HORIZON NATL CORP             COM                 320517105                           63      1,500
FIRST HORIZON NATL CORP             COM                 320517105                           76      1,800
FIRST HORIZON NATL CORP             COM                 320517105                           80      1,900
FIRST HORIZON NATL CORP             COM                 320517105                           84      2,000
FIRST HORIZON NATL CORP             COM                 320517105                          173      4,100
FIRST HORIZON NATL CORP             COM                 320517105                          253      6,000
FIRST HORIZON NATL CORP             COM                 320517105                          329      7,800
FIRST HORIZON NATL CORP             COM                 320517105                          512     12,130
FIRST MARBLEHEAD CORP               COM                 320771108                           32        900
FIRST MARBLEHEAD CORP               COM                 320771108                           39      1,100
FIRST MARBLEHEAD CORP               COM                 320771108                           98      2,800
FIRST MARBLEHEAD CORP               COM                 320771108                          158      4,500
FIRST MARBLEHEAD CORP               COM                 320771108                          323      9,200
FIRST MARBLEHEAD CORP               COM                 320771108                          411     11,725
FIRST MARBLEHEAD CORP               COM                 320771108                        2,408     68,670
FIRST MARBLEHEAD CORP               COM                 320771108                        3,798    108,320
FISERV INC                          COM                 337738108                           47      1,100
FISERV INC                          COM                 337738108                           56      1,300
FISERV INC                          COM                 337738108                           58      1,360
FISERV INC                          COM                 337738108                           60      1,400
FISERV INC                          COM                 337738108                           64      1,500
FISERV INC                          COM                 337738108                           66      1,540
FISERV INC                          COM                 337738108                           69      1,600
FISERV INC                          COM                 337738108                           83      1,926
FISERV INC                          COM                 337738108                           86      2,000
FISERV INC                          COM                 337738108                           99      2,300
FISERV INC                          COM                 337738108                          119      2,774
FISERV INC                          COM                 337738108                          143      3,328
FISERV INC                          COM                 337738108                          164      3,826
FISERV INC                          COM                 337738108                          247      5,760
FISERV INC                          COM                 337738108                          279      6,500
FISERV INC                          COM                 337738108                          760     17,710
FISERV INC                          COM                 337738108                        1,330     31,004
FIRSTENERGY CORP                    COM                 337932107                            2         35
FIRSTENERGY CORP                    COM                 337932107                           24        499
FIRSTENERGY CORP                    COM                 337932107                           24        500
FIRSTENERGY CORP                    COM                 337932107                           25        519
FIRSTENERGY CORP                    COM                 337932107                           34        700
FIRSTENERGY CORP                    COM                 337932107                           87      1,800
FIRSTENERGY CORP                    COM                 337932107                           87      1,800
FIRSTENERGY CORP                    COM                 337932107                          119      2,467
FIRSTENERGY CORP                    COM                 337932107                          130      2,710
FIRSTENERGY CORP                    COM                 337932107                          154      3,198
FIRSTENERGY CORP                    COM                 337932107                          164      3,400
FIRSTENERGY CORP                    COM                 337932107                          238      4,947
FIRSTENERGY CORP                    COM                 337932107                          244      5,069
FIRSTENERGY CORP                    COM                 337932107                          421      8,753
FIRSTENERGY CORP                    COM                 337932107                          496     10,300
FIRSTENERGY CORP                    COM                 337932107                          621     12,900
FIRSTENERGY CORP                    COM                 337932107                        1,451     30,160
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                           10        156
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                           54        830
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                           65      1,000
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                           66      1,010
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                           82      1,270
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                           91      1,400
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                          110      1,700
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                          117      1,800
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                          331      5,100
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                          688     10,600
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                          711     10,950
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                          844     12,997
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                          938     14,459
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                        1,181     18,199
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                        1,700     26,201
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                        3,760     57,940
FISHER SCIENTIFIC INTL INC          COM NEW             338032204                        7,604    117,165
FLUOR CORP NEW                      COM                 343412102                            1         23
FLUOR CORP NEW                      COM                 343412102                           12        200
FLUOR CORP NEW                      COM                 343412102                           17        300
FLUOR CORP NEW                      COM                 343412102                           29        495
FLUOR CORP NEW                      COM                 343412102                           35        600
FLUOR CORP NEW                      COM                 343412102                           38        660
FLUOR CORP NEW                      COM                 343412102                           52        910
FLUOR CORP NEW                      COM                 343412102                           58      1,000
FLUOR CORP NEW                      COM                 343412102                           72      1,258
FLUOR CORP NEW                      COM                 343412102                          118      2,042
FLUOR CORP NEW                      COM                 343412102                          161      2,800
FLUOR CORP NEW                      COM                 343412102                          473      8,210
FLOWERS FOODS INC                   COM                 343498101                           71      2,000
FLOWERS FOODS INC                   COM                 343498101                          237      6,716
FLUSHING FINL CORP                  COM                 343873105                        9,412    511,537
FOOT LOCKER INC                     COM                 344849104                            9        319
FOOT LOCKER INC                     COM                 344849104                           52      1,900
FOOT LOCKER INC                     COM                 344849104                           65      2,400
FOOT LOCKER INC                     COM                 344849104                          123      4,501
FOOT LOCKER INC                     COM                 344849104                          142      5,200
FOOT LOCKER INC                     COM                 344849104                          367     13,500
FORD MTR CO DEL                     COM PAR $0.01       345370860                           10      1,000
FORD MTR CO DEL                     COM PAR $0.01       345370860                           12      1,200
FORD MTR CO DEL                     COM PAR $0.01       345370860                           19      1,840
FORD MTR CO DEL                     COM PAR $0.01       345370860                           19      1,860
FORD MTR CO DEL                     COM PAR $0.01       345370860                           19      1,900
FORD MTR CO DEL                     COM PAR $0.01       345370860                           22      2,100
FORD MTR CO DEL                     COM PAR $0.01       345370860                           26      2,556
FORD MTR CO DEL                     COM PAR $0.01       345370860                           55      5,350
FORD MTR CO DEL                     COM PAR $0.01       345370860                           59      5,800
FORD MTR CO DEL                     COM PAR $0.01       345370860                           64      6,260
FORD MTR CO DEL                     COM PAR $0.01       345370860                           85      8,300
FORD MTR CO DEL                     COM PAR $0.01       345370860                          117     11,429
FORD MTR CO DEL                     COM PAR $0.01       345370860                          135     13,146
FORD MTR CO DEL                     COM PAR $0.01       345370860                          153     14,895
FORD MTR CO DEL                     COM PAR $0.01       345370860                          154     15,080
FORD MTR CO DEL                     COM PAR $0.01       345370860                          181     17,722
FORD MTR CO DEL                     COM PAR $0.01       345370860                          192     18,711
FORD MTR CO DEL                     COM PAR $0.01       345370860                          206     20,150
FORD MTR CO DEL                     COM PAR $0.01       345370860                          221     21,629
FORD MTR CO DEL                     COM PAR $0.01       345370860                          246     24,050
FORD MTR CO DEL                     COM PAR $0.01       345370860                          285     27,812
FORD MTR CO DEL                     COM PAR $0.01       345370860                          324     31,605
FORD MTR CO DEL                     COM PAR $0.01       345370860                          409     39,947
FORD MTR CO DEL                     COM PAR $0.01       345370860                          460     44,877
FORD MTR CO DEL                     COM PAR $0.01       345370860                          637     62,200
FORD MTR CO DEL                     COM PAR $0.01       345370860                        1,138    111,102
FORD MTR CO DEL                     COM PAR $0.01       345370860                        1,712    167,140
FORDING CDN COAL TR                 TR UNIT             345425102                           12        135
FORDING CDN COAL TR                 TR UNIT             345425102                           49        533
FORDING CDN COAL TR                 TR UNIT             345425102                          468      5,076
FOREST CITY ENTERPRISES INC         CL A                345550107                           64        900
FOREST CITY ENTERPRISES INC         CL A                345550107                          170      2,400
FOREST LABS INC                     COM                 345838106                            2         60
FOREST LABS INC                     COM                 345838106                            2         60
FOREST LABS INC                     COM                 345838106                            2         62
FOREST LABS INC                     COM                 345838106                           12        300
FOREST LABS INC                     COM                 345838106                           12        316
FOREST LABS INC                     COM                 345838106                           18        460
FOREST LABS INC                     COM                 345838106                           25        650
FOREST LABS INC                     COM                 345838106                           58      1,500
FOREST LABS INC                     COM                 345838106                           62      1,600
FOREST LABS INC                     COM                 345838106                           77      1,990
FOREST LABS INC                     COM                 345838106                           95      2,448
FOREST LABS INC                     COM                 345838106                          110      2,830
FOREST LABS INC                     COM                 345838106                          120      3,100
FOREST LABS INC                     COM                 345838106                          129      3,318
FOREST LABS INC                     COM                 345838106                          175      4,500
FOREST LABS INC                     COM                 345838106                          203      5,232
FOREST LABS INC                     COM                 345838106                          204      5,258
FOREST LABS INC                     COM                 345838106                          331      8,522
FOREST LABS INC                     COM                 345838106                          470     12,110
FOREST LABS INC                     COM                 345838106                          482     12,400
FOREST LABS INC                     COM                 345838106                          828     21,322
FOREST LABS INC                     COM                 345838106                        1,300     33,460
FORTUNE BRANDS INC                  COM                 349631101                           27        300
FORTUNE BRANDS INC                  COM                 349631101                           27        300
FORTUNE BRANDS INC                  COM                 349631101                           80        900
FORTUNE BRANDS INC                  COM                 349631101                           80        900
FORTUNE BRANDS INC                  COM                 349631101                           94      1,056
FORTUNE BRANDS INC                  COM                 349631101                          110      1,240
FORTUNE BRANDS INC                  COM                 349631101                          128      1,437
FORTUNE BRANDS INC                  COM                 349631101                          178      2,000
FORTUNE BRANDS INC                  COM                 349631101                          178      2,000
FORTUNE BRANDS INC                  COM                 349631101                          193      2,173
FORTUNE BRANDS INC                  COM                 349631101                          204      2,299
FORTUNE BRANDS INC                  COM                 349631101                          266      2,996
FORTUNE BRANDS INC                  COM                 349631101                          340      3,830
FORTUNE BRANDS INC                  COM                 349631101                          369      4,155
FORTUNE BRANDS INC                  COM                 349631101                          506      5,700
FORTUNE BRANDS INC                  COM                 349631101                        1,164     13,110
FRANKLIN RES INC                    COM                 354613101                            7         90
FRANKLIN RES INC                    COM                 354613101                           15        200
FRANKLIN RES INC                    COM                 354613101                           69        900
FRANKLIN RES INC                    COM                 354613101                           69        900
FRANKLIN RES INC                    COM                 354613101                           77      1,000
FRANKLIN RES INC                    COM                 354613101                          107      1,390
FRANKLIN RES INC                    COM                 354613101                          129      1,670
FRANKLIN RES INC                    COM                 354613101                          146      1,900
FRANKLIN RES INC                    COM                 354613101                          150      1,955
FRANKLIN RES INC                    COM                 354613101                          182      2,360
FRANKLIN RES INC                    COM                 354613101                          235      3,051
FRANKLIN RES INC                    COM                 354613101                          365      4,735
FRANKLIN RES INC                    COM                 354613101                          570      7,400
FRANKLIN RES INC                    COM                 354613101                        1,427     18,540
FRANKLIN RES INC                    COM                 354613101                        2,323     30,173
FRIEDMAN BILLINGS RAMSEY GRO        CL A                358434108                            4        260
FRIEDMAN BILLINGS RAMSEY GRO        CL A                358434108                           68      4,787
FRIEDMAN BILLINGS RAMSEY GRO        CL A                358434108                          179     12,500
FUJI PHOTO FILM LTD                 ADR                 359586302                            9        280
FUJI PHOTO FILM LTD                 ADR                 359586302                          150      4,610
FUJI PHOTO FILM LTD                 ADR                 359586302                          190      5,845
FULTON FINL CORP PA                 COM                 360271100                           32      1,750
FULTON FINL CORP PA                 COM                 360271100                           90      5,000
FULTON FINL CORP PA                 COM                 360271100                          236     13,125
GALLAGHER ARTHUR J & CO             COM                 363576109                           30      1,100
GALLAGHER ARTHUR J & CO             COM                 363576109                           84      3,100
GALLAGHER ARTHUR J & CO             COM                 363576109                          180      6,650
GALLAGHER ARTHUR J & CO             COM                 363576109                          269      9,930
GALLAHER GROUP PLC                  SPONSORED ADR       363595109                          154      2,600
GALLAHER GROUP PLC                  SPONSORED ADR       363595109                          160      2,700
GANNETT INC                         COM                 364730101                           18        250
GANNETT INC                         COM                 364730101                           25        350
GANNETT INC                         COM                 364730101                           31        440
GANNETT INC                         COM                 364730101                           34        480
GANNETT INC                         COM                 364730101                           41        570
GANNETT INC                         COM                 364730101                           68        950
GANNETT INC                         COM                 364730101                           75      1,050
GANNETT INC                         COM                 364730101                           78      1,090
GANNETT INC                         COM                 364730101                          108      1,525
GANNETT INC                         COM                 364730101                          127      1,786
GANNETT INC                         COM                 364730101                          150      2,110
GANNETT INC                         COM                 364730101                          172      2,413
GANNETT INC                         COM                 364730101                          185      2,600
GANNETT INC                         COM                 364730101                          221      3,100
GANNETT INC                         COM                 364730101                          261      3,665
GANNETT INC                         COM                 364730101                          298      4,188
GANNETT INC                         COM                 364730101                          387      5,440
GANNETT INC                         COM                 364730101                          484      6,800
GANNETT INC                         COM                 364730101                          640      9,000
GANNETT INC                         COM                 364730101                        1,012     14,225
GANNETT INC                         COM                 364730101                        1,439     20,235
GANNETT INC                         COM                 364730101                        1,566     22,014
GANNETT INC                         COM                 364730101                        1,802     25,340
GAP INC DEL                         COM                 364760108                           10        500
GAP INC DEL                         COM                 364760108                           12        620
GAP INC DEL                         COM                 364760108                           14        700
GAP INC DEL                         COM                 364760108                           16        800
GAP INC DEL                         COM                 364760108                           17        885
GAP INC DEL                         COM                 364760108                           19        950
GAP INC DEL                         COM                 364760108                           30      1,500
GAP INC DEL                         COM                 364760108                           47      2,400
GAP INC DEL                         COM                 364760108                           49      2,500
GAP INC DEL                         COM                 364760108                           67      3,400
GAP INC DEL                         COM                 364760108                           79      4,000
GAP INC DEL                         COM                 364760108                          107      5,399
GAP INC DEL                         COM                 364760108                          108      5,468
GAP INC DEL                         COM                 364760108                          127      6,450
GAP INC DEL                         COM                 364760108                          145      7,358
GAP INC DEL                         COM                 364760108                          181      9,150
GAP INC DEL                         COM                 364760108                          190      9,622
GAP INC DEL                         COM                 364760108                          198     10,040
GAP INC DEL                         COM                 364760108                          225     11,395
GAP INC DEL                         COM                 364760108                          229     11,599
GAP INC DEL                         COM                 364760108                          311     15,750
GAP INC DEL                         COM                 364760108                          373     18,874
GAP INC DEL                         COM                 364760108                          557     28,200
GAP INC DEL                         COM                 364760108                        1,243     62,930
GATEWAY INC                         COM                 367626108                            1        193
GATEWAY INC                         COM                 367626108                            2        500
GATEWAY INC                         COM                 367626108                            3      1,000
GATEWAY INC                         COM                 367626108                            4      1,210
GATEWAY INC                         COM                 367626108                            6      1,900
GATEWAY INC                         COM                 367626108                            9      2,610
GATEWAY INC                         COM                 367626108                           10      2,950
GATEWAY INC                         COM                 367626108                           18      5,500
GATEWAY INC                         COM                 367626108                           43     13,000
GATEWAY INC                         COM                 367626108                           47     14,200
GATEWAY INC                         COM                 367626108                       19,800  6,000,000
GEHL CO                             COM                 368483103                          779     20,000
GENENTECH INC                       COM NEW             368710406                            4         45
GENENTECH INC                       COM NEW             368710406                            5         65
GENENTECH INC                       COM NEW             368710406                           16        200
GENENTECH INC                       COM NEW             368710406                           26        320
GENENTECH INC                       COM NEW             368710406                           28        350
GENENTECH INC                       COM NEW             368710406                           32        400
GENENTECH INC                       COM NEW             368710406                           64        800
GENENTECH INC                       COM NEW             368710406                           77        954
GENENTECH INC                       COM NEW             368710406                           96      1,200
GENENTECH INC                       COM NEW             368710406                          101      1,260
GENENTECH INC                       COM NEW             368710406                          128      1,600
GENENTECH INC                       COM NEW             368710406                          193      2,400
GENENTECH INC                       COM NEW             368710406                          249      3,100
GENENTECH INC                       COM NEW             368710406                          345      4,300
GENENTECH INC                       COM NEW             368710406                          350      4,359
GENENTECH INC                       COM NEW             368710406                          361      4,500
GENENTECH INC                       COM NEW             368710406                          504      6,272
GENENTECH INC                       COM NEW             368710406                          876     10,913
GENENTECH INC                       COM NEW             368710406                          930     11,589
GENENTECH INC                       COM NEW             368710406                        1,062     13,230
GENENTECH INC                       COM NEW             368710406                        1,204     15,000
GENENTECH INC                       COM NEW             368710406                        3,166     39,440
GENERAL DYNAMICS CORP               COM                 369550108                           19        170
GENERAL DYNAMICS CORP               COM                 369550108                           22        200
GENERAL DYNAMICS CORP               COM                 369550108                           22        200
GENERAL DYNAMICS CORP               COM                 369550108                           22        200
GENERAL DYNAMICS CORP               COM                 369550108                           28        255
GENERAL DYNAMICS CORP               COM                 369550108                           77        700
GENERAL DYNAMICS CORP               COM                 369550108                           79        720
GENERAL DYNAMICS CORP               COM                 369550108                           88        800
GENERAL DYNAMICS CORP               COM                 369550108                          163      1,491
GENERAL DYNAMICS CORP               COM                 369550108                          175      1,600
GENERAL DYNAMICS CORP               COM                 369550108                          184      1,680
GENERAL DYNAMICS CORP               COM                 369550108                          210      1,914
GENERAL DYNAMICS CORP               COM                 369550108                          246      2,250
GENERAL DYNAMICS CORP               COM                 369550108                          296      2,700
GENERAL DYNAMICS CORP               COM                 369550108                          303      2,770
GENERAL DYNAMICS CORP               COM                 369550108                          334      3,045
GENERAL DYNAMICS CORP               COM                 369550108                          493      4,505
GENERAL DYNAMICS CORP               COM                 369550108                          778      7,100
GENERAL DYNAMICS CORP               COM                 369550108                        2,000     18,260
GENERAL DYNAMICS CORP               COM                 369550108                        2,120     19,355
GENERAL ELEC CO                     COM                 369604103                            4        115
GENERAL ELEC CO                     COM                 369604103                          125      3,600
GENERAL ELEC CO                     COM                 369604103                          146      4,200
GENERAL ELEC CO                     COM                 369604103                          204      5,900
GENERAL ELEC CO                     COM                 369604103                          239      6,900
GENERAL ELEC CO                     COM                 369604103                          249      7,200
GENERAL ELEC CO                     COM                 369604103                          253      7,300
GENERAL ELEC CO                     COM                 369604103                          260      7,500
GENERAL ELEC CO                     COM                 369604103                          269      7,750
GENERAL ELEC CO                     COM                 369604103                          304      8,782
GENERAL ELEC CO                     COM                 369604103                          347     10,000
GENERAL ELEC CO                     COM                 369604103                          413     11,930
GENERAL ELEC CO                     COM                 369604103                          658     18,985
GENERAL ELEC CO                     COM                 369604103                          685     19,764
GENERAL ELEC CO                     COM                 369604103                          742     21,412
GENERAL ELEC CO                     COM                 369604103                        1,034     29,850
GENERAL ELEC CO                     COM                 369604103                        1,050     30,300
GENERAL ELEC CO                     COM                 369604103                        1,075     31,020
GENERAL ELEC CO                     COM                 369604103                        1,091     31,500
GENERAL ELEC CO                     COM                 369604103                        1,457     42,035
GENERAL ELEC CO                     COM                 369604103                        1,548     44,685
GENERAL ELEC CO                     COM                 369604103                        1,654     47,732
GENERAL ELEC CO                     COM                 369604103                        1,941     56,026
GENERAL ELEC CO                     COM                 369604103                        2,102     60,670
GENERAL ELEC CO                     COM                 369604103                        2,183     63,000
GENERAL ELEC CO                     COM                 369604103                        2,200     63,484
GENERAL ELEC CO                     COM                 369604103                        2,260     65,217
GENERAL ELEC CO                     COM                 369604103                        2,349     67,790
GENERAL ELEC CO                     COM                 369604103                        2,639     76,160
GENERAL ELEC CO                     COM                 369604103                        2,823     81,471
GENERAL ELEC CO                     COM                 369604103                        3,101     89,500
GENERAL ELEC CO                     COM                 369604103                        3,224     93,053
GENERAL ELEC CO                     COM                 369604103                        3,493    100,817
GENERAL ELEC CO                     COM                 369604103                        3,791    109,400
GENERAL ELEC CO                     COM                 369604103                        4,210    121,497
GENERAL ELEC CO                     COM                 369604103                        4,342    125,299
GENERAL ELEC CO                     COM                 369604103                        5,451    157,328
GENERAL ELEC CO                     COM                 369604103                        5,523    159,400
GENERAL ELEC CO                     COM                 369604103                        5,525    159,465
GENERAL ELEC CO                     COM                 369604103                        5,936    171,325
GENERAL ELEC CO                     COM                 369604103                        8,202    236,710
GENERAL ELEC CO                     COM                 369604103                        8,285    239,092
GENERAL ELEC CO                     COM                 369604103                       13,267    382,900
GENERAL ELEC CO                     COM                 369604103                       16,837    485,914
GENERAL ELEC CO                     COM                 369604103                       20,009    577,469
GENERAL ELEC CO                     COM                 369604103                       34,806  1,004,490
GENERAL ELEC CO                     COM                 369604103                       36,045  1,040,273
GENERAL ELEC CO                     COM                 369604103                       38,205  1,102,596
GENERAL ELEC CO                     COM                 369604103                       41,315  1,192,344
GENERAL ELEC CO                     COM                 369604103                       90,974  2,625,500
GENERAL GROWTH PPTYS INC            COM                 370021107                          142      3,445
GENERAL GROWTH PPTYS INC            COM                 370021107                          292      7,100
GENERAL GROWTH PPTYS INC            COM                 370021107                        1,004     24,442
GENERAL MLS INC                     COM                 370334104                            8        180
GENERAL MLS INC                     COM                 370334104                           16        350
GENERAL MLS INC                     COM                 370334104                           24        520
GENERAL MLS INC                     COM                 370334104                           55      1,184
GENERAL MLS INC                     COM                 370334104                           65      1,393
GENERAL MLS INC                     COM                 370334104                           73      1,550
GENERAL MLS INC                     COM                 370334104                           80      1,720
GENERAL MLS INC                     COM                 370334104                          112      2,400
GENERAL MLS INC                     COM                 370334104                          123      2,628
GENERAL MLS INC                     COM                 370334104                          150      3,213
GENERAL MLS INC                     COM                 370334104                          168      3,592
GENERAL MLS INC                     COM                 370334104                          187      4,000
GENERAL MLS INC                     COM                 370334104                          204      4,350
GENERAL MLS INC                     COM                 370334104                          209      4,477
GENERAL MLS INC                     COM                 370334104                          257      5,502
GENERAL MLS INC                     COM                 370334104                          267      5,710
GENERAL MLS INC                     COM                 370334104                          370      7,899
GENERAL MLS INC                     COM                 370334104                          664     14,200
GENERAL MLS INC                     COM                 370334104                        1,620     34,630
GENERAL MLS INC                     COM                 370334104                        4,421     94,485
GENERAL MTRS CORP                   COM                 370442105                            4        105
GENERAL MTRS CORP                   COM                 370442105                            6        175
GENERAL MTRS CORP                   COM                 370442105                           17        500
GENERAL MTRS CORP                   COM                 370442105                           19        550
GENERAL MTRS CORP                   COM                 370442105                           22        660
GENERAL MTRS CORP                   COM                 370442105                           29        840
GENERAL MTRS CORP                   COM                 370442105                           34      1,000
GENERAL MTRS CORP                   COM                 370442105                           38      1,125
GENERAL MTRS CORP                   COM                 370442105                           65      1,900
GENERAL MTRS CORP                   COM                 370442105                           65      1,900
GENERAL MTRS CORP                   COM                 370442105                           89      2,630
GENERAL MTRS CORP                   COM                 370442105                          102      3,000
GENERAL MTRS CORP                   COM                 370442105                          124      3,661
GENERAL MTRS CORP                   COM                 370442105                          132      3,879
GENERAL MTRS CORP                   COM                 370442105                          155      4,570
GENERAL MTRS CORP                   COM                 370442105                          185      5,447
GENERAL MTRS CORP                   COM                 370442105                          218      6,400
GENERAL MTRS CORP                   COM                 370442105                          252      7,419
GENERAL MTRS CORP                   COM                 370442105                          288      8,477
GENERAL MTRS CORP                   COM                 370442105                          322      9,474
GENERAL MTRS CORP                   COM                 370442105                          405     11,925
GENERAL MTRS CORP                   COM                 370442105                          413     12,156
GENERAL MTRS CORP                   COM                 370442105                          734     21,600
GENERAL MTRS CORP                   COM                 370442105                        1,051     30,902
GENERAL MTRS CORP                   COM                 370442105                        1,797     52,850
GENERAL MTRS CORP                   DEB SR CONV B       370442733                           80      4,300
GENERAL MTRS CORP                   DEB SR CONV B       370442733                          187     10,000
GENTEX CORP                         COM                 371901109                            4        236
GENTEX CORP                         COM                 371901109                           95      5,200
GENTEX CORP                         COM                 371901109                          275     15,100
GENUINE PARTS CO                    COM                 372460105                            9        224
GENUINE PARTS CO                    COM                 372460105                            9        227
GENUINE PARTS CO                    COM                 372460105                           51      1,245
GENUINE PARTS CO                    COM                 372460105                           55      1,350
GENUINE PARTS CO                    COM                 372460105                           57      1,380
GENUINE PARTS CO                    COM                 372460105                           58      1,400
GENUINE PARTS CO                    COM                 372460105                           62      1,500
GENUINE PARTS CO                    COM                 372460105                           72      1,743
GENUINE PARTS CO                    COM                 372460105                           86      2,100
GENUINE PARTS CO                    COM                 372460105                          101      2,446
GENUINE PARTS CO                    COM                 372460105                          123      2,987
GENUINE PARTS CO                    COM                 372460105                          142      3,467
GENUINE PARTS CO                    COM                 372460105                          160      3,900
GENUINE PARTS CO                    COM                 372460105                          161      3,924
GENUINE PARTS CO                    COM                 372460105                          238      5,800
GENUINE PARTS CO                    COM                 372460105                          376      9,150
GENUINE PARTS CO                    COM                 372460105                          755     18,370
GENZYME CORP                        COM                 372917104                            4         65
GENZYME CORP                        COM                 372917104                            5         75
GENZYME CORP                        COM                 372917104                           12        204
GENZYME CORP                        COM                 372917104                           15        250
GENZYME CORP                        COM                 372917104                           24        400
GENZYME CORP                        COM                 372917104                           26        425
GENZYME CORP                        COM                 372917104                           54        900
GENZYME CORP                        COM                 372917104                           54        900
GENZYME CORP                        COM                 372917104                           84      1,400
GENZYME CORP                        COM                 372917104                          105      1,754
GENZYME CORP                        COM                 372917104                          129      2,150
GENZYME CORP                        COM                 372917104                          148      2,462
GENZYME CORP                        COM                 372917104                          186      3,100
GENZYME CORP                        COM                 372917104                          189      3,150
GENZYME CORP                        COM                 372917104                          190      3,158
GENZYME CORP                        COM                 372917104                          225      3,745
GENZYME CORP                        COM                 372917104                          230      3,820
GENZYME CORP                        COM                 372917104                          359      5,980
GENZYME CORP                        COM                 372917104                          589      9,800
GENZYME CORP                        COM                 372917104                          841     13,992
GENZYME CORP                        COM                 372917104                        1,383     23,010
GEORGIA PAC CORP                    COM                 373298108                            4        140
GEORGIA PAC CORP                    COM                 373298108                            8        245
GEORGIA PAC CORP                    COM                 373298108                           13        400
GEORGIA PAC CORP                    COM                 373298108                           35      1,100
GEORGIA PAC CORP                    COM                 373298108                           38      1,200
GEORGIA PAC CORP                    COM                 373298108                           48      1,500
GEORGIA PAC CORP                    COM                 373298108                           49      1,550
GEORGIA PAC CORP                    COM                 373298108                           60      1,880
GEORGIA PAC CORP                    COM                 373298108                           71      2,240
GEORGIA PAC CORP                    COM                 373298108                           75      2,356
GEORGIA PAC CORP                    COM                 373298108                           99      3,100
GEORGIA PAC CORP                    COM                 373298108                          117      3,677
GEORGIA PAC CORP                    COM                 373298108                          137      4,319
GEORGIA PAC CORP                    COM                 373298108                          255      8,017
GEORGIA PAC CORP                    COM                 373298108                          273      8,600
GEORGIA PAC CORP                    COM                 373298108                          334     10,500
GEORGIA PAC CORP                    COM                 373298108                          736     23,160
GETTY IMAGES INC                    COM                 374276103                           37        500
GETTY IMAGES INC                    COM                 374276103                          111      1,500
GETTY IMAGES INC                    COM                 374276103                          290      3,900
GILEAD SCIENCES INC                 COM                 375558103                            3         63
GILEAD SCIENCES INC                 COM                 375558103                           13        300
GILEAD SCIENCES INC                 COM                 375558103                           19        430
GILEAD SCIENCES INC                 COM                 375558103                           22        500
GILEAD SCIENCES INC                 COM                 375558103                           68      1,540
GILEAD SCIENCES INC                 COM                 375558103                           75      1,700
GILEAD SCIENCES INC                 COM                 375558103                          110      2,500
GILEAD SCIENCES INC                 COM                 375558103                          128      2,900
GILEAD SCIENCES INC                 COM                 375558103                          142      3,230
GILEAD SCIENCES INC                 COM                 375558103                          147      3,341
GILEAD SCIENCES INC                 COM                 375558103                          168      3,810
GILEAD SCIENCES INC                 COM                 375558103                          191      4,350
GILEAD SCIENCES INC                 COM                 375558103                          193      4,392
GILEAD SCIENCES INC                 COM                 375558103                          229      5,200
GILEAD SCIENCES INC                 COM                 375558103                          275      6,254
GILEAD SCIENCES INC                 COM                 375558103                          300      6,810
GILEAD SCIENCES INC                 COM                 375558103                          300      6,820
GILEAD SCIENCES INC                 COM                 375558103                          488     11,100
GILEAD SCIENCES INC                 COM                 375558103                          567     12,895
GILEAD SCIENCES INC                 COM                 375558103                          763     17,339
GILEAD SCIENCES INC                 COM                 375558103                        1,156     26,271
GILEAD SCIENCES INC                 COM                 375558103                        1,771     40,262
GILEAD SCIENCES INC                 COM                 375558103                        1,802     40,960
GILLETTE CO                         COM                 375766102                           10        200
GILLETTE CO                         COM                 375766102                           30        600
GILLETTE CO                         COM                 375766102                           39        770
GILLETTE CO                         COM                 375766102                           41        800
GILLETTE CO                         COM                 375766102                           43        850
GILLETTE CO                         COM                 375766102                           66      1,298
GILLETTE CO                         COM                 375766102                           90      1,780
GILLETTE CO                         COM                 375766102                          137      2,708
GILLETTE CO                         COM                 375766102                          139      2,750
GILLETTE CO                         COM                 375766102                          147      2,900
GILLETTE CO                         COM                 375766102                          151      2,990
GILLETTE CO                         COM                 375766102                          157      3,110
GILLETTE CO                         COM                 375766102                          203      4,000
GILLETTE CO                         COM                 375766102                          207      4,080
GILLETTE CO                         COM                 375766102                          217      4,290
GILLETTE CO                         COM                 375766102                          227      4,485
GILLETTE CO                         COM                 375766102                          283      5,586
GILLETTE CO                         COM                 375766102                          360      7,105
GILLETTE CO                         COM                 375766102                          422      8,330
GILLETTE CO                         COM                 375766102                          456      9,000
GILLETTE CO                         COM                 375766102                          478      9,432
GILLETTE CO                         COM                 375766102                          506     10,000
GILLETTE CO                         COM                 375766102                          612     12,097
GILLETTE CO                         COM                 375766102                          688     13,583
GILLETTE CO                         COM                 375766102                          689     13,600
GILLETTE CO                         COM                 375766102                          704     13,900
GILLETTE CO                         COM                 375766102                          769     15,193
GILLETTE CO                         COM                 375766102                          861     17,000
GILLETTE CO                         COM                 375766102                        1,198     23,669
GILLETTE CO                         COM                 375766102                        1,392     27,500
GILLETTE CO                         COM                 375766102                        1,833     36,200
GILLETTE CO                         COM                 375766102                        1,995     39,399
GILLETTE CO                         COM                 375766102                        2,284     45,120
GILLETTE CO                         COM                 375766102                        2,696     53,246
GILLETTE CO                         COM                 375766102                        3,046     60,157
GILLETTE CO                         COM                 375766102                        3,060     60,446
GILLETTE CO                         COM                 375766102                        3,111     61,450
GILLETTE CO                         COM                 375766102                        4,729     93,400
GLENCAIRN GOLD CORP                 COM                 377903109                            4     10,000
GOLDCORP INC NEW                    COM                 380956409                           50      3,200
GOLDCORP INC NEW                    COM                 380956409                          142      9,000
GOLDCORP INC NEW                    COM                 380956409                          198     12,535
GOLDEN WEST FINL CORP DEL           COM                 381317106                           19        300
GOLDEN WEST FINL CORP DEL           COM                 381317106                           22        340
GOLDEN WEST FINL CORP DEL           COM                 381317106                           71      1,100
GOLDEN WEST FINL CORP DEL           COM                 381317106                           76      1,175
GOLDEN WEST FINL CORP DEL           COM                 381317106                           76      1,180
GOLDEN WEST FINL CORP DEL           COM                 381317106                          126      1,964
GOLDEN WEST FINL CORP DEL           COM                 381317106                          156      2,420
GOLDEN WEST FINL CORP DEL           COM                 381317106                          176      2,734
GOLDEN WEST FINL CORP DEL           COM                 381317106                          219      3,400
GOLDEN WEST FINL CORP DEL           COM                 381317106                          258      4,006
GOLDEN WEST FINL CORP DEL           COM                 381317106                          281      4,366
GOLDEN WEST FINL CORP DEL           COM                 381317106                          337      5,234
GOLDEN WEST FINL CORP DEL           COM                 381317106                          421      6,534
GOLDEN WEST FINL CORP DEL           COM                 381317106                          773     12,000
GOLDEN WEST FINL CORP DEL           COM                 381317106                        1,423     22,100
GOLDEN WEST FINL CORP DEL           COM                 381317106                        1,804     28,020
GOLDFIELD CORP                      COM                 381370105                           21     28,200
GOODRICH CORP                       COM                 382388106                            1         35
GOODRICH CORP                       COM                 382388106                           35        850
GOODRICH CORP                       COM                 382388106                           39        940
GOODRICH CORP                       COM                 382388106                           41        995
GOODRICH CORP                       COM                 382388106                           49      1,200
GOODRICH CORP                       COM                 382388106                           61      1,500
GOODRICH CORP                       COM                 382388106                           72      1,759
GOODRICH CORP                       COM                 382388106                          116      2,841
GOODRICH CORP                       COM                 382388106                          164      4,000
GOODRICH CORP                       COM                 382388106                          456     11,130
GOODRICH CORP                       COM                 382388106                          802     19,591
GOODYEAR TIRE & RUBR CO             COM                 382550101                            1        100
GOODYEAR TIRE & RUBR CO             COM                 382550101                           18      1,230
GOODYEAR TIRE & RUBR CO             COM                 382550101                           21      1,390
GOODYEAR TIRE & RUBR CO             COM                 382550101                           21      1,410
GOODYEAR TIRE & RUBR CO             COM                 382550101                           22      1,478
GOODYEAR TIRE & RUBR CO             COM                 382550101                           38      2,545
GOODYEAR TIRE & RUBR CO             COM                 382550101                           39      2,621
GOODYEAR TIRE & RUBR CO             COM                 382550101                           50      3,325
GOODYEAR TIRE & RUBR CO             COM                 382550101                           60      4,000
GOODYEAR TIRE & RUBR CO             COM                 382550101                           97      6,500
GOODYEAR TIRE & RUBR CO             COM                 382550101                          137      9,211
GRAHAM CORP                         COM                 384556106                        2,359     87,859
GRAINGER W W INC                    COM                 384802104                           28        503
GRAINGER W W INC                    COM                 384802104                           38        689
GRAINGER W W INC                    COM                 384802104                           39        710
GRAINGER W W INC                    COM                 384802104                           39        720
GRAINGER W W INC                    COM                 384802104                           55      1,000
GRAINGER W W INC                    COM                 384802104                           81      1,471
GRAINGER W W INC                    COM                 384802104                           84      1,529
GRAINGER W W INC                    COM                 384802104                          117      2,136
GRAINGER W W INC                    COM                 384802104                          164      3,000
GRAINGER W W INC                    COM                 384802104                          436      7,950
GRAMERCY CAP CORP                   COM                 384871109                          245     10,000
GREAT LAKES CHEM CORP               COM                 390568103                            9        290
GREAT LAKES CHEM CORP               COM                 390568103                           11        350
GREAT LAKES CHEM CORP               COM                 390568103                           13        400
GREAT LAKES CHEM CORP               COM                 390568103                           22        700
GREAT LAKES CHEM CORP               COM                 390568103                           63      2,000
GREAT LAKES CHEM CORP               COM                 390568103                          346     11,000
GROUPE DANONE                       SPONSORED ADR       399449107                           33      1,905
GROUPE DANONE                       SPONSORED ADR       399449107                           95      5,400
GROUPE DANONE                       SPONSORED ADR       399449107                          143      8,166
GTECH HLDGS CORP                    COM                 400518106                           38      1,300
GTECH HLDGS CORP                    COM                 400518106                           70      2,400
GTECH HLDGS CORP                    COM                 400518106                          114      3,900
GTECH HLDGS CORP                    COM                 400518106                          295     10,100
GUIDANT CORP                        COM                 401698105                           10        150
GUIDANT CORP                        COM                 401698105                           13        200
GUIDANT CORP                        COM                 401698105                           20        290
GUIDANT CORP                        COM                 401698105                           20        300
GUIDANT CORP                        COM                 401698105                           24        350
GUIDANT CORP                        COM                 401698105                           34        500
GUIDANT CORP                        COM                 401698105                           64        950
GUIDANT CORP                        COM                 401698105                           64        950
GUIDANT CORP                        COM                 401698105                           73      1,090
GUIDANT CORP                        COM                 401698105                          121      1,800
GUIDANT CORP                        COM                 401698105                          153      2,268
GUIDANT CORP                        COM                 401698105                          167      2,476
GUIDANT CORP                        COM                 401698105                          181      2,690
GUIDANT CORP                        COM                 401698105                          202      2,997
GUIDANT CORP                        COM                 401698105                          202      3,000
GUIDANT CORP                        COM                 401698105                          212      3,157
GUIDANT CORP                        COM                 401698105                          213      3,160
GUIDANT CORP                        COM                 401698105                          269      3,990
GUIDANT CORP                        COM                 401698105                          326      4,850
GUIDANT CORP                        COM                 401698105                          330      4,899
GUIDANT CORP                        COM                 401698105                          404      6,002
GUIDANT CORP                        COM                 401698105                          523      7,768
GUIDANT CORP                        COM                 401698105                          774     11,500
GUIDANT CORP                        COM                 401698105                        2,019     30,000
GUIDANT CORP                        COM                 401698105                        2,497     37,100
GUIDANT CORP                        COM                 401698105                        4,351     64,650
GYRODYNE CO AMER INC                COM                 403820103                        2,957     67,580
HCA INC                             COM                 404119109                           23        400
HCA INC                             COM                 404119109                           24        420
HCA INC                             COM                 404119109                           25        440
HCA INC                             COM                 404119109                           26        450
HCA INC                             COM                 404119109                           35        625
HCA INC                             COM                 404119109                           79      1,400
HCA INC                             COM                 404119109                           86      1,511
HCA INC                             COM                 404119109                           87      1,540
HCA INC                             COM                 404119109                          168      2,967
HCA INC                             COM                 404119109                          169      2,980
HCA INC                             COM                 404119109                          199      3,520
HCA INC                             COM                 404119109                          229      4,041
HCA INC                             COM                 404119109                          258      4,550
HCA INC                             COM                 404119109                          299      5,272
HCA INC                             COM                 404119109                          317      5,600
HCA INC                             COM                 404119109                          357      6,297
HCA INC                             COM                 404119109                          383      6,760
HCA INC                             COM                 404119109                          399      7,033
HCA INC                             COM                 404119109                          592     10,452
HCA INC                             COM                 404119109                          703     12,400
HCA INC                             COM                 404119109                          901     15,900
HCA INC                             COM                 404119109                        1,059     18,682
HCA INC                             COM                 404119109                        1,416     24,981
HCA INC                             COM                 404119109                        2,141     37,780
HCA INC                             COM                 404119109                        5,582     98,500
HSBC HLDGS PLC                      SPON ADR NEW        404280406                           24        300
HSBC HLDGS PLC                      SPON ADR NEW        404280406                           36        458
HSBC HLDGS PLC                      SPON ADR NEW        404280406                           63        785
HSBC HLDGS PLC                      SPON ADR NEW        404280406                          119      1,500
HSBC HLDGS PLC                      SPON ADR NEW        404280406                          205      2,578
HSBC HLDGS PLC                      SPON ADR NEW        404280406                          213      2,669
HSBC HLDGS PLC                      SPON ADR NEW        404280406                          378      4,750
HSBC HLDGS PLC                      SPON ADR NEW        404280406                        1,074     13,478
HSBC HLDGS PLC                      SPON ADR NEW        404280406                        1,077     13,526
HSBC HLDGS PLC                      SPON ADR NEW        404280406                        2,869     36,018
HSBC HLDGS PLC                      SPON ADR NEW        404280406                        5,061     63,543
HAIN CELESTIAL GROUP INC            COM                 405217100                          378     19,400
HALLIBURTON CO                      COM                 406216101                           12        257
HALLIBURTON CO                      COM                 406216101                           14        300
HALLIBURTON CO                      COM                 406216101                           22        450
HALLIBURTON CO                      COM                 406216101                           24        500
HALLIBURTON CO                      COM                 406216101                           24        500
HALLIBURTON CO                      COM                 406216101                           31        650
HALLIBURTON CO                      COM                 406216101                           67      1,400
HALLIBURTON CO                      COM                 406216101                           69      1,450
HALLIBURTON CO                      COM                 406216101                          122      2,543
HALLIBURTON CO                      COM                 406216101                          134      2,800
HALLIBURTON CO                      COM                 406216101                          143      3,000
HALLIBURTON CO                      COM                 406216101                          153      3,200
HALLIBURTON CO                      COM                 406216101                          169      3,530
HALLIBURTON CO                      COM                 406216101                          200      4,190
HALLIBURTON CO                      COM                 406216101                          209      4,377
HALLIBURTON CO                      COM                 406216101                          233      4,867
HALLIBURTON CO                      COM                 406216101                          280      5,850
HALLIBURTON CO                      COM                 406216101                          300      6,270
HALLIBURTON CO                      COM                 406216101                          369      7,724
HALLIBURTON CO                      COM                 406216101                          406      8,500
HALLIBURTON CO                      COM                 406216101                          435      9,100
HALLIBURTON CO                      COM                 406216101                          615     12,859
HALLIBURTON CO                      COM                 406216101                          775     16,200
HALLIBURTON CO                      COM                 406216101                          856     17,900
HALLIBURTON CO                      COM                 406216101                        1,858     38,860
HALLIBURTON CO                      COM                 406216101                        2,292     47,930
HALLIBURTON CO                      COM                 406216101                        2,663     55,696
HALLIBURTON CO                      COM                 406216101                        5,475    114,500
HARDINGE INC                        COM                 412324303                          422     30,000
HARLEY DAVIDSON INC                 COM                 412822108                           20        400
HARLEY DAVIDSON INC                 COM                 412822108                           20        400
HARLEY DAVIDSON INC                 COM                 412822108                           26        520
HARLEY DAVIDSON INC                 COM                 412822108                           37        750
HARLEY DAVIDSON INC                 COM                 412822108                           69      1,400
HARLEY DAVIDSON INC                 COM                 412822108                           69      1,400
HARLEY DAVIDSON INC                 COM                 412822108                           70      1,405
HARLEY DAVIDSON INC                 COM                 412822108                           74      1,500
HARLEY DAVIDSON INC                 COM                 412822108                           74      1,500
HARLEY DAVIDSON INC                 COM                 412822108                          108      2,185
HARLEY DAVIDSON INC                 COM                 412822108                          121      2,440
HARLEY DAVIDSON INC                 COM                 412822108                          135      2,720
HARLEY DAVIDSON INC                 COM                 412822108                          138      2,773
HARLEY DAVIDSON INC                 COM                 412822108                          146      2,950
HARLEY DAVIDSON INC                 COM                 412822108                          174      3,500
HARLEY DAVIDSON INC                 COM                 412822108                          198      4,000
HARLEY DAVIDSON INC                 COM                 412822108                          210      4,240
HARLEY DAVIDSON INC                 COM                 412822108                          227      4,570
HARLEY DAVIDSON INC                 COM                 412822108                          233      4,694
HARLEY DAVIDSON INC                 COM                 412822108                          248      5,000
HARLEY DAVIDSON INC                 COM                 412822108                          312      6,292
HARLEY DAVIDSON INC                 COM                 412822108                          322      6,500
HARLEY DAVIDSON INC                 COM                 412822108                          387      7,800
HARLEY DAVIDSON INC                 COM                 412822108                          495      9,973
HARLEY DAVIDSON INC                 COM                 412822108                          590     11,900
HARLEY DAVIDSON INC                 COM                 412822108                          695     14,017
HARLEY DAVIDSON INC                 COM                 412822108                        1,380     27,830
HARMAN INTL INDS INC                COM                 413086109                           33        400
HARMAN INTL INDS INC                COM                 413086109                           33        400
HARMAN INTL INDS INC                COM                 413086109                           65        800
HARMAN INTL INDS INC                COM                 413086109                          106      1,300
HARMAN INTL INDS INC                COM                 413086109                          179      2,200
HARMAN INTL INDS INC                COM                 413086109                          344      4,230
HARMAN INTL INDS INC                COM                 413086109                          488      6,000
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300                            1        116
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300                            6        700
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300                            9      1,000
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300                           43      5,000
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300                           86     10,010
HARMONY GOLD MNG LTD                SPONSORED ADR       413216300                          117     13,700
HARRAHS ENTMT INC                   COM                 413619107                           22        300
HARRAHS ENTMT INC                   COM                 413619107                           29        400
HARRAHS ENTMT INC                   COM                 413619107                           50        700
HARRAHS ENTMT INC                   COM                 413619107                           58        800
HARRAHS ENTMT INC                   COM                 413619107                           65        900
HARRAHS ENTMT INC                   COM                 413619107                           92      1,282
HARRAHS ENTMT INC                   COM                 413619107                          111      1,540
HARRAHS ENTMT INC                   COM                 413619107                          127      1,764
HARRAHS ENTMT INC                   COM                 413619107                          158      2,196
HARRAHS ENTMT INC                   COM                 413619107                          166      2,300
HARRAHS ENTMT INC                   COM                 413619107                          197      2,730
HARRAHS ENTMT INC                   COM                 413619107                          325      4,513
HARRAHS ENTMT INC                   COM                 413619107                          420      5,830
HARRAHS ENTMT INC                   COM                 413619107                          676      9,377
HARRAHS ENTMT INC                   COM                 413619107                          819     11,360
HARRIS CORP DEL                     COM                 413875105                            4        128
HARRIS CORP DEL                     COM                 413875105                           50      1,600
HARRIS CORP DEL                     COM                 413875105                          137      4,400
HARRIS CORP DEL                     COM                 413875105                          494     15,840
HARTFORD FINL SVCS GROUP INC        COM                 416515104                            6         80
HARTFORD FINL SVCS GROUP INC        COM                 416515104                           15        200
HARTFORD FINL SVCS GROUP INC        COM                 416515104                           16        210
HARTFORD FINL SVCS GROUP INC        COM                 416515104                           22        300
HARTFORD FINL SVCS GROUP INC        COM                 416515104                           27        360
HARTFORD FINL SVCS GROUP INC        COM                 416515104                           45        600
HARTFORD FINL SVCS GROUP INC        COM                 416515104                           47        634
HARTFORD FINL SVCS GROUP INC        COM                 416515104                           60        800
HARTFORD FINL SVCS GROUP INC        COM                 416515104                           71        950
HARTFORD FINL SVCS GROUP INC        COM                 416515104                           79      1,063
HARTFORD FINL SVCS GROUP INC        COM                 416515104                           82      1,090
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          156      2,088
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          173      2,307
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          188      2,520
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          213      2,851
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          247      3,300
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          322      4,310
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          334      4,471
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          337      4,502
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          351      4,700
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          530      7,085
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          684      9,150
HARTFORD FINL SVCS GROUP INC        COM                 416515104                          845     11,300
HARTFORD FINL SVCS GROUP INC        COM                 416515104                        2,029     27,130
HARTFORD FINL SVCS GROUP INC        COM                 416515104                        2,063     27,584
HARTFORD FINL SVCS GROUP INC        COM                 416515104                        2,296     30,705
HASBRO INC                          COM                 418056107                           26      1,230
HASBRO INC                          COM                 418056107                           29      1,400
HASBRO INC                          COM                 418056107                           38      1,810
HASBRO INC                          COM                 418056107                           42      2,000
HASBRO INC                          COM                 418056107                           54      2,600
HASBRO INC                          COM                 418056107                          123      5,900
HASBRO INC                          COM                 418056107                          254     12,200
HASBRO INC                          COM                 418056107                          319     15,330
HEALTH CARE PPTY INVS INC           COM                 421915109                           45      1,650
HEALTH CARE PPTY INVS INC           COM                 421915109                          349     12,900
HEALTH MGMT ASSOC INC NEW           CL A                421933102                           40      1,537
HEALTH MGMT ASSOC INC NEW           CL A                421933102                           51      1,930
HEALTH MGMT ASSOC INC NEW           CL A                421933102                           52      1,997
HEALTH MGMT ASSOC INC NEW           CL A                421933102                           76      2,900
HEALTH MGMT ASSOC INC NEW           CL A                421933102                           79      3,000
HEALTH MGMT ASSOC INC NEW           CL A                421933102                           94      3,600
HEALTH MGMT ASSOC INC NEW           CL A                421933102                           97      3,702
HEALTH MGMT ASSOC INC NEW           CL A                421933102                          102      3,900
HEALTH MGMT ASSOC INC NEW           CL A                421933102                          212      8,100
HEALTH MGMT ASSOC INC NEW           CL A                421933102                          270     10,300
HEALTH MGMT ASSOC INC NEW           CL A                421933102                          440     16,800
HEALTH MGMT ASSOC INC NEW           CL A                421933102                          600     22,920
HEALTHCARE RLTY TR                  COM                 421946104                            7        176
HEALTHCARE RLTY TR                  COM                 421946104                          347      9,000
HECLA MNG CO                        COM                 422704106                            8      1,700
HECLA MNG CO                        COM                 422704106                           30      6,500
HECLA MNG CO                        COM                 422704106                           46     10,000
HEINZ H J CO                        COM                 423074103                            4        100
HEINZ H J CO                        COM                 423074103                            9        240
HEINZ H J CO                        COM                 423074103                           13        360
HEINZ H J CO                        COM                 423074103                           18        500
HEINZ H J CO                        COM                 423074103                           24        680
HEINZ H J CO                        COM                 423074103                           34        950
HEINZ H J CO                        COM                 423074103                           35      1,000
HEINZ H J CO                        COM                 423074103                           49      1,370
HEINZ H J CO                        COM                 423074103                           53      1,500
HEINZ H J CO                        COM                 423074103                           74      2,100
HEINZ H J CO                        COM                 423074103                           78      2,200
HEINZ H J CO                        COM                 423074103                           87      2,461
HEINZ H J CO                        COM                 423074103                          105      2,960
HEINZ H J CO                        COM                 423074103                          106      3,000
HEINZ H J CO                        COM                 423074103                          121      3,428
HEINZ H J CO                        COM                 423074103                          134      3,796
HEINZ H J CO                        COM                 423074103                          166      4,700
HEINZ H J CO                        COM                 423074103                          193      5,450
HEINZ H J CO                        COM                 423074103                          195      5,501
HEINZ H J CO                        COM                 423074103                          255      7,194
HEINZ H J CO                        COM                 423074103                          458     12,940
HEINZ H J CO                        COM                 423074103                          489     13,800
HEINZ H J CO                        COM                 423074103                          739     20,850
HEINZ H J CO                        COM                 423074103                        1,195     33,750
HELMERICH & PAYNE INC               COM                 423452101                          252      5,370
HERCULES INC                        COM                 427056106                            9        640
HERCULES INC                        COM                 427056106                           11        800
HERCULES INC                        COM                 427056106                           12        880
HERCULES INC                        COM                 427056106                           24      1,664
HERCULES INC                        COM                 427056106                           85      6,036
HERSHEY CO                          COM                 427866108                           17        266
HERSHEY CO                          COM                 427866108                           28        445
HERSHEY CO                          COM                 427866108                           96      1,550
HERSHEY CO                          COM                 427866108                          115      1,850
HERSHEY CO                          COM                 427866108                          132      2,122
HERSHEY CO                          COM                 427866108                          137      2,200
HERSHEY CO                          COM                 427866108                          210      3,380
HERSHEY CO                          COM                 427866108                          217      3,490
HERSHEY CO                          COM                 427866108                          248      4,000
HERSHEY CO                          COM                 427866108                          301      4,840
HERSHEY CO                          COM                 427866108                          329      5,300
HERSHEY CO                          COM                 427866108                          370      5,953
HERSHEY CO                          COM                 427866108                          428      6,900
HERSHEY CO                          COM                 427866108                          453      7,300
HERSHEY CO                          COM                 427866108                        1,187     19,120
HERSHEY CO                          COM                 427866108                        3,282     52,858
HEWLETT PACKARD CO                  COM                 428236103                            3        126
HEWLETT PACKARD CO                  COM                 428236103                            6        243
HEWLETT PACKARD CO                  COM                 428236103                            7        285
HEWLETT PACKARD CO                  COM                 428236103                            7        310
HEWLETT PACKARD CO                  COM                 428236103                            7        316
HEWLETT PACKARD CO                  COM                 428236103                           16        700
HEWLETT PACKARD CO                  COM                 428236103                           22        940
HEWLETT PACKARD CO                  COM                 428236103                           33      1,400
HEWLETT PACKARD CO                  COM                 428236103                           35      1,500
HEWLETT PACKARD CO                  COM                 428236103                           53      2,250
HEWLETT PACKARD CO                  COM                 428236103                           66      2,800
HEWLETT PACKARD CO                  COM                 428236103                           66      2,800
HEWLETT PACKARD CO                  COM                 428236103                          132      5,600
HEWLETT PACKARD CO                  COM                 428236103                          141      6,000
HEWLETT PACKARD CO                  COM                 428236103                          183      7,800
HEWLETT PACKARD CO                  COM                 428236103                          186      7,900
HEWLETT PACKARD CO                  COM                 428236103                          194      8,250
HEWLETT PACKARD CO                  COM                 428236103                          202      8,576
HEWLETT PACKARD CO                  COM                 428236103                          213      9,060
HEWLETT PACKARD CO                  COM                 428236103                          230      9,800
HEWLETT PACKARD CO                  COM                 428236103                          256     10,870
HEWLETT PACKARD CO                  COM                 428236103                          413     17,585
HEWLETT PACKARD CO                  COM                 428236103                          425     18,065
HEWLETT PACKARD CO                  COM                 428236103                          483     20,531
HEWLETT PACKARD CO                  COM                 428236103                          492     20,920
HEWLETT PACKARD CO                  COM                 428236103                          503     21,399
HEWLETT PACKARD CO                  COM                 428236103                          557     23,700
HEWLETT PACKARD CO                  COM                 428236103                          569     24,194
HEWLETT PACKARD CO                  COM                 428236103                          582     24,765
HEWLETT PACKARD CO                  COM                 428236103                          641     27,285
HEWLETT PACKARD CO                  COM                 428236103                          690     29,365
HEWLETT PACKARD CO                  COM                 428236103                          734     31,227
HEWLETT PACKARD CO                  COM                 428236103                          818     34,800
HEWLETT PACKARD CO                  COM                 428236103                          887     37,724
HEWLETT PACKARD CO                  COM                 428236103                          900     38,289
HEWLETT PACKARD CO                  COM                 428236103                        1,012     43,036
HEWLETT PACKARD CO                  COM                 428236103                        1,037     44,110
HEWLETT PACKARD CO                  COM                 428236103                        1,056     44,924
HEWLETT PACKARD CO                  COM                 428236103                        1,307     55,607
HEWLETT PACKARD CO                  COM                 428236103                        1,530     65,081
HEWLETT PACKARD CO                  COM                 428236103                        2,487    105,804
HEWLETT PACKARD CO                  COM                 428236103                        3,353    142,620
HEWLETT PACKARD CO                  COM                 428236103                        4,268    181,555
HEWLETT PACKARD CO                  COM                 428236103                        6,397    272,110
HIBERNIA CORP                       CL A                428656102                           17        500
HIBERNIA CORP                       CL A                428656102                           63      1,900
HIBERNIA CORP                       CL A                428656102                           76      2,300
HIBERNIA CORP                       CL A                428656102                           81      2,455
HIBERNIA CORP                       CL A                428656102                          144      4,340
HIBERNIA CORP                       CL A                428656102                          173      5,200
HIBERNIA CORP                       CL A                428656102                          455     13,700
HILLENBRAND INDS INC                COM                 431573104                           10        200
HILLENBRAND INDS INC                COM                 431573104                           23        460
HILLENBRAND INDS INC                COM                 431573104                           30        600
HILLENBRAND INDS INC                COM                 431573104                           35        700
HILLENBRAND INDS INC                COM                 431573104                          106      2,100
HILLENBRAND INDS INC                COM                 431573104                          266      5,260
HILTON HOTELS CORP                  COM                 432848109                           10        400
HILTON HOTELS CORP                  COM                 432848109                           24      1,000
HILTON HOTELS CORP                  COM                 432848109                           24      1,000
HILTON HOTELS CORP                  COM                 432848109                           48      2,000
HILTON HOTELS CORP                  COM                 432848109                           52      2,200
HILTON HOTELS CORP                  COM                 432848109                           55      2,300
HILTON HOTELS CORP                  COM                 432848109                           65      2,731
HILTON HOTELS CORP                  COM                 432848109                           80      3,350
HILTON HOTELS CORP                  COM                 432848109                           82      3,423
HILTON HOTELS CORP                  COM                 432848109                          110      4,600
HILTON HOTELS CORP                  COM                 432848109                          132      5,553
HILTON HOTELS CORP                  COM                 432848109                          134      5,637
HILTON HOTELS CORP                  COM                 432848109                          233      9,783
HILTON HOTELS CORP                  COM                 432848109                          374     15,700
HILTON HOTELS CORP                  COM                 432848109                          848     35,570
HILTON HOTELS CORP                  COM                 432848109                        1,244     52,156
HITACHI LIMITED                     ADR 10 COM          433578507                            7        113
HITACHI LIMITED                     ADR 10 COM          433578507                           22        355
HITACHI LIMITED                     ADR 10 COM          433578507                           66      1,087
HITACHI LIMITED                     ADR 10 COM          433578507                          253      4,175
HOME DEPOT INC                      COM                 437076102                            4        100
HOME DEPOT INC                      COM                 437076102                           16        405
HOME DEPOT INC                      COM                 437076102                           37        950
HOME DEPOT INC                      COM                 437076102                           39      1,000
HOME DEPOT INC                      COM                 437076102                           54      1,396
HOME DEPOT INC                      COM                 437076102                           54      1,400
HOME DEPOT INC                      COM                 437076102                           58      1,500
HOME DEPOT INC                      COM                 437076102                           58      1,500
HOME DEPOT INC                      COM                 437076102                           60      1,550
HOME DEPOT INC                      COM                 437076102                           80      2,050
HOME DEPOT INC                      COM                 437076102                           88      2,250
HOME DEPOT INC                      COM                 437076102                          105      2,700
HOME DEPOT INC                      COM                 437076102                          124      3,200
HOME DEPOT INC                      COM                 437076102                          172      4,420
HOME DEPOT INC                      COM                 437076102                          205      5,275
HOME DEPOT INC                      COM                 437076102                          220      5,650
HOME DEPOT INC                      COM                 437076102                          240      6,160
HOME DEPOT INC                      COM                 437076102                          249      6,394
HOME DEPOT INC                      COM                 437076102                          312      8,030
HOME DEPOT INC                      COM                 437076102                          329      8,455
HOME DEPOT INC                      COM                 437076102                          569     14,630
HOME DEPOT INC                      COM                 437076102                          600     15,425
HOME DEPOT INC                      COM                 437076102                          644     16,567
HOME DEPOT INC                      COM                 437076102                          703     18,070
HOME DEPOT INC                      COM                 437076102                          796     20,466
HOME DEPOT INC                      COM                 437076102                          825     21,200
HOME DEPOT INC                      COM                 437076102                          918     23,596
HOME DEPOT INC                      COM                 437076102                          998     25,650
HOME DEPOT INC                      COM                 437076102                        1,109     28,520
HOME DEPOT INC                      COM                 437076102                        1,260     32,393
HOME DEPOT INC                      COM                 437076102                        1,375     35,358
HOME DEPOT INC                      COM                 437076102                        1,909     49,083
HOME DEPOT INC                      COM                 437076102                        2,342     60,200
HOME DEPOT INC                      COM                 437076102                        3,002     77,165
HOME DEPOT INC                      COM                 437076102                        3,003     77,200
HOME DEPOT INC                      COM                 437076102                        7,024    180,560
HOME DEPOT INC                      COM                 437076102                        8,028    206,370
HOME DEPOT INC                      COM                 437076102                       10,398    267,289
HONEYWELL INTL INC                  COM                 438516106                            4        100
HONEYWELL INTL INC                  COM                 438516106                            7        200
HONEYWELL INTL INC                  COM                 438516106                           18        500
HONEYWELL INTL INC                  COM                 438516106                           25        680
HONEYWELL INTL INC                  COM                 438516106                           29        800
HONEYWELL INTL INC                  COM                 438516106                           62      1,700
HONEYWELL INTL INC                  COM                 438516106                           84      2,293
HONEYWELL INTL INC                  COM                 438516106                           92      2,500
HONEYWELL INTL INC                  COM                 438516106                           94      2,570
HONEYWELL INTL INC                  COM                 438516106                          133      3,630
HONEYWELL INTL INC                  COM                 438516106                          202      5,525
HONEYWELL INTL INC                  COM                 438516106                          223      6,087
HONEYWELL INTL INC                  COM                 438516106                          256      7,000
HONEYWELL INTL INC                  COM                 438516106                          288      7,870
HONEYWELL INTL INC                  COM                 438516106                          291      7,944
HONEYWELL INTL INC                  COM                 438516106                          297      8,113
HONEYWELL INTL INC                  COM                 438516106                          299      8,160
HONEYWELL INTL INC                  COM                 438516106                          333      9,095
HONEYWELL INTL INC                  COM                 438516106                          336      9,174
HONEYWELL INTL INC                  COM                 438516106                          353      9,625
HONEYWELL INTL INC                  COM                 438516106                          353      9,650
HONEYWELL INTL INC                  COM                 438516106                          369     10,071
HONEYWELL INTL INC                  COM                 438516106                          370     10,090
HONEYWELL INTL INC                  COM                 438516106                          482     13,167
HONEYWELL INTL INC                  COM                 438516106                          510     13,920
HONEYWELL INTL INC                  COM                 438516106                          698     19,055
HONEYWELL INTL INC                  COM                 438516106                          701     19,148
HONEYWELL INTL INC                  COM                 438516106                        1,110     30,300
HONEYWELL INTL INC                  COM                 438516106                        1,760     48,044
HONEYWELL INTL INC                  COM                 438516106                        1,891     51,626
HONEYWELL INTL INC                  COM                 438516106                        2,899     79,130
HONEYWELL INTL INC                  COM                 438516106                        8,591    234,544
HONEYWELL INTL INC                  COM                 438516106                       10,637    290,383
HORMEL FOODS CORP                   COM                 440452100                           35      1,200
HORMEL FOODS CORP                   COM                 440452100                          103      3,500
HORMEL FOODS CORP                   COM                 440452100                          250      8,510
HOSPIRA INC                         COM                 441060100                            1         23
HOSPIRA INC                         COM                 441060100                            4         90
HOSPIRA INC                         COM                 441060100                           12        296
HOSPIRA INC                         COM                 441060100                           12        300
HOSPIRA INC                         COM                 441060100                           23        600
HOSPIRA INC                         COM                 441060100                           24        610
HOSPIRA INC                         COM                 441060100                           24        620
HOSPIRA INC                         COM                 441060100                           26        655
HOSPIRA INC                         COM                 441060100                           39        999
HOSPIRA INC                         COM                 441060100                           48      1,236
HOSPIRA INC                         COM                 441060100                           52      1,332
HOSPIRA INC                         COM                 441060100                           56      1,435
HOSPIRA INC                         COM                 441060100                           62      1,592
HOSPIRA INC                         COM                 441060100                           74      1,900
HOSPIRA INC                         COM                 441060100                           88      2,256
HOSPIRA INC                         COM                 441060100                           91      2,335
HOSPIRA INC                         COM                 441060100                          169      4,342
HOSPIRA INC                         COM                 441060100                          203      5,200
HOSPIRA INC                         COM                 441060100                          279      7,166
HOSPIRA INC                         COM                 441060100                          630     16,146
HOSPIRA INC                         COM                 441060100                        5,187    133,000
HUDSON CITY BANCORP                 COM                 443683107                          292     25,591
HUDSON CITY BANCORP                 COM                 443683107                          633     55,454
HUMANA INC                          COM                 444859102                           45      1,130
HUMANA INC                          COM                 444859102                           50      1,260
HUMANA INC                          COM                 444859102                           56      1,400
HUMANA INC                          COM                 444859102                           79      2,000
HUMANA INC                          COM                 444859102                           95      2,400
HUMANA INC                          COM                 444859102                          215      5,400
HUMANA INC                          COM                 444859102                          568     14,300
HUNGARIAN TEL & CABLE CORP          COM                 445542103                        6,020    350,000
HUNT J B TRANS SVCS INC             COM                 445658107                           27      1,400
HUNT J B TRANS SVCS INC             COM                 445658107                           77      4,000
HUNT J B TRANS SVCS INC             COM                 445658107                           96      4,980
HUNT J B TRANS SVCS INC             COM                 445658107                          204     10,600
HUNTINGTON BANCSHARES INC           COM                 446150104                            2         65
HUNTINGTON BANCSHARES INC           COM                 446150104                           35      1,463
HUNTINGTON BANCSHARES INC           COM                 446150104                           44      1,820
HUNTINGTON BANCSHARES INC           COM                 446150104                           47      1,936
HUNTINGTON BANCSHARES INC           COM                 446150104                           65      2,700
HUNTINGTON BANCSHARES INC           COM                 446150104                           82      3,400
HUNTINGTON BANCSHARES INC           COM                 446150104                           82      3,400
HUNTINGTON BANCSHARES INC           COM                 446150104                          183      7,600
HUNTINGTON BANCSHARES INC           COM                 446150104                          585     24,250
HUNTINGTON BANCSHARES INC           COM                 446150104                          852     35,300
IMS HEALTH INC                      COM                 449934108                           20        800
IMS HEALTH INC                      COM                 449934108                           43      1,725
IMS HEALTH INC                      COM                 449934108                           46      1,850
IMS HEALTH INC                      COM                 449934108                           48      1,921
IMS HEALTH INC                      COM                 449934108                           50      2,000
IMS HEALTH INC                      COM                 449934108                           52      2,100
IMS HEALTH INC                      COM                 449934108                           69      2,800
IMS HEALTH INC                      COM                 449934108                           87      3,500
IMS HEALTH INC                      COM                 449934108                           93      3,742
IMS HEALTH INC                      COM                 449934108                          191      7,700
IMS HEALTH INC                      COM                 449934108                          201      8,100
IMS HEALTH INC                      COM                 449934108                          285     11,500
IMS HEALTH INC                      COM                 449934108                          592     23,900
IRSA INVERSIONES Y REP S A          GLOBL DEP RCPT      450047204                            1         85
IRSA INVERSIONES Y REP S A          GLOBL DEP RCPT      450047204                            2        171
IRSA INVERSIONES Y REP S A          GLOBL DEP RCPT      450047204                            2        192
IRSA INVERSIONES Y REP S A          GLOBL DEP RCPT      450047204                            6        517
IRSA INVERSIONES Y REP S A          GLOBL DEP RCPT      450047204                          445     36,458
ITT INDS INC IND                    COM                 450911102                           10        100
ITT INDS INC IND                    COM                 450911102                           29        300
ITT INDS INC IND                    COM                 450911102                           38        385
ITT INDS INC IND                    COM                 450911102                           67        685
ITT INDS INC IND                    COM                 450911102                           71        730
ITT INDS INC IND                    COM                 450911102                           77        786
ITT INDS INC IND                    COM                 450911102                           81        829
ITT INDS INC IND                    COM                 450911102                          107      1,100
ITT INDS INC IND                    COM                 450911102                          131      1,337
ITT INDS INC IND                    COM                 450911102                          142      1,453
ITT INDS INC IND                    COM                 450911102                          195      2,000
ITT INDS INC IND                    COM                 450911102                          207      2,122
ITT INDS INC IND                    COM                 450911102                          303      3,100
ITT INDS INC IND                    COM                 450911102                          813      8,330
ITT INDS INC IND                    COM                 450911102                          886      9,070
ITT INDS INC IND                    COM                 450911102                        1,562     16,004
ITT INDS INC IND                    COM                 450911102                        1,619     16,584
ITT INDS INC IND                    COM                 450911102                        2,409     24,670
ITT INDS INC IND                    COM                 450911102                        2,767     28,338
ITT INDS INC IND                    COM                 450911102                        5,017     51,391
ITT INDS INC IND                    COM                 450911102                       12,640    129,465
ILLINOIS TOOL WKS INC               COM                 452308109                           21        266
ILLINOIS TOOL WKS INC               COM                 452308109                           24        300
ILLINOIS TOOL WKS INC               COM                 452308109                           24        300
ILLINOIS TOOL WKS INC               COM                 452308109                           32        400
ILLINOIS TOOL WKS INC               COM                 452308109                           41        510
ILLINOIS TOOL WKS INC               COM                 452308109                           61        767
ILLINOIS TOOL WKS INC               COM                 452308109                           71        890
ILLINOIS TOOL WKS INC               COM                 452308109                           76        950
ILLINOIS TOOL WKS INC               COM                 452308109                           80      1,000
ILLINOIS TOOL WKS INC               COM                 452308109                          114      1,425
ILLINOIS TOOL WKS INC               COM                 452308109                          130      1,633
ILLINOIS TOOL WKS INC               COM                 452308109                          159      2,000
ILLINOIS TOOL WKS INC               COM                 452308109                          160      2,011
ILLINOIS TOOL WKS INC               COM                 452308109                          182      2,290
ILLINOIS TOOL WKS INC               COM                 452308109                          208      2,609
ILLINOIS TOOL WKS INC               COM                 452308109                          219      2,743
ILLINOIS TOOL WKS INC               COM                 452308109                          247      3,100
ILLINOIS TOOL WKS INC               COM                 452308109                          267      3,350
ILLINOIS TOOL WKS INC               COM                 452308109                          271      3,401
ILLINOIS TOOL WKS INC               COM                 452308109                          316      3,965
ILLINOIS TOOL WKS INC               COM                 452308109                          333      4,180
ILLINOIS TOOL WKS INC               COM                 452308109                          371      4,650
ILLINOIS TOOL WKS INC               COM                 452308109                          419      5,262
ILLINOIS TOOL WKS INC               COM                 452308109                          522      6,546
ILLINOIS TOOL WKS INC               COM                 452308109                          749      9,404
ILLINOIS TOOL WKS INC               COM                 452308109                          876     11,000
ILLINOIS TOOL WKS INC               COM                 452308109                        1,065     13,372
ILLINOIS TOOL WKS INC               COM                 452308109                        2,296     28,820
ILLINOIS TOOL WKS INC               COM                 452308109                        2,696     33,830
ILLINOIS TOOL WKS INC               COM                 452308109                        3,570     44,800
ILLINOIS TOOL WKS INC               COM                 452308109                       10,549    132,390
IMPERIAL CHEM INDS PLC              ADR NEW             452704505                            2        120
IMPERIAL CHEM INDS PLC              ADR NEW             452704505                            8        440
IMPERIAL CHEM INDS PLC              ADR NEW             452704505                        1,851    101,500
IMPERIAL OIL LTD                    COM NEW             453038408                           22        263
IMPERIAL OIL LTD                    COM NEW             453038408                           96      1,150
IMPERIAL OIL LTD                    COM NEW             453038408                          229      2,750
IMPERIAL OIL LTD                    COM NEW             453038408                        2,780     33,372
INCO LTD                            COM                 453258402                           68      1,796
INCO LTD                            COM                 453258402                          249      6,600
INCO LTD                            COM                 453258402                          288      7,640
INCO LTD                            COM                 453258402                          334      8,840
INCO LTD                            COM                 453258402                          336      8,904
INDEPENDENCE CMNTY BK CORP          COM                 453414104                           37      1,000
INDEPENDENCE CMNTY BK CORP          COM                 453414104                          103      2,800
INDEPENDENCE CMNTY BK CORP          COM                 453414104                          270      7,300
INDIA FD INC                        COM                 454089103                           30      1,000
INDIA FD INC                        COM                 454089103                           72      2,400
INDIA FD INC                        COM                 454089103                          271      9,080
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108                            1         15
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108                            8        100
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108                           11        145
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108                           32        410
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108                          142      1,830
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108                          147      1,900
INFOSYS TECHNOLOGIES LTD            SPONSORED ADR       456788108                          236      3,035
ING GROUP N V                       SPONSORED ADR       456837103                           16        561
ING GROUP N V                       SPONSORED ADR       456837103                           39      1,385
ING GROUP N V                       SPONSORED ADR       456837103                          346     12,340
ING GROUP N V                       SPONSORED ADR       456837103                          455     16,234
ING GROUP N V                       SPONSORED ADR       456837103                          751     26,775
INNOVEX INC                         COM                 457647105                           38     11,000
INTEL CORP                          COM                 458140100                            4        170
INTEL CORP                          COM                 458140100                           14        528
INTEL CORP                          COM                 458140100                           26        985
INTEL CORP                          COM                 458140100                           31      1,180
INTEL CORP                          COM                 458140100                           32      1,230
INTEL CORP                          COM                 458140100                           68      2,614
INTEL CORP                          COM                 458140100                           70      2,690
INTEL CORP                          COM                 458140100                           88      3,377
INTEL CORP                          COM                 458140100                          112      4,300
INTEL CORP                          COM                 458140100                          154      5,900
INTEL CORP                          COM                 458140100                          159      6,100
INTEL CORP                          COM                 458140100                          167      6,400
INTEL CORP                          COM                 458140100                          180      6,900
INTEL CORP                          COM                 458140100                          364     14,000
INTEL CORP                          COM                 458140100                          393     15,100
INTEL CORP                          COM                 458140100                          419     16,098
INTEL CORP                          COM                 458140100                          422     16,200
INTEL CORP                          COM                 458140100                          448     17,200
INTEL CORP                          COM                 458140100                          474     18,232
INTEL CORP                          COM                 458140100                          478     18,380
INTEL CORP                          COM                 458140100                          485     18,630
INTEL CORP                          COM                 458140100                          543     20,880
INTEL CORP                          COM                 458140100                          563     21,636
INTEL CORP                          COM                 458140100                          617     23,700
INTEL CORP                          COM                 458140100                          729     28,032
INTEL CORP                          COM                 458140100                          994     38,200
INTEL CORP                          COM                 458140100                        1,008     38,730
INTEL CORP                          COM                 458140100                        1,035     39,770
INTEL CORP                          COM                 458140100                        1,045     40,173
INTEL CORP                          COM                 458140100                        1,166     44,823
INTEL CORP                          COM                 458140100                        1,195     45,943
INTEL CORP                          COM                 458140100                        1,315     50,537
INTEL CORP                          COM                 458140100                        1,357     52,170
INTEL CORP                          COM                 458140100                        1,520     58,400
INTEL CORP                          COM                 458140100                        1,527     58,679
INTEL CORP                          COM                 458140100                        1,570     60,351
INTEL CORP                          COM                 458140100                        2,066     79,400
INTEL CORP                          COM                 458140100                        2,141     82,284
INTEL CORP                          COM                 458140100                        2,423     93,130
INTEL CORP                          COM                 458140100                        2,507     96,351
INTEL CORP                          COM                 458140100                        2,823    108,500
INTEL CORP                          COM                 458140100                        3,179    122,157
INTEL CORP                          COM                 458140100                        3,652    140,371
INTEL CORP                          COM                 458140100                        5,878    225,894
INTEL CORP                          COM                 458140100                        9,832    377,865
INTEL CORP                          COM                 458140100                       10,802    415,138
INTEL CORP                          COM                 458140100                       11,355    436,397
INTEL CORP                          COM                 458140100                       11,832    454,738
INTEL CORP                          COM                 458140100                       15,348    589,860
INTEL CORP                          COM                 458140100                       17,945    689,648
INTEL CORP                          COM                 458140100                       19,416    746,199
INTERNATIONAL BUSINESS MACHS        COM                 459200101                            7        100
INTERNATIONAL BUSINESS MACHS        COM                 459200101                           14        190
INTERNATIONAL BUSINESS MACHS        COM                 459200101                           27        360
INTERNATIONAL BUSINESS MACHS        COM                 459200101                           30        400
INTERNATIONAL BUSINESS MACHS        COM                 459200101                           31        416
INTERNATIONAL BUSINESS MACHS        COM                 459200101                           52        700
INTERNATIONAL BUSINESS MACHS        COM                 459200101                           67        900
INTERNATIONAL BUSINESS MACHS        COM                 459200101                           76      1,030
INTERNATIONAL BUSINESS MACHS        COM                 459200101                           82      1,100
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          111      1,500
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          267      3,600
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          273      3,676
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          303      4,080
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          334      4,500
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          334      4,500
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          359      4,839
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          364      4,900
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          368      4,966
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          400      5,390
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          618      8,323
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          666      8,981
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          683      9,200
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          699      9,420
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          744     10,024
INTERNATIONAL BUSINESS MACHS        COM                 459200101                          860     11,592
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        1,014     13,660
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        1,137     15,318
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        1,198     16,152
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        1,605     21,633
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        1,716     23,127
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        1,788     24,101
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        1,806     24,333
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        1,812     24,420
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        2,311     31,150
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        2,685     36,190
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        3,140     42,322
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        4,356     58,700
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        7,351     99,071
INTERNATIONAL BUSINESS MACHS        COM                 459200101                        9,422    126,978
INTERNATIONAL BUSINESS MACHS        COM                 459200101                       11,260    151,750
INTERNATIONAL BUSINESS MACHS        COM                 459200101                       12,743    171,741
INTERNATIONAL BUSINESS MACHS        COM                 459200101                       16,927    228,120
INTERNATIONAL BUSINESS MACHS        COM                 459200101                       20,231    272,654
INTERNATIONAL BUSINESS MACHS        COM                 459200101                       21,964    296,010
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                           22        620
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                           24        670
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                           27        750
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                           34        950
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                           40      1,100
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                           49      1,349
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                          112      3,100
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                          116      3,200
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                          129      3,551
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                          173      4,775
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                          185      5,111
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                          228      6,300
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                          317      8,740
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                        2,684     74,100
INTERNATIONAL FLAVORS&FRAGRA        COM                 459506101                        3,777    104,280
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                            2         88
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                            6        225
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           16        580
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           24        850
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           26        925
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           37      1,330
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           45      1,600
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           48      1,700
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           68      2,424
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           70      2,500
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           82      2,900
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           84      2,984
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                           88      3,130
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                          139      4,935
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                          148      5,250
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                          253      9,000
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                          275      9,765
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                          394     14,000
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                          595     21,124
INTERNATIONAL GAME TECHNOLOG        COM                 459902102                          905     32,160
INTL PAPER CO                       COM                 460146103                           18        600
INTL PAPER CO                       COM                 460146103                           45      1,504
INTL PAPER CO                       COM                 460146103                           49      1,630
INTL PAPER CO                       COM                 460146103                           51      1,700
INTL PAPER CO                       COM                 460146103                           66      2,200
INTL PAPER CO                       COM                 460146103                          105      3,492
INTL PAPER CO                       COM                 460146103                          108      3,560
INTL PAPER CO                       COM                 460146103                          108      3,562
INTL PAPER CO                       COM                 460146103                          119      3,950
INTL PAPER CO                       COM                 460146103                          144      4,768
INTL PAPER CO                       COM                 460146103                          169      5,600
INTL PAPER CO                       COM                 460146103                          189      6,265
INTL PAPER CO                       COM                 460146103                          208      6,900
INTL PAPER CO                       COM                 460146103                          222      7,361
INTL PAPER CO                       COM                 460146103                          349     11,538
INTL PAPER CO                       COM                 460146103                          514     17,000
INTL PAPER CO                       COM                 460146103                          779     25,787
INTL PAPER CO                       COM                 460146103                          899     29,753
INTL PAPER CO                       COM                 460146103                        1,217     40,298
INTL PAPER CO                       COM                 460146103                        1,347     44,600
INTL PAPER CO                       COM                 460146103                        2,792     92,421
INTERPUBLIC GROUP COS INC           COM                 460690100                            1         80
INTERPUBLIC GROUP COS INC           COM                 460690100                            1         98
INTERPUBLIC GROUP COS INC           COM                 460690100                            2        125
INTERPUBLIC GROUP COS INC           COM                 460690100                            6        510
INTERPUBLIC GROUP COS INC           COM                 460690100                            8        621
INTERPUBLIC GROUP COS INC           COM                 460690100                           28      2,336
INTERPUBLIC GROUP COS INC           COM                 460690100                           31      2,583
INTERPUBLIC GROUP COS INC           COM                 460690100                           38      3,100
INTERPUBLIC GROUP COS INC           COM                 460690100                           39      3,200
INTERPUBLIC GROUP COS INC           COM                 460690100                           41      3,340
INTERPUBLIC GROUP COS INC           COM                 460690100                           43      3,570
INTERPUBLIC GROUP COS INC           COM                 460690100                           61      5,000
INTERPUBLIC GROUP COS INC           COM                 460690100                           75      6,170
INTERPUBLIC GROUP COS INC           COM                 460690100                          153     12,532
INTERPUBLIC GROUP COS INC           COM                 460690100                          169     13,900
INTERPUBLIC GROUP COS INC           COM                 460690100                          313     25,661
INTERPUBLIC GROUP COS INC           COM                 460690100                          484     39,770
INTUIT                              COM                 461202103                            2         45
INTUIT                              COM                 461202103                           16        350
INTUIT                              COM                 461202103                           41        900
INTUIT                              COM                 461202103                           45      1,000
INTUIT                              COM                 461202103                           68      1,500
INTUIT                              COM                 461202103                           68      1,500
INTUIT                              COM                 461202103                           69      1,520
INTUIT                              COM                 461202103                           74      1,642
INTUIT                              COM                 461202103                           93      2,068
INTUIT                              COM                 461202103                          104      2,300
INTUIT                              COM                 461202103                          123      2,725
INTUIT                              COM                 461202103                          133      2,950
INTUIT                              COM                 461202103                          263      5,825
INTUIT                              COM                 461202103                          284      6,300
INTUIT                              COM                 461202103                          885     19,620
INVESTORS FINL SERVICES CORP        COM                 461915100                           30        800
INVESTORS FINL SERVICES CORP        COM                 461915100                           37        980
INVESTORS FINL SERVICES CORP        COM                 461915100                           42      1,100
INVESTORS FINL SERVICES CORP        COM                 461915100                           61      1,600
INVESTORS FINL SERVICES CORP        COM                 461915100                           83      2,200
INVESTORS FINL SERVICES CORP        COM                 461915100                           95      2,500
INVESTORS FINL SERVICES CORP        COM                 461915100                          219      5,800
INVESTORS FINL SERVICES CORP        COM                 461915100                        2,397     63,385
INVESTORS FINL SERVICES CORP        COM                 461915100                        3,993    105,580
IPSCO INC                           COM                 462622101                          504     11,525
IRON MTN INC                        COM                 462846106                            2         55
IRON MTN INC                        COM                 462846106                           28        900
IRON MTN INC                        COM                 462846106                           30        960
IRON MTN INC                        COM                 462846106                           31      1,015
IRON MTN INC                        COM                 462846106                           47      1,500
IRON MTN INC                        COM                 462846106                          133      4,300
IRON MTN INC                        COM                 462846106                          154      4,950
IRON MTN INC                        COM                 462846106                          329     10,605
IRON MTN INC                        COM                 462846106                          377     12,150
IRON MTN INC                        COM                 462846106                          596     19,200
IRON MTN INC                        COM                 462846106                          667     21,510
ISHARES COMEX GOLD TR               ISHARES             464285105                        1,427     32,840
ISHARES INC                         MSCI AUSTRALIA      464286103                            5        300
ISHARES INC                         MSCI AUSTRALIA      464286103                           41      2,295
ISHARES INC                         MSCI AUSTRALIA      464286103                           76      4,300
ISHARES INC                         MSCI AUSTRALIA      464286103                          115      6,500
ISHARES INC                         MSCI CDA INDEX      464286509                            4        200
ISHARES INC                         MSCI CDA INDEX      464286509                            7        360
ISHARES INC                         MSCI CDA INDEX      464286509                          218     12,000
ISHARES INC                         MSCI EMU INDEX      464286608                           20        280
ISHARES INC                         MSCI EMU INDEX      464286608                           57        800
ISHARES INC                         MSCI EMU INDEX      464286608                        1,245     17,500
ISHARES INC                         MSCI EMU INDEX      464286608                        6,765     95,093
ISHARES INC                         MSCI PAC J IDX      464286665                           71        750
ISHARES INC                         MSCI PAC J IDX      464286665                           73        775
ISHARES INC                         MSCI PAC J IDX      464286665                          122      1,300
ISHARES INC                         MSCI PAC J IDX      464286665                          125      1,330
ISHARES INC                         MSCI PAC J IDX      464286665                          138      1,470
ISHARES INC                         MSCI PAC J IDX      464286665                        1,935     20,550
ISHARES INC                         MSCI SINGAPORE      464286673                            1        110
ISHARES INC                         MSCI SINGAPORE      464286673                           41      5,358
ISHARES INC                         MSCI SINGAPORE      464286673                           42      5,600
ISHARES INC                         MSCI SINGAPORE      464286673                           97     12,800
ISHARES INC                         MSCI UTD KINGD      464286699                           24      1,350
ISHARES INC                         MSCI UTD KINGD      464286699                        3,373    187,704
ISHARES INC                         MSCI TAIWAN         464286731                            3        220
ISHARES INC                         MSCI TAIWAN         464286731                           12        960
ISHARES INC                         MSCI TAIWAN         464286731                           48      3,950
ISHARES INC                         MSCI TAIWAN         464286731                          124     10,256
ISHARES INC                         MSCI TAIWAN         464286731                          315     26,065
ISHARES INC                         MSCI TAIWAN         464286731                          532     44,000
ISHARES INC                         MSCI TAIWAN         464286731                          600     49,575
ISHARES INC                         MSCI TAIWAN         464286731                        4,748    392,360
ISHARES INC                         MSCI TAIWAN         464286731                        7,081    585,193
ISHARES INC                         MSCI S KOREA        464286772                            2         58
ISHARES INC                         MSCI S KOREA        464286772                            4        114
ISHARES INC                         MSCI S KOREA        464286772                            4        131
ISHARES INC                         MSCI S KOREA        464286772                           13        400
ISHARES INC                         MSCI S KOREA        464286772                           19        600
ISHARES INC                         MSCI S KOREA        464286772                           61      1,900
ISHARES INC                         MSCI S KOREA        464286772                           91      2,856
ISHARES INC                         MSCI S KOREA        464286772                           92      2,875
ISHARES INC                         MSCI S KOREA        464286772                          361     11,275
ISHARES INC                         MSCI MALAYSIA       464286830                            4        591
ISHARES INC                         MSCI MALAYSIA       464286830                            5        686
ISHARES INC                         MSCI MALAYSIA       464286830                           39      5,651
ISHARES INC                         MSCI MALAYSIA       464286830                           65      9,397
ISHARES INC                         MSCI MALAYSIA       464286830                           69     10,000
ISHARES INC                         MSCI MALAYSIA       464286830                          227     32,733
ISHARES INC                         MSCI MALAYSIA       464286830                          383     55,300
ISHARES INC                         MSCI JAPAN          464286848                           10      1,000
ISHARES INC                         MSCI JAPAN          464286848                           24      2,400
ISHARES INC                         MSCI JAPAN          464286848                           56      5,500
ISHARES INC                         MSCI JAPAN          464286848                          112     11,000
ISHARES INC                         MSCI JAPAN          464286848                          172     16,925
ISHARES INC                         MSCI JAPAN          464286848                          192     18,900
ISHARES INC                         MSCI JAPAN          464286848                          253     24,958
ISHARES INC                         MSCI JAPAN          464286848                          273     26,910
ISHARES INC                         MSCI JAPAN          464286848                          365     36,000
ISHARES INC                         MSCI JAPAN          464286848                          528     52,057
ISHARES INC                         MSCI JAPAN          464286848                        3,292    324,666
ISHARES INC                         MSCI JAPAN          464286848                        4,166    410,827
ISHARES INC                         MSCI JAPAN          464286848                        4,779    471,306
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                           11        917
ISHARES INC                         MSCI HONG KONG      464286871                           14      1,130
ISHARES INC                         MSCI HONG KONG      464286871                           63      5,109
ISHARES INC                         MSCI HONG KONG      464286871                          189     15,200
ISHARES INC                         MSCI HONG KONG      464286871                          601     48,425
ISHARES INC                         MSCI HONG KONG      464286871                        1,986    159,900
ISHARES TR                          DJ SEL DIV INX      464287168                           28        450
ISHARES TR                          DJ SEL DIV INX      464287168                           37        600
ISHARES TR                          DJ SEL DIV INX      464287168                          296      4,800
ISHARES TR                          FTSE XNHUA IDX      464287184                            1         14
ISHARES TR                          FTSE XNHUA IDX      464287184                            2         27
ISHARES TR                          FTSE XNHUA IDX      464287184                            5         85
ISHARES TR                          FTSE XNHUA IDX      464287184                           11        200
ISHARES TR                          FTSE XNHUA IDX      464287184                           32        560
ISHARES TR                          FTSE XNHUA IDX      464287184                           55        970
ISHARES TR                          FTSE XNHUA IDX      464287184                           94      1,651
ISHARES TR                          FTSE XNHUA IDX      464287184                          100      1,750
ISHARES TR                          S&P 500 INDEX       464287200                           18        150
ISHARES TR                          S&P 500 INDEX       464287200                           33        280
ISHARES TR                          S&P 500 INDEX       464287200                           42        350
ISHARES TR                          S&P 500 INDEX       464287200                           77        646
ISHARES TR                          S&P 500 INDEX       464287200                          119      1,000
ISHARES TR                          S&P 500 INDEX       464287200                          220      1,850
ISHARES TR                          S&P 500 INDEX       464287200                          274      2,300
ISHARES TR                          S&P 500 INDEX       464287200                          731      6,140
ISHARES TR                          S&P 500 INDEX       464287200                          834      7,000
ISHARES TR                          S&P 500 INDEX       464287200                        1,124      9,440
ISHARES TR                          S&P 500 INDEX       464287200                        1,709     14,345
ISHARES TR                          S&P 500 INDEX       464287200                        3,145     26,400
ISHARES TR                          S&P 500 INDEX       464287200                        5,129     43,057
ISHARES TR                          S&P 500 INDEX       464287200                       19,320    162,200
ISHARES TR                          LEHMAN AGG BND      464287226                          920      8,900
ISHARES TR                          LEHMAN AGG BND      464287226                        7,889     76,310
ISHARES TR                          MSCI EMERG MKT      464287234                           23        320
ISHARES TR                          MSCI EMERG MKT      464287234                           26        369
ISHARES TR                          MSCI EMERG MKT      464287234                           57        795
ISHARES TR                          MSCI EMERG MKT      464287234                           86      1,200
ISHARES TR                          MSCI EMERG MKT      464287234                          142      1,980
ISHARES TR                          MSCI EMERG MKT      464287234                          295      4,125
ISHARES TR                          MSCI EMERG MKT      464287234                          320      4,476
ISHARES TR                          MSCI EMERG MKT      464287234                        1,013     14,150
ISHARES TR                          MSCI EMERG MKT      464287234                        1,640     22,902
ISHARES TR                          MSCI EMERG MKT      464287234                        8,497    118,672
ISHARES TR                          MSCI EMERG MKT      464287234                       10,240    143,010
ISHARES TR                          GS CORP BD FD       464287242                          772      6,890
ISHARES TR                          S&P GBL INF         464287291                           29        600
ISHARES TR                          S&P GBL INF         464287291                          316      6,500
ISHARES TR                          S&P GBL HLTHCR      464287325                           20        400
ISHARES TR                          S&P GBL HLTHCR      464287325                          160      3,200
ISHARES TR                          S&P GBL HLTHCR      464287325                          761     15,250
ISHARES TR                          S&P500/BAR VAL      464287408                           44        700
ISHARES TR                          S&P500/BAR VAL      464287408                          238      3,810
ISHARES TR                          7-10 YR TRS BD      464287440                          282      3,245
ISHARES TR                          1-3 YR TRS BD       464287457                           31        385
ISHARES TR                          1-3 YR TRS BD       464287457                          465      5,720
ISHARES TR                          MSCI EAFE IDX       464287465                           56      1,068
ISHARES TR                          MSCI EAFE IDX       464287465                          154      2,949
ISHARES TR                          MSCI EAFE IDX       464287465                          178      3,395
ISHARES TR                          MSCI EAFE IDX       464287465                          183      3,500
ISHARES TR                          MSCI EAFE IDX       464287465                          487      9,300
ISHARES TR                          RUSSELL MIDCAP      464287499                           58        700
ISHARES TR                          RUSSELL MIDCAP      464287499                           91      1,101
ISHARES TR                          RUSSELL MIDCAP      464287499                          107      1,297
ISHARES TR                          S&P MIDCAP 400      464287507                          206      3,000
ISHARES TR                          S&P MIDCAP 400      464287507                        2,776     40,530
ISHARES TR                          S&P MIDCAP 400      464287507                       10,017    146,232
ISHARES TR                          GLMN SCHS SOFT      464287515                        1,930     50,200
ISHARES TR                          GLDM SCHS NETW      464287531                          947     34,800
ISHARES TR                          NASDQ BIO INDX      464287556                           14        200
ISHARES TR                          NASDQ BIO INDX      464287556                          105      1,550
ISHARES TR                          NASDQ BIO INDX      464287556                          141      2,071
ISHARES TR                          NASDQ BIO INDX      464287556                          223      3,280
ISHARES TR                          NASDQ BIO INDX      464287556                        5,007     73,739
ISHARES TR                          COHEN&ST RLTY       464287564                        1,317     18,496
ISHARES TR                          COHEN&ST RLTY       464287564                        6,018     84,528
ISHARES TR                          S&P GLB100INDX      464287572                          798     13,270
ISHARES TR                          RUSSELL1000VAL      464287598                        2,116     31,755
ISHARES TR                          S&P MIDCP GROW      464287606                          417      6,000
ISHARES TR                          RUSSELL1000GRW      464287614                          672     14,000
ISHARES TR                          RUSSELL1000GRW      464287614                        1,164     24,250
ISHARES TR                          RUSSELL 1000        464287622                           19        300
ISHARES TR                          RUSSELL 1000        464287622                        2,005     31,100
ISHARES TR                          RUSL 2000 VALU      464287630                          965     15,000
ISHARES TR                          RUSL 2000 VALU      464287630                        6,899    107,299
ISHARES TR                          RUSL 2000 GROW      464287648                           10        150
ISHARES TR                          RUSL 2000 GROW      464287648                          194      3,000
ISHARES TR                          RUSL 2000 GROW      464287648                          305      4,700
ISHARES TR                          RUSSELL 2000        464287655                           57        900
ISHARES TR                          RUSSELL 2000        464287655                           86      1,348
ISHARES TR                          RUSSELL 2000        464287655                          254      3,990
ISHARES TR                          RUSSELL 2000        464287655                        1,211     19,010
ISHARES TR                          RUSSELL 2000        464287655                        1,420     22,290
ISHARES TR                          DJ US REAL EST      464287739                          146      2,300
ISHARES TR                          DJ US REAL EST      464287739                          416      6,540
ISHARES TR                          DJ US HEALTHCR      464287762                           11        179
ISHARES TR                          DJ US HEALTHCR      464287762                           35        570
ISHARES TR                          DJ US HEALTHCR      464287762                          715     11,700
ISHARES TR                          S&P SMLCAP 600      464287804                           76      1,383
ISHARES TR                          S&P SMLCAP 600      464287804                        1,824     33,150
ISHARES TR                          S&P EURO PLUS       464287861                          113      1,515
ISHARES TR                          S&P EURO PLUS       464287861                          171      2,300
ISHARES TR                          S&P EURO PLUS       464287861                          173      2,319
ISHARES TR                          S&P EURO PLUS       464287861                          179      2,405
ISHARES TR                          S&P EURO PLUS       464287861                        1,192     16,000
IVANHOE ENERGY INC                  COM                 465790103                           90     38,500
IVAX CORP                           COM                 465823102                           22      1,000
IVAX CORP                           COM                 465823102                           60      2,800
IVAX CORP                           COM                 465823102                          249     11,600
IVAX CORP                           COM                 465823102                          519     24,150
JABIL CIRCUIT INC                   COM                 466313103                           15        500
JABIL CIRCUIT INC                   COM                 466313103                           15        500
JABIL CIRCUIT INC                   COM                 466313103                           17        547
JABIL CIRCUIT INC                   COM                 466313103                           46      1,493
JABIL CIRCUIT INC                   COM                 466313103                           47      1,544
JABIL CIRCUIT INC                   COM                 466313103                           49      1,590
JABIL CIRCUIT INC                   COM                 466313103                           52      1,700
JABIL CIRCUIT INC                   COM                 466313103                           74      2,400
JABIL CIRCUIT INC                   COM                 466313103                           91      2,965
JABIL CIRCUIT INC                   COM                 466313103                          169      5,500
JABIL CIRCUIT INC                   COM                 466313103                          185      6,035
JABIL CIRCUIT INC                   COM                 466313103                          206      6,700
JABIL CIRCUIT INC                   COM                 466313103                          632     20,580
JABIL CIRCUIT INC                   COM                 466313103                        2,428     79,000
JACOBS ENGR GROUP INC DEL           COM                 469814107                            6        104
JACOBS ENGR GROUP INC DEL           COM                 469814107                            9        158
JACOBS ENGR GROUP INC DEL           COM                 469814107                           34        600
JACOBS ENGR GROUP INC DEL           COM                 469814107                          107      1,900
JACOBS ENGR GROUP INC DEL           COM                 469814107                          295      5,250
JEFFERSON PILOT CORP                COM                 475070108                            6        120
JEFFERSON PILOT CORP                COM                 475070108                           15        305
JEFFERSON PILOT CORP                COM                 475070108                           57      1,133
JEFFERSON PILOT CORP                COM                 475070108                           57      1,135
JEFFERSON PILOT CORP                COM                 475070108                           59      1,180
JEFFERSON PILOT CORP                COM                 475070108                           86      1,700
JEFFERSON PILOT CORP                COM                 475070108                          100      1,990
JEFFERSON PILOT CORP                COM                 475070108                          103      2,044
JEFFERSON PILOT CORP                COM                 475070108                          232      4,600
JEFFERSON PILOT CORP                COM                 475070108                          564     11,188
JEFFERSON PILOT CORP                COM                 475070108                          634     12,570
JOHNSON & JOHNSON                   COM                 478160104                            7        100
JOHNSON & JOHNSON                   COM                 478160104                           65      1,000
JOHNSON & JOHNSON                   COM                 478160104                           65      1,000
JOHNSON & JOHNSON                   COM                 478160104                           78      1,200
JOHNSON & JOHNSON                   COM                 478160104                          133      2,050
JOHNSON & JOHNSON                   COM                 478160104                          139      2,146
JOHNSON & JOHNSON                   COM                 478160104                          146      2,253
JOHNSON & JOHNSON                   COM                 478160104                          182      2,800
JOHNSON & JOHNSON                   COM                 478160104                          182      2,800
JOHNSON & JOHNSON                   COM                 478160104                          228      3,500
JOHNSON & JOHNSON                   COM                 478160104                          260      4,000
JOHNSON & JOHNSON                   COM                 478160104                          273      4,200
JOHNSON & JOHNSON                   COM                 478160104                          385      5,920
JOHNSON & JOHNSON                   COM                 478160104                          546      8,400
JOHNSON & JOHNSON                   COM                 478160104                          560      8,618
JOHNSON & JOHNSON                   COM                 478160104                          585      9,000
JOHNSON & JOHNSON                   COM                 478160104                          600      9,230
JOHNSON & JOHNSON                   COM                 478160104                          702     10,800
JOHNSON & JOHNSON                   COM                 478160104                          820     12,619
JOHNSON & JOHNSON                   COM                 478160104                          967     14,872
JOHNSON & JOHNSON                   COM                 478160104                        1,032     15,884
JOHNSON & JOHNSON                   COM                 478160104                        1,092     16,800
JOHNSON & JOHNSON                   COM                 478160104                        1,106     17,020
JOHNSON & JOHNSON                   COM                 478160104                        1,356     20,860
JOHNSON & JOHNSON                   COM                 478160104                        1,390     21,390
JOHNSON & JOHNSON                   COM                 478160104                        1,456     22,400
JOHNSON & JOHNSON                   COM                 478160104                        1,631     25,090
JOHNSON & JOHNSON                   COM                 478160104                        1,671     25,700
JOHNSON & JOHNSON                   COM                 478160104                        1,703     26,196
JOHNSON & JOHNSON                   COM                 478160104                        1,838     28,279
JOHNSON & JOHNSON                   COM                 478160104                        1,951     30,016
JOHNSON & JOHNSON                   COM                 478160104                        2,068     31,818
JOHNSON & JOHNSON                   COM                 478160104                        2,243     34,500
JOHNSON & JOHNSON                   COM                 478160104                        2,495     38,385
JOHNSON & JOHNSON                   COM                 478160104                        2,512     38,653
JOHNSON & JOHNSON                   COM                 478160104                        2,604     40,060
JOHNSON & JOHNSON                   COM                 478160104                        2,904     44,670
JOHNSON & JOHNSON                   COM                 478160104                        2,911     44,790
JOHNSON & JOHNSON                   COM                 478160104                        4,317     66,417
JOHNSON & JOHNSON                   COM                 478160104                        5,242     80,647
JOHNSON & JOHNSON                   COM                 478160104                        7,008    107,816
JOHNSON & JOHNSON                   COM                 478160104                        8,479    130,446
JOHNSON & JOHNSON                   COM                 478160104                       11,251    173,098
JOHNSON & JOHNSON                   COM                 478160104                       18,394    282,990
JOHNSON & JOHNSON                   COM                 478160104                       18,692    287,575
JOHNSON & JOHNSON                   COM                 478160104                       28,204    433,904
JOHNSON & JOHNSON                   COM                 478160104                       46,793    719,896
JOHNSON CTLS INC                    COM                 478366107                            1         25
JOHNSON CTLS INC                    COM                 478366107                           62      1,100
JOHNSON CTLS INC                    COM                 478366107                           68      1,200
JOHNSON CTLS INC                    COM                 478366107                           73      1,300
JOHNSON CTLS INC                    COM                 478366107                           82      1,462
JOHNSON CTLS INC                    COM                 478366107                           91      1,610
JOHNSON CTLS INC                    COM                 478366107                          107      1,902
JOHNSON CTLS INC                    COM                 478366107                          130      2,300
JOHNSON CTLS INC                    COM                 478366107                          132      2,350
JOHNSON CTLS INC                    COM                 478366107                          151      2,684
JOHNSON CTLS INC                    COM                 478366107                          163      2,900
JOHNSON CTLS INC                    COM                 478366107                          242      4,290
JOHNSON CTLS INC                    COM                 478366107                          249      4,416
JOHNSON CTLS INC                    COM                 478366107                          387      6,872
JOHNSON CTLS INC                    COM                 478366107                          428      7,600
JOHNSON CTLS INC                    COM                 478366107                          753     13,364
JOHNSON CTLS INC                    COM                 478366107                          980     17,390
JONES APPAREL GROUP INC             COM                 480074103                            5        170
JONES APPAREL GROUP INC             COM                 480074103                           26        836
JONES APPAREL GROUP INC             COM                 480074103                           31        990
JONES APPAREL GROUP INC             COM                 480074103                           40      1,304
JONES APPAREL GROUP INC             COM                 480074103                           47      1,500
JONES APPAREL GROUP INC             COM                 480074103                           57      1,850
JONES APPAREL GROUP INC             COM                 480074103                           75      2,425
JONES APPAREL GROUP INC             COM                 480074103                          104      3,350
JONES APPAREL GROUP INC             COM                 480074103                          121      3,900
JONES APPAREL GROUP INC             COM                 480074103                          127      4,100
JONES APPAREL GROUP INC             COM                 480074103                          140      4,522
JONES APPAREL GROUP INC             COM                 480074103                          389     12,540
KLA-TENCOR CORP                     COM                 482480100                            3         73
KLA-TENCOR CORP                     COM                 482480100                            9        216
KLA-TENCOR CORP                     COM                 482480100                           13        290
KLA-TENCOR CORP                     COM                 482480100                           17        400
KLA-TENCOR CORP                     COM                 482480100                           35        800
KLA-TENCOR CORP                     COM                 482480100                           39        900
KLA-TENCOR CORP                     COM                 482480100                           39        900
KLA-TENCOR CORP                     COM                 482480100                           60      1,367
KLA-TENCOR CORP                     COM                 482480100                           63      1,435
KLA-TENCOR CORP                     COM                 482480100                           72      1,650
KLA-TENCOR CORP                     COM                 482480100                           85      1,954
KLA-TENCOR CORP                     COM                 482480100                          121      2,774
KLA-TENCOR CORP                     COM                 482480100                          127      2,900
KLA-TENCOR CORP                     COM                 482480100                          133      3,053
KLA-TENCOR CORP                     COM                 482480100                          193      4,410
KLA-TENCOR CORP                     COM                 482480100                          233      5,326
KLA-TENCOR CORP                     COM                 482480100                          353      8,072
KLA-TENCOR CORP                     COM                 482480100                          785     17,980
KLA-TENCOR CORP                     COM                 482480100                        1,520     34,800
K V PHARMACEUTICAL CO               CL A                482740206                            2        118
K V PHARMACEUTICAL CO               CL A                482740206                          172     10,256
KAYDON CORP                         COM                 486587108                          312     11,200
KELLOGG CO                          COM                 487836108                           22        500
KELLOGG CO                          COM                 487836108                           44      1,000
KELLOGG CO                          COM                 487836108                           57      1,284
KELLOGG CO                          COM                 487836108                           62      1,400
KELLOGG CO                          COM                 487836108                           84      1,900
KELLOGG CO                          COM                 487836108                          115      2,582
KELLOGG CO                          COM                 487836108                          119      2,668
KELLOGG CO                          COM                 487836108                          127      2,869
KELLOGG CO                          COM                 487836108                          152      3,412
KELLOGG CO                          COM                 487836108                          160      3,600
KELLOGG CO                          COM                 487836108                          187      4,200
KELLOGG CO                          COM                 487836108                          200      4,500
KELLOGG CO                          COM                 487836108                          233      5,250
KELLOGG CO                          COM                 487836108                          307      6,900
KELLOGG CO                          COM                 487836108                          321      7,219
KELLOGG CO                          COM                 487836108                          381      8,566
KELLOGG CO                          COM                 487836108                          542     12,200
KELLOGG CO                          COM                 487836108                        1,284     28,890
KERR MCGEE CORP                     COM                 492386107                           12        160
KERR MCGEE CORP                     COM                 492386107                           21        280
KERR MCGEE CORP                     COM                 492386107                           23        300
KERR MCGEE CORP                     COM                 492386107                           31        400
KERR MCGEE CORP                     COM                 492386107                           34        450
KERR MCGEE CORP                     COM                 492386107                           37        480
KERR MCGEE CORP                     COM                 492386107                           65        851
KERR MCGEE CORP                     COM                 492386107                           74        974
KERR MCGEE CORP                     COM                 492386107                           76      1,000
KERR MCGEE CORP                     COM                 492386107                           84      1,100
KERR MCGEE CORP                     COM                 492386107                           84      1,100
KERR MCGEE CORP                     COM                 492386107                          134      1,750
KERR MCGEE CORP                     COM                 492386107                          176      2,300
KERR MCGEE CORP                     COM                 492386107                          199      2,602
KERR MCGEE CORP                     COM                 492386107                          259      3,400
KERR MCGEE CORP                     COM                 492386107                          366      4,800
KERR MCGEE CORP                     COM                 492386107                          801     10,500
KERR MCGEE CORP                     COM                 492386107                        1,032     13,518
KERR MCGEE CORP                     COM                 492386107                        2,253     29,529
KEYCORP NEW                         COM                 493267108                            4        110
KEYCORP NEW                         COM                 493267108                           12        355
KEYCORP NEW                         COM                 493267108                           21        640
KEYCORP NEW                         COM                 493267108                           30        900
KEYCORP NEW                         COM                 493267108                           31        950
KEYCORP NEW                         COM                 493267108                           70      2,100
KEYCORP NEW                         COM                 493267108                           70      2,100
KEYCORP NEW                         COM                 493267108                           96      2,909
KEYCORP NEW                         COM                 493267108                          113      3,415
KEYCORP NEW                         COM                 493267108                          120      3,614
KEYCORP NEW                         COM                 493267108                          132      3,972
KEYCORP NEW                         COM                 493267108                          157      4,730
KEYCORP NEW                         COM                 493267108                          162      4,900
KEYCORP NEW                         COM                 493267108                          203      6,121
KEYCORP NEW                         COM                 493267108                          204      6,153
KEYCORP NEW                         COM                 493267108                          369     11,129
KEYCORP NEW                         COM                 493267108                          537     16,200
KEYCORP NEW                         COM                 493267108                          771     23,266
KEYCORP NEW                         COM                 493267108                        1,333     40,210
KIMBERLY CLARK CORP                 COM                 494368103                            6         95
KIMBERLY CLARK CORP                 COM                 494368103                            6        100
KIMBERLY CLARK CORP                 COM                 494368103                           13        200
KIMBERLY CLARK CORP                 COM                 494368103                           16        250
KIMBERLY CLARK CORP                 COM                 494368103                           18        295
KIMBERLY CLARK CORP                 COM                 494368103                           25        400
KIMBERLY CLARK CORP                 COM                 494368103                           29        470
KIMBERLY CLARK CORP                 COM                 494368103                           31        500
KIMBERLY CLARK CORP                 COM                 494368103                           35        560
KIMBERLY CLARK CORP                 COM                 494368103                           85      1,363
KIMBERLY CLARK CORP                 COM                 494368103                           91      1,450
KIMBERLY CLARK CORP                 COM                 494368103                           91      1,450
KIMBERLY CLARK CORP                 COM                 494368103                           94      1,500
KIMBERLY CLARK CORP                 COM                 494368103                          179      2,860
KIMBERLY CLARK CORP                 COM                 494368103                          210      3,354
KIMBERLY CLARK CORP                 COM                 494368103                          238      3,807
KIMBERLY CLARK CORP                 COM                 494368103                          240      3,842
KIMBERLY CLARK CORP                 COM                 494368103                          251      4,010
KIMBERLY CLARK CORP                 COM                 494368103                          286      4,566
KIMBERLY CLARK CORP                 COM                 494368103                          354      5,650
KIMBERLY CLARK CORP                 COM                 494368103                          369      5,901
KIMBERLY CLARK CORP                 COM                 494368103                          386      6,175
KIMBERLY CLARK CORP                 COM                 494368103                          395      6,308
KIMBERLY CLARK CORP                 COM                 494368103                          424      6,780
KIMBERLY CLARK CORP                 COM                 494368103                          433      6,926
KIMBERLY CLARK CORP                 COM                 494368103                          451      7,213
KIMBERLY CLARK CORP                 COM                 494368103                          509      8,138
KIMBERLY CLARK CORP                 COM                 494368103                          538      8,600
KIMBERLY CLARK CORP                 COM                 494368103                          668     10,668
KIMBERLY CLARK CORP                 COM                 494368103                          791     12,641
KIMBERLY CLARK CORP                 COM                 494368103                        1,064     17,000
KIMBERLY CLARK CORP                 COM                 494368103                        1,924     30,742
KIMBERLY CLARK CORP                 COM                 494368103                        2,947     47,090
KIMBERLY CLARK CORP                 COM                 494368103                        6,956    111,131
KINDER MORGAN ENERGY PARTNER        UT LTD PARTNER      494550106                          304      5,975
KING PHARMACEUTICALS INC            COM                 495582108                            5        500
KING PHARMACEUTICALS INC            COM                 495582108                            6        569
KING PHARMACEUTICALS INC            COM                 495582108                           10      1,000
KING PHARMACEUTICALS INC            COM                 495582108                           18      1,682
KING PHARMACEUTICALS INC            COM                 495582108                           20      1,910
KING PHARMACEUTICALS INC            COM                 495582108                           29      2,765
KING PHARMACEUTICALS INC            COM                 495582108                           37      3,579
KING PHARMACEUTICALS INC            COM                 495582108                           64      6,154
KING PHARMACEUTICALS INC            COM                 495582108                           74      7,100
KING PHARMACEUTICALS INC            COM                 495582108                           83      8,000
KING PHARMACEUTICALS INC            COM                 495582108                          245     23,480
KING PHARMACEUTICALS INC            COM                 495582108                          390     37,442
KING PHARMACEUTICALS INC            COM                 495582108                          547     52,500
KING PHARMACEUTICALS INC            COM                 495582108                          854     82,000
KINROSS GOLD CORP                   COM NO PAR          496902404                            1        121
KINROSS GOLD CORP                   COM NO PAR          496902404                            5        800
KINROSS GOLD CORP                   COM NO PAR          496902404                           33      5,366
KINROSS GOLD CORP                   COM NO PAR          496902404                           35      5,799
KINGSWAY FINL SVCS INC              COM                 496904103                          519     30,500
KNIGHT RIDDER INC                   COM                 499040103                           32        514
KNIGHT RIDDER INC                   COM                 499040103                           37        600
KNIGHT RIDDER INC                   COM                 499040103                           37        610
KNIGHT RIDDER INC                   COM                 499040103                           38        626
KNIGHT RIDDER INC                   COM                 499040103                           42        680
KNIGHT RIDDER INC                   COM                 499040103                           55        900
KNIGHT RIDDER INC                   COM                 499040103                           74      1,200
KNIGHT RIDDER INC                   COM                 499040103                           78      1,270
KNIGHT RIDDER INC                   COM                 499040103                           81      1,313
KNIGHT RIDDER INC                   COM                 499040103                           98      1,600
KNIGHT RIDDER INC                   COM                 499040103                          159      2,600
KNIGHT RIDDER INC                   COM                 499040103                          190      3,100
KNIGHT RIDDER INC                   COM                 499040103                          449      7,320
KNIGHT RIDDER INC                   COM                 499040103                          672     10,950
KOHLS CORP                          COM                 500255104                            5         90
KOHLS CORP                          COM                 500255104                           14        250
KOHLS CORP                          COM                 500255104                           22        390
KOHLS CORP                          COM                 500255104                           22        400
KOHLS CORP                          COM                 500255104                           38        675
KOHLS CORP                          COM                 500255104                           40        715
KOHLS CORP                          COM                 500255104                           47        847
KOHLS CORP                          COM                 500255104                           76      1,360
KOHLS CORP                          COM                 500255104                           78      1,400
KOHLS CORP                          COM                 500255104                           80      1,437
KOHLS CORP                          COM                 500255104                           81      1,450
KOHLS CORP                          COM                 500255104                          109      1,946
KOHLS CORP                          COM                 500255104                          129      2,303
KOHLS CORP                          COM                 500255104                          157      2,800
KOHLS CORP                          COM                 500255104                          175      3,126
KOHLS CORP                          COM                 500255104                          175      3,129
KOHLS CORP                          COM                 500255104                          215      3,850
KOHLS CORP                          COM                 500255104                          224      4,006
KOHLS CORP                          COM                 500255104                          252      4,500
KOHLS CORP                          COM                 500255104                          273      4,882
KOHLS CORP                          COM                 500255104                          283      5,064
KOHLS CORP                          COM                 500255104                          419      7,500
KOHLS CORP                          COM                 500255104                          435      7,786
KOHLS CORP                          COM                 500255104                          738     13,200
KOHLS CORP                          COM                 500255104                        1,238     22,149
KOHLS CORP                          COM                 500255104                        1,500     26,825
KOHLS CORP                          COM                 500255104                        1,780     31,830
KOHLS CORP                          COM                 500255104                        3,057     54,680
KOHLS CORP                          COM                 500255104                        6,150    110,000
KOHLS CORP                          COM                 500255104                        6,772    121,117
KONINKLIJKE AHOLD N V               SPON ADR NEW        500467303                           11      1,290
KONINKLIJKE AHOLD N V               SPON ADR NEW        500467303                           20      2,500
KONINKLIJKE AHOLD N V               SPON ADR NEW        500467303                           70      8,606
KONINKLIJKE AHOLD N V               SPON ADR NEW        500467303                          245     29,896
KONINKLIJKE PHILIPS ELECTRS         NY REG SH NEW       500472303                           20        813
KONINKLIJKE PHILIPS ELECTRS         NY REG SH NEW       500472303                           70      2,775
KONINKLIJKE PHILIPS ELECTRS         NY REG SH NEW       500472303                           73      2,900
KONINKLIJKE PHILIPS ELECTRS         NY REG SH NEW       500472303                           78      3,105
KONINKLIJKE PHILIPS ELECTRS         NY REG SH NEW       500472303                          252     10,000
KONINKLIJKE PHILIPS ELECTRS         NY REG SH NEW       500472303                        1,637     65,000
KOREA FD                            COM                 500634100                          112      4,100
KOREA FD                            COM                 500634100                          159      5,797
KOREA FD                            COM                 500634100                          438     16,000
KOREA FD                            COM                 500634100                          875     32,000
KROGER CO                           COM                 501044101                           22      1,155
KROGER CO                           COM                 501044101                           31      1,650
KROGER CO                           COM                 501044101                           49      2,565
KROGER CO                           COM                 501044101                           70      3,700
KROGER CO                           COM                 501044101                           72      3,800
KROGER CO                           COM                 501044101                          105      5,500
KROGER CO                           COM                 501044101                          124      6,540
KROGER CO                           COM                 501044101                          125      6,550
KROGER CO                           COM                 501044101                          190     10,000
KROGER CO                           COM                 501044101                          200     10,535
KROGER CO                           COM                 501044101                          208     10,950
KROGER CO                           COM                 501044101                          216     11,375
KROGER CO                           COM                 501044101                          258     13,575
KROGER CO                           COM                 501044101                          276     14,500
KROGER CO                           COM                 501044101                          346     18,156
KROGER CO                           COM                 501044101                          554     29,100
KROGER CO                           COM                 501044101                          846     44,430
KROGER CO                           COM                 501044101                          971     51,000
KROGER CO                           COM                 501044101                        1,310     68,850
KYOCERA CORP                        ADR                 501556203                          122      1,586
KYOCERA CORP                        ADR                 501556203                       11,892    155,048
LSI LOGIC CORP                      COM                 502161102                            5        600
LSI LOGIC CORP                      COM                 502161102                            9      1,117
LSI LOGIC CORP                      COM                 502161102                           17      2,000
LSI LOGIC CORP                      COM                 502161102                           23      2,700
LSI LOGIC CORP                      COM                 502161102                           26      3,050
LSI LOGIC CORP                      COM                 502161102                           36      4,290
LSI LOGIC CORP                      COM                 502161102                           40      4,670
LSI LOGIC CORP                      COM                 502161102                           48      5,600
LSI LOGIC CORP                      COM                 502161102                          108     12,700
LSI LOGIC CORP                      COM                 502161102                          198     23,358
LSI LOGIC CORP                      COM                 502161102                          274     32,300
LSI LOGIC CORP                      COM                 502161102                          498     58,690
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                            3         40
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                           17        220
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                           34        450
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                           48        633
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                           59        770
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                           69        900
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                           77      1,000
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                           77      1,000
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                           80      1,042
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                           92      1,200
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                          138      1,800
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                          199      2,600
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                          352      4,600
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                          750      9,790
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                        1,159     15,132
L-3 COMMUNICATIONS HLDGS INC        COM                 502424104                        4,955     64,700
LAFARGE NORTH AMERICA INC           COM                 505862102                           31        500
LAFARGE NORTH AMERICA INC           COM                 505862102                           75      1,200
LAFARGE NORTH AMERICA INC           COM                 505862102                          148      2,370
LAM RESEARCH CORP                   COM                 512807108                            4        150
LAM RESEARCH CORP                   COM                 512807108                           14        500
LAM RESEARCH CORP                   COM                 512807108                           19        670
LAM RESEARCH CORP                   COM                 512807108                           46      1,600
LAM RESEARCH CORP                   COM                 512807108                          101      3,500
LAM RESEARCH CORP                   COM                 512807108                          130      4,500
LAM RESEARCH CORP                   COM                 512807108                          342     11,800
LAM RESEARCH CORP                   COM                 512807108                          588     20,320
LAMAR ADVERTISING CO                CL A                512815101                           43      1,000
LAMAR ADVERTISING CO                CL A                512815101                           77      1,800
LAMAR ADVERTISING CO                CL A                512815101                          124      2,900
LAMAR ADVERTISING CO                CL A                512815101                          408      9,530
LAS VEGAS SANDS CORP                COM                 517834107                           11        300
LAS VEGAS SANDS CORP                COM                 517834107                          215      6,000
LAS VEGAS SANDS CORP                COM                 517834107                          395     11,038
LAUDER ESTEE COS INC                CL A                518439104                            5        130
LAUDER ESTEE COS INC                CL A                518439104                            6        160
LAUDER ESTEE COS INC                CL A                518439104                           22        575
LAUDER ESTEE COS INC                CL A                518439104                           41      1,043
LAUDER ESTEE COS INC                CL A                518439104                           47      1,200
LAUDER ESTEE COS INC                CL A                518439104                           59      1,500
LAUDER ESTEE COS INC                CL A                518439104                           68      1,750
LAUDER ESTEE COS INC                CL A                518439104                           70      1,800
LAUDER ESTEE COS INC                CL A                518439104                           82      2,102
LAUDER ESTEE COS INC                CL A                518439104                          104      2,666
LAUDER ESTEE COS INC                CL A                518439104                          129      3,300
LAUDER ESTEE COS INC                CL A                518439104                          133      3,400
LAUDER ESTEE COS INC                CL A                518439104                          152      3,883
LAUDER ESTEE COS INC                CL A                518439104                          187      4,780
LAUDER ESTEE COS INC                CL A                518439104                          323      8,260
LAUDER ESTEE COS INC                CL A                518439104                          364      9,300
LAUDER ESTEE COS INC                CL A                518439104                          629     16,085
LEAR CORP                           COM                 521865105                            2         50
LEAR CORP                           COM                 521865105                           11        300
LEAR CORP                           COM                 521865105                           29        800
LEAR CORP                           COM                 521865105                           80      2,200
LEAR CORP                           COM                 521865105                          265      7,290
LEGGETT & PLATT INC                 COM                 524660107                            6        218
LEGGETT & PLATT INC                 COM                 524660107                           34      1,262
LEGGETT & PLATT INC                 COM                 524660107                           40      1,520
LEGGETT & PLATT INC                 COM                 524660107                           43      1,632
LEGGETT & PLATT INC                 COM                 524660107                           61      2,300
LEGGETT & PLATT INC                 COM                 524660107                           72      2,700
LEGGETT & PLATT INC                 COM                 524660107                           81      3,062
LEGGETT & PLATT INC                 COM                 524660107                          158      5,948
LEGGETT & PLATT INC                 COM                 524660107                          169      6,350
LEGGETT & PLATT INC                 COM                 524660107                          170      6,400
LEGGETT & PLATT INC                 COM                 524660107                          219      8,241
LEGGETT & PLATT INC                 COM                 524660107                          298     11,226
LEGGETT & PLATT INC                 COM                 524660107                          395     14,850
LEGGETT & PLATT INC                 COM                 524660107                          471     17,720
LEGG MASON INC                      COM                 524901105                           31        300
LEGG MASON INC                      COM                 524901105                           62        600
LEGG MASON INC                      COM                 524901105                          125      1,200
LEGG MASON INC                      COM                 524901105                          161      1,545
LEGG MASON INC                      COM                 524901105                          458      4,400
LEGG MASON INC                      COM                 524901105                          975      9,368
LEGG MASON INC                      COM                 524901105                          985      9,465
LEGG MASON INC                      COM                 524901105                       10,139     97,384
LEHMAN BROS HLDGS INC               COM                 524908100                            3         30
LEHMAN BROS HLDGS INC               COM                 524908100                            5         55
LEHMAN BROS HLDGS INC               COM                 524908100                           15        155
LEHMAN BROS HLDGS INC               COM                 524908100                           17        173
LEHMAN BROS HLDGS INC               COM                 524908100                           20        200
LEHMAN BROS HLDGS INC               COM                 524908100                           26        260
LEHMAN BROS HLDGS INC               COM                 524908100                           30        300
LEHMAN BROS HLDGS INC               COM                 524908100                           48        480
LEHMAN BROS HLDGS INC               COM                 524908100                           84        850
LEHMAN BROS HLDGS INC               COM                 524908100                           90        910
LEHMAN BROS HLDGS INC               COM                 524908100                           91        920
LEHMAN BROS HLDGS INC               COM                 524908100                           99      1,000
LEHMAN BROS HLDGS INC               COM                 524908100                          189      1,900
LEHMAN BROS HLDGS INC               COM                 524908100                          195      1,961
LEHMAN BROS HLDGS INC               COM                 524908100                          199      2,000
LEHMAN BROS HLDGS INC               COM                 524908100                          223      2,250
LEHMAN BROS HLDGS INC               COM                 524908100                          264      2,657
LEHMAN BROS HLDGS INC               COM                 524908100                          328      3,300
LEHMAN BROS HLDGS INC               COM                 524908100                          374      3,763
LEHMAN BROS HLDGS INC               COM                 524908100                          407      4,096
LEHMAN BROS HLDGS INC               COM                 524908100                          604      6,081
LEHMAN BROS HLDGS INC               COM                 524908100                          973      9,800
LEHMAN BROS HLDGS INC               COM                 524908100                        2,709     27,282
LEHMAN BROS HLDGS INC               COM                 524908100                        3,002     30,240
LEHMAN BROS HLDGS INC               COM                 524908100                        4,964     50,000
LENNAR CORP                         CL A                526057104                            2         25
LENNAR CORP                         CL A                526057104                            2         33
LENNAR CORP                         CL A                526057104                           95      1,500
LENNAR CORP                         CL A                526057104                          102      1,603
LENNAR CORP                         CL A                526057104                          127      2,000
LENNAR CORP                         CL A                526057104                          260      4,100
LENNAR CORP                         CL A                526057104                          353      5,565
LENNAR CORP                         CL A                526057104                          735     11,590
LEUCADIA NATL CORP                  COM                 527288104                           35        900
LEUCADIA NATL CORP                  COM                 527288104                          104      2,700
LEUCADIA NATL CORP                  COM                 527288104                          272      7,050
LEXMARK INTL NEW                    CL A                529771107                            3         50
LEXMARK INTL NEW                    CL A                529771107                            6        100
LEXMARK INTL NEW                    CL A                529771107                           10        150
LEXMARK INTL NEW                    CL A                529771107                           13        200
LEXMARK INTL NEW                    CL A                529771107                           32        500
LEXMARK INTL NEW                    CL A                529771107                           32        500
LEXMARK INTL NEW                    CL A                529771107                           52        800
LEXMARK INTL NEW                    CL A                529771107                           57        880
LEXMARK INTL NEW                    CL A                529771107                           59        910
LEXMARK INTL NEW                    CL A                529771107                           65      1,000
LEXMARK INTL NEW                    CL A                529771107                           65      1,000
LEXMARK INTL NEW                    CL A                529771107                           66      1,014
LEXMARK INTL NEW                    CL A                529771107                           73      1,125
LEXMARK INTL NEW                    CL A                529771107                           77      1,187
LEXMARK INTL NEW                    CL A                529771107                          120      1,850
LEXMARK INTL NEW                    CL A                529771107                          122      1,877
LEXMARK INTL NEW                    CL A                529771107                          134      2,072
LEXMARK INTL NEW                    CL A                529771107                          166      2,567
LEXMARK INTL NEW                    CL A                529771107                          171      2,640
LEXMARK INTL NEW                    CL A                529771107                          225      3,473
LEXMARK INTL NEW                    CL A                529771107                          279      4,300
LEXMARK INTL NEW                    CL A                529771107                          493      7,600
LEXMARK INTL NEW                    CL A                529771107                          757     11,670
LIBERTY MEDIA CORP NEW              COM SER A           530718105                            6        590
LIBERTY MEDIA CORP NEW              COM SER A           530718105                            6        614
LIBERTY MEDIA CORP NEW              COM SER A           530718105                            8        805
LIBERTY MEDIA CORP NEW              COM SER A           530718105                           13      1,310
LIBERTY MEDIA CORP NEW              COM SER A           530718105                           18      1,800
LIBERTY MEDIA CORP NEW              COM SER A           530718105                           19      1,900
LIBERTY MEDIA CORP NEW              COM SER A           530718105                           20      2,000
LIBERTY MEDIA CORP NEW              COM SER A           530718105                           28      2,740
LIBERTY MEDIA CORP NEW              COM SER A           530718105                           31      3,050
LIBERTY MEDIA CORP NEW              COM SER A           530718105                           74      7,245
LIBERTY MEDIA CORP NEW              COM SER A           530718105                           86      8,460
LIBERTY MEDIA CORP NEW              COM SER A           530718105                           89      8,700
LIBERTY MEDIA CORP NEW              COM SER A           530718105                           95      9,360
LIBERTY MEDIA CORP NEW              COM SER A           530718105                          153     14,980
LIBERTY MEDIA CORP NEW              COM SER A           530718105                          269     26,400
LIBERTY MEDIA CORP NEW              COM SER A           530718105                          305     29,910
LIBERTY MEDIA CORP NEW              COM SER A           530718105                          330     32,347
LIBERTY MEDIA CORP NEW              COM SER A           530718105                          384     37,654
LIBERTY MEDIA CORP NEW              COM SER A           530718105                        1,063    104,348
LIBERTY MEDIA CORP NEW              COM SER A           530718105                        1,069    104,900
LIBERTY MEDIA CORP NEW              COM SER A           530718105                        2,665    261,502
LIBERTY MEDIA CORP NEW              COM SER A           530718105                       16,763  1,645,000
LIBERTY PPTY TR                     SH BEN INT          531172104                           11        250
LIBERTY PPTY TR                     SH BEN INT          531172104                           80      1,800
LIBERTY PPTY TR                     SH BEN INT          531172104                           97      2,200
LIBERTY PPTY TR                     SH BEN INT          531172104                          351      7,920
LILLY ELI & CO                      COM                 532457108                            3         50
LILLY ELI & CO                      COM                 532457108                           19        333
LILLY ELI & CO                      COM                 532457108                           23        418
LILLY ELI & CO                      COM                 532457108                           28        500
LILLY ELI & CO                      COM                 532457108                           46        820
LILLY ELI & CO                      COM                 532457108                           50        893
LILLY ELI & CO                      COM                 532457108                           58      1,050
LILLY ELI & CO                      COM                 532457108                           72      1,300
LILLY ELI & CO                      COM                 532457108                           89      1,600
LILLY ELI & CO                      COM                 532457108                          111      2,000
LILLY ELI & CO                      COM                 532457108                          148      2,650
LILLY ELI & CO                      COM                 532457108                          159      2,854
LILLY ELI & CO                      COM                 532457108                          167      3,000
LILLY ELI & CO                      COM                 532457108                          182      3,260
LILLY ELI & CO                      COM                 532457108                          206      3,690
LILLY ELI & CO                      COM                 532457108                          212      3,800
LILLY ELI & CO                      COM                 532457108                          351      6,300
LILLY ELI & CO                      COM                 532457108                          457      8,195
LILLY ELI & CO                      COM                 532457108                          473      8,490
LILLY ELI & CO                      COM                 532457108                          485      8,700
LILLY ELI & CO                      COM                 532457108                          532      9,550
LILLY ELI & CO                      COM                 532457108                          599     10,757
LILLY ELI & CO                      COM                 532457108                          649     11,648
LILLY ELI & CO                      COM                 532457108                          669     12,000
LILLY ELI & CO                      COM                 532457108                          688     12,351
LILLY ELI & CO                      COM                 532457108                          727     13,050
LILLY ELI & CO                      COM                 532457108                          778     13,961
LILLY ELI & CO                      COM                 532457108                          948     17,021
LILLY ELI & CO                      COM                 532457108                        1,287     23,102
LILLY ELI & CO                      COM                 532457108                        1,356     24,343
LILLY ELI & CO                      COM                 532457108                        1,398     25,094
LILLY ELI & CO                      COM                 532457108                        2,262     40,600
LILLY ELI & CO                      COM                 532457108                        3,829     68,735
LILLY ELI & CO                      COM                 532457108                        5,987    107,470
LIMITED BRANDS INC                  COM                 532716107                            2         75
LIMITED BRANDS INC                  COM                 532716107                            6        265
LIMITED BRANDS INC                  COM                 532716107                           13        615
LIMITED BRANDS INC                  COM                 532716107                           43      2,000
LIMITED BRANDS INC                  COM                 532716107                           45      2,100
LIMITED BRANDS INC                  COM                 532716107                           47      2,200
LIMITED BRANDS INC                  COM                 532716107                           60      2,818
LIMITED BRANDS INC                  COM                 532716107                           67      3,148
LIMITED BRANDS INC                  COM                 532716107                           69      3,240
LIMITED BRANDS INC                  COM                 532716107                           85      3,982
LIMITED BRANDS INC                  COM                 532716107                          103      4,800
LIMITED BRANDS INC                  COM                 532716107                          125      5,848
LIMITED BRANDS INC                  COM                 532716107                          174      8,100
LIMITED BRANDS INC                  COM                 532716107                          245     11,425
LIMITED BRANDS INC                  COM                 532716107                          280     13,075
LIMITED BRANDS INC                  COM                 532716107                          360     16,800
LIMITED BRANDS INC                  COM                 532716107                          815     38,060
LINCARE HLDGS INC                   COM                 532791100                            8        200
LINCARE HLDGS INC                   COM                 532791100                           49      1,200
LINCARE HLDGS INC                   COM                 532791100                          135      3,300
LINCARE HLDGS INC                   COM                 532791100                          192      4,700
LINCARE HLDGS INC                   COM                 532791100                          430     10,510
LINCOLN NATL CORP IND               COM                 534187109                            6        135
LINCOLN NATL CORP IND               COM                 534187109                           15        315
LINCOLN NATL CORP IND               COM                 534187109                           20        420
LINCOLN NATL CORP IND               COM                 534187109                           58      1,229
LINCOLN NATL CORP IND               COM                 534187109                           61      1,300
LINCOLN NATL CORP IND               COM                 534187109                           65      1,390
LINCOLN NATL CORP IND               COM                 534187109                           66      1,400
LINCOLN NATL CORP IND               COM                 534187109                           69      1,463
LINCOLN NATL CORP IND               COM                 534187109                          117      2,491
LINCOLN NATL CORP IND               COM                 534187109                          141      3,000
LINCOLN NATL CORP IND               COM                 534187109                          209      4,459
LINCOLN NATL CORP IND               COM                 534187109                          256      5,450
LINCOLN NATL CORP IND               COM                 534187109                          357      7,600
LINCOLN NATL CORP IND               COM                 534187109                          736     15,680
LINEAR TECHNOLOGY CORP              COM                 535678106                           15        400
LINEAR TECHNOLOGY CORP              COM                 535678106                           17        470
LINEAR TECHNOLOGY CORP              COM                 535678106                           24        650
LINEAR TECHNOLOGY CORP              COM                 535678106                           40      1,100
LINEAR TECHNOLOGY CORP              COM                 535678106                           51      1,400
LINEAR TECHNOLOGY CORP              COM                 535678106                           51      1,400
LINEAR TECHNOLOGY CORP              COM                 535678106                           80      2,174
LINEAR TECHNOLOGY CORP              COM                 535678106                           96      2,630
LINEAR TECHNOLOGY CORP              COM                 535678106                          111      3,034
LINEAR TECHNOLOGY CORP              COM                 535678106                          151      4,114
LINEAR TECHNOLOGY CORP              COM                 535678106                          163      4,431
LINEAR TECHNOLOGY CORP              COM                 535678106                          165      4,500
LINEAR TECHNOLOGY CORP              COM                 535678106                          175      4,765
LINEAR TECHNOLOGY CORP              COM                 535678106                          279      7,595
LINEAR TECHNOLOGY CORP              COM                 535678106                          448     12,200
LINEAR TECHNOLOGY CORP              COM                 535678106                        1,090     29,700
LINEAR TECHNOLOGY CORP              COM                 535678106                        1,399     38,134
LIZ CLAIBORNE INC                   COM                 539320101                           28        698
LIZ CLAIBORNE INC                   COM                 539320101                           34        850
LIZ CLAIBORNE INC                   COM                 539320101                           37        930
LIZ CLAIBORNE INC                   COM                 539320101                           48      1,200
LIZ CLAIBORNE INC                   COM                 539320101                           64      1,600
LIZ CLAIBORNE INC                   COM                 539320101                          143      3,600
LIZ CLAIBORNE INC                   COM                 539320101                          444     11,170
LLOYDS TSB GROUP PLC                SPONSORED ADR       539439109                           12        362
LLOYDS TSB GROUP PLC                SPONSORED ADR       539439109                           18        525
LLOYDS TSB GROUP PLC                SPONSORED ADR       539439109                          155      4,555
LLOYDS TSB GROUP PLC                SPONSORED ADR       539439109                          817     24,000
LOCKHEED MARTIN CORP                COM                 539830109                            4         55
LOCKHEED MARTIN CORP                COM                 539830109                           13        200
LOCKHEED MARTIN CORP                COM                 539830109                           26        400
LOCKHEED MARTIN CORP                COM                 539830109                           26        400
LOCKHEED MARTIN CORP                COM                 539830109                           29        450
LOCKHEED MARTIN CORP                COM                 539830109                           87      1,340
LOCKHEED MARTIN CORP                COM                 539830109                           91      1,400
LOCKHEED MARTIN CORP                COM                 539830109                          130      2,000
LOCKHEED MARTIN CORP                COM                 539830109                          143      2,200
LOCKHEED MARTIN CORP                COM                 539830109                          152      2,350
LOCKHEED MARTIN CORP                COM                 539830109                          195      3,008
LOCKHEED MARTIN CORP                COM                 539830109                          222      3,420
LOCKHEED MARTIN CORP                COM                 539830109                          251      3,872
LOCKHEED MARTIN CORP                COM                 539830109                          315      4,850
LOCKHEED MARTIN CORP                COM                 539830109                          395      6,093
LOCKHEED MARTIN CORP                COM                 539830109                          405      6,248
LOCKHEED MARTIN CORP                COM                 539830109                          418      6,450
LOCKHEED MARTIN CORP                COM                 539830109                          587      9,053
LOCKHEED MARTIN CORP                COM                 539830109                        1,051     16,200
LOCKHEED MARTIN CORP                COM                 539830109                        1,388     21,391
LOCKHEED MARTIN CORP                COM                 539830109                        1,389     21,417
LOCKHEED MARTIN CORP                COM                 539830109                        2,695     41,550
LOEWS CORP                          COM                 540424108                           12        155
LOEWS CORP                          COM                 540424108                           31        400
LOEWS CORP                          COM                 540424108                           89      1,150
LOEWS CORP                          COM                 540424108                          106      1,370
LOEWS CORP                          COM                 540424108                          119      1,537
LOEWS CORP                          COM                 540424108                          132      1,700
LOEWS CORP                          COM                 540424108                          165      2,128
LOEWS CORP                          COM                 540424108                          184      2,379
LOEWS CORP                          COM                 540424108                          285      3,671
LOEWS CORP                          COM                 540424108                          434      5,600
LOEWS CORP                          COM                 540424108                          814     10,500
LOEWS CORP                          COM                 540424108                        1,056     13,620
LOEWS CORP                          COM                 540424108                        1,329     17,145
LOUISIANA PAC CORP                  COM                 546347105                           10        400
LOUISIANA PAC CORP                  COM                 546347105                           19        770
LOUISIANA PAC CORP                  COM                 546347105                           21        860
LOUISIANA PAC CORP                  COM                 546347105                           31      1,260
LOUISIANA PAC CORP                  COM                 546347105                           32      1,300
LOUISIANA PAC CORP                  COM                 546347105                           39      1,600
LOUISIANA PAC CORP                  COM                 546347105                           74      3,000
LOUISIANA PAC CORP                  COM                 546347105                           88      3,600
LOUISIANA PAC CORP                  COM                 546347105                          101      4,100
LOUISIANA PAC CORP                  COM                 546347105                          236      9,600
LOUISIANA PAC CORP                  COM                 546347105                        1,757     71,500
LOWES COS INC                       COM                 548661107                           22        380
LOWES COS INC                       COM                 548661107                           23        400
LOWES COS INC                       COM                 548661107                           29        500
LOWES COS INC                       COM                 548661107                           36        610
LOWES COS INC                       COM                 548661107                           41        700
LOWES COS INC                       COM                 548661107                           79      1,350
LOWES COS INC                       COM                 548661107                          116      2,000
LOWES COS INC                       COM                 548661107                          124      2,133
LOWES COS INC                       COM                 548661107                          125      2,150
LOWES COS INC                       COM                 548661107                          137      2,360
LOWES COS INC                       COM                 548661107                          167      2,870
LOWES COS INC                       COM                 548661107                          190      3,260
LOWES COS INC                       COM                 548661107                          274      4,700
LOWES COS INC                       COM                 548661107                          317      5,440
LOWES COS INC                       COM                 548661107                          319      5,476
LOWES COS INC                       COM                 548661107                          377      6,470
LOWES COS INC                       COM                 548661107                          421      7,230
LOWES COS INC                       COM                 548661107                          421      7,232
LOWES COS INC                       COM                 548661107                          426      7,312
LOWES COS INC                       COM                 548661107                          474      8,137
LOWES COS INC                       COM                 548661107                          524      9,000
LOWES COS INC                       COM                 548661107                          533      9,154
LOWES COS INC                       COM                 548661107                          597     10,251
LOWES COS INC                       COM                 548661107                          687     11,799
LOWES COS INC                       COM                 548661107                          958     16,450
LOWES COS INC                       COM                 548661107                        1,021     17,533
LOWES COS INC                       COM                 548661107                        1,363     23,415
LOWES COS INC                       COM                 548661107                        1,458     25,050
LOWES COS INC                       COM                 548661107                        1,607     27,600
LOWES COS INC                       COM                 548661107                        4,235     72,740
LOWES COS INC                       COM                 548661107                        5,194     89,206
LOWES COS INC                       COM                 548661107                       10,710    183,955
LUCENT TECHNOLOGIES INC             COM                 549463107                            1        274
LUCENT TECHNOLOGIES INC             COM                 549463107                            1        400
LUCENT TECHNOLOGIES INC             COM                 549463107                            4      1,280
LUCENT TECHNOLOGIES INC             COM                 549463107                            8      2,600
LUCENT TECHNOLOGIES INC             COM                 549463107                           10      3,300
LUCENT TECHNOLOGIES INC             COM                 549463107                           13      4,400
LUCENT TECHNOLOGIES INC             COM                 549463107                           16      5,458
LUCENT TECHNOLOGIES INC             COM                 549463107                           19      6,700
LUCENT TECHNOLOGIES INC             COM                 549463107                           39     13,554
LUCENT TECHNOLOGIES INC             COM                 549463107                           45     15,500
LUCENT TECHNOLOGIES INC             COM                 549463107                           47     16,100
LUCENT TECHNOLOGIES INC             COM                 549463107                           55     18,900
LUCENT TECHNOLOGIES INC             COM                 549463107                           59     20,175
LUCENT TECHNOLOGIES INC             COM                 549463107                           92     31,605
LUCENT TECHNOLOGIES INC             COM                 549463107                          109     37,400
LUCENT TECHNOLOGIES INC             COM                 549463107                          127     43,571
LUCENT TECHNOLOGIES INC             COM                 549463107                          130     44,538
LUCENT TECHNOLOGIES INC             COM                 549463107                          157     53,890
LUCENT TECHNOLOGIES INC             COM                 549463107                          166     56,925
LUCENT TECHNOLOGIES INC             COM                 549463107                          177     60,900
LUCENT TECHNOLOGIES INC             COM                 549463107                          185     63,562
LUCENT TECHNOLOGIES INC             COM                 549463107                          188     64,609
LUCENT TECHNOLOGIES INC             COM                 549463107                          202     69,404
LUCENT TECHNOLOGIES INC             COM                 549463107                          236     80,985
LUCENT TECHNOLOGIES INC             COM                 549463107                          238     81,750
LUCENT TECHNOLOGIES INC             COM                 549463107                          309    106,117
LUCENT TECHNOLOGIES INC             COM                 549463107                          435    149,448
LUCENT TECHNOLOGIES INC             COM                 549463107                          454    155,878
LUCENT TECHNOLOGIES INC             COM                 549463107                          506    173,800
LUCENT TECHNOLOGIES INC             COM                 549463107                          572    196,546
LUCENT TECHNOLOGIES INC             COM                 549463107                          707    242,903
LUCENT TECHNOLOGIES INC             COM                 549463107                          782    268,879
LUCENT TECHNOLOGIES INC             COM                 549463107                        1,293    444,410
LUCENT TECHNOLOGIES INC             COM                 549463107                        1,979    680,098
LUMINENT MTG CAP INC                COM                 550278303                          140     13,000
LYONDELL CHEMICAL CO                COM                 552078107                            5        199
LYONDELL CHEMICAL CO                COM                 552078107                           12        472
LYONDELL CHEMICAL CO                COM                 552078107                           15        567
LYONDELL CHEMICAL CO                COM                 552078107                           45      1,696
LYONDELL CHEMICAL CO                COM                 552078107                           48      1,835
LYONDELL CHEMICAL CO                COM                 552078107                           69      2,600
LYONDELL CHEMICAL CO                COM                 552078107                          161      6,100
LYONDELL CHEMICAL CO                COM                 552078107                          283     10,700
LYONDELL CHEMICAL CO                COM                 552078107                          639     24,200
MDU RES GROUP INC                   COM                 552690109                           39      1,400
MDU RES GROUP INC                   COM                 552690109                          110      3,900
MDU RES GROUP INC                   COM                 552690109                          287     10,200
MCI INC                             COM                 552691107                           11        439
MCI INC                             COM                 552691107                           40      1,540
MCI INC                             COM                 552691107                          100      3,897
MCI INC                             COM                 552691107                          100      3,900
MCI INC                             COM                 552691107                          164      6,363
MCI INC                             COM                 552691107                          347     13,500
MCI INC                             COM                 552691107                          738     28,700
MGIC INVT CORP WIS                  COM                 552848103                            1         20
MGIC INVT CORP WIS                  COM                 552848103                            4         65
MGIC INVT CORP WIS                  COM                 552848103                           44        671
MGIC INVT CORP WIS                  COM                 552848103                           51        780
MGIC INVT CORP WIS                  COM                 552848103                           53        814
MGIC INVT CORP WIS                  COM                 552848103                           72      1,100
MGIC INVT CORP WIS                  COM                 552848103                          100      1,540
MGIC INVT CORP WIS                  COM                 552848103                          112      1,724
MGIC INVT CORP WIS                  COM                 552848103                          209      3,200
MGIC INVT CORP WIS                  COM                 552848103                          564      8,650
MGIC INVT CORP WIS                  COM                 552848103                          667     10,225
MGIC INVT CORP WIS                  COM                 552848103                        1,269     19,459
MGM MIRAGE                          COM                 552953101                           25        640
MGM MIRAGE                          COM                 552953101                           63      1,600
MGM MIRAGE                          COM                 552953101                          139      3,500
MGM MIRAGE                          COM                 552953101                          190      4,800
MGM MIRAGE                          COM                 552953101                          625     15,780
MTS SYS CORP                        COM                 553777103                          820     24,417
MACERICH CO                         COM                 554382101                           80      1,190
MACERICH CO                         COM                 554382101                          342      5,100
MACROMEDIA INC                      COM                 556100105                        1,223     32,000
MACROMEDIA INC                      COM                 556100105                        2,091     54,700
MAGNA INTL INC                      CL A                559222401                           21        300
MAGNA INTL INC                      CL A                559222401                           32        460
MAGNA INTL INC                      CL A                559222401                          218      3,100
MAGNA INTL INC                      CL A                559222401                        1,045     14,854
MAGNA INTL INC                      CL A                559222401                        1,167     16,584
MAGNA INTL INC                      CL A                559222401                        1,904     27,070
MAGNA INTL INC                      CL A                559222401                        2,664     37,880
MALAYSIA FD INC                     COM                 560905101                          789    139,970
MANOR CARE INC NEW                  COM                 564055101                            3         84
MANOR CARE INC NEW                  COM                 564055101                           24        600
MANOR CARE INC NEW                  COM                 564055101                           27        690
MANOR CARE INC NEW                  COM                 564055101                           37        930
MANOR CARE INC NEW                  COM                 564055101                           40      1,000
MANOR CARE INC NEW                  COM                 564055101                           52      1,300
MANOR CARE INC NEW                  COM                 564055101                          115      2,900
MANOR CARE INC NEW                  COM                 564055101                          149      3,738
MANOR CARE INC NEW                  COM                 564055101                          325      8,190
MARATHON OIL CORP                   COM                 565849106                           13        250
MARATHON OIL CORP                   COM                 565849106                           23        435
MARATHON OIL CORP                   COM                 565849106                           25        460
MARATHON OIL CORP                   COM                 565849106                           27        500
MARATHON OIL CORP                   COM                 565849106                           60      1,115
MARATHON OIL CORP                   COM                 565849106                           92      1,720
MARATHON OIL CORP                   COM                 565849106                           96      1,800
MARATHON OIL CORP                   COM                 565849106                          117      2,189
MARATHON OIL CORP                   COM                 565849106                          128      2,400
MARATHON OIL CORP                   COM                 565849106                          140      2,628
MARATHON OIL CORP                   COM                 565849106                          160      3,000
MARATHON OIL CORP                   COM                 565849106                          164      3,072
MARATHON OIL CORP                   COM                 565849106                          176      3,300
MARATHON OIL CORP                   COM                 565849106                          186      3,493
MARATHON OIL CORP                   COM                 565849106                          229      4,289
MARATHON OIL CORP                   COM                 565849106                          235      4,400
MARATHON OIL CORP                   COM                 565849106                          292      5,470
MARATHON OIL CORP                   COM                 565849106                          430      8,066
MARATHON OIL CORP                   COM                 565849106                          646     12,100
MARATHON OIL CORP                   COM                 565849106                        1,788     33,502
MARKEL CORP                         COM                 570535104                           34        100
MARKEL CORP                         COM                 570535104                           37        110
MARKEL CORP                         COM                 570535104                          102        300
MARKEL CORP                         COM                 570535104                          305        900
MARSH & MCLENNAN COS INC            COM                 571748102                            6        220
MARSH & MCLENNAN COS INC            COM                 571748102                           14        500
MARSH & MCLENNAN COS INC            COM                 571748102                           14        500
MARSH & MCLENNAN COS INC            COM                 571748102                           14        500
MARSH & MCLENNAN COS INC            COM                 571748102                           16        560
MARSH & MCLENNAN COS INC            COM                 571748102                           17        600
MARSH & MCLENNAN COS INC            COM                 571748102                           25        900
MARSH & MCLENNAN COS INC            COM                 571748102                           31      1,120
MARSH & MCLENNAN COS INC            COM                 571748102                           58      2,100
MARSH & MCLENNAN COS INC            COM                 571748102                           61      2,200
MARSH & MCLENNAN COS INC            COM                 571748102                           73      2,640
MARSH & MCLENNAN COS INC            COM                 571748102                          105      3,792
MARSH & MCLENNAN COS INC            COM                 571748102                          106      3,826
MARSH & MCLENNAN COS INC            COM                 571748102                          117      4,216
MARSH & MCLENNAN COS INC            COM                 571748102                          143      5,162
MARSH & MCLENNAN COS INC            COM                 571748102                          158      5,699
MARSH & MCLENNAN COS INC            COM                 571748102                          202      7,300
MARSH & MCLENNAN COS INC            COM                 571748102                          223      8,033
MARSH & MCLENNAN COS INC            COM                 571748102                          264      9,520
MARSH & MCLENNAN COS INC            COM                 571748102                          338     12,200
MARSH & MCLENNAN COS INC            COM                 571748102                          390     14,065
MARSH & MCLENNAN COS INC            COM                 571748102                          579     20,900
MARSH & MCLENNAN COS INC            COM                 571748102                        1,182     42,666
MARSH & MCLENNAN COS INC            COM                 571748102                        1,397     50,430
MARSHALL & ILSLEY CORP              COM                 571834100                           25        560
MARSHALL & ILSLEY CORP              COM                 571834100                           67      1,513
MARSHALL & ILSLEY CORP              COM                 571834100                           71      1,600
MARSHALL & ILSLEY CORP              COM                 571834100                           71      1,600
MARSHALL & ILSLEY CORP              COM                 571834100                           82      1,834
MARSHALL & ILSLEY CORP              COM                 571834100                           87      1,960
MARSHALL & ILSLEY CORP              COM                 571834100                          120      2,700
MARSHALL & ILSLEY CORP              COM                 571834100                          133      3,000
MARSHALL & ILSLEY CORP              COM                 571834100                          142      3,200
MARSHALL & ILSLEY CORP              COM                 571834100                          275      6,180
MARSHALL & ILSLEY CORP              COM                 571834100                          351      7,886
MARSHALL & ILSLEY CORP              COM                 571834100                          409      9,200
MARSHALL & ILSLEY CORP              COM                 571834100                          913     20,550
MARRIOTT INTL INC NEW               CL A                571903202                           14        200
MARRIOTT INTL INC NEW               CL A                571903202                           16        236
MARRIOTT INTL INC NEW               CL A                571903202                           27        400
MARRIOTT INTL INC NEW               CL A                571903202                           29        420
MARRIOTT INTL INC NEW               CL A                571903202                           41        600
MARRIOTT INTL INC NEW               CL A                571903202                           89      1,300
MARRIOTT INTL INC NEW               CL A                571903202                           94      1,385
MARRIOTT INTL INC NEW               CL A                571903202                           96      1,400
MARRIOTT INTL INC NEW               CL A                571903202                          110      1,610
MARRIOTT INTL INC NEW               CL A                571903202                          131      1,916
MARRIOTT INTL INC NEW               CL A                571903202                          201      2,950
MARRIOTT INTL INC NEW               CL A                571903202                          208      3,051
MARRIOTT INTL INC NEW               CL A                571903202                          219      3,216
MARRIOTT INTL INC NEW               CL A                571903202                          266      3,900
MARRIOTT INTL INC NEW               CL A                571903202                          379      5,553
MARRIOTT INTL INC NEW               CL A                571903202                          578      8,470
MARRIOTT INTL INC NEW               CL A                571903202                          594      8,700
MARRIOTT INTL INC NEW               CL A                571903202                        1,537     22,530
MARTIN MARIETTA MATLS INC           COM                 573284106                            1         20
MARTIN MARIETTA MATLS INC           COM                 573284106                          339      4,900
MASCO CORP                          COM                 574599106                            4        140
MASCO CORP                          COM                 574599106                           19        600
MASCO CORP                          COM                 574599106                           27        850
MASCO CORP                          COM                 574599106                           51      1,600
MASCO CORP                          COM                 574599106                           57      1,800
MASCO CORP                          COM                 574599106                           60      1,900
MASCO CORP                          COM                 574599106                           67      2,104
MASCO CORP                          COM                 574599106                          103      3,241
MASCO CORP                          COM                 574599106                          112      3,530
MASCO CORP                          COM                 574599106                          122      3,834
MASCO CORP                          COM                 574599106                          175      5,500
MASCO CORP                          COM                 574599106                          199      6,250
MASCO CORP                          COM                 574599106                          201      6,344
MASCO CORP                          COM                 574599106                          235      7,405
MASCO CORP                          COM                 574599106                          299      9,418
MASCO CORP                          COM                 574599106                          401     12,624
MASCO CORP                          COM                 574599106                          540     17,000
MASCO CORP                          COM                 574599106                          725     22,821
MASCO CORP                          COM                 574599106                        1,344     42,320
MATSUSHITA ELEC INDL                ADR                 576879209                            8        543
MATSUSHITA ELEC INDL                ADR                 576879209                           12        795
MATSUSHITA ELEC INDL                ADR                 576879209                           28      1,842
MATSUSHITA ELEC INDL                ADR                 576879209                           88      5,800
MATSUSHITA ELEC INDL                ADR                 576879209                          136      8,980
MATSUSHITA ELEC INDL                ADR                 576879209                        3,637    239,566
MATTEL INC                          COM                 577081102                            0         20
MATTEL INC                          COM                 577081102                            2        110
MATTEL INC                          COM                 577081102                           29      1,600
MATTEL INC                          COM                 577081102                           33      1,800
MATTEL INC                          COM                 577081102                           49      2,700
MATTEL INC                          COM                 577081102                           51      2,800
MATTEL INC                          COM                 577081102                           60      3,280
MATTEL INC                          COM                 577081102                           60      3,300
MATTEL INC                          COM                 577081102                           61      3,309
MATTEL INC                          COM                 577081102                           69      3,772
MATTEL INC                          COM                 577081102                           71      3,890
MATTEL INC                          COM                 577081102                           93      5,100
MATTEL INC                          COM                 577081102                           99      5,400
MATTEL INC                          COM                 577081102                          109      5,942
MATTEL INC                          COM                 577081102                          149      8,150
MATTEL INC                          COM                 577081102                          216     11,795
MATTEL INC                          COM                 577081102                          258     14,100
MATTEL INC                          COM                 577081102                          463     25,284
MATTEL INC                          COM                 577081102                          720     39,350
MAY DEPT STORES CO                  COM                 577778103                            6        160
MAY DEPT STORES CO                  COM                 577778103                            7        178
MAY DEPT STORES CO                  COM                 577778103                           15        380
MAY DEPT STORES CO                  COM                 577778103                           26        650
MAY DEPT STORES CO                  COM                 577778103                           60      1,500
MAY DEPT STORES CO                  COM                 577778103                           82      2,035
MAY DEPT STORES CO                  COM                 577778103                          101      2,510
MAY DEPT STORES CO                  COM                 577778103                          109      2,703
MAY DEPT STORES CO                  COM                 577778103                          120      2,994
MAY DEPT STORES CO                  COM                 577778103                          182      4,522
MAY DEPT STORES CO                  COM                 577778103                          264      6,580
MAY DEPT STORES CO                  COM                 577778103                          478     11,900
MAY DEPT STORES CO                  COM                 577778103                        1,041     25,930
MAY DEPT STORES CO                  COM                 577778103                        1,454     36,200
MAY DEPT STORES CO                  COM                 577778103                        3,112     77,500
MAY DEPT STORES CO                  COM                 577778103                        3,173     79,000
MCAFEE INC                          COM                 579064106                            6        230
MCAFEE INC                          COM                 579064106                           21        800
MCAFEE INC                          COM                 579064106                           42      1,600
MCAFEE INC                          COM                 579064106                           52      2,000
MCAFEE INC                          COM                 579064106                          144      5,500
MCAFEE INC                          COM                 579064106                          393     15,000
MCCORMICK & CO INC                  COM NON VTG         579780206                           31        960
MCCORMICK & CO INC                  COM NON VTG         579780206                           35      1,080
MCCORMICK & CO INC                  COM NON VTG         579780206                           38      1,160
MCCORMICK & CO INC                  COM NON VTG         579780206                           49      1,500
MCCORMICK & CO INC                  COM NON VTG         579780206                           65      2,000
MCCORMICK & CO INC                  COM NON VTG         579780206                           82      2,500
MCCORMICK & CO INC                  COM NON VTG         579780206                          134      4,100
MCCORMICK & CO INC                  COM NON VTG         579780206                          361     11,060
MCDONALDS CORP                      COM                 580135101                            3        105
MCDONALDS CORP                      COM                 580135101                            3        120
MCDONALDS CORP                      COM                 580135101                           17        600
MCDONALDS CORP                      COM                 580135101                           22        800
MCDONALDS CORP                      COM                 580135101                           28        999
MCDONALDS CORP                      COM                 580135101                           31      1,110
MCDONALDS CORP                      COM                 580135101                           35      1,250
MCDONALDS CORP                      COM                 580135101                           37      1,340
MCDONALDS CORP                      COM                 580135101                           83      3,000
MCDONALDS CORP                      COM                 580135101                           86      3,100
MCDONALDS CORP                      COM                 580135101                          100      3,600
MCDONALDS CORP                      COM                 580135101                          108      3,900
MCDONALDS CORP                      COM                 580135101                          186      6,720
MCDONALDS CORP                      COM                 580135101                          217      7,830
MCDONALDS CORP                      COM                 580135101                          229      8,245
MCDONALDS CORP                      COM                 580135101                          255      9,189
MCDONALDS CORP                      COM                 580135101                          292     10,540
MCDONALDS CORP                      COM                 580135101                          342     12,317
MCDONALDS CORP                      COM                 580135101                          351     12,650
MCDONALDS CORP                      COM                 580135101                          387     13,960
MCDONALDS CORP                      COM                 580135101                          413     14,900
MCDONALDS CORP                      COM                 580135101                          469     16,905
MCDONALDS CORP                      COM                 580135101                          535     19,268
MCDONALDS CORP                      COM                 580135101                          686     24,725
MCDONALDS CORP                      COM                 580135101                          802     28,900
MCDONALDS CORP                      COM                 580135101                        1,038     37,400
MCDONALDS CORP                      COM                 580135101                        1,249     45,000
MCDONALDS CORP                      COM                 580135101                        1,484     53,467
MCDONALDS CORP                      COM                 580135101                        1,528     55,068
MCDONALDS CORP                      COM                 580135101                        3,286    118,430
MCDONALDS CORP                      COM                 580135101                        4,989    179,786
MCDONALDS CORP                      COM                 580135101                       60,001  2,162,195
MCF CORP                            COM                 580395101                          100     83,000
MCGRAW HILL COS INC                 COM                 580645109                           11        240
MCGRAW HILL COS INC                 COM                 580645109                           27        620
MCGRAW HILL COS INC                 COM                 580645109                           31        700
MCGRAW HILL COS INC                 COM                 580645109                           38        870
MCGRAW HILL COS INC                 COM                 580645109                           66      1,500
MCGRAW HILL COS INC                 COM                 580645109                           81      1,820
MCGRAW HILL COS INC                 COM                 580645109                           89      2,000
MCGRAW HILL COS INC                 COM                 580645109                           93      2,100
MCGRAW HILL COS INC                 COM                 580645109                           97      2,200
MCGRAW HILL COS INC                 COM                 580645109                          121      2,732
MCGRAW HILL COS INC                 COM                 580645109                          142      3,200
MCGRAW HILL COS INC                 COM                 580645109                          159      3,600
MCGRAW HILL COS INC                 COM                 580645109                          160      3,606
MCGRAW HILL COS INC                 COM                 580645109                          177      4,000
MCGRAW HILL COS INC                 COM                 580645109                          242      5,458
MCGRAW HILL COS INC                 COM                 580645109                          276      6,240
MCGRAW HILL COS INC                 COM                 580645109                          336      7,600
MCGRAW HILL COS INC                 COM                 580645109                          352      7,946
MCGRAW HILL COS INC                 COM                 580645109                          358      8,080
MCGRAW HILL COS INC                 COM                 580645109                          593     13,400
MCGRAW HILL COS INC                 COM                 580645109                        1,569     35,460
MCGRAW HILL COS INC                 COM                 580645109                        2,152     48,632
MEADWESTVACO CORP                   COM                 583334107                            7        236
MEADWESTVACO CORP                   COM                 583334107                           34      1,229
MEADWESTVACO CORP                   COM                 583334107                           37      1,322
MEADWESTVACO CORP                   COM                 583334107                           45      1,600
MEADWESTVACO CORP                   COM                 583334107                           45      1,606
MEADWESTVACO CORP                   COM                 583334107                           67      2,400
MEADWESTVACO CORP                   COM                 583334107                           90      3,200
MEADWESTVACO CORP                   COM                 583334107                          188      6,700
MEADWESTVACO CORP                   COM                 583334107                          248      8,827
MEADWESTVACO CORP                   COM                 583334107                          495     17,660
MECHEL STEEL GROUP OAO              SPONSORED ADR       583840103                          318     12,500
MEDIMMUNE INC                       COM                 584699102                            5        200
MEDIMMUNE INC                       COM                 584699102                           35      1,300
MEDIMMUNE INC                       COM                 584699102                           37      1,400
MEDIMMUNE INC                       COM                 584699102                           52      1,943
MEDIMMUNE INC                       COM                 584699102                           55      2,075
MEDIMMUNE INC                       COM                 584699102                           56      2,081
MEDIMMUNE INC                       COM                 584699102                           57      2,120
MEDIMMUNE INC                       COM                 584699102                           59      2,200
MEDIMMUNE INC                       COM                 584699102                           80      3,000
MEDIMMUNE INC                       COM                 584699102                           97      3,630
MEDIMMUNE INC                       COM                 584699102                          103      3,860
MEDIMMUNE INC                       COM                 584699102                          114      4,261
MEDIMMUNE INC                       COM                 584699102                          222      8,300
MEDIMMUNE INC                       COM                 584699102                          643     24,050
MEDTRONIC INC                       COM                 585055106                            9        180
MEDTRONIC INC                       COM                 585055106                           16        300
MEDTRONIC INC                       COM                 585055106                           31        600
MEDTRONIC INC                       COM                 585055106                           47        900
MEDTRONIC INC                       COM                 585055106                           60      1,150
MEDTRONIC INC                       COM                 585055106                          113      2,176
MEDTRONIC INC                       COM                 585055106                          137      2,650
MEDTRONIC INC                       COM                 585055106                          166      3,200
MEDTRONIC INC                       COM                 585055106                          183      3,540
MEDTRONIC INC                       COM                 585055106                          184      3,544
MEDTRONIC INC                       COM                 585055106                          244      4,720
MEDTRONIC INC                       COM                 585055106                          258      4,975
MEDTRONIC INC                       COM                 585055106                          430      8,300
MEDTRONIC INC                       COM                 585055106                          442      8,538
MEDTRONIC INC                       COM                 585055106                          529     10,220
MEDTRONIC INC                       COM                 585055106                          600     11,587
MEDTRONIC INC                       COM                 585055106                          724     13,989
MEDTRONIC INC                       COM                 585055106                          728     14,050
MEDTRONIC INC                       COM                 585055106                          766     14,800
MEDTRONIC INC                       COM                 585055106                          808     15,609
MEDTRONIC INC                       COM                 585055106                          867     16,735
MEDTRONIC INC                       COM                 585055106                          937     18,084
MEDTRONIC INC                       COM                 585055106                          947     18,280
MEDTRONIC INC                       COM                 585055106                        1,441     27,822
MEDTRONIC INC                       COM                 585055106                        1,502     29,008
MEDTRONIC INC                       COM                 585055106                        1,878     36,257
MEDTRONIC INC                       COM                 585055106                        2,068     39,925
MEDTRONIC INC                       COM                 585055106                        2,310     44,600
MEDTRONIC INC                       COM                 585055106                        4,971     95,975
MEDTRONIC INC                       COM                 585055106                        5,992    115,690
MEMRY CORP                          COM NEW             586263204                           30     15,000
MERCANTILE BANKSHARES CORP          COM                 587405101                           36        700
MERCANTILE BANKSHARES CORP          COM                 587405101                           46        900
MERCANTILE BANKSHARES CORP          COM                 587405101                          134      2,600
MERCANTILE BANKSHARES CORP          COM                 587405101                          258      5,000
MERCANTILE BANKSHARES CORP          COM                 587405101                          377      7,310
MERCANTILE BANKSHARES CORP          COM                 587405101                          728     14,130
MERCK & CO INC                      COM                 589331107                            3        100
MERCK & CO INC                      COM                 589331107                            9        300
MERCK & CO INC                      COM                 589331107                           12        400
MERCK & CO INC                      COM                 589331107                           31      1,000
MERCK & CO INC                      COM                 589331107                           49      1,580
MERCK & CO INC                      COM                 589331107                           62      2,000
MERCK & CO INC                      COM                 589331107                           65      2,100
MERCK & CO INC                      COM                 589331107                          102      3,305
MERCK & CO INC                      COM                 589331107                          180      5,850
MERCK & CO INC                      COM                 589331107                          198      6,440
MERCK & CO INC                      COM                 589331107                          201      6,523
MERCK & CO INC                      COM                 589331107                          223      7,240
MERCK & CO INC                      COM                 589331107                          237      7,700
MERCK & CO INC                      COM                 589331107                          274      8,900
MERCK & CO INC                      COM                 589331107                          401     13,010
MERCK & CO INC                      COM                 589331107                          482     15,640
MERCK & CO INC                      COM                 589331107                          522     16,960
MERCK & CO INC                      COM                 589331107                          569     18,460
MERCK & CO INC                      COM                 589331107                          641     20,817
MERCK & CO INC                      COM                 589331107                          678     22,000
MERCK & CO INC                      COM                 589331107                          730     23,701
MERCK & CO INC                      COM                 589331107                          773     25,085
MERCK & CO INC                      COM                 589331107                          787     25,550
MERCK & CO INC                      COM                 589331107                          881     28,598
MERCK & CO INC                      COM                 589331107                        1,021     33,157
MERCK & CO INC                      COM                 589331107                        1,065     34,562
MERCK & CO INC                      COM                 589331107                        1,503     48,784
MERCK & CO INC                      COM                 589331107                        1,714     55,665
MERCK & CO INC                      COM                 589331107                        2,446     79,400
MERCK & CO INC                      COM                 589331107                        3,220    104,537
MERCK & CO INC                      COM                 589331107                        4,704    152,722
MERCK & CO INC                      COM                 589331107                        4,738    153,835
MERCK & CO INC                      COM                 589331107                        5,654    183,587
MERCK & CO INC                      COM                 589331107                        5,789    187,947
MERCK & CO INC                      COM                 589331107                        5,946    193,060
MERCK & CO INC                      COM                 589331107                        6,467    209,970
MERCURY INTERACTIVE CORP            COM                 589405109                            3         70
MERCURY INTERACTIVE CORP            COM                 589405109                           12        300
MERCURY INTERACTIVE CORP            COM                 589405109                           20        530
MERCURY INTERACTIVE CORP            COM                 589405109                           28        740
MERCURY INTERACTIVE CORP            COM                 589405109                           29        750
MERCURY INTERACTIVE CORP            COM                 589405109                           38      1,000
MERCURY INTERACTIVE CORP            COM                 589405109                           42      1,100
MERCURY INTERACTIVE CORP            COM                 589405109                           46      1,200
MERCURY INTERACTIVE CORP            COM                 589405109                           54      1,400
MERCURY INTERACTIVE CORP            COM                 589405109                          119      3,100
MERCURY INTERACTIVE CORP            COM                 589405109                          295      7,680
MERCURY INTERACTIVE CORP            COM                 589405109                          413     10,768
MERCURY INTERACTIVE CORP            COM                 589405109                          527     13,735
MEREDITH CORP                       COM                 589433101                           15        300
MEREDITH CORP                       COM                 589433101                           17        350
MEREDITH CORP                       COM                 589433101                           20        400
MEREDITH CORP                       COM                 589433101                           34        700
MEREDITH CORP                       COM                 589433101                           49      1,000
MEREDITH CORP                       COM                 589433101                          280      5,700
MERRILL LYNCH & CO INC              COM                 590188108                           15        280
MERRILL LYNCH & CO INC              COM                 590188108                           28        500
MERRILL LYNCH & CO INC              COM                 590188108                           41        750
MERRILL LYNCH & CO INC              COM                 590188108                           47        850
MERRILL LYNCH & CO INC              COM                 590188108                           50        906
MERRILL LYNCH & CO INC              COM                 590188108                           69      1,260
MERRILL LYNCH & CO INC              COM                 590188108                          138      2,500
MERRILL LYNCH & CO INC              COM                 590188108                          150      2,720
MERRILL LYNCH & CO INC              COM                 590188108                          212      3,850
MERRILL LYNCH & CO INC              COM                 590188108                          374      6,804
MERRILL LYNCH & CO INC              COM                 590188108                          427      7,760
MERRILL LYNCH & CO INC              COM                 590188108                          436      7,930
MERRILL LYNCH & CO INC              COM                 590188108                          459      8,343
MERRILL LYNCH & CO INC              COM                 590188108                          493      8,960
MERRILL LYNCH & CO INC              COM                 590188108                          562     10,225
MERRILL LYNCH & CO INC              COM                 590188108                          608     11,055
MERRILL LYNCH & CO INC              COM                 590188108                          671     12,200
MERRILL LYNCH & CO INC              COM                 590188108                          767     13,939
MERRILL LYNCH & CO INC              COM                 590188108                          787     14,299
MERRILL LYNCH & CO INC              COM                 590188108                        1,155     20,993
MERRILL LYNCH & CO INC              COM                 590188108                        1,472     26,750
MERRILL LYNCH & CO INC              COM                 590188108                        1,881     34,200
MERRILL LYNCH & CO INC              COM                 590188108                        3,032     55,115
MERRILL LYNCH & CO INC              COM                 590188108                        4,924     89,510
MERRILL LYNCH & CO INC              COM                 590188108                        5,502    100,012
MERRILL LYNCH & CO INC              COM                 590188108                       13,687    248,812
MEXICO FD INC                       COM                 592835102                           96      4,000
MEXICO FD INC                       COM                 592835102                          528     22,000
MICHAELS STORES INC                 COM                 594087108                           70      1,700
MICHAELS STORES INC                 COM                 594087108                          124      3,000
MICHAELS STORES INC                 COM                 594087108                          128      3,088
MICHAELS STORES INC                 COM                 594087108                          186      4,500
MICHAELS STORES INC                 COM                 594087108                          558     13,480
MICROSOFT CORP                      COM                 594918104                            5        212
MICROSOFT CORP                      COM                 594918104                           15        600
MICROSOFT CORP                      COM                 594918104                           52      2,112
MICROSOFT CORP                      COM                 594918104                           73      2,940
MICROSOFT CORP                      COM                 594918104                           95      3,814
MICROSOFT CORP                      COM                 594918104                          107      4,300
MICROSOFT CORP                      COM                 594918104                          137      5,500
MICROSOFT CORP                      COM                 594918104                          156      6,300
MICROSOFT CORP                      COM                 594918104                          182      7,330
MICROSOFT CORP                      COM                 594918104                          184      7,401
MICROSOFT CORP                      COM                 594918104                          253     10,200
MICROSOFT CORP                      COM                 594918104                          306     12,300
MICROSOFT CORP                      COM                 594918104                          363     14,600
MICROSOFT CORP                      COM                 594918104                          397     16,000
MICROSOFT CORP                      COM                 594918104                          510     20,550
MICROSOFT CORP                      COM                 594918104                          522     21,000
MICROSOFT CORP                      COM                 594918104                          524     21,100
MICROSOFT CORP                      COM                 594918104                          575     23,142
MICROSOFT CORP                      COM                 594918104                          661     26,622
MICROSOFT CORP                      COM                 594918104                          686     27,599
MICROSOFT CORP                      COM                 594918104                          692     27,854
MICROSOFT CORP                      COM                 594918104                          699     28,134
MICROSOFT CORP                      COM                 594918104                          758     30,500
MICROSOFT CORP                      COM                 594918104                          802     32,300
MICROSOFT CORP                      COM                 594918104                          829     33,390
MICROSOFT CORP                      COM                 594918104                          948     38,175
MICROSOFT CORP                      COM                 594918104                        1,147     46,160
MICROSOFT CORP                      COM                 594918104                        1,223     49,244
MICROSOFT CORP                      COM                 594918104                        1,408     56,700
MICROSOFT CORP                      COM                 594918104                        1,537     61,880
MICROSOFT CORP                      COM                 594918104                        1,792     72,149
MICROSOFT CORP                      COM                 594918104                        2,046     82,368
MICROSOFT CORP                      COM                 594918104                        2,107     84,840
MICROSOFT CORP                      COM                 594918104                        2,267     91,283
MICROSOFT CORP                      COM                 594918104                        2,369     95,356
MICROSOFT CORP                      COM                 594918104                        2,493    100,353
MICROSOFT CORP                      COM                 594918104                        3,105    125,002
MICROSOFT CORP                      COM                 594918104                        3,716    149,580
MICROSOFT CORP                      COM                 594918104                        3,757    151,260
MICROSOFT CORP                      COM                 594918104                        4,113    165,593
MICROSOFT CORP                      COM                 594918104                        4,343    174,850
MICROSOFT CORP                      COM                 594918104                        4,391    176,768
MICROSOFT CORP                      COM                 594918104                        4,827    194,340
MICROSOFT CORP                      COM                 594918104                        5,693    229,185
MICROSOFT CORP                      COM                 594918104                        9,720    391,294
MICROSOFT CORP                      COM                 594918104                       11,109    447,222
MICROSOFT CORP                      COM                 594918104                       14,213    572,179
MICROSOFT CORP                      COM                 594918104                       21,270    856,293
MICROSOFT CORP                      COM                 594918104                       25,482  1,025,830
MICROSOFT CORP                      COM                 594918104                       28,091  1,130,872
MICROSOFT CORP                      COM                 594918104                       55,542  2,235,985
MICROCHIP TECHNOLOGY INC            COM                 595017104                           11        385
MICROCHIP TECHNOLOGY INC            COM                 595017104                           39      1,300
MICROCHIP TECHNOLOGY INC            COM                 595017104                           39      1,300
MICROCHIP TECHNOLOGY INC            COM                 595017104                           59      2,000
MICROCHIP TECHNOLOGY INC            COM                 595017104                           74      2,500
MICROCHIP TECHNOLOGY INC            COM                 595017104                          105      3,560
MICROCHIP TECHNOLOGY INC            COM                 595017104                          204      6,900
MICROCHIP TECHNOLOGY INC            COM                 595017104                          348     11,750
MICROCHIP TECHNOLOGY INC            COM                 595017104                          550     18,570
MICROCHIP TECHNOLOGY INC            COM                 595017104                        5,924    200,000
MICRON TECHNOLOGY INC               COM                 595112103                            2        170
MICRON TECHNOLOGY INC               COM                 595112103                            2        200
MICRON TECHNOLOGY INC               COM                 595112103                            3        318
MICRON TECHNOLOGY INC               COM                 595112103                           30      2,900
MICRON TECHNOLOGY INC               COM                 595112103                           31      3,000
MICRON TECHNOLOGY INC               COM                 595112103                           40      3,950
MICRON TECHNOLOGY INC               COM                 595112103                           47      4,600
MICRON TECHNOLOGY INC               COM                 595112103                           50      4,886
MICRON TECHNOLOGY INC               COM                 595112103                           56      5,440
MICRON TECHNOLOGY INC               COM                 595112103                           57      5,563
MICRON TECHNOLOGY INC               COM                 595112103                           57      5,581
MICRON TECHNOLOGY INC               COM                 595112103                           60      5,850
MICRON TECHNOLOGY INC               COM                 595112103                           66      6,500
MICRON TECHNOLOGY INC               COM                 595112103                           75      7,300
MICRON TECHNOLOGY INC               COM                 595112103                           78      7,600
MICRON TECHNOLOGY INC               COM                 595112103                           87      8,506
MICRON TECHNOLOGY INC               COM                 595112103                           89      8,733
MICRON TECHNOLOGY INC               COM                 595112103                          112     11,000
MICRON TECHNOLOGY INC               COM                 595112103                          154     15,083
MICRON TECHNOLOGY INC               COM                 595112103                          160     15,679
MICRON TECHNOLOGY INC               COM                 595112103                          207     20,300
MICRON TECHNOLOGY INC               COM                 595112103                          380     37,249
MICRON TECHNOLOGY INC               COM                 595112103                          609     59,630
MIDCAP SPDR TR                      UNIT SER 1          595635103                           56        450
MIDCAP SPDR TR                      UNIT SER 1          595635103                           78        626
MIDCAP SPDR TR                      UNIT SER 1          595635103                       36,152    288,639
MILLENNIUM PHARMACEUTICALS I        COM                 599902103                            1        110
MILLENNIUM PHARMACEUTICALS I        COM                 599902103                            2        250
MILLENNIUM PHARMACEUTICALS I        COM                 599902103                           32      3,500
MILLENNIUM PHARMACEUTICALS I        COM                 599902103                           39      4,200
MILLENNIUM PHARMACEUTICALS I        COM                 599902103                           83      9,000
MILLENNIUM PHARMACEUTICALS I        COM                 599902103                           94     10,100
MILLENNIUM PHARMACEUTICALS I        COM                 599902103                          102     11,000
MILLENNIUM PHARMACEUTICALS I        COM                 599902103                          107     11,500
MILLENNIUM PHARMACEUTICALS I        COM                 599902103                          278     30,000
MILLIPORE CORP                      COM                 601073109                           20        350
MILLIPORE CORP                      COM                 601073109                           20        350
MILLIPORE CORP                      COM                 601073109                           22        390
MILLIPORE CORP                      COM                 601073109                           33        580
MILLIPORE CORP                      COM                 601073109                           40        700
MILLIPORE CORP                      COM                 601073109                           91      1,600
MILLIPORE CORP                      COM                 601073109                          164      2,892
MILLIPORE CORP                      COM                 601073109                          224      3,950
MILLS CORP                          COM                 601148109                          292      4,800
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR       606816106                           10      1,200
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR       606816106                           26      3,050
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR       606816106                           99     11,700
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR       606816106                          100     11,829
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR       606816106                          127     15,000
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR       606816106                          262     30,888
MITSUBISHI TOKYO FINL GROUP         SPONSORED ADR       606816106                          387     45,625
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109                            0          8
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109                            1         15
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109                            1         18
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109                           12        348
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109                           67      2,000
MOBILE TELESYSTEMS OJSC             SPONSORED ADR       607409109                        1,285     38,188
MOHAWK INDS INC                     COM                 608190104                           50        600
MOHAWK INDS INC                     COM                 608190104                           50        600
MOHAWK INDS INC                     COM                 608190104                           66        800
MOHAWK INDS INC                     COM                 608190104                          182      2,200
MOHAWK INDS INC                     COM                 608190104                          560      6,790
MOLEX INC                           COM                 608554101                           33      1,285
MOLEX INC                           COM                 608554101                           39      1,500
MOLEX INC                           COM                 608554101                           46      1,775
MOLEX INC                           COM                 608554101                           59      2,283
MOLEX INC                           COM                 608554101                           63      2,412
MOLEX INC                           COM                 608554101                           65      2,500
MOLEX INC                           COM                 608554101                           72      2,764
MOLEX INC                           COM                 608554101                          157      6,036
MOLEX INC                           COM                 608554101                          163      6,270
MOLEX INC                           CL A                608554200                           52      2,200
MOLEX INC                           CL A                608554200                           59      2,500
MOLEX INC                           CL A                608554200                          171      7,300
MONOLITHIC SYS TECHNOLOGY IN        COM                 609842109                          105     20,800
MONSTER WORLDWIDE INC               COM                 611742107                           24        850
MONSTER WORLDWIDE INC               COM                 611742107                           27        940
MONSTER WORLDWIDE INC               COM                 611742107                           30      1,050
MONSTER WORLDWIDE INC               COM                 611742107                           37      1,300
MONSTER WORLDWIDE INC               COM                 611742107                           49      1,700
MONSTER WORLDWIDE INC               COM                 611742107                           57      2,000
MONSTER WORLDWIDE INC               COM                 611742107                          109      3,800
MONSTER WORLDWIDE INC               COM                 611742107                          284      9,900
MOODYS CORP                         COM                 615369105                           36        800
MOODYS CORP                         COM                 615369105                           40        900
MOODYS CORP                         COM                 615369105                           40        900
MOODYS CORP                         COM                 615369105                           81      1,800
MOODYS CORP                         COM                 615369105                           89      1,982
MOODYS CORP                         COM                 615369105                           90      2,000
MOODYS CORP                         COM                 615369105                           90      2,000
MOODYS CORP                         COM                 615369105                          105      2,340
MOODYS CORP                         COM                 615369105                          121      2,682
MOODYS CORP                         COM                 615369105                          126      2,800
MOODYS CORP                         COM                 615369105                          162      3,600
MOODYS CORP                         COM                 615369105                          177      3,942
MOODYS CORP                         COM                 615369105                          186      4,144
MOODYS CORP                         COM                 615369105                          236      5,260
MOODYS CORP                         COM                 615369105                          256      5,689
MOODYS CORP                         COM                 615369105                          272      6,056
MOODYS CORP                         COM                 615369105                          531     11,800
MOODYS CORP                         COM                 615369105                          540     12,000
MOODYS CORP                         COM                 615369105                        1,274     28,340
MOOG INC                            CL A                615394202                            9        300
MOOG INC                            CL A                615394202                       41,525  1,318,661
MOOG INC                            CL B                615394301                       73,257  2,300,073
MORGAN STANLEY                      COM NEW             617446448                            6        115
MORGAN STANLEY                      COM NEW             617446448                           16        300
MORGAN STANLEY                      COM NEW             617446448                           31        600
MORGAN STANLEY                      COM NEW             617446448                           44        840
MORGAN STANLEY                      COM NEW             617446448                           44        845
MORGAN STANLEY                      COM NEW             617446448                           52      1,000
MORGAN STANLEY                      COM NEW             617446448                           68      1,300
MORGAN STANLEY                      COM NEW             617446448                           97      1,855
MORGAN STANLEY                      COM NEW             617446448                          105      2,000
MORGAN STANLEY                      COM NEW             617446448                          147      2,810
MORGAN STANLEY                      COM NEW             617446448                          155      2,950
MORGAN STANLEY                      COM NEW             617446448                          166      3,170
MORGAN STANLEY                      COM NEW             617446448                          219      4,172
MORGAN STANLEY                      COM NEW             617446448                          227      4,330
MORGAN STANLEY                      COM NEW             617446448                          289      5,500
MORGAN STANLEY                      COM NEW             617446448                          412      7,861
MORGAN STANLEY                      COM NEW             617446448                          443      8,450
MORGAN STANLEY                      COM NEW             617446448                          487      9,290
MORGAN STANLEY                      COM NEW             617446448                          550     10,488
MORGAN STANLEY                      COM NEW             617446448                          666     12,700
MORGAN STANLEY                      COM NEW             617446448                          680     12,955
MORGAN STANLEY                      COM NEW             617446448                          803     15,305
MORGAN STANLEY                      COM NEW             617446448                          866     16,505
MORGAN STANLEY                      COM NEW             617446448                        1,238     23,595
MORGAN STANLEY                      COM NEW             617446448                        1,285     24,481
MORGAN STANLEY                      COM NEW             617446448                        1,295     24,674
MORGAN STANLEY                      COM NEW             617446448                        1,593     30,364
MORGAN STANLEY                      COM NEW             617446448                        1,743     33,226
MORGAN STANLEY                      COM NEW             617446448                        1,836     35,000
MORGAN STANLEY                      COM NEW             617446448                        2,041     38,900
MORGAN STANLEY                      COM NEW             617446448                        2,123     40,456
MORGAN STANLEY                      COM NEW             617446448                        5,399    102,900
MORGAN STANLEY                      COM NEW             617446448                        6,645    126,642
MOTOROLA INC                        COM                 620076109                            6        337
MOTOROLA INC                        COM                 620076109                           16        853
MOTOROLA INC                        COM                 620076109                           20      1,100
MOTOROLA INC                        COM                 620076109                           22      1,200
MOTOROLA INC                        COM                 620076109                           26      1,400
MOTOROLA INC                        COM                 620076109                           26      1,400
MOTOROLA INC                        COM                 620076109                           36      1,980
MOTOROLA INC                        COM                 620076109                           42      2,300
MOTOROLA INC                        COM                 620076109                           42      2,300
MOTOROLA INC                        COM                 620076109                           55      3,000
MOTOROLA INC                        COM                 620076109                           76      4,150
MOTOROLA INC                        COM                 620076109                           99      5,425
MOTOROLA INC                        COM                 620076109                          113      6,200
MOTOROLA INC                        COM                 620076109                          128      7,000
MOTOROLA INC                        COM                 620076109                          134      7,320
MOTOROLA INC                        COM                 620076109                          144      7,900
MOTOROLA INC                        COM                 620076109                          145      7,920
MOTOROLA INC                        COM                 620076109                          208     11,407
MOTOROLA INC                        COM                 620076109                          264     14,450
MOTOROLA INC                        COM                 620076109                          314     17,210
MOTOROLA INC                        COM                 620076109                          320     17,552
MOTOROLA INC                        COM                 620076109                          355     19,460
MOTOROLA INC                        COM                 620076109                          371     20,297
MOTOROLA INC                        COM                 620076109                          378     20,700
MOTOROLA INC                        COM                 620076109                          425     23,249
MOTOROLA INC                        COM                 620076109                          522     28,600
MOTOROLA INC                        COM                 620076109                          602     32,955
MOTOROLA INC                        COM                 620076109                          660     36,157
MOTOROLA INC                        COM                 620076109                          679     37,203
MOTOROLA INC                        COM                 620076109                        1,065     58,331
MOTOROLA INC                        COM                 620076109                        1,066     58,394
MOTOROLA INC                        COM                 620076109                        1,198     65,604
MOTOROLA INC                        COM                 620076109                        1,579     86,500
MOTOROLA INC                        COM                 620076109                        4,178    228,830
MOTOROLA INC                        COM                 620076109                        4,264    233,514
MOTOROLA INC                        COM                 620076109                        5,961    326,448
MURPHY OIL CORP                     COM                 626717102                            2         30
MURPHY OIL CORP                     COM                 626717102                           52      1,000
MURPHY OIL CORP                     COM                 626717102                           73      1,400
MURPHY OIL CORP                     COM                 626717102                           73      1,400
MURPHY OIL CORP                     COM                 626717102                          115      2,200
MURPHY OIL CORP                     COM                 626717102                          196      3,754
MURPHY OIL CORP                     COM                 626717102                          324      6,200
MURPHY OIL CORP                     COM                 626717102                          882     16,880
MYLAN LABS INC                      COM                 628530107                            3        150
MYLAN LABS INC                      COM                 628530107                            5        251
MYLAN LABS INC                      COM                 628530107                           19      1,012
MYLAN LABS INC                      COM                 628530107                           37      1,900
MYLAN LABS INC                      COM                 628530107                           41      2,130
MYLAN LABS INC                      COM                 628530107                           54      2,800
MYLAN LABS INC                      COM                 628530107                           77      3,987
MYLAN LABS INC                      COM                 628530107                          129      6,713
MYLAN LABS INC                      COM                 628530107                          173      9,000
MYLAN LABS INC                      COM                 628530107                          504     26,175
NCI BUILDING SYS INC                COM                 628852105                          379     11,565
NCI BUILDING SYS INC                COM                 628852105                          435     13,257
NASDAQ 100 TR                       UNIT SER 1          631100104                           11        300
NASDAQ 100 TR                       UNIT SER 1          631100104                           57      1,563
NASDAQ 100 TR                       UNIT SER 1          631100104                           59      1,600
NASDAQ 100 TR                       UNIT SER 1          631100104                           97      2,628
NASDAQ 100 TR                       UNIT SER 1          631100104                          294      8,000
NASDAQ 100 TR                       UNIT SER 1          631100104                          353      9,595
NASDAQ 100 TR                       UNIT SER 1          631100104                          386     10,500
NASDAQ 100 TR                       UNIT SER 1          631100104                          737     20,041
NASDAQ 100 TR                       UNIT SER 1          631100104                          824     22,407
NASDAQ 100 TR                       UNIT SER 1          631100104                        3,937    107,044
NASDAQ 100 TR                       UNIT SER 1          631100104                        4,249    115,533
NASDAQ 100 TR                       UNIT SER 1          631100104                        4,318    117,400
NASDAQ 100 TR                       UNIT SER 1          631100104                        8,993    244,505
NASDAQ 100 TR                       UNIT SER 1          631100104                       11,586    315,000
NATIONAL CITY CORP                  COM                 635405103                            2         55
NATIONAL CITY CORP                  COM                 635405103                           25        720
NATIONAL CITY CORP                  COM                 635405103                           27        800
NATIONAL CITY CORP                  COM                 635405103                           70      2,049
NATIONAL CITY CORP                  COM                 635405103                           73      2,150
NATIONAL CITY CORP                  COM                 635405103                           81      2,360
NATIONAL CITY CORP                  COM                 635405103                          145      4,241
NATIONAL CITY CORP                  COM                 635405103                          172      5,040
NATIONAL CITY CORP                  COM                 635405103                          195      5,723
NATIONAL CITY CORP                  COM                 635405103                          256      7,500
NATIONAL CITY CORP                  COM                 635405103                          306      8,960
NATIONAL CITY CORP                  COM                 635405103                          323      9,462
NATIONAL CITY CORP                  COM                 635405103                          442     12,951
NATIONAL CITY CORP                  COM                 635405103                          525     15,387
NATIONAL CITY CORP                  COM                 635405103                          805     23,600
NATIONAL CITY CORP                  COM                 635405103                        2,144     62,850
NATIONAL FUEL GAS CO N J            COM                 636180101                          280      9,693
NATIONAL FUEL GAS CO N J            COM                 636180101                          284      9,818
NATIONAL OILWELL VARCO INC          COM                 637071101                            1         19
NATIONAL OILWELL VARCO INC          COM                 637071101                            3         60
NATIONAL OILWELL VARCO INC          COM                 637071101                           20        418
NATIONAL OILWELL VARCO INC          COM                 637071101                           52      1,100
NATIONAL OILWELL VARCO INC          COM                 637071101                           55      1,150
NATIONAL OILWELL VARCO INC          COM                 637071101                           62      1,308
NATIONAL OILWELL VARCO INC          COM                 637071101                           67      1,400
NATIONAL OILWELL VARCO INC          COM                 637071101                           68      1,440
NATIONAL OILWELL VARCO INC          COM                 637071101                           71      1,500
NATIONAL OILWELL VARCO INC          COM                 637071101                           81      1,700
NATIONAL OILWELL VARCO INC          COM                 637071101                          124      2,600
NATIONAL OILWELL VARCO INC          COM                 637071101                          301      6,325
NATIONAL OILWELL VARCO INC          COM                 637071101                          314      6,600
NATIONAL OILWELL VARCO INC          COM                 637071101                          568     11,944
NATIONAL OILWELL VARCO INC          COM                 637071101                          751     15,800
NATIONAL OILWELL VARCO INC          COM                 637071101                        4,055     85,295
NATIONAL OILWELL VARCO INC          COM                 637071101                       12,043    253,315
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                            4        185
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           14        650
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           33      1,500
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           37      1,700
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           40      1,800
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           53      2,420
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           62      2,818
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           66      2,980
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           66      3,000
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           71      3,237
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           72      3,246
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                           97      4,400
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                          111      5,050
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                          112      5,069
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                          132      6,000
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                          221     10,031
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                          264     12,000
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                          441     20,039
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                          485     22,033
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                          591     26,808
NATIONAL SEMICONDUCTOR CORP         COM                 637640103                          707     32,080
NEIMAN MARCUS GROUP INC             CL A                640204202                            3         30
NEIMAN MARCUS GROUP INC             CL A                640204202                           97      1,000
NEIMAN MARCUS GROUP INC             CL A                640204202                          242      2,500
NEIMAN MARCUS GROUP INC             CL A                640204202                        1,609     16,600
NEIMAN MARCUS GROUP INC             CL A                640204202                        2,326     24,000
NEW HAMPSHIRE THRIFT BANCSHS        COM                 644722100                          643     42,476
NEW YORK CMNTY BANCORP INC          COM                 649445103                           13        700
NEW YORK CMNTY BANCORP INC          COM                 649445103                           32      1,764
NEW YORK CMNTY BANCORP INC          COM                 649445103                           41      2,240
NEW YORK CMNTY BANCORP INC          COM                 649445103                           56      3,100
NEW YORK CMNTY BANCORP INC          COM                 649445103                          159      8,800
NEW YORK CMNTY BANCORP INC          COM                 649445103                          262     14,466
NEW YORK CMNTY BANCORP INC          COM                 649445103                          462     25,506
NEW YORK TIMES CO                   CL A                650111107                           28        900
NEW YORK TIMES CO                   CL A                650111107                           32      1,029
NEW YORK TIMES CO                   CL A                650111107                           33      1,070
NEW YORK TIMES CO                   CL A                650111107                           35      1,113
NEW YORK TIMES CO                   CL A                650111107                           36      1,160
NEW YORK TIMES CO                   CL A                650111107                           38      1,231
NEW YORK TIMES CO                   CL A                650111107                           45      1,450
NEW YORK TIMES CO                   CL A                650111107                           72      2,310
NEW YORK TIMES CO                   CL A                650111107                           78      2,500
NEW YORK TIMES CO                   CL A                650111107                           81      2,600
NEW YORK TIMES CO                   CL A                650111107                           88      2,825
NEW YORK TIMES CO                   CL A                650111107                          109      3,500
NEW YORK TIMES CO                   CL A                650111107                          140      4,500
NEW YORK TIMES CO                   CL A                650111107                          150      4,800
NEW YORK TIMES CO                   CL A                650111107                          427     13,700
NEW YORK TIMES CO                   CL A                650111107                          523     16,800
NEWELL RUBBERMAID INC               COM                 651229106                            5        205
NEWELL RUBBERMAID INC               COM                 651229106                           43      1,783
NEWELL RUBBERMAID INC               COM                 651229106                           50      2,098
NEWELL RUBBERMAID INC               COM                 651229106                           55      2,298
NEWELL RUBBERMAID INC               COM                 651229106                           56      2,330
NEWELL RUBBERMAID INC               COM                 651229106                           57      2,400
NEWELL RUBBERMAID INC               COM                 651229106                           60      2,500
NEWELL RUBBERMAID INC               COM                 651229106                           79      3,300
NEWELL RUBBERMAID INC               COM                 651229106                           94      3,924
NEWELL RUBBERMAID INC               COM                 651229106                           97      4,069
NEWELL RUBBERMAID INC               COM                 651229106                          140      5,887
NEWELL RUBBERMAID INC               COM                 651229106                          217      9,100
NEWELL RUBBERMAID INC               COM                 651229106                          348     14,600
NEWELL RUBBERMAID INC               COM                 651229106                          614     25,740
NEWFIELD EXPL CO                    COM                 651290108                           56      1,400
NEWFIELD EXPL CO                    COM                 651290108                          168      4,200
NEWFIELD EXPL CO                    COM                 651290108                          431     10,800
NEWMONT MINING CORP                 COM                 651639106                            4        100
NEWMONT MINING CORP                 COM                 651639106                           12        300
NEWMONT MINING CORP                 COM                 651639106                           16        420
NEWMONT MINING CORP                 COM                 651639106                           23        600
NEWMONT MINING CORP                 COM                 651639106                           23        600
NEWMONT MINING CORP                 COM                 651639106                           39      1,000
NEWMONT MINING CORP                 COM                 651639106                           51      1,300
NEWMONT MINING CORP                 COM                 651639106                           55      1,400
NEWMONT MINING CORP                 COM                 651639106                           55      1,400
NEWMONT MINING CORP                 COM                 651639106                           66      1,700
NEWMONT MINING CORP                 COM                 651639106                           94      2,400
NEWMONT MINING CORP                 COM                 651639106                          120      3,077
NEWMONT MINING CORP                 COM                 651639106                          141      3,610
NEWMONT MINING CORP                 COM                 651639106                          171      4,377
NEWMONT MINING CORP                 COM                 651639106                          183      4,679
NEWMONT MINING CORP                 COM                 651639106                          183      4,700
NEWMONT MINING CORP                 COM                 651639106                          195      5,005
NEWMONT MINING CORP                 COM                 651639106                          237      6,071
NEWMONT MINING CORP                 COM                 651639106                          263      6,734
NEWMONT MINING CORP                 COM                 651639106                          281      7,200
NEWMONT MINING CORP                 COM                 651639106                          368      9,440
NEWMONT MINING CORP                 COM                 651639106                          433     11,100
NEWMONT MINING CORP                 COM                 651639106                          624     16,000
NEWMONT MINING CORP                 COM                 651639106                          790     20,238
NEWMONT MINING CORP                 COM                 651639106                        1,207     30,930
NEWMONT MINING CORP                 COM                 651639106                        1,569     40,210
NEWMONT MINING CORP                 COM                 651639106                        2,943     75,392
NEWMONT MINING CORP                 COM                 651639106                        3,506     89,840
NEWMONT MINING CORP                 COM                 651639106                       28,475    729,556
NEWMONT MINING CORP                 COM                 651639106                       28,574    732,106
NIKE INC                            CL B                654106103                            8         89
NIKE INC                            CL B                654106103                           26        300
NIKE INC                            CL B                654106103                           26        306
NIKE INC                            CL B                654106103                           43        500
NIKE INC                            CL B                654106103                           43        500
NIKE INC                            CL B                654106103                           52        600
NIKE INC                            CL B                654106103                          143      1,655
NIKE INC                            CL B                654106103                          163      1,887
NIKE INC                            CL B                654106103                          181      2,094
NIKE INC                            CL B                654106103                          186      2,150
NIKE INC                            CL B                654106103                          195      2,246
NIKE INC                            CL B                654106103                          227      2,624
NIKE INC                            CL B                654106103                          305      3,521
NIKE INC                            CL B                654106103                          450      5,200
NIKE INC                            CL B                654106103                          476      5,491
NIKE INC                            CL B                654106103                          476      5,500
NIKE INC                            CL B                654106103                          520      6,000
NIKE INC                            CL B                654106103                        1,126     13,000
NIKE INC                            CL B                654106103                        2,862     33,044
NIPPON TELEG & TEL CORP             SPONSORED ADR       654624105                            9        441
NIPPON TELEG & TEL CORP             SPONSORED ADR       654624105                           31      1,445
NIPPON TELEG & TEL CORP             SPONSORED ADR       654624105                          100      4,636
NIPPON TELEG & TEL CORP             SPONSORED ADR       654624105                          274     12,778
NOKIA CORP                          SPONSORED ADR       654902204                           43      2,600
NOKIA CORP                          SPONSORED ADR       654902204                           53      3,176
NOKIA CORP                          SPONSORED ADR       654902204                           58      3,460
NOKIA CORP                          SPONSORED ADR       654902204                          160      9,630
NOKIA CORP                          SPONSORED ADR       654902204                          186     11,155
NOKIA CORP                          SPONSORED ADR       654902204                          197     11,850
NOKIA CORP                          SPONSORED ADR       654902204                          202     12,141
NOKIA CORP                          SPONSORED ADR       654902204                          260     15,650
NOKIA CORP                          SPONSORED ADR       654902204                          266     16,000
NOKIA CORP                          SPONSORED ADR       654902204                          286     17,197
NOKIA CORP                          SPONSORED ADR       654902204                          300     18,038
NOKIA CORP                          SPONSORED ADR       654902204                          366     21,998
NOKIA CORP                          SPONSORED ADR       654902204                          485     29,150
NOKIA CORP                          SPONSORED ADR       654902204                        1,344     80,762
NOKIA CORP                          SPONSORED ADR       654902204                        1,405     84,461
NOBLE ENERGY INC                    COM                 655044105                            9        115
NOBLE ENERGY INC                    COM                 655044105                           53        700
NOBLE ENERGY INC                    COM                 655044105                           55        727
NOBLE ENERGY INC                    COM                 655044105                           87      1,155
NOBLE ENERGY INC                    COM                 655044105                          280      3,700
NOBLE ENERGY INC                    COM                 655044105                          386      5,100
NOBLE ENERGY INC                    COM                 655044105                          437      5,770
NOBLE ENERGY INC                    COM                 655044105                        1,761     23,278
NORANDA INC                         COM                 655422103                           17      1,000
NORANDA INC                         COM                 655422103                          369     21,337
NORDSTROM INC                       COM                 655664100                           48        700
NORDSTROM INC                       COM                 655664100                           67        980
NORDSTROM INC                       COM                 655664100                           75      1,110
NORDSTROM INC                       COM                 655664100                           82      1,210
NORDSTROM INC                       COM                 655664100                          116      1,700
NORDSTROM INC                       COM                 655664100                          135      1,988
NORDSTROM INC                       COM                 655664100                          152      2,230
NORDSTROM INC                       COM                 655664100                          195      2,862
NORDSTROM INC                       COM                 655664100                          319      4,700
NORDSTROM INC                       COM                 655664100                          856     12,600
NORDSTROM INC                       COM                 655664100                        1,370     20,157
NORFOLK SOUTHERN CORP               COM                 655844108                            1         45
NORFOLK SOUTHERN CORP               COM                 655844108                           12        400
NORFOLK SOUTHERN CORP               COM                 655844108                           16        520
NORFOLK SOUTHERN CORP               COM                 655844108                           23        750
NORFOLK SOUTHERN CORP               COM                 655844108                           29        933
NORFOLK SOUTHERN CORP               COM                 655844108                           50      1,600
NORFOLK SOUTHERN CORP               COM                 655844108                           53      1,700
NORFOLK SOUTHERN CORP               COM                 655844108                           87      2,816
NORFOLK SOUTHERN CORP               COM                 655844108                          109      3,520
NORFOLK SOUTHERN CORP               COM                 655844108                          123      3,983
NORFOLK SOUTHERN CORP               COM                 655844108                          146      4,700
NORFOLK SOUTHERN CORP               COM                 655844108                          172      5,550
NORFOLK SOUTHERN CORP               COM                 655844108                          187      6,056
NORFOLK SOUTHERN CORP               COM                 655844108                          210      6,781
NORFOLK SOUTHERN CORP               COM                 655844108                          319     10,316
NORFOLK SOUTHERN CORP               COM                 655844108                          370     11,940
NORFOLK SOUTHERN CORP               COM                 655844108                          523     16,900
NORFOLK SOUTHERN CORP               COM                 655844108                          752     24,290
NORFOLK SOUTHERN CORP               COM                 655844108                          853     27,558
NORFOLK SOUTHERN CORP               COM                 655844108                        1,189     38,400
NORSK HYDRO A S                     SPONSORED ADR       656531605                           64        705
NORSK HYDRO A S                     SPONSORED ADR       656531605                          181      2,000
NORTEL NETWORKS CORP NEW            COM                 656568102                            1        500
NORTEL NETWORKS CORP NEW            COM                 656568102                            2        880
NORTEL NETWORKS CORP NEW            COM                 656568102                            5      2,000
NORTEL NETWORKS CORP NEW            COM                 656568102                            5      2,000
NORTEL NETWORKS CORP NEW            COM                 656568102                            7      2,850
NORTEL NETWORKS CORP NEW            COM                 656568102                           12      4,500
NORTEL NETWORKS CORP NEW            COM                 656568102                           13      4,950
NORTEL NETWORKS CORP NEW            COM                 656568102                           55     21,000
NORTEL NETWORKS CORP NEW            COM                 656568102                           81     31,140
NORTEL NETWORKS CORP NEW            COM                 656568102                          151     57,930
NORTEL NETWORKS CORP NEW            COM                 656568102                          164     62,991
NORTEL NETWORKS CORP NEW            COM                 656568102                        1,433    548,946
NORTH FORK BANCORPORATION NY        COM                 659424105                            9        330
NORTH FORK BANCORPORATION NY        COM                 659424105                           23        825
NORTH FORK BANCORPORATION NY        COM                 659424105                           32      1,150
NORTH FORK BANCORPORATION NY        COM                 659424105                           42      1,500
NORTH FORK BANCORPORATION NY        COM                 659424105                           79      2,800
NORTH FORK BANCORPORATION NY        COM                 659424105                           81      2,900
NORTH FORK BANCORPORATION NY        COM                 659424105                           91      3,222
NORTH FORK BANCORPORATION NY        COM                 659424105                          115      4,100
NORTH FORK BANCORPORATION NY        COM                 659424105                          115      4,105
NORTH FORK BANCORPORATION NY        COM                 659424105                          117      4,158
NORTH FORK BANCORPORATION NY        COM                 659424105                          174      6,200
NORTH FORK BANCORPORATION NY        COM                 659424105                          175      6,234
NORTH FORK BANCORPORATION NY        COM                 659424105                          178      6,350
NORTH FORK BANCORPORATION NY        COM                 659424105                          201      7,158
NORTH FORK BANCORPORATION NY        COM                 659424105                          236      8,400
NORTH FORK BANCORPORATION NY        COM                 659424105                          310     11,042
NORTH FORK BANCORPORATION NY        COM                 659424105                          525     18,700
NORTH FORK BANCORPORATION NY        COM                 659424105                          968     34,463
NORTH FORK BANCORPORATION NY        COM                 659424105                        1,222     43,492
NORTH FORK BANCORPORATION NY        COM                 659424105                        1,892     67,350
NORTH FORK BANCORPORATION NY        COM                 659424105                        2,860    101,821
NORTHEAST UTILS                     COM                 664397106                            7        345
NORTHEAST UTILS                     COM                 664397106                           10        500
NORTHEAST UTILS                     COM                 664397106                           90      4,300
NORTHEAST UTILS                     COM                 664397106                          222     10,640
NORTHERN BORDER PARTNERS L P        UNIT LTD PARTN      664785102                          303      6,150
NORTHERN TR CORP                    COM                 665859104                            0          1
NORTHERN TR CORP                    COM                 665859104                           27        590
NORTHERN TR CORP                    COM                 665859104                           36        800
NORTHERN TR CORP                    COM                 665859104                           66      1,438
NORTHERN TR CORP                    COM                 665859104                           73      1,600
NORTHERN TR CORP                    COM                 665859104                           73      1,600
NORTHERN TR CORP                    COM                 665859104                           79      1,738
NORTHERN TR CORP                    COM                 665859104                           79      1,740
NORTHERN TR CORP                    COM                 665859104                          125      2,740
NORTHERN TR CORP                    COM                 665859104                          141      3,085
NORTHERN TR CORP                    COM                 665859104                          164      3,600
NORTHERN TR CORP                    COM                 665859104                          220      4,825
NORTHERN TR CORP                    COM                 665859104                          406      8,900
NORTHERN TR CORP                    COM                 665859104                          897     19,680
NORTHERN TR CORP                    COM                 665859104                        1,716     37,646
NORTHROP GRUMMAN CORP               COM                 666807102                            2         30
NORTHROP GRUMMAN CORP               COM                 666807102                           10        190
NORTHROP GRUMMAN CORP               COM                 666807102                           14        260
NORTHROP GRUMMAN CORP               COM                 666807102                           19        350
NORTHROP GRUMMAN CORP               COM                 666807102                           21        380
NORTHROP GRUMMAN CORP               COM                 666807102                           22        400
NORTHROP GRUMMAN CORP               COM                 666807102                           66      1,200
NORTHROP GRUMMAN CORP               COM                 666807102                           70      1,270
NORTHROP GRUMMAN CORP               COM                 666807102                          144      2,610
NORTHROP GRUMMAN CORP               COM                 666807102                          166      3,000
NORTHROP GRUMMAN CORP               COM                 666807102                          173      3,134
NORTHROP GRUMMAN CORP               COM                 666807102                          192      3,476
NORTHROP GRUMMAN CORP               COM                 666807102                          227      4,100
NORTHROP GRUMMAN CORP               COM                 666807102                          292      5,280
NORTHROP GRUMMAN CORP               COM                 666807102                          306      5,544
NORTHROP GRUMMAN CORP               COM                 666807102                          331      5,996
NORTHROP GRUMMAN CORP               COM                 666807102                          480      8,684
NORTHROP GRUMMAN CORP               COM                 666807102                          718     13,000
NORTHROP GRUMMAN CORP               COM                 666807102                          856     15,490
NORTHROP GRUMMAN CORP               COM                 666807102                        1,915     34,658
NORTHROP GRUMMAN CORP               COM                 666807102                        2,148     38,884
NORTHWEST NAT GAS CO                COM                 667655104                          344      9,000
NOVELL INC                          COM                 670006105                            0         10
NOVELL INC                          COM                 670006105                            1        194
NOVELL INC                          COM                 670006105                            2        267
NOVELL INC                          COM                 670006105                            3        500
NOVELL INC                          COM                 670006105                            8      1,230
NOVELL INC                          COM                 670006105                           17      2,730
NOVELL INC                          COM                 670006105                           19      3,060
NOVELL INC                          COM                 670006105                           28      4,450
NOVELL INC                          COM                 670006105                           35      5,700
NOVELL INC                          COM                 670006105                           88     14,273
NOVELL INC                          COM                 670006105                          143     22,997
NOVELLUS SYS INC                    COM                 670008101                           12        500
NOVELLUS SYS INC                    COM                 670008101                           26      1,037
NOVELLUS SYS INC                    COM                 670008101                           28      1,130
NOVELLUS SYS INC                    COM                 670008101                           35      1,400
NOVELLUS SYS INC                    COM                 670008101                           37      1,482
NOVELLUS SYS INC                    COM                 670008101                           40      1,600
NOVELLUS SYS INC                    COM                 670008101                           44      1,800
NOVELLUS SYS INC                    COM                 670008101                           54      2,200
NOVELLUS SYS INC                    COM                 670008101                           63      2,542
NOVELLUS SYS INC                    COM                 670008101                          119      4,800
NOVELLUS SYS INC                    COM                 670008101                          386     15,630
NOVELLUS SYS INC                    COM                 670008101                        1,295     52,397
NUCOR CORP                          COM                 670346105                            5        115
NUCOR CORP                          COM                 670346105                            9        200
NUCOR CORP                          COM                 670346105                           14        300
NUCOR CORP                          COM                 670346105                           18        400
NUCOR CORP                          COM                 670346105                           41        900
NUCOR CORP                          COM                 670346105                           41        900
NUCOR CORP                          COM                 670346105                           52      1,146
NUCOR CORP                          COM                 670346105                           57      1,260
NUCOR CORP                          COM                 670346105                           64      1,400
NUCOR CORP                          COM                 670346105                           68      1,482
NUCOR CORP                          COM                 670346105                           87      1,900
NUCOR CORP                          COM                 670346105                           90      1,976
NUCOR CORP                          COM                 670346105                          101      2,222
NUCOR CORP                          COM                 670346105                          141      3,096
NUCOR CORP                          COM                 670346105                          170      3,728
NUCOR CORP                          COM                 670346105                          242      5,300
NUCOR CORP                          COM                 670346105                          471     10,324
NUCOR CORP                          COM                 670346105                          717     15,720
NUVEEN NY SELECT QUALITY MUN        COM                 670976109                           17      1,073
NUVEEN NY SELECT QUALITY MUN        COM                 670976109                          160     10,350
OSI PHARMACEUTICALS INC             COM                 671040103                          531     13,000
OCCIDENTAL PETE CORP DEL            COM                 674599105                            6         80
OCCIDENTAL PETE CORP DEL            COM                 674599105                           15        200
OCCIDENTAL PETE CORP DEL            COM                 674599105                           16        205
OCCIDENTAL PETE CORP DEL            COM                 674599105                           23        300
OCCIDENTAL PETE CORP DEL            COM                 674599105                           31        400
OCCIDENTAL PETE CORP DEL            COM                 674599105                           35        450
OCCIDENTAL PETE CORP DEL            COM                 674599105                           54        700
OCCIDENTAL PETE CORP DEL            COM                 674599105                           58        755
OCCIDENTAL PETE CORP DEL            COM                 674599105                           92      1,190
OCCIDENTAL PETE CORP DEL            COM                 674599105                          100      1,300
OCCIDENTAL PETE CORP DEL            COM                 674599105                          127      1,647
OCCIDENTAL PETE CORP DEL            COM                 674599105                          146      1,900
OCCIDENTAL PETE CORP DEL            COM                 674599105                          218      2,840
OCCIDENTAL PETE CORP DEL            COM                 674599105                          238      3,100
OCCIDENTAL PETE CORP DEL            COM                 674599105                          254      3,300
OCCIDENTAL PETE CORP DEL            COM                 674599105                          293      3,815
OCCIDENTAL PETE CORP DEL            COM                 674599105                          346      4,500
OCCIDENTAL PETE CORP DEL            COM                 674599105                          459      5,971
OCCIDENTAL PETE CORP DEL            COM                 674599105                          698      9,075
OCCIDENTAL PETE CORP DEL            COM                 674599105                        1,046     13,600
OCCIDENTAL PETE CORP DEL            COM                 674599105                        1,131     14,700
OCCIDENTAL PETE CORP DEL            COM                 674599105                        1,799     23,379
OCCIDENTAL PETE CORP DEL            COM                 674599105                        2,861     37,190
OCCIDENTAL PETE CORP DEL            COM                 674599105                        3,077     39,995
OCCIDENTAL PETE CORP DEL            COM                 674599105                        3,379     43,925
OCEANFIRST FINL CORP                COM                 675234108                          338     15,003
OFFICE DEPOT INC                    COM                 676220106                            2         70
OFFICE DEPOT INC                    COM                 676220106                           25      1,100
OFFICE DEPOT INC                    COM                 676220106                           50      2,172
OFFICE DEPOT INC                    COM                 676220106                           51      2,233
OFFICE DEPOT INC                    COM                 676220106                           57      2,480
OFFICE DEPOT INC                    COM                 676220106                           74      3,220
OFFICE DEPOT INC                    COM                 676220106                           82      3,600
OFFICE DEPOT INC                    COM                 676220106                           85      3,700
OFFICE DEPOT INC                    COM                 676220106                          104      4,555
OFFICE DEPOT INC                    COM                 676220106                          108      4,738
OFFICE DEPOT INC                    COM                 676220106                          171      7,500
OFFICE DEPOT INC                    COM                 676220106                          190      8,336
OFFICE DEPOT INC                    COM                 676220106                          238     10,400
OFFICE DEPOT INC                    COM                 676220106                          529     23,172
OFFICE DEPOT INC                    COM                 676220106                          544     23,838
OFFICE DEPOT INC                    COM                 676220106                          617     27,000
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106                           41        400
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106                          336      3,300
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106                          387      3,800
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106                          571      5,600
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106                        1,039     10,200
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106                        2,833     27,800
OIL SVC HOLDRS TR                   DEPOSTRY RCPT       678002106                        4,804     47,140
OLD REP INTL CORP                   COM                 680223104                           53      2,100
OLD REP INTL CORP                   COM                 680223104                           56      2,200
OLD REP INTL CORP                   COM                 680223104                           76      3,000
OLD REP INTL CORP                   COM                 680223104                          152      6,000
OLD REP INTL CORP                   COM                 680223104                          438     17,325
OMNICARE INC                        COM                 681904108                            5        113
OMNICARE INC                        COM                 681904108                           51      1,200
OMNICARE INC                        COM                 681904108                          149      3,500
OMNICARE INC                        COM                 681904108                          212      5,000
OMNICARE INC                        COM                 681904108                          373      8,800
OMNICOM GROUP INC                   COM                 681919106                           16        200
OMNICOM GROUP INC                   COM                 681919106                           17        210
OMNICOM GROUP INC                   COM                 681919106                           24        300
OMNICOM GROUP INC                   COM                 681919106                           42        525
OMNICOM GROUP INC                   COM                 681919106                           64        800
OMNICOM GROUP INC                   COM                 681919106                           64        800
OMNICOM GROUP INC                   COM                 681919106                           80      1,000
OMNICOM GROUP INC                   COM                 681919106                           85      1,060
OMNICOM GROUP INC                   COM                 681919106                           88      1,100
OMNICOM GROUP INC                   COM                 681919106                          103      1,290
OMNICOM GROUP INC                   COM                 681919106                          103      1,296
OMNICOM GROUP INC                   COM                 681919106                          126      1,580
OMNICOM GROUP INC                   COM                 681919106                          144      1,801
OMNICOM GROUP INC                   COM                 681919106                          160      2,000
OMNICOM GROUP INC                   COM                 681919106                          176      2,200
OMNICOM GROUP INC                   COM                 681919106                          208      2,600
OMNICOM GROUP INC                   COM                 681919106                          216      2,702
OMNICOM GROUP INC                   COM                 681919106                          248      3,107
OMNICOM GROUP INC                   COM                 681919106                          255      3,191
OMNICOM GROUP INC                   COM                 681919106                          336      4,210
OMNICOM GROUP INC                   COM                 681919106                          351      4,395
OMNICOM GROUP INC                   COM                 681919106                          495      6,200
OMNICOM GROUP INC                   COM                 681919106                          496      6,215
OMNICOM GROUP INC                   COM                 681919106                          575      7,200
OMNICOM GROUP INC                   COM                 681919106                        1,355     16,970
OMNICOM GROUP INC                   COM                 681919106                        2,381     29,810
OMNICOM GROUP INC                   COM                 681919106                        4,346     54,420
ONE LIBERTY PPTYS INC               COM                 682406103                        1,237     59,753
OPENWAVE SYS INC                    COM NEW             683718308                          221     13,475
OUTBACK STEAKHOUSE INC              COM                 689899102                            8        175
OUTBACK STEAKHOUSE INC              COM                 689899102                           41        900
OUTBACK STEAKHOUSE INC              COM                 689899102                          113      2,500
OUTBACK STEAKHOUSE INC              COM                 689899102                          329      7,280
OVERNITE CORP                       COM                 690322102                          709     16,500
OVERNITE CORP                       COM                 690322102                          889     20,692
PHH CORP                            COM NEW             693320202                            1         35
PHH CORP                            COM NEW             693320202                            1         35
PHH CORP                            COM NEW             693320202                            5        200
PHH CORP                            COM NEW             693320202                            5        205
PHH CORP                            COM NEW             693320202                            6        250
PHH CORP                            COM NEW             693320202                           10        400
PHH CORP                            COM NEW             693320202                           12        465
PHH CORP                            COM NEW             693320202                           22        846
PHH CORP                            COM NEW             693320202                           27      1,068
PHH CORP                            COM NEW             693320202                           76      2,955
PHH CORP                            COM NEW             693320202                          124      4,825
PNC FINL SVCS GROUP INC             COM                 693475105                            2         41
PNC FINL SVCS GROUP INC             COM                 693475105                           19        340
PNC FINL SVCS GROUP INC             COM                 693475105                           23        430
PNC FINL SVCS GROUP INC             COM                 693475105                           26        480
PNC FINL SVCS GROUP INC             COM                 693475105                           27        500
PNC FINL SVCS GROUP INC             COM                 693475105                           38        700
PNC FINL SVCS GROUP INC             COM                 693475105                           76      1,400
PNC FINL SVCS GROUP INC             COM                 693475105                           82      1,500
PNC FINL SVCS GROUP INC             COM                 693475105                           87      1,591
PNC FINL SVCS GROUP INC             COM                 693475105                          115      2,114
PNC FINL SVCS GROUP INC             COM                 693475105                          127      2,330
PNC FINL SVCS GROUP INC             COM                 693475105                          151      2,778
PNC FINL SVCS GROUP INC             COM                 693475105                          184      3,370
PNC FINL SVCS GROUP INC             COM                 693475105                          207      3,800
PNC FINL SVCS GROUP INC             COM                 693475105                          232      4,252
PNC FINL SVCS GROUP INC             COM                 693475105                          234      4,303
PNC FINL SVCS GROUP INC             COM                 693475105                          356      6,532
PNC FINL SVCS GROUP INC             COM                 693475105                          437      8,026
PNC FINL SVCS GROUP INC             COM                 693475105                          615     11,300
PNC FINL SVCS GROUP INC             COM                 693475105                          822     15,089
PNC FINL SVCS GROUP INC             COM                 693475105                        1,393     25,570
POSCO                               SPONSORED ADR       693483109                            1         13
POSCO                               SPONSORED ADR       693483109                            3         73
POSCO                               SPONSORED ADR       693483109                            5        125
POSCO                               SPONSORED ADR       693483109                           66      1,500
POSCO                               SPONSORED ADR       693483109                           67      1,527
POSCO                               SPONSORED ADR       693483109                          106      2,410
POSCO                               SPONSORED ADR       693483109                          138      3,140
POSCO                               SPONSORED ADR       693483109                          162      3,680
POSCO                               SPONSORED ADR       693483109                          332      7,560
POSCO                               SPONSORED ADR       693483109                          444     10,100
POSCO                               SPONSORED ADR       693483109                          577     13,125
POSCO                               SPONSORED ADR       693483109                          633     14,400
POSCO                               SPONSORED ADR       693483109                        3,296     74,950
PPG INDS INC                        COM                 693506107                            2         25
PPG INDS INC                        COM                 693506107                           21        340
PPG INDS INC                        COM                 693506107                           28        450
PPG INDS INC                        COM                 693506107                           47        750
PPG INDS INC                        COM                 693506107                           69      1,100
PPG INDS INC                        COM                 693506107                           69      1,100
PPG INDS INC                        COM                 693506107                           77      1,226
PPG INDS INC                        COM                 693506107                           92      1,460
PPG INDS INC                        COM                 693506107                           94      1,490
PPG INDS INC                        COM                 693506107                          151      2,400
PPG INDS INC                        COM                 693506107                          152      2,425
PPG INDS INC                        COM                 693506107                          154      2,449
PPG INDS INC                        COM                 693506107                          169      2,690
PPG INDS INC                        COM                 693506107                          173      2,750
PPG INDS INC                        COM                 693506107                          183      2,911
PPG INDS INC                        COM                 693506107                          236      3,753
PPG INDS INC                        COM                 693506107                          427      6,800
PPG INDS INC                        COM                 693506107                          562      8,950
PPG INDS INC                        COM                 693506107                          689     10,978
PPG INDS INC                        COM                 693506107                          988     15,750
PPG INDS INC                        COM                 693506107                        1,214     19,344
PACCAR INC                          COM                 693718108                            2         30
PACCAR INC                          COM                 693718108                           61        900
PACCAR INC                          COM                 693718108                           61        900
PACCAR INC                          COM                 693718108                           86      1,262
PACCAR INC                          COM                 693718108                          100      1,475
PACCAR INC                          COM                 693718108                          114      1,683
PACCAR INC                          COM                 693718108                          143      2,100
PACCAR INC                          COM                 693718108                          156      2,300
PACCAR INC                          COM                 693718108                          170      2,494
PACCAR INC                          COM                 693718108                          190      2,794
PACCAR INC                          COM                 693718108                          300      4,405
PACCAR INC                          COM                 693718108                          469      6,900
PACCAR INC                          COM                 693718108                        1,094     16,085
PACIFICARE HEALTH SYS DEL           COM                 695112102                           71      1,000
PACIFICARE HEALTH SYS DEL           COM                 695112102                          200      2,800
PACIFICARE HEALTH SYS DEL           COM                 695112102                          543      7,600
PACTIV CORP                         COM                 695257105                            6        300
PACTIV CORP                         COM                 695257105                            8        356
PACTIV CORP                         COM                 695257105                           23      1,070
PACTIV CORP                         COM                 695257105                           23      1,080
PACTIV CORP                         COM                 695257105                           26      1,190
PACTIV CORP                         COM                 695257105                           35      1,630
PACTIV CORP                         COM                 695257105                           37      1,700
PACTIV CORP                         COM                 695257105                           49      2,263
PACTIV CORP                         COM                 695257105                          108      5,000
PACTIV CORP                         COM                 695257105                          113      5,239
PACTIV CORP                         COM                 695257105                          321     14,880
PALL CORP                           COM                 696429307                            2         80
PALL CORP                           COM                 696429307                            7        220
PALL CORP                           COM                 696429307                           27        880
PALL CORP                           COM                 696429307                           30        990
PALL CORP                           COM                 696429307                           32      1,050
PALL CORP                           COM                 696429307                           38      1,250
PALL CORP                           COM                 696429307                           43      1,400
PALL CORP                           COM                 696429307                           55      1,800
PALL CORP                           COM                 696429307                           76      2,500
PALL CORP                           COM                 696429307                          124      4,100
PALL CORP                           COM                 696429307                          400     13,180
PARAMETRIC TECHNOLOGY CORP          COM                 699173100                           10      1,550
PARAMETRIC TECHNOLOGY CORP          COM                 699173100                           12      1,900
PARAMETRIC TECHNOLOGY CORP          COM                 699173100                           14      2,130
PARAMETRIC TECHNOLOGY CORP          COM                 699173100                           25      3,900
PARAMETRIC TECHNOLOGY CORP          COM                 699173100                           55      8,556
PARKER HANNIFIN CORP                COM                 701094104                           12        200
PARKER HANNIFIN CORP                COM                 701094104                           25        400
PARKER HANNIFIN CORP                COM                 701094104                           43        700
PARKER HANNIFIN CORP                COM                 701094104                           50        800
PARKER HANNIFIN CORP                COM                 701094104                           58        935
PARKER HANNIFIN CORP                COM                 701094104                           64      1,040
PARKER HANNIFIN CORP                COM                 701094104                           75      1,214
PARKER HANNIFIN CORP                COM                 701094104                           93      1,500
PARKER HANNIFIN CORP                COM                 701094104                          107      1,729
PARKER HANNIFIN CORP                COM                 701094104                          128      2,067
PARKER HANNIFIN CORP                COM                 701094104                          154      2,487
PARKER HANNIFIN CORP                COM                 701094104                          248      4,000
PARKER HANNIFIN CORP                COM                 701094104                          295      4,750
PARKER HANNIFIN CORP                COM                 701094104                          768     12,390
PATTERSON COMPANIES INC             COM                 703395103                           20        440
PATTERSON COMPANIES INC             COM                 703395103                           77      1,700
PATTERSON COMPANIES INC             COM                 703395103                          126      2,800
PATTERSON COMPANIES INC             COM                 703395103                          207      4,600
PATTERSON COMPANIES INC             COM                 703395103                          606     13,440
PATTERSON UTI ENERGY INC            COM                 703481101                           53      1,900
PATTERSON UTI ENERGY INC            COM                 703481101                          153      5,500
PATTERSON UTI ENERGY INC            COM                 703481101                          403     14,480
PAXAR CORP                          COM                 704227107                          830     46,762
PAYCHEX INC                         COM                 704326107                           26        800
PAYCHEX INC                         COM                 704326107                           65      2,000
PAYCHEX INC                         COM                 704326107                           68      2,100
PAYCHEX INC                         COM                 704326107                           83      2,542
PAYCHEX INC                         COM                 704326107                           97      2,990
PAYCHEX INC                         COM                 704326107                          115      3,531
PAYCHEX INC                         COM                 704326107                          169      5,195
PAYCHEX INC                         COM                 704326107                          176      5,412
PAYCHEX INC                         COM                 704326107                          179      5,500
PAYCHEX INC                         COM                 704326107                          227      6,990
PAYCHEX INC                         COM                 704326107                          233      7,155
PAYCHEX INC                         COM                 704326107                          243      7,471
PAYCHEX INC                         COM                 704326107                          485     14,900
PAYCHEX INC                         COM                 704326107                          702     21,580
PAYCHEX INC                         COM                 704326107                        1,164     35,790
PEABODY ENERGY CORP                 COM                 704549104                           52      1,006
PEABODY ENERGY CORP                 COM                 704549104                           73      1,400
PEABODY ENERGY CORP                 COM                 704549104                           77      1,480
PEABODY ENERGY CORP                 COM                 704549104                           94      1,800
PEABODY ENERGY CORP                 COM                 704549104                          127      2,432
PEABODY ENERGY CORP                 COM                 704549104                          229      4,400
PEABODY ENERGY CORP                 COM                 704549104                          342      6,575
PEABODY ENERGY CORP                 COM                 704549104                          604     11,600
PEABODY ENERGY CORP                 COM                 704549104                          981     18,846
PEABODY ENERGY CORP                 COM                 704549104                        3,850     73,990
PEABODY ENERGY CORP                 COM                 704549104                        7,049    135,460
PEERLESS SYS CORP                   COM                 705536100                          535    140,060
PENNEY J C INC                      COM                 708160106                           17        320
PENNEY J C INC                      COM                 708160106                           24        450
PENNEY J C INC                      COM                 708160106                           37        708
PENNEY J C INC                      COM                 708160106                           40        770
PENNEY J C INC                      COM                 708160106                           63      1,200
PENNEY J C INC                      COM                 708160106                           63      1,200
PENNEY J C INC                      COM                 708160106                           65      1,245
PENNEY J C INC                      COM                 708160106                           74      1,400
PENNEY J C INC                      COM                 708160106                          108      2,047
PENNEY J C INC                      COM                 708160106                          120      2,280
PENNEY J C INC                      COM                 708160106                          135      2,563
PENNEY J C INC                      COM                 708160106                          208      3,950
PENNEY J C INC                      COM                 708160106                          217      4,119
PENNEY J C INC                      COM                 708160106                          222      4,230
PENNEY J C INC                      COM                 708160106                          314      5,977
PENNEY J C INC                      COM                 708160106                          557     10,600
PENNEY J C INC                      COM                 708160106                          659     12,530
PENNEY J C INC                      COM                 708160106                          734     13,967
PENNEY J C INC                      COM                 708160106                          999     19,000
PENNEY J C INC                      COM                 708160106                        1,423     27,060
PENTAIR INC                         COM                 709631105                           51      1,200
PENTAIR INC                         COM                 709631105                           74      1,725
PENTAIR INC                         COM                 709631105                          141      3,300
PENTAIR INC                         COM                 709631105                          372      8,700
PEOPLES BK BRIDGEPORT CONN          COM                 710198102                           73      2,400
PEOPLES BK BRIDGEPORT CONN          COM                 710198102                          186      6,150
PEOPLES ENERGY CORP                 COM                 711030106                           12        270
PEOPLES ENERGY CORP                 COM                 711030106                           13        300
PEOPLES ENERGY CORP                 COM                 711030106                           13        310
PEOPLES ENERGY CORP                 COM                 711030106                           26        600
PEOPLES ENERGY CORP                 COM                 711030106                           37        850
PEOPLES ENERGY CORP                 COM                 711030106                        7,606    175,000
PEPCO HOLDINGS INC                  COM                 713291102                           53      2,200
PEPCO HOLDINGS INC                  COM                 713291102                           98      4,100
PEPCO HOLDINGS INC                  COM                 713291102                          148      6,200
PEPCO HOLDINGS INC                  COM                 713291102                          406     16,960
PEPSI BOTTLING GROUP INC            COM                 713409100                           41      1,441
PEPSI BOTTLING GROUP INC            COM                 713409100                           46      1,596
PEPSI BOTTLING GROUP INC            COM                 713409100                           47      1,660
PEPSI BOTTLING GROUP INC            COM                 713409100                           66      2,300
PEPSI BOTTLING GROUP INC            COM                 713409100                           87      3,048
PEPSI BOTTLING GROUP INC            COM                 713409100                          180      6,300
PEPSI BOTTLING GROUP INC            COM                 713409100                          203      7,102
PEPSI BOTTLING GROUP INC            COM                 713409100                          542     18,930
PEPSICO INC                         COM                 713448108                            2         40
PEPSICO INC                         COM                 713448108                           11        200
PEPSICO INC                         COM                 713448108                           27        500
PEPSICO INC                         COM                 713448108                           43        800
PEPSICO INC                         COM                 713448108                           52        955
PEPSICO INC                         COM                 713448108                           65      1,200
PEPSICO INC                         COM                 713448108                           84      1,550
PEPSICO INC                         COM                 713448108                           86      1,590
PEPSICO INC                         COM                 713448108                           97      1,800
PEPSICO INC                         COM                 713448108                          178      3,300
PEPSICO INC                         COM                 713448108                          186      3,444
PEPSICO INC                         COM                 713448108                          205      3,800
PEPSICO INC                         COM                 713448108                          232      4,299
PEPSICO INC                         COM                 713448108                          251      4,650
PEPSICO INC                         COM                 713448108                          267      4,953
PEPSICO INC                         COM                 713448108                          273      5,060
PEPSICO INC                         COM                 713448108                          324      6,000
PEPSICO INC                         COM                 713448108                          340      6,310
PEPSICO INC                         COM                 713448108                          353      6,550
PEPSICO INC                         COM                 713448108                          513      9,520
PEPSICO INC                         COM                 713448108                          537      9,960
PEPSICO INC                         COM                 713448108                          586     10,860
PEPSICO INC                         COM                 713448108                          647     12,004
PEPSICO INC                         COM                 713448108                          744     13,791
PEPSICO INC                         COM                 713448108                          761     14,110
PEPSICO INC                         COM                 713448108                          855     15,850
PEPSICO INC                         COM                 713448108                        1,054     19,550
PEPSICO INC                         COM                 713448108                        1,095     20,305
PEPSICO INC                         COM                 713448108                        1,178     21,851
PEPSICO INC                         COM                 713448108                        1,322     24,508
PEPSICO INC                         COM                 713448108                        1,363     25,271
PEPSICO INC                         COM                 713448108                        1,624     30,115
PEPSICO INC                         COM                 713448108                        2,077     38,515
PEPSICO INC                         COM                 713448108                        2,576     47,762
PEPSICO INC                         COM                 713448108                        3,317     61,500
PEPSICO INC                         COM                 713448108                        4,129     76,570
PEPSICO INC                         COM                 713448108                        6,466    119,890
PEPSICO INC                         COM                 713448108                        8,654    160,470
PEPSICO INC                         COM                 713448108                       13,455    249,495
PEPSICO INC                         COM                 713448108                       23,272    431,531
PETSMART INC                        COM                 716768106                           38      1,250
PETSMART INC                        COM                 716768106                           55      1,800
PETSMART INC                        COM                 716768106                           97      3,209
PETSMART INC                        COM                 716768106                          146      4,800
PETSMART INC                        COM                 716768106                          492     16,200
PETSMART INC                        COM                 716768106                          504     16,600
PFIZER INC                          COM                 717081103                            2         90
PFIZER INC                          COM                 717081103                           80      2,900
PFIZER INC                          COM                 717081103                           90      3,275
PFIZER INC                          COM                 717081103                          135      4,900
PFIZER INC                          COM                 717081103                          136      4,913
PFIZER INC                          COM                 717081103                          143      5,200
PFIZER INC                          COM                 717081103                          188      6,800
PFIZER INC                          COM                 717081103                          196      7,100
PFIZER INC                          COM                 717081103                          585     21,200
PFIZER INC                          COM                 717081103                          592     21,468
PFIZER INC                          COM                 717081103                          605     21,932
PFIZER INC                          COM                 717081103                          610     22,100
PFIZER INC                          COM                 717081103                          619     22,450
PFIZER INC                          COM                 717081103                          804     29,145
PFIZER INC                          COM                 717081103                          869     31,517
PFIZER INC                          COM                 717081103                          917     33,255
PFIZER INC                          COM                 717081103                          987     35,800
PFIZER INC                          COM                 717081103                        1,052     38,130
PFIZER INC                          COM                 717081103                        1,187     43,050
PFIZER INC                          COM                 717081103                        1,472     53,356
PFIZER INC                          COM                 717081103                        1,731     62,750
PFIZER INC                          COM                 717081103                        1,762     63,870
PFIZER INC                          COM                 717081103                        1,765     63,986
PFIZER INC                          COM                 717081103                        1,927     69,867
PFIZER INC                          COM                 717081103                        1,947     70,612
PFIZER INC                          COM                 717081103                        2,046     74,200
PFIZER INC                          COM                 717081103                        2,279     82,620
PFIZER INC                          COM                 717081103                        2,364     85,716
PFIZER INC                          COM                 717081103                        2,401     87,050
PFIZER INC                          COM                 717081103                        2,705     98,093
PFIZER INC                          COM                 717081103                        3,051    110,627
PFIZER INC                          COM                 717081103                        3,099    112,376
PFIZER INC                          COM                 717081103                        3,107    112,651
PFIZER INC                          COM                 717081103                        3,827    138,775
PFIZER INC                          COM                 717081103                        4,495    162,968
PFIZER INC                          COM                 717081103                        5,209    188,886
PFIZER INC                          COM                 717081103                        6,022    218,359
PFIZER INC                          COM                 717081103                        7,524    272,800
PFIZER INC                          COM                 717081103                       11,423    414,195
PFIZER INC                          COM                 717081103                       12,486    452,725
PFIZER INC                          COM                 717081103                       14,680    532,259
PFIZER INC                          COM                 717081103                       16,572    600,884
PFIZER INC                          COM                 717081103                       19,748    716,040
PFIZER INC                          COM                 717081103                       20,135    730,057
PFIZER INC                          COM                 717081103                       21,028    762,430
PFIZER INC                          COM                 717081103                       24,747    897,291
PHARMACEUTICAL PROD DEV INC         COM                 717124101                          656     14,000
PHELPS DODGE CORP                   COM                 717265102                           19        200
PHELPS DODGE CORP                   COM                 717265102                           19        200
PHELPS DODGE CORP                   COM                 717265102                           37        400
PHELPS DODGE CORP                   COM                 717265102                           37        400
PHELPS DODGE CORP                   COM                 717265102                           37        400
PHELPS DODGE CORP                   COM                 717265102                           71        764
PHELPS DODGE CORP                   COM                 717265102                           74        800
PHELPS DODGE CORP                   COM                 717265102                           78        840
PHELPS DODGE CORP                   COM                 717265102                           80        867
PHELPS DODGE CORP                   COM                 717265102                          125      1,350
PHELPS DODGE CORP                   COM                 717265102                          137      1,476
PHELPS DODGE CORP                   COM                 717265102                          139      1,500
PHELPS DODGE CORP                   COM                 717265102                          171      1,846
PHELPS DODGE CORP                   COM                 717265102                          200      2,167
PHELPS DODGE CORP                   COM                 717265102                          279      3,012
PHELPS DODGE CORP                   COM                 717265102                          370      4,000
PHELPS DODGE CORP                   COM                 717265102                          535      5,785
PHELPS DODGE CORP                   COM                 717265102                          659      7,125
PHELPS DODGE CORP                   COM                 717265102                          796      8,600
PHELPS DODGE CORP                   COM                 717265102                        2,807     30,344
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR       718252604                            6        200
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR       718252604                            8        280
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR       718252604                           41      1,400
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR       718252604                          183      6,300
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR       718252604                        1,212     41,731
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR       718252604                        1,269     43,700
PIMCO HIGH INCOME FD                COM SHS             722014107                          369     25,000
PINNACLE WEST CAP CORP              COM                 723484101                           30        670
PINNACLE WEST CAP CORP              COM                 723484101                           32        720
PINNACLE WEST CAP CORP              COM                 723484101                           37        830
PINNACLE WEST CAP CORP              COM                 723484101                           44      1,000
PINNACLE WEST CAP CORP              COM                 723484101                           44      1,000
PINNACLE WEST CAP CORP              COM                 723484101                           58      1,300
PINNACLE WEST CAP CORP              COM                 723484101                          204      4,600
PINNACLE WEST CAP CORP              COM                 723484101                          352      7,930
PIONEER NAT RES CO                  COM                 723787107                           11        250
PIONEER NAT RES CO                  COM                 723787107                           76      1,800
PIONEER NAT RES CO                  COM                 723787107                          202      4,800
PIONEER NAT RES CO                  COM                 723787107                          709     16,860
PIONEER NAT RES CO                  COM                 723787107                          924     21,950
PIONEER NAT RES CO                  COM                 723787107                        2,801     66,560
PITNEY BOWES INC                    COM                 724479100                            2         50
PITNEY BOWES INC                    COM                 724479100                           22        500
PITNEY BOWES INC                    COM                 724479100                           30        700
PITNEY BOWES INC                    COM                 724479100                           65      1,500
PITNEY BOWES INC                    COM                 724479100                           70      1,600
PITNEY BOWES INC                    COM                 724479100                           70      1,600
PITNEY BOWES INC                    COM                 724479100                           78      1,800
PITNEY BOWES INC                    COM                 724479100                           79      1,813
PITNEY BOWES INC                    COM                 724479100                           88      2,030
PITNEY BOWES INC                    COM                 724479100                           91      2,081
PITNEY BOWES INC                    COM                 724479100                          122      2,800
PITNEY BOWES INC                    COM                 724479100                          142      3,251
PITNEY BOWES INC                    COM                 724479100                          161      3,700
PITNEY BOWES INC                    COM                 724479100                          190      4,370
PITNEY BOWES INC                    COM                 724479100                          293      6,717
PITNEY BOWES INC                    COM                 724479100                          409      9,400
PITNEY BOWES INC                    COM                 724479100                          955     21,930
PITNEY BOWES INC                    COM                 724479100                        1,006     23,108
PITNEY BOWES INC                    COM                 724479100                        1,253     28,765
PIXAR                               COM                 725811103                           38        754
PIXAR                               COM                 725811103                           62      1,240
PIXAR                               COM                 725811103                           70      1,400
PIXAR                               COM                 725811103                          178      3,560
PLACER DOME INC                     COM                 725906101                           15      1,000
PLACER DOME INC                     COM                 725906101                           31      2,000
PLACER DOME INC                     COM                 725906101                           40      2,600
PLACER DOME INC                     COM                 725906101                           46      3,000
PLACER DOME INC                     COM                 725906101                           49      3,200
PLACER DOME INC                     COM                 725906101                          120      7,810
PLACER DOME INC                     COM                 725906101                          148      9,600
PLACER DOME INC                     COM                 725906101                        2,097    136,335
PLUM CREEK TIMBER CO INC            COM                 729251108                            3         95
PLUM CREEK TIMBER CO INC            COM                 729251108                           29        800
PLUM CREEK TIMBER CO INC            COM                 729251108                           48      1,328
PLUM CREEK TIMBER CO INC            COM                 729251108                           56      1,550
PLUM CREEK TIMBER CO INC            COM                 729251108                           60      1,651
PLUM CREEK TIMBER CO INC            COM                 729251108                           61      1,690
PLUM CREEK TIMBER CO INC            COM                 729251108                           73      2,000
PLUM CREEK TIMBER CO INC            COM                 729251108                           80      2,200
PLUM CREEK TIMBER CO INC            COM                 729251108                           81      2,244
PLUM CREEK TIMBER CO INC            COM                 729251108                           83      2,300
PLUM CREEK TIMBER CO INC            COM                 729251108                           83      2,300
PLUM CREEK TIMBER CO INC            COM                 729251108                           87      2,400
PLUM CREEK TIMBER CO INC            COM                 729251108                           94      2,588
PLUM CREEK TIMBER CO INC            COM                 729251108                          184      5,060
PLUM CREEK TIMBER CO INC            COM                 729251108                          250      6,892
PLUM CREEK TIMBER CO INC            COM                 729251108                          497     13,680
PLUM CREEK TIMBER CO INC            COM                 729251108                          666     18,340
PLUM CREEK TIMBER CO INC            COM                 729251108                        1,838     50,638
POGO PRODUCING CO                   COM                 730448107                           36        700
POGO PRODUCING CO                   COM                 730448107                          109      2,100
POGO PRODUCING CO                   COM                 730448107                          333      6,420
POPULAR INC                         COM                 733174106                           81      3,200
POPULAR INC                         COM                 733174106                          222      8,800
POPULAR INC                         COM                 733174106                          588     23,360
PORTUGAL TELECOM SGPS S A           SPONSORED ADR       737273102                            7        700
PORTUGAL TELECOM SGPS S A           SPONSORED ADR       737273102                           10      1,060
PORTUGAL TELECOM SGPS S A           SPONSORED ADR       737273102                           36      3,799
PORTUGAL TELECOM SGPS S A           SPONSORED ADR       737273102                           96     10,025
PRECISION CASTPARTS CORP            COM                 740189105                           55        700
PRECISION CASTPARTS CORP            COM                 740189105                          171      2,200
PRECISION CASTPARTS CORP            COM                 740189105                          444      5,700
PRIMEWEST ENERGY TR                 TR UNIT NEW         741930309                           25      1,000
PRIMEWEST ENERGY TR                 TR UNIT NEW         741930309                          783     31,252
PROCTER & GAMBLE CO                 COM                 742718109                            5         93
PROCTER & GAMBLE CO                 COM                 742718109                           11        200
PROCTER & GAMBLE CO                 COM                 742718109                           54      1,030
PROCTER & GAMBLE CO                 COM                 742718109                           69      1,300
PROCTER & GAMBLE CO                 COM                 742718109                           74      1,400
PROCTER & GAMBLE CO                 COM                 742718109                           81      1,540
PROCTER & GAMBLE CO                 COM                 742718109                           95      1,800
PROCTER & GAMBLE CO                 COM                 742718109                          124      2,350
PROCTER & GAMBLE CO                 COM                 742718109                          306      5,800
PROCTER & GAMBLE CO                 COM                 742718109                          314      5,960
PROCTER & GAMBLE CO                 COM                 742718109                          369      7,000
PROCTER & GAMBLE CO                 COM                 742718109                          387      7,334
PROCTER & GAMBLE CO                 COM                 742718109                          402      7,630
PROCTER & GAMBLE CO                 COM                 742718109                          440      8,340
PROCTER & GAMBLE CO                 COM                 742718109                          459      8,700
PROCTER & GAMBLE CO                 COM                 742718109                          516      9,788
PROCTER & GAMBLE CO                 COM                 742718109                          568     10,777
PROCTER & GAMBLE CO                 COM                 742718109                          575     10,900
PROCTER & GAMBLE CO                 COM                 742718109                          587     11,125
PROCTER & GAMBLE CO                 COM                 742718109                          702     13,300
PROCTER & GAMBLE CO                 COM                 742718109                          851     16,140
PROCTER & GAMBLE CO                 COM                 742718109                          936     17,748
PROCTER & GAMBLE CO                 COM                 742718109                        1,101     20,870
PROCTER & GAMBLE CO                 COM                 742718109                        1,243     23,572
PROCTER & GAMBLE CO                 COM                 742718109                        1,366     25,893
PROCTER & GAMBLE CO                 COM                 742718109                        1,548     29,350
PROCTER & GAMBLE CO                 COM                 742718109                        1,571     29,785
PROCTER & GAMBLE CO                 COM                 742718109                        1,698     32,183
PROCTER & GAMBLE CO                 COM                 742718109                        1,728     32,764
PROCTER & GAMBLE CO                 COM                 742718109                        1,957     37,104
PROCTER & GAMBLE CO                 COM                 742718109                        1,969     37,332
PROCTER & GAMBLE CO                 COM                 742718109                        2,919     55,335
PROCTER & GAMBLE CO                 COM                 742718109                        3,147     59,658
PROCTER & GAMBLE CO                 COM                 742718109                        3,902     73,970
PROCTER & GAMBLE CO                 COM                 742718109                        4,716     89,400
PROCTER & GAMBLE CO                 COM                 742718109                        7,256    137,549
PROCTER & GAMBLE CO                 COM                 742718109                        8,075    153,076
PROCTER & GAMBLE CO                 COM                 742718109                        8,118    153,895
PROCTER & GAMBLE CO                 COM                 742718109                        8,700    164,929
PROCTER & GAMBLE CO                 COM                 742718109                       11,188    212,086
PROCTER & GAMBLE CO                 COM                 742718109                       12,626    239,360
PROGRESS ENERGY INC                 COM                 743263105                            6        140
PROGRESS ENERGY INC                 COM                 743263105                           27        595
PROGRESS ENERGY INC                 COM                 743263105                           34        757
PROGRESS ENERGY INC                 COM                 743263105                           41        900
PROGRESS ENERGY INC                 COM                 743263105                           72      1,600
PROGRESS ENERGY INC                 COM                 743263105                           77      1,700
PROGRESS ENERGY INC                 COM                 743263105                           77      1,703
PROGRESS ENERGY INC                 COM                 743263105                           78      1,732
PROGRESS ENERGY INC                 COM                 743263105                           97      2,150
PROGRESS ENERGY INC                 COM                 743263105                          113      2,496
PROGRESS ENERGY INC                 COM                 743263105                          160      3,540
PROGRESS ENERGY INC                 COM                 743263105                          177      3,910
PROGRESS ENERGY INC                 COM                 743263105                          179      3,950
PROGRESS ENERGY INC                 COM                 743263105                          285      6,290
PROGRESS ENERGY INC                 COM                 743263105                          452     10,000
PROGRESS ENERGY INC                 COM                 743263105                        1,002     22,150
PROGRESSIVE CORP OHIO               COM                 743315103                           20        200
PROGRESSIVE CORP OHIO               COM                 743315103                           20        200
PROGRESSIVE CORP OHIO               COM                 743315103                           22        220
PROGRESSIVE CORP OHIO               COM                 743315103                           69        700
PROGRESSIVE CORP OHIO               COM                 743315103                           81        820
PROGRESSIVE CORP OHIO               COM                 743315103                          128      1,300
PROGRESSIVE CORP OHIO               COM                 743315103                          144      1,460
PROGRESSIVE CORP OHIO               COM                 743315103                          165      1,672
PROGRESSIVE CORP OHIO               COM                 743315103                          166      1,680
PROGRESSIVE CORP OHIO               COM                 743315103                          189      1,909
PROGRESSIVE CORP OHIO               COM                 743315103                          208      2,100
PROGRESSIVE CORP OHIO               COM                 743315103                          227      2,300
PROGRESSIVE CORP OHIO               COM                 743315103                          290      2,930
PROGRESSIVE CORP OHIO               COM                 743315103                          297      3,005
PROGRESSIVE CORP OHIO               COM                 743315103                          324      3,280
PROGRESSIVE CORP OHIO               COM                 743315103                          471      4,770
PROGRESSIVE CORP OHIO               COM                 743315103                          692      7,000
PROGRESSIVE CORP OHIO               COM                 743315103                        1,344     13,600
PROGRESSIVE CORP OHIO               COM                 743315103                        1,983     20,070
PROLOGIS                            SH BEN INT          743410102                           28        700
PROLOGIS                            SH BEN INT          743410102                           52      1,300
PROLOGIS                            SH BEN INT          743410102                           58      1,440
PROLOGIS                            SH BEN INT          743410102                           76      1,900
PROLOGIS                            SH BEN INT          743410102                          106      2,640
PROLOGIS                            SH BEN INT          743410102                          109      2,700
PROLOGIS                            SH BEN INT          743410102                          643     15,980
PROTECTIVE LIFE CORP                COM                 743674103                           34        800
PROTECTIVE LIFE CORP                COM                 743674103                           97      2,300
PROTECTIVE LIFE CORP                COM                 743674103                          253      6,000
PRUDENTIAL FINL INC                 COM                 744320102                           13        205
PRUDENTIAL FINL INC                 COM                 744320102                           26        400
PRUDENTIAL FINL INC                 COM                 744320102                           26        400
PRUDENTIAL FINL INC                 COM                 744320102                           30        450
PRUDENTIAL FINL INC                 COM                 744320102                           74      1,130
PRUDENTIAL FINL INC                 COM                 744320102                           93      1,415
PRUDENTIAL FINL INC                 COM                 744320102                           98      1,500
PRUDENTIAL FINL INC                 COM                 744320102                          101      1,540
PRUDENTIAL FINL INC                 COM                 744320102                          238      3,631
PRUDENTIAL FINL INC                 COM                 744320102                          283      4,310
PRUDENTIAL FINL INC                 COM                 744320102                          309      4,700
PRUDENTIAL FINL INC                 COM                 744320102                          324      4,941
PRUDENTIAL FINL INC                 COM                 744320102                          404      6,150
PRUDENTIAL FINL INC                 COM                 744320102                          514      7,829
PRUDENTIAL FINL INC                 COM                 744320102                          542      8,257
PRUDENTIAL FINL INC                 COM                 744320102                          549      8,355
PRUDENTIAL FINL INC                 COM                 744320102                          591      9,000
PRUDENTIAL FINL INC                 COM                 744320102                          654      9,960
PRUDENTIAL FINL INC                 COM                 744320102                          703     10,706
PRUDENTIAL FINL INC                 COM                 744320102                          798     12,149
PRUDENTIAL FINL INC                 COM                 744320102                        1,254     19,100
PRUDENTIAL FINL INC                 COM                 744320102                        3,158     48,100
PRUDENTIAL FINL INC                 COM                 744320102                        4,157     63,310
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                           30        500
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                           32        525
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                           73      1,200
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                           79      1,300
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                          104      1,711
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                          127      2,080
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                          141      2,312
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                          210      3,450
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                          217      3,566
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                          246      4,043
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                          377      6,203
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                          572      9,400
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                        1,332     21,900
PUBLIC SVC ENTERPRISE GROUP         COM                 744573106                       15,205    250,000
PUGET ENERGY INC NEW                COM                 745310102                           77      3,300
PUGET ENERGY INC NEW                COM                 745310102                          198      8,480
PULTE HOMES INC                     COM                 745867101                           25        300
PULTE HOMES INC                     COM                 745867101                           59        700
PULTE HOMES INC                     COM                 745867101                           59        700
PULTE HOMES INC                     COM                 745867101                           59        700
PULTE HOMES INC                     COM                 745867101                           77        910
PULTE HOMES INC                     COM                 745867101                           84      1,000
PULTE HOMES INC                     COM                 745867101                           84      1,000
PULTE HOMES INC                     COM                 745867101                           90      1,070
PULTE HOMES INC                     COM                 745867101                          135      1,600
PULTE HOMES INC                     COM                 745867101                          135      1,600
PULTE HOMES INC                     COM                 745867101                          156      1,849
PULTE HOMES INC                     COM                 745867101                          227      2,700
PULTE HOMES INC                     COM                 745867101                          299      3,551
PULTE HOMES INC                     COM                 745867101                          438      5,200
PULTE HOMES INC                     COM                 745867101                          941     11,170
PULTE HOMES INC                     COM                 745867101                        1,839     21,832
QLOGIC CORP                         COM                 747277101                           20        637
QLOGIC CORP                         COM                 747277101                           23        730
QLOGIC CORP                         COM                 747277101                           31      1,000
QLOGIC CORP                         COM                 747277101                           34      1,100
QLOGIC CORP                         COM                 747277101                           43      1,400
QLOGIC CORP                         COM                 747277101                           46      1,500
QLOGIC CORP                         COM                 747277101                           50      1,619
QLOGIC CORP                         COM                 747277101                           68      2,200
QLOGIC CORP                         COM                 747277101                           93      3,000
QLOGIC CORP                         COM                 747277101                           96      3,100
QLOGIC CORP                         COM                 747277101                          291      9,440
QUALCOMM INC                        COM                 747525103                           23        700
QUALCOMM INC                        COM                 747525103                           40      1,200
QUALCOMM INC                        COM                 747525103                           45      1,358
QUALCOMM INC                        COM                 747525103                           51      1,550
QUALCOMM INC                        COM                 747525103                           51      1,560
QUALCOMM INC                        COM                 747525103                           53      1,600
QUALCOMM INC                        COM                 747525103                           59      1,800
QUALCOMM INC                        COM                 747525103                           72      2,183
QUALCOMM INC                        COM                 747525103                          142      4,300
QUALCOMM INC                        COM                 747525103                          155      4,710
QUALCOMM INC                        COM                 747525103                          159      4,827
QUALCOMM INC                        COM                 747525103                          162      4,900
QUALCOMM INC                        COM                 747525103                          180      5,460
QUALCOMM INC                        COM                 747525103                          185      5,590
QUALCOMM INC                        COM                 747525103                          257      7,800
QUALCOMM INC                        COM                 747525103                          352     10,660
QUALCOMM INC                        COM                 747525103                          374     11,330
QUALCOMM INC                        COM                 747525103                          386     11,700
QUALCOMM INC                        COM                 747525103                          455     13,780
QUALCOMM INC                        COM                 747525103                          510     15,446
QUALCOMM INC                        COM                 747525103                          525     15,912
QUALCOMM INC                        COM                 747525103                          619     18,750
QUALCOMM INC                        COM                 747525103                          672     20,368
QUALCOMM INC                        COM                 747525103                          704     21,322
QUALCOMM INC                        COM                 747525103                          811     24,568
QUALCOMM INC                        COM                 747525103                          828     25,088
QUALCOMM INC                        COM                 747525103                        1,078     32,655
QUALCOMM INC                        COM                 747525103                        1,093     33,121
QUALCOMM INC                        COM                 747525103                        1,268     38,411
QUALCOMM INC                        COM                 747525103                        1,951     59,100
QUALCOMM INC                        COM                 747525103                        5,180    156,910
QUEBECOR WORLD INC                  COM NON-VTG         748203106                           12        585
QUEBECOR WORLD INC                  COM NON-VTG         748203106                        1,061     53,989
QUESTAR CORP                        COM                 748356102                            2         29
QUESTAR CORP                        COM                 748356102                           51        776
QUESTAR CORP                        COM                 748356102                           66      1,000
QUESTAR CORP                        COM                 748356102                          105      1,600
QUESTAR CORP                        COM                 748356102                          185      2,800
QUESTAR CORP                        COM                 748356102                          502      7,620
QWEST COMMUNICATIONS INTL IN        COM                 749121109                            1        357
QWEST COMMUNICATIONS INTL IN        COM                 749121109                            2        500
QWEST COMMUNICATIONS INTL IN        COM                 749121109                            3        675
QWEST COMMUNICATIONS INTL IN        COM                 749121109                            3        709
QWEST COMMUNICATIONS INTL IN        COM                 749121109                           11      3,000
QWEST COMMUNICATIONS INTL IN        COM                 749121109                           14      3,700
QWEST COMMUNICATIONS INTL IN        COM                 749121109                           29      7,800
QWEST COMMUNICATIONS INTL IN        COM                 749121109                           30      8,100
QWEST COMMUNICATIONS INTL IN        COM                 749121109                           43     11,543
QWEST COMMUNICATIONS INTL IN        COM                 749121109                           53     14,360
QWEST COMMUNICATIONS INTL IN        COM                 749121109                           63     17,106
QWEST COMMUNICATIONS INTL IN        COM                 749121109                           81     21,700
QWEST COMMUNICATIONS INTL IN        COM                 749121109                           88     23,656
QWEST COMMUNICATIONS INTL IN        COM                 749121109                           96     25,930
QWEST COMMUNICATIONS INTL IN        COM                 749121109                          169     45,455
QWEST COMMUNICATIONS INTL IN        COM                 749121109                          225     60,600
QWEST COMMUNICATIONS INTL IN        COM                 749121109                          376    101,418
QWEST COMMUNICATIONS INTL IN        COM                 749121109                          709    191,010
RF MICRODEVICES INC                 COM                 749941100                           11      2,000
RF MICRODEVICES INC                 COM                 749941100                           24      4,433
RF MICRODEVICES INC                 COM                 749941100                           24      4,500
RF MICRODEVICES INC                 COM                 749941100                           54     10,000
RADIAN GROUP INC                    COM                 750236101                            5        100
RADIAN GROUP INC                    COM                 750236101                           42        900
RADIAN GROUP INC                    COM                 750236101                           52      1,100
RADIAN GROUP INC                    COM                 750236101                           71      1,500
RADIAN GROUP INC                    COM                 750236101                          151      3,200
RADIAN GROUP INC                    COM                 750236101                          400      8,480
RADIAN GROUP INC                    COM                 750236101                        1,305     27,632
RADIOSHACK CORP                     COM                 750438103                           11        480
RADIOSHACK CORP                     COM                 750438103                           27      1,168
RADIOSHACK CORP                     COM                 750438103                           29      1,260
RADIOSHACK CORP                     COM                 750438103                           39      1,679
RADIOSHACK CORP                     COM                 750438103                           44      1,900
RADIOSHACK CORP                     COM                 750438103                           55      2,359
RADIOSHACK CORP                     COM                 750438103                           56      2,405
RADIOSHACK CORP                     COM                 750438103                          121      5,206
RADIOSHACK CORP                     COM                 750438103                          123      5,300
RADIOSHACK CORP                     COM                 750438103                          314     13,550
RADIOSHACK CORP                     COM                 750438103                          396     17,090
RAMBUS INC DEL                      COM                 750917106                          268     20,000
RAMBUS INC DEL                      COM                 750917106                          268     20,000
RAMBUS INC DEL                      COM                 750917106                        1,789    133,700
RAND CAP CORP                       COM                 752185108                          334    249,207
RANDGOLD RES LTD                    ADR                 752344309                          141     10,000
RAYTHEON CO                         COM NEW             755111507                            4         90
RAYTHEON CO                         COM NEW             755111507                            9        220
RAYTHEON CO                         COM NEW             755111507                           10        250
RAYTHEON CO                         COM NEW             755111507                           12        300
RAYTHEON CO                         COM NEW             755111507                           18        460
RAYTHEON CO                         COM NEW             755111507                           20        500
RAYTHEON CO                         COM NEW             755111507                           57      1,450
RAYTHEON CO                         COM NEW             755111507                           60      1,540
RAYTHEON CO                         COM NEW             755111507                           78      2,000
RAYTHEON CO                         COM NEW             755111507                          133      3,398
RAYTHEON CO                         COM NEW             755111507                          144      3,670
RAYTHEON CO                         COM NEW             755111507                          171      4,378
RAYTHEON CO                         COM NEW             755111507                          198      5,050
RAYTHEON CO                         COM NEW             755111507                          208      5,320
RAYTHEON CO                         COM NEW             755111507                          258      6,600
RAYTHEON CO                         COM NEW             755111507                          262      6,705
RAYTHEON CO                         COM NEW             755111507                          267      6,833
RAYTHEON CO                         COM NEW             755111507                          452     11,548
RAYTHEON CO                         COM NEW             755111507                          614     15,700
RAYTHEON CO                         COM NEW             755111507                        1,092     27,925
RAYTHEON CO                         COM NEW             755111507                        1,630     41,660
RAYTHEON CO                         COM NEW             755111507                       12,032    307,570
RED HAT INC                         COM                 756577102                           26      2,000
RED HAT INC                         COM                 756577102                           29      2,230
RED HAT INC                         COM                 756577102                          183     14,000
RED HAT INC                         COM                 756577102                          184     14,045
REEBOK INTL LTD                     COM                 758110100                           15        350
REEBOK INTL LTD                     COM                 758110100                           17        410
REEBOK INTL LTD                     COM                 758110100                           20        470
REEBOK INTL LTD                     COM                 758110100                           33        800
REEBOK INTL LTD                     COM                 758110100                           48      1,150
REEBOK INTL LTD                     COM                 758110100                           52      1,255
REEBOK INTL LTD                     COM                 758110100                          380      9,084
REEBOK INTL LTD                     COM                 758110100                          460     11,000
REEBOK INTL LTD                     COM                 758110100                          610     14,580
REEBOK INTL LTD                     COM                 758110100                          681     16,275
REGENCY CTRS CORP                   COM                 758849103                          309      5,400
REGIS CORP MINN                     COM                 758932107                            4        100
REGIS CORP MINN                     COM                 758932107                          285      7,300
RENAL CARE GROUP INC                COM                 759930100                        1,710     37,100
RENAL CARE GROUP INC                COM                 759930100                        2,642     57,300
REPUBLIC SVCS INC                   COM                 760759100                           68      1,900
REPUBLIC SVCS INC                   COM                 760759100                           72      2,000
REPUBLIC SVCS INC                   COM                 760759100                          184      5,100
REPUBLIC SVCS INC                   COM                 760759100                          631     17,520
RESEARCH IN MOTION LTD              COM                 760975102                           11        145
RESEARCH IN MOTION LTD              COM                 760975102                           12        158
RESEARCH IN MOTION LTD              COM                 760975102                           94      1,275
RESEARCH IN MOTION LTD              COM                 760975102                          192      2,600
RESEARCH IN MOTION LTD              COM                 760975102                        1,741     23,600
RESEARCH IN MOTION LTD              COM                 760975102                        1,964     26,620
RESPIRONICS INC                     COM                 761230101                          325      9,000
REVLON INC                          CL A                761525500                           63     20,500
REYNOLDS AMERICAN INC               COM                 761713106                            6         75
REYNOLDS AMERICAN INC               COM                 761713106                            8        100
REYNOLDS AMERICAN INC               COM                 761713106                           10        133
REYNOLDS AMERICAN INC               COM                 761713106                           65        830
REYNOLDS AMERICAN INC               COM                 761713106                           67        846
REYNOLDS AMERICAN INC               COM                 761713106                           76        970
REYNOLDS AMERICAN INC               COM                 761713106                           78        990
REYNOLDS AMERICAN INC               COM                 761713106                          134      1,700
REYNOLDS AMERICAN INC               COM                 761713106                          138      1,750
REYNOLDS AMERICAN INC               COM                 761713106                          158      2,000
REYNOLDS AMERICAN INC               COM                 761713106                          221      2,800
REYNOLDS AMERICAN INC               COM                 761713106                          292      3,700
REYNOLDS AMERICAN INC               COM                 761713106                          816     10,360
RIO TINTO PLC                       SPONSORED ADR       767204100                           10         81
RIO TINTO PLC                       SPONSORED ADR       767204100                          363      2,980
RIO TINTO PLC                       SPONSORED ADR       767204100                        1,238     10,153
RITCHIE BROS AUCTIONEERS            COM                 767744105                            8        200
RITCHIE BROS AUCTIONEERS            COM                 767744105                        1,376     35,700
RITE AID CORP                       COM                 767754104                            3        700
RITE AID CORP                       COM                 767754104                           36      8,500
RITE AID CORP                       COM                 767754104                           42     10,000
ROBERT HALF INTL INC                COM                 770323103                            3        112
ROBERT HALF INTL INC                COM                 770323103                           30      1,220
ROBERT HALF INTL INC                COM                 770323103                           34      1,360
ROBERT HALF INTL INC                COM                 770323103                           42      1,698
ROBERT HALF INTL INC                COM                 770323103                           52      2,100
ROBERT HALF INTL INC                COM                 770323103                           62      2,500
ROBERT HALF INTL INC                COM                 770323103                           95      3,804
ROBERT HALF INTL INC                COM                 770323103                          142      5,700
ROBERT HALF INTL INC                COM                 770323103                          459     18,380
ROCKWELL AUTOMATION INC             COM                 773903109                            4         86
ROCKWELL AUTOMATION INC             COM                 773903109                           13        270
ROCKWELL AUTOMATION INC             COM                 773903109                           19        400
ROCKWELL AUTOMATION INC             COM                 773903109                           44        900
ROCKWELL AUTOMATION INC             COM                 773903109                           49      1,000
ROCKWELL AUTOMATION INC             COM                 773903109                           56      1,142
ROCKWELL AUTOMATION INC             COM                 773903109                           64      1,310
ROCKWELL AUTOMATION INC             COM                 773903109                           64      1,320
ROCKWELL AUTOMATION INC             COM                 773903109                           76      1,560
ROCKWELL AUTOMATION INC             COM                 773903109                           76      1,560
ROCKWELL AUTOMATION INC             COM                 773903109                          107      2,200
ROCKWELL AUTOMATION INC             COM                 773903109                          128      2,631
ROCKWELL AUTOMATION INC             COM                 773903109                          170      3,489
ROCKWELL AUTOMATION INC             COM                 773903109                          302      6,200
ROCKWELL AUTOMATION INC             COM                 773903109                          819     16,810
ROCKWELL AUTOMATION INC             COM                 773903109                        1,028     21,100
ROCKWELL COLLINS INC                COM                 774341101                           33        692
ROCKWELL COLLINS INC                COM                 774341101                           59      1,233
ROCKWELL COLLINS INC                COM                 774341101                           72      1,500
ROCKWELL COLLINS INC                COM                 774341101                           77      1,607
ROCKWELL COLLINS INC                COM                 774341101                          105      2,200
ROCKWELL COLLINS INC                COM                 774341101                          118      2,475
ROCKWELL COLLINS INC                COM                 774341101                          139      2,923
ROCKWELL COLLINS INC                COM                 774341101                          198      4,149
ROCKWELL COLLINS INC                COM                 774341101                          353      7,400
ROCKWELL COLLINS INC                COM                 774341101                          592     12,415
ROCKWELL COLLINS INC                COM                 774341101                          875     18,350
ROFIN SINAR TECHNOLOGIES INC        COM                 775043102                        1,959     59,735
ROGERS COMMUNICATIONS INC           CL B                775109200                          974     29,635
ROHM & HAAS CO                      COM                 775371107                            6        130
ROHM & HAAS CO                      COM                 775371107                           13        280
ROHM & HAAS CO                      COM                 775371107                           49      1,050
ROHM & HAAS CO                      COM                 775371107                           59      1,277
ROHM & HAAS CO                      COM                 775371107                           78      1,680
ROHM & HAAS CO                      COM                 775371107                           79      1,700
ROHM & HAAS CO                      COM                 775371107                           79      1,703
ROHM & HAAS CO                      COM                 775371107                           93      2,000
ROHM & HAAS CO                      COM                 775371107                          107      2,304
ROHM & HAAS CO                      COM                 775371107                          113      2,433
ROHM & HAAS CO                      COM                 775371107                          146      3,161
ROHM & HAAS CO                      COM                 775371107                          218      4,713
ROHM & HAAS CO                      COM                 775371107                          260      5,600
ROHM & HAAS CO                      COM                 775371107                          749     16,170
ROHM & HAAS CO                      COM                 775371107                        1,209     26,091
ROSS STORES INC                     COM                 778296103                           11        365
ROSS STORES INC                     COM                 778296103                           52      1,800
ROSS STORES INC                     COM                 778296103                          142      4,900
ROSS STORES INC                     COM                 778296103                          456     15,770
ROSTELECOM OPEN JT STK LNG D        SPONSORED ADR       778529107                          313     26,000
ROSTELECOM OPEN JT STK LNG D        SPONSORED ADR       778529107                          603     50,000
ROWAN COS INC                       COM                 779382100                            1         45
ROWAN COS INC                       COM                 779382100                           22        750
ROWAN COS INC                       COM                 779382100                           25        840
ROWAN COS INC                       COM                 779382100                           27        900
ROWAN COS INC                       COM                 779382100                           33      1,100
ROWAN COS INC                       COM                 779382100                           36      1,200
ROWAN COS INC                       COM                 779382100                           48      1,600
ROWAN COS INC                       COM                 779382100                          104      3,500
ROWAN COS INC                       COM                 779382100                          113      3,800
ROWAN COS INC                       COM                 779382100                          276      9,300
ROYAL BK CDA MONTREAL QUE           COM                 780087102                           34        550
ROYAL BK CDA MONTREAL QUE           COM                 780087102                          124      2,000
ROYAL BK CDA MONTREAL QUE           COM                 780087102                        2,014     32,500
ROYAL BK CDA MONTREAL QUE           COM                 780087102                       11,281    182,077
ROYAL BK SCOTLAND GROUP PLC         SP ADR L RP PF      780097788                          243     10,000
ROYAL BK SCOTLAND GROUP PLC         SP ADR L RP PF      780097788                          310     12,750
ROYAL BK SCOTLAND GROUP PLC         SPON ADR F          780097804                            8        300
ROYAL BK SCOTLAND GROUP PLC         SPON ADR F          780097804                          266     10,000
ROYAL BK SCOTLAND GROUP PLC         SP ADR I PRF I      780097861                           18        700
ROYAL BK SCOTLAND GROUP PLC         SP ADR I PRF I      780097861                        1,045     40,199
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                           11        176
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                           21        320
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                           23        350
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                           32        500
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                          123      1,900
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                          283      4,365
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                          463      7,130
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                          721     11,110
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                        2,269     34,965
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                        5,356     82,533
ROYAL DUTCH PETE CO                 NY REG EUR .56      780257804                        6,028     92,884
RYANAIR HLDGS PLC                   SPONSORED ADR       783513104                           16        348
RYANAIR HLDGS PLC                   SPONSORED ADR       783513104                           18        410
RYANAIR HLDGS PLC                   SPONSORED ADR       783513104                          565     12,600
RYDER SYS INC                       COM                 783549108                           16        430
RYDER SYS INC                       COM                 783549108                           19        510
RYDER SYS INC                       COM                 783549108                           21        570
RYDER SYS INC                       COM                 783549108                           26        700
RYDER SYS INC                       COM                 783549108                           37      1,003
RYDER SYS INC                       COM                 783549108                           58      1,597
RYDER SYS INC                       COM                 783549108                           66      1,800
RYDER SYS INC                       COM                 783549108                           81      2,200
RYDER SYS INC                       COM                 783549108                          205      5,600
SEI INVESTMENTS CO                  COM                 784117103                           34        900
SEI INVESTMENTS CO                  COM                 784117103                           97      2,600
SEI INVESTMENTS CO                  COM                 784117103                          319      8,540
SPX CORP                            COM                 784635104                            5        110
SPX CORP                            COM                 784635104                           41        900
SPX CORP                            COM                 784635104                          115      2,500
SPX CORP                            COM                 784635104                          369      8,020
SABRE HLDGS CORP                    CL A                785905100                            5        240
SABRE HLDGS CORP                    CL A                785905100                           22      1,090
SABRE HLDGS CORP                    CL A                785905100                           24      1,215
SABRE HLDGS CORP                    CL A                785905100                           29      1,461
SABRE HLDGS CORP                    CL A                785905100                           32      1,600
SABRE HLDGS CORP                    CL A                785905100                           39      1,950
SABRE HLDGS CORP                    CL A                785905100                           46      2,300
SABRE HLDGS CORP                    CL A                785905100                           52      2,600
SABRE HLDGS CORP                    CL A                785905100                           58      2,900
SABRE HLDGS CORP                    CL A                785905100                           61      3,034
SABRE HLDGS CORP                    CL A                785905100                           64      3,210
SABRE HLDGS CORP                    CL A                785905100                           73      3,653
SABRE HLDGS CORP                    CL A                785905100                           90      4,500
SABRE HLDGS CORP                    CL A                785905100                          228     11,410
SABRE HLDGS CORP                    CL A                785905100                          420     21,063
SAFECO CORP                         COM                 786429100                            8        148
SAFECO CORP                         COM                 786429100                           49        900
SAFECO CORP                         COM                 786429100                           51        930
SAFECO CORP                         COM                 786429100                           60      1,100
SAFECO CORP                         COM                 786429100                           66      1,210
SAFECO CORP                         COM                 786429100                           82      1,500
SAFECO CORP                         COM                 786429100                           87      1,600
SAFECO CORP                         COM                 786429100                          109      2,000
SAFECO CORP                         COM                 786429100                          116      2,133
SAFECO CORP                         COM                 786429100                          228      4,200
SAFECO CORP                         COM                 786429100                          694     12,767
SAFECO CORP                         COM                 786429100                          722     13,280
SAFEWAY INC                         COM NEW             786514208                           33      1,450
SAFEWAY INC                         COM NEW             786514208                           63      2,800
SAFEWAY INC                         COM NEW             786514208                           66      2,900
SAFEWAY INC                         COM NEW             786514208                           72      3,194
SAFEWAY INC                         COM NEW             786514208                           80      3,540
SAFEWAY INC                         COM NEW             786514208                           91      4,046
SAFEWAY INC                         COM NEW             786514208                          107      4,729
SAFEWAY INC                         COM NEW             786514208                          120      5,300
SAFEWAY INC                         COM NEW             786514208                          137      6,080
SAFEWAY INC                         COM NEW             786514208                          143      6,341
SAFEWAY INC                         COM NEW             786514208                          181      7,992
SAFEWAY INC                         COM NEW             786514208                          246     10,898
SAFEWAY INC                         COM NEW             786514208                          267     11,800
SAFEWAY INC                         COM NEW             786514208                          282     12,468
SAFEWAY INC                         COM NEW             786514208                          407     18,000
SAFEWAY INC                         COM NEW             786514208                          894     39,590
ST JOE CO                           COM                 790148100                           33        400
ST JOE CO                           COM                 790148100                           73        900
ST JOE CO                           COM                 790148100                           90      1,100
ST JOE CO                           COM                 790148100                           98      1,200
ST JOE CO                           COM                 790148100                          204      2,500
ST JOE CO                           COM                 790148100                          326      4,000
ST JOE CO                           COM                 790148100                          367      4,500
ST JOE CO                           COM                 790148100                          740      9,070
ST JUDE MED INC                     COM                 790849103                            6        145
ST JUDE MED INC                     COM                 790849103                           21        480
ST JUDE MED INC                     COM                 790849103                           22        500
ST JUDE MED INC                     COM                 790849103                           31        700
ST JUDE MED INC                     COM                 790849103                           35        800
ST JUDE MED INC                     COM                 790849103                           70      1,600
ST JUDE MED INC                     COM                 790849103                           74      1,700
ST JUDE MED INC                     COM                 790849103                           87      2,000
ST JUDE MED INC                     COM                 790849103                          116      2,656
ST JUDE MED INC                     COM                 790849103                          131      3,000
ST JUDE MED INC                     COM                 790849103                          133      3,050
ST JUDE MED INC                     COM                 790849103                          155      3,554
ST JUDE MED INC                     COM                 790849103                          196      4,500
ST JUDE MED INC                     COM                 790849103                          233      5,342
ST JUDE MED INC                     COM                 790849103                          237      5,430
ST JUDE MED INC                     COM                 790849103                          358      8,200
ST JUDE MED INC                     COM                 790849103                          606     13,900
ST JUDE MED INC                     COM                 790849103                          955     21,900
ST JUDE MED INC                     COM                 790849103                        1,237     28,360
ST JUDE MED INC                     COM                 790849103                        1,404     32,190
ST JUDE MED INC                     COM                 790849103                        1,448     33,200
ST PAUL TRAVELERS INC               COM                 792860108                            3         65
ST PAUL TRAVELERS INC               COM                 792860108                            6        145
ST PAUL TRAVELERS INC               COM                 792860108                            7        170
ST PAUL TRAVELERS INC               COM                 792860108                            7        171
ST PAUL TRAVELERS INC               COM                 792860108                            8        215
ST PAUL TRAVELERS INC               COM                 792860108                           20        500
ST PAUL TRAVELERS INC               COM                 792860108                           27        690
ST PAUL TRAVELERS INC               COM                 792860108                           28        700
ST PAUL TRAVELERS INC               COM                 792860108                           41      1,040
ST PAUL TRAVELERS INC               COM                 792860108                           79      2,000
ST PAUL TRAVELERS INC               COM                 792860108                           85      2,159
ST PAUL TRAVELERS INC               COM                 792860108                           86      2,180
ST PAUL TRAVELERS INC               COM                 792860108                          126      3,200
ST PAUL TRAVELERS INC               COM                 792860108                          187      4,729
ST PAUL TRAVELERS INC               COM                 792860108                          225      5,695
ST PAUL TRAVELERS INC               COM                 792860108                          255      6,459
ST PAUL TRAVELERS INC               COM                 792860108                          294      7,450
ST PAUL TRAVELERS INC               COM                 792860108                          315      7,964
ST PAUL TRAVELERS INC               COM                 792860108                          327      8,280
ST PAUL TRAVELERS INC               COM                 792860108                          335      8,468
ST PAUL TRAVELERS INC               COM                 792860108                          350      8,859
ST PAUL TRAVELERS INC               COM                 792860108                          383      9,693
ST PAUL TRAVELERS INC               COM                 792860108                          393      9,941
ST PAUL TRAVELERS INC               COM                 792860108                          394      9,969
ST PAUL TRAVELERS INC               COM                 792860108                          626     15,843
ST PAUL TRAVELERS INC               COM                 792860108                          771     19,499
ST PAUL TRAVELERS INC               COM                 792860108                          806     20,380
ST PAUL TRAVELERS INC               COM                 792860108                          941     23,800
ST PAUL TRAVELERS INC               COM                 792860108                        2,432     61,517
ST PAUL TRAVELERS INC               COM                 792860108                        4,685    118,525
SANMINA SCI CORP                    COM                 800907107                            3        540
SANMINA SCI CORP                    COM                 800907107                            4        816
SANMINA SCI CORP                    COM                 800907107                           22      3,945
SANMINA SCI CORP                    COM                 800907107                           22      4,000
SANMINA SCI CORP                    COM                 800907107                           22      4,060
SANMINA SCI CORP                    COM                 800907107                           23      4,120
SANMINA SCI CORP                    COM                 800907107                           32      5,821
SANMINA SCI CORP                    COM                 800907107                           33      6,000
SANMINA SCI CORP                    COM                 800907107                           42      7,700
SANMINA SCI CORP                    COM                 800907107                           71     13,040
SANMINA SCI CORP                    COM                 800907107                           91     16,600
SANMINA SCI CORP                    COM                 800907107                           95     17,300
SANMINA SCI CORP                    COM                 800907107                           97     17,700
SANMINA SCI CORP                    COM                 800907107                          174     31,763
SANMINA SCI CORP                    COM                 800907107                          252     46,040
SANMINA SCI CORP                    COM                 800907107                        1,060    193,750
SANMINA SCI CORP                    COM                 800907107                        1,913    349,710
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204                            0          1
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204                            1         25
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204                            5        115
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204                           13        310
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204                           29        680
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204                           69      1,600
SAP AKTIENGESELLSCHAFT              SPONSORED ADR       803054204                          979     22,610
SARA LEE CORP                       COM                 803111103                           16        800
SARA LEE CORP                       COM                 803111103                           20      1,000
SARA LEE CORP                       COM                 803111103                           21      1,050
SARA LEE CORP                       COM                 803111103                           54      2,750
SARA LEE CORP                       COM                 803111103                           59      2,990
SARA LEE CORP                       COM                 803111103                          110      5,550
SARA LEE CORP                       COM                 803111103                          128      6,480
SARA LEE CORP                       COM                 803111103                          152      7,655
SARA LEE CORP                       COM                 803111103                          183      9,250
SARA LEE CORP                       COM                 803111103                          228     11,492
SARA LEE CORP                       COM                 803111103                          234     11,807
SARA LEE CORP                       COM                 803111103                          386     19,496
SARA LEE CORP                       COM                 803111103                          511     25,782
SARA LEE CORP                       COM                 803111103                          545     27,500
SARA LEE CORP                       COM                 803111103                          742     37,458
SARA LEE CORP                       COM                 803111103                        1,512     76,320
SASOL LTD                           SPONSORED ADR       803866300                            1         51
SASOL LTD                           SPONSORED ADR       803866300                            3        115
SASOL LTD                           SPONSORED ADR       803866300                            8        288
SASOL LTD                           SPONSORED ADR       803866300                            8        309
SASOL LTD                           SPONSORED ADR       803866300                          264      9,800
SATYAM COMPUTER SERVICES LTD        ADR                 804098101                            1         52
SATYAM COMPUTER SERVICES LTD        ADR                 804098101                            3        102
SATYAM COMPUTER SERVICES LTD        ADR                 804098101                            3        117
SATYAM COMPUTER SERVICES LTD        ADR                 804098101                            8        315
SATYAM COMPUTER SERVICES LTD        ADR                 804098101                          208      8,000
SATYAM COMPUTER SERVICES LTD        ADR                 804098101                          788     30,300
SATYAM COMPUTER SERVICES LTD        ADR                 804098101                          827     31,798
SCHEIN HENRY INC                    COM                 806407102                            5        119
SCHEIN HENRY INC                    COM                 806407102                           42      1,000
SCHEIN HENRY INC                    COM                 806407102                          125      3,000
SCHEIN HENRY INC                    COM                 806407102                          274      6,605
SCHEIN HENRY INC                    COM                 806407102                          335      8,080
SCHERING PLOUGH CORP                COM                 806605101                            6        300
SCHERING PLOUGH CORP                COM                 806605101                           17        900
SCHERING PLOUGH CORP                COM                 806605101                           25      1,290
SCHERING PLOUGH CORP                COM                 806605101                           28      1,450
SCHERING PLOUGH CORP                COM                 806605101                           30      1,600
SCHERING PLOUGH CORP                COM                 806605101                           61      3,200
SCHERING PLOUGH CORP                COM                 806605101                           68      3,555
SCHERING PLOUGH CORP                COM                 806605101                           69      3,645
SCHERING PLOUGH CORP                COM                 806605101                           81      4,254
SCHERING PLOUGH CORP                COM                 806605101                           82      4,300
SCHERING PLOUGH CORP                COM                 806605101                           84      4,400
SCHERING PLOUGH CORP                COM                 806605101                           84      4,410
SCHERING PLOUGH CORP                COM                 806605101                           87      4,550
SCHERING PLOUGH CORP                COM                 806605101                          112      5,900
SCHERING PLOUGH CORP                COM                 806605101                          151      7,900
SCHERING PLOUGH CORP                COM                 806605101                          181      9,503
SCHERING PLOUGH CORP                COM                 806605101                          201     10,567
SCHERING PLOUGH CORP                COM                 806605101                          219     11,484
SCHERING PLOUGH CORP                COM                 806605101                          228     11,955
SCHERING PLOUGH CORP                COM                 806605101                          232     12,150
SCHERING PLOUGH CORP                COM                 806605101                          272     14,290
SCHERING PLOUGH CORP                COM                 806605101                          310     16,250
SCHERING PLOUGH CORP                COM                 806605101                          329     17,240
SCHERING PLOUGH CORP                COM                 806605101                          348     18,240
SCHERING PLOUGH CORP                COM                 806605101                          366     19,200
SCHERING PLOUGH CORP                COM                 806605101                          420     22,053
SCHERING PLOUGH CORP                COM                 806605101                          646     33,908
SCHERING PLOUGH CORP                COM                 806605101                          718     37,695
SCHERING PLOUGH CORP                COM                 806605101                          857     44,971
SCHERING PLOUGH CORP                COM                 806605101                        1,020     53,500
SCHERING PLOUGH CORP                COM                 806605101                        2,644    138,730
SCHLUMBERGER LTD                    COM                 806857108                           23        300
SCHLUMBERGER LTD                    COM                 806857108                           38        500
SCHLUMBERGER LTD                    COM                 806857108                           42        550
SCHLUMBERGER LTD                    COM                 806857108                          122      1,600
SCHLUMBERGER LTD                    COM                 806857108                          125      1,650
SCHLUMBERGER LTD                    COM                 806857108                          126      1,665
SCHLUMBERGER LTD                    COM                 806857108                          131      1,719
SCHLUMBERGER LTD                    COM                 806857108                          137      1,810
SCHLUMBERGER LTD                    COM                 806857108                          152      2,000
SCHLUMBERGER LTD                    COM                 806857108                          207      2,720
SCHLUMBERGER LTD                    COM                 806857108                          322      4,238
SCHLUMBERGER LTD                    COM                 806857108                          349      4,593
SCHLUMBERGER LTD                    COM                 806857108                          378      4,974
SCHLUMBERGER LTD                    COM                 806857108                          424      5,577
SCHLUMBERGER LTD                    COM                 806857108                          440      5,790
SCHLUMBERGER LTD                    COM                 806857108                          479      6,305
SCHLUMBERGER LTD                    COM                 806857108                          520      6,850
SCHLUMBERGER LTD                    COM                 806857108                          550      7,245
SCHLUMBERGER LTD                    COM                 806857108                          579      7,630
SCHLUMBERGER LTD                    COM                 806857108                          608      8,002
SCHLUMBERGER LTD                    COM                 806857108                          645      8,500
SCHLUMBERGER LTD                    COM                 806857108                          680      8,953
SCHLUMBERGER LTD                    COM                 806857108                          698      9,189
SCHLUMBERGER LTD                    COM                 806857108                          831     10,948
SCHLUMBERGER LTD                    COM                 806857108                        1,088     14,327
SCHLUMBERGER LTD                    COM                 806857108                        1,157     15,230
SCHLUMBERGER LTD                    COM                 806857108                        1,470     19,360
SCHLUMBERGER LTD                    COM                 806857108                        1,595     21,000
SCHLUMBERGER LTD                    COM                 806857108                        1,807     23,800
SCHLUMBERGER LTD                    COM                 806857108                        3,038     40,000
SCHLUMBERGER LTD                    COM                 806857108                        3,972     52,301
SCHLUMBERGER LTD                    COM                 806857108                        4,232     55,730
SCHLUMBERGER LTD                    COM                 806857108                        4,630     60,964
SCHLUMBERGER LTD                    COM                 806857108                        4,780     62,942
SCHLUMBERGER LTD                    COM                 806857108                       40,286    530,495
SCHWAB CHARLES CORP NEW             COM                 808513105                           11      1,000
SCHWAB CHARLES CORP NEW             COM                 808513105                           22      1,910
SCHWAB CHARLES CORP NEW             COM                 808513105                           29      2,600
SCHWAB CHARLES CORP NEW             COM                 808513105                           31      2,750
SCHWAB CHARLES CORP NEW             COM                 808513105                           36      3,205
SCHWAB CHARLES CORP NEW             COM                 808513105                           64      5,673
SCHWAB CHARLES CORP NEW             COM                 808513105                           67      5,900
SCHWAB CHARLES CORP NEW             COM                 808513105                           69      6,100
SCHWAB CHARLES CORP NEW             COM                 808513105                           79      6,983
SCHWAB CHARLES CORP NEW             COM                 808513105                           94      8,303
SCHWAB CHARLES CORP NEW             COM                 808513105                          116     10,310
SCHWAB CHARLES CORP NEW             COM                 808513105                          125     11,123
SCHWAB CHARLES CORP NEW             COM                 808513105                          193     17,147
SCHWAB CHARLES CORP NEW             COM                 808513105                          217     19,250
SCHWAB CHARLES CORP NEW             COM                 808513105                          277     24,550
SCHWAB CHARLES CORP NEW             COM                 808513105                          338     30,000
SCHWAB CHARLES CORP NEW             COM                 808513105                          460     40,775
SCHWAB CHARLES CORP NEW             COM                 808513105                          578     51,200
SCHWAB CHARLES CORP NEW             COM                 808513105                        1,383    122,640
SCIENTIFIC ATLANTA INC              COM                 808655104                           34      1,030
SCIENTIFIC ATLANTA INC              COM                 808655104                           40      1,210
SCIENTIFIC ATLANTA INC              COM                 808655104                           42      1,270
SCIENTIFIC ATLANTA INC              COM                 808655104                           50      1,500
SCIENTIFIC ATLANTA INC              COM                 808655104                           63      1,900
SCIENTIFIC ATLANTA INC              COM                 808655104                           67      2,000
SCIENTIFIC ATLANTA INC              COM                 808655104                           77      2,300
SCIENTIFIC ATLANTA INC              COM                 808655104                           77      2,300
SCIENTIFIC ATLANTA INC              COM                 808655104                           78      2,353
SCIENTIFIC ATLANTA INC              COM                 808655104                          142      4,275
SCIENTIFIC ATLANTA INC              COM                 808655104                          166      4,982
SCIENTIFIC ATLANTA INC              COM                 808655104                          170      5,100
SCIENTIFIC ATLANTA INC              COM                 808655104                          492     14,780
SCRIPPS E W CO OHIO                 CL A                811054204                           17        350
SCRIPPS E W CO OHIO                 CL A                811054204                           54      1,100
SCRIPPS E W CO OHIO                 CL A                811054204                          118      2,415
SCRIPPS E W CO OHIO                 CL A                811054204                          141      2,898
SCRIPPS E W CO OHIO                 CL A                811054204                          156      3,200
SCRIPPS E W CO OHIO                 CL A                811054204                          346      7,100
SCRIPPS E W CO OHIO                 CL A                811054204                          454      9,300
SCUDDER NEW ASIA FD INC             COM                 811183102                          192     12,000
SCUDDER NEW ASIA FD INC             COM                 811183102                          577     36,000
SEARS HLDGS CORP                    COM                 812350106                           30        200
SEARS HLDGS CORP                    COM                 812350106                           75        500
SEARS HLDGS CORP                    COM                 812350106                           75        500
SEARS HLDGS CORP                    COM                 812350106                           90        603
SEARS HLDGS CORP                    COM                 812350106                          108        720
SEARS HLDGS CORP                    COM                 812350106                          127        850
SEARS HLDGS CORP                    COM                 812350106                          128        851
SEARS HLDGS CORP                    COM                 812350106                          150      1,000
SEARS HLDGS CORP                    COM                 812350106                          178      1,186
SEARS HLDGS CORP                    COM                 812350106                          232      1,550
SEARS HLDGS CORP                    COM                 812350106                          262      1,747
SEARS HLDGS CORP                    COM                 812350106                          333      2,219
SEARS HLDGS CORP                    COM                 812350106                          345      2,300
SEARS HLDGS CORP                    COM                 812350106                          405      2,700
SEARS HLDGS CORP                    COM                 812350106                          670      4,471
SEARS HLDGS CORP                    COM                 812350106                        1,574     10,500
SEMICONDUCTOR HLDRS TR              DEP RCPT            816636203                           27        800
SEMICONDUCTOR HLDRS TR              DEP RCPT            816636203                          188      5,570
SEMICONDUCTOR HLDRS TR              DEP RCPT            816636203                          279      8,300
SEMICONDUCTOR HLDRS TR              DEP RCPT            816636203                          337     10,000
SEMICONDUCTOR HLDRS TR              DEP RCPT            816636203                          805     23,900
SEMPRA ENERGY                       COM                 816851109                            2         40
SEMPRA ENERGY                       COM                 816851109                            6        145
SEMPRA ENERGY                       COM                 816851109                           15        370
SEMPRA ENERGY                       COM                 816851109                           71      1,720
SEMPRA ENERGY                       COM                 816851109                           84      2,030
SEMPRA ENERGY                       COM                 816851109                           97      2,357
SEMPRA ENERGY                       COM                 816851109                          116      2,800
SEMPRA ENERGY                       COM                 816851109                          139      3,375
SEMPRA ENERGY                       COM                 816851109                          150      3,628
SEMPRA ENERGY                       COM                 816851109                          165      3,990
SEMPRA ENERGY                       COM                 816851109                          261      6,325
SEMPRA ENERGY                       COM                 816851109                          405      9,800
SEMPRA ENERGY                       COM                 816851109                          463     11,200
SEMPRA ENERGY                       COM                 816851109                          877     21,230
SEPRACOR INC                        COM                 817315104                           16        273
SEPRACOR INC                        COM                 817315104                           24        400
SEPRACOR INC                        COM                 817315104                           24        400
SEPRACOR INC                        COM                 817315104                           60      1,000
SEPRACOR INC                        COM                 817315104                           72      1,200
SEPRACOR INC                        COM                 817315104                           75      1,242
SEPRACOR INC                        COM                 817315104                          210      3,500
SEPRACOR INC                        COM                 817315104                          570      9,500
SERVICE CORP INTL                   COM                 817565104                            1        164
SERVICE CORP INTL                   COM                 817565104                           14      1,700
SERVICE CORP INTL                   COM                 817565104                           40      5,000
SERVICE CORP INTL                   COM                 817565104                           48      6,000
SERVICE CORP INTL                   COM                 817565104                           56      6,990
SHELL TRANS & TRADING PLC           ADR NY SHS NEW      822703609                          394      6,778
SHERWIN WILLIAMS CO                 COM                 824348106                           48      1,014
SHERWIN WILLIAMS CO                 COM                 824348106                           52      1,100
SHERWIN WILLIAMS CO                 COM                 824348106                           53      1,130
SHERWIN WILLIAMS CO                 COM                 824348106                           54      1,156
SHERWIN WILLIAMS CO                 COM                 824348106                           80      1,700
SHERWIN WILLIAMS CO                 COM                 824348106                           89      1,896
SHERWIN WILLIAMS CO                 COM                 824348106                           97      2,050
SHERWIN WILLIAMS CO                 COM                 824348106                          221      4,700
SHERWIN WILLIAMS CO                 COM                 824348106                          597     12,670
SHERWIN WILLIAMS CO                 COM                 824348106                        1,390     29,513
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100                            2         32
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100                           50        960
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100                           99      1,890
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100                          142      2,700
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100                          298      5,680
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100                          656     12,510
SHINHAN FINANCIAL GROUP CO L        SPN ADR RESTRD      824596100                          923     17,600
SIEBEL SYS INC                      COM                 826170102                            2        262
SIEBEL SYS INC                      COM                 826170102                            3        298
SIEBEL SYS INC                      COM                 826170102                           13      1,500
SIEBEL SYS INC                      COM                 826170102                           27      3,000
SIEBEL SYS INC                      COM                 826170102                           29      3,269
SIEBEL SYS INC                      COM                 826170102                           36      4,000
SIEBEL SYS INC                      COM                 826170102                           38      4,261
SIEBEL SYS INC                      COM                 826170102                           45      5,000
SIEBEL SYS INC                      COM                 826170102                           53      6,000
SIEBEL SYS INC                      COM                 826170102                           66      7,437
SIEBEL SYS INC                      COM                 826170102                          141     15,793
SIEBEL SYS INC                      COM                 826170102                          150     16,800
SIEBEL SYS INC                      COM                 826170102                          441     49,560
SIEMENS A G                         SPONSORED ADR       826197501                            4         52
SIEMENS A G                         SPONSORED ADR       826197501                            5         69
SIEMENS A G                         SPONSORED ADR       826197501                           17        235
SIEMENS A G                         SPONSORED ADR       826197501                           22        300
SIEMENS A G                         SPONSORED ADR       826197501                           54        750
SIEMENS A G                         SPONSORED ADR       826197501                          139      1,918
SIERRA HEALTH SVCS INC              COM                 826322109                            6         77
SIERRA HEALTH SVCS INC              COM                 826322109                          463      6,480
SIGMA ALDRICH CORP                  COM                 826552101                           28        500
SIGMA ALDRICH CORP                  COM                 826552101                           31        550
SIGMA ALDRICH CORP                  COM                 826552101                           34        600
SIGMA ALDRICH CORP                  COM                 826552101                           34        610
SIGMA ALDRICH CORP                  COM                 826552101                           45        800
SIGMA ALDRICH CORP                  COM                 826552101                           56      1,000
SIGMA ALDRICH CORP                  COM                 826552101                           56      1,000
SIGMA ALDRICH CORP                  COM                 826552101                           73      1,300
SIGMA ALDRICH CORP                  COM                 826552101                           79      1,407
SIGMA ALDRICH CORP                  COM                 826552101                          129      2,300
SIGMA ALDRICH CORP                  COM                 826552101                          367      6,550
SIGMA ALDRICH CORP                  COM                 826552101                          414      7,380
SILICON GRAPHICS INC                COM                 827056102                            0        136
SILICON GRAPHICS INC                COM                 827056102                            1      1,200
SILICON GRAPHICS INC                COM                 827056102                           28     40,000
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864                            0         64
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864                            1        229
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864                            1        268
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864                            2        392
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864                        2,524    514,137
SILICONWARE PRECISION INDS L        SPONSD ADR SPL      827084864                        4,533    923,149
SIMON PPTY GROUP INC NEW            COM                 828806109                           14        190
SIMON PPTY GROUP INC NEW            COM                 828806109                           36        500
SIMON PPTY GROUP INC NEW            COM                 828806109                           47        650
SIMON PPTY GROUP INC NEW            COM                 828806109                          109      1,497
SIMON PPTY GROUP INC NEW            COM                 828806109                          127      1,750
SIMON PPTY GROUP INC NEW            COM                 828806109                          154      2,125
SIMON PPTY GROUP INC NEW            COM                 828806109                          187      2,584
SIMON PPTY GROUP INC NEW            COM                 828806109                          232      3,201
SIMON PPTY GROUP INC NEW            COM                 828806109                          467      6,449
SIMON PPTY GROUP INC NEW            COM                 828806109                          594      8,199
SIMON PPTY GROUP INC NEW            COM                 828806109                        1,522     20,990
SMART & FINAL INC                   COM                 831683107                        2,940    240,000
SMITH INTL INC                      COM                 832110100                           10        150
SMITH INTL INC                      COM                 832110100                           23        355
SMITH INTL INC                      COM                 832110100                           76      1,200
SMITH INTL INC                      COM                 832110100                          156      2,449
SMITH INTL INC                      COM                 832110100                          223      3,500
SMITH INTL INC                      COM                 832110100                          680     10,670
SMITHFIELD FOODS INC                COM                 832248108                           14        500
SMITHFIELD FOODS INC                COM                 832248108                           17        625
SMITHFIELD FOODS INC                COM                 832248108                           35      1,300
SMITHFIELD FOODS INC                COM                 832248108                          101      3,700
SMITHFIELD FOODS INC                COM                 832248108                          262      9,600
SMUCKER J M CO                      COM NEW             832696405                            0          2
SMUCKER J M CO                      COM NEW             832696405                            0          3
SMUCKER J M CO                      COM NEW             832696405                            3         64
SMUCKER J M CO                      COM NEW             832696405                           57      1,222
SMUCKER J M CO                      COM NEW             832696405                          190      4,048
SMURFIT-STONE CONTAINER CORP        COM                 832727101                            4        345
SMURFIT-STONE CONTAINER CORP        COM                 832727101                           14      1,350
SMURFIT-STONE CONTAINER CORP        COM                 832727101                           22      2,200
SMURFIT-STONE CONTAINER CORP        COM                 832727101                           64      6,300
SMURFIT-STONE CONTAINER CORP        COM                 832727101                          101      9,900
SMURFIT-STONE CONTAINER CORP        COM                 832727101                          114     11,240
SMURFIT-STONE CONTAINER CORP        COM                 832727101                          181     17,760
SOLECTRON CORP                      COM                 834182107                           17      4,435
SOLECTRON CORP                      COM                 834182107                           21      5,478
SOLECTRON CORP                      COM                 834182107                           22      5,700
SOLECTRON CORP                      COM                 834182107                           23      6,000
SOLECTRON CORP                      COM                 834182107                           29      7,610
SOLECTRON CORP                      COM                 834182107                           36      9,590
SOLECTRON CORP                      COM                 834182107                           37      9,656
SOLECTRON CORP                      COM                 834182107                           39     10,356
SOLECTRON CORP                      COM                 834182107                           44     11,500
SOLECTRON CORP                      COM                 834182107                           49     12,987
SOLECTRON CORP                      COM                 834182107                           57     15,054
SOLECTRON CORP                      COM                 834182107                           76     20,053
SOLECTRON CORP                      COM                 834182107                          122     32,100
SOLECTRON CORP                      COM                 834182107                          223     58,925
SOLECTRON CORP                      COM                 834182107                          354     93,280
SONY CORP                           ADR NEW             835699307                            2         60
SONY CORP                           ADR NEW             835699307                           21        600
SONY CORP                           ADR NEW             835699307                           29        850
SONY CORP                           ADR NEW             835699307                           45      1,300
SONY CORP                           ADR NEW             835699307                          124      3,600
SONY CORP                           ADR NEW             835699307                          127      3,699
SONY CORP                           ADR NEW             835699307                        2,370     68,807
SONY CORP                           ADR NEW             835699307                        4,500    130,650
SOUTHERN CO                         COM                 842587107                            3         85
SOUTHERN CO                         COM                 842587107                           24        700
SOUTHERN CO                         COM                 842587107                           24        700
SOUTHERN CO                         COM                 842587107                           24        700
SOUTHERN CO                         COM                 842587107                           27        790
SOUTHERN CO                         COM                 842587107                           76      2,200
SOUTHERN CO                         COM                 842587107                           87      2,500
SOUTHERN CO                         COM                 842587107                          139      4,000
SOUTHERN CO                         COM                 842587107                          186      5,361
SOUTHERN CO                         COM                 842587107                          212      6,120
SOUTHERN CO                         COM                 842587107                          213      6,140
SOUTHERN CO                         COM                 842587107                          247      7,128
SOUTHERN CO                         COM                 842587107                          293      8,450
SOUTHERN CO                         COM                 842587107                          298      8,597
SOUTHERN CO                         COM                 842587107                          343      9,881
SOUTHERN CO                         COM                 842587107                          393     11,324
SOUTHERN CO                         COM                 842587107                          468     13,500
SOUTHERN CO                         COM                 842587107                          648     18,684
SOUTHERN CO                         COM                 842587107                          905     26,100
SOUTHERN CO                         COM                 842587107                        2,417     69,720
SOUTHERN CO                         COM                 842587107                        3,821    110,206
SOUTHERN CO                         COM                 842587107                        4,667    134,611
SOUTHERN CO                         COM                 842587107                      137,117  3,954,924
SOUTHWEST AIRLS CO                  COM                 844741108                            2        140
SOUTHWEST AIRLS CO                  COM                 844741108                           15      1,100
SOUTHWEST AIRLS CO                  COM                 844741108                           17      1,230
SOUTHWEST AIRLS CO                  COM                 844741108                           24      1,750
SOUTHWEST AIRLS CO                  COM                 844741108                           54      3,900
SOUTHWEST AIRLS CO                  COM                 844741108                           56      4,000
SOUTHWEST AIRLS CO                  COM                 844741108                           71      5,062
SOUTHWEST AIRLS CO                  COM                 844741108                           73      5,254
SOUTHWEST AIRLS CO                  COM                 844741108                           86      6,150
SOUTHWEST AIRLS CO                  COM                 844741108                           90      6,486
SOUTHWEST AIRLS CO                  COM                 844741108                          155     11,102
SOUTHWEST AIRLS CO                  COM                 844741108                          160     11,500
SOUTHWEST AIRLS CO                  COM                 844741108                          218     15,674
SOUTHWEST AIRLS CO                  COM                 844741108                          433     31,100
SOUTHWEST AIRLS CO                  COM                 844741108                        1,014     72,790
SOUTHWEST AIRLS CO                  COM                 844741108                        2,603    186,845
SOVEREIGN BANCORP INC               COM                 845905108                            5        225
SOVEREIGN BANCORP INC               COM                 845905108                           53      2,360
SOVEREIGN BANCORP INC               COM                 845905108                           67      3,000
SOVEREIGN BANCORP INC               COM                 845905108                           69      3,100
SOVEREIGN BANCORP INC               COM                 845905108                           70      3,140
SOVEREIGN BANCORP INC               COM                 845905108                           74      3,320
SOVEREIGN BANCORP INC               COM                 845905108                           94      4,200
SOVEREIGN BANCORP INC               COM                 845905108                           95      4,250
SOVEREIGN BANCORP INC               COM                 845905108                          118      5,300
SOVEREIGN BANCORP INC               COM                 845905108                          223     10,000
SOVEREIGN BANCORP INC               COM                 845905108                          340     15,200
SOVEREIGN BANCORP INC               COM                 845905108                          710     31,780
SPEEDUS CORP                        COM                 847723103                           29     20,000
SPRINT CORP                         COM FON             852061100                            3        115
SPRINT CORP                         COM FON             852061100                            4        165
SPRINT CORP                         COM FON             852061100                            8        300
SPRINT CORP                         COM FON             852061100                            9        375
SPRINT CORP                         COM FON             852061100                            9        375
SPRINT CORP                         COM FON             852061100                           16        625
SPRINT CORP                         COM FON             852061100                           18        700
SPRINT CORP                         COM FON             852061100                           20        800
SPRINT CORP                         COM FON             852061100                           25      1,000
SPRINT CORP                         COM FON             852061100                           28      1,100
SPRINT CORP                         COM FON             852061100                           31      1,250
SPRINT CORP                         COM FON             852061100                           50      2,000
SPRINT CORP                         COM FON             852061100                           73      2,900
SPRINT CORP                         COM FON             852061100                           95      3,800
SPRINT CORP                         COM FON             852061100                          102      4,080
SPRINT CORP                         COM FON             852061100                          143      5,700
SPRINT CORP                         COM FON             852061100                          176      7,000
SPRINT CORP                         COM FON             852061100                          176      7,000
SPRINT CORP                         COM FON             852061100                          264     10,528
SPRINT CORP                         COM FON             852061100                          286     11,395
SPRINT CORP                         COM FON             852061100                          308     12,280
SPRINT CORP                         COM FON             852061100                          314     12,500
SPRINT CORP                         COM FON             852061100                          353     14,057
SPRINT CORP                         COM FON             852061100                          391     15,600
SPRINT CORP                         COM FON             852061100                          542     21,600
SPRINT CORP                         COM FON             852061100                          563     22,450
SPRINT CORP                         COM FON             852061100                          861     34,301
SPRINT CORP                         COM FON             852061100                        1,301     51,839
SPRINT CORP                         COM FON             852061100                        1,307     52,100
SPRINT CORP                         COM FON             852061100                        1,355     54,025
SPRINT CORP                         COM FON             852061100                        3,236    128,985
SPRINT CORP                         COM FON             852061100                       10,789    430,000
STANDARD MTR PRODS INC              COM                 853666105                       12,877    975,502
STANLEY WKS                         COM                 854616109                            6        130
STANLEY WKS                         COM                 854616109                           15        320
STANLEY WKS                         COM                 854616109                           26        580
STANLEY WKS                         COM                 854616109                           30        650
STANLEY WKS                         COM                 854616109                           36        800
STANLEY WKS                         COM                 854616109                           41        900
STANLEY WKS                         COM                 854616109                           55      1,200
STANLEY WKS                         COM                 854616109                           59      1,300
STANLEY WKS                         COM                 854616109                          123      2,700
STANLEY WKS                         COM                 854616109                          198      4,338
STANLEY WKS                         COM                 854616109                          319      7,000
STANLEY WKS                         COM                 854616109                          362      7,950
STAPLES INC                         COM                 855030102                           12        574
STAPLES INC                         COM                 855030102                           13        600
STAPLES INC                         COM                 855030102                           21        970
STAPLES INC                         COM                 855030102                           28      1,330
STAPLES INC                         COM                 855030102                           30      1,400
STAPLES INC                         COM                 855030102                           64      3,000
STAPLES INC                         COM                 855030102                           67      3,150
STAPLES INC                         COM                 855030102                           90      4,250
STAPLES INC                         COM                 855030102                          117      5,499
STAPLES INC                         COM                 855030102                          131      6,160
STAPLES INC                         COM                 855030102                          153      7,186
STAPLES INC                         COM                 855030102                          167      7,860
STAPLES INC                         COM                 855030102                          225     10,575
STAPLES INC                         COM                 855030102                          227     10,657
STAPLES INC                         COM                 855030102                          236     11,089
STAPLES INC                         COM                 855030102                          377     17,706
STAPLES INC                         COM                 855030102                          615     28,870
STAPLES INC                         COM                 855030102                          960     45,079
STAPLES INC                         COM                 855030102                          964     45,298
STAPLES INC                         COM                 855030102                        1,472     69,135
STARBUCKS CORP                      COM                 855244109                            7        130
STARBUCKS CORP                      COM                 855244109                           15        300
STARBUCKS CORP                      COM                 855244109                           21        400
STARBUCKS CORP                      COM                 855244109                           23        450
STARBUCKS CORP                      COM                 855244109                           27        520
STARBUCKS CORP                      COM                 855244109                           52      1,000
STARBUCKS CORP                      COM                 855244109                           62      1,200
STARBUCKS CORP                      COM                 855244109                           66      1,270
STARBUCKS CORP                      COM                 855244109                          119      2,300
STARBUCKS CORP                      COM                 855244109                          143      2,763
STARBUCKS CORP                      COM                 855244109                          173      3,350
STARBUCKS CORP                      COM                 855244109                          186      3,597
STARBUCKS CORP                      COM                 855244109                          194      3,755
STARBUCKS CORP                      COM                 855244109                          232      4,500
STARBUCKS CORP                      COM                 855244109                          245      4,752
STARBUCKS CORP                      COM                 855244109                          253      4,902
STARBUCKS CORP                      COM                 855244109                          302      5,850
STARBUCKS CORP                      COM                 855244109                          317      6,131
STARBUCKS CORP                      COM                 855244109                          368      7,130
STARBUCKS CORP                      COM                 855244109                          476      9,219
STARBUCKS CORP                      COM                 855244109                          728     14,100
STARBUCKS CORP                      COM                 855244109                        1,253     24,250
STARBUCKS CORP                      COM                 855244109                        1,875     36,300
STATE STR CORP                      COM                 857477103                            2         40
STATE STR CORP                      COM                 857477103                           25        510
STATE STR CORP                      COM                 857477103                           29        600
STATE STR CORP                      COM                 857477103                           36        750
STATE STR CORP                      COM                 857477103                           77      1,600
STATE STR CORP                      COM                 857477103                           77      1,600
STATE STR CORP                      COM                 857477103                           82      1,700
STATE STR CORP                      COM                 857477103                           84      1,745
STATE STR CORP                      COM                 857477103                          113      2,339
STATE STR CORP                      COM                 857477103                          133      2,760
STATE STR CORP                      COM                 857477103                          154      3,191
STATE STR CORP                      COM                 857477103                          155      3,216
STATE STR CORP                      COM                 857477103                          157      3,259
STATE STR CORP                      COM                 857477103                          210      4,350
STATE STR CORP                      COM                 857477103                          231      4,791
STATE STR CORP                      COM                 857477103                          333      6,911
STATE STR CORP                      COM                 857477103                          622     12,900
STATE STR CORP                      COM                 857477103                        1,456     30,170
STATION CASINOS INC                 COM                 857689103                           19        293
STATION CASINOS INC                 COM                 857689103                           40        600
STATION CASINOS INC                 COM                 857689103                          113      1,700
STATION CASINOS INC                 COM                 857689103                          286      4,300
STERLING BANCORP                    COM                 859158107                          673     31,507
STMICROELECTRONICS N V              NY REGISTRY         861012102                            5        290
STMICROELECTRONICS N V              NY REGISTRY         861012102                           13        800
STMICROELECTRONICS N V              NY REGISTRY         861012102                           32      2,000
STMICROELECTRONICS N V              NY REGISTRY         861012102                           60      3,795
STMICROELECTRONICS N V              NY REGISTRY         861012102                          204     12,785
STORAGE TECHNOLOGY CORP             COM PAR $0.10       862111200                            2         55
STORAGE TECHNOLOGY CORP             COM PAR $0.10       862111200                           83      2,300
STORAGE TECHNOLOGY CORP             COM PAR $0.10       862111200                          134      3,700
STORAGE TECHNOLOGY CORP             COM PAR $0.10       862111200                          393     10,820
STORAGE TECHNOLOGY CORP             COM PAR $0.10       862111200                        1,448     39,900
STORAGE TECHNOLOGY CORP             COM PAR $0.10       862111200                        2,802     77,200
STRYKER CORP                        COM                 863667101                           12        255
STRYKER CORP                        COM                 863667101                           26        550
STRYKER CORP                        COM                 863667101                           40        845
STRYKER CORP                        COM                 863667101                           62      1,300
STRYKER CORP                        COM                 863667101                           67      1,400
STRYKER CORP                        COM                 863667101                          126      2,658
STRYKER CORP                        COM                 863667101                          133      2,800
STRYKER CORP                        COM                 863667101                          138      2,900
STRYKER CORP                        COM                 863667101                          151      3,180
STRYKER CORP                        COM                 863667101                          173      3,634
STRYKER CORP                        COM                 863667101                          194      4,084
STRYKER CORP                        COM                 863667101                          205      4,300
STRYKER CORP                        COM                 863667101                          274      5,770
STRYKER CORP                        COM                 863667101                          401      8,430
STRYKER CORP                        COM                 863667101                          580     12,200
STRYKER CORP                        COM                 863667101                          654     13,746
STRYKER CORP                        COM                 863667101                          666     14,000
STRYKER CORP                        COM                 863667101                          783     16,465
STRYKER CORP                        COM                 863667101                        1,081     22,738
STRYKER CORP                        COM                 863667101                        1,323     27,820
STRYKER CORP                        COM                 863667101                       10,404    218,748
SUN LIFE FINL INC                   COM                 866796105                          131      3,900
SUN LIFE FINL INC                   COM                 866796105                        4,011    119,022
SUN MICROSYSTEMS INC                COM                 866810104                            1        278
SUN MICROSYSTEMS INC                COM                 866810104                            2        660
SUN MICROSYSTEMS INC                COM                 866810104                           10      2,600
SUN MICROSYSTEMS INC                COM                 866810104                           16      4,310
SUN MICROSYSTEMS INC                COM                 866810104                           18      4,720
SUN MICROSYSTEMS INC                COM                 866810104                           18      4,760
SUN MICROSYSTEMS INC                COM                 866810104                           24      6,400
SUN MICROSYSTEMS INC                COM                 866810104                           49     13,030
SUN MICROSYSTEMS INC                COM                 866810104                           51     13,800
SUN MICROSYSTEMS INC                COM                 866810104                           53     14,300
SUN MICROSYSTEMS INC                COM                 866810104                           62     16,600
SUN MICROSYSTEMS INC                COM                 866810104                           77     20,600
SUN MICROSYSTEMS INC                COM                 866810104                           85     22,804
SUN MICROSYSTEMS INC                COM                 866810104                           93     25,046
SUN MICROSYSTEMS INC                COM                 866810104                          102     27,320
SUN MICROSYSTEMS INC                COM                 866810104                          106     28,460
SUN MICROSYSTEMS INC                COM                 866810104                          124     33,175
SUN MICROSYSTEMS INC                COM                 866810104                          150     40,337
SUN MICROSYSTEMS INC                COM                 866810104                          166     44,613
SUN MICROSYSTEMS INC                COM                 866810104                          178     47,600
SUN MICROSYSTEMS INC                COM                 866810104                          178     47,755
SUN MICROSYSTEMS INC                COM                 866810104                          190     51,023
SUN MICROSYSTEMS INC                COM                 866810104                          292     78,166
SUN MICROSYSTEMS INC                COM                 866810104                          373    100,117
SUN MICROSYSTEMS INC                COM                 866810104                          539    144,600
SUN MICROSYSTEMS INC                COM                 866810104                          765    204,976
SUN MICROSYSTEMS INC                COM                 866810104                        1,138    304,960
SUNCOR ENERGY INC                   COM                 867229106                          185      3,900
SUNCOR ENERGY INC                   COM                 867229106                          710     15,000
SUNCOR ENERGY INC                   COM                 867229106                        2,238     47,302
SUNCOR ENERGY INC                   COM                 867229106                        7,216    152,500
SUNGARD DATA SYS INC                COM                 867363103                           16        450
SUNGARD DATA SYS INC                COM                 867363103                           42      1,200
SUNGARD DATA SYS INC                COM                 867363103                           49      1,400
SUNGARD DATA SYS INC                COM                 867363103                           70      2,000
SUNGARD DATA SYS INC                COM                 867363103                           73      2,064
SUNGARD DATA SYS INC                COM                 867363103                           74      2,100
SUNGARD DATA SYS INC                COM                 867363103                           80      2,280
SUNGARD DATA SYS INC                COM                 867363103                           90      2,565
SUNGARD DATA SYS INC                COM                 867363103                          145      4,126
SUNGARD DATA SYS INC                COM                 867363103                          156      4,434
SUNGARD DATA SYS INC                COM                 867363103                          209      5,930
SUNGARD DATA SYS INC                COM                 867363103                          244      6,924
SUNGARD DATA SYS INC                COM                 867363103                          405     11,526
SUNGARD DATA SYS INC                COM                 867363103                          960     27,300
SUNGARD DATA SYS INC                COM                 867363103                        1,734     49,300
SUNGARD DATA SYS INC                COM                 867363103                        3,232     91,900
SUNTRUST BKS INC                    COM                 867914103                            2         25
SUNTRUST BKS INC                    COM                 867914103                           22        300
SUNTRUST BKS INC                    COM                 867914103                           26        360
SUNTRUST BKS INC                    COM                 867914103                           29        400
SUNTRUST BKS INC                    COM                 867914103                           78      1,080
SUNTRUST BKS INC                    COM                 867914103                           79      1,100
SUNTRUST BKS INC                    COM                 867914103                          177      2,449
SUNTRUST BKS INC                    COM                 867914103                          212      2,940
SUNTRUST BKS INC                    COM                 867914103                          234      3,246
SUNTRUST BKS INC                    COM                 867914103                          238      3,291
SUNTRUST BKS INC                    COM                 867914103                          300      4,150
SUNTRUST BKS INC                    COM                 867914103                          374      5,182
SUNTRUST BKS INC                    COM                 867914103                          380      5,262
SUNTRUST BKS INC                    COM                 867914103                          420      5,812
SUNTRUST BKS INC                    COM                 867914103                          608      8,415
SUNTRUST BKS INC                    COM                 867914103                          917     12,700
SUNTRUST BKS INC                    COM                 867914103                        1,054     14,586
SUNTRUST BKS INC                    COM                 867914103                        1,832     25,365
SUNTRUST BKS INC                    COM                 867914103                        2,420     33,493
SUPERVALU INC                       COM                 868536103                            1         30
SUPERVALU INC                       COM                 868536103                           31        960
SUPERVALU INC                       COM                 868536103                           35      1,080
SUPERVALU INC                       COM                 868536103                           37      1,135
SUPERVALU INC                       COM                 868536103                           55      1,700
SUPERVALU INC                       COM                 868536103                           66      2,016
SUPERVALU INC                       COM                 868536103                          107      3,284
SUPERVALU INC                       COM                 868536103                          147      4,500
SUPERVALU INC                       COM                 868536103                          394     12,080
SYMANTEC CORP                       COM                 871503108                            9        400
SYMANTEC CORP                       COM                 871503108                           14        630
SYMANTEC CORP                       COM                 871503108                           20        942
SYMANTEC CORP                       COM                 871503108                           21        950
SYMANTEC CORP                       COM                 871503108                           48      2,200
SYMANTEC CORP                       COM                 871503108                           50      2,300
SYMANTEC CORP                       COM                 871503108                           58      2,660
SYMANTEC CORP                       COM                 871503108                           59      2,710
SYMANTEC CORP                       COM                 871503108                           74      3,400
SYMANTEC CORP                       COM                 871503108                           83      3,800
SYMANTEC CORP                       COM                 871503108                           86      3,975
SYMANTEC CORP                       COM                 871503108                          109      5,000
SYMANTEC CORP                       COM                 871503108                          111      5,090
SYMANTEC CORP                       COM                 871503108                          130      5,980
SYMANTEC CORP                       COM                 871503108                          142      6,514
SYMANTEC CORP                       COM                 871503108                          150      6,900
SYMANTEC CORP                       COM                 871503108                          187      8,620
SYMANTEC CORP                       COM                 871503108                          192      8,850
SYMANTEC CORP                       COM                 871503108                          206      9,490
SYMANTEC CORP                       COM                 871503108                          220     10,100
SYMANTEC CORP                       COM                 871503108                          237     10,896
SYMANTEC CORP                       COM                 871503108                          331     15,204
SYMANTEC CORP                       COM                 871503108                          360     16,576
SYMANTEC CORP                       COM                 871503108                          480     22,075
SYMANTEC CORP                       COM                 871503108                          483     22,200
SYMANTEC CORP                       COM                 871503108                          541     24,900
SYMANTEC CORP                       COM                 871503108                          739     34,000
SYMANTEC CORP                       COM                 871503108                          932     42,865
SYMANTEC CORP                       COM                 871503108                          936     43,055
SYMANTEC CORP                       COM                 871503108                        1,247     57,360
SYMANTEC CORP                       COM                 871503108                        2,179    100,220
SYMANTEC CORP                       COM                 871503108                        5,308    244,163
SYMANTEC CORP                       COM                 871503108                        6,409    294,800
SYMBOL TECHNOLOGIES INC             COM                 871508107                            7        675
SYMBOL TECHNOLOGIES INC             COM                 871508107                           15      1,470
SYMBOL TECHNOLOGIES INC             COM                 871508107                           19      1,890
SYMBOL TECHNOLOGIES INC             COM                 871508107                           27      2,750
SYMBOL TECHNOLOGIES INC             COM                 871508107                           29      2,900
SYMBOL TECHNOLOGIES INC             COM                 871508107                           34      3,400
SYMBOL TECHNOLOGIES INC             COM                 871508107                           37      3,700
SYMBOL TECHNOLOGIES INC             COM                 871508107                           42      4,300
SYMBOL TECHNOLOGIES INC             COM                 871508107                           67      6,808
SYMBOL TECHNOLOGIES INC             COM                 871508107                           79      8,000
SYMBOL TECHNOLOGIES INC             COM                 871508107                          206     20,900
SYNOPSYS INC                        COM                 871607107                           18      1,095
SYNOPSYS INC                        COM                 871607107                           41      2,460
SYNOPSYS INC                        COM                 871607107                           73      4,400
SYNOPSYS INC                        COM                 871607107                           85      5,100
SYNOPSYS INC                        COM                 871607107                          225     13,475
SYNOPSYS INC                        COM                 871607107                          235     14,090
SYSCO CORP                          COM                 871829107                            7        200
SYSCO CORP                          COM                 871829107                           27        740
SYSCO CORP                          COM                 871829107                           29        800
SYSCO CORP                          COM                 871829107                           54      1,500
SYSCO CORP                          COM                 871829107                           81      2,250
SYSCO CORP                          COM                 871829107                           85      2,345
SYSCO CORP                          COM                 871829107                           89      2,450
SYSCO CORP                          COM                 871829107                          137      3,780
SYSCO CORP                          COM                 871829107                          157      4,336
SYSCO CORP                          COM                 871829107                          186      5,150
SYSCO CORP                          COM                 871829107                          197      5,456
SYSCO CORP                          COM                 871829107                          220      6,070
SYSCO CORP                          COM                 871829107                          224      6,200
SYSCO CORP                          COM                 871829107                          241      6,650
SYSCO CORP                          COM                 871829107                          268      7,400
SYSCO CORP                          COM                 871829107                          321      8,883
SYSCO CORP                          COM                 871829107                          347      9,601
SYSCO CORP                          COM                 871829107                          397     10,979
SYSCO CORP                          COM                 871829107                          465     12,846
SYSCO CORP                          COM                 871829107                          486     13,416
SYSCO CORP                          COM                 871829107                          822     22,700
SYSCO CORP                          COM                 871829107                        1,217     33,620
SYSCO CORP                          COM                 871829107                        1,262     34,869
SYSCO CORP                          COM                 871829107                        2,181     60,260
SYSCO CORP                          COM                 871829107                        2,400     66,310
SYSCO CORP                          COM                 871829107                        5,210    143,967
TCF FINL CORP                       COM                 872275102                           41      1,600
TCF FINL CORP                       COM                 872275102                           60      2,300
TCF FINL CORP                       COM                 872275102                          119      4,600
TCF FINL CORP                       COM                 872275102                          318     12,280
TECO ENERGY INC                     COM                 872375100                           23      1,202
TECO ENERGY INC                     COM                 872375100                           26      1,400
TECO ENERGY INC                     COM                 872375100                           30      1,570
TECO ENERGY INC                     COM                 872375100                           42      2,204
TECO ENERGY INC                     COM                 872375100                           43      2,300
TECO ENERGY INC                     COM                 872375100                           53      2,800
TECO ENERGY INC                     COM                 872375100                          125      6,600
TECO ENERGY INC                     COM                 872375100                          293     15,470
TJX COS INC NEW                     COM                 872540109                            6        230
TJX COS INC NEW                     COM                 872540109                            6        259
TJX COS INC NEW                     COM                 872540109                           56      2,300
TJX COS INC NEW                     COM                 872540109                           58      2,400
TJX COS INC NEW                     COM                 872540109                           81      3,334
TJX COS INC NEW                     COM                 872540109                          104      4,266
TJX COS INC NEW                     COM                 872540109                          104      4,279
TJX COS INC NEW                     COM                 872540109                          136      5,579
TJX COS INC NEW                     COM                 872540109                          143      5,875
TJX COS INC NEW                     COM                 872540109                          167      6,843
TJX COS INC NEW                     COM                 872540109                          175      7,200
TJX COS INC NEW                     COM                 872540109                          185      7,614
TJX COS INC NEW                     COM                 872540109                          279     11,439
TJX COS INC NEW                     COM                 872540109                          463     19,000
TJX COS INC NEW                     COM                 872540109                          712     29,241
TJX COS INC NEW                     COM                 872540109                        1,142     46,910
TXU CORP                            COM                 873168108                            4         52
TXU CORP                            COM                 873168108                           15        178
TXU CORP                            COM                 873168108                           20        240
TXU CORP                            COM                 873168108                           21        250
TXU CORP                            COM                 873168108                           25        300
TXU CORP                            COM                 873168108                           42        500
TXU CORP                            COM                 873168108                           79        950
TXU CORP                            COM                 873168108                           80        965
TXU CORP                            COM                 873168108                           91      1,090
TXU CORP                            COM                 873168108                          100      1,200
TXU CORP                            COM                 873168108                          139      1,678
TXU CORP                            COM                 873168108                          170      2,050
TXU CORP                            COM                 873168108                          193      2,324
TXU CORP                            COM                 873168108                          199      2,400
TXU CORP                            COM                 873168108                          262      3,150
TXU CORP                            COM                 873168108                          274      3,300
TXU CORP                            COM                 873168108                          302      3,634
TXU CORP                            COM                 873168108                          381      4,580
TXU CORP                            COM                 873168108                          413      4,972
TXU CORP                            COM                 873168108                          538      6,469
TXU CORP                            COM                 873168108                          706      8,500
TXU CORP                            COM                 873168108                          822      9,888
TXU CORP                            COM                 873168108                        1,881     22,640
TAIWAN FD INC                       COM                 874036106                          177     13,100
TAIWAN GREATER CHINA FD             SH BEN INT          874037104                           64     12,600
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                            1        125
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                           20      2,240
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                           24      2,623
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                           24      2,661
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                           31      3,370
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                           37      4,056
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                           77      8,399
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                           83      9,088
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                           87      9,582
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                           88      9,664
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                          118     12,978
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                          183     20,043
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                          235     25,724
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                          420     46,073
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                          787     86,282
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                          946    103,722
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                        3,095    339,363
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                        3,608    395,629
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                        7,732    847,821
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100                       31,918  3,499,796
TECHNITROL INC                      COM                 878555101                          407     28,800
TECUMSEH PRODS CO                   CL A                878895200                          249      9,091
TEKTRONIX INC                       COM                 879131100                            1         50
TEKTRONIX INC                       COM                 879131100                           12        500
TEKTRONIX INC                       COM                 879131100                           15        630
TEKTRONIX INC                       COM                 879131100                           17        730
TEKTRONIX INC                       COM                 879131100                           28      1,200
TEKTRONIX INC                       COM                 879131100                           70      3,000
TEKTRONIX INC                       COM                 879131100                           70      3,005
TEKTRONIX INC                       COM                 879131100                          175      7,530
TELE NORTE LESTE PART S A           SPON ADR PFD        879246106                            0         19
TELE NORTE LESTE PART S A           SPON ADR PFD        879246106                            1         35
TELE NORTE LESTE PART S A           SPON ADR PFD        879246106                            1         42
TELE NORTE LESTE PART S A           SPON ADR PFD        879246106                            5        300
TELE NORTE LESTE PART S A           SPON ADR PFD        879246106                           11        642
TELE NORTE LESTE PART S A           SPON ADR PFD        879246106                          618     37,100
TELECOM ARGENTINA S A               SPON ADR REP B      879273209                           18      1,530
TELECOM ARGENTINA S A               SPON ADR REP B      879273209                       11,011    922,225
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR       879287308                           15        485
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR       879287308                           32      1,058
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR       879287308                           33      1,090
TELECOMUNICACOES BRASILEIRAS        SPONSORED ADR       879287308                          305     10,000
TELEFONICA S A                      SPONSORED ADR       879382208                            0          1
TELEFONICA S A                      SPONSORED ADR       879382208                           19        398
TELEFONICA S A                      SPONSORED ADR       879382208                           32        649
TELEFONICA S A                      SPONSORED ADR       879382208                           56      1,144
TELEFONICA S A                      SPONSORED ADR       879382208                           79      1,613
TELEFONICA S A                      SPONSORED ADR       879382208                           92      1,884
TELEFONICA S A                      SPONSORED ADR       879382208                          254      5,188
TELEFONICA S A                      SPONSORED ADR       879382208                       18,161    371,396
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780                            1         60
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780                            2        120
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780                            8        400
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780                            8        400
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780                            8        415
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780                           19      1,000
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780                           57      3,000
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780                           58      3,086
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780                          169      8,945
TELEFONOS DE MEXICO S A             SPON ADR ORD L      879403780                          684     36,200
TELEPHONE & DATA SYS INC            COM                 879433100                            0          8
TELEPHONE & DATA SYS INC            COM                 879433100                           24        600
TELEPHONE & DATA SYS INC            COM                 879433100                           33        800
TELEPHONE & DATA SYS INC            COM                 879433100                           37        900
TELEPHONE & DATA SYS INC            COM                 879433100                           37        900
TELEPHONE & DATA SYS INC            COM                 879433100                           45      1,100
TELEPHONE & DATA SYS INC            COM                 879433100                           61      1,500
TELEPHONE & DATA SYS INC            COM                 879433100                           69      1,700
TELEPHONE & DATA SYS INC            COM                 879433100                          211      5,170
TELEPHONE & DATA SYS INC            SPL COM             879433860                            0          8
TELEPHONE & DATA SYS INC            SPL COM             879433860                           23        600
TELEPHONE & DATA SYS INC            SPL COM             879433860                           31        800
TELEPHONE & DATA SYS INC            SPL COM             879433860                           35        900
TELEPHONE & DATA SYS INC            SPL COM             879433860                           35        900
TELEPHONE & DATA SYS INC            SPL COM             879433860                           65      1,700
TELEPHONE & DATA SYS INC            SPL COM             879433860                          198      5,170
TELKONET INC                        COM                 879604106                        3,124    633,700
TELLABS INC                         COM                 879664100                           23      2,638
TELLABS INC                         COM                 879664100                           34      3,912
TELLABS INC                         COM                 879664100                           36      4,090
TELLABS INC                         COM                 879664100                           46      5,300
TELLABS INC                         COM                 879664100                           50      5,700
TELLABS INC                         COM                 879664100                           53      6,081
TELLABS INC                         COM                 879664100                           54      6,200
TELLABS INC                         COM                 879664100                           98     11,307
TELLABS INC                         COM                 879664100                          133     15,300
TELLABS INC                         COM                 879664100                          244     28,035
TELLABS INC                         COM                 879664100                          347     39,870
TELLABS INC                         COM                 879664100                          535     61,543
TEMPLE INLAND INC                   COM                 879868107                            1         40
TEMPLE INLAND INC                   COM                 879868107                           31        830
TEMPLE INLAND INC                   COM                 879868107                           40      1,080
TEMPLE INLAND INC                   COM                 879868107                           45      1,200
TEMPLE INLAND INC                   COM                 879868107                           46      1,236
TEMPLE INLAND INC                   COM                 879868107                           59      1,600
TEMPLE INLAND INC                   COM                 879868107                          134      3,600
TEMPLE INLAND INC                   COM                 879868107                          416     11,200
TERADYNE INC                        COM                 880770102                           14      1,200
TERADYNE INC                        COM                 880770102                           14      1,208
TERADYNE INC                        COM                 880770102                           18      1,540
TERADYNE INC                        COM                 880770102                           26      2,200
TERADYNE INC                        COM                 880770102                           27      2,234
TERADYNE INC                        COM                 880770102                           35      2,900
TERADYNE INC                        COM                 880770102                           35      2,965
TERADYNE INC                        COM                 880770102                           74      6,199
TERADYNE INC                        COM                 880770102                           78      6,500
TERADYNE INC                        COM                 880770102                          210     17,560
TESORO CORP                         COM                 881609101                            1         30
TESORO CORP                         COM                 881609101                          630     13,550
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                            1         24
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                            1         48
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                           31      1,000
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                           87      2,789
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                          140      4,500
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                          140      4,500
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                          143      4,600
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                          151      4,856
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                          174      5,600
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                          197      6,335
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                        1,236     39,685
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                        1,292     41,500
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                        1,435     46,095
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209                        1,670     53,630
TEXAS INSTRS INC                    COM                 882508104                            6        197
TEXAS INSTRS INC                    COM                 882508104                            6        200
TEXAS INSTRS INC                    COM                 882508104                           12        440
TEXAS INSTRS INC                    COM                 882508104                           19        660
TEXAS INSTRS INC                    COM                 882508104                           22        770
TEXAS INSTRS INC                    COM                 882508104                           25        900
TEXAS INSTRS INC                    COM                 882508104                           35      1,248
TEXAS INSTRS INC                    COM                 882508104                           38      1,340
TEXAS INSTRS INC                    COM                 882508104                           39      1,373
TEXAS INSTRS INC                    COM                 882508104                           44      1,550
TEXAS INSTRS INC                    COM                 882508104                           58      2,080
TEXAS INSTRS INC                    COM                 882508104                           61      2,157
TEXAS INSTRS INC                    COM                 882508104                          121      4,300
TEXAS INSTRS INC                    COM                 882508104                          133      4,750
TEXAS INSTRS INC                    COM                 882508104                          143      5,079
TEXAS INSTRS INC                    COM                 882508104                          145      5,170
TEXAS INSTRS INC                    COM                 882508104                          149      5,300
TEXAS INSTRS INC                    COM                 882508104                          157      5,600
TEXAS INSTRS INC                    COM                 882508104                          190      6,770
TEXAS INSTRS INC                    COM                 882508104                          267      9,500
TEXAS INSTRS INC                    COM                 882508104                          279      9,951
TEXAS INSTRS INC                    COM                 882508104                          338     12,042
TEXAS INSTRS INC                    COM                 882508104                          399     14,230
TEXAS INSTRS INC                    COM                 882508104                          401     14,300
TEXAS INSTRS INC                    COM                 882508104                          442     15,757
TEXAS INSTRS INC                    COM                 882508104                          503     17,907
TEXAS INSTRS INC                    COM                 882508104                          544     19,366
TEXAS INSTRS INC                    COM                 882508104                          566     20,150
TEXAS INSTRS INC                    COM                 882508104                          579     20,620
TEXAS INSTRS INC                    COM                 882508104                          645     22,964
TEXAS INSTRS INC                    COM                 882508104                          661     23,545
TEXAS INSTRS INC                    COM                 882508104                          703     25,055
TEXAS INSTRS INC                    COM                 882508104                          754     26,866
TEXAS INSTRS INC                    COM                 882508104                          937     33,394
TEXAS INSTRS INC                    COM                 882508104                          944     33,618
TEXAS INSTRS INC                    COM                 882508104                        1,068     38,053
TEXAS INSTRS INC                    COM                 882508104                        1,596     56,849
TEXAS INSTRS INC                    COM                 882508104                        1,738     61,900
TEXAS INSTRS INC                    COM                 882508104                        2,932    104,452
TEXAS INSTRS INC                    COM                 882508104                        4,262    151,840
TEXAS INSTRS INC                    COM                 882508104                        4,602    163,940
TEXTRON INC                         COM                 883203101                           20        265
TEXTRON INC                         COM                 883203101                           23        300
TEXTRON INC                         COM                 883203101                           61        800
TEXTRON INC                         COM                 883203101                           61        800
TEXTRON INC                         COM                 883203101                           72        949
TEXTRON INC                         COM                 883203101                           91      1,197
TEXTRON INC                         COM                 883203101                          102      1,342
TEXTRON INC                         COM                 883203101                          152      2,009
TEXTRON INC                         COM                 883203101                          155      2,050
TEXTRON INC                         COM                 883203101                          176      2,315
TEXTRON INC                         COM                 883203101                          205      2,700
TEXTRON INC                         COM                 883203101                          208      2,741
TEXTRON INC                         COM                 883203101                          448      5,900
TEXTRON INC                         COM                 883203101                          998     13,160
TEXTRON INC                         COM                 883203101                        3,051     40,221
TEXTRON INC                         COM                 883203101                        6,533     86,133
THERMO ELECTRON CORP                COM                 883556102                            8        315
THERMO ELECTRON CORP                COM                 883556102                           23        850
THERMO ELECTRON CORP                COM                 883556102                           24        890
THERMO ELECTRON CORP                COM                 883556102                           28      1,053
THERMO ELECTRON CORP                COM                 883556102                           32      1,200
THERMO ELECTRON CORP                COM                 883556102                           35      1,290
THERMO ELECTRON CORP                COM                 883556102                           37      1,359
THERMO ELECTRON CORP                COM                 883556102                           51      1,900
THERMO ELECTRON CORP                COM                 883556102                           65      2,420
THERMO ELECTRON CORP                COM                 883556102                           68      2,520
THERMO ELECTRON CORP                COM                 883556102                          131      4,890
THERMO ELECTRON CORP                COM                 883556102                          142      5,300
THERMO ELECTRON CORP                COM                 883556102                          239      8,908
THERMO ELECTRON CORP                COM                 883556102                          412     15,320
THERMO ELECTRON CORP                COM                 883556102                          471     17,530
THOMSON CORP                        COM                 884903105                           29        850
THOMSON CORP                        COM                 884903105                           44      1,300
THOMSON CORP                        COM                 884903105                        3,732    111,041
3COM CORP                           COM                 885535104                            1        196
3COM CORP                           COM                 885535104                            2        600
3COM CORP                           COM                 885535104                           14      3,750
3COM CORP                           COM                 885535104                           16      4,460
3COM CORP                           COM                 885535104                           36     10,000
3COM CORP                           COM                 885535104                           46     12,700
3COM CORP                           COM                 885535104                           47     13,000
3COM CORP                           COM                 885535104                           73     20,000
3COM CORP                           COM                 885535104                          107     29,490
TIFFANY & CO NEW                    COM                 886547108                           16        500
TIFFANY & CO NEW                    COM                 886547108                           30        911
TIFFANY & CO NEW                    COM                 886547108                           38      1,160
TIFFANY & CO NEW                    COM                 886547108                           39      1,202
TIFFANY & CO NEW                    COM                 886547108                           52      1,600
TIFFANY & CO NEW                    COM                 886547108                           56      1,700
TIFFANY & CO NEW                    COM                 886547108                           59      1,800
TIFFANY & CO NEW                    COM                 886547108                           72      2,200
TIFFANY & CO NEW                    COM                 886547108                          141      4,300
TIFFANY & CO NEW                    COM                 886547108                          161      4,900
TIFFANY & CO NEW                    COM                 886547108                          236      7,200
TIFFANY & CO NEW                    COM                 886547108                          494     15,080
TIFFANY & CO NEW                    COM                 886547108                        1,058     32,300
TIME WARNER INC                     COM                 887317105                            1         81
TIME WARNER INC                     COM                 887317105                            5        276
TIME WARNER INC                     COM                 887317105                           32      1,900
TIME WARNER INC                     COM                 887317105                           38      2,275
TIME WARNER INC                     COM                 887317105                           50      3,000
TIME WARNER INC                     COM                 887317105                           53      3,180
TIME WARNER INC                     COM                 887317105                           67      4,000
TIME WARNER INC                     COM                 887317105                           68      4,090
TIME WARNER INC                     COM                 887317105                           69      4,100
TIME WARNER INC                     COM                 887317105                           77      4,600
TIME WARNER INC                     COM                 887317105                           90      5,400
TIME WARNER INC                     COM                 887317105                          115      6,900
TIME WARNER INC                     COM                 887317105                          146      8,742
TIME WARNER INC                     COM                 887317105                          159      9,500
TIME WARNER INC                     COM                 887317105                          185     11,100
TIME WARNER INC                     COM                 887317105                          191     11,450
TIME WARNER INC                     COM                 887317105                          192     11,505
TIME WARNER INC                     COM                 887317105                          198     11,840
TIME WARNER INC                     COM                 887317105                          216     12,900
TIME WARNER INC                     COM                 887317105                          219     13,100
TIME WARNER INC                     COM                 887317105                          242     14,510
TIME WARNER INC                     COM                 887317105                          246     14,710
TIME WARNER INC                     COM                 887317105                          268     16,040
TIME WARNER INC                     COM                 887317105                          476     28,460
TIME WARNER INC                     COM                 887317105                          481     28,800
TIME WARNER INC                     COM                 887317105                          566     33,879
TIME WARNER INC                     COM                 887317105                          659     39,430
TIME WARNER INC                     COM                 887317105                          671     40,185
TIME WARNER INC                     COM                 887317105                          741     44,366
TIME WARNER INC                     COM                 887317105                        1,140     68,234
TIME WARNER INC                     COM                 887317105                        1,177     70,458
TIME WARNER INC                     COM                 887317105                        1,491     89,250
TIME WARNER INC                     COM                 887317105                        1,746    104,468
TIME WARNER INC                     COM                 887317105                        1,948    116,605
TIME WARNER INC                     COM                 887317105                        2,610    156,201
TIME WARNER INC                     COM                 887317105                        2,623    157,000
TIME WARNER INC                     COM                 887317105                        6,902    413,030
TIME WARNER INC                     COM                 887317105                        7,434    444,892
TIME WARNER INC                     COM                 887317105                        7,779    465,544
TIME WARNER INC                     COM                 887317105                       69,131  4,137,113
TITAN CORP                          COM                 888266103                            8        356
TITAN CORP                          COM                 888266103                          398     17,500
TITAN CORP                          COM                 888266103                        1,437     63,200
TOLL BROTHERS INC                   COM                 889478103                          102      1,000
TOLL BROTHERS INC                   COM                 889478103                          193      1,900
TOLL BROTHERS INC                   COM                 889478103                          498      4,900
TOLL BROTHERS INC                   COM                 889478103                          863      8,500
TOOTSIE ROLL INDS INC               COM                 890516107                          295     10,089
TORCHMARK CORP                      COM                 891027104                           40        770
TORCHMARK CORP                      COM                 891027104                           44        851
TORCHMARK CORP                      COM                 891027104                           45        870
TORCHMARK CORP                      COM                 891027104                           47        900
TORCHMARK CORP                      COM                 891027104                           63      1,200
TORCHMARK CORP                      COM                 891027104                           84      1,600
TORCHMARK CORP                      COM                 891027104                           84      1,600
TORCHMARK CORP                      COM                 891027104                          162      3,100
TORCHMARK CORP                      COM                 891027104                          188      3,600
TORCHMARK CORP                      COM                 891027104                          522     10,000
TORCHMARK CORP                      COM                 891027104                          600     11,500
TORONTO DOMINION BK ONT             COM NEW             891160509                           45      1,000
TORONTO DOMINION BK ONT             COM NEW             891160509                           67      1,500
TORONTO DOMINION BK ONT             COM NEW             891160509                        7,695    172,498
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307                            6         90
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307                           11        152
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307                           17        235
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307                           39        540
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307                           81      1,128
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307                          114      1,600
TOYOTA MOTOR CORP                   SP ADR REP2COM      892331307                        3,043     42,570
TOYS R US INC                       COM                 892335100                            5        195
TOYS R US INC                       COM                 892335100                            5        200
TOYS R US INC                       COM                 892335100                           10        360
TOYS R US INC                       COM                 892335100                           39      1,490
TOYS R US INC                       COM                 892335100                           43      1,630
TOYS R US INC                       COM                 892335100                           48      1,800
TOYS R US INC                       COM                 892335100                           50      1,890
TOYS R US INC                       COM                 892335100                           79      3,000
TOYS R US INC                       COM                 892335100                           84      3,178
TOYS R US INC                       COM                 892335100                          139      5,249
TOYS R US INC                       COM                 892335100                          149      5,618
TOYS R US INC                       COM                 892335100                          188      7,100
TOYS R US INC                       COM                 892335100                          608     22,970
TOYS R US INC                       COM                 892335100                          755     28,500
TOYS R US INC                       COM                 892335100                        1,491     56,300
TRANSATLANTIC HLDGS INC             COM                 893521104                           29        517
TRANSATLANTIC HLDGS INC             COM                 893521104                           50        900
TRANSATLANTIC HLDGS INC             COM                 893521104                          132      2,362
TRANSATLANTIC HLDGS INC             COM                 893521104                          502      9,000
TRANSKARYOTIC THERAPIES INC         COM                 893735100                        1,046     28,600
TRANSKARYOTIC THERAPIES INC         COM                 893735100                        2,257     61,700
TRI CONTL CORP                      COM                 895436103                           71      4,000
TRI CONTL CORP                      COM                 895436103                          231     12,950
TRIBUNE CO NEW                      COM                 896047107                            1         35
TRIBUNE CO NEW                      COM                 896047107                            4        110
TRIBUNE CO NEW                      COM                 896047107                           70      2,003
TRIBUNE CO NEW                      COM                 896047107                           89      2,520
TRIBUNE CO NEW                      COM                 896047107                           94      2,685
TRIBUNE CO NEW                      COM                 896047107                          102      2,900
TRIBUNE CO NEW                      COM                 896047107                          114      3,249
TRIBUNE CO NEW                      COM                 896047107                          159      4,517
TRIBUNE CO NEW                      COM                 896047107                          212      6,035
TRIBUNE CO NEW                      COM                 896047107                          281      8,000
TRIBUNE CO NEW                      COM                 896047107                          813     23,120
TRUSTCO BK CORP N Y                 COM                 898349105                          202     15,450
TUPPERWARE CORP                     COM                 899896104                           93      4,000
TUPPERWARE CORP                     COM                 899896104                        5,585    239,000
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204                            1         90
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204                            2        157
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204                            2        182
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204                            7        551
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204                            9        750
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204                          417     32,992
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204                          493     38,993
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204                          495     39,099
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204                          692     54,716
TYCO INTERNATIONAL                  COM                 902124106                            0         16
TYCO INTL LTD NEW                   COM                 902124106                           15        500
TYCO INTL LTD NEW                   COM                 902124106                           26        900
TYCO INTL LTD NEW                   COM                 902124106                           42      1,440
TYCO INTL LTD NEW                   COM                 902124106                           52      1,771
TYCO INTL LTD NEW                   COM                 902124106                           54      1,850
TYCO INTL LTD NEW                   COM                 902124106                           78      2,660
TYCO INTL LTD NEW                   COM                 902124106                          134      4,599
TYCO INTL LTD NEW                   COM                 902124106                          146      5,000
TYCO INTL LTD NEW                   COM                 902124106                          147      5,030
TYCO INTL LTD NEW                   COM                 902124106                          156      5,350
TYCO INTL LTD NEW                   COM                 902124106                          172      5,890
TYCO INTL LTD NEW                   COM                 902124106                          195      6,667
TYCO INTL LTD NEW                   COM                 902124106                          200      6,850
TYCO INTL LTD NEW                   COM                 902124106                          204      6,995
TYCO INTL LTD NEW                   COM                 902124106                          217      7,420
TYCO INTL LTD NEW                   COM                 902124106                          268      9,190
TYCO INTL LTD NEW                   COM                 902124106                          333     11,392
TYCO INTL LTD NEW                   COM                 902124106                          406     13,900
TYCO INTL LTD NEW                   COM                 902124106                          409     14,000
TYCO INTL LTD NEW                   COM                 902124106                          427     14,634
TYCO INTL LTD NEW                   COM                 902124106                          432     14,800
TYCO INTL LTD NEW                   COM                 902124106                          498     17,050
TYCO INTL LTD NEW                   COM                 902124106                          557     19,091
TYCO INTL LTD NEW                   COM                 902124106                          576     19,733
TYCO INTL LTD NEW                   COM                 902124106                          802     27,467
TYCO INTL LTD NEW                   COM                 902124106                          899     30,778
TYCO INTL LTD NEW                   COM                 902124106                        1,025     35,110
TYCO INTL LTD NEW                   COM                 902124106                        1,197     41,009
TYCO INTL LTD NEW                   COM                 902124106                        1,324     45,336
TYCO INTL LTD NEW                   COM                 902124106                        1,921     65,800
TYCO INTL LTD NEW                   COM                 902124106                        2,094     71,700
TYCO INTL LTD NEW                   COM                 902124106                        2,198     75,290
TYCO INTL LTD NEW                   COM                 902124106                        2,882     98,713
TYCO INTL LTD NEW                   COM                 902124106                        5,517    188,940
TYCO INTL LTD NEW                   COM                 902124106                       11,681    400,041
TYSON FOODS INC                     CL A                902494103                           53      3,000
TYSON FOODS INC                     CL A                902494103                           62      3,500
TYSON FOODS INC                     CL A                902494103                          139      7,800
TYSON FOODS INC                     CL A                902494103                          148      8,300
TYSON FOODS INC                     CL A                902494103                          382     21,460
UST INC                             COM                 902911106                            2         35
UST INC                             COM                 902911106                           16        340
UST INC                             COM                 902911106                           21        450
UST INC                             COM                 902911106                           46      1,000
UST INC                             COM                 902911106                           50      1,100
UST INC                             COM                 902911106                           50      1,100
UST INC                             COM                 902911106                           54      1,188
UST INC                             COM                 902911106                           60      1,310
UST INC                             COM                 902911106                           77      1,680
UST INC                             COM                 902911106                          109      2,398
UST INC                             COM                 902911106                          119      2,600
UST INC                             COM                 902911106                          166      3,636
UST INC                             COM                 902911106                          256      5,600
UST INC                             COM                 902911106                          753     16,490
UST INC                             COM                 902911106                       27,396    600,000
US BANCORP DEL                      COM NEW             902973304                           14        495
US BANCORP DEL                      COM NEW             902973304                           23        803
US BANCORP DEL                      COM NEW             902973304                           26        900
US BANCORP DEL                      COM NEW             902973304                           36      1,247
US BANCORP DEL                      COM NEW             902973304                           41      1,400
US BANCORP DEL                      COM NEW             902973304                           48      1,650
US BANCORP DEL                      COM NEW             902973304                           67      2,309
US BANCORP DEL                      COM NEW             902973304                          122      4,180
US BANCORP DEL                      COM NEW             902973304                          146      5,000
US BANCORP DEL                      COM NEW             902973304                          159      5,440
US BANCORP DEL                      COM NEW             902973304                          211      7,230
US BANCORP DEL                      COM NEW             902973304                          388     13,304
US BANCORP DEL                      COM NEW             902973304                          436     14,940
US BANCORP DEL                      COM NEW             902973304                          452     15,470
US BANCORP DEL                      COM NEW             902973304                          507     17,359
US BANCORP DEL                      COM NEW             902973304                          552     18,901
US BANCORP DEL                      COM NEW             902973304                          632     21,650
US BANCORP DEL                      COM NEW             902973304                          791     27,100
US BANCORP DEL                      COM NEW             902973304                          808     27,667
US BANCORP DEL                      COM NEW             902973304                          814     27,876
US BANCORP DEL                      COM NEW             902973304                          956     32,730
US BANCORP DEL                      COM NEW             902973304                        1,226     41,997
US BANCORP DEL                      COM NEW             902973304                        1,994     68,300
US BANCORP DEL                      COM NEW             902973304                        5,224    178,890
ULTRA PETROLEUM CORP                COM                 903914109                            3        104
ULTRA PETROLEUM CORP                COM                 903914109                           11        360
ULTRA PETROLEUM CORP                COM                 903914109                           55      1,800
ULTRA PETROLEUM CORP                COM                 903914109                          152      5,000
ULTRA PETROLEUM CORP                COM                 903914109                          395     13,000
UNILEVER N V                        N Y SHS NEW         904784709                           11        170
UNILEVER N V                        N Y SHS NEW         904784709                           39        600
UNILEVER N V                        N Y SHS NEW         904784709                           71      1,100
UNILEVER N V                        N Y SHS NEW         904784709                          150      2,321
UNILEVER N V                        N Y SHS NEW         904784709                          292      4,500
UNILEVER N V                        N Y SHS NEW         904784709                          341      5,265
UNION PAC CORP                      COM                 907818108                           19        300
UNION PAC CORP                      COM                 907818108                           25        390
UNION PAC CORP                      COM                 907818108                           26        400
UNION PAC CORP                      COM                 907818108                           76      1,180
UNION PAC CORP                      COM                 907818108                           84      1,300
UNION PAC CORP                      COM                 907818108                          125      1,932
UNION PAC CORP                      COM                 907818108                          139      2,150
UNION PAC CORP                      COM                 907818108                          150      2,308
UNION PAC CORP                      COM                 907818108                          164      2,532
UNION PAC CORP                      COM                 907818108                          188      2,900
UNION PAC CORP                      COM                 907818108                          198      3,050
UNION PAC CORP                      COM                 907818108                          242      3,732
UNION PAC CORP                      COM                 907818108                          258      3,989
UNION PAC CORP                      COM                 907818108                          312      4,810
UNION PAC CORP                      COM                 907818108                          461      7,112
UNION PAC CORP                      COM                 907818108                          590      9,100
UNION PAC CORP                      COM                 907818108                          629      9,700
UNION PAC CORP                      COM                 907818108                        1,544     23,820
UNION PAC CORP                      COM                 907818108                        1,688     26,048
UNIONBANCAL CORP                    COM                 908906100                           47        700
UNIONBANCAL CORP                    COM                 908906100                          114      1,700
UNIONBANCAL CORP                    COM                 908906100                          134      2,000
UNIONBANCAL CORP                    COM                 908906100                          382      5,710
UNISYS CORP                         COM                 909214108                           11      1,669
UNISYS CORP                         COM                 909214108                           11      1,700
UNISYS CORP                         COM                 909214108                           13      2,000
UNISYS CORP                         COM                 909214108                           14      2,220
UNISYS CORP                         COM                 909214108                           17      2,650
UNISYS CORP                         COM                 909214108                           25      3,900
UNISYS CORP                         COM                 909214108                           25      4,000
UNISYS CORP                         COM                 909214108                           31      4,884
UNISYS CORP                         COM                 909214108                           39      6,201
UNISYS CORP                         COM                 909214108                           40      6,355
UNISYS CORP                         COM                 909214108                           71     11,200
UNISYS CORP                         COM                 909214108                           75     11,872
UNISYS CORP                         COM                 909214108                          176     27,740
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207                            1        310
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207                            3        738
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207                            8      1,865
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207                           22      5,288
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207                           26      6,423
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207                          133     32,240
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207                          411    100,000
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207                          624    151,777
UNITED MICROELECTRONICS CORP        SPONSORED ADR       910873207                        4,239  1,031,484
UNITED PARCEL SERVICE INC           CL B                911312106                            1         10
UNITED PARCEL SERVICE INC           CL B                911312106                           17        240
UNITED PARCEL SERVICE INC           CL B                911312106                           21        300
UNITED PARCEL SERVICE INC           CL B                911312106                           35        500
UNITED PARCEL SERVICE INC           CL B                911312106                           48        700
UNITED PARCEL SERVICE INC           CL B                911312106                           90      1,300
UNITED PARCEL SERVICE INC           CL B                911312106                           98      1,413
UNITED PARCEL SERVICE INC           CL B                911312106                          104      1,500
UNITED PARCEL SERVICE INC           CL B                911312106                          117      1,686
UNITED PARCEL SERVICE INC           CL B                911312106                          124      1,800
UNITED PARCEL SERVICE INC           CL B                911312106                          125      1,810
UNITED PARCEL SERVICE INC           CL B                911312106                          177      2,566
UNITED PARCEL SERVICE INC           CL B                911312106                          270      3,900
UNITED PARCEL SERVICE INC           CL B                911312106                          346      5,000
UNITED PARCEL SERVICE INC           CL B                911312106                          371      5,370
UNITED PARCEL SERVICE INC           CL B                911312106                          511      7,384
UNITED PARCEL SERVICE INC           CL B                911312106                          551      7,974
UNITED PARCEL SERVICE INC           CL B                911312106                          589      8,522
UNITED PARCEL SERVICE INC           CL B                911312106                          597      8,631
UNITED PARCEL SERVICE INC           CL B                911312106                          650      9,400
UNITED PARCEL SERVICE INC           CL B                911312106                          702     10,150
UNITED PARCEL SERVICE INC           CL B                911312106                          730     10,561
UNITED PARCEL SERVICE INC           CL B                911312106                        1,160     16,778
UNITED PARCEL SERVICE INC           CL B                911312106                        1,591     23,000
UNITED PARCEL SERVICE INC           CL B                911312106                        1,689     24,420
UNITED PARCEL SERVICE INC           CL B                911312106                        1,743     25,198
UNITED PARCEL SERVICE INC           CL B                911312106                        3,919     56,670
UNITED PARCEL SERVICE INC           CL B                911312106                       39,911    577,083
UNITED STATES STL CORP NEW          COM                 912909108                            1         35
UNITED STATES STL CORP NEW          COM                 912909108                            2         60
UNITED STATES STL CORP NEW          COM                 912909108                           27        800
UNITED STATES STL CORP NEW          COM                 912909108                           31        900
UNITED STATES STL CORP NEW          COM                 912909108                           33        970
UNITED STATES STL CORP NEW          COM                 912909108                           38      1,100
UNITED STATES STL CORP NEW          COM                 912909108                           48      1,400
UNITED STATES STL CORP NEW          COM                 912909108                           58      1,700
UNITED STATES STL CORP NEW          COM                 912909108                           69      2,000
UNITED STATES STL CORP NEW          COM                 912909108                          131      3,800
UNITED STATES STL CORP NEW          COM                 912909108                          309      9,000
UNITED STATES STL CORP NEW          COM                 912909108                          354     10,300
UNITED TECHNOLOGIES CORP            COM                 913017109                           12        230
UNITED TECHNOLOGIES CORP            COM                 913017109                           31        600
UNITED TECHNOLOGIES CORP            COM                 913017109                           31        600
UNITED TECHNOLOGIES CORP            COM                 913017109                           39        760
UNITED TECHNOLOGIES CORP            COM                 913017109                           46        900
UNITED TECHNOLOGIES CORP            COM                 913017109                           70      1,370
UNITED TECHNOLOGIES CORP            COM                 913017109                          105      2,040
UNITED TECHNOLOGIES CORP            COM                 913017109                          113      2,206
UNITED TECHNOLOGIES CORP            COM                 913017109                          139      2,700
UNITED TECHNOLOGIES CORP            COM                 913017109                          143      2,794
UNITED TECHNOLOGIES CORP            COM                 913017109                          144      2,800
UNITED TECHNOLOGIES CORP            COM                 913017109                          158      3,080
UNITED TECHNOLOGIES CORP            COM                 913017109                          216      4,215
UNITED TECHNOLOGIES CORP            COM                 913017109                          223      4,340
UNITED TECHNOLOGIES CORP            COM                 913017109                          246      4,800
UNITED TECHNOLOGIES CORP            COM                 913017109                          252      4,900
UNITED TECHNOLOGIES CORP            COM                 913017109                          277      5,400
UNITED TECHNOLOGIES CORP            COM                 913017109                          336      6,547
UNITED TECHNOLOGIES CORP            COM                 913017109                          376      7,318
UNITED TECHNOLOGIES CORP            COM                 913017109                          431      8,400
UNITED TECHNOLOGIES CORP            COM                 913017109                          446      8,680
UNITED TECHNOLOGIES CORP            COM                 913017109                          447      8,700
UNITED TECHNOLOGIES CORP            COM                 913017109                          500      9,732
UNITED TECHNOLOGIES CORP            COM                 913017109                          528     10,284
UNITED TECHNOLOGIES CORP            COM                 913017109                          565     11,000
UNITED TECHNOLOGIES CORP            COM                 913017109                          611     11,900
UNITED TECHNOLOGIES CORP            COM                 913017109                          632     12,300
UNITED TECHNOLOGIES CORP            COM                 913017109                          645     12,566
UNITED TECHNOLOGIES CORP            COM                 913017109                          784     15,270
UNITED TECHNOLOGIES CORP            COM                 913017109                          805     15,684
UNITED TECHNOLOGIES CORP            COM                 913017109                        1,163     22,650
UNITED TECHNOLOGIES CORP            COM                 913017109                        1,347     26,224
UNITED TECHNOLOGIES CORP            COM                 913017109                        1,652     32,170
UNITED TECHNOLOGIES CORP            COM                 913017109                        1,931     37,600
UNITED TECHNOLOGIES CORP            COM                 913017109                        2,779     54,120
UNITED TECHNOLOGIES CORP            COM                 913017109                        3,192     62,158
UNITED TECHNOLOGIES CORP            COM                 913017109                        4,994     97,260
UNITED TECHNOLOGIES CORP            COM                 913017109                        5,498    107,064
UNITED TECHNOLOGIES CORP            COM                 913017109                        5,676    110,532
UNITED TECHNOLOGIES CORP            COM                 913017109                        7,570    147,420
UNITED TECHNOLOGIES CORP            COM                 913017109                       20,271    394,758
UNITRIN INC                         COM                 913275103                           83      1,700
UNITRIN INC                         COM                 913275103                          298      6,060
UNIVERSAL HLTH SVCS INC             CL B                913903100                          112      1,800
UNIVERSAL HLTH SVCS INC             CL B                913903100                          352      5,660
UNIVISION COMMUNICATIONS INC        CL A                914906102                            2         64
UNIVISION COMMUNICATIONS INC        CL A                914906102                           63      2,300
UNIVISION COMMUNICATIONS INC        CL A                914906102                           65      2,354
UNIVISION COMMUNICATIONS INC        CL A                914906102                           69      2,500
UNIVISION COMMUNICATIONS INC        CL A                914906102                           76      2,750
UNIVISION COMMUNICATIONS INC        CL A                914906102                           80      2,895
UNIVISION COMMUNICATIONS INC        CL A                914906102                          126      4,583
UNIVISION COMMUNICATIONS INC        CL A                914906102                          143      5,200
UNIVISION COMMUNICATIONS INC        CL A                914906102                          174      6,300
UNIVISION COMMUNICATIONS INC        CL A                914906102                          175      6,367
UNIVISION COMMUNICATIONS INC        CL A                914906102                          386     14,000
UNIVISION COMMUNICATIONS INC        CL A                914906102                          504     18,290
UNOCAL CORP                         COM                 915289102                           23        360
UNOCAL CORP                         COM                 915289102                           26        400
UNOCAL CORP                         COM                 915289102                           36        550
UNOCAL CORP                         COM                 915289102                           65      1,000
UNOCAL CORP                         COM                 915289102                          104      1,600
UNOCAL CORP                         COM                 915289102                          104      1,600
UNOCAL CORP                         COM                 915289102                          124      1,899
UNOCAL CORP                         COM                 915289102                          149      2,298
UNOCAL CORP                         COM                 915289102                          175      2,688
UNOCAL CORP                         COM                 915289102                          193      2,974
UNOCAL CORP                         COM                 915289102                          195      3,000
UNOCAL CORP                         COM                 915289102                          244      3,750
UNOCAL CORP                         COM                 915289102                          267      4,105
UNOCAL CORP                         COM                 915289102                          390      6,000
UNOCAL CORP                         COM                 915289102                          406      6,244
UNOCAL CORP                         COM                 915289102                          683     10,500
UNOCAL CORP                         COM                 915289102                        1,570     24,130
URBAN OUTFITTERS INC                COM                 917047102                            5         95
URBAN OUTFITTERS INC                COM                 917047102                          113      2,000
URBAN OUTFITTERS INC                COM                 917047102                          300      5,300
UTILITIES HOLDRS TR                 DEPOSITRY RCPT      918019100                           22        200
UTILITIES HOLDRS TR                 DEPOSITRY RCPT      918019100                           44        400
UTILITIES HOLDRS TR                 DEPOSITRY RCPT      918019100                          255      2,300
UTILITIES HOLDRS TR                 DEPOSITRY RCPT      918019100                          422      3,800
UTILITIES HOLDRS TR                 DEPOSITRY RCPT      918019100                        1,055      9,500
V F CORP                            COM                 918204108                            6        100
V F CORP                            COM                 918204108                           14        250
V F CORP                            COM                 918204108                           44        770
V F CORP                            COM                 918204108                           47        827
V F CORP                            COM                 918204108                           56        970
V F CORP                            COM                 918204108                           74      1,300
V F CORP                            COM                 918204108                           80      1,400
V F CORP                            COM                 918204108                           80      1,400
V F CORP                            COM                 918204108                           92      1,605
V F CORP                            COM                 918204108                          183      3,195
V F CORP                            COM                 918204108                          212      3,700
V F CORP                            COM                 918204108                          574     10,040
VALLEY NATL BANCORP                 COM                 919794107                           81      3,465
VALLEY NATL BANCORP                 COM                 919794107                          157      6,726
VALLEY NATL BANCORP                 COM                 919794107                          257     11,013
VANGUARD INDEX TR                   STK MRK VIPERS      922908769                       10,012     85,451
VERITAS SOFTWARE CO                 COM                 923436109                            3        129
VERITAS SOFTWARE CO                 COM                 923436109                            5        217
VERITAS SOFTWARE CO                 COM                 923436109                            7        300
VERITAS SOFTWARE CO                 COM                 923436109                           11        470
VERITAS SOFTWARE CO                 COM                 923436109                           13        530
VERITAS SOFTWARE CO                 COM                 923436109                           18        750
VERITAS SOFTWARE CO                 COM                 923436109                           22        900
VERITAS SOFTWARE CO                 COM                 923436109                           44      1,800
VERITAS SOFTWARE CO                 COM                 923436109                           44      1,800
VERITAS SOFTWARE CO                 COM                 923436109                           57      2,330
VERITAS SOFTWARE CO                 COM                 923436109                           72      2,946
VERITAS SOFTWARE CO                 COM                 923436109                           75      3,064
VERITAS SOFTWARE CO                 COM                 923436109                           82      3,380
VERITAS SOFTWARE CO                 COM                 923436109                           85      3,470
VERITAS SOFTWARE CO                 COM                 923436109                           86      3,524
VERITAS SOFTWARE CO                 COM                 923436109                           89      3,629
VERITAS SOFTWARE CO                 COM                 923436109                           91      3,730
VERITAS SOFTWARE CO                 COM                 923436109                           92      3,785
VERITAS SOFTWARE CO                 COM                 923436109                          146      5,998
VERITAS SOFTWARE CO                 COM                 923436109                          207      8,486
VERITAS SOFTWARE CO                 COM                 923436109                          220      9,031
VERITAS SOFTWARE CO                 COM                 923436109                          324     13,297
VERITAS SOFTWARE CO                 COM                 923436109                          419     17,182
VERITAS SOFTWARE CO                 COM                 923436109                          625     25,616
VERITAS SOFTWARE CO                 COM                 923436109                          941     38,560
VERITAS SOFTWARE CO                 COM                 923436109                        1,575     64,534
VERITAS SOFTWARE CO                 COM                 923436109                        2,764    113,293
VIACOM INC                          CL A                925524100                           10        300
VIACOM INC                          CL A                925524100                           29        900
VIACOM INC                          CL A                925524100                           58      1,800
VIACOM INC                          CL A                925524100                          349     10,820
VIACOM INC                          CL B                925524308                            8        250
VIACOM INC                          CL B                925524308                           22        700
VIACOM INC                          CL B                925524308                           25        780
VIACOM INC                          CL B                925524308                           35      1,085
VIACOM INC                          CL B                925524308                           36      1,130
VIACOM INC                          CL B                925524308                           38      1,190
VIACOM INC                          CL B                925524308                           46      1,450
VIACOM INC                          CL B                925524308                           48      1,500
VIACOM INC                          CL B                925524308                           54      1,700
VIACOM INC                          CL B                925524308                           58      1,810
VIACOM INC                          CL B                925524308                           61      1,900
VIACOM INC                          CL B                925524308                          115      3,579
VIACOM INC                          CL B                925524308                          131      4,100
VIACOM INC                          CL B                925524308                          131      4,100
VIACOM INC                          CL B                925524308                          142      4,450
VIACOM INC                          CL B                925524308                          144      4,490
VIACOM INC                          CL B                925524308                          189      5,910
VIACOM INC                          CL B                925524308                          195      6,092
VIACOM INC                          CL B                925524308                          288      9,009
VIACOM INC                          CL B                925524308                          364     11,370
VIACOM INC                          CL B                925524308                          370     11,555
VIACOM INC                          CL B                925524308                          372     11,621
VIACOM INC                          CL B                925524308                          433     13,530
VIACOM INC                          CL B                925524308                          489     15,275
VIACOM INC                          CL B                925524308                          763     23,815
VIACOM INC                          CL B                925524308                          778     24,302
VIACOM INC                          CL B                925524308                        1,030     32,180
VIACOM INC                          CL B                925524308                        1,163     36,335
VIACOM INC                          CL B                925524308                        1,170     36,530
VIACOM INC                          CL B                925524308                        1,261     39,396
VIACOM INC                          CL B                925524308                        1,303     40,700
VIACOM INC                          CL B                925524308                        1,449     45,268
VIACOM INC                          CL B                925524308                        1,465     45,750
VIACOM INC                          CL B                925524308                        1,751     54,700
VIACOM INC                          CL B                925524308                        4,532    141,540
VIACOM INC                          CL B                925524308                        4,642    144,970
VIACOM INC                          CL B                925524308                        5,131    160,238
VIACOM INC                          CL B                925524308                        9,531    297,666
VION PHARMACEUTICALS INC            COM                 927624106                            4      1,900
VION PHARMACEUTICALS INC            COM                 927624106                           22     10,000
VORNADO RLTY TR                     SH BEN INT          929042109                            8        100
VORNADO RLTY TR                     SH BEN INT          929042109                          122      1,520
VORNADO RLTY TR                     SH BEN INT          929042109                          206      2,560
VORNADO RLTY TR                     SH BEN INT          929042109                          658      8,190
VULCAN MATLS CO                     COM                 929160109                            2         30
VULCAN MATLS CO                     COM                 929160109                           21        320
VULCAN MATLS CO                     COM                 929160109                           46        710
VULCAN MATLS CO                     COM                 929160109                           53        810
VULCAN MATLS CO                     COM                 929160109                           68      1,042
VULCAN MATLS CO                     COM                 929160109                           78      1,200
VULCAN MATLS CO                     COM                 929160109                           86      1,326
VULCAN MATLS CO                     COM                 929160109                           87      1,339
VULCAN MATLS CO                     COM                 929160109                          101      1,547
VULCAN MATLS CO                     COM                 929160109                          120      1,853
VULCAN MATLS CO                     COM                 929160109                          221      3,400
VULCAN MATLS CO                     COM                 929160109                          318      4,900
VULCAN MATLS CO                     COM                 929160109                          638      9,820
WPP GROUP PLC                       SPON ADR NEW        929309300                            3         63
WPP GROUP PLC                       SPON ADR NEW        929309300                           68      1,325
WPP GROUP PLC                       SPON ADR NEW        929309300                          614     12,022
WACHOVIA CORP 2ND NEW               COM                 929903102                           12        250
WACHOVIA CORP 2ND NEW               COM                 929903102                           35        700
WACHOVIA CORP 2ND NEW               COM                 929903102                           37        750
WACHOVIA CORP 2ND NEW               COM                 929903102                           50      1,000
WACHOVIA CORP 2ND NEW               COM                 929903102                           53      1,065
WACHOVIA CORP 2ND NEW               COM                 929903102                           55      1,110
WACHOVIA CORP 2ND NEW               COM                 929903102                           74      1,500
WACHOVIA CORP 2ND NEW               COM                 929903102                          156      3,136
WACHOVIA CORP 2ND NEW               COM                 929903102                          179      3,600
WACHOVIA CORP 2ND NEW               COM                 929903102                          208      4,200
WACHOVIA CORP 2ND NEW               COM                 929903102                          229      4,620
WACHOVIA CORP 2ND NEW               COM                 929903102                          243      4,896
WACHOVIA CORP 2ND NEW               COM                 929903102                          245      4,930
WACHOVIA CORP 2ND NEW               COM                 929903102                          248      5,000
WACHOVIA CORP 2ND NEW               COM                 929903102                          385      7,759
WACHOVIA CORP 2ND NEW               COM                 929903102                          436      8,800
WACHOVIA CORP 2ND NEW               COM                 929903102                          496     10,000
WACHOVIA CORP 2ND NEW               COM                 929903102                          540     10,880
WACHOVIA CORP 2ND NEW               COM                 929903102                          568     11,460
WACHOVIA CORP 2ND NEW               COM                 929903102                          657     13,243
WACHOVIA CORP 2ND NEW               COM                 929903102                          739     14,899
WACHOVIA CORP 2ND NEW               COM                 929903102                          856     17,253
WACHOVIA CORP 2ND NEW               COM                 929903102                          915     18,450
WACHOVIA CORP 2ND NEW               COM                 929903102                        1,112     22,411
WACHOVIA CORP 2ND NEW               COM                 929903102                        1,180     23,787
WACHOVIA CORP 2ND NEW               COM                 929903102                        1,750     35,278
WACHOVIA CORP 2ND NEW               COM                 929903102                        2,812     56,700
WACHOVIA CORP 2ND NEW               COM                 929903102                        4,331     87,325
WACHOVIA CORP 2ND NEW               COM                 929903102                        7,498    151,176
WAL MART STORES INC                 COM                 931142103                            5        100
WAL MART STORES INC                 COM                 931142103                           10        200
WAL MART STORES INC                 COM                 931142103                           24        500
WAL MART STORES INC                 COM                 931142103                           29        600
WAL MART STORES INC                 COM                 931142103                           48      1,000
WAL MART STORES INC                 COM                 931142103                           48      1,000
WAL MART STORES INC                 COM                 931142103                           63      1,300
WAL MART STORES INC                 COM                 931142103                          106      2,200
WAL MART STORES INC                 COM                 931142103                          135      2,800
WAL MART STORES INC                 COM                 931142103                          145      3,000
WAL MART STORES INC                 COM                 931142103                          217      4,500
WAL MART STORES INC                 COM                 931142103                          301      6,240
WAL MART STORES INC                 COM                 931142103                          314      6,516
WAL MART STORES INC                 COM                 931142103                          314      6,523
WAL MART STORES INC                 COM                 931142103                          349      7,235
WAL MART STORES INC                 COM                 931142103                          386      8,000
WAL MART STORES INC                 COM                 931142103                          422      8,750
WAL MART STORES INC                 COM                 931142103                          444      9,220
WAL MART STORES INC                 COM                 931142103                          463      9,600
WAL MART STORES INC                 COM                 931142103                          482     10,000
WAL MART STORES INC                 COM                 931142103                          877     18,190
WAL MART STORES INC                 COM                 931142103                        1,143     23,722
WAL MART STORES INC                 COM                 931142103                        1,158     24,022
WAL MART STORES INC                 COM                 931142103                        1,358     28,170
WAL MART STORES INC                 COM                 931142103                        1,491     30,932
WAL MART STORES INC                 COM                 931142103                        1,531     31,769
WAL MART STORES INC                 COM                 931142103                        1,855     38,489
WAL MART STORES INC                 COM                 931142103                        2,350     48,762
WAL MART STORES INC                 COM                 931142103                        2,429     50,395
WAL MART STORES INC                 COM                 931142103                        2,567     53,253
WAL MART STORES INC                 COM                 931142103                        2,849     59,100
WAL MART STORES INC                 COM                 931142103                        3,313     68,730
WAL MART STORES INC                 COM                 931142103                        3,564     73,942
WAL MART STORES INC                 COM                 931142103                        4,471     92,758
WAL MART STORES INC                 COM                 931142103                        4,551     94,410
WAL MART STORES INC                 COM                 931142103                        5,558    115,305
WAL MART STORES INC                 COM                 931142103                        9,909    205,583
WAL MART STORES INC                 COM                 931142103                       11,020    228,641
WAL MART STORES INC                 COM                 931142103                       11,321    234,867
WAL MART STORES INC                 COM                 931142103                       14,535    301,560
WALGREEN CO                         COM                 931422109                            5        100
WALGREEN CO                         COM                 931422109                           21        456
WALGREEN CO                         COM                 931422109                           28        600
WALGREEN CO                         COM                 931422109                           36        790
WALGREEN CO                         COM                 931422109                           41        900
WALGREEN CO                         COM                 931422109                          131      2,850
WALGREEN CO                         COM                 931422109                          139      3,023
WALGREEN CO                         COM                 931422109                          142      3,080
WALGREEN CO                         COM                 931422109                          184      4,000
WALGREEN CO                         COM                 931422109                          230      5,010
WALGREEN CO                         COM                 931422109                          243      5,273
WALGREEN CO                         COM                 931422109                          333      7,250
WALGREEN CO                         COM                 931422109                          337      7,322
WALGREEN CO                         COM                 931422109                          337      7,338
WALGREEN CO                         COM                 931422109                          396      8,610
WALGREEN CO                         COM                 931422109                          436      9,483
WALGREEN CO                         COM                 931422109                          455      9,884
WALGREEN CO                         COM                 931422109                          476     10,340
WALGREEN CO                         COM                 931422109                          545     11,850
WALGREEN CO                         COM                 931422109                          610     13,253
WALGREEN CO                         COM                 931422109                          652     14,173
WALGREEN CO                         COM                 931422109                          704     15,304
WALGREEN CO                         COM                 931422109                        1,094     23,792
WALGREEN CO                         COM                 931422109                        1,600     34,800
WALGREEN CO                         COM                 931422109                        1,715     37,300
WALGREEN CO                         COM                 931422109                        2,850     61,979
WALGREEN CO                         COM                 931422109                        3,253     70,742
WALGREEN CO                         COM                 931422109                        4,078     88,679
WALGREEN CO                         COM                 931422109                        4,423     96,180
WASHINGTON MUT INC                  COM                 939322103                           10        240
WASHINGTON MUT INC                  COM                 939322103                           12        285
WASHINGTON MUT INC                  COM                 939322103                           20        500
WASHINGTON MUT INC                  COM                 939322103                           29        720
WASHINGTON MUT INC                  COM                 939322103                           33        800
WASHINGTON MUT INC                  COM                 939322103                           61      1,500
WASHINGTON MUT INC                  COM                 939322103                           90      2,200
WASHINGTON MUT INC                  COM                 939322103                           98      2,400
WASHINGTON MUT INC                  COM                 939322103                          106      2,610
WASHINGTON MUT INC                  COM                 939322103                          112      2,743
WASHINGTON MUT INC                  COM                 939322103                          156      3,840
WASHINGTON MUT INC                  COM                 939322103                          215      5,290
WASHINGTON MUT INC                  COM                 939322103                          255      6,257
WASHINGTON MUT INC                  COM                 939322103                          284      6,975
WASHINGTON MUT INC                  COM                 939322103                          301      7,400
WASHINGTON MUT INC                  COM                 939322103                          341      8,369
WASHINGTON MUT INC                  COM                 939322103                          383      9,420
WASHINGTON MUT INC                  COM                 939322103                          399      9,800
WASHINGTON MUT INC                  COM                 939322103                          508     12,484
WASHINGTON MUT INC                  COM                 939322103                          524     12,870
WASHINGTON MUT INC                  COM                 939322103                          544     13,372
WASHINGTON MUT INC                  COM                 939322103                          848     20,830
WASHINGTON MUT INC                  COM                 939322103                        1,253     30,800
WASHINGTON MUT INC                  COM                 939322103                        3,052     75,000
WASHINGTON MUT INC                  COM                 939322103                        3,337     82,000
WASHINGTON MUT INC                  COM                 939322103                        3,342     82,121
WASHINGTON POST CO                  CL B                939640108                           67         80
WASHINGTON POST CO                  CL B                939640108                           84        100
WASHINGTON POST CO                  CL B                939640108                          242        290
WATERS CORP                         COM                 941848103                           26        700
WATERS CORP                         COM                 941848103                           26        700
WATERS CORP                         COM                 941848103                           33        900
WATERS CORP                         COM                 941848103                           36        980
WATERS CORP                         COM                 941848103                           39      1,040
WATERS CORP                         COM                 941848103                           56      1,500
WATERS CORP                         COM                 941848103                           66      1,763
WATERS CORP                         COM                 941848103                           71      1,900
WATERS CORP                         COM                 941848103                           78      2,106
WATERS CORP                         COM                 941848103                          104      2,796
WATERS CORP                         COM                 941848103                          149      4,000
WATERS CORP                         COM                 941848103                          150      4,037
WATERS CORP                         COM                 941848103                          171      4,605
WATERS CORP                         COM                 941848103                          444     11,950
WATSON PHARMACEUTICALS INC          COM                 942683103                           23        770
WATSON PHARMACEUTICALS INC          COM                 942683103                           23        778
WATSON PHARMACEUTICALS INC          COM                 942683103                           26        870
WATSON PHARMACEUTICALS INC          COM                 942683103                           27        930
WATSON PHARMACEUTICALS INC          COM                 942683103                           38      1,300
WATSON PHARMACEUTICALS INC          COM                 942683103                           48      1,616
WATSON PHARMACEUTICALS INC          COM                 942683103                           70      2,384
WATSON PHARMACEUTICALS INC          COM                 942683103                           74      2,500
WATSON PHARMACEUTICALS INC          COM                 942683103                          106      3,600
WATSON PHARMACEUTICALS INC          COM                 942683103                          323     10,940
WEIGHT WATCHERS INTL INC NEW        COM                 948626106                           35        675
WEIGHT WATCHERS INTL INC NEW        COM                 948626106                           72      1,400
WEIGHT WATCHERS INTL INC NEW        COM                 948626106                          128      2,479
WEIGHT WATCHERS INTL INC NEW        COM                 948626106                          222      4,300
WEINGARTEN RLTY INVS                SH BEN INT          948741103                           12        310
WEINGARTEN RLTY INVS                SH BEN INT          948741103                          135      3,437
WEINGARTEN RLTY INVS                SH BEN INT          948741103                          302      7,700
WELLCHOICE INC                      COM                 949475107                           69      1,000
WELLCHOICE INC                      COM                 949475107                          195      2,800
WELLCHOICE INC                      COM                 949475107                          528      7,600
WELLS FARGO & CO NEW                COM                 949746101                            9        140
WELLS FARGO & CO NEW                COM                 949746101                           43        700
WELLS FARGO & CO NEW                COM                 949746101                           46        740
WELLS FARGO & CO NEW                COM                 949746101                           68      1,100
WELLS FARGO & CO NEW                COM                 949746101                           95      1,550
WELLS FARGO & CO NEW                COM                 949746101                          142      2,300
WELLS FARGO & CO NEW                COM                 949746101                          143      2,330
WELLS FARGO & CO NEW                COM                 949746101                          259      4,200
WELLS FARGO & CO NEW                COM                 949746101                          289      4,700
WELLS FARGO & CO NEW                COM                 949746101                          314      5,100
WELLS FARGO & CO NEW                COM                 949746101                          355      5,760
WELLS FARGO & CO NEW                COM                 949746101                          666     10,810
WELLS FARGO & CO NEW                COM                 949746101                          730     11,850
WELLS FARGO & CO NEW                COM                 949746101                          740     12,012
WELLS FARGO & CO NEW                COM                 949746101                          878     14,260
WELLS FARGO & CO NEW                COM                 949746101                          983     15,967
WELLS FARGO & CO NEW                COM                 949746101                        1,207     19,600
WELLS FARGO & CO NEW                COM                 949746101                        1,207     19,600
WELLS FARGO & CO NEW                COM                 949746101                        1,244     20,195
WELLS FARGO & CO NEW                COM                 949746101                        1,266     20,554
WELLS FARGO & CO NEW                COM                 949746101                        1,565     25,418
WELLS FARGO & CO NEW                COM                 949746101                        1,599     25,971
WELLS FARGO & CO NEW                COM                 949746101                        2,254     36,595
WELLS FARGO & CO NEW                COM                 949746101                        2,383     38,692
WELLS FARGO & CO NEW                COM                 949746101                        2,754     44,730
WELLS FARGO & CO NEW                COM                 949746101                        2,941     47,754
WELLS FARGO & CO NEW                COM                 949746101                        3,812     61,900
WELLS FARGO & CO NEW                COM                 949746101                        4,160     67,562
WELLS FARGO & CO NEW                COM                 949746101                        9,595    155,818
WELLS FARGO & CO NEW                COM                 949746101                        9,996    162,320
WELLS FARGO & CO NEW                COM                 949746101                       15,614    253,558
WENDYS INTL INC                     COM                 950590109                           36        750
WENDYS INTL INC                     COM                 950590109                           38        800
WENDYS INTL INC                     COM                 950590109                           43        900
WENDYS INTL INC                     COM                 950590109                           46        964
WENDYS INTL INC                     COM                 950590109                           67      1,400
WENDYS INTL INC                     COM                 950590109                           81      1,700
WENDYS INTL INC                     COM                 950590109                           81      1,700
WENDYS INTL INC                     COM                 950590109                           96      2,010
WENDYS INTL INC                     COM                 950590109                          103      2,170
WENDYS INTL INC                     COM                 950590109                          181      3,800
WENDYS INTL INC                     COM                 950590109                          586     12,300
WENDYS INTL INC                     COM                 950590109                        2,205     46,270
WEST MARINE INC                     COM                 954235107                            1         63
WEST MARINE INC                     COM                 954235107                          323     17,900
WESTAIM CORP                        COM                 956909105                           43     14,000
WESTERN SILVER CORP                 COM                 959531104                          103     11,825
WEYERHAEUSER CO                     COM                 962166104                           25        400
WEYERHAEUSER CO                     COM                 962166104                           45        701
WEYERHAEUSER CO                     COM                 962166104                           53        840
WEYERHAEUSER CO                     COM                 962166104                           57        900
WEYERHAEUSER CO                     COM                 962166104                           58        910
WEYERHAEUSER CO                     COM                 962166104                          113      1,779
WEYERHAEUSER CO                     COM                 962166104                          127      1,994
WEYERHAEUSER CO                     COM                 962166104                          151      2,377
WEYERHAEUSER CO                     COM                 962166104                          159      2,500
WEYERHAEUSER CO                     COM                 962166104                          221      3,465
WEYERHAEUSER CO                     COM                 962166104                          233      3,666
WEYERHAEUSER CO                     COM                 962166104                          429      6,742
WEYERHAEUSER CO                     COM                 962166104                          535      8,400
WEYERHAEUSER CO                     COM                 962166104                          602      9,462
WEYERHAEUSER CO                     COM                 962166104                          817     12,836
WEYERHAEUSER CO                     COM                 962166104                        1,441     22,640
WHIRLPOOL CORP                      COM                 963320106                           13        185
WHIRLPOOL CORP                      COM                 963320106                           21        300
WHIRLPOOL CORP                      COM                 963320106                           33        465
WHIRLPOOL CORP                      COM                 963320106                           35        502
WHIRLPOOL CORP                      COM                 963320106                           36        520
WHIRLPOOL CORP                      COM                 963320106                           49        700
WHIRLPOOL CORP                      COM                 963320106                           56        800
WHIRLPOOL CORP                      COM                 963320106                           64        917
WHIRLPOOL CORP                      COM                 963320106                           78      1,110
WHIRLPOOL CORP                      COM                 963320106                          127      1,808
WHIRLPOOL CORP                      COM                 963320106                          152      2,168
WHIRLPOOL CORP                      COM                 963320106                          154      2,200
WHIRLPOOL CORP                      COM                 963320106                          154      2,200
WHIRLPOOL CORP                      COM                 963320106                          503      7,170
WHOLE FOODS MKT INC                 COM                 966837106                            6         50
WHOLE FOODS MKT INC                 COM                 966837106                           30        250
WHOLE FOODS MKT INC                 COM                 966837106                           35        300
WHOLE FOODS MKT INC                 COM                 966837106                           47        400
WHOLE FOODS MKT INC                 COM                 966837106                           59        500
WHOLE FOODS MKT INC                 COM                 966837106                           83        700
WHOLE FOODS MKT INC                 COM                 966837106                          118      1,000
WHOLE FOODS MKT INC                 COM                 966837106                          324      2,743
WHOLE FOODS MKT INC                 COM                 966837106                          534      4,514
WHOLE FOODS MKT INC                 COM                 966837106                          588      4,973
WHOLE FOODS MKT INC                 COM                 966837106                          630      5,328
WHOLE FOODS MKT INC                 COM                 966837106                          653      5,520
WILLIAMS COS INC DEL                COM                 969457100                           10        520
WILLIAMS COS INC DEL                COM                 969457100                           15        800
WILLIAMS COS INC DEL                COM                 969457100                           32      1,687
WILLIAMS COS INC DEL                COM                 969457100                           40      2,100
WILLIAMS COS INC DEL                COM                 969457100                           40      2,100
WILLIAMS COS INC DEL                COM                 969457100                           62      3,270
WILLIAMS COS INC DEL                COM                 969457100                           73      3,850
WILLIAMS COS INC DEL                COM                 969457100                           91      4,800
WILLIAMS COS INC DEL                COM                 969457100                           95      5,000
WILLIAMS COS INC DEL                COM                 969457100                          105      5,535
WILLIAMS COS INC DEL                COM                 969457100                          107      5,610
WILLIAMS COS INC DEL                COM                 969457100                          137      7,200
WILLIAMS COS INC DEL                COM                 969457100                          162      8,552
WILLIAMS COS INC DEL                COM                 969457100                          218     11,478
WILLIAMS COS INC DEL                COM                 969457100                          437     23,000
WILLIAMS COS INC DEL                COM                 969457100                          985     51,840
WILLIAMS COS INC DEL                COM                 969457100                        1,022     53,783
WILLIAMS COS INC DEL                COM                 969457100                       15,122    795,904
WILLIAMS SONOMA INC                 COM                 969904101                            2         50
WILLIAMS SONOMA INC                 COM                 969904101                           17        422
WILLIAMS SONOMA INC                 COM                 969904101                           51      1,300
WILLIAMS SONOMA INC                 COM                 969904101                          154      3,900
WILLIAMS SONOMA INC                 COM                 969904101                          377      9,520
WILLIAMS SONOMA INC                 COM                 969904101                          419     10,590
WINNEBAGO INDS INC                  COM                 974637100                            4        117
WINNEBAGO INDS INC                  COM                 974637100                          377     11,500
WISCONSIN ENERGY CORP               COM                 976657106                           51      1,300
WISCONSIN ENERGY CORP               COM                 976657106                          113      2,900
WISCONSIN ENERGY CORP               COM                 976657106                          152      3,900
WISCONSIN ENERGY CORP               COM                 976657106                          346      8,875
WISCONSIN ENERGY CORP               COM                 976657106                          369      9,455
WISCONSIN ENERGY CORP               COM                 976657106                          370      9,490
WOORI FIN HLDGS CO LTD              ADR                 981063100                          472     15,961
WOORI FIN HLDGS CO LTD              ADR                 981063100                          502     17,000
WRIGLEY WM JR CO                    COM                 982526105                            3         40
WRIGLEY WM JR CO                    COM                 982526105                           17        240
WRIGLEY WM JR CO                    COM                 982526105                           32        459
WRIGLEY WM JR CO                    COM                 982526105                           37        535
WRIGLEY WM JR CO                    COM                 982526105                           96      1,397
WRIGLEY WM JR CO                    COM                 982526105                          110      1,600
WRIGLEY WM JR CO                    COM                 982526105                          116      1,680
WRIGLEY WM JR CO                    COM                 982526105                          117      1,700
WRIGLEY WM JR CO                    COM                 982526105                          132      1,911
WRIGLEY WM JR CO                    COM                 982526105                          155      2,250
WRIGLEY WM JR CO                    COM                 982526105                          218      3,165
WRIGLEY WM JR CO                    COM                 982526105                          319      4,635
WRIGLEY WM JR CO                    COM                 982526105                          399      5,800
WRIGLEY WM JR CO                    COM                 982526105                          854     12,400
WRIGLEY WM JR CO                    COM                 982526105                          989     14,370
WRIGLEY WM JR CO                    COM                 982526105                        1,366     19,850
WRIGLEY WM JR CO                    COM                 982526105                        2,072     30,100
WYETH                               COM                 983024100                           16        368
WYETH                               COM                 983024100                           31        700
WYETH                               COM                 983024100                           45      1,000
WYETH                               COM                 983024100                           56      1,250
WYETH                               COM                 983024100                           65      1,452
WYETH                               COM                 983024100                          103      2,305
WYETH                               COM                 983024100                          107      2,400
WYETH                               COM                 983024100                          138      3,100
WYETH                               COM                 983024100                          157      3,520
WYETH                               COM                 983024100                          158      3,550
WYETH                               COM                 983024100                          171      3,850
WYETH                               COM                 983024100                          173      3,882
WYETH                               COM                 983024100                          218      4,900
WYETH                               COM                 983024100                          291      6,533
WYETH                               COM                 983024100                          356      8,000
WYETH                               COM                 983024100                          435      9,785
WYETH                               COM                 983024100                          459     10,320
WYETH                               COM                 983024100                          484     10,870
WYETH                               COM                 983024100                          503     11,300
WYETH                               COM                 983024100                          571     12,841
WYETH                               COM                 983024100                          623     14,000
WYETH                               COM                 983024100                          694     15,589
WYETH                               COM                 983024100                          699     15,700
WYETH                               COM                 983024100                          743     16,700
WYETH                               COM                 983024100                          767     17,246
WYETH                               COM                 983024100                          910     20,442
WYETH                               COM                 983024100                          920     20,671
WYETH                               COM                 983024100                          990     22,240
WYETH                               COM                 983024100                        1,036     23,270
WYETH                               COM                 983024100                        1,359     30,539
WYETH                               COM                 983024100                        2,172     48,800
WYETH                               COM                 983024100                        2,263     50,850
WYETH                               COM                 983024100                        3,608     81,075
WYETH                               COM                 983024100                        3,954     88,859
WYETH                               COM                 983024100                        5,615    126,170
WYETH                               COM                 983024100                        6,420    144,274
WYETH                               COM                 983024100                       12,253    275,359
WYNN RESORTS LTD                    COM                 983134107                           30        635
WYNN RESORTS LTD                    COM                 983134107                           33        700
WYNN RESORTS LTD                    COM                 983134107                           47      1,000
WYNN RESORTS LTD                    COM                 983134107                          123      2,600
XM SATELLITE RADIO HLDGS INC        CL A                983759101                            1         30
XM SATELLITE RADIO HLDGS INC        CL A                983759101                            2         55
XM SATELLITE RADIO HLDGS INC        CL A                983759101                           34        997
XM SATELLITE RADIO HLDGS INC        CL A                983759101                           64      1,900
XM SATELLITE RADIO HLDGS INC        CL A                983759101                           88      2,600
XM SATELLITE RADIO HLDGS INC        CL A                983759101                          172      5,100
XM SATELLITE RADIO HLDGS INC        CL A                983759101                          269      7,980
XM SATELLITE RADIO HLDGS INC        CL A                983759101                          465     13,800
XILINX INC                          COM                 983919101                            3        100
XILINX INC                          COM                 983919101                            3        100
XILINX INC                          COM                 983919101                           12        490
XILINX INC                          COM                 983919101                           18        700
XILINX INC                          COM                 983919101                           30      1,176
XILINX INC                          COM                 983919101                           38      1,477
XILINX INC                          COM                 983919101                           38      1,500
XILINX INC                          COM                 983919101                           41      1,600
XILINX INC                          COM                 983919101                           51      2,000
XILINX INC                          COM                 983919101                           55      2,140
XILINX INC                          COM                 983919101                           57      2,220
XILINX INC                          COM                 983919101                           62      2,439
XILINX INC                          COM                 983919101                           64      2,503
XILINX INC                          COM                 983919101                           75      2,950
XILINX INC                          COM                 983919101                           81      3,158
XILINX INC                          COM                 983919101                          127      4,980
XILINX INC                          COM                 983919101                          130      5,100
XILINX INC                          COM                 983919101                          138      5,407
XILINX INC                          COM                 983919101                          176      6,890
XILINX INC                          COM                 983919101                          217      8,529
XILINX INC                          COM                 983919101                          221      8,661
XILINX INC                          COM                 983919101                          357     14,000
XILINX INC                          COM                 983919101                          365     14,303
XILINX INC                          COM                 983919101                          499     19,564
XILINX INC                          COM                 983919101                          827     32,430
XEROX CORP                          COM                 984121103                            2        150
XEROX CORP                          COM                 984121103                            7        492
XEROX CORP                          COM                 984121103                           10        700
XEROX CORP                          COM                 984121103                           13        950
XEROX CORP                          COM                 984121103                           20      1,450
XEROX CORP                          COM                 984121103                           22      1,606
XEROX CORP                          COM                 984121103                           28      2,000
XEROX CORP                          COM                 984121103                           28      2,010
XEROX CORP                          COM                 984121103                           30      2,155
XEROX CORP                          COM                 984121103                           33      2,365
XEROX CORP                          COM                 984121103                           43      3,100
XEROX CORP                          COM                 984121103                           46      3,300
XEROX CORP                          COM                 984121103                           63      4,600
XEROX CORP                          COM                 984121103                           83      6,000
XEROX CORP                          COM                 984121103                           85      6,200
XEROX CORP                          COM                 984121103                           88      6,384
XEROX CORP                          COM                 984121103                           88      6,400
XEROX CORP                          COM                 984121103                          108      7,840
XEROX CORP                          COM                 984121103                          129      9,364
XEROX CORP                          COM                 984121103                          130      9,393
XEROX CORP                          COM                 984121103                          163     11,800
XEROX CORP                          COM                 984121103                          174     12,645
XEROX CORP                          COM                 984121103                          182     13,220
XEROX CORP                          COM                 984121103                          207     15,020
XEROX CORP                          COM                 984121103                          278     20,147
XEROX CORP                          COM                 984121103                          519     37,605
XEROX CORP                          COM                 984121103                          521     37,800
XEROX CORP                          COM                 984121103                          801     58,094
XEROX CORP                          COM                 984121103                          893     64,760
XEROX CORP                          COM                 984121103                        1,245     90,250
YPF SOCIEDAD ANONIMA                SPON ADR CL D       984245100                          758     13,600
YAHOO INC                           COM                 984332106                            6        185
YAHOO INC                           COM                 984332106                            7        196
YAHOO INC                           COM                 984332106                           15        440
YAHOO INC                           COM                 984332106                           17        500
YAHOO INC                           COM                 984332106                           19        562
YAHOO INC                           COM                 984332106                           24        700
YAHOO INC                           COM                 984332106                           27        790
YAHOO INC                           COM                 984332106                           31        900
YAHOO INC                           COM                 984332106                           33        950
YAHOO INC                           COM                 984332106                           35      1,000
YAHOO INC                           COM                 984332106                           69      1,985
YAHOO INC                           COM                 984332106                           69      2,000
YAHOO INC                           COM                 984332106                           83      2,400
YAHOO INC                           COM                 984332106                           95      2,750
YAHOO INC                           COM                 984332106                          102      2,948
YAHOO INC                           COM                 984332106                          108      3,130
YAHOO INC                           COM                 984332106                          128      3,700
YAHOO INC                           COM                 984332106                          241      6,962
YAHOO INC                           COM                 984332106                          249      7,200
YAHOO INC                           COM                 984332106                          282      8,130
YAHOO INC                           COM                 984332106                          326      9,422
YAHOO INC                           COM                 984332106                          384     11,070
YAHOO INC                           COM                 984332106                          416     12,000
YAHOO INC                           COM                 984332106                          426     12,288
YAHOO INC                           COM                 984332106                          432     12,472
YAHOO INC                           COM                 984332106                          586     16,900
YAHOO INC                           COM                 984332106                          693     19,994
YAHOO INC                           COM                 984332106                          874     25,213
YAHOO INC                           COM                 984332106                        1,015     29,285
YAHOO INC                           COM                 984332106                        1,026     29,622
YAHOO INC                           COM                 984332106                        1,028     29,670
YAHOO INC                           COM                 984332106                        1,091     31,474
YAHOO INC                           COM                 984332106                        1,341     38,700
YAHOO INC                           COM                 984332106                        1,442     41,612
YAHOO INC                           COM                 984332106                        2,742     79,126
YAHOO INC                           COM                 984332106                        3,407     98,340
YAHOO INC                           COM                 984332106                        4,193    120,999
YUM BRANDS INC                      COM                 988498101                            2         40
YUM BRANDS INC                      COM                 988498101                            4         70
YUM BRANDS INC                      COM                 988498101                            5        100
YUM BRANDS INC                      COM                 988498101                           15        280
YUM BRANDS INC                      COM                 988498101                           19        360
YUM BRANDS INC                      COM                 988498101                           21        400
YUM BRANDS INC                      COM                 988498101                           31        600
YUM BRANDS INC                      COM                 988498101                           45        870
YUM BRANDS INC                      COM                 988498101                           66      1,266
YUM BRANDS INC                      COM                 988498101                           73      1,400
YUM BRANDS INC                      COM                 988498101                           73      1,400
YUM BRANDS INC                      COM                 988498101                           83      1,600
YUM BRANDS INC                      COM                 988498101                           98      1,890
YUM BRANDS INC                      COM                 988498101                          109      2,100
YUM BRANDS INC                      COM                 988498101                          112      2,149
YUM BRANDS INC                      COM                 988498101                          125      2,398
YUM BRANDS INC                      COM                 988498101                          148      2,836
YUM BRANDS INC                      COM                 988498101                          216      4,150
YUM BRANDS INC                      COM                 988498101                          231      4,438
YUM BRANDS INC                      COM                 988498101                          237      4,542
YUM BRANDS INC                      COM                 988498101                          317      6,086
YUM BRANDS INC                      COM                 988498101                          391      7,510
YUM BRANDS INC                      COM                 988498101                          589     11,300
YUM BRANDS INC                      COM                 988498101                        1,480     28,410
ZARLINK SEMICONDUCTOR INC           COM                 989139100                            3      2,000
ZARLINK SEMICONDUCTOR INC           COM                 989139100                           67     49,915
ZEBRA TECHNOLOGIES CORP             CL A                989207105                           35        800
ZEBRA TECHNOLOGIES CORP             CL A                989207105                          105      2,400
ZEBRA TECHNOLOGIES CORP             CL A                989207105                          114      2,600
ZEBRA TECHNOLOGIES CORP             CL A                989207105                          114      2,600
ZEBRA TECHNOLOGIES CORP             CL A                989207105                          271      6,200
ZEBRA TECHNOLOGIES CORP             CL A                989207105                        1,752     40,000
ZIONS BANCORPORATION                COM                 989701107                           26        350
ZIONS BANCORPORATION                COM                 989701107                           49        665
ZIONS BANCORPORATION                COM                 989701107                           52        710
ZIONS BANCORPORATION                COM                 989701107                           54        729
ZIONS BANCORPORATION                COM                 989701107                           74      1,000
ZIONS BANCORPORATION                COM                 989701107                           91      1,241
ZIONS BANCORPORATION                COM                 989701107                          103      1,400
ZIONS BANCORPORATION                COM                 989701107                          221      3,000
ZIONS BANCORPORATION                COM                 989701107                          279      3,800
ZIONS BANCORPORATION                COM                 989701107                          612      8,320
ZIONS BANCORPORATION                COM                 989701107                        1,765     24,000
DEX MEDIA INC                       COM                 25212E100                           32      1,300
DEX MEDIA INC                       COM                 25212E100                           51      2,095
DEX MEDIA INC                       COM                 25212E100                           93      3,800
DEX MEDIA INC                       COM                 25212E100                          239      9,800
DUN & BRADSTREET CORP DEL NE        COM                 26483E100                           11        175
DUN & BRADSTREET CORP DEL NE        COM                 26483E100                           12        200
DUN & BRADSTREET CORP DEL NE        COM                 26483E100                           12        200
DUN & BRADSTREET CORP DEL NE        COM                 26483E100                           28        450
DUN & BRADSTREET CORP DEL NE        COM                 26483E100                           49        800
DUN & BRADSTREET CORP DEL NE        COM                 26483E100                           62      1,000
DUN & BRADSTREET CORP DEL NE        COM                 26483E100                           92      1,500
DUN & BRADSTREET CORP DEL NE        COM                 26483E100                          142      2,300
DUN & BRADSTREET CORP DEL NE        COM                 26483E100                          433      7,030
EON LABS INC                        COM                 29412E100                          521     17,000
BT GROUP PLC                        ADR                 05577E101                            9        220
BT GROUP PLC                        ADR                 05577E101                           20        483
BT GROUP PLC                        ADR                 05577E101                           62      1,494
BT GROUP PLC                        ADR                 05577E101                           71      1,700
BT GROUP PLC                        ADR                 05577E101                          244      5,855
BT GROUP PLC                        ADR                 05577E101                        1,511     36,325
PETROCHINA CO LTD                   SPONSORED  ADR      71646E100                            7         95
PETROCHINA CO LTD                   SPONSORED  ADR      71646E100                           15        200
PETROCHINA CO LTD                   SPONSORED  ADR      71646E100                           17        225
PETROCHINA CO LTD                   SPONSORED  ADR      71646E100                           59        800
PETROCHINA CO LTD                   SPONSORED  ADR      71646E100                           73      1,000
PETROCHINA CO LTD                   SPONSORED  ADR      71646E100                        1,469     20,000
PETROCHINA CO LTD                   SPONSORED  ADR      71646E100                        2,872     39,100
PETRO-CDA                           COM                 71644E102                           33        500
PETRO-CDA                           COM                 71644E102                           39        600
PETRO-CDA                           COM                 71644E102                          215      3,300
PETRO-CDA                           COM                 71644E102                        2,245     34,465
VERISIGN INC                        COM                 92343E102                            3        100
VERISIGN INC                        COM                 92343E102                            5        175
VERISIGN INC                        COM                 92343E102                           10        340
VERISIGN INC                        COM                 92343E102                           14        500
VERISIGN INC                        COM                 92343E102                           16        550
VERISIGN INC                        COM                 92343E102                           18        633
VERISIGN INC                        COM                 92343E102                           37      1,300
VERISIGN INC                        COM                 92343E102                           37      1,300
VERISIGN INC                        COM                 92343E102                           65      2,254
VERISIGN INC                        COM                 92343E102                           83      2,900
VERISIGN INC                        COM                 92343E102                           88      3,060
VERISIGN INC                        COM                 92343E102                          104      3,600
VERISIGN INC                        COM                 92343E102                          308     10,717
VERISIGN INC                        COM                 92343E102                          719     25,010
TALISMAN ENERGY INC                 COM                 87425E103                          100      2,671
TALISMAN ENERGY INC                 COM                 87425E103                          338      9,000
TALISMAN ENERGY INC                 COM                 87425E103                        3,449     91,795
AMERISOURCEBERGEN CORP              COM                 03073E105                            1         10
AMERISOURCEBERGEN CORP              COM                 03073E105                            2         34
AMERISOURCEBERGEN CORP              COM                 03073E105                           17        250
AMERISOURCEBERGEN CORP              COM                 03073E105                           48        700
AMERISOURCEBERGEN CORP              COM                 03073E105                           53        765
AMERISOURCEBERGEN CORP              COM                 03073E105                           59        854
AMERISOURCEBERGEN CORP              COM                 03073E105                           62        890
AMERISOURCEBERGEN CORP              COM                 03073E105                           97      1,400
AMERISOURCEBERGEN CORP              COM                 03073E105                          103      1,483
AMERISOURCEBERGEN CORP              COM                 03073E105                          121      1,746
AMERISOURCEBERGEN CORP              COM                 03073E105                          216      3,117
AMERISOURCEBERGEN CORP              COM                 03073E105                          256      3,700
AMERISOURCEBERGEN CORP              COM                 03073E105                          732     10,580
NEWS CORP                           CL A                65248E104                            7        446
NEWS CORP                           CL A                65248E104                           15        900
NEWS CORP                           CL A                65248E104                           19      1,200
NEWS CORP                           CL A                65248E104                           23      1,400
NEWS CORP                           CL A                65248E104                           27      1,660
NEWS CORP                           CL A                65248E104                           41      2,550
NEWS CORP                           CL A                65248E104                           70      4,300
NEWS CORP                           CL A                65248E104                          201     12,400
NEWS CORP                           CL A                65248E104                          333     20,600
NEWS CORP                           CL A                65248E104                          368     22,754
NEWS CORP                           CL A                65248E104                          395     24,400
NEWS CORP                           CL A                65248E104                          425     26,285
NEWS CORP                           CL A                65248E104                          443     27,350
NEWS CORP                           CL A                65248E104                          469     28,970
NEWS CORP                           CL A                65248E104                          707     43,700
NEWS CORP                           CL A                65248E104                        1,014     62,684
NEWS CORP                           CL A                65248E104                        1,041     64,335
NEWS CORP                           CL A                65248E104                        2,172    134,228
NEWS CORP                           CL A                65248E104                        2,591    160,159
AMERICAN EAGLE OUTFITTERS NE        COM                 02553E106                            2         70
AMERICAN EAGLE OUTFITTERS NE        COM                 02553E106                           37      1,200
AMERICAN EAGLE OUTFITTERS NE        COM                 02553E106                          110      3,600
AMERICAN EAGLE OUTFITTERS NE        COM                 02553E106                          294      9,600
TARGET CORP                         COM                 87612E106                            2         45
TARGET CORP                         COM                 87612E106                            6        110
TARGET CORP                         COM                 87612E106                           19        350
TARGET CORP                         COM                 87612E106                           27        490
TARGET CORP                         COM                 87612E106                           27        500
TARGET CORP                         COM                 87612E106                           38        700
TARGET CORP                         COM                 87612E106                           39        710
TARGET CORP                         COM                 87612E106                           44        800
TARGET CORP                         COM                 87612E106                          131      2,400
TARGET CORP                         COM                 87612E106                          148      2,720
TARGET CORP                         COM                 87612E106                          224      4,120
TARGET CORP                         COM                 87612E106                          347      6,383
TARGET CORP                         COM                 87612E106                          365      6,700
TARGET CORP                         COM                 87612E106                          405      7,450
TARGET CORP                         COM                 87612E106                          409      7,520
TARGET CORP                         COM                 87612E106                          454      8,352
TARGET CORP                         COM                 87612E106                          455      8,370
TARGET CORP                         COM                 87612E106                          501      9,200
TARGET CORP                         COM                 87612E106                          723     13,293
TARGET CORP                         COM                 87612E106                          743     13,660
TARGET CORP                         COM                 87612E106                          783     14,394
TARGET CORP                         COM                 87612E106                        1,079     19,831
TARGET CORP                         COM                 87612E106                        1,300     23,900
TARGET CORP                         COM                 87612E106                        1,796     33,000
TARGET CORP                         COM                 87612E106                        2,839     52,185
TARGET CORP                         COM                 87612E106                        2,956     54,335
TARGET CORP                         COM                 87612E106                        4,619     84,890
TARGET CORP                         COM                 87612E106                        5,059     92,978
TARGET CORP                         COM                 87612E106                        5,067     93,133
NSTAR                               COM                 67019E107                           37      1,200
NSTAR                               COM                 67019E107                           78      2,520
NSTAR                               COM                 67019E107                           99      3,200
NSTAR                               COM                 67019E107                          111      3,600
NSTAR                               COM                 67019E107                          252      8,160
EDWARDS LIFESCIENCES CORP           COM                 28176E108                            3         66
EDWARDS LIFESCIENCES CORP           COM                 28176E108                          215      5,000
NCR CORP NEW                        COM                 62886E108                           11        300
NCR CORP NEW                        COM                 62886E108                           19        550
NCR CORP NEW                        COM                 62886E108                           21        600
NCR CORP NEW                        COM                 62886E108                           46      1,320
NCR CORP NEW                        COM                 62886E108                           52      1,480
NCR CORP NEW                        COM                 62886E108                           53      1,522
NCR CORP NEW                        COM                 62886E108                           77      2,200
NCR CORP NEW                        COM                 62886E108                           77      2,200
NCR CORP NEW                        COM                 62886E108                           95      2,700
NCR CORP NEW                        COM                 62886E108                          281      8,000
NCR CORP NEW                        COM                 62886E108                          316      9,000
NCR CORP NEW                        COM                 62886E108                          446     12,704
NCR CORP NEW                        COM                 62886E108                          663     18,880
NCR CORP NEW                        COM                 62886E108                        1,134     32,300
NCR CORP NEW                        COM                 62886E108                        1,177     33,500
NAVISTAR INTL CORP NEW              COM                 63934E108                            2         70
NAVISTAR INTL CORP NEW              COM                 63934E108                           13        400
NAVISTAR INTL CORP NEW              COM                 63934E108                           16        500
NAVISTAR INTL CORP NEW              COM                 63934E108                           18        550
NAVISTAR INTL CORP NEW              COM                 63934E108                           32        991
NAVISTAR INTL CORP NEW              COM                 63934E108                           48      1,509
NAVISTAR INTL CORP NEW              COM                 63934E108                           64      2,000
NAVISTAR INTL CORP NEW              COM                 63934E108                        1,248     39,000
USEC INC                            COM                 90333E108                        3,636    248,365
TOTAL S A                           SPONSORED ADR       89151E109                           13        109
TOTAL S A                           SPONSORED ADR       89151E109                           23        200
TOTAL S A                           SPONSORED ADR       89151E109                           53        456
TOTAL S A                           SPONSORED ADR       89151E109                           77        658
TOTAL S A                           SPONSORED ADR       89151E109                           86        737
TOTAL S A                           SPONSORED ADR       89151E109                          154      1,315
TOTAL S A                           SPONSORED ADR       89151E109                          269      2,300
TOTAL S A                           SPONSORED ADR       89151E109                        1,827     15,635
TOTAL S A                           SPONSORED ADR       89151E109                        2,848     24,375
GRUPO AEROPORTUARIO DEL SURE        SPON ADR SER B      40051E202                            1         23
GRUPO AEROPORTUARIO DEL SURE        SPON ADR SER B      40051E202                            1         35
GRUPO AEROPORTUARIO DEL SURE        SPON ADR SER B      40051E202                            2         51
GRUPO AEROPORTUARIO DEL SURE        SPON ADR SER B      40051E202                            4        135
GRUPO AEROPORTUARIO DEL SURE        SPON ADR SER B      40051E202                          513     16,100
NEWS CORP                           CL B                65248E203                           15        900
NEWS CORP                           CL B                65248E203                           34      2,000
NEWS CORP                           CL B                65248E203                           40      2,400
NEWS CORP                           CL B                65248E203                           76      4,500
NEWS CORP                           CL B                65248E203                          152      9,000
NEWS CORP                           CL B                65248E203                          158      9,400
NEWS CORP                           CL B                65248E203                          160      9,485
NEWS CORP                           CL B                65248E203                          227     13,442
NEWS CORP                           CL B                65248E203                          521     30,900
NEWS CORP                           CL B                65248E203                        1,259     74,700
BARCLAYS PLC                        ADR                 06738E204                           10        250
BARCLAYS PLC                        ADR                 06738E204                           11        284
BARCLAYS PLC                        ADR                 06738E204                           35        885
BARCLAYS PLC                        ADR                 06738E204                          136      3,395
BARCLAYS PLC                        ADR                 06738E204                          479     12,000
AES CORP                            COM                 00130H105                            5        280
AES CORP                            COM                 00130H105                            8        500
AES CORP                            COM                 00130H105                           11        660
AES CORP                            COM                 00130H105                           16      1,000
AES CORP                            COM                 00130H105                           44      2,700
AES CORP                            COM                 00130H105                           46      2,800
AES CORP                            COM                 00130H105                           52      3,200
AES CORP                            COM                 00130H105                           80      4,890
AES CORP                            COM                 00130H105                           92      5,620
AES CORP                            COM                 00130H105                          106      6,460
AES CORP                            COM                 00130H105                          142      8,654
AES CORP                            COM                 00130H105                          145      8,850
AES CORP                            COM                 00130H105                          152      9,274
AES CORP                            COM                 00130H105                          219     13,400
AES CORP                            COM                 00130H105                          292     17,840
AES CORP                            COM                 00130H105                          434     26,500
AES CORP                            COM                 00130H105                          942     57,500
AES CORP                            COM                 00130H105                        7,545    460,630
AMB PROPERTY CORP                   COM                 00163T109                           55      1,260
AMB PROPERTY CORP                   COM                 00163T109                           72      1,650
AMB PROPERTY CORP                   COM                 00163T109                          278      6,390
ABGENIX INC                         COM                 00339B107                          150     17,500
ACCREDO HEALTH INC                  COM                 00437V104                        3,101     68,300
ACCREDO HEALTH INC                  COM                 00437V104                        3,378     74,401
ACTIVE POWER INC                    COM                 00504W100                           53     16,400
ACTIVCARD CORP                      COM                 00506J107                            4        772
ACTIVCARD CORP                      COM                 00506J107                            5      1,025
ACTIVCARD CORP                      COM                 00506J107                           14      3,080
ACTIVCARD CORP                      COM                 00506J107                           91     20,000
ADOBE SYS INC                       COM                 00724F101                            5        186
ADOBE SYS INC                       COM                 00724F101                            7        250
ADOBE SYS INC                       COM                 00724F101                           11        400
ADOBE SYS INC                       COM                 00724F101                           12        424
ADOBE SYS INC                       COM                 00724F101                           14        500
ADOBE SYS INC                       COM                 00724F101                           17        600
ADOBE SYS INC                       COM                 00724F101                           20        700
ADOBE SYS INC                       COM                 00724F101                           29      1,000
ADOBE SYS INC                       COM                 00724F101                           49      1,700
ADOBE SYS INC                       COM                 00724F101                           51      1,800
ADOBE SYS INC                       COM                 00724F101                           51      1,800
ADOBE SYS INC                       COM                 00724F101                           74      2,600
ADOBE SYS INC                       COM                 00724F101                           80      2,800
ADOBE SYS INC                       COM                 00724F101                           86      3,000
ADOBE SYS INC                       COM                 00724F101                          103      3,590
ADOBE SYS INC                       COM                 00724F101                          114      4,000
ADOBE SYS INC                       COM                 00724F101                          125      4,374
ADOBE SYS INC                       COM                 00724F101                          132      4,620
ADOBE SYS INC                       COM                 00724F101                          136      4,760
ADOBE SYS INC                       COM                 00724F101                          186      6,500
ADOBE SYS INC                       COM                 00724F101                          198      6,920
ADOBE SYS INC                       COM                 00724F101                          204      7,120
ADOBE SYS INC                       COM                 00724F101                          210      7,330
ADOBE SYS INC                       COM                 00724F101                          225      7,862
ADOBE SYS INC                       COM                 00724F101                          328     11,470
ADOBE SYS INC                       COM                 00724F101                          460     16,074
ADOBE SYS INC                       COM                 00724F101                          496     17,346
ADOBE SYS INC                       COM                 00724F101                          546     19,096
ADOBE SYS INC                       COM                 00724F101                          597     20,874
ADOBE SYS INC                       COM                 00724F101                        1,340     46,820
ADOBE SYS INC                       COM                 00724F101                        3,271    114,346
AETNA INC NEW                       COM                 00817Y108                            5         66
AETNA INC NEW                       COM                 00817Y108                            8        100
AETNA INC NEW                       COM                 00817Y108                           17        200
AETNA INC NEW                       COM                 00817Y108                           17        200
AETNA INC NEW                       COM                 00817Y108                           19        230
AETNA INC NEW                       COM                 00817Y108                           23        280
AETNA INC NEW                       COM                 00817Y108                           25        300
AETNA INC NEW                       COM                 00817Y108                           87      1,050
AETNA INC NEW                       COM                 00817Y108                           90      1,090
AETNA INC NEW                       COM                 00817Y108                          173      2,084
AETNA INC NEW                       COM                 00817Y108                          210      2,540
AETNA INC NEW                       COM                 00817Y108                          232      2,806
AETNA INC NEW                       COM                 00817Y108                          290      3,500
AETNA INC NEW                       COM                 00817Y108                          350      4,220
AETNA INC NEW                       COM                 00817Y108                          371      4,478
AETNA INC NEW                       COM                 00817Y108                          389      4,700
AETNA INC NEW                       COM                 00817Y108                          405      4,892
AETNA INC NEW                       COM                 00817Y108                          480      5,800
AETNA INC NEW                       COM                 00817Y108                          553      6,678
AETNA INC NEW                       COM                 00817Y108                          582      7,024
AETNA INC NEW                       COM                 00817Y108                          903     10,900
AETNA INC NEW                       COM                 00817Y108                          911     11,000
AETNA INC NEW                       COM                 00817Y108                        1,113     13,434
AETNA INC NEW                       COM                 00817Y108                        1,209     14,600
AETNA INC NEW                       COM                 00817Y108                        1,491     18,000
AETNA INC NEW                       COM                 00817Y108                        2,362     28,520
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         25
AGERE SYS INC                       COM                 00845V308                            1         55
AGERE SYS INC                       COM                 00845V308                            1         87
AGERE SYS INC                       COM                 00845V308                            1        106
AGERE SYS INC                       COM                 00845V308                            2        125
AGERE SYS INC                       COM                 00845V308                            4        307
AGERE SYS INC                       COM                 00845V308                            9        713
AGERE SYS INC                       COM                 00845V308                           12        999
AGERE SYS INC                       COM                 00845V308                           13      1,042
AGERE SYS INC                       COM                 00845V308                           22      1,845
AGERE SYS INC                       COM                 00845V308                           68      5,700
AGERE SYS INC                       COM                 00845V308                          210     17,491
AGILENT TECHNOLOGIES INC            COM                 00846U101                            5        220
AGILENT TECHNOLOGIES INC            COM                 00846U101                           13        580
AGILENT TECHNOLOGIES INC            COM                 00846U101                           20        850
AGILENT TECHNOLOGIES INC            COM                 00846U101                           26      1,143
AGILENT TECHNOLOGIES INC            COM                 00846U101                           35      1,500
AGILENT TECHNOLOGIES INC            COM                 00846U101                           46      2,000
AGILENT TECHNOLOGIES INC            COM                 00846U101                           48      2,100
AGILENT TECHNOLOGIES INC            COM                 00846U101                           50      2,152
AGILENT TECHNOLOGIES INC            COM                 00846U101                           62      2,684
AGILENT TECHNOLOGIES INC            COM                 00846U101                           68      2,950
AGILENT TECHNOLOGIES INC            COM                 00846U101                           83      3,610
AGILENT TECHNOLOGIES INC            COM                 00846U101                           84      3,640
AGILENT TECHNOLOGIES INC            COM                 00846U101                           88      3,839
AGILENT TECHNOLOGIES INC            COM                 00846U101                          111      4,826
AGILENT TECHNOLOGIES INC            COM                 00846U101                          127      5,500
AGILENT TECHNOLOGIES INC            COM                 00846U101                          134      5,800
AGILENT TECHNOLOGIES INC            COM                 00846U101                          158      6,884
AGILENT TECHNOLOGIES INC            COM                 00846U101                          260     11,295
AGILENT TECHNOLOGIES INC            COM                 00846U101                          299     12,971
AGILENT TECHNOLOGIES INC            COM                 00846U101                          447     19,400
AGILENT TECHNOLOGIES INC            COM                 00846U101                          604     26,228
AGILENT TECHNOLOGIES INC            COM                 00846U101                        1,025     44,520
AGILENT TECHNOLOGIES INC            COM                 00846U101                        1,943     84,417
AKAMAI TECHNOLOGIES INC             COM                 00971T101                            4        330
AKAMAI TECHNOLOGIES INC             COM                 00971T101                           92      7,000
AKAMAI TECHNOLOGIES INC             COM                 00971T101                          263     20,000
AKAMAI TECHNOLOGIES INC             COM                 00971T101                          477     36,341
AKAMAI TECHNOLOGIES INC             COM                 00971T101                          521     39,670
AKAMAI TECHNOLOGIES INC             COM                 00971T101                          557     42,432
ALLIANCE CAP MGMT HLDG L P          UNIT LTD PARTN      01855A101                           19        400
ALLIANCE CAP MGMT HLDG L P          UNIT LTD PARTN      01855A101                          117      2,500
ALLIANCE CAP MGMT HLDG L P          UNIT LTD PARTN      01855A101                        1,019     21,800
ALLIED CAP CORP NEW                 COM                 01903Q108                           28        950
ALLIED CAP CORP NEW                 COM                 01903Q108                           38      1,300
ALLIED CAP CORP NEW                 COM                 01903Q108                           44      1,500
ALLIED CAP CORP NEW                 COM                 01903Q108                          125      4,300
ALLIED CAP CORP NEW                 COM                 01903Q108                          320     11,000
ALLIED CAP CORP NEW                 COM                 01903Q108                          524     18,000
ALLIED CAP CORP NEW                 COM                 01903Q108                          536     18,400
ALTRIA GROUP INC                    COM                 02209S103                            6         93
ALTRIA GROUP INC                    COM                 02209S103                           58        900
ALTRIA GROUP INC                    COM                 02209S103                           71      1,100
ALTRIA GROUP INC                    COM                 02209S103                           77      1,194
ALTRIA GROUP INC                    COM                 02209S103                           92      1,420
ALTRIA GROUP INC                    COM                 02209S103                          103      1,600
ALTRIA GROUP INC                    COM                 02209S103                          123      1,900
ALTRIA GROUP INC                    COM                 02209S103                          163      2,514
ALTRIA GROUP INC                    COM                 02209S103                          167      2,580
ALTRIA GROUP INC                    COM                 02209S103                          220      3,400
ALTRIA GROUP INC                    COM                 02209S103                          249      3,854
ALTRIA GROUP INC                    COM                 02209S103                          265      4,100
ALTRIA GROUP INC                    COM                 02209S103                          365      5,650
ALTRIA GROUP INC                    COM                 02209S103                          397      6,140
ALTRIA GROUP INC                    COM                 02209S103                          428      6,620
ALTRIA GROUP INC                    COM                 02209S103                          485      7,500
ALTRIA GROUP INC                    COM                 02209S103                          575      8,900
ALTRIA GROUP INC                    COM                 02209S103                          826     12,780
ALTRIA GROUP INC                    COM                 02209S103                          831     12,850
ALTRIA GROUP INC                    COM                 02209S103                          935     14,460
ALTRIA GROUP INC                    COM                 02209S103                          959     14,825
ALTRIA GROUP INC                    COM                 02209S103                          973     15,055
ALTRIA GROUP INC                    COM                 02209S103                        1,011     15,631
ALTRIA GROUP INC                    COM                 02209S103                        1,054     16,306
ALTRIA GROUP INC                    COM                 02209S103                        1,128     17,440
ALTRIA GROUP INC                    COM                 02209S103                        1,270     19,643
ALTRIA GROUP INC                    COM                 02209S103                        1,371     21,203
ALTRIA GROUP INC                    COM                 02209S103                        1,435     22,200
ALTRIA GROUP INC                    COM                 02209S103                        1,513     23,400
ALTRIA GROUP INC                    COM                 02209S103                        2,009     31,069
ALTRIA GROUP INC                    COM                 02209S103                        2,100     32,472
ALTRIA GROUP INC                    COM                 02209S103                        2,160     33,400
ALTRIA GROUP INC                    COM                 02209S103                        2,402     37,145
ALTRIA GROUP INC                    COM                 02209S103                        2,573     39,800
ALTRIA GROUP INC                    COM                 02209S103                        2,952     45,653
ALTRIA GROUP INC                    COM                 02209S103                        3,535     54,678
ALTRIA GROUP INC                    COM                 02209S103                        3,614     55,893
ALTRIA GROUP INC                    COM                 02209S103                        4,869     75,300
ALTRIA GROUP INC                    COM                 02209S103                        5,648     87,350
ALTRIA GROUP INC                    COM                 02209S103                       12,613    195,060
ALTRIA GROUP INC                    COM                 02209S103                       13,353    206,517
ALTRIA GROUP INC                    COM                 02209S103                       19,999    309,293
ALTRIA GROUP INC                    COM                 02209S103                      310,368  4,800,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                            4         60
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                            4         60
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                           12        200
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                           60      1,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                          119      2,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                          149      2,500
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                          179      3,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                          477      8,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                          627     10,523
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                          715     12,000
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                        1,204     20,200
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                        1,470     24,661
AMERICA MOVIL S A DE C V            SPON ADR L SHS      02364W105                        1,599     26,820
AMERICREDIT CORP                    COM                 03060R101                            4        165
AMERICREDIT CORP                    COM                 03060R101                           46      1,800
AMERICREDIT CORP                    COM                 03060R101                          133      5,200
AMERICREDIT CORP                    COM                 03060R101                          344     13,500
AMERITRADE HLDG CORP NEW            COM                 03074K100                            3        180
AMERITRADE HLDG CORP NEW            COM                 03074K100                           43      2,300
AMERITRADE HLDG CORP NEW            COM                 03074K100                           45      2,400
AMERITRADE HLDG CORP NEW            COM                 03074K100                           91      4,900
AMERITRADE HLDG CORP NEW            COM                 03074K100                          253     13,600
AMERITRADE HLDG CORP NEW            COM                 03074K100                          719     38,650
ANGLO AMERN PLC                     ADR                 03485P102                            2         89
ANGLO AMERN PLC                     ADR                 03485P102                            2        104
ANGLO AMERN PLC                     ADR                 03485P102                          138      5,887
ANGLO AMERN PLC                     ADR                 03485P102                          949     40,400
AO TATNEFT                          SPON ADR REG S      03737P306                           87      2,350
AO TATNEFT                          SPON ADR REG S      03737P306                          370     10,000
APARTMENT INVT & MGMT CO            CL A                03748R101                           28        680
APARTMENT INVT & MGMT CO            CL A                03748R101                           31        750
APARTMENT INVT & MGMT CO            CL A                03748R101                           33        800
APARTMENT INVT & MGMT CO            CL A                03748R101                           57      1,400
APARTMENT INVT & MGMT CO            CL A                03748R101                           60      1,466
APARTMENT INVT & MGMT CO.           CL A                03748R101                           82      2,000
APARTMENT INVT & MGMT CO            CL A                03748R101                          406      9,910
APPLIED MICRO CIRCUITS CORP         COM                 03822W109                            0        100
APPLIED MICRO CIRCUITS CORP         COM                 03822W109                            5      1,780
APPLIED MICRO CIRCUITS CORP         COM                 03822W109                            5      2,000
APPLIED MICRO CIRCUITS CORP         COM                 03822W109                            6      2,200
APPLIED MICRO CIRCUITS CORP         COM                 03822W109                            6      2,480
APPLIED MICRO CIRCUITS CORP         COM                 03822W109                           12      4,576
APPLIED MICRO CIRCUITS CORP         COM                 03822W109                           42     16,410
ARCHIPELAGO HLDG INC                COM                 03957A104                          463     11,868
ARIBA INC                           COM NEW             04033V203                            0         50
ARIBA INC                           COM NEW             04033V203                            0         83
ARIBA INC                           COM NEW             04033V203                            2        383
ARIBA INC                           COM NEW             04033V203                            3        460
ARIBA INC                           COM NEW             04033V203                            9      1,500
ARIBA INC                           COM NEW             04033V203                          174     30,104
ASIAINFO HLDGS INC                  COM                 04518A104                           28      5,000
ASIAINFO HLDGS INC                  COM                 04518A104                          264     47,847
ASSURANT INC                        COM                 04621X108                           61      1,700
ASSURANT INC                        COM                 04621X108                          227      6,300
ASSURANT INC                        COM                 04621X108                          477     13,200
AUTONATION INC                      COM                 05329W102                           21      1,000
AUTONATION INC                      COM                 05329W102                           33      1,620
AUTONATION INC                      COM                 05329W102                           43      2,110
AUTONATION INC                      COM                 05329W102                           47      2,300
AUTONATION INC                      COM                 05329W102                           47      2,300
AUTONATION INC                      COM                 05329W102                           49      2,400
AUTONATION INC                      COM                 05329W102                           80      3,900
AUTONATION INC                      COM                 05329W102                          119      5,800
AUTONATION INC                      COM                 05329W102                          135      6,600
AUTONATION INC                      COM                 05329W102                          430     20,970
BCE INC                             COM                 05534B109                           36      1,500
BCE INC                             COM                 05534B109                           59      2,500
BCE INC                             COM                 05534B109                           81      3,400
BCE INC                             COM                 05534B109                          213      9,000
BCE INC                             COM                 05534B109                          521     22,000
BCE INC                             COM                 05534B109                        5,043    212,974
BJS WHOLESALE CLUB INC              COM                 05548J106                          325     10,000
BALLARD PWR SYS INC                 COM                 05858H104                            3        635
BALLARD PWR SYS INC                 COM                 05858H104                            5      1,000
BALLARD PWR SYS INC                 COM                 05858H104                            5      1,100
BALLARD PWR SYS INC                 COM                 05858H104                           14      2,895
BALLARD PWR SYS INC                 COM                 05858H104                           34      7,200
BANCO BILBAO VIZCAYA ARGENTA        SPONSORED ADR       05946K101                            7        440
BANCO BILBAO VIZCAYA ARGENTA        SPONSORED ADR       05946K101                           15        985
BANCO BILBAO VIZCAYA ARGENTA        SPONSORED ADR       05946K101                           84      5,445
BANCO BILBAO VIZCAYA ARGENTA        SPONSORED ADR       05946K101                          149      9,685
BANCO SANTANDER CENT HISPANO        ADR                 05964H105                            8        680
BANCO SANTANDER CENT HISPANO        ADR                 05964H105                           14      1,224
BANCO SANTANDER CENT HISPANO        ADR                 05964H105                           16      1,358
BANCO SANTANDER CENT HISPANO        ADR                 05964H105                           18      1,590
BANCO SANTANDER CENT HISPANO        ADR                 05964H105                           66      5,738
BANCO SANTANDER CENT HISPANO        ADR                 05964H105                           96      8,253
BANCO SANTANDER CENT HISPANO        ADR                 05964H105                          486     42,011
BANCO SANTANDER CHILE NEW           SP ADR REP COM      05965X109                          720     22,300
BBVA BANCO FRANCES S A              SPONSORED ADR       07329M100                        4,391    702,563
BEMA GOLD CORP                      COM                 08135F107                           12      4,900
BEMA GOLD CORP                      COM                 08135F107                           44     18,600
BEST BUY INC                        SDCV  2.250% 1/1    086516AF8                            4      4,000
BEST BUY INC                        SDCV  2.250% 1/1    086516AF8                           42     38,000
BIOGEN IDEC INC                     COM                 09062X103                            3        100
BIOGEN IDEC INC                     COM                 09062X103                            7        200
BIOGEN IDEC INC                     COM                 09062X103                           11        320
BIOGEN IDEC INC                     COM                 09062X103                           11        325
BIOGEN IDEC INC                     COM                 09062X103                           14        402
BIOGEN IDEC INC                     COM                 09062X103                           17        500
BIOGEN IDEC INC                     COM                 09062X103                           38      1,100
BIOGEN IDEC INC                     COM                 09062X103                           38      1,100
BIOGEN IDEC INC                     COM                 09062X103                           48      1,400
BIOGEN IDEC INC                     COM                 09062X103                           84      2,442
BIOGEN IDEC INC                     COM                 09062X103                           86      2,500
BIOGEN IDEC INC                     COM                 09062X103                          106      3,073
BIOGEN IDEC INC                     COM                 09062X103                          116      3,355
BIOGEN IDEC INC                     COM                 09062X103                          117      3,400
BIOGEN IDEC INC                     COM                 09062X103                          119      3,464
BIOGEN IDEC INC                     COM                 09062X103                          121      3,510
BIOGEN IDEC INC                     COM                 09062X103                          138      4,000
BIOGEN IDEC INC                     COM                 09062X103                          151      4,382
BIOGEN IDEC INC                     COM                 09062X103                          158      4,600
BIOGEN IDEC INC                     COM                 09062X103                          179      5,206
BIOGEN IDEC INC                     COM                 09062X103                          291      8,449
BIOGEN IDEC INC                     COM                 09062X103                          298      8,649
BIOGEN IDEC INC                     COM                 09062X103                          451     13,100
BIOGEN IDEC INC                     COM                 09062X103                        1,059     30,734
BIOGEN IDEC INC                     COM                 09062X103                        4,663    135,347
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS      09067D201                            8         50
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS      09067D201                           50        300
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS      09067D201                           84        500
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS      09067D201                          385      2,300
BIOTECH HOLDERS TR                  DEPOSTRY RCPTS      09067D201                          652      3,900
BIOVAIL CORP                        COM                 09067J109                            2        100
BIOVAIL CORP                        COM                 09067J109                            2        146
BIOVAIL CORP                        COM                 09067J109                           10        630
BIOVAIL CORP                        COM                 09067J109                           31      2,000
BIOVAIL CORP                        COM                 09067J109                          546     35,167
BRASCAN CORP                        CL A LTD VT SH      10549P606                          191      5,000
BRASCAN CORP                        CL A LTD VT SH      10549P606                        1,893     49,598
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                            2         35
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                            9        195
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                           19        400
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                           24        500
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                           26        550
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                           68      1,450
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                           73      1,540
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                           89      1,900
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          125      2,645
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          139      2,956
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          153      3,250
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          160      3,400
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          171      3,640
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          196      4,160
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          205      4,350
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          239      5,066
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          268      5,701
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          289      6,137
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          479     10,178
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          512     10,875
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                          626     13,300
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                        1,697     36,040
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                        2,665     56,610
BURLINGTON NORTHN SANTA FE C        COM                 12189T104                        7,379    156,735
CBRL GROUP INC                      NOTE         4/0    12489VAB2                           22     45,000
C D W CORP                          COM                 12512N105                           40        700
C D W CORP                          COM                 12512N105                           63      1,100
C D W CORP                          COM                 12512N105                           63      1,100
C D W CORP                          COM                 12512N105                           91      1,600
C D W CORP                          COM                 12512N105                          120      2,100
C D W CORP                          COM                 12512N105                          199      3,500
C D W CORP                          COM                 12512N105                          392      6,880
C D W CORP                          COM                 12512N105                          493      8,650
C D W CORP                          COM                 12512N105                        1,158     20,334
C D W CORP                          COM                 12512N105                        1,483     26,040
C D W CORP                          COM                 12512N105                        1,783     31,300
C H ROBINSON WORLDWIDE INC          COM                 12541W100                           58      1,000
C H ROBINSON WORLDWIDE INC          COM                 12541W100                          163      2,800
C H ROBINSON WORLDWIDE INC          COM                 12541W100                          443      7,610
CKX INC                             COM                 12562M106                          129     10,000
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109                            4        110
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109                           17        541
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109                           23        700
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109                           29        900
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109                           42      1,300
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109                           45      1,400
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109                           93      2,900
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109                          258      8,000
CABLEVISION SYS CORP                CL A NY CABLVS      12686C109                          902     28,010
CADENCE DESIGN SYSTEM INC           NOTE         8/1    127387AB4                            4      4,000
CADENCE DESIGN SYSTEM INC           NOTE         8/1    127387AB4                           30     30,000
CAMECO CORP                         COM                 13321L108                           31        700
CAMECO CORP                         COM                 13321L108                          481     10,755
CAMECO CORP                         COM                 13321L108                        3,590     80,230
CANADIAN PAC RY LTD                 COM                 13645T100                            3        100
CANADIAN PAC RY LTD                 COM                 13645T100                           55      1,587
CANADIAN PAC RY LTD                 COM                 13645T100                          160      4,650
CANADIAN PAC RY LTD                 COM                 13645T100                        4,478    129,753
CAPITAL ONE FINL CORP               COM                 14040H105                            7         90
CAPITAL ONE FINL CORP               COM                 14040H105                           16        200
CAPITAL ONE FINL CORP               COM                 14040H105                           18        230
CAPITAL ONE FINL CORP               COM                 14040H105                           20        250
CAPITAL ONE FINL CORP               COM                 14040H105                           56        700
CAPITAL ONE FINL CORP               COM                 14040H105                           66        820
CAPITAL ONE FINL CORP               COM                 14040H105                           80      1,000
CAPITAL ONE FINL CORP               COM                 14040H105                           96      1,200
CAPITAL ONE FINL CORP               COM                 14040H105                          104      1,300
CAPITAL ONE FINL CORP               COM                 14040H105                          129      1,615
CAPITAL ONE FINL CORP               COM                 14040H105                          144      1,800
CAPITAL ONE FINL CORP               COM                 14040H105                          169      2,110
CAPITAL ONE FINL CORP               COM                 14040H105                          176      2,200
CAPITAL ONE FINL CORP               COM                 14040H105                          196      2,448
CAPITAL ONE FINL CORP               COM                 14040H105                          275      3,440
CAPITAL ONE FINL CORP               COM                 14040H105                          305      3,808
CAPITAL ONE FINL CORP               COM                 14040H105                          344      4,300
CAPITAL ONE FINL CORP               COM                 14040H105                          369      4,616
CAPITAL ONE FINL CORP               COM                 14040H105                          379      4,740
CAPITAL ONE FINL CORP               COM                 14040H105                          480      5,994
CAPITAL ONE FINL CORP               COM                 14040H105                          776      9,700
CAPITAL ONE FINL CORP               COM                 14040H105                          780      9,750
CAPITAL ONE FINL CORP               COM                 14040H105                        1,789     22,360
CAPITAL ONE FINL CORP               COM                 14040H105                        4,907     61,331
CAPSTONE TURBINE CORP               COM                 14067D102                           66     52,000
CARDINAL HEALTH INC                 COM                 14149Y108                           17        300
CARDINAL HEALTH INC                 COM                 14149Y108                           23        400
CARDINAL HEALTH INC                 COM                 14149Y108                           25        435
CARDINAL HEALTH INC                 COM                 14149Y108                           26        450
CARDINAL HEALTH INC                 COM                 14149Y108                           69      1,200
CARDINAL HEALTH INC                 COM                 14149Y108                           75      1,300
CARDINAL HEALTH INC                 COM                 14149Y108                           75      1,311
CARDINAL HEALTH INC                 COM                 14149Y108                           83      1,450
CARDINAL HEALTH INC                 COM                 14149Y108                           86      1,485
CARDINAL HEALTH INC                 COM                 14149Y108                          115      2,000
CARDINAL HEALTH INC                 COM                 14149Y108                          125      2,170
CARDINAL HEALTH INC                 COM                 14149Y108                          180      3,122
CARDINAL HEALTH INC                 COM                 14149Y108                          208      3,610
CARDINAL HEALTH INC                 COM                 14149Y108                          236      4,090
CARDINAL HEALTH INC                 COM                 14149Y108                          244      4,230
CARDINAL HEALTH INC                 COM                 14149Y108                          279      4,850
CARDINAL HEALTH INC                 COM                 14149Y108                          280      4,859
CARDINAL HEALTH INC                 COM                 14149Y108                          298      5,180
CARDINAL HEALTH INC                 COM                 14149Y108                          304      5,285
CARDINAL HEALTH INC                 COM                 14149Y108                          321      5,580
CARDINAL HEALTH INC                 COM                 14149Y108                          361      6,275
CARDINAL HEALTH INC                 COM                 14149Y108                          365      6,347
CARDINAL HEALTH INC                 COM                 14149Y108                          379      6,576
CARDINAL HEALTH INC                 COM                 14149Y108                          440      7,636
CARDINAL HEALTH INC                 COM                 14149Y108                          489      8,500
CARDINAL HEALTH INC                 COM                 14149Y108                          500      8,691
CARDINAL HEALTH INC                 COM                 14149Y108                          659     11,450
CARDINAL HEALTH INC                 COM                 14149Y108                          726     12,607
CARDINAL HEALTH INC                 COM                 14149Y108                          887     15,400
CARDINAL HEALTH INC                 COM                 14149Y108                        1,063     18,458
CARDINAL HEALTH INC                 COM                 14149Y108                        2,367     41,100
CARDIOTECH INTL INC                 COM                 14160C100                           21     12,000
CARNIVAL CORP                       DBCV  2.000% 4/1    143658AN2                            3      2,000
CARNIVAL CORP                       DBCV  2.000% 4/1    143658AN2                           28     20,000
CARNIVAL CORP                       NOTE        10/2    143658AS1                           14     16,000
CELESTICA INC                       SUB VTG SHS         15101Q108                            1        109
CELESTICA INC                       SUB VTG SHS         15101Q108                           20      1,520
CELESTICA INC                       SUB VTG SHS         15101Q108                          124      9,290
CENTERPOINT ENERGY INC              COM                 15189T107                           11        800
CENTERPOINT ENERGY INC              COM                 15189T107                           28      2,092
CENTERPOINT ENERGY INC              COM                 15189T107                           32      2,430
CENTERPOINT ENERGY INC              COM                 15189T107                           42      3,143
CENTERPOINT ENERGY INC              COM                 15189T107                           46      3,500
CENTERPOINT ENERGY INC              COM                 15189T107                           52      3,900
CENTERPOINT ENERGY INC              COM                 15189T107                           59      4,500
CENTERPOINT ENERGY INC              COM                 15189T107                          135     10,200
CENTERPOINT ENERGY INC              COM                 15189T107                          139     10,500
CENTERPOINT ENERGY INC              COM                 15189T107                          206     15,600
CENTERPOINT ENERGY INC              COM                 15189T107                          423     32,010
CEPHALON INC                        NOTE         6/1    156708AG4                            4      4,000
CEPHALON INC                        NOTE         6/1    156708AG4                           12     14,000
CEPHALON INC                        NOTE         6/1    156708AJ8                           12     14,000
CHARTERED SEMICONDUCTOR MFG         NOTE  2.500% 4/0    16133RAA4                          394    350,000
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109                            5        250
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109                            6        320
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109                            9        500
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109                           17        905
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109                           19      1,000
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109                           80      4,300
CHINA MOBILE HONG KONG LTD          SPONSORED ADR       16941M109                          151      8,100
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205                            1         51
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205                            9        440
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205                           45      2,100
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205                           57      2,659
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205                          354     16,500
CHUNGHWA TELECOM CO LTD             SPONSORED ADR       17133Q205                        2,152    100,400
CIBER INC                           COM                 17163B102                          319     40,000
CISCO SYS INC                       COM                 17275R102                            6        334
CISCO SYS INC                       COM                 17275R102                           16        855
CISCO SYS INC                       COM                 17275R102                           29      1,495
CISCO SYS INC                       COM                 17275R102                           52      2,700
CISCO SYS INC                       COM                 17275R102                           57      3,000
CISCO SYS INC                       COM                 17275R102                           61      3,200
CISCO SYS INC                       COM                 17275R102                           69      3,600
CISCO SYS INC                       COM                 17275R102                           87      4,540
CISCO SYS INC                       COM                 17275R102                          114      5,950
CISCO SYS INC                       COM                 17275R102                          139      7,300
CISCO SYS INC                       COM                 17275R102                          149      7,800
CISCO SYS INC                       COM                 17275R102                          190      9,950
CISCO SYS INC                       COM                 17275R102                          225     11,808
CISCO SYS INC                       COM                 17275R102                          237     12,420
CISCO SYS INC                       COM                 17275R102                          288     15,100
CISCO SYS INC                       COM                 17275R102                          290     15,200
CISCO SYS INC                       COM                 17275R102                          341     17,850
CISCO SYS INC                       COM                 17275R102                          366     19,157
CISCO SYS INC                       COM                 17275R102                          370     19,400
CISCO SYS INC                       COM                 17275R102                          397     20,790
CISCO SYS INC                       COM                 17275R102                          420     22,023
CISCO SYS INC                       COM                 17275R102                          501     26,258
CISCO SYS INC                       COM                 17275R102                          617     32,318
CISCO SYS INC                       COM                 17275R102                          646     33,864
CISCO SYS INC                       COM                 17275R102                          671     35,160
CISCO SYS INC                       COM                 17275R102                          775     40,600
CISCO SYS INC                       COM                 17275R102                          790     41,393
CISCO SYS INC                       COM                 17275R102                          874     45,791
CISCO SYS INC                       COM                 17275R102                          910     47,690
CISCO SYS INC                       COM                 17275R102                        1,006     52,700
CISCO SYS INC                       COM                 17275R102                        1,030     53,983
CISCO SYS INC                       COM                 17275R102                        1,032     54,110
CISCO SYS INC                       COM                 17275R102                        1,159     60,734
CISCO SYS INC                       COM                 17275R102                        1,207     63,259
CISCO SYS INC                       COM                 17275R102                        1,435     75,200
CISCO SYS INC                       COM                 17275R102                        1,632     85,548
CISCO SYS INC                       COM                 17275R102                        1,840     96,419
CISCO SYS INC                       COM                 17275R102                        1,911    100,181
CISCO SYS INC                       COM                 17275R102                        2,031    106,467
CISCO SYS INC                       COM                 17275R102                        2,816    147,607
CISCO SYS INC                       COM                 17275R102                        3,381    177,218
CISCO SYS INC                       COM                 17275R102                        4,435    232,428
CISCO SYS INC                       COM                 17275R102                        4,743    248,593
CISCO SYS INC                       COM                 17275R102                        6,780    355,348
CISCO SYS INC                       COM                 17275R102                        7,484    392,244
CISCO SYS INC                       COM                 17275R102                        8,880    465,384
CISCO SYS INC                       COM                 17275R102                       10,168    532,910
CISCO SYS INC                       COM                 17275R102                       11,522    603,860
CISCO SYS INC                       COM                 17275R102                       24,538  1,286,084
CITIZENS COMMUNICATIONS CO          COM                 17453B101                           27      2,000
CITIZENS COMMUNICATIONS CO          COM                 17453B101                           32      2,360
CITIZENS COMMUNICATIONS CO          COM                 17453B101                           35      2,620
CITIZENS COMMUNICATIONS CO          COM                 17453B101                           48      3,600
CITIZENS COMMUNICATIONS CO          COM                 17453B101                           48      3,601
CITIZENS COMMUNICATIONS CO          COM                 17453B101                           67      5,000
CITIZENS COMMUNICATIONS CO          COM                 17453B101                          212     15,800
CITIZENS COMMUNICATIONS CO          COM                 17453B101                          330     24,520
CITIZENS COMMUNICATIONS CO          COM                 17453B101                        1,802    134,100
CITIZENS COMMUNICATIONS CO          COM                 17453B101                        2,640    196,450
CITIZENS COMMUNICATIONS CO          COM                 17453B101                        3,955    294,240
COMCAST CORP NEW                    CL A                20030N101                           28        900
COMCAST CORP NEW                    CL A                20030N101                           28        900
COMCAST CORP NEW                    CL A                20030N101                           28        900
COMCAST CORP NEW                    CL A                20030N101                           31      1,000
COMCAST CORP NEW                    CL A                20030N101                           41      1,350
COMCAST CORP NEW                    CL A                20030N101                           45      1,480
COMCAST CORP NEW                    CL A                20030N101                           53      1,732
COMCAST CORP NEW                    CL A                20030N101                           65      2,123
COMCAST CORP NEW                    CL A                20030N101                           82      2,687
COMCAST CORP NEW                    CL A                20030N101                          106      3,450
COMCAST CORP NEW                    CL A                20030N101                          117      3,810
COMCAST CORP NEW                    CL A                20030N101                          124      4,041
COMCAST CORP NEW                    CL A                20030N101                          222      7,250
COMCAST CORP NEW                    CL A                20030N101                          229      7,470
COMCAST CORP NEW                    CL A                20030N101                          232      7,572
COMCAST CORP NEW                    CL A                20030N101                          418     13,640
COMCAST CORP NEW                    CL A                20030N101                          424     13,810
COMCAST CORP NEW                    CL A                20030N101                          452     14,736
COMCAST CORP NEW                    CL A                20030N101                          486     15,842
COMCAST CORP NEW                    CL A                20030N101                          514     16,750
COMCAST CORP NEW                    CL A                20030N101                          567     18,486
COMCAST CORP NEW                    CL A                20030N101                          591     19,262
COMCAST CORP NEW                    CL A                20030N101                          639     20,831
COMCAST CORP NEW                    CL A                20030N101                          795     25,910
COMCAST CORP NEW                    CL A                20030N101                        1,020     33,250
COMCAST CORP NEW                    CL A                20030N101                        1,515     49,400
COMCAST CORP NEW                    CL A                20030N101                        1,533     49,999
COMCAST CORP NEW                    CL A                20030N101                        3,878    126,430
COMCAST CORP NEW                    CL A                20030N101                        4,349    141,790
COMCAST CORP NEW                    CL A                20030N101                       51,655  1,684,234
COMCAST CORP NEW                    CL A SPL            20030N200                            3         85
COMCAST CORP NEW                    CL A SPL            20030N200                           15        500
COMCAST CORP NEW                    CL A SPL            20030N200                           18        600
COMCAST CORP NEW                    CL A SPL            20030N200                           21        700
COMCAST CORP NEW                    CL A SPL            20030N200                           27        900
COMCAST CORP NEW                    CL A SPL            20030N200                           34      1,135
COMCAST CORP NEW                    CL A SPL            20030N200                           45      1,500
COMCAST CORP NEW                    CL A SPL            20030N200                           67      2,250
COMCAST CORP NEW                    CL A SPL            20030N200                           73      2,440
COMCAST CORP NEW                    CL A SPL            20030N200                           73      2,450
COMCAST CORP NEW                    CL A SPL            20030N200                          240      8,000
COMCAST CORP NEW                    CL A SPL            20030N200                          359     12,000
COMCAST CORP NEW                    CL A SPL            20030N200                          447     14,931
COMCAST CORP NEW                    CL A SPL            20030N200                          695     23,193
COMCAST CORP NEW                    CL A SPL            20030N200                          907     30,300
COMCAST CORP NEW                    CL A SPL            20030N200                        1,435     47,900
COMCAST CORP NEW                    CL A SPL            20030N200                        1,853     61,875
COMCAST CORP NEW                    CL A SPL            20030N200                        2,429     81,090
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                            1         44
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD        20441W203                            4        118
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD        20441W203                           25        800
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD        20441W203                          278      9,000
COMPANHIA DE BEBIDAS DAS AME        SPON ADR PFD        20441W203                        1,075     34,800
COMPASS BANCSHARES INC              COM                 20449H109                           40        880
COMPASS BANCSHARES INC              COM                 20449H109                           45      1,000
COMPASS BANCSHARES INC              COM                 20449H109                           59      1,300
COMPASS BANCSHARES INC              COM                 20449H109                           68      1,500
COMPASS BANCSHARES INC              COM                 20449H109                           77      1,700
COMPASS BANCSHARES INC              COM                 20449H109                           82      1,831
COMPASS BANCSHARES INC              COM                 20449H109                           90      2,000
COMPASS BANCSHARES INC              COM                 20449H109                          185      4,100
COMPASS BANCSHARES INC              COM                 20449H109                          500     11,120
COMVERSE TECHNOLOGY INC             DEBT         5/1    205862AL9                            6      4,000
COMVERSE TECHNOLOGY INC             DEBT         5/1    205862AL9                           52     38,000
CONOCOPHILLIPS                      COM                 20825C104                            3         55
CONOCOPHILLIPS                      COM                 20825C104                           11        200
CONOCOPHILLIPS                      COM                 20825C104                           32        560
CONOCOPHILLIPS                      COM                 20825C104                           46        800
CONOCOPHILLIPS                      COM                 20825C104                           46        800
CONOCOPHILLIPS                      COM                 20825C104                           54        942
CONOCOPHILLIPS                      COM                 20825C104                           57      1,000
CONOCOPHILLIPS                      COM                 20825C104                           57      1,000
CONOCOPHILLIPS                      COM                 20825C104                           75      1,300
CONOCOPHILLIPS                      COM                 20825C104                          120      2,090
CONOCOPHILLIPS                      COM                 20825C104                          171      2,975
CONOCOPHILLIPS                      COM                 20825C104                          207      3,600
CONOCOPHILLIPS                      COM                 20825C104                          229      3,980
CONOCOPHILLIPS                      COM                 20825C104                          331      5,760
CONOCOPHILLIPS                      COM                 20825C104                          421      7,320
CONOCOPHILLIPS                      COM                 20825C104                          425      7,400
CONOCOPHILLIPS                      COM                 20825C104                          497      8,645
CONOCOPHILLIPS                      COM                 20825C104                          510      8,864
CONOCOPHILLIPS                      COM                 20825C104                          574      9,976
CONOCOPHILLIPS                      COM                 20825C104                          627     10,900
CONOCOPHILLIPS                      COM                 20825C104                          672     11,696
CONOCOPHILLIPS                      COM                 20825C104                          756     13,146
CONOCOPHILLIPS                      COM                 20825C104                          891     15,506
CONOCOPHILLIPS                      COM                 20825C104                          908     15,800
CONOCOPHILLIPS                      COM                 20825C104                        1,207     20,994
CONOCOPHILLIPS                      COM                 20825C104                        1,276     22,200
CONOCOPHILLIPS                      COM                 20825C104                        1,558     27,100
CONOCOPHILLIPS                      COM                 20825C104                        1,761     30,624
CONOCOPHILLIPS                      COM                 20825C104                        2,255     39,222
CONOCOPHILLIPS                      COM                 20825C104                        2,863     49,800
CONOCOPHILLIPS                      COM                 20825C104                        4,867     84,654
CONOCOPHILLIPS                      COM                 20825C104                        7,578    131,820
CONSOL ENERGY INC                   COM                 20854P109                            4         68
CONSOL ENERGY INC                   COM                 20854P109                           54      1,000
CONSOL ENERGY INC                   COM                 20854P109                          123      2,300
CONSOL ENERGY INC                   COM                 20854P109                          161      3,000
CONSOL ENERGY INC                   COM                 20854P109                          423      7,900
CONSTELLATION BRANDS INC            CL A                21036P108                           24        800
CONSTELLATION BRANDS INC            CL A                21036P108                           65      2,200
CONSTELLATION BRANDS INC            CL A                21036P108                           71      2,400
CONSTELLATION BRANDS INC            CL A                21036P108                           77      2,600
CONSTELLATION BRANDS INC            CL A                21036P108                           86      2,900
CONSTELLATION BRANDS INC            CL A                21036P108                           89      3,000
CONSTELLATION BRANDS INC            CL A                21036P108                          189      6,400
CONSTELLATION BRANDS INC            CL A                21036P108                          490     16,600
CONSTELLATION BRANDS INC            CL A                21036P108                          832     28,204
CONSTELLATION BRANDS INC            CL A                21036P108                       10,851    367,834
COSTCO WHSL CORP NEW                COM                 22160K105                           13        300
COSTCO WHSL CORP NEW                COM                 22160K105                           21        470
COSTCO WHSL CORP NEW                COM                 22160K105                           22        500
COSTCO WHSL CORP NEW                COM                 22160K105                           65      1,450
COSTCO WHSL CORP NEW                COM                 22160K105                           68      1,525
COSTCO WHSL CORP NEW                COM                 22160K105                           69      1,535
COSTCO WHSL CORP NEW                COM                 22160K105                           69      1,540
COSTCO WHSL CORP NEW                COM                 22160K105                          134      3,000
COSTCO WHSL CORP NEW                COM                 22160K105                          136      3,050
COSTCO WHSL CORP NEW                COM                 22160K105                          151      3,380
COSTCO WHSL CORP NEW                COM                 22160K105                          179      4,000
COSTCO WHSL CORP NEW                COM                 22160K105                          206      4,602
COSTCO WHSL CORP NEW                COM                 22160K105                          230      5,150
COSTCO WHSL CORP NEW                COM                 22160K105                          239      5,340
COSTCO WHSL CORP NEW                COM                 22160K105                          246      5,500
COSTCO WHSL CORP NEW                COM                 22160K105                          297      6,630
COSTCO WHSL CORP NEW                COM                 22160K105                          312      6,978
COSTCO WHSL CORP NEW                COM                 22160K105                          322      7,209
COSTCO WHSL CORP NEW                COM                 22160K105                          440      9,841
COSTCO WHSL CORP NEW                COM                 22160K105                          815     18,211
COSTCO WHSL CORP NEW                COM                 22160K105                          881     19,700
COSTCO WHSL CORP NEW                COM                 22160K105                          940     21,018
COSTCO WHSL CORP NEW                COM                 22160K105                        1,282     28,663
COSTCO WHSL CORP NEW                COM                 22160K105                        1,391     31,100
COSTCO WHSL CORP NEW                COM                 22160K105                        2,171     48,530
CP SHIPS LTD                        COM                 22409V102                           12        793
CP SHIPS LTD                        COM                 22409V102                          141      9,000
CP SHIPS LTD                        COM                 22409V102                          422     26,935
CRYSTALLEX INTL CORP                COM                 22942F101                           36     10,000
CRYSTALLEX INTL CORP                COM                 22942F101                           60     16,800
CYBERONICS INC                      COM                 23251P102                          369      8,500
DNP SELECT INCOME FD                COM                 23325P104                           27      2,295
DNP SELECT INCOME FD                COM                 23325P104                           84      7,300
DNP SELECT INCOME FD                COM                 23325P104                          224     19,360
D R HORTON INC                      COM                 23331A109                            1         20
D R HORTON INC                      COM                 23331A109                           20        530
D R HORTON INC                      COM                 23331A109                           28        750
D R HORTON INC                      COM                 23331A109                           60      1,600
D R HORTON INC                      COM                 23331A109                           65      1,733
D R HORTON INC                      COM                 23331A109                          140      3,733
D R HORTON INC                      COM                 23331A109                          150      4,000
D R HORTON INC                      COM                 23331A109                          173      4,602
D R HORTON INC                      COM                 23331A109                          349      9,273
D R HORTON INC                      COM                 23331A109                          466     12,400
D R HORTON INC                      COM                 23331A109                        1,113     29,593
DST SYS INC DEL                     DBCV  4.125% 8/1    233326AB3                           11     10,000
DAVITA INC                          COM                 23918K108                           30        650
DAVITA INC                          COM                 23918K108                           50      1,100
DAVITA INC                          COM                 23918K108                          150      3,300
DAVITA INC                          COM                 23918K108                          387      8,500
DEL MONTE FOODS CO                  COM                 24522P103                            0         44
DEL MONTE FOODS CO                  COM                 24522P103                            1         65
DEL MONTE FOODS CO                  COM                 24522P103                            2        223
DEL MONTE FOODS CO                  COM                 24522P103                            5        467
DEL MONTE FOODS CO                  COM                 24522P103                           11      1,004
DEL MONTE FOODS CO                  COM                 24522P103                           13      1,170
DEL MONTE FOODS CO                  COM                 24522P103                           75      7,000
DEL MONTE FOODS CO                  COM                 24522P103                          242     22,430
DELL INC                            COM                 24702R101                            8        214
DELL INC                            COM                 24702R101                           39      1,000
DELL INC                            COM                 24702R101                           41      1,050
DELL INC                            COM                 24702R101                           69      1,745
DELL INC                            COM                 24702R101                           69      1,760
DELL INC                            COM                 24702R101                           73      1,845
DELL INC                            COM                 24702R101                           74      1,877
DELL INC                            COM                 24702R101                           91      2,300
DELL INC                            COM                 24702R101                          130      3,300
DELL INC                            COM                 24702R101                          158      4,000
DELL INC                            COM                 24702R101                          162      4,100
DELL INC                            COM                 24702R101                          174      4,400
DELL INC                            COM                 24702R101                          213      5,403
DELL INC                            COM                 24702R101                          217      5,500
DELL INC                            COM                 24702R101                          221      5,600
DELL INC                            COM                 24702R101                          241      6,100
DELL INC                            COM                 24702R101                          253      6,405
DELL INC                            COM                 24702R101                          254      6,448
DELL INC                            COM                 24702R101                          270      6,850
DELL INC                            COM                 24702R101                          294      7,450
DELL INC                            COM                 24702R101                          347      8,800
DELL INC                            COM                 24702R101                          606     15,350
DELL INC                            COM                 24702R101                          695     17,615
DELL INC                            COM                 24702R101                          764     19,350
DELL INC                            COM                 24702R101                          811     20,560
DELL INC                            COM                 24702R101                          834     21,124
DELL INC                            COM                 24702R101                          916     23,209
DELL INC                            COM                 24702R101                        1,122     28,423
DELL INC                            COM                 24702R101                        1,202     30,472
DELL INC                            COM                 24702R101                        1,414     35,828
DELL INC                            COM                 24702R101                        1,447     36,664
DELL INC                            COM                 24702R101                        1,541     39,060
DELL INC                            COM                 24702R101                        1,835     46,500
DELL INC                            COM                 24702R101                        2,066     52,346
DELL INC                            COM                 24702R101                        2,155     54,610
DELL INC                            COM                 24702R101                        3,185     80,705
DELL INC                            COM                 24702R101                        3,539     89,680
DELL INC                            COM                 24702R101                        3,569     90,451
DELL INC                            COM                 24702R101                        3,680     93,261
DELL INC                            COM                 24702R101                        4,165    105,550
DELL INC                            COM                 24702R101                        8,765    222,118
DELL INC                            COM                 24702R101                        9,338    236,650
DELL INC                            COM                 24702R101                       10,362    262,596
DELL INC                            COM                 24702R101                       14,712    372,838
DELL INC                            COM                 24702R101                      186,479  4,725,783
DEVON ENERGY CORP NEW               COM                 25179M103                           25        502
DEVON ENERGY CORP NEW               COM                 25179M103                           32        630
DEVON ENERGY CORP NEW               COM                 25179M103                           57      1,115
DEVON ENERGY CORP NEW               COM                 25179M103                           73      1,450
DEVON ENERGY CORP NEW               COM                 25179M103                           79      1,550
DEVON ENERGY CORP NEW               COM                 25179M103                           87      1,720
DEVON ENERGY CORP NEW               COM                 25179M103                           91      1,800
DEVON ENERGY CORP NEW               COM                 25179M103                          179      3,536
DEVON ENERGY CORP NEW               COM                 25179M103                          204      4,020
DEVON ENERGY CORP NEW               COM                 25179M103                          213      4,200
DEVON ENERGY CORP NEW               COM                 25179M103                          230      4,538
DEVON ENERGY CORP NEW               COM                 25179M103                          269      5,300
DEVON ENERGY CORP NEW               COM                 25179M103                          367      7,250
DEVON ENERGY CORP NEW               COM                 25179M103                          489      9,650
DEVON ENERGY CORP NEW               COM                 25179M103                          560     11,048
DEVON ENERGY CORP NEW               COM                 25179M103                          877     17,300
DEVON ENERGY CORP NEW               COM                 25179M103                        2,352     46,400
DIAGEO P L C                        SPON ADR NEW        25243Q205                           14        230
DIAGEO P L C                        SPON ADR NEW        25243Q205                           30        500
DIAGEO P L C                        SPON ADR NEW        25243Q205                           81      1,366
DIAGEO P L C                        SPON ADR NEW        25243Q205                           98      1,650
DIAGEO P L C                        SPON ADR NEW        25243Q205                          125      2,115
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102                            2         30
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102                           37        700
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102                           61      1,150
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102                          118      2,200
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102                          155      2,904
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102                          160      3,000
DIAMOND OFFSHORE DRILLING IN        COM                 25271C102                          321      6,010
DIAMOND OFFSHORE DRILLING IN        DBCV  1.500% 4/1    25271CAE2                            5      4,000
DIAMOND OFFSHORE DRILLING IN        DBCV  1.500% 4/1    25271CAE2                           51     42,000
DIRECTV GROUP INC                   COM                 25459L106                           10        628
DIRECTV GROUP INC                   COM                 25459L106                           13        823
DIRECTV GROUP INC                   COM                 25459L106                           28      1,810
DIRECTV GROUP INC                   COM                 25459L106                           54      3,500
DIRECTV GROUP INC                   COM                 25459L106                           57      3,700
DIRECTV GROUP INC                   COM                 25459L106                           75      4,869
DIRECTV GROUP INC                   COM                 25459L106                          166     10,700
DIRECTV GROUP INC                   COM                 25459L106                          166     10,716
DIRECTV GROUP INC                   COM                 25459L106                          626     40,400
DIRECTV GROUP INC                   COM                 25459L106                        1,557    100,480
DIRECTV GROUP INC                   COM                 25459L106                        2,111    136,202
DISNEY WALT CO                      NOTE  2.125% 4/1    254687AU0                            6      6,000
DISNEY WALT CO                      NOTE  2.125% 4/1    254687AU0                           61     59,000
DOMINION RES INC VA NEW             COM                 25746U109                            3         40
DOMINION RES INC VA NEW             COM                 25746U109                           19        260
DOMINION RES INC VA NEW             COM                 25746U109                           22        300
DOMINION RES INC VA NEW             COM                 25746U109                           26        360
DOMINION RES INC VA NEW             COM                 25746U109                           29        400
DOMINION RES INC VA NEW             COM                 25746U109                           35        480
DOMINION RES INC VA NEW             COM                 25746U109                           37        500
DOMINION RES INC VA NEW             COM                 25746U109                           75      1,020
DOMINION RES INC VA NEW             COM                 25746U109                           88      1,200
DOMINION RES INC VA NEW             COM                 25746U109                          176      2,404
DOMINION RES INC VA NEW             COM                 25746U109                          205      2,800
DOMINION RES INC VA NEW             COM                 25746U109                          206      2,810
DOMINION RES INC VA NEW             COM                 25746U109                          238      3,246
DOMINION RES INC VA NEW             COM                 25746U109                          273      3,717
DOMINION RES INC VA NEW             COM                 25746U109                          279      3,800
DOMINION RES INC VA NEW             COM                 25746U109                          333      4,537
DOMINION RES INC VA NEW             COM                 25746U109                          374      5,093
DOMINION RES INC VA NEW             COM                 25746U109                          430      5,853
DOMINION RES INC VA NEW             COM                 25746U109                          552      7,517
DOMINION RES INC VA NEW             COM                 25746U109                          881     12,000
DOMINION RES INC VA NEW             COM                 25746U109                        1,345     18,325
DOMINION RES INC VA NEW             COM                 25746U109                        2,469     33,640
DORAL FINL CORP                     COM                 25811P100                           20      1,200
DORAL FINL CORP                     COM                 25811P100                           60      3,600
DORAL FINL CORP                     COM                 25811P100                          162      9,765
DRDGOLD LTD                         SPONSORED ADR       26152H103                          313    355,260
DYNEGY INC NEW                      CL A                26816Q101                            4        745
DYNEGY INC NEW                      CL A                26816Q101                           11      2,180
DYNEGY INC NEW                      CL A                26816Q101                           13      2,670
DYNEGY INC NEW                      CL A                26816Q101                           15      3,000
DYNEGY INC NEW                      CL A                26816Q101                           19      4,000
DYNEGY INC NEW                      CL A                26816Q101                           27      5,570
DYNEGY INC NEW                      CL A                26816Q101                           49     10,100
DYNEGY INC NEW                      CL A                26816Q101                           62     12,807
DYNEGY INC NEW                      CL A                26816Q101                          123     25,360
DYNEGY INC NEW                      CL A                26816Q101                          299     61,467
DYNEGY INC NEW                      CL A                26816Q101                        4,232    870,717
ENSCO INTL INC                      COM                 26874Q100                            1         35
ENSCO INTL INC                      COM                 26874Q100                           50      1,395
ENSCO INTL INC                      COM                 26874Q100                           64      1,800
ENSCO INTL INC                      COM                 26874Q100                          179      5,000
ENSCO INTL INC                      COM                 26874Q100                          246      6,881
ENSCO INTL INC                      COM                 26874Q100                          365     10,200
ENSCO INTL INC                      COM                 26874Q100                          513     14,360
ENSCO INTL INC                      COM                 26874Q100                        7,328    204,987
ENI S P A                           SPONSORED ADR       26874R108                            9         70
ENI S P A                           SPONSORED ADR       26874R108                           11         85
ENI S P A                           SPONSORED ADR       26874R108                           33        255
ENI S P A                           SPONSORED ADR       26874R108                           95        740
ENI S P A                           SPONSORED ADR       26874R108                          115        900
ENI S P A                           SPONSORED ADR       26874R108                          958      7,475
EOG RES INC                         COM                 26875P101                           18        310
EOG RES INC                         COM                 26875P101                           26        450
EOG RES INC                         COM                 26875P101                           34        600
EOG RES INC                         COM                 26875P101                           51        900
EOG RES INC                         COM                 26875P101                           68      1,200
EOG RES INC                         COM                 26875P101                           68      1,200
EOG RES INC                         COM                 26875P101                          101      1,786
EOG RES INC                         COM                 26875P101                          104      1,834
EOG RES INC                         COM                 26875P101                          114      2,010
EOG RES INC                         COM                 26875P101                          134      2,352
EOG RES INC                         COM                 26875P101                          165      2,900
EOG RES INC                         COM                 26875P101                          197      3,474
EOG RES INC                         COM                 26875P101                          272      4,796
EOG RES INC                         COM                 26875P101                          303      5,326
EOG RES INC                         COM                 26875P101                          534      9,400
EOG RES INC                         COM                 26875P101                          971     17,100
EOG RES INC                         COM                 26875P101                        1,313     23,120
EOG RES INC                         COM                 26875P101                        1,315     23,160
EATON VANCE LTD DUR INCOME F        COM                 27828H105                          199     11,000
EL PASO CORP                        COM                 28336L109                            2        150
EL PASO CORP                        COM                 28336L109                           17      1,490
EL PASO CORP                        COM                 28336L109                           30      2,618
EL PASO CORP                        COM                 28336L109                           33      2,875
EL PASO CORP                        COM                 28336L109                           36      3,100
EL PASO CORP                        COM                 28336L109                           37      3,200
EL PASO CORP                        COM                 28336L109                           48      4,150
EL PASO CORP                        COM                 28336L109                           51      4,425
EL PASO CORP                        COM                 28336L109                           65      5,670
EL PASO CORP                        COM                 28336L109                           68      5,867
EL PASO CORP                        COM                 28336L109                           89      7,700
EL PASO CORP                        COM                 28336L109                          106      9,227
EL PASO CORP                        COM                 28336L109                          122     10,600
EL PASO CORP                        COM                 28336L109                          162     14,052
EL PASO CORP                        COM                 28336L109                          185     16,021
EL PASO CORP                        COM                 28336L109                          248     21,500
EL PASO CORP                        COM                 28336L109                          700     60,780
EMBRAER-EMPRESA BRASILEIRA D        SP ADR PFD SHS      29081M102                          334     10,100
ENBRIDGE INC                        COM                 29250N105                        3,192    112,000
ENBRIDGE INC                        COM                 29250N105                        5,625    197,355
ENBRIDGE ENERGY MANAGEMENT L        SHS UNITS LLI       29250X103                          263      5,198
ENERGY EAST CORP                    COM                 29266M109                           49      1,700
ENERGY EAST CORP                    COM                 29266M109                          142      4,900
ENERGY EAST CORP                    COM                 29266M109                          380     13,110
ENERGY EAST CORP                    COM                 29266M109                          404     13,951
ENERGIZER HLDGS INC                 COM                 29266R108                           56        900
ENERGIZER HLDGS INC                 COM                 29266R108                          112      1,800
ENERGIZER HLDGS INC                 COM                 29266R108                          162      2,600
ENERGIZER HLDGS INC                 COM                 29266R108                          472      7,590
ENERPLUS RES FD                     UNIT TR G NEW       29274D604                           76      2,000
ENERPLUS RES FD                     UNIT TR G NEW       29274D604                        5,226    136,811
ENERSIS S A                         SPONSORED ADR       29274F104                          901     86,300
ENTERGY CORP NEW                    COM                 29364G103                            2         25
ENTERGY CORP NEW                    COM                 29364G103                           23        300
ENTERGY CORP NEW                    COM                 29364G103                           26        350
ENTERGY CORP NEW                    COM                 29364G103                           76      1,000
ENTERGY CORP NEW                    COM                 29364G103                           76      1,000
ENTERGY CORP NEW                    COM                 29364G103                          109      1,443
ENTERGY CORP NEW                    COM                 29364G103                          128      1,700
ENTERGY CORP NEW                    COM                 29364G103                          155      2,049
ENTERGY CORP NEW                    COM                 29364G103                          174      2,300
ENTERGY CORP NEW                    COM                 29364G103                          233      3,082
ENTERGY CORP NEW                    COM                 29364G103                          244      3,232
ENTERGY CORP NEW                    COM                 29364G103                          289      3,823
ENTERGY CORP NEW                    COM                 29364G103                          421      5,577
ENTERGY CORP NEW                    COM                 29364G103                          589      7,800
ENTERGY CORP NEW                    COM                 29364G103                        1,594     21,100
EQUITY RESIDENTIAL                  SH BEN INT          29476L107                           37      1,000
EQUITY RESIDENTIAL                  SH BEN INT          29476L107                           79      2,152
EQUITY RESIDENTIAL                  SH BEN INT          29476L107                           89      2,420
EQUITY RESIDENTIAL                  SH BEN INT          29476L107                           93      2,514
EQUITY RESIDENTIAL                  SH BEN INT          29476L107                          158      4,291
EQUITY RESIDENTIAL                  SH BEN INT          29476L107                          162      4,396
EQUITY RESIDENTIAL                  SH BEN INT          29476L107                          341      9,254
EQUITY RESIDENTIAL                  SH BEN INT          29476L107                          963     26,160
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR       29759W101                           18        300
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR       29759W101                           20        333
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR       29759W101                           74      1,240
ETABLISSEMENTS DELHAIZE FRER        SPONSORED ADR       29759W101                          348      5,851
EXELON CORP                         COM                 30161N101                            3         60
EXELON CORP                         COM                 30161N101                           17        327
EXELON CORP                         COM                 30161N101                           26        500
EXELON CORP                         COM                 30161N101                           31        600
EXELON CORP                         COM                 30161N101                           33        650
EXELON CORP                         COM                 30161N101                          102      1,980
EXELON CORP                         COM                 30161N101                          105      2,050
EXELON CORP                         COM                 30161N101                          237      4,620
EXELON CORP                         COM                 30161N101                          246      4,794
EXELON CORP                         COM                 30161N101                          247      4,820
EXELON CORP                         COM                 30161N101                          288      5,620
EXELON CORP                         COM                 30161N101                          308      6,000
EXELON CORP                         COM                 30161N101                          326      6,354
EXELON CORP                         COM                 30161N101                          398      7,750
EXELON CORP                         COM                 30161N101                          519     10,109
EXELON CORP                         COM                 30161N101                          551     10,726
EXELON CORP                         COM                 30161N101                          826     16,101
EXELON CORP                         COM                 30161N101                        1,283     25,000
EXELON CORP                         COM                 30161N101                        2,071     40,341
EXELON CORP                         COM                 30161N101                        2,361     46,000
EXELON CORP                         COM                 30161N101                        2,633     51,290
EXELON CORP                         COM                 30161N101                        3,128     60,940
EXELON CORP                         COM                 30161N101                        3,613     70,392
EXELON CORP                         COM                 30161N101                        5,874    114,440
EXELON CORP                         COM                 30161N101                        6,659    129,735
EXELON CORP                         COM                 30161N101                       12,487    243,276
EXXON MOBIL CORP                    COM                 30231G102                            2         40
EXXON MOBIL CORP                    COM                 30231G102                            6        110
EXXON MOBIL CORP                    COM                 30231G102                           15        259
EXXON MOBIL CORP                    COM                 30231G102                           24        425
EXXON MOBIL CORP                    COM                 30231G102                          152      2,650
EXXON MOBIL CORP                    COM                 30231G102                          237      4,120
EXXON MOBIL CORP                    COM                 30231G102                          253      4,400
EXXON MOBIL CORP                    COM                 30231G102                          276      4,800
EXXON MOBIL CORP                    COM                 30231G102                          316      5,500
EXXON MOBIL CORP                    COM                 30231G102                          348      6,050
EXXON MOBIL CORP                    COM                 30231G102                          500      8,700
EXXON MOBIL CORP                    COM                 30231G102                          636     11,075
EXXON MOBIL CORP                    COM                 30231G102                          741     12,897
EXXON MOBIL CORP                    COM                 30231G102                          753     13,100
EXXON MOBIL CORP                    COM                 30231G102                          758     13,193
EXXON MOBIL CORP                    COM                 30231G102                          931     16,200
EXXON MOBIL CORP                    COM                 30231G102                        1,002     17,428
EXXON MOBIL CORP                    COM                 30231G102                        1,034     18,000
EXXON MOBIL CORP                    COM                 30231G102                        1,067     18,560
EXXON MOBIL CORP                    COM                 30231G102                        1,067     18,560
EXXON MOBIL CORP                    COM                 30231G102                        1,103     19,200
EXXON MOBIL CORP                    COM                 30231G102                        1,234     21,470
EXXON MOBIL CORP                    COM                 30231G102                        1,334     23,210
EXXON MOBIL CORP                    COM                 30231G102                        1,542     26,840
EXXON MOBIL CORP                    COM                 30231G102                        1,610     28,022
EXXON MOBIL CORP                    COM                 30231G102                        1,845     32,099
EXXON MOBIL CORP                    COM                 30231G102                        1,857     32,316
EXXON MOBIL CORP                    COM                 30231G102                        2,129     37,050
EXXON MOBIL CORP                    COM                 30231G102                        2,630     45,764
EXXON MOBIL CORP                    COM                 30231G102                        3,088     53,730
EXXON MOBIL CORP                    COM                 30231G102                        3,479     60,535
EXXON MOBIL CORP                    COM                 30231G102                        3,536     61,525
EXXON MOBIL CORP                    COM                 30231G102                        3,734     64,970
EXXON MOBIL CORP                    COM                 30231G102                        4,459     77,596
EXXON MOBIL CORP                    COM                 30231G102                        5,504     95,766
EXXON MOBIL CORP                    COM                 30231G102                        6,316    109,900
EXXON MOBIL CORP                    COM                 30231G102                        8,118    141,250
EXXON MOBIL CORP                    COM                 30231G102                       13,258    230,700
EXXON MOBIL CORP                    COM                 30231G102                       16,187    281,654
EXXON MOBIL CORP                    COM                 30231G102                       22,268    387,475
EXXON MOBIL CORP                    COM                 30231G102                       34,344    597,593
EXXON MOBIL CORP                    COM                 30231G102                       34,777    605,140
EXXON MOBIL CORP                    COM                 30231G102                       41,216    717,167
EXXON MOBIL CORP                    COM                 30231G102                       49,685    864,542
FMC TECHNOLOGIES INC                COM                 30249U101                           27        859
FMC TECHNOLOGIES INC                COM                 30249U101                          192      6,000
FAIR ISAAC CORP                     NOTE  1.500% 8/1    303250AB0                            3      3,000
FAIR ISAAC CORP                     NOTE  1.500% 8/1    303250AB0                           32     32,000
FEDERATED DEPT STORES INC DE        COM                 31410H101                            2         25
FEDERATED DEPT STORES INC DE        COM                 31410H101                            4         52
FEDERATED DEPT STORES INC DE        COM                 31410H101                           18        250
FEDERATED DEPT STORES INC DE        COM                 31410H101                           21        284
FEDERATED DEPT STORES INC DE        COM                 31410H101                           26        350
FEDERATED DEPT STORES INC DE        COM                 31410H101                           66        900
FEDERATED DEPT STORES INC DE        COM                 31410H101                           66        900
FEDERATED DEPT STORES INC DE        COM                 31410H101                           88      1,197
FEDERATED DEPT STORES INC DE        COM                 31410H101                           95      1,300
FEDERATED DEPT STORES INC DE        COM                 31410H101                          111      1,518
FEDERATED DEPT STORES INC DE        COM                 31410H101                          121      1,649
FEDERATED DEPT STORES INC DE        COM                 31410H101                          183      2,500
FEDERATED DEPT STORES INC DE        COM                 31410H101                          187      2,550
FEDERATED DEPT STORES INC DE        COM                 31410H101                          188      2,568
FEDERATED DEPT STORES INC DE        COM                 31410H101                          211      2,878
FEDERATED DEPT STORES INC DE        COM                 31410H101                          270      3,682
FEDERATED DEPT STORES INC DE        COM                 31410H101                          491      6,700
FEDERATED DEPT STORES INC DE        COM                 31410H101                        1,271     17,340
FEDERATED DEPT STORES INC DE        COM                 31410H101                        1,765     24,079
FEDEX CORP                          COM                 31428X106                           16        200
FEDEX CORP                          COM                 31428X106                           16        200
FEDEX CORP                          COM                 31428X106                           20        250
FEDEX CORP                          COM                 31428X106                           26        320
FEDEX CORP                          COM                 31428X106                           39        480
FEDEX CORP                          COM                 31428X106                           49        600
FEDEX CORP                          COM                 31428X106                           63        777
FEDEX CORP                          COM                 31428X106                           65        800
FEDEX CORP                          COM                 31428X106                           77        950
FEDEX CORP                          COM                 31428X106                           81      1,000
FEDEX CORP                          COM                 31428X106                           85      1,050
FEDEX CORP                          COM                 31428X106                          170      2,100
FEDEX CORP                          COM                 31428X106                          177      2,186
FEDEX CORP                          COM                 31428X106                          201      2,480
FEDEX CORP                          COM                 31428X106                          219      2,700
FEDEX CORP                          COM                 31428X106                          235      2,902
FEDEX CORP                          COM                 31428X106                          288      3,550
FEDEX CORP                          COM                 31428X106                          300      3,703
FEDEX CORP                          COM                 31428X106                          335      4,132
FEDEX CORP                          COM                 31428X106                          365      4,507
FEDEX CORP                          COM                 31428X106                          372      4,598
FEDEX CORP                          COM                 31428X106                          475      5,864
FEDEX CORP                          COM                 31428X106                          525      6,486
FEDEX CORP                          COM                 31428X106                          907     11,200
FEDEX CORP                          COM                 31428X106                        2,293     28,310
FEDEX CORP                          COM                 31428X106                        2,459     30,350
FEDEX CORP                          COM                 31428X106                        2,889     35,665
FISHER SCIENTIFIC INTL INC          NOTE  3.250% 3/0    338032AX3                            4      4,000
FISHER SCIENTIFIC INTL INC          NOTE  3.250% 3/0    338032AX3                           41     40,000
FLEXIBLE SOLUTIONS INTL INC         COM                 33938T104                          458     94,500
FOUNDATION COAL HLDGS INC           COM                 35039W100                            5        177
FOUNDATION COAL HLDGS INC           COM                 35039W100                           78      3,000
FOUNDATION COAL HLDGS INC           COM                 35039W100                          259     10,000
FRANCE TELECOM                      SPONSORED ADR       35177Q105                            4        140
FRANCE TELECOM                      SPONSORED ADR       35177Q105                           18        620
FRANCE TELECOM                      SPONSORED ADR       35177Q105                           72      2,480
FRANCE TELECOM                      SPONSORED ADR       35177Q105                          141      4,853
FRANKLIN RES INC                    NOTE         5/1    354613AC5                            4      6,000
FRANKLIN RES INC                    NOTE         5/1    354613AC5                           46     64,000
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                            7        175
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           25        668
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           30        800
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           32        842
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           34        900
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           34        900
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           43      1,160
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           52      1,380
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           56      1,483
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           56      1,500
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           60      1,610
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           82      2,200
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           94      2,513
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                           97      2,600
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                          132      3,537
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                          228      6,100
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                          250      6,670
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                          316      8,452
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                          679     18,130
FREEPORT-MCMORAN COPPER & GO        CL B                35671D857                        1,310     35,000
FREESCALE SEMICONDUCTOR INC         COM CL A            35687M107                            4        205
FREESCALE SEMICONDUCTOR INC         COM CL A            35687M107                          143      6,800
FREESCALE SEMICONDUCTOR INC         COM CL A            35687M107                          256     12,200
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                            2        106
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                            5        231
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                            5        253
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                            9        407
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           10        458
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           10        458
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           11        505
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           17        781
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           19        874
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           56      2,650
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           60      2,828
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           69      3,265
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           72      3,377
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           83      3,900
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                           83      3,924
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                          128      6,050
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                          178      8,400
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                          190      8,982
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                          516     24,366
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                          524     24,740
FREESCALE SEMICONDUCTOR INC         CL B                35687M206                        1,689     79,732
FUELCELL ENERGY INC                 COM                 35952H106                           51      5,000
FUELCELL ENERGY INC                 COM                 35952H106                           59      5,757
GENAERA CORP                        COM                 36867G100                           34     20,000
GENTA INC                           COM NEW             37245M207                            0        300
GENTA INC                           COM NEW             37245M207                           19     16,000
GENWORTH FINL INC                   COM CL A            37247D106                            2         50
GENWORTH FINL INC                   COM CL A            37247D106                           51      1,700
GENWORTH FINL INC                   COM CL A            37247D106                          136      4,500
GENWORTH FINL INC                   COM CL A            37247D106                          293      9,700
GENWORTH FINL INC                   COM CL A            37247D106                          647     21,400
GENWORTH FINL INC                   COM CL A            37247D106                        1,385     45,811
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105                           14        290
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105                           18        368
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105                           22        450
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105                           24        500
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105                           28        567
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105                           40        834
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105                           58      1,200
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105                          130      2,673
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105                          239      4,919
GLAXOSMITHKLINE PLC                 SPONSORED ADR       37733W105                          352      7,246
GOL LINHAS AEREAS INTLG S A         SP ADR REP PFD      38045R107                          435     14,455
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106                            6        500
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106                           12      1,100
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106                           14      1,220
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106                           34      3,000
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106                          878     77,320
GOLD FIELDS LTD NEW                 SPONSORED ADR       38059T106                        1,997    175,970
GOLDEN STAR RES LTD CDA             COM                 38119T104                           31     10,000
GOLDEN STAR RES LTD CDA             COM                 38119T104                           93     30,000
GOLDMAN SACHS GROUP INC             COM                 38141G104                            3         25
GOLDMAN SACHS GROUP INC             COM                 38141G104                            9         90
GOLDMAN SACHS GROUP INC             COM                 38141G104                           27        260
GOLDMAN SACHS GROUP INC             COM                 38141G104                           36        350
GOLDMAN SACHS GROUP INC             COM                 38141G104                           36        350
GOLDMAN SACHS GROUP INC             COM                 38141G104                           51        500
GOLDMAN SACHS GROUP INC             COM                 38141G104                           51        500
GOLDMAN SACHS GROUP INC             COM                 38141G104                          141      1,384
GOLDMAN SACHS GROUP INC             COM                 38141G104                          144      1,410
GOLDMAN SACHS GROUP INC             COM                 38141G104                          144      1,416
GOLDMAN SACHS GROUP INC             COM                 38141G104                          163      1,600
GOLDMAN SACHS GROUP INC             COM                 38141G104                          235      2,303
GOLDMAN SACHS GROUP INC             COM                 38141G104                          330      3,239
GOLDMAN SACHS GROUP INC             COM                 38141G104                          383      3,750
GOLDMAN SACHS GROUP INC             COM                 38141G104                          388      3,800
GOLDMAN SACHS GROUP INC             COM                 38141G104                          422      4,140
GOLDMAN SACHS GROUP INC             COM                 38141G104                          430      4,213
GOLDMAN SACHS GROUP INC             COM                 38141G104                          681      6,679
GOLDMAN SACHS GROUP INC             COM                 38141G104                          696      6,818
GOLDMAN SACHS GROUP INC             COM                 38141G104                          725      7,108
GOLDMAN SACHS GROUP INC             COM                 38141G104                        1,031     10,103
GOLDMAN SACHS GROUP INC             COM                 38141G104                        1,367     13,400
GOLDMAN SACHS GROUP INC             COM                 38141G104                        1,416     13,879
GOLDMAN SACHS GROUP INC             COM                 38141G104                        1,537     15,065
GOLDMAN SACHS GROUP INC             COM                 38141G104                        1,796     17,600
GOLDMAN SACHS GROUP INC             COM                 38141G104                        2,671     26,184
GOLDMAN SACHS GROUP INC             COM                 38141G104                        2,694     26,410
GOLDMAN SACHS GROUP INC             COM                 38141G104                        3,798     37,226
GOLDMAN SACHS GROUP INC             COM                 38141G104                        4,636     45,440
GOLDMAN SACHS GROUP INC             COM                 38141G104                        7,820     76,648
GOLDMAN SACHS GROUP INC             COM                 38141G104                       19,113    187,348
GOOGLE INC                          CL A                38259P508                            7         23
GOOGLE INC                          CL A                38259P508                            7         25
GOOGLE INC                          CL A                38259P508                           29        100
GOOGLE INC                          CL A                38259P508                           29        100
GOOGLE INC                          CL A                38259P508                           41        139
GOOGLE INC                          CL A                38259P508                           65        220
GOOGLE INC                          CL A                38259P508                           71        240
GOOGLE INC                          CL A                38259P508                           98        333
GOOGLE INC                          CL A                38259P508                          235        800
GOOGLE INC                          CL A                38259P508                          288        980
GOOGLE INC                          CL A                38259P508                          309      1,050
GOOGLE INC                          CL A                38259P508                          588      2,000
GOOGLE INC                          CL A                38259P508                          735      2,500
GOOGLE INC                          CL A                38259P508                        1,059      3,600
GOOGLE INC                          CL A                38259P508                        1,059      3,600
GOOGLE INC                          CL A                38259P508                        1,362      4,629
GOOGLE INC                          CL A                38259P508                        2,256      7,670
GOOGLE INC                          CL A                38259P508                        2,719      9,245
GOOGLE INC                          CL A                38259P508                        5,883     20,000
GRACE W R & CO DEL NEW              COM                 38388F108                            2        216
GRACE W R & CO DEL NEW              COM                 38388F108                           70      9,000
GRACE W R & CO DEL NEW              COM                 38388F108                           78     10,000
GRACE W R & CO DEL NEW              COM                 38388F108                          317     40,750
GROUPE CGI INC                      CL A SUB VTG        39945C109                          251     41,570
GRUPO TELEVISA SA DE CV             SP ADR REP ORD      40049J206                          619      9,964
GRUPO TELEVISA SA DE CV             SP ADR REP ORD      40049J206                          745     12,000
GRUPO TELEVISA SA DE CV             SP ADR REP ORD      40049J206                          981     15,800
HDFC BANK LTD                       ADR REPS 3 SHS      40415F101                          465     10,000
HALLIBURTON CO                      NOTE  3.125% 7/1    406216AM3                            7      5,000
HALLIBURTON CO                      NOTE  3.125% 7/1    406216AM3                           48     35,000
HANCOCK JOHN PATRIOT PREM DI        COM                 41013Q101                          198     21,307
HANGER ORTHOPEDIC GROUP INC         COM NEW             41043F208                           53     10,500
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                           41     38,000
HEALTH CARE REIT INC                COM                 42217K106                          339      9,000
HEALTH NET INC                      COM                 42222G108                           50      1,300
HEALTH NET INC                      COM                 42222G108                           69      1,800
HEALTH NET INC                      COM                 42222G108                           88      2,300
HEALTH NET INC                      COM                 42222G108                          141      3,700
HEALTH NET INC                      COM                 42222G108                          459     12,030
HEALTH NET INC                      COM                 42222G108                          572     15,000
HEALTH NET INC                      COM                 42222G108                        3,244     85,000
HILTON HOTELS CORP                  NOTE  3.375% 4/1    432848AZ2                            6      5,000
HILTON HOTELS CORP                  NOTE  3.375% 4/1    432848AZ2                           57     47,000
HOSPITALITY PPTYS TR                COM SH BEN INT      44106M102                          256      5,800
HOST MARRIOTT CORP NEW              COM                 44107P104                            9        493
HOST MARRIOTT CORP NEW              COM                 44107P104                           79      4,500
HOST MARRIOTT CORP NEW              COM                 44107P104                           93      5,339
HOST MARRIOTT CORP NEW              COM                 44107P104                          696     39,780
HUTCHISON TELECOMM INTL LTD         SPONSORED ADR       44841T107                      108,675  7,274,100
IAC INTERACTIVECORP                 COM                 44919P102                            2         90
IAC INTERACTIVECORP                 COM                 44919P102                           15        645
IAC INTERACTIVECORP                 COM                 44919P102                           25      1,020
IAC INTERACTIVECORP                 COM                 44919P102                           32      1,314
IAC INTERACTIVECORP                 COM                 44919P102                           55      2,300
IAC INTERACTIVECORP                 COM                 44919P102                           61      2,550
IAC INTERACTIVECORP                 COM                 44919P102                           80      3,331
IAC INTERACTIVECORP                 COM                 44919P102                          154      6,400
IAC INTERACTIVECORP                 COM                 44919P102                          175      7,276
IAC INTERACTIVECORP                 COM                 44919P102                          183      7,600
IAC INTERACTIVECORP                 COM                 44919P102                          188      7,820
IAC INTERACTIVECORP                 COM                 44919P102                          398     16,580
IAC INTERACTIVECORP                 COM                 44919P102                        4,346    180,920
IPIX CORP                           COM                 44982L103                           50     20,000
ISTAR FINL INC                      COM                 45031U101                          208      5,000
ISTAR FINL INC                      COM                 45031U101                          314      7,550
ICICI BK LTD                        ADR                 45104G104                            1         26
ICICI BK LTD                        ADR                 45104G104                            1         53
ICICI BK LTD                        ADR                 45104G104                            1         58
ICICI BK LTD                        ADR                 45104G104                            2        100
ICICI BK LTD                        ADR                 45104G104                            3        156
ICICI BK LTD                        ADR                 45104G104                           37      1,700
ICICI BK LTD                        ADR                 45104G104                        1,837     84,073
IMATION CORP                        COM                 45245A107                          427     11,000
IMCLONE SYS INC                     COM                 45245W109                            6        200
IMCLONE SYS INC                     COM                 45245W109                           62      2,005
IMCLONE SYS INC                     COM                 45245W109                           65      2,100
IMCLONE SYS INC                     COM                 45245W109                          167      5,400
INCO LTD                            DBCV  1.000% 3/1    453258AT2                            4      3,000
INCO LTD                            DBCV  1.000% 3/1    453258AT2                           40     32,000
INTEGRATED CIRCUIT SYS INC          COM                 45811K208                          609     29,500
INTEGRATED CIRCUIT SYS INC          COM                 45811K208                        2,456    119,000
INTERNET CAP GROUP INC              COM NEW             46059C205                            0          5
INTERNET CAP GROUP INC              COM NEW             46059C205                            1        160
INTERNET CAP GROUP INC              COM NEW             46059C205                           88     12,027
INTERNET HOLDRS TR                  DEPOSIT RCPT        46059W102                            3         50
INTERNET HOLDRS TR                  DEPOSIT RCPT        46059W102                           11        200
INTERNET HOLDRS TR                  DEPOSIT RCPT        46059W102                          217      4,000
INTERNET HOLDRS TR                  DEPOSIT RCPT        46059W102                        1,452     26,800
INTERSIL CORP                       CL A                46069S109                            3        166
INTERSIL CORP                       CL A                46069S109                            8        409
INTERSIL CORP                       CL A                46069S109                          193     10,300
INTERSIL CORP                       CL A                46069S109                        1,351     72,000
INVITROGEN CORP                     COM                 46185R100                           50        600
INVITROGEN CORP                     COM                 46185R100                          108      1,300
INVITROGEN CORP                     COM                 46185R100                          142      1,700
INVITROGEN CORP                     COM                 46185R100                          366      4,400
INVITROGEN CORP                     COM                 46185R100                          888     10,661
INVITROGEN CORP                     COM                 46185R100                          964     11,573
INVITROGEN CORP                     COM                 46185R100                        1,105     13,266
ISCO INTL INC                       COM                 46426P103                            0      1,750
ISCO INTL INC                       COM                 46426P103                            3     11,800
IVANHOE MINES LTD                   COM                 46579N103                           50      6,400
IVANHOE MINES LTD                   COM                 46579N103                          230     29,650
JDS UNIPHASE CORP                   COM                 46612J101                            0        100
JDS UNIPHASE CORP                   COM                 46612J101                            0        100
JDS UNIPHASE CORP                   COM                 46612J101                            0        200
JDS UNIPHASE CORP                   COM                 46612J101                            1        360
JDS UNIPHASE CORP                   COM                 46612J101                            9      5,959
JDS UNIPHASE CORP                   COM                 46612J101                           11      7,300
JDS UNIPHASE CORP                   COM                 46612J101                           15      9,873
JDS UNIPHASE CORP                   COM                 46612J101                           15     10,000
JDS UNIPHASE CORP                   COM                 46612J101                           17     11,400
JDS UNIPHASE CORP                   COM                 46612J101                           24     15,900
JDS UNIPHASE CORP                   COM                 46612J101                           26     16,862
JDS UNIPHASE CORP                   COM                 46612J101                           29     19,142
JDS UNIPHASE CORP                   COM                 46612J101                           32     21,145
JDS UNIPHASE CORP                   COM                 46612J101                           38     24,800
JDS UNIPHASE CORP                   COM                 46612J101                           70     46,000
JDS UNIPHASE CORP                   COM                 46612J101                           74     48,571
JDS UNIPHASE CORP                   COM                 46612J101                           83     54,500
JDS UNIPHASE CORP                   COM                 46612J101                          133     87,667
JDS UNIPHASE CORP                   COM                 46612J101                          179    117,500
JDS UNIPHASE CORP                   COM                 46612J101                          490    322,446
JPMORGAN & CHASE & CO               COM                 46625H100                            4        100
JPMORGAN & CHASE & CO               COM                 46625H100                            7        200
JPMORGAN & CHASE & CO               COM                 46625H100                            8        225
JPMORGAN & CHASE & CO               COM                 46625H100                           53      1,500
JPMORGAN & CHASE & CO               COM                 46625H100                           71      2,000
JPMORGAN & CHASE & CO               COM                 46625H100                           78      2,220
JPMORGAN & CHASE & CO               COM                 46625H100                           86      2,440
JPMORGAN & CHASE & CO               COM                 46625H100                          116      3,285
JPMORGAN & CHASE & CO               COM                 46625H100                          117      3,300
JPMORGAN & CHASE & CO               COM                 46625H100                          186      5,277
JPMORGAN & CHASE & CO               COM                 46625H100                          275      7,800
JPMORGAN & CHASE & CO               COM                 46625H100                          281      7,945
JPMORGAN & CHASE & CO               COM                 46625H100                          287      8,115
JPMORGAN & CHASE & CO               COM                 46625H100                          348      9,850
JPMORGAN & CHASE & CO               COM                 46625H100                          378     10,710
JPMORGAN & CHASE & CO               COM                 46625H100                          445     12,600
JPMORGAN & CHASE & CO               COM                 46625H100                          456     12,905
JPMORGAN & CHASE & CO               COM                 46625H100                          530     15,000
JPMORGAN & CHASE & CO               COM                 46625H100                          769     21,773
JPMORGAN & CHASE & CO               COM                 46625H100                          782     22,128
JPMORGAN & CHASE & CO               COM                 46625H100                          899     25,446
JPMORGAN & CHASE & CO               COM                 46625H100                          999     28,295
JPMORGAN & CHASE & CO               COM                 46625H100                        1,052     29,786
JPMORGAN & CHASE & CO               COM                 46625H100                        1,181     33,430
JPMORGAN & CHASE & CO               COM                 46625H100                        1,356     38,398
JPMORGAN & CHASE & CO               COM                 46625H100                        1,464     41,450
JPMORGAN & CHASE & CO               COM                 46625H100                        1,713     48,500
JPMORGAN & CHASE & CO               COM                 46625H100                        1,713     48,504
JPMORGAN & CHASE & CO               COM                 46625H100                        1,837     52,001
JPMORGAN & CHASE & CO               COM                 46625H100                        1,871     52,983
JPMORGAN & CHASE & CO               COM                 46625H100                        1,955     55,340
JPMORGAN & CHASE & CO               COM                 46625H100                        2,756     78,035
JPMORGAN & CHASE & CO               COM                 46625H100                        2,814     79,685
JPMORGAN & CHASE & CO               COM                 46625H100                        3,363     95,213
JPMORGAN & CHASE & CO               COM                 46625H100                        3,971    112,440
JPMORGAN & CHASE & CO               COM                 46625H100                        4,521    128,000
JPMORGAN & CHASE & CO               COM                 46625H100                        6,518    184,532
JPMORGAN & CHASE & CO               COM                 46625H100                       10,244    290,031
JPMORGAN & CHASE & CO               COM                 46625H100                       11,738    332,320
JPMORGAN & CHASE & CO               COM                 46625H100                       14,980    424,121
JANUS CAP GROUP INC                 COM                 47102X105                           26      1,700
JANUS CAP GROUP INC                 COM                 47102X105                           28      1,890
JANUS CAP GROUP INC                 COM                 47102X105                           37      2,450
JANUS CAP GROUP INC                 COM                 47102X105                           41      2,700
JANUS CAP GROUP INC                 COM                 47102X105                           53      3,500
JANUS CAP GROUP INC                 COM                 47102X105                           90      6,000
JANUS CAP GROUP INC                 COM                 47102X105                          119      7,900
JANUS CAP GROUP INC                 COM                 47102X105                          289     19,210
JUNIPER NETWORKS INC                COM                 48203R104                            4        155
JUNIPER NETWORKS INC                COM                 48203R104                            7        280
JUNIPER NETWORKS INC                COM                 48203R104                           17        666
JUNIPER NETWORKS INC                COM                 48203R104                           40      1,600
JUNIPER NETWORKS INC                COM                 48203R104                           64      2,539
JUNIPER NETWORKS INC                COM                 48203R104                           82      3,257
JUNIPER NETWORKS INC                COM                 48203R104                          101      4,000
JUNIPER NETWORKS INC                COM                 48203R104                          116      4,600
JUNIPER NETWORKS INC                COM                 48203R104                          133      5,274
JUNIPER NETWORKS INC                COM                 48203R104                          164      6,500
JUNIPER NETWORKS INC                COM                 48203R104                          171      6,800
JUNIPER NETWORKS INC                COM                 48203R104                          292     11,600
JUNIPER NETWORKS INC                COM                 48203R104                          531     21,100
JUNIPER NETWORKS INC                COM                 48203R104                          917     36,400
JUNIPER NETWORKS INC                COM                 48203R104                        1,229     48,800
JUNIPER NETWORKS INC                COM                 48203R104                        1,229     48,810
JUNIPER NETWORKS INC                COM                 48203R104                        1,416     56,245
JUNIPER NETWORKS INC                NOTE         6/1    48203RAC8                            4      3,000
JUNIPER NETWORKS INC                NOTE         6/1    48203RAC8                           19     14,000
KT CORP                             SPONSORED ADR       48268K101                            1         54
KT CORP                             SPONSORED ADR       48268K101                            2         77
KT CORP                             SPONSORED ADR       48268K101                           49      2,292
KT CORP                             SPONSORED ADR       48268K101                           61      2,823
KT CORP                             SPONSORED ADR       48268K101                          192      8,909
KT CORP                             SPONSORED ADR       48268K101                          224     10,400
KT CORP                             SPONSORED ADR       48268K101                        9,944    462,500
KANBAY INTERNATIONAL                COM                 48369P207                      104,740  4,532,240
KEANE INC                           SDCV  2.000% 6/1    486665AB8                           11     12,000
KB HOME                             COM                 48666K109                           51        670
KB HOME                             COM                 48666K109                           54        710
KB HOME                             COM                 48666K109                           56        740
KB HOME                             COM                 48666K109                           61        800
KB HOME                             COM                 48666K109                           76      1,000
KB HOME                             COM                 48666K109                          107      1,400
KB HOME                             COM                 48666K109                          152      2,000
KB HOME                             COM                 48666K109                          216      2,834
KB HOME                             COM                 48666K109                          313      4,100
KB HOME                             COM                 48666K109                          781     10,240
KEYSPAN CORP                        COM                 49337W100                            6        155
KEYSPAN CORP                        COM                 49337W100                           15        370
KEYSPAN CORP                        COM                 49337W100                           53      1,300
KEYSPAN CORP                        COM                 49337W100                           54      1,318
KEYSPAN CORP                        COM                 49337W100                           57      1,391
KEYSPAN CORP                        COM                 49337W100                           60      1,470
KEYSPAN CORP                        COM                 49337W100                           61      1,492
KEYSPAN CORP                        COM                 49337W100                           77      1,900
KEYSPAN CORP                        COM                 49337W100                          100      2,460
KEYSPAN CORP                        COM                 49337W100                          113      2,786
KEYSPAN CORP                        COM                 49337W100                          216      5,300
KEYSPAN CORP                        COM                 49337W100                          363      8,914
KEYSPAN CORP                        COM                 49337W100                          558     13,700
KIMCO REALTY CORP                   COM                 49446R109                           12        200
KIMCO REALTY CORP                   COM                 49446R109                           88      1,500
KIMCO REALTY CORP                   COM                 49446R109                          150      2,550
KIMCO REALTY CORP                   COM                 49446R109                          353      6,000
KIMCO REALTY CORP                   COM                 49446R109                          696     11,820
KINDER MORGAN INC KANS              COM                 49455P101                           68        814
KINDER MORGAN INC KANS              COM                 49455P101                           77        930
KINDER MORGAN INC KANS              COM                 49455P101                           79        944
KINDER MORGAN INC KANS              COM                 49455P101                           92      1,100
KINDER MORGAN INC KANS              COM                 49455P101                          148      1,773
KINDER MORGAN INC KANS              COM                 49455P101                          227      2,727
KINDER MORGAN INC KANS              COM                 49455P101                          250      3,000
KINDER MORGAN INC KANS              COM                 49455P101                          258      3,100
KINDER MORGAN INC KANS              COM                 49455P101                          526      6,328
KINDER MORGAN INC KANS              COM                 49455P101                          755      9,070
KINDER MORGAN INC KANS              COM                 49455P101                        3,187     38,300
KINETIC CONCEPTS INC                COM NEW             49460W208                           12        205
KINETIC CONCEPTS INC                COM NEW             49460W208                           20        325
KINETIC CONCEPTS INC                COM NEW             49460W208                           36        600
KINETIC CONCEPTS INC                COM NEW             49460W208                          102      1,700
KINETIC CONCEPTS INC                COM NEW             49460W208                          258      4,300
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                            2         37
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                            2         39
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                            2         43
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                           11        231
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                           67      1,464
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                           82      1,810
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                          406      8,900
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                          424      9,300
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                          451      9,900
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                          552     12,100
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                        1,169     25,650
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                        1,525     33,450
KOOKMIN BK NEW                      SPONSORED ADR       50049M109                        1,580     34,675
KRAFT FOODS INC                     CL A                50075N104                            6        200
KRAFT FOODS INC                     CL A                50075N104                           16        500
KRAFT FOODS INC                     CL A                50075N104                           19        600
KRAFT FOODS INC                     CL A                50075N104                           32      1,000
KRAFT FOODS INC                     CL A                50075N104                           38      1,200
KRAFT FOODS INC                     CL A                50075N104                           86      2,709
KRAFT FOODS INC                     CL A                50075N104                           95      3,000
KRAFT FOODS INC                     CL A                50075N104                          153      4,800
KRAFT FOODS INC                     CL A                50075N104                          161      5,057
KRAFT FOODS INC                     CL A                50075N104                          499     15,700
KRAFT FOODS INC                     CL A                50075N104                          616     19,350
KRAFT FOODS INC                     CL A                50075N104                        1,250     39,300
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                            1         25
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                           40        800
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                           40        800
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                           45        900
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                           47        940
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                           57      1,150
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                           60      1,200
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                           85      1,700
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                           97      1,950
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                          113      2,260
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                          140      2,808
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                          235      4,700
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                          316      6,325
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                          340      6,817
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                          625     12,520
LABORATORY CORP AMER HLDGS          COM NEW             50540R409                        1,548     31,018
LABORATORY CORP AMER HLDGS          NOTE         9/1    50540RAC6                            4      6,000
LABORATORY CORP AMER HLDGS          NOTE         9/1    50540RAC6                           43     58,000
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100                            4      2,000
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100                           37     18,000
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100                           46     22,600
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100                           81     40,000
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100                           92     45,450
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100                          181     89,310
LEVEL 3 COMMUNICATIONS INC          COM                 52729N100                          203    100,000
LIBERTY MEDIA CORP NEW              DEB   0.750% 3/3    530718AF2                            5      5,000
LIBERTY MEDIA CORP NEW              DEB   0.750% 3/3    530718AF2                            8      8,000
LOWES COS INC                       NOTE  0.861%10/1    548661CG0                            1      1,000
LOWES COS INC                       NOTE  0.861%10/1    548661CG0                           40     39,000
M & T BK CORP                       COM                 55261F104                           32        300
M & T BK CORP                       COM                 55261F104                           53        500
M & T BK CORP                       COM                 55261F104                           72        680
M & T BK CORP                       COM                 55261F104                           84        800
M & T BK CORP                       COM                 55261F104                           84        800
M & T BK CORP                       COM                 55261F104                           87        830
M & T BK CORP                       COM                 55261F104                          100        950
M & T BK CORP                       COM                 55261F104                          125      1,190
M & T BK CORP                       COM                 55261F104                          147      1,400
M & T BK CORP                       COM                 55261F104                          153      1,456
M & T BK CORP                       COM                 55261F104                          250      2,374
M & T BK CORP                       COM                 55261F104                          410      3,900
M & T BK CORP                       COM                 55261F104                          904      8,600
M & T BK CORP                       COM                 55261F104                        1,141     10,850
MBIA INC                            COM                 55262C100                           10        165
MBIA INC                            COM                 55262C100                           23        380
MBIA INC                            COM                 55262C100                           33        550
MBIA INC                            COM                 55262C100                           47        800
MBIA INC                            COM                 55262C100                           53        900
MBIA INC                            COM                 55262C100                           56        945
MBIA INC                            COM                 55262C100                           68      1,141
MBIA INC                            COM                 55262C100                           73      1,230
MBIA INC                            COM                 55262C100                          101      1,700
MBIA INC                            COM                 55262C100                          121      2,044
MBIA INC                            COM                 55262C100                          141      2,380
MBIA INC                            COM                 55262C100                          232      3,907
MBIA INC                            COM                 55262C100                          279      4,700
MBIA INC                            COM                 55262C100                          799     13,470
MBNA CORP                           COM                 55262L100                            8        320
MBNA CORP                           COM                 55262L100                           11        425
MBNA CORP                           COM                 55262L100                           21        800
MBNA CORP                           COM                 55262L100                           24        900
MBNA CORP                           COM                 55262L100                           34      1,300
MBNA CORP                           COM                 55262L100                           38      1,450
MBNA CORP                           COM                 55262L100                           97      3,700
MBNA CORP                           COM                 55262L100                          107      4,080
MBNA CORP                           COM                 55262L100                          110      4,200
MBNA CORP                           COM                 55262L100                          149      5,710
MBNA CORP                           COM                 55262L100                          181      6,900
MBNA CORP                           COM                 55262L100                          191      7,285
MBNA CORP                           COM                 55262L100                          237      9,076
MBNA CORP                           COM                 55262L100                          283     10,810
MBNA CORP                           COM                 55262L100                          317     12,115
MBNA CORP                           COM                 55262L100                          348     13,294
MBNA CORP                           COM                 55262L100                          382     14,615
MBNA CORP                           COM                 55262L100                          392     15,000
MBNA CORP                           COM                 55262L100                          404     15,442
MBNA CORP                           COM                 55262L100                          494     18,890
MBNA CORP                           COM                 55262L100                          510     19,511
MBNA CORP                           COM                 55262L100                          733     28,021
MBNA CORP                           COM                 55262L100                          965     36,901
MBNA CORP                           COM                 55262L100                        1,261     48,200
MBNA CORP                           COM                 55262L100                        3,220    123,090
MDS INC                             COM                 55269P302                        3,019    199,261
MANPOWER INC                        COM                 56418H100                           16        400
MANPOWER INC                        COM                 56418H100                           40      1,000
MANPOWER INC                        COM                 56418H100                           44      1,100
MANPOWER INC                        COM                 56418H100                           52      1,300
MANPOWER INC                        COM                 56418H100                           56      1,400
MANPOWER INC                        COM                 56418H100                           56      1,400
MANPOWER INC                        COM                 56418H100                           80      2,000
MANPOWER INC                        COM                 56418H100                           86      2,165
MANPOWER INC                        COM                 56418H100                          119      3,000
MANPOWER INC                        COM                 56418H100                          294      7,380
MANPOWER INC                        COM                 56418H100                          378      9,500
MANULIFE FINL CORP                  COM                 56501R106                           19        393
MANULIFE FINL CORP                  COM                 56501R106                           24        500
MANULIFE FINL CORP                  COM                 56501R106                          133      2,791
MANULIFE FINL CORP                  COM                 56501R106                          311      6,500
MANULIFE FINL CORP                  COM                 56501R106                        5,480    114,623
MARVEL ENTERPRISES INC              COM                 57383M108                            6        325
MARVEL ENTERPRISES INC              COM                 57383M108                           59      3,000
MARVEL ENTERPRISES INC              COM                 57383M108                       14,790    750,000
MASCO CORP                          NOTE         7/2    574599BB1                           56    115,000
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           11        300
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           14        375
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           15        400
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           17        450
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           18        460
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           25        650
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           57      1,500
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           57      1,500
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           71      1,858
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           83      2,170
MAXIM INTEGRATED PRODS INC          COM                 57772K101                           89      2,325
MAXIM INTEGRATED PRODS INC          COM                 57772K101                          102      2,670
MAXIM INTEGRATED PRODS INC          COM                 57772K101                          112      2,933
MAXIM INTEGRATED PRODS INC          COM                 57772K101                          125      3,261
MAXIM INTEGRATED PRODS INC          COM                 57772K101                          183      4,781
MAXIM INTEGRATED PRODS INC          COM                 57772K101                          183      4,800
MAXIM INTEGRATED PRODS INC          COM                 57772K101                          188      4,916
MAXIM INTEGRATED PRODS INC          COM                 57772K101                          255      6,660
MAXIM INTEGRATED PRODS INC          COM                 57772K101                          319      8,354
MAXIM INTEGRATED PRODS INC          COM                 57772K101                          493     12,900
MAXIM INTEGRATED PRODS INC          COM                 57772K101                        1,188     31,090
MCKESSON CORP                       COM                 58155Q103                            4        100
MCKESSON CORP                       COM                 58155Q103                           19        435
MCKESSON CORP                       COM                 58155Q103                           27        600
MCKESSON CORP                       COM                 58155Q103                           45      1,000
MCKESSON CORP                       COM                 58155Q103                           67      1,500
MCKESSON CORP                       COM                 58155Q103                           72      1,600
MCKESSON CORP                       COM                 58155Q103                           80      1,779
MCKESSON CORP                       COM                 58155Q103                           93      2,078
MCKESSON CORP                       COM                 58155Q103                          118      2,625
MCKESSON CORP                       COM                 58155Q103                          130      2,906
MCKESSON CORP                       COM                 58155Q103                          190      4,232
MCKESSON CORP                       COM                 58155Q103                          400      8,927
MCKESSON CORP                       COM                 58155Q103                          524     11,700
MCKESSON CORP                       COM                 58155Q103                          813     18,150
MCKESSON CORP                       COM                 58155Q103                        1,218     27,200
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                            1         13
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                            2         36
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                           13        242
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                           15        280
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                           17        320
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                           21        400
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                           46        859
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                           59      1,100
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                           64      1,200
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                           73      1,363
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          105      1,966
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          126      2,352
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          139      2,600
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          144      2,695
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          152      2,845
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          197      3,700
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          221      4,145
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          236      4,422
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          323      6,054
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          388      7,262
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          582     10,900
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                          747     14,003
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                        1,102     20,646
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                        1,433     26,851
MEDCO HEALTH SOLUTIONS INC          COM                 58405U102                        3,302     61,879
MEDTRONIC INC                       DBCV  1.250% 9/1    585055AB2                            4      4,000
MEDTRONIC INC                       DBCV  1.250% 9/1    585055AB2                           46     46,000
MELLON FINL CORP                    COM                 58551A108                            1         50
MELLON FINL CORP                    COM                 58551A108                           29      1,000
MELLON FINL CORP                    COM                 58551A108                           32      1,100
MELLON FINL CORP                    COM                 58551A108                           67      2,350
MELLON FINL CORP                    COM                 58551A108                           70      2,450
MELLON FINL CORP                    COM                 58551A108                           88      3,070
MELLON FINL CORP                    COM                 58551A108                          110      3,850
MELLON FINL CORP                    COM                 58551A108                          120      4,172
MELLON FINL CORP                    COM                 58551A108                          146      5,100
MELLON FINL CORP                    COM                 58551A108                          174      6,078
MELLON FINL CORP                    COM                 58551A108                          193      6,711
MELLON FINL CORP                    COM                 58551A108                          290     10,100
MELLON FINL CORP                    COM                 58551A108                          428     14,925
MELLON FINL CORP                    COM                 58551A108                          482     16,800
MELLON FINL CORP                    COM                 58551A108                          899     31,349
MELLON FINL CORP                    COM                 58551A108                          945     32,923
MELLON FINL CORP                    COM                 58551A108                        1,169     40,750
METLIFE INC                         COM                 59156R108                           22        500
METLIFE INC                         COM                 59156R108                           31        700
METLIFE INC                         COM                 59156R108                           36        800
METLIFE INC                         COM                 59156R108                           44        985
METLIFE INC                         COM                 59156R108                           56      1,240
METLIFE INC                         COM                 59156R108                          101      2,250
METLIFE INC                         COM                 59156R108                          102      2,260
METLIFE INC                         COM                 59156R108                          121      2,700
METLIFE INC                         COM                 59156R108                          241      5,370
METLIFE INC                         COM                 59156R108                          278      6,190
METLIFE INC                         COM                 59156R108                          315      7,015
METLIFE INC                         COM                 59156R108                          342      7,600
METLIFE INC                         COM                 59156R108                          494     10,993
METLIFE INC                         COM                 59156R108                          545     12,121
METLIFE INC                         COM                 59156R108                          677     15,061
METLIFE INC                         COM                 59156R108                          783     17,419
METLIFE INC                         COM                 59156R108                        1,063     23,661
METLIFE INC                         COM                 59156R108                        1,092     24,291
METLIFE INC                         COM                 59156R108                        1,211     26,940
METLIFE INC                         COM                 59156R108                        1,254     27,900
METLIFE INC                         COM                 59156R108                        3,168     70,500
METLIFE INC                         COM                 59156R108                        3,382     75,253
MILLEA HOLDINGS INC                 ADR                 60032R106                            7         99
MILLEA HOLDINGS INC                 ADR                 60032R106                           26        385
MILLEA HOLDINGS INC                 ADR                 60032R106                           76      1,124
MILLEA HOLDINGS INC                 ADR                 60032R106                          160      2,360
MILLEA HOLDINGS INC                 ADR                 60032R106                          522      7,717
MITTAL STEEL CO N V                 NY REG SH CL A      60684P101                           84      3,539
MITTAL STEEL CO N V                 NY REG SH CL A      60684P101                          251     10,590
MOLSON COORS BREWING CO             CL B                60871R209                           12        200
MOLSON COORS BREWING CO             CL B                60871R209                           26        420
MOLSON COORS BREWING CO             CL B                60871R209                           34        550
MOLSON COORS BREWING CO             CL B                60871R209                           38        610
MOLSON COORS BREWING CO             CL B                60871R209                           43        700
MOLSON COORS BREWING CO             CL B                60871R209                           68      1,100
MOLSON COORS BREWING CO             CL B                60871R209                          229      3,700
MOLSON COORS BREWING CO             CL B                60871R209                          353      5,700
MOLSON COORS BREWING CO             CL B                60871R209                          473      7,624
MONEYGRAM INTL INC                  COM                 60935Y109                           55      2,900
MONEYGRAM INTL INC                  COM                 60935Y109                          156      8,140
MONSANTO CO NEW                     COM                 61166W101                            0          1
MONSANTO CO NEW                     COM                 61166W101                            1         20
MONSANTO CO NEW                     COM                 61166W101                            3         55
MONSANTO CO NEW                     COM                 61166W101                           19        300
MONSANTO CO NEW                     COM                 61166W101                           28        450
MONSANTO CO NEW                     COM                 61166W101                           38        600
MONSANTO CO NEW                     COM                 61166W101                           69      1,100
MONSANTO CO NEW                     COM                 61166W101                           71      1,130
MONSANTO CO NEW                     COM                 61166W101                           75      1,200
MONSANTO CO NEW                     COM                 61166W101                           91      1,447
MONSANTO CO NEW                     COM                 61166W101                          115      1,826
MONSANTO CO NEW                     COM                 61166W101                          120      1,913
MONSANTO CO NEW                     COM                 61166W101                          139      2,210
MONSANTO CO NEW                     COM                 61166W101                          164      2,604
MONSANTO CO NEW                     COM                 61166W101                          185      2,935
MONSANTO CO NEW                     COM                 61166W101                          224      3,564
MONSANTO CO NEW                     COM                 61166W101                          229      3,650
MONSANTO CO NEW                     COM                 61166W101                          243      3,863
MONSANTO CO NEW                     COM                 61166W101                          255      4,051
MONSANTO CO NEW                     COM                 61166W101                          417      6,627
MONSANTO CO NEW                     COM                 61166W101                          436      6,933
MONSANTO CO NEW                     COM                 61166W101                          654     10,400
MONSANTO CO NEW                     COM                 61166W101                          669     10,642
MONSANTO CO NEW                     COM                 61166W101                          711     11,304
MONSANTO CO NEW                     COM                 61166W101                          929     14,782
MONSANTO CO NEW                     COM                 61166W101                          948     15,084
MONSANTO CO NEW                     COM                 61166W101                        1,161     18,474
MONSANTO CO NEW                     COM                 61166W101                        1,202     19,125
MONSANTO CO NEW                     COM                 61166W101                        1,496     23,800
MORGAN STANLEY INDIA INVS FD        COM                 61745C105                           13        400
MORGAN STANLEY INDIA INVS FD        COM                 61745C105                        3,210    100,000
NII HLDGS INC                       CL B NEW            62913F201                           51        800
NII HLDGS INC                       CL B NEW            62913F201                           77      1,200
NII HLDGS INC                       CL B NEW            62913F201                          147      2,300
NII HLDGS INC                       CL B NEW            62913F201                          390      6,100
NTL INC DEL                         COM                 62940M104                           27        400
NTL INC DEL                         COM                 62940M104                           27        400
NTL INC DEL                         COM                 62940M104                           41        600
NTL INC DEL                         COM                 62940M104                           68      1,000
NTL INC DEL                         COM                 62940M104                           82      1,200
NTL INC DEL                         COM                 62940M104                          198      2,900
NTL INC DEL                         COM                 62940M104                          541      7,900
NVR INC                             COM                 62944T105                           61         75
NVR INC                             COM                 62944T105                          162        200
NVR INC                             COM                 62944T105                          162        200
NVR INC                             COM                 62944T105                          502        620
NABORS INDS INC                     NOTE         6/1    629568AL0                           44     43,000
NAVTEQ CORP                         COM                 63936L100                          167      4,500
NAVTEQ CORP                         COM                 63936L100                          212      5,700
NET2PHONE                           COM                 64108N106                           68     38,000
NETEASE COM INC                     SPONSORED ADR       64110W102                          217      3,800
NETEASE COM INC                     SPONSORED ADR       64110W102                          985     17,249
NETEASE COM INC                     SPONSORED ADR       64110W102                       37,820    662,233
NETRATINGS INC                      COM                 64116M108                          136     10,000
NETWORK APPLIANCE INC               COM                 64120L104                            2         80
NETWORK APPLIANCE INC               COM                 64120L104                            3        120
NETWORK APPLIANCE INC               COM                 64120L104                            3        120
NETWORK APPLIANCE INC               COM                 64120L104                            6        200
NETWORK APPLIANCE INC               COM                 64120L104                           11        390
NETWORK APPLIANCE INC               COM                 64120L104                           17        600
NETWORK APPLIANCE INC               COM                 64120L104                           34      1,200
NETWORK APPLIANCE INC               COM                 64120L104                           37      1,300
NETWORK APPLIANCE INC               COM                 64120L104                           55      1,958
NETWORK APPLIANCE INC               COM                 64120L104                           81      2,871
NETWORK APPLIANCE INC               COM                 64120L104                           82      2,900
NETWORK APPLIANCE INC               COM                 64120L104                           91      3,230
NETWORK APPLIANCE INC               COM                 64120L104                          103      3,635
NETWORK APPLIANCE INC               COM                 64120L104                          103      3,653
NETWORK APPLIANCE INC               COM                 64120L104                          141      5,000
NETWORK APPLIANCE INC               COM                 64120L104                          143      5,043
NETWORK APPLIANCE INC               COM                 64120L104                          146      5,155
NETWORK APPLIANCE INC               COM                 64120L104                          250      8,842
NETWORK APPLIANCE INC               COM                 64120L104                          417     14,735
NETWORK APPLIANCE INC               COM                 64120L104                          628     22,219
NETWORK APPLIANCE INC               COM                 64120L104                          692     24,478
NETWORK APPLIANCE INC               COM                 64120L104                        1,005     35,560
NEVSUN RES LTD                      COM                 64156L101                           40     21,000
NEXTEL COMMUNICATIONS INC           CL A                65332V103                            4        138
NEXTEL COMMUNICATIONS INC           CL A                65332V103                           13        410
NEXTEL COMMUNICATIONS INC           CL A                65332V103                           16        500
NEXTEL COMMUNICATIONS INC           CL A                65332V103                           16        500
NEXTEL COMMUNICATIONS INC           CL A                65332V103                           23        700
NEXTEL COMMUNICATIONS INC           CL A                65332V103                           26        810
NEXTEL COMMUNICATIONS INC           CL A                65332V103                           31        950
NEXTEL COMMUNICATIONS INC           CL A                65332V103                           53      1,635
NEXTEL COMMUNICATIONS INC           CL A                65332V103                           94      2,900
NEXTEL COMMUNICATIONS INC           CL A                65332V103                           95      2,950
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          102      3,170
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          126      3,900
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          200      6,200
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          260      8,058
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          295      9,140
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          301      9,310
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          311      9,622
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          329     10,170
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          345     10,688
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          347     10,753
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          396     12,250
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          495     15,325
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          551     17,066
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          598     18,500
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          808     25,000
NEXTEL COMMUNICATIONS INC           CL A                65332V103                          809     25,031
NEXTEL COMMUNICATIONS INC           CL A                65332V103                        1,321     40,890
NEXTEL COMMUNICATIONS INC           CL A                65332V103                        2,209     68,371
NEXTEL COMMUNICATIONS INC           CL A                65332V103                        3,192     98,780
NEXTEL PARTNERS INC                 CL A                65333F107                            3        124
NEXTEL PARTNERS INC                 CL A                65333F107                           20        790
NEXTEL PARTNERS INC                 CL A                65333F107                           28      1,100
NEXTEL PARTNERS INC                 CL A                65333F107                           40      1,600
NEXTEL PARTNERS INC                 CL A                65333F107                          113      4,500
NEXTEL PARTNERS INC                 CL A                65333F107                          320     12,700
NEXEN INC                           COM                 65334H102                            3        108
NEXEN INC                           COM                 65334H102                           32      1,053
NEXEN INC                           COM                 65334H102                        2,505     82,513
NISOURCE INC                        COM                 65473P105                            8        304
NISOURCE INC                        COM                 65473P105                           46      1,874
NISOURCE INC                        COM                 65473P105                           59      2,380
NISOURCE INC                        COM                 65473P105                           68      2,741
NISOURCE INC                        COM                 65473P105                           79      3,200
NISOURCE INC                        COM                 65473P105                           96      3,900
NISOURCE INC                        COM                 65473P105                          112      4,541
NISOURCE INC                        COM                 65473P105                          223      9,000
NISOURCE INC                        COM                 65473P105                          622     25,150
NORTHERN DYNASTY MINERALS LT        COM NEW             66510M204                            4      1,000
NORTHERN DYNASTY MINERALS LT        COM NEW             66510M204                          217     55,000
NOVA CHEMICALS CORP                 COM                 66977W109                          624     20,419
NOVARTIS A G                        SPONSORED ADR       66987V109                           19        400
NOVARTIS A G                        SPONSORED ADR       66987V109                           28        595
NOVARTIS A G                        SPONSORED ADR       66987V109                           28        600
NOVARTIS A G                        SPONSORED ADR       66987V109                           57      1,209
NOVARTIS A G                        SPONSORED ADR       66987V109                           65      1,380
NOVARTIS A G                        SPONSORED ADR       66987V109                          138      2,900
NOVARTIS A G                        SPONSORED ADR       66987V109                          178      3,760
NOVARTIS A G                        SPONSORED ADR       66987V109                          836     17,625
NOVELIS INC                         COM                 67000X106                            1         30
NOVELIS INC                         COM                 67000X106                            3        101
NOVELIS INC                         COM                 67000X106                           10        370
NOVELIS INC                         COM                 67000X106                           21        803
NOVELIS INC                         COM                 67000X106                           25        963
NOVELIS INC                         COM                 67000X106                          169      6,574
NVIDIA CORP                         COM                 67066G104                            3        100
NVIDIA CORP                         COM                 67066G104                            4        150
NVIDIA CORP                         COM                 67066G104                            7        250
NVIDIA CORP                         COM                 67066G104                           31      1,170
NVIDIA CORP                         COM                 67066G104                           35      1,320
NVIDIA CORP                         COM                 67066G104                           38      1,430
NVIDIA CORP                         COM                 67066G104                           56      2,100
NVIDIA CORP                         COM                 67066G104                           56      2,100
NVIDIA CORP                         COM                 67066G104                           64      2,400
NVIDIA CORP                         COM                 67066G104                           67      2,500
NVIDIA CORP                         COM                 67066G104                          142      5,300
NVIDIA CORP                         COM                 67066G104                          151      5,650
NVIDIA CORP                         COM                 67066G104                          624     23,369
NVIDIA CORP                         COM                 67066G104                          637     23,827
NVIDIA CORP                         COM                 67066G104                          712     26,642
OFFICEMAX INC DEL                   COM                 67622P101                            4        146
OFFICEMAX INC DEL                   COM                 67622P101                           18        600
OFFICEMAX INC DEL                   COM                 67622P101                           19        640
OFFICEMAX INC DEL                   COM                 67622P101                           21        700
OFFICEMAX INC DEL                   COM                 67622P101                           39      1,300
OFFICEMAX INC DEL                   COM                 67622P101                           86      2,900
OFFICEMAX INC DEL                   COM                 67622P101                          126      4,245
OFFICEMAX INC DEL                   COM                 67622P101                          226      7,600
OMNICOM GROUP INC                   NOTE         2/0    681919AK2                            2      2,000
OMNICOM GROUP INC                   NOTE         2/0    681919AK2                           14     14,000
OMNICOM GROUP INC                   NOTE         6/1    681919AR7                            4      4,000
OMNICOM GROUP INC                   NOTE         6/1    681919AR7                           30     31,000
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                          507     14,900
ORACLE CORP                         COM                 68389X105                            7        527
ORACLE CORP                         COM                 68389X105                           15      1,125
ORACLE CORP                         COM                 68389X105                           24      1,796
ORACLE CORP                         COM                 68389X105                           29      2,200
ORACLE CORP                         COM                 68389X105                           37      2,810
ORACLE CORP                         COM                 68389X105                           50      3,760
ORACLE CORP                         COM                 68389X105                           65      4,900
ORACLE CORP                         COM                 68389X105                           73      5,500
ORACLE CORP                         COM                 68389X105                           90      6,830
ORACLE CORP                         COM                 68389X105                           92      7,000
ORACLE CORP                         COM                 68389X105                          116      8,800
ORACLE CORP                         COM                 68389X105                          119      9,045
ORACLE CORP                         COM                 68389X105                          120      9,100
ORACLE CORP                         COM                 68389X105                          153     11,617
ORACLE CORP                         COM                 68389X105                          166     12,600
ORACLE CORP                         COM                 68389X105                          170     12,900
ORACLE CORP                         COM                 68389X105                          172     13,033
ORACLE CORP                         COM                 68389X105                          182     13,750
ORACLE CORP                         COM                 68389X105                          199     15,050
ORACLE CORP                         COM                 68389X105                          229     17,348
ORACLE CORP                         COM                 68389X105                          246     18,650
ORACLE CORP                         COM                 68389X105                          383     29,000
ORACLE CORP                         COM                 68389X105                          417     31,622
ORACLE CORP                         COM                 68389X105                          471     35,690
ORACLE CORP                         COM                 68389X105                          493     37,320
ORACLE CORP                         COM                 68389X105                          526     39,849
ORACLE CORP                         COM                 68389X105                          533     40,396
ORACLE CORP                         COM                 68389X105                          555     42,042
ORACLE CORP                         COM                 68389X105                          681     51,617
ORACLE CORP                         COM                 68389X105                          803     60,866
ORACLE CORP                         COM                 68389X105                          888     67,272
ORACLE CORP                         COM                 68389X105                        1,283     97,200
ORACLE CORP                         COM                 68389X105                        1,364    103,352
ORACLE CORP                         COM                 68389X105                        1,557    117,985
ORACLE CORP                         COM                 68389X105                        1,691    128,070
ORACLE CORP                         COM                 68389X105                        1,863    141,104
ORACLE CORP                         COM                 68389X105                        2,451    185,700
ORACLE CORP                         COM                 68389X105                        3,599    272,666
ORACLE CORP                         COM                 68389X105                        4,027    305,098
ORACLE CORP                         COM                 68389X105                        4,701    356,169
ORACLE CORP                         COM                 68389X105                        6,494    492,000
PG&E CORP                           COM                 69331C108                            8        200
PG&E CORP                           COM                 69331C108                           11        300
PG&E CORP                           COM                 69331C108                           13        350
PG&E CORP                           COM                 69331C108                           15        400
PG&E CORP                           COM                 69331C108                           23        600
PG&E CORP                           COM                 69331C108                           60      1,600
PG&E CORP                           COM                 69331C108                           64      1,700
PG&E CORP                           COM                 69331C108                           93      2,465
PG&E CORP                           COM                 69331C108                          123      3,270
PG&E CORP                           COM                 69331C108                          135      3,589
PG&E CORP                           COM                 69331C108                          176      4,700
PG&E CORP                           COM                 69331C108                          184      4,900
PG&E CORP                           COM                 69331C108                          188      5,011
PG&E CORP                           COM                 69331C108                          214      5,712
PG&E CORP                           COM                 69331C108                          270      7,180
PG&E CORP                           COM                 69331C108                          274      7,312
PG&E CORP                           COM                 69331C108                          355      9,447
PG&E CORP                           COM                 69331C108                          548     14,600
PG&E CORP                           COM                 69331C108                        1,384     36,860
PG&E CORP                           COM                 69331C108                        2,442     65,045
PMC-SIERRA INC                      COM                 69344F106                            1         85
PMC-SIERRA INC                      COM                 69344F106                            6        690
PMC-SIERRA INC                      COM                 69344F106                            9        990
PMC-SIERRA INC                      COM                 69344F106                           11      1,230
PMC-SIERRA INC                      COM                 69344F106                           13      1,400
PMC-SIERRA INC                      COM                 69344F106                           24      2,600
PMC-SIERRA INC                      COM                 69344F106                          154     16,500
PMI GROUP INC                       COM                 69344M101                            2         50
PMI GROUP INC                       COM                 69344M101                            5        128
PMI GROUP INC                       COM                 69344M101                           32        820
PMI GROUP INC                       COM                 69344M101                           97      2,500
PMI GROUP INC                       COM                 69344M101                          324      8,320
PPL CORP                            COM                 69351T106                            9        150
PPL CORP                            COM                 69351T106                           59      1,000
PPL CORP                            COM                 69351T106                           65      1,100
PPL CORP                            COM                 69351T106                           71      1,200
PPL CORP                            COM                 69351T106                           78      1,310
PPL CORP                            COM                 69351T106                           95      1,600
PPL CORP                            COM                 69351T106                          100      1,688
PPL CORP                            COM                 69351T106                          137      2,300
PPL CORP                            COM                 69351T106                          165      2,785
PPL CORP                            COM                 69351T106                          176      2,958
PPL CORP                            COM                 69351T106                          247      4,155
PPL CORP                            COM                 69351T106                          285      4,792
PPL CORP                            COM                 69351T106                          451      7,600
PPL CORP                            COM                 69351T106                        1,152     19,400
PARTNER COMMUNICATIONS CO LT        ADR                 70211M109                            0         33
PARTNER COMMUNICATIONS CO LT        ADR                 70211M109                            0         69
PARTNER COMMUNICATIONS CO LT        ADR                 70211M109                            1        202
PARTNER COMMUNICATIONS CO LT        ADR                 70211M109                          144     20,075
PEPSIAMERICAS INC                   COM                 71343P200                           87      3,400
PEPSIAMERICAS INC                   COM                 71343P200                          333     12,990
PETROBRAS ENERGIA PARTCPTNS         SP ADR B SHS        71646M102                       16,142  1,416,001
PETROFUND ENERGY TRUST              TR UNIT             71648W108                          336     21,092
PETROKAZAKHSTAN INC                 COM                 71649P102                          298      8,155
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101                            2         36
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101                            3         70
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101                            4         80
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101                           10        215
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101                           46      1,000
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101                           94      2,035
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101                          442      9,600
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V101                          838     18,200
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408                           18        340
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408                          120      2,300
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408                          130      2,500
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408                          381      7,300
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408                          407      7,800
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408                          620     11,900
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR       71654V408                        3,024     58,002
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206                           22        300
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206                           29        400
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206                           29        400
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206                           73      1,000
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206                          131      1,792
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206                          147      2,000
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206                          183      2,500
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206                          367      5,000
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206                          579      7,900
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT      71712A206                       14,080    192,035
PIMCO MUN INCOME FD II              COM                 72200W106                          221     14,330
PIMCO MUN INCOME FD III             COM                 72201A103                          221     14,490
POTASH CORP SASK INC                COM                 73755L107                            8         79
POTASH CORP SASK INC                COM                 73755L107                           57        600
POTASH CORP SASK INC                COM                 73755L107                        1,424     14,902
PRAXAIR INC                         COM                 74005P104                           11        240
PRAXAIR INC                         COM                 74005P104                           27        570
PRAXAIR INC                         COM                 74005P104                           37        800
PRAXAIR INC                         COM                 74005P104                           58      1,255
PRAXAIR INC                         COM                 74005P104                           79      1,700
PRAXAIR INC                         COM                 74005P104                           84      1,800
PRAXAIR INC                         COM                 74005P104                          100      2,150
PRAXAIR INC                         COM                 74005P104                          108      2,308
PRAXAIR INC                         COM                 74005P104                          124      2,670
PRAXAIR INC                         COM                 74005P104                          132      2,835
PRAXAIR INC                         COM                 74005P104                          143      3,075
PRAXAIR INC                         COM                 74005P104                          147      3,160
PRAXAIR INC                         COM                 74005P104                          182      3,905
PRAXAIR INC                         COM                 74005P104                          203      4,350
PRAXAIR INC                         COM                 74005P104                          204      4,370
PRAXAIR INC                         COM                 74005P104                          226      4,858
PRAXAIR INC                         COM                 74005P104                          371      7,968
PRAXAIR INC                         COM                 74005P104                          592     12,700
PRAXAIR INC                         COM                 74005P104                          612     13,124
PRAXAIR INC                         COM                 74005P104                          859     18,441
PRAXAIR INC                         COM                 74005P104                        1,428     30,650
PRECISION DRILLING CORP             COM                 74022D100                          846     21,430
PREMCOR INC                         COM                 74045Q104                          163      2,200
PREMCOR INC                         COM                 74045Q104                          430      5,800
PREMCOR INC                         COM                 74045Q104                        1,409     19,000
PREMCOR INC                         COM                 74045Q104                        1,617     21,800
PRICE T ROWE GROUP INC              COM                 74144T108                            4         67
PRICE T ROWE GROUP INC              COM                 74144T108                           25        400
PRICE T ROWE GROUP INC              COM                 74144T108                           30        480
PRICE T ROWE GROUP INC              COM                 74144T108                           41        650
PRICE T ROWE GROUP INC              COM                 74144T108                           57        910
PRICE T ROWE GROUP INC              COM                 74144T108                           63      1,010
PRICE T ROWE GROUP INC              COM                 74144T108                           70      1,111
PRICE T ROWE GROUP INC              COM                 74144T108                           75      1,200
PRICE T ROWE GROUP INC              COM                 74144T108                           75      1,200
PRICE T ROWE GROUP INC              COM                 74144T108                          100      1,600
PRICE T ROWE GROUP INC              COM                 74144T108                          111      1,780
PRICE T ROWE GROUP INC              COM                 74144T108                          112      1,782
PRICE T ROWE GROUP INC              COM                 74144T108                          163      2,603
PRICE T ROWE GROUP INC              COM                 74144T108                          213      3,400
PRICE T ROWE GROUP INC              COM                 74144T108                          344      5,500
PRICE T ROWE GROUP INC              COM                 74144T108                          493      7,880
PRICE T ROWE GROUP INC              COM                 74144T108                          836     13,350
PRIDE INTL INC DEL                  COM                 74153Q102                            1         53
PRIDE INTL INC DEL                  COM                 74153Q102                            8        316
PRIDE INTL INC DEL                  COM                 74153Q102                           41      1,600
PRIDE INTL INC DEL                  COM                 74153Q102                          193      7,500
PRIDE INTL INC DEL                  COM                 74153Q102                          195      7,600
PRIDE INTL INC DEL                  COM                 74153Q102                          287     11,170
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                            4         85
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                           20        475
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                           87      2,067
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                          104      2,480
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                          120      2,865
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                          147      3,500
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                          151      3,600
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                          182      4,332
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                          279      6,668
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                          427     10,200
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                        1,001     23,879
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                        1,254     29,930
PRINCIPAL FINANCIAL GROUP IN        COM                 74251V102                        1,500     35,800
PROTEIN DESIGN LABS INC             COM                 74369L103                            3        142
PROTEIN DESIGN LABS INC             COM                 74369L103                          479     23,700
PROVIDENT BANCORP INC DEL           COM                 74383A109                            0    170,386
PROVIDENT ENERGY TR                 TR UNIT             74386K104                          189     17,998
PROVIDIAN FINL CORP                 COM                 74406A102                           36      2,060
PROVIDIAN FINL CORP                 COM                 74406A102                           41      2,320
PROVIDIAN FINL CORP                 COM                 74406A102                           49      2,800
PROVIDIAN FINL CORP                 COM                 74406A102                           55      3,100
PROVIDIAN FINL CORP                 COM                 74406A102                           62      3,500
PROVIDIAN FINL CORP                 COM                 74406A102                           76      4,304
PROVIDIAN FINL CORP                 COM                 74406A102                           79      4,500
PROVIDIAN FINL CORP                 COM                 74406A102                           85      4,832
PROVIDIAN FINL CORP                 COM                 74406A102                          108      6,100
PROVIDIAN FINL CORP                 COM                 74406A102                          173      9,800
PROVIDIAN FINL CORP                 COM                 74406A102                          465     26,400
PROVIDIAN FINL CORP                 COM                 74406A102                          730     41,431
PROVIDIAN FINL CORP                 COM                 74406A102                          734     41,619
PROVIDIAN FINL CORP                 COM                 74406A102                        1,152     65,347
PROVIDIAN FINL CORP                 NOTE  4.000% 5/1    74406AAC6                           25     18,000
PUBLIC STORAGE INC                  COM                 74460D109                           50        795
PUBLIC STORAGE INC                  COM                 74460D109                           89      1,400
PUBLIC STORAGE                      COM                 74460D109                          127      2,000
PUBLIC STORAGE INC                  COM                 74460D109                          546      8,640
QUANTA SVCS INC                     SDCV  4.500%10/0    74762EAC6                            2      2,000
QUANTA SVCS INC                     SDCV  4.500%10/0    74762EAC6                           14     14,000
QUEST DIAGNOSTICS INC               COM                 74834L100                            3         55
QUEST DIAGNOSTICS INC               COM                 74834L100                           20        384
QUEST DIAGNOSTICS INC               COM                 74834L100                           43        800
QUEST DIAGNOSTICS INC               COM                 74834L100                           43        800
QUEST DIAGNOSTICS INC               COM                 74834L100                           62      1,160
QUEST DIAGNOSTICS INC               COM                 74834L100                           75      1,400
QUEST DIAGNOSTICS INC               COM                 74834L100                           81      1,520
QUEST DIAGNOSTICS INC               COM                 74834L100                           96      1,800
QUEST DIAGNOSTICS INC               COM                 74834L100                           96      1,800
QUEST DIAGNOSTICS INC               COM                 74834L100                          107      2,000
QUEST DIAGNOSTICS INC               COM                 74834L100                          117      2,200
QUEST DIAGNOSTICS INC               COM                 74834L100                          149      2,800
QUEST DIAGNOSTICS INC               COM                 74834L100                          160      3,000
QUEST DIAGNOSTICS INC               COM                 74834L100                          200      3,748
QUEST DIAGNOSTICS INC               COM                 74834L100                          256      4,800
QUEST DIAGNOSTICS INC               COM                 74834L100                          332      6,240
QUEST DIAGNOSTICS INC               COM                 74834L100                          336      6,300
QUEST DIAGNOSTICS INC               COM                 74834L100                          804     15,100
QUIKSILVER INC                      COM                 74838C106                            2        129
QUIKSILVER INC                      COM                 74838C106                        1,598    100,000
QUILMES INDL QUINSA SOCIETE         SP ADR CL B         74838Y207                          205      8,530
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                           12        355
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                           31        910
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                           44      1,300
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                           47      1,380
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                           88      2,600
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                          108      3,189
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                          127      3,760
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                          154      4,531
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                          159      4,690
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                          215      6,350
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                          230      6,800
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                          236      6,953
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                          376     11,090
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                          433     12,778
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                          610     18,000
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                        1,456     42,962
REGIONS FINANCIAL CORP NEW          COM                 7591EP100                       16,314    481,520
REPSOL YPF S A                      SPONSORED ADR       76026T205                          129      5,115
REPSOL YPF S A                      SPONSORED ADR       76026T205                        5,722    227,700
ROME BANCORP INC NEW                COM                 77587P103                          745     74,264
ROYAL & SUN ALLIANCE INS            SPON ADR NEW        78004V202                           93     12,145
SBC COMMUNICATIONS INC              COM                 78387G103                            1         56
SBC COMMUNICATIONS INC              COM                 78387G103                           14        600
SBC COMMUNICATIONS INC              COM                 78387G103                           33      1,400
SBC COMMUNICATIONS INC              COM                 78387G103                           39      1,645
SBC COMMUNICATIONS INC              COM                 78387G103                           56      2,350
SBC COMMUNICATIONS INC              COM                 78387G103                           65      2,720
SBC COMMUNICATIONS INC              COM                 78387G103                           74      3,100
SBC COMMUNICATIONS INC              COM                 78387G103                           79      3,345
SBC COMMUNICATIONS INC              COM                 78387G103                           97      4,100
SBC COMMUNICATIONS INC              COM                 78387G103                          114      4,800
SBC COMMUNICATIONS INC              COM                 78387G103                          204      8,600
SBC COMMUNICATIONS INC              COM                 78387G103                          222      9,332
SBC COMMUNICATIONS INC              COM                 78387G103                          232      9,762
SBC COMMUNICATIONS INC              COM                 78387G103                          232      9,773
SBC COMMUNICATIONS INC              COM                 78387G103                          235      9,900
SBC COMMUNICATIONS INC              COM                 78387G103                          248     10,450
SBC COMMUNICATIONS INC              COM                 78387G103                          517     21,760
SBC COMMUNICATIONS INC              COM                 78387G103                          557     23,442
SBC COMMUNICATIONS INC              COM                 78387G103                          662     27,870
SBC COMMUNICATIONS INC              COM                 78387G103                          740     31,178
SBC COMMUNICATIONS INC              COM                 78387G103                          906     38,150
SBC COMMUNICATIONS INC              COM                 78387G103                        1,003     42,231
SBC COMMUNICATIONS INC              COM                 78387G103                        1,020     42,959
SBC COMMUNICATIONS INC              COM                 78387G103                        1,180     49,669
SBC COMMUNICATIONS INC              COM                 78387G103                        1,240     52,199
SBC COMMUNICATIONS INC              COM                 78387G103                        1,774     74,678
SBC COMMUNICATIONS INC              COM                 78387G103                        1,812     76,297
SBC COMMUNICATIONS INC              COM                 78387G103                        2,826    119,000
SBC COMMUNICATIONS INC              COM                 78387G103                        3,306    139,219
SBC COMMUNICATIONS INC              COM                 78387G103                        3,445    145,066
SBC COMMUNICATIONS INC              COM                 78387G103                        5,950    250,531
SBC COMMUNICATIONS INC              COM                 78387G103                        7,470    314,530
SK TELECOM LTD                      SPONSORED ADR       78440P108                            0         13
SK TELECOM LTD                      SPONSORED ADR       78440P108                            1         26
SK TELECOM LTD                      SPONSORED ADR       78440P108                            2         83
SK TELECOM LTD                      SPONSORED ADR       78440P108                           32      1,550
SK TELECOM LTD                      SPONSORED ADR       78440P108                           78      3,800
SK TELECOM LTD                      SPONSORED ADR       78440P108                           82      4,000
SK TELECOM LTD                      SPONSORED ADR       78440P108                           82      4,000
SK TELECOM LTD                      SPONSORED ADR       78440P108                           88      4,330
SK TELECOM LTD                      SPONSORED ADR       78440P108                          202      9,906
SK TELECOM LTD                      SPONSORED ADR       78440P108                          235     11,500
SK TELECOM LTD                      SPONSORED ADR       78440P108                          286     14,000
SK TELECOM LTD                      SPONSORED ADR       78440P108                          412     20,220
SLM CORP                            COM                 78442P106                           19        369
SLM CORP                            COM                 78442P106                           23        450
SLM CORP                            COM                 78442P106                           24        480
SLM CORP                            COM                 78442P106                           39        775
SLM CORP                            COM                 78442P106                           51      1,000
SLM CORP                            COM                 78442P106                           71      1,400
SLM CORP                            COM                 78442P106                           74      1,450
SLM CORP                            COM                 78442P106                           76      1,500
SLM CORP                            COM                 78442P106                          145      2,847
SLM CORP                            COM                 78442P106                          178      3,500
SLM CORP                            COM                 78442P106                          204      4,015
SLM CORP                            COM                 78442P106                          244      4,800
SLM CORP                            COM                 78442P106                          254      5,000
SLM CORP                            COM                 78442P106                          297      5,850
SLM CORP                            COM                 78442P106                          313      6,164
SLM CORP                            COM                 78442P106                          482      9,486
SLM CORP                            COM                 78442P106                          767     15,100
SLM CORP                            COM                 78442P106                        1,219     24,000
SLM CORP                            COM                 78442P106                        2,099     41,310
SPDR TR                             UNIT SER 1          78462F103                           68        570
SPDR TR                             UNIT SER 1          78462F103                          131      1,100
SPDR TR                             UNIT SER 1          78462F103                          144      1,205
SPDR TR                             UNIT SER 1          78462F103                          280      2,350
SPDR TR                             UNIT SER 1          78462F103                          359      3,015
SPDR TR                             UNIT SER 1          78462F103                          807      6,770
SPDR TR                             UNIT SER 1          78462F103                        1,133      9,510
SPDR TR                             UNIT SER 1          78462F103                        1,150      9,649
SPDR TR                             UNIT SER 1          78462F103                        2,848     23,900
SPDR TR                             UNIT SER 1          78462F103                        5,419     45,470
SPDR TR                             UNIT SER 1          78462F103                        6,323     53,052
SPDR TR                             UNIT SER 1          78462F103                        7,182     60,265
SPDR TR                             UNIT SER 1          78462F103                        7,313     61,360
SPDR TR                             UNIT SER 1          78462F103                       56,546    474,456
SAMARITAN PHARMACEUTICALS           COM                 79586Q108                           12     25,000
SANDISK CORP                        COM                 80004C101                            1         50
SANDISK CORP                        COM                 80004C101                           23        955
SANDISK CORP                        COM                 80004C101                           33      1,400
SANDISK CORP                        COM                 80004C101                           45      1,900
SANDISK CORP                        COM                 80004C101                           59      2,500
SANDISK CORP                        COM                 80004C101                           62      2,600
SANDISK CORP                        COM                 80004C101                          140      5,900
SANDISK CORP                        COM                 80004C101                          166      7,000
SANDISK CORP                        COM                 80004C101                          199      8,400
SANDISK CORP                        COM                 80004C101                          335     14,100
SANOFI AVENTIS                      SPONSORED ADR       80105N105                            9        225
SANOFI AVENTIS                      SPONSORED ADR       80105N105                           25        598
SANOFI AVENTIS                      SPONSORED ADR       80105N105                          112      2,723
SANOFI AVENTIS                      SPONSORED ADR       80105N105                          296      7,210
SCANA CORP NEW                      COM                 80589M102                            4        100
SCANA CORP NEW                      COM                 80589M102                           60      1,400
SCANA CORP NEW                      COM                 80589M102                          103      2,400
SCANA CORP NEW                      COM                 80589M102                          158      3,700
SCANA CORP NEW                      COM                 80589M102                          320      7,500
SCANA CORP NEW                      COM                 80589M102                          497     11,630
SEALED AIR CORP NEW                 COM                 81211K100                            6        115
SEALED AIR CORP NEW                 COM                 81211K100                           29        590
SEALED AIR CORP NEW                 COM                 81211K100                           33        660
SEALED AIR CORP NEW                 COM                 81211K100                           44        890
SEALED AIR CORP NEW                 COM                 81211K100                           50      1,000
SEALED AIR CORP NEW                 COM                 81211K100                           60      1,215
SEALED AIR CORP NEW                 COM                 81211K100                           60      1,215
SEALED AIR CORP NEW                 COM                 81211K100                          135      2,706
SEALED AIR CORP NEW                 COM                 81211K100                          139      2,800
SEALED AIR CORP NEW                 COM                 81211K100                          163      3,280
SEALED AIR CORP NEW                 COM                 81211K100                          409      8,210
SEALED AIR CORP NEW                 COM                 81211K100                          696     13,982
SEALED AIR CORP NEW                 COM                 81211K100                        1,041     20,900
SELECT SECTOR SPDR TR               SBI HEALTHCARE      81369Y209                           47      1,530
SELECT SECTOR SPDR TR               SBI HEALTHCARE      81369Y209                          101      3,265
SELECT SECTOR SPDR TR               SBI HEALTHCARE      81369Y209                          152      4,889
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506                           51      1,140
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506                          156      3,505
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506                          231      5,200
SELECT SECTOR SPDR TR               SBI INT-ENERGY      81369Y506                        1,642     36,950
SELECT SECTOR SPDR TR               SBI INT-FINL        81369Y605                           93      3,150
SELECT SECTOR SPDR TR               SBI INT-FINL        81369Y605                          196      6,649
SELECT SECTOR SPDR TR               SBI INT-INDS        81369Y704                           14        490
SELECT SECTOR SPDR TR               SBI INT-INDS        81369Y704                           26        900
SELECT SECTOR SPDR TR               SBI INT-INDS        81369Y704                           72      2,460
SELECT SECTOR SPDR TR               SBI INT-INDS        81369Y704                          131      4,467
SELECT SECTOR SPDR TR               SBI INT-TECH        81369Y803                           10        500
SELECT SECTOR SPDR TR               SBI INT-TECH        81369Y803                           12        600
SELECT SECTOR SPDR TR               SBI INT-TECH        81369Y803                           86      4,305
SELECT SECTOR SPDR TR               SBI INT-TECH        81369Y803                          183      9,211
SELECT SECTOR SPDR TR               SBI INT-UTILS       81369Y886                           33      1,046
SELECT SECTOR SPDR TR               SBI INT-UTILS       81369Y886                           43      1,350
SELECT SECTOR SPDR TR               SBI INT-UTILS       81369Y886                          243      7,700
SERVICEMASTER CO                    COM                 81760N109                           44      3,300
SERVICEMASTER CO                    COM                 81760N109                           50      3,738
SERVICEMASTER CO                    COM                 81760N109                           96      7,159
SERVICEMASTER CO                    COM                 81760N109                          130      9,700
SERVICEMASTER CO                    COM                 81760N109                          375     27,970
SHAW COMMUNICATIONS INC             CL B CONV           82028K200                           26      1,250
SHAW COMMUNICATIONS INC             CL B CONV           82028K200                          982     47,299
SILVER STD RES INC                  COM                 82823L106                            9        750
SILVER STD RES INC                  COM                 82823L106                          175     15,000
SIRIUS SATELLITE RADIO INC          COM                 82966U103                            6      1,000
SIRIUS SATELLITE RADIO INC          COM                 82966U103                           32      5,000
SIRIUS SATELLITE RADIO INC          COM                 82966U103                           33      5,100
SIRIUS SATELLITE RADIO INC          COM                 82966U103                           34      5,300
SIRIUS SATELLITE RADIO INC          COM                 82966U103                           38      5,900
SIRIUS SATELLITE RADIO INC          COM                 82966U103                           98     15,100
SIRIUS SATELLITE RADIO INC          COM                 82966U103                          360     55,500
SIRIUS SATELLITE RADIO INC          COM                 82966U103                          738    113,900
STARTEK INC                         COM                 85569C107                          251     15,300
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                           18        300
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                           21        360
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                           29        500
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                           31        525
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                           64      1,100
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                           70      1,200
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                           90      1,538
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                          101      1,730
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                          108      1,850
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                          124      2,119
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                          182      3,100
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                          182      3,100
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                          184      3,150
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                          190      3,250
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                          334      5,700
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                          480      8,200
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                          676     11,536
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                        1,144     19,530
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                        2,009     34,307
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                        2,144     36,600
STARWOOD HOTELS&RESORTS WRLD        PAIRED CTF          85590A203                       10,456    178,521
STATOIL ASA                         SPONSORED ADR       85771P102                           30      1,460
STATOIL ASA                         SPONSORED ADR       85771P102                          203     10,000
SUNOCO INC                          COM                 86764P109                           59        520
SUNOCO INC                          COM                 86764P109                           68        600
SUNOCO INC                          COM                 86764P109                           74        650
SUNOCO INC                          COM                 86764P109                           80        700
SUNOCO INC                          COM                 86764P109                           80        700
SUNOCO INC                          COM                 86764P109                           91        800
SUNOCO INC                          COM                 86764P109                          102        900
SUNOCO INC                          COM                 86764P109                          118      1,036
SUNOCO INC                          COM                 86764P109                          127      1,121
SUNOCO INC                          COM                 86764P109                          212      1,864
SUNOCO INC                          COM                 86764P109                          273      2,400
SUNOCO INC                          COM                 86764P109                          324      2,847
SUNOCO INC                          COM                 86764P109                          477      4,200
SUNOCO INC                          COM                 86764P109                          833      7,330
SUNOCO INC                          COM                 86764P109                        3,354     29,500
SUNRISE SENIOR LIVING INC           COM                 86768K106                           24        450
SUNRISE SENIOR LIVING INC           COM                 86768K106                          298      5,520
SYNOVUS FINL CORP                   COM                 87161C105                           63      2,188
SYNOVUS FINL CORP                   COM                 87161C105                           69      2,400
SYNOVUS FINL CORP                   COM                 87161C105                           72      2,500
SYNOVUS FINL CORP                   COM                 87161C105                           76      2,650
SYNOVUS FINL CORP                   COM                 87161C105                           80      2,801
SYNOVUS FINL CORP                   COM                 87161C105                          104      3,640
SYNOVUS FINL CORP                   COM                 87161C105                          106      3,700
SYNOVUS FINL CORP                   COM                 87161C105                          128      4,454
SYNOVUS FINL CORP                   COM                 87161C105                          219      7,646
SYNOVUS FINL CORP                   COM                 87161C105                          295     10,300
SYNOVUS FINL CORP                   COM                 87161C105                          408     14,240
SYNOVUS FINL CORP                   COM                 87161C105                          827     28,850
TD BANKNORTH INC                    COM                 87235A101                           31      1,029
TD BANKNORTH INC                    COM                 87235A101                           85      2,842
TD BANKNORTH INC                    COM                 87235A101                          239      8,011
TELE CENTRO OESTE CELULAR S         SPON ADR PFD        87923P105                            1         72
TELE CENTRO OESTE CELULAR S         SPON ADR PFD        87923P105                            2        155
TELE CENTRO OESTE CELULAR S         SPON ADR PFD        87923P105                            8        781
TELE CENTRO OESTE CELULAR S         SPON ADR PFD        87923P105                           91      9,033
TELECOM HLDRS TR                    DEPOSITRY RCPT      87927P200                           38      1,400
TELECOM HLDRS TR                    DEPOSITRY RCPT      87927P200                          519     19,000
TELECOM HLDRS TR                    DEPOSITRY RCPT      87927P200                        3,974    145,500
TELECOM HLDRS TR                    DEPOSITRY RCPT      87927P200                        4,192    153,500
TELEWEST GLOBAL INC                 COM                 87956T107                            0          5
TELEWEST GLOBAL INC                 COM                 87956T107                            0          6
TELEWEST GLOBAL INC                 COM                 87956T107                            0         10
TELEWEST GLOBAL INC                 COM                 87956T107                            2         91
TELEWEST GLOBAL INC                 COM                 87956T107                           64      2,800
TELEWEST GLOBAL INC                 COM                 87956T107                           66      2,900
TELEWEST GLOBAL INC                 COM                 87956T107                          185      8,100
TELEWEST GLOBAL INC                 COM                 87956T107                          485     21,300
TENARIS S A                         SPONSORED ADR       88031M109                          845     10,800
TENARIS S A                         SPONSORED ADR       88031M109                       45,471    580,947
TENET HEALTHCARE CORP               COM                 88033G100                            2        200
TENET HEALTHCARE CORP               COM                 88033G100                           22      1,770
TENET HEALTHCARE CORP               COM                 88033G100                           40      3,267
TENET HEALTHCARE CORP               COM                 88033G100                           45      3,690
TENET HEALTHCARE CORP               COM                 88033G100                           59      4,800
TENET HEALTHCARE CORP               COM                 88033G100                           62      5,100
TENET HEALTHCARE CORP               COM                 88033G100                           67      5,500
TENET HEALTHCARE CORP               COM                 88033G100                           84      6,849
TENET HEALTHCARE CORP               COM                 88033G100                          182     14,851
TENET HEALTHCARE CORP               COM                 88033G100                          188     15,400
TENET HEALTHCARE CORP               COM                 88033G100                          234     19,100
TENET HEALTHCARE CORP               COM                 88033G100                          319     26,050
TENET HEALTHCARE CORP               COM                 88033G100                          348     28,418
TENET HEALTHCARE CORP               COM                 88033G100                          556     45,430
TEVA PHARMACEUTICAL FIN II L        DBCV  0.500% 2/0    88164RAA5                           17     17,000
TEVA PHARMACEUTICAL FIN II L        DBCV  0.250% 2/0    88164RAB3                            4      4,000
TEVA PHARMACEUTICAL FIN II L        DBCV  0.250% 2/0    88164RAB3                           27     27,000
THERAVANCE INC                      COM                 88338T104                          566     33,276
3M CO                               COM                 88579Y101                           29        400
3M CO                               COM                 88579Y101                           29        400
3M CO                               COM                 88579Y101                           40        560
3M CO                               COM                 88579Y101                           47        645
3M CO                               COM                 88579Y101                           47        649
3M CO                               COM                 88579Y101                           51        700
3M CO                               COM                 88579Y101                           69        950
3M CO                               COM                 88579Y101                           87      1,200
3M CO                               COM                 88579Y101                           87      1,200
3M CO                               COM                 88579Y101                          151      2,094
3M CO                               COM                 88579Y101                          155      2,150
3M CO                               COM                 88579Y101                          171      2,360
3M CO                               COM                 88579Y101                          192      2,660
3M CO                               COM                 88579Y101                          230      3,180
3M CO                               COM                 88579Y101                          289      4,000
3M CO                               COM                 88579Y101                          305      4,225
3M CO                               COM                 88579Y101                          399      5,516
3M CO                               COM                 88579Y101                          439      6,070
3M CO                               COM                 88579Y101                          469      6,490
3M CO                               COM                 88579Y101                          523      7,235
3M CO                               COM                 88579Y101                          533      7,378
3M CO                               COM                 88579Y101                          645      8,920
3M CO                               COM                 88579Y101                          654      9,050
3M CO                               COM                 88579Y101                          685      9,481
3M CO                               COM                 88579Y101                          687      9,500
3M CO                               COM                 88579Y101                          744     10,290
3M CO                               COM                 88579Y101                          834     11,542
3M CO                               COM                 88579Y101                          949     13,123
3M CO                               COM                 88579Y101                        1,223     16,910
3M CO                               COM                 88579Y101                        1,620     22,408
3M CO                               COM                 88579Y101                        1,995     27,600
3M CO                               COM                 88579Y101                        2,093     28,955
3M CO                               COM                 88579Y101                        3,389     46,872
3M CO                               COM                 88579Y101                        4,804     66,452
3M CO                               COM                 88579Y101                        5,290     73,170
3M CO                               COM                 88579Y101                        5,467     75,620
3M CO                               COM                 88579Y101                        6,797     94,016
TRANSALTA CORP                      COM                 89346D107                        2,024    121,466
TRANSCANADA CORP                    COM                 89353D107                            3        100
TRANSCANADA CORP                    COM                 89353D107                           33      1,250
TRANSCANADA CORP                    COM                 89353D107                          140      5,300
TRANSCANADA CORP                    COM                 89353D107                        5,184    195,922
TRIAD HOSPITALS INC                 COM                 89579K109                            7        132
TRIAD HOSPITALS INC                 COM                 89579K109                           49        900
TRIAD HOSPITALS INC                 COM                 89579K109                          109      2,000
TRIAD HOSPITALS INC                 COM                 89579K109                          137      2,500
TRIAD HOSPITALS INC                 COM                 89579K109                          339      6,210
TRIZEC PROPERTIES INC               COM                 89687P107                           75      3,650
TRIZEC PROPERTIES INC               COM                 89687P107                          288     13,980
TYCO INTL GROUP S A                 DBCV  2.750% 1/1    902118BF4                           35     27,000
UNITEDHEALTH GROUP INC              COM                 91324P102                            6        110
UNITEDHEALTH GROUP INC              COM                 91324P102                            9        164
UNITEDHEALTH GROUP INC              COM                 91324P102                            9        180
UNITEDHEALTH GROUP INC              COM                 91324P102                           19        370
UNITEDHEALTH GROUP INC              COM                 91324P102                           21        400
UNITEDHEALTH GROUP INC              COM                 91324P102                           31        600
UNITEDHEALTH GROUP INC              COM                 91324P102                           39        745
UNITEDHEALTH GROUP INC              COM                 91324P102                           49        940
UNITEDHEALTH GROUP INC              COM                 91324P102                           63      1,200
UNITEDHEALTH GROUP INC              COM                 91324P102                          104      2,000
UNITEDHEALTH GROUP INC              COM                 91324P102                          119      2,280
UNITEDHEALTH GROUP INC              COM                 91324P102                          177      3,400
UNITEDHEALTH GROUP INC              COM                 91324P102                          198      3,800
UNITEDHEALTH GROUP INC              COM                 91324P102                          199      3,818
UNITEDHEALTH GROUP INC              COM                 91324P102                          302      5,800
UNITEDHEALTH GROUP INC              COM                 91324P102                          314      6,020
UNITEDHEALTH GROUP INC              COM                 91324P102                          428      8,200
UNITEDHEALTH GROUP INC              COM                 91324P102                          478      9,172
UNITEDHEALTH GROUP INC              COM                 91324P102                          523     10,034
UNITEDHEALTH GROUP INC              COM                 91324P102                          554     10,620
UNITEDHEALTH GROUP INC              COM                 91324P102                          559     10,720
UNITEDHEALTH GROUP INC              COM                 91324P102                          624     11,972
UNITEDHEALTH GROUP INC              COM                 91324P102                          782     15,000
UNITEDHEALTH GROUP INC              COM                 91324P102                          884     16,956
UNITEDHEALTH GROUP INC              COM                 91324P102                          991     19,000
UNITEDHEALTH GROUP INC              COM                 91324P102                        1,010     19,364
UNITEDHEALTH GROUP INC              COM                 91324P102                        1,129     21,660
UNITEDHEALTH GROUP INC              COM                 91324P102                        1,162     22,292
UNITEDHEALTH GROUP INC              COM                 91324P102                        1,521     29,180
UNITEDHEALTH GROUP INC              COM                 91324P102                        2,398     46,000
UNITEDHEALTH GROUP INC              COM                 91324P102                        6,239    119,654
UNITEDHEALTH GROUP INC              COM                 91324P102                        6,492    124,509
UNITEDHEALTH GROUP INC              COM                 91324P102                        7,648    146,678
UNITEDHEALTH GROUP INC              COM                 91324P102                       11,792    226,160
UNIVERSAL HLTH SVCS INC             DBCV  0.426% 6/2    913903AL4                            3      4,000
UNIVERSAL HLTH SVCS INC             DBCV  0.426% 6/2    913903AL4                           24     34,000
UNIZAN FINANCIAL CORP               COM                 91528W101                        2,311     86,276
UNIZAN FINANCIAL CORP               COM                 91528W101                        2,414     90,100
UNUMPROVIDENT CORP                  COM                 91529Y106                           40      2,208
UNUMPROVIDENT CORP                  COM                 91529Y106                           43      2,350
UNUMPROVIDENT CORP                  COM                 91529Y106                           56      3,075
UNUMPROVIDENT CORP                  COM                 91529Y106                           64      3,500
UNUMPROVIDENT CORP                  COM                 91529Y106                           80      4,389
UNUMPROVIDENT CORP                  COM                 91529Y106                           81      4,400
UNUMPROVIDENT CORP                  COM                 91529Y106                          166      9,080
UNUMPROVIDENT CORP                  COM                 91529Y106                          181      9,900
UNUMPROVIDENT CORP                  COM                 91529Y106                          261     14,266
UNUMPROVIDENT CORP                  COM                 91529Y106                          356     19,422
UNUMPROVIDENT CORP                  COM                 91529Y106                          485     26,480
UNUMPROVIDENT CORP                  COM                 91529Y106                        4,537    247,670
VALERO ENERGY CORP NEW              COM                 91913Y100                           12        155
VALERO ENERGY CORP NEW              COM                 91913Y100                           19        240
VALERO ENERGY CORP NEW              COM                 91913Y100                           20        250
VALERO ENERGY CORP NEW              COM                 91913Y100                           34        435
VALERO ENERGY CORP NEW              COM                 91913Y100                           54        685
VALERO ENERGY CORP NEW              COM                 91913Y100                           75        950
VALERO ENERGY CORP NEW              COM                 91913Y100                           86      1,090
VALERO ENERGY CORP NEW              COM                 91913Y100                           88      1,115
VALERO ENERGY CORP NEW              COM                 91913Y100                          145      1,830
VALERO ENERGY CORP NEW              COM                 91913Y100                          166      2,100
VALERO ENERGY CORP NEW              COM                 91913Y100                          168      2,120
VALERO ENERGY CORP NEW              COM                 91913Y100                          194      2,450
VALERO ENERGY CORP NEW              COM                 91913Y100                          225      2,850
VALERO ENERGY CORP NEW              COM                 91913Y100                          307      3,886
VALERO ENERGY CORP NEW              COM                 91913Y100                          345      4,360
VALERO ENERGY CORP NEW              COM                 91913Y100                          468      5,914
VALERO ENERGY CORP NEW              COM                 91913Y100                          720      9,100
VALERO ENERGY CORP NEW              COM                 91913Y100                        1,891     23,900
VALERO ENERGY CORP NEW              COM                 91913Y100                        2,953     37,330
VALERO ENERGY CORP NEW              COM                 91913Y100                        5,083     64,256
VARIAN MED SYS INC                  COM                 92220P105                           52      1,400
VARIAN MED SYS INC                  COM                 92220P105                           63      1,700
VARIAN MED SYS INC                  COM                 92220P105                           82      2,200
VARIAN MED SYS INC                  COM                 92220P105                          131      3,500
VARIAN MED SYS INC                  COM                 92220P105                          168      4,500
VARIAN MED SYS INC                  COM                 92220P105                          197      5,282
VARIAN MED SYS INC                  COM                 92220P105                          414     11,090
VARIAN MED SYS INC                  COM                 92220P105                          488     13,060
VECTREN CORP                        COM                 92240G101                          348     12,128
VERIZON COMMUNICATIONS              COM                 92343V104                            6        170
VERIZON COMMUNICATIONS              COM                 92343V104                           19        540
VERIZON COMMUNICATIONS              COM                 92343V104                           35      1,000
VERIZON COMMUNICATIONS              COM                 92343V104                           38      1,100
VERIZON COMMUNICATIONS              COM                 92343V104                           42      1,215
VERIZON COMMUNICATIONS              COM                 92343V104                           42      1,220
VERIZON COMMUNICATIONS              COM                 92343V104                           50      1,448
VERIZON COMMUNICATIONS              COM                 92343V104                           66      1,900
VERIZON COMMUNICATIONS              COM                 92343V104                           82      2,378
VERIZON COMMUNICATIONS              COM                 92343V104                           83      2,412
VERIZON COMMUNICATIONS              COM                 92343V104                           88      2,550
VERIZON COMMUNICATIONS              COM                 92343V104                          104      3,000
VERIZON COMMUNICATIONS              COM                 92343V104                          128      3,700
VERIZON COMMUNICATIONS              COM                 92343V104                          148      4,289
VERIZON COMMUNICATIONS              COM                 92343V104                          149      4,300
VERIZON COMMUNICATIONS              COM                 92343V104                          173      5,010
VERIZON COMMUNICATIONS              COM                 92343V104                          176      5,100
VERIZON COMMUNICATIONS              COM                 92343V104                          202      5,840
VERIZON COMMUNICATIONS              COM                 92343V104                          263      7,600
VERIZON COMMUNICATIONS              COM                 92343V104                          285      8,250
VERIZON COMMUNICATIONS              COM                 92343V104                          296      8,560
VERIZON COMMUNICATIONS              COM                 92343V104                          479     13,855
VERIZON COMMUNICATIONS              COM                 92343V104                          583     16,870
VERIZON COMMUNICATIONS              COM                 92343V104                          679     19,659
VERIZON COMMUNICATIONS              COM                 92343V104                          807     23,360
VERIZON COMMUNICATIONS              COM                 92343V104                          911     26,366
VERIZON COMMUNICATIONS              COM                 92343V104                        1,398     40,450
VERIZON COMMUNICATIONS              COM                 92343V104                        1,432     41,446
VERIZON COMMUNICATIONS              COM                 92343V104                        1,476     42,711
VERIZON COMMUNICATIONS              COM                 92343V104                        2,142     62,007
VERIZON COMMUNICATIONS              COM                 92343V104                        2,568     74,320
VERIZON COMMUNICATIONS              COM                 92343V104                        3,465    100,300
VERIZON COMMUNICATIONS              COM                 92343V104                        4,089    118,340
VERIZON COMMUNICATIONS              COM                 92343V104                        5,694    164,815
VERIZON COMMUNICATIONS              COM                 92343V104                        6,483    187,642
VERIZON COMMUNICATIONS              COM                 92343V104                        7,067    204,541
VERIZON COMMUNICATIONS              COM                 92343V104                        9,090    263,110
VERIZON COMMUNICATIONS              COM                 92343V104                       15,546    449,953
VIDESH SANCHAR NIGAM LTD            SPON ADR NEW        92659G600                           43      3,900
VIDESH SANCHAR NIGAM LTD            SPON ADR NEW        92659G600                        4,272    384,900
VIISAGE TECHNOLOGY INC              COM                 92675K106                           45     10,000
VISTEON CORP                        COM                 92839U107                            1        131
VISTEON CORP                        COM                 92839U107                            5        910
VISTEON CORP                        COM                 92839U107                            6      1,020
VISTEON CORP                        COM                 92839U107                           12      1,919
VISTEON CORP                        COM                 92839U107                           12      2,060
VISTEON CORP                        COM                 92839U107                           17      2,835
VISTEON CORP                        COM                 92839U107                           17      2,855
VISTEON CORP                        COM                 92839U107                           30      4,895
VISTEON CORP                        COM                 92839U107                           42      7,000
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204                            3         96
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204                            4        116
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204                            4        140
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204                           10        324
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204                           28        894
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204                          139      4,425
VIVENDI UNIVERSAL                   SPON ADR NEW        92851S204                          624     19,920
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                            6        250
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                           14        587
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                           39      1,610
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                           48      1,960
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                           61      2,500
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                           87      3,587
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                          105      4,300
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                          182      7,500
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                          183      7,520
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                          224      9,200
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                          326     13,400
VODAFONE GROUP PLC NEW              SPONSORED ADR       92857W100                          896     36,825
WASTE MGMT INC DEL                  COM                 94106L109                            8        290
WASTE MGMT INC DEL                  COM                 94106L109                            9        332
WASTE MGMT INC DEL                  COM                 94106L109                           10        362
WASTE MGMT INC DEL                  COM                 94106L109                           19        680
WASTE MGMT INC DEL                  COM                 94106L109                           20        700
WASTE MGMT INC DEL                  COM                 94106L109                           25        899
WASTE MGMT INC DEL                  COM                 94106L109                           37      1,300
WASTE MGMT INC DEL                  COM                 94106L109                           49      1,740
WASTE MGMT INC DEL                  COM                 94106L109                           58      2,050
WASTE MGMT INC DEL                  COM                 94106L109                           62      2,180
WASTE MGMT INC DEL                  COM                 94106L109                           86      3,040
WASTE MGMT INC DEL                  COM                 94106L109                          115      4,063
WASTE MGMT INC DEL                  COM                 94106L109                          133      4,690
WASTE MGMT INC DEL                  COM                 94106L109                          157      5,549
WASTE MGMT INC DEL                  COM                 94106L109                          175      6,181
WASTE MGMT INC DEL                  COM                 94106L109                          187      6,600
WASTE MGMT INC DEL                  COM                 94106L109                          232      8,172
WASTE MGMT INC DEL                  COM                 94106L109                          349     12,314
WASTE MGMT INC DEL                  COM                 94106L109                          383     13,517
WASTE MGMT INC DEL                  COM                 94106L109                          572     20,200
WASTE MGMT INC DEL                  COM                 94106L109                        1,533     54,090
WEBMD CORP                          COM                 94769M105                            0         46
WEBMD CORP                          COM                 94769M105                            3        300
WEBMD CORP                          COM                 94769M105                            5        500
WEBMD CORP                          COM                 94769M105                           49      4,750
WEBMD CORP                          COM                 94769M105                           62      6,036
WEBMD CORP                          COM                 94769M105                          107     10,400
WEBMD CORP                          COM                 94769M105                          302     29,390
WELLPOINT INC                       COM                 94973V107                            3         36
WELLPOINT INC                       COM                 94973V107                            5         76
WELLPOINT INC                       COM                 94973V107                            7        100
WELLPOINT INC                       COM                 94973V107                           14        200
WELLPOINT INC                       COM                 94973V107                           28        400
WELLPOINT INC                       COM                 94973V107                           35        500
WELLPOINT INC                       COM                 94973V107                           42        600
WELLPOINT INC                       COM                 94973V107                           49        710
WELLPOINT INC                       COM                 94973V107                           70      1,000
WELLPOINT INC                       COM                 94973V107                           84      1,200
WELLPOINT INC                       COM                 94973V107                          118      1,700
WELLPOINT INC                       COM                 94973V107                          127      1,820
WELLPOINT INC                       COM                 94973V107                          292      4,200
WELLPOINT INC                       COM                 94973V107                          311      4,472
WELLPOINT INC                       COM                 94973V107                          361      5,180
WELLPOINT INC                       COM                 94973V107                          368      5,286
WELLPOINT INC                       COM                 94973V107                          376      5,400
WELLPOINT INC                       COM                 94973V107                          404      5,798
WELLPOINT INC                       COM                 94973V107                          640      9,194
WELLPOINT INC                       COM                 94973V107                          649      9,318
WELLPOINT INC                       COM                 94973V107                          838     12,030
WELLPOINT INC                       COM                 94973V107                          884     12,700
WELLPOINT INC                       COM                 94973V107                        1,030     14,794
WELLPOINT INC                       COM                 94973V107                        1,062     15,244
WELLPOINT INC                       COM                 94973V107                        1,069     15,348
WELLPOINT INC                       COM                 94973V107                        1,379     19,800
WELLPOINT INC                       COM                 94973V107                        1,404     20,167
WELLPOINT INC                       COM                 94973V107                        1,581     22,700
WELLPOINT INC                       COM                 94973V107                        2,773     39,814
WELLPOINT INC                       COM                 94973V107                        3,454     49,600
WELLPOINT INC                       COM                 94973V107                        4,082     58,620
WELLPOINT INC                       COM                 94973V107                        8,357    120,000
WELLPOINT INC                       COM                 94973V107                        9,919    142,430
WIPRO LTD                           SPON ADR 1 SH       97651M109                           16        750
WIPRO LTD                           SPON ADR 1 SH       97651M109                          125      6,000
WIPRO LTD                           SPON ADR 1 SH       97651M109                          209     10,000
WYETH                               DBCV         1/1    983024AD2                          358      3,500
WYETH                               DBCV         1/1    983024AD2                            4      4,000
WYETH                               DBCV         1/1    983024AD2                           31     30,000
XTO ENERGY INC                      COM                 98385X106                            1         30
XTO ENERGY INC                      COM                 98385X106                            7        196
XTO ENERGY INC                      COM                 98385X106                           13        380
XTO ENERGY INC                      COM                 98385X106                           20        600
XTO ENERGY INC                      COM                 98385X106                           50      1,466
XTO ENERGY INC                      COM                 98385X106                           54      1,600
XTO ENERGY INC                      COM                 98385X106                           83      2,430
XTO ENERGY INC                      COM                 98385X106                          104      3,050
XTO ENERGY INC                      COM                 98385X106                          107      3,162
XTO ENERGY INC                      COM                 98385X106                          121      3,550
XTO ENERGY INC                      COM                 98385X106                          163      4,783
XTO ENERGY INC                      COM                 98385X106                          185      5,433
XTO ENERGY INC                      COM                 98385X106                          279      8,200
XTO ENERGY INC                      COM                 98385X106                          489     14,400
XTO ENERGY INC                      COM                 98385X106                        1,064     31,300
XTO ENERGY INC                      COM                 98385X106                        2,496     73,421
XCEL ENERGY INC                     COM                 98389B100                           11        589
XCEL ENERGY INC                     COM                 98389B100                           39      2,000
XCEL ENERGY INC                     COM                 98389B100                           41      2,100
XCEL ENERGY INC                     COM                 98389B100                           59      3,022
XCEL ENERGY INC                     COM                 98389B100                           63      3,209
XCEL ENERGY INC                     COM                 98389B100                           67      3,410
XCEL ENERGY INC                     COM                 98389B100                           71      3,632
XCEL ENERGY INC                     COM                 98389B100                           76      3,910
XCEL ENERGY INC                     COM                 98389B100                           94      4,800
XCEL ENERGY INC                     COM                 98389B100                          112      5,750
XCEL ENERGY INC                     COM                 98389B100                          330     16,900
XCEL ENERGY INC                     COM                 98389B100                          731     37,430
XCEL ENERGY INC                     COM                 98389B100                       24,400  1,250,000
ZIMMER HLDGS INC                    COM                 98956P102                           10        130
ZIMMER HLDGS INC                    COM                 98956P102                           11        150
ZIMMER HLDGS INC                    COM                 98956P102                           15        200
ZIMMER HLDGS INC                    COM                 98956P102                           23        300
ZIMMER HLDGS INC                    COM                 98956P102                           55        720
ZIMMER HLDGS INC                    COM                 98956P102                           72        950
ZIMMER HLDGS INC                    COM                 98956P102                           76      1,000
ZIMMER HLDGS INC                    COM                 98956P102                           84      1,100
ZIMMER HLDGS INC                    COM                 98956P102                          114      1,500
ZIMMER HLDGS INC                    COM                 98956P102                          134      1,763
ZIMMER HLDGS INC                    COM                 98956P102                          142      1,870
ZIMMER HLDGS INC                    COM                 98956P102                          155      2,040
ZIMMER HLDGS INC                    COM                 98956P102                          184      2,417
ZIMMER HLDGS INC                    COM                 98956P102                          190      2,500
ZIMMER HLDGS INC                    COM                 98956P102                          217      2,850
ZIMMER HLDGS INC                    COM                 98956P102                          249      3,265
ZIMMER HLDGS INC                    COM                 98956P102                          286      3,757
ZIMMER HLDGS INC                    COM                 98956P102                          287      3,770
ZIMMER HLDGS INC                    COM                 98956P102                          486      6,380
ZIMMER HLDGS INC                    COM                 98956P102                          663      8,700
ZIMMER HLDGS INC                    COM                 98956P102                          976     12,818
ZIMMER HLDGS INC                    COM                 98956P102                        1,698     22,290
ZIMMER HLDGS INC                    COM                 98956P102                        2,015     26,451
ZIMMER HLDGS INC                    COM                 98956P102                        6,248     82,029
DAIMLERCHRYSLER AG                  ORD                 D1668R123                            2         40
DAIMLERCHRYSLER AG                  ORD                 D1668R123                           15        374
DAIMLERCHRYSLER AG                  ORD                 D1668R123                           24        595
DAIMLERCHRYSLER AG                  ORD                 D1668R123                           75      1,845
DAIMLERCHRYSLER AG                  ORD                 D1668R123                          221      5,455
DAIMLERCHRYSLER AG                  ORD                 D1668R123                      102,442  2,528,816
DEUTSCHE BANK AG NAMEN              ORD                 D18190898                           16        200
DEUTSCHE BANK AG NAMEN              ORD                 D18190898                           26        330
DEUTSCHE BANK AG NAMEN              ORD                 D18190898                      119,702  1,536,614
ACE LTD                             ORD                 G0070K103                            1         20
ACE LTD                             ORD                 G0070K103                           20        450
ACE LTD                             ORD                 G0070K103                           29        650
ACE LTD                             ORD                 G0070K103                           63      1,400
ACE LTD                             ORD                 G0070K103                           63      1,400
ACE LTD                             ORD                 G0070K103                           92      2,062
ACE LTD                             ORD                 G0070K103                          114      2,550
ACE LTD                             ORD                 G0070K103                          127      2,829
ACE LTD                             ORD                 G0070K103                          135      3,000
ACE LTD                             ORD                 G0070K103                          152      3,400
ACE LTD                             ORD                 G0070K103                          179      4,000
ACE LTD                             ORD                 G0070K103                          194      4,321
ACE LTD                             ORD                 G0070K103                          274      6,100
ACE LTD                             ORD                 G0070K103                          300      6,679
ACE LTD                             ORD                 G0070K103                          366      8,150
ACE LTD                             ORD                 G0070K103                          502     11,200
ACE LTD                             ORD                 G0070K103                        1,153     25,700
AMDOCS LTD                          ORD                 G02602103                           10        380
AMDOCS LTD                          ORD                 G02602103                           17        645
AMDOCS LTD                          ORD                 G02602103                           34      1,285
AMDOCS LTD                          ORD                 G02602103                           63      2,400
AMDOCS LTD                          ORD                 G02602103                          177      6,700
AMDOCS LTD                          ORD                 G02602103                          468     17,700
AXIS CAPITAL HOLDINGS               SHS                 G0692U109                           54      1,900
AXIS CAPITAL HOLDINGS               SHS                 G0692U109                          119      4,200
AXIS CAPITAL HOLDINGS               SHS                 G0692U109                          147      5,200
AXIS CAPITAL HOLDINGS               SHS                 G0692U109                          379     13,400
ACCENTURE LTD BERMUDA               CL A                G1150G111                           20        890
ACCENTURE LTD BERMUDA               CL A                G1150G111                           27      1,200
ACCENTURE LTD BERMUDA               CL A                G1150G111                           46      2,030
ACCENTURE LTD BERMUDA               CL A                G1150G111                           63      2,800
ACCENTURE LTD BERMUDA               CL A                G1150G111                           66      2,900
ACCENTURE LTD BERMUDA               CL A                G1150G111                           68      3,018
ACCENTURE LTD BERMUDA               CL A                G1150G111                           70      3,070
ACCENTURE LTD BERMUDA               CL A                G1150G111                           70      3,100
ACCENTURE LTD BERMUDA               CL A                G1150G111                           73      3,200
ACCENTURE LTD BERMUDA               CL A                G1150G111                           79      3,500
ACCENTURE LTD BERMUDA               CL A                G1150G111                          112      4,930
ACCENTURE LTD BERMUDA               CL A                G1150G111                          156      6,900
ACCENTURE LTD BERMUDA               CL A                G1150G111                          201      8,880
ACCENTURE LTD BERMUDA               CL A                G1150G111                          222      9,800
ACCENTURE LTD BERMUDA               CL A                G1150G111                          321     14,140
ACCENTURE LTD BERMUDA               CL A                G1150G111                          512     22,600
ACCENTURE LTD BERMUDA               CL A                G1150G111                        1,172     51,700
BUNGE LIMITED                       COM                 G16962105                           19        300
BUNGE LIMITED                       COM                 G16962105                           21        325
BUNGE LIMITED                       COM                 G16962105                           89      1,400
BUNGE LIMITED                       COM                 G16962105                          178      2,800
BUNGE LIMITED                       COM                 G16962105                          298      4,700
BUNGE LIMITED                       COM                 G16962105                          514      8,100
BUNGE LIMITED                       COM                 G16962105                          653     10,300
BUNGE LIMITED                       COM                 G16962105                        3,192     50,350
BUNGE LIMITED                       COM                 G16962105                        5,368     84,666
COOPER INDS LTD                     CL A                G24182100                            1         10
COOPER INDS LTD                     CL A                G24182100                           32        500
COOPER INDS LTD                     CL A                G24182100                           45        710
COOPER INDS LTD                     CL A                G24182100                           48        750
COOPER INDS LTD                     CL A                G24182100                           54        846
COOPER INDS LTD                     CL A                G24182100                           56        872
COOPER INDS LTD                     CL A                G24182100                           70      1,100
COOPER INDS LTD                     CL A                G24182100                           81      1,266
COOPER INDS LTD                     CL A                G24182100                          121      1,894
COOPER INDS LTD                     CL A                G24182100                          198      3,100
COOPER INDS LTD                     CL A                G24182100                          638      9,990
EVEREST RE GROUP LTD                COM                 G3223R108                           56        600
EVEREST RE GROUP LTD                COM                 G3223R108                           93      1,000
EVEREST RE GROUP LTD                COM                 G3223R108                          101      1,090
EVEREST RE GROUP LTD                COM                 G3223R108                          177      1,900
EVEREST RE GROUP LTD                COM                 G3223R108                          474      5,100
GARMIN LTD                          ORD                 G37260109                           38        900
GARMIN LTD                          ORD                 G37260109                          115      2,700
GARMIN LTD                          ORD                 G37260109                          312      7,300
GLOBALSANTAFE CORP                  SHS                 G3930E101                            3         75
GLOBALSANTAFE CORP                  SHS                 G3930E101                            9        231
GLOBALSANTAFE CORP                  SHS                 G3930E101                           17        420
GLOBALSANTAFE CORP                  SHS                 G3930E101                           19        455
GLOBALSANTAFE CORP                  SHS                 G3930E101                           24        600
GLOBALSANTAFE CORP                  SHS                 G3930E101                           29        700
GLOBALSANTAFE CORP                  SHS                 G3930E101                           35        850
GLOBALSANTAFE CORP                  SHS                 G3930E101                           57      1,400
GLOBALSANTAFE CORP                  SHS                 G3930E101                           57      1,400
GLOBALSANTAFE CORP                  SHS                 G3930E101                          114      2,800
GLOBALSANTAFE CORP                  SHS                 G3930E101                          116      2,850
GLOBALSANTAFE CORP                  SHS                 G3930E101                          277      6,800
GLOBALSANTAFE CORP                  SHS                 G3930E101                          400      9,800
GLOBALSANTAFE CORP                  SHS                 G3930E101                          973     23,850
GLOBALSANTAFE CORP                  SHS                 G3930E101                        8,700    213,225
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                            1         20
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                            3         40
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                           18        250
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                           25        350
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                           27        385
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                           57        800
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                           64        900
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                           88      1,234
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                          105      1,470
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                          116      1,627
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                          150      2,100
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                          157      2,200
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                          179      2,506
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                          211      2,957
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                          241      3,371
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                          271      3,798
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                          325      4,550
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                          478      6,700
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                        1,236     17,320
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                        1,436     20,132
INGERSOLL-RAND COMPANY LTD          CL A                G4776G101                        1,820     25,510
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                            8        200
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                           13        350
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                           30        800
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                           34        900
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                           68      1,800
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                           76      1,992
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                           80      2,100
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                           91      2,400
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                          140      3,700
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                          153      4,039
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                          194      5,100
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                          330      8,700
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                          702     18,500
MARVELL TECHNOLOGY GROUP LTD        ORD                 G5876H105                        1,527     40,205
NABORS INDUSTRIES LTD               SHS                 G6359F103                            3         55
NABORS INDUSTRIES LTD               SHS                 G6359F103                           13        220
NABORS INDUSTRIES LTD               SHS                 G6359F103                           21        350
NABORS INDUSTRIES LTD               SHS                 G6359F103                           39        648
NABORS INDUSTRIES LTD               SHS                 G6359F103                           48        800
NABORS INDUSTRIES LTD               SHS                 G6359F103                           48        800
NABORS INDUSTRIES LTD               SHS                 G6359F103                           68      1,115
NABORS INDUSTRIES LTD               SHS                 G6359F103                           78      1,280
NABORS INDUSTRIES LTD               SHS                 G6359F103                           79      1,300
NABORS INDUSTRIES LTD               SHS                 G6359F103                           80      1,317
NABORS INDUSTRIES LTD               SHS                 G6359F103                           85      1,400
NABORS INDUSTRIES LTD               SHS                 G6359F103                          109      1,800
NABORS INDUSTRIES LTD               SHS                 G6359F103                          129      2,123
NABORS INDUSTRIES LTD               SHS                 G6359F103                          194      3,200
NABORS INDUSTRIES LTD               SHS                 G6359F103                          232      3,822
NABORS INDUSTRIES LTD               SHS                 G6359F103                          242      4,000
NABORS INDUSTRIES LTD               SHS                 G6359F103                          334      5,512
NABORS INDUSTRIES LTD               SHS                 G6359F103                          394      6,500
NABORS INDUSTRIES LTD               SHS                 G6359F103                          394      6,500
NABORS INDUSTRIES LTD               SHS                 G6359F103                          674     11,113
NABORS INDUSTRIES LTD               SHS                 G6359F103                          795     13,113
NABORS INDUSTRIES LTD               SHS                 G6359F103                          818     13,500
NABORS INDUSTRIES LTD               SHS                 G6359F103                          971     16,019
NABORS INDUSTRIES LTD               SHS                 G6359F103                        1,054     17,386
NABORS INDUSTRIES LTD               SHS                 G6359F103                        2,042     33,684
NOBLE CORPORATION                   SHS                 G65422100                            2         30
NOBLE CORPORATION                   SHS                 G65422100                           25        400
NOBLE CORPORATION                   SHS                 G65422100                           49        800
NOBLE CORPORATION                   SHS                 G65422100                           49        800
NOBLE CORPORATION                   SHS                 G65422100                           55        891
NOBLE CORPORATION                   SHS                 G65422100                           71      1,160
NOBLE CORPORATION                   SHS                 G65422100                           83      1,353
NOBLE CORPORATION                   SHS                 G65422100                           98      1,600
NOBLE CORPORATION                   SHS                 G65422100                          117      1,900
NOBLE CORPORATION                   SHS                 G65422100                          277      4,500
NOBLE CORPORATION                   SHS                 G65422100                          332      5,402
NOBLE CORPORATION                   SHS                 G65422100                          709     11,520
NOBLE CORPORATION                   SHS                 G65422100                          835     13,581
NOBLE CORPORATION                   SHS                 G65422100                        7,791    126,663
OPENTV CORP                         CL A                G67543101                            1        333
OPENTV CORP                         CL A                G67543101                          511    186,319
PARTNERRE LTD                       COM                 G6852T105                            8        123
PARTNERRE LTD                       COM                 G6852T105                           39        600
PARTNERRE LTD                       COM                 G6852T105                          116      1,800
PARTNERRE LTD                       COM                 G6852T105                          238      3,700
PARTNERRE LTD                       COM                 G6852T105                          296      4,600
RENAISSANCERE HOLDINGS LTD          COM                 G7496G103                           39        800
RENAISSANCERE HOLDINGS LTD          COM                 G7496G103                          118      2,400
RENAISSANCERE HOLDINGS LTD          COM                 G7496G103                          305      6,200
RENAISSANCERE HOLDINGS LTD          COM                 G7496G103                          310      6,300
SEAGATE TECHNOLOGY                  SHS                 G7945J104                            6        315
SEAGATE TECHNOLOGY                  SHS                 G7945J104                           14        770
SEAGATE TECHNOLOGY                  SHS                 G7945J104                           47      2,700
SEAGATE TECHNOLOGY                  SHS                 G7945J104                           54      3,100
SEAGATE TECHNOLOGY                  SHS                 G7945J104                           58      3,300
SEAGATE TECHNOLOGY                  SHS                 G7945J104                          137      7,800
SEAGATE TECHNOLOGY                  SHS                 G7945J104                          146      8,300
SEAGATE TECHNOLOGY                  SHS                 G7945J104                          355     20,200
TRANSOCEAN INC                      ORD                 G90078109                           16        300
TRANSOCEAN INC                      ORD                 G90078109                           19        350
TRANSOCEAN INC                      ORD                 G90078109                           30        550
TRANSOCEAN INC                      ORD                 G90078109                           54      1,000
TRANSOCEAN INC                      ORD                 G90078109                           59      1,100
TRANSOCEAN INC                      ORD                 G90078109                           70      1,300
TRANSOCEAN INC                      ORD                 G90078109                           76      1,400
TRANSOCEAN INC                      ORD                 G90078109                          128      2,377
TRANSOCEAN INC                      ORD                 G90078109                          130      2,412
TRANSOCEAN INC                      ORD                 G90078109                          142      2,640
TRANSOCEAN INC                      ORD                 G90078109                          171      3,175
TRANSOCEAN INC                      ORD                 G90078109                          175      3,236
TRANSOCEAN INC                      ORD                 G90078109                          210      3,887
TRANSOCEAN INC                      ORD                 G90078109                          267      4,940
TRANSOCEAN INC                      ORD                 G90078109                          305      5,660
TRANSOCEAN INC                      ORD                 G90078109                          340      6,300
TRANSOCEAN INC                      ORD                 G90078109                          367      6,806
TRANSOCEAN INC                      ORD                 G90078109                          412      7,635
TRANSOCEAN INC                      ORD                 G90078109                          475      8,810
TRANSOCEAN INC                      ORD                 G90078109                          669     12,400
TRANSOCEAN INC                      ORD                 G90078109                          710     13,154
TRANSOCEAN INC                      ORD                 G90078109                          869     16,100
TRANSOCEAN INC                      ORD                 G90078109                        1,608     29,790
WEATHERFORD INTERNATIONAL LT        COM                 G95089101                            3         60
WEATHERFORD INTERNATIONAL LT        COM                 G95089101                           20        350
WEATHERFORD INTERNATIONAL LT        COM                 G95089101                           24        410
WEATHERFORD INTERNATIONAL LT        COM                 G95089101                           35        600
WEATHERFORD INTERNATIONAL LT        COM                 G95089101                           37        630
WEATHERFORD INTERNATIONAL LT        COM                 G95089101                           93      1,600
WEATHERFORD INTERNATIONAL LT        COM                 G95089101                          241      4,150
WEATHERFORD INTERNATIONAL LT        COM                 G95089101                          336      5,800
WEATHERFORD INTERNATIONAL LT        COM                 G95089101                          711     12,270
WHITE MTNS INS GROUP LTD            COM                 G9618E107                           63        100
WHITE MTNS INS GROUP LTD            COM                 G9618E107                          315        500
WHITE MTNS INS GROUP LTD            COM                 G9618E107                          315        500
WHITE MTNS INS GROUP LTD            COM                 G9618E107                          549        870
WILLIS GROUP HOLDINGS LTD           SHS                 G96655108                           46      1,400
WILLIS GROUP HOLDINGS LTD           SHS                 G96655108                          128      3,900
WILLIS GROUP HOLDINGS LTD           SHS                 G96655108                          344     10,500
WILLIS GROUP HOLDINGS LTD           SHS                 G96655108                          556     17,000
XL CAP LTD                          CL A                G98255105                            3         35
XL CAP LTD                          CL A                G98255105                            7        100
XL CAP LTD                          CL A                G98255105                           30        400
XL CAP LTD                          CL A                G98255105                           52        700
XL CAP LTD                          CL A                G98255105                           52        700
XL CAP LTD                          CL A                G98255105                           78      1,050
XL CAP LTD                          CL A                G98255105                           82      1,106
XL CAP LTD                          CL A                G98255105                           89      1,190
XL CAP LTD                          CL A                G98255105                           92      1,238
XL CAP LTD                          CL A                G98255105                          114      1,529
XL CAP LTD                          CL A                G98255105                          127      1,700
XL CAP LTD                          CL A                G98255105                          155      2,083
XL CAP LTD                          CL A                G98255105                          171      2,295
XL CAP LTD                          CL A                G98255105                          238      3,195
XL CAP LTD                          CL A                G98255105                          239      3,217
XL CAP LTD                          CL A                G98255105                          260      3,500
XL CAP LTD                          CL A                G98255105                          424      5,700
XL CAP LTD                          CL A                G98255105                          930     12,500
ALCON INC                           COM SHS             H01301102                          114      1,040
ALCON INC                           COM SHS             H01301102                          120      1,100
ALCON INC                           COM SHS             H01301102                          219      2,000
ALCON INC                           COM SHS             H01301102                          416      3,800
ALCON INC                           COM SHS             H01301102                          461      4,220
ALCON INC                           COM SHS             H01301102                          908      8,300
ALCON INC                           COM SHS             H01301102                          916      8,380
ALCON INC                           COM SHS             H01301102                        1,586     14,500
UBS AG                              NAMEN AKT           H8920M855                           10        123
UBS AG                              NAMEN AKT           H8920M855                           24        310
UBS AG                              NAMEN AKT           H8920M855                       32,026    411,377
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104                            1         38
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104                            1         69
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104                            2         87
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104                            5        235
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104                            7        360
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104                           24      1,200
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104                           46      2,300
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104                          103      5,200
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104                          123      6,200
CHECK POINT SOFTWARE TECH LT        ORD                 M22465104                          273     13,770
QIAGEN N V                          ORD                 N72482107                        8,766    759,601
KERZNER INTERNATIONAL LTD           SHS                 P6065Y107                          242      4,250
ROYAL CARIBBEAN CRUISES LTD         COM                 V7780T103                           29        600
ROYAL CARIBBEAN CRUISES LTD         COM                 V7780T103                           29        600
ROYAL CARIBBEAN CRUISES LTD         COM                 V7780T103                           87      1,800
ROYAL CARIBBEAN CRUISES LTD         COM                 V7780T103                          242      5,000
ROYAL CARIBBEAN CRUISES LTD         COM                 V7780T103                          646     13,350
ROYAL CARIBBEAN CRUISES LTD         COM                 V7780T103                       11,109    229,706
FLEXTRONICS INTL LTD                ORD                 Y2573F102                           16      1,200
FLEXTRONICS INTL LTD                ORD                 Y2573F102                           21      1,595
FLEXTRONICS INTL LTD                ORD                 Y2573F102                           31      2,360
FLEXTRONICS INTL LTD                ORD                 Y2573F102                           33      2,500
FLEXTRONICS INTL LTD                ORD                 Y2573F102                           34      2,600
FLEXTRONICS INTL LTD                ORD                 Y2573F102                           36      2,700
FLEXTRONICS INTL LTD                ORD                 Y2573F102                           56      4,240
FLEXTRONICS INTL LTD                ORD                 Y2573F102                           89      6,700
FLEXTRONICS INTL LTD                ORD                 Y2573F102                          108      8,170
FLEXTRONICS INTL LTD                ORD                 Y2573F102                          198     15,000
FLEXTRONICS INTL LTD                ORD                 Y2573F102                          199     15,100
FLEXTRONICS INTL LTD                ORD                 Y2573F102                          315     23,831
FLEXTRONICS INTL LTD                ORD                 Y2573F102                          600     45,399
FLEXTRONICS INTL LTD                ORD                 Y2573F102                          663     50,170
FLEXTRONICS INTL LTD                ORD                 Y2573F102                        1,982    150,000
TEEKAY SHIPPING MARSHALL ISL        COM                 Y8564W103                           31        700
TEEKAY SHIPPING MARSHALL ISL        COM                 Y8564W103                           35        800
TEEKAY SHIPPING MARSHALL ISL        COM                 Y8564W103                           88      2,000
TEEKAY SHIPPING MARSHALL ISL        COM                 Y8564W103                          233      5,300







HSBC HOLDINGS PLC
REGULATION 13F REPORTING
REPORT DATE:30 June 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              4          2,400                  0         0
ABB LTD                                       X              5          6,031                  0         0
ABB LTD                                       X              5         12,800                  0         0
ABB LTD                                       X              5              0                  0   100,000
A D C TELECOMMUNICATIONS                      X              7            142                  0         0
A D C TELECOMMUNICATIONS                      X              8            811                  0         0
A D C TELECOMMUNICATIONS                      X              8            914                  0         0
A D C TELECOMMUNICATIONS                      X              8          1,320                  0         0
A D C TELECOMMUNICATIONS                      X              8          1,700                  0         0
A D C TELECOMMUNICATIONS                      X              5         62,757                  0     4,285
ABN AMRO HLDG NV                              X              4          1,000                  0         0
ABN AMRO HLDG NV                              X              7          3,353                  0         0
ABN AMRO HLDG NV                              X              4          5,970                  0         0
ABN AMRO HLDG NV                              X              7              0              9,101         0
AFLAC INC                                     X              7              0                263         0
AFLAC INC                                     X              8            500                  0         0
AFLAC INC                                     X              8            550                  0         0
AFLAC INC                                     X              8            580                  0         0
AFLAC INC                                     X              6          1,200                  0         0
AFLAC INC                                     X              6          1,320                  0         0
AFLAC INC                                     X              8          1,700                  0         0
AFLAC INC                                     X              8          1,900                  0         0
AFLAC INC                                     X              7              0              2,700         0
AFLAC INC                                     X              5          3,000                  0         0
AFLAC INC                                     X              8          3,591                  0         0
AFLAC INC                                     X              8          4,210                  0         0
AFLAC INC                                     X              8          4,806                  0         0
AFLAC INC                                     X              9          5,850                  0         0
AFLAC INC                                     X              8          7,533                  0         0
AFLAC INC                                     X              8          8,000                  0         0
AFLAC INC                                     X              5          7,509                  0     1,586
AFLAC INC                                     X                             0             10,000         0
AFLAC INC                                     X              8         12,117                  0         0
AFLAC INC                                     X              8         12,121                  0         0
AFLAC INC                                     X              8         15,080                  0         0
AFLAC INC                                     X              8         18,000                  0         0
AFLAC INC                                     X              5         30,454                  0         0
AFLAC INC                                     X              8         47,580                  0         0
AFLAC INC                                     X              5        210,100                  0         0
AMR CORP                                      X              7              0              1,150         0
AMR CORP                                      X              4          3,877                  0         0
AMR CORP                                      X              7          4,000                  0         0
AMR CORP                                      X              7         11,000                  0         0
ATI TECHNOLOGIES INC                          X              7          1,000                  0         0
ATI TECHNOLOGIES INC                          X              4         41,725                  0         0
AT&T CORP                                     X              4             24                  0         0
AT&T CORP                                     X              6            106                  0        22
AT&T CORP                                     X                             0                310         0
AT&T CORP                                     X              6            273                 45         0
AT&T CORP                                     X              5            700                  0         0
AT&T CORP                                     X              5            799                  0         0
AT&T CORP                                     X              8            860                  0         0
AT&T CORP                                     X              7          1,160                  0         0
AT&T CORP                                     X              8          1,250                  0         0
AT&T CORP                                     X              7              0              1,300         0
AT&T CORP                                     X              2          2,800                  0         0
AT&T CORP                                     X              8          3,100                  0         0
AT&T CORP                                     X              8          3,200                  0         0
AT&T CORP                                     X              8          4,300                  0         0
AT&T CORP                                     X              5          4,388                  0         0
AT&T CORP                                     X              8          4,400                  0         0
AT&T CORP                                     X              8          5,000                  0         0
AT&T CORP                                     X              8          5,679                  0         0
AT&T CORP                                     X              8          6,490                  0         0
AT&T CORP                                     X              8          7,816                  0         0
AT&T CORP                                     X              5          9,510                  0       120
AT&T CORP                                     X              8         12,002                  0         0
AT&T CORP                                     X              8         13,064                  0         0
AT&T CORP                                     X              8         19,661                  0         0
AT&T CORP                                     X              8         31,000                  0         0
AT&T CORP                                     X              5         49,135                  0     1,603
AT&T CORP                                     X              8         72,580                  0         0
AT&T CORP                                     X              9        127,300                  0         0
AT&T CORP                                     X              9        182,900                  0         0
AU OPTRONICS CORP                             X                             0                 89         0
AU OPTRONICS CORP                             X              7            102                  0         0
AU OPTRONICS CORP                             X              7              0                328         0
AU OPTRONICS CORP                             X              5          2,500                  0         0
AU OPTRONICS CORP                             X              5          2,625                  0         0
AU OPTRONICS CORP                             X                         3,716                 54         0
AU OPTRONICS CORP                             X              2          6,200                  0         0
AU OPTRONICS CORP                             X              8          9,015                  0         0
AU OPTRONICS CORP                             X              4          9,427                  0         0
AU OPTRONICS CORP                             X              5              0                  0    21,200
AU OPTRONICS CORP                             X              2              0                  0   170,323
AVX CORP NEW                                  X              7          2,700                  0         0
AVX CORP NEW                                  X              6              0          1,183,163    64,539
ABBOTT LABS                                   X              4             89                  0         0
ABBOTT LABS                                   X              7            230                  0         0
ABBOTT LABS                                   X              8            700                  0         0
ABBOTT LABS                                   X              8          1,100                  0         0
ABBOTT LABS                                   X              8          1,450                  0         0
ABBOTT LABS                                   X              5          2,380                  0         0
ABBOTT LABS                                   X              5          2,960                  0         0
ABBOTT LABS                                   X              5          3,000                  0         0
ABBOTT LABS                                   X              8          3,950                  0         0
ABBOTT LABS                                   X              8          4,524                  0         0
ABBOTT LABS                                   X              8          4,600                  0         0
ABBOTT LABS                                   X              4          5,401                  0         0
ABBOTT LABS                                   X              8          5,650                  0         0
ABBOTT LABS                                   X                         6,200                  0         0
ABBOTT LABS                                   X              7          6,920                  0         0
ABBOTT LABS                                   X              5          7,821                  0         0
ABBOTT LABS                                   X              7              0              9,775         0
ABBOTT LABS                                   X              8         11,110                  0         0
ABBOTT LABS                                   X              8         11,130                  0         0
ABBOTT LABS                                   X              8         13,050                  0         0
ABBOTT LABS                                   X              8         14,641                  0         0
ABBOTT LABS                                   X              5         14,863                  0         0
ABBOTT LABS                                   X                        17,345                  0         0
ABBOTT LABS                                   X              9         17,850                  0         0
ABBOTT LABS                                   X              8         20,205                  0         0
ABBOTT LABS                                   X              8         23,351                  0         0
ABBOTT LABS                                   X              8         23,405                  0         0
ABBOTT LABS                                   X              8         34,330                  0         0
ABBOTT LABS                                   X              5         50,000                  0         0
ABBOTT LABS                                   X              8         55,500                  0         0
ABBOTT LABS                                   X              5         58,172                  0     2,804
ABBOTT LABS                                   X              6         69,475                  0     9,741
ABBOTT LABS                                   X              8        145,860                  0         0
ABBOTT LABS                                   X              6        173,785             44,400    37,000
ABERCROMBIE & FITCH CO                        X              9          1,100                  0         0
ABERCROMBIE & FITCH CO                        X              8          2,900                  0         0
ABERCROMBIE & FITCH CO                        X              8          3,200                  0         0
ABERCROMBIE & FITCH CO                        X              8         10,230                  0         0
ABBEY NATL PLC                                X              6              0                  0     2,000
ABBEY NATL PLC                                X              5              0                  0     4,774
ABBEY NATL PLC                                X              5        209,050                  0         0
ABBEY NATL PLC                                X              5              0                  0    18,185
ADVANCED MICRO DEVICES INC                    X              3            199                  0         0
ADVANCED MICRO DEVICES INC                    X              5          1,000                  0         0
ADVANCED MICRO DEVICES INC                    X              5          1,248                  0     1,500
ADVANCED MICRO DEVICES INC                    X              8          2,831                  0         0
ADVANCED MICRO DEVICES INC                    X              8          3,410                  0         0
ADVANCED MICRO DEVICES INC                    X              8          3,700                  0         0
ADVANCED MICRO DEVICES INC                    X                         3,856                  0         0
ADVANCED MICRO DEVICES INC                    X              8          4,080                  0         0
ADVANCED MICRO DEVICES INC                    X              8          4,200                  0         0
ADVANCED MICRO DEVICES INC                    X              9          5,200                  0         0
ADVANCED MICRO DEVICES INC                    X                         5,375                  0         0
ADVANCED MICRO DEVICES INC                    X              8          5,500                  0         0
ADVANCED MICRO DEVICES INC                    X              8          5,600                  0         0
ADVANCED MICRO DEVICES INC                    X              7         12,130                  0         0
ADVANCED MICRO DEVICES INC                    X              5         16,560                  0         0
ADVANCED MICRO DEVICES INC                    X              8         16,800                  0         0
ADVANCED MICRO DEVICES INC                    X              5         23,904                  0         0
ADVANCED MICRO DEVICES INC                    X              8         28,927                  0         0
ADVANCED MICRO DEVICES INC                    X              8         32,159                  0         0
ADVANCED MICRO DEVICES INC                    X              8         38,270                  0         0
ADVANCED MICRO DEVICES INC                    X              8         51,879                  0         0
AEGON N V                                     X              6             16                  0         0
AEGON N V                                     X              7            220                  0         0
AEGON N V                                     X                             0                660         0
AEGON N V                                     X              6          2,409                  0         0
AEGON N V                                     X              4         10,824                  0         0
AEGON N V                                     X              7              0             12,664         0
AFFILIATED COMPUTER SERVICES                  X              5              0                  0       577
AFFILIATED COMPUTER SERVICES                  X              2            750                  0         0
AFFILIATED COMPUTER SERVICES                  X              8            900                  0         0
AFFILIATED COMPUTER SERVICES                  X              8            990                  0         0
AFFILIATED COMPUTER SERVICES                  X              8          1,010                  0         0
AFFILIATED COMPUTER SERVICES                  X              8          1,100                  0         0
AFFILIATED COMPUTER SERVICES                  X              5          1,500                  0         0
AFFILIATED COMPUTER SERVICES                  X              9          1,550                  0         0
AFFILIATED COMPUTER SERVICES                  X              8          1,800                  0         0
AFFILIATED COMPUTER SERVICES                  X              8          2,900                  0         0
AFFILIATED COMPUTER SERVICES                  X              8          2,927                  0         0
AFFILIATED COMPUTER SERVICES                  X              6          2,465                380     1,050
AFFILIATED COMPUTER SERVICES                  X              8          4,100                  0         0
AFFILIATED COMPUTER SERVICES                  X              8         10,920                  0         0
AFFILIATED COMPUTER SERVICES                  X              4         29,650                  0         0
AFFILIATED COMPUTER SERVICES                  X              6         34,252                  0       609
AFFILIATED COMPUTER SERVICES                  X              5         35,545                  0         0
AFFILIATED COMPUTER SERVICES                  X              5         37,000                  0         0
AGRIUM INC                                    X              7            101                  0         0
AGRIUM INC                                    X              4        185,563                  0         0
AIR PRODS & CHEMS INC                         X              8            400                  0         0
AIR PRODS & CHEMS INC                         X              7              0                540         0
AIR PRODS & CHEMS INC                         X              8          1,300                  0         0
AIR PRODS & CHEMS INC                         X              8          1,300                  0         0
AIR PRODS & CHEMS INC                         X              8          1,585                  0         0
AIR PRODS & CHEMS INC                         X              8          1,900                  0         0
AIR PRODS & CHEMS INC                         X              8          2,089                  0         0
AIR PRODS & CHEMS INC                         X              8          2,258                  0         0
AIR PRODS & CHEMS INC                         X              9          2,700                  0         0
AIR PRODS & CHEMS INC                         X              8          3,414                  0         0
AIR PRODS & CHEMS INC                         X                         4,000                  0         0
AIR PRODS & CHEMS INC                         X              7              0              5,100         0
AIR PRODS & CHEMS INC                         X              8          5,736                  0         0
AIR PRODS & CHEMS INC                         X              8          9,000                  0         0
AIR PRODS & CHEMS INC                         X              5         19,878                  0         0
AIR PRODS & CHEMS INC                         X              5         21,760                  0         0
AIR PRODS & CHEMS INC                         X              8         22,110                  0         0
AKZO NOBEL NV                                 X              7             90                  0         0
AKZO NOBEL NV                                 X                             0                200         0
AKZO NOBEL NV                                 X              4          1,255                  0         0
AKZO NOBEL NV                                 X              7              0              4,440         0
ALBERTO CULVER CO                             X              8            630                  0         0
ALBERTO CULVER CO                             X              8            710                  0         0
ALBERTO CULVER CO                             X              8            720                  0         0
ALBERTO CULVER CO                             X              9            800                  0         0
ALBERTO CULVER CO                             X              8          1,300                  0         0
ALBERTO CULVER CO                             X              4          1,440                  0         0
ALBERTO CULVER CO                             X              8          2,300                  0         0
ALBERTO CULVER CO                             X              8          6,225                  0         0
ALBERTSONS INC                                X                             0                420         0
ALBERTSONS INC                                X              5            900                  0         0
ALBERTSONS INC                                X              8          2,000                  0         0
ALBERTSONS INC                                X              7          2,025                  0         0
ALBERTSONS INC                                X              8          2,100                  0         0
ALBERTSONS INC                                X              5          2,300                  0         0
ALBERTSONS INC                                X              8          2,635                  0         0
ALBERTSONS INC                                X              8          3,210                  0         0
ALBERTSONS INC                                X              8          3,348                  0         0
ALBERTSONS INC                                X              7              0              3,765         0
ALBERTSONS INC                                X              8          3,800                  0         0
ALBERTSONS INC                                X              9          4,400                  0         0
ALBERTSONS INC                                X              8          5,284                  0         0
ALBERTSONS INC                                X              8          5,989                  0         0
ALBERTSONS INC                                X              8          7,064                  0         0
ALBERTSONS INC                                X              8         12,200                  0         0
ALBERTSONS INC                                X              4         13,601                  0         0
ALBERTSONS INC                                X              8         36,910                  0         0
ALBERTSONS INC                                X              6              0                  0    42,105
ALCAN INC                                     X              6              0                  0       150
ALCAN INC                                     X              5            508                  0         0
ALCAN INC                                     X              4            800                  0         0
ALCAN INC                                     X              5          1,475                  0       376
ALCAN INC                                     X              4         48,898                  0         0
ALCOA INC                                     X              3            100                  0         0
ALCOA INC                                     X              8            700                  0         0
ALCOA INC                                     X              8            930                  0         0
ALCOA INC                                     X              8            950                  0         0
ALCOA INC                                     X              7              0              1,500         0
ALCOA INC                                     X              4          1,800                  0         0
ALCOA INC                                     X              8          2,600                  0         0
ALCOA INC                                     X              8          2,900                  0         0
ALCOA INC                                     X              5          3,150                  0         0
ALCOA INC                                     X              4          3,955                  0         0
ALCOA INC                                     X              8          4,450                  0         0
ALCOA INC                                     X              8          6,251                  0         0
ALCOA INC                                     X              5          6,300                  0         0
ALCOA INC                                     X              8          7,080                  0         0
ALCOA INC                                     X              8          8,383                  0         0
ALCOA INC                                     X              9          9,900                  0         0
ALCOA INC                                     X              7         11,135                  0         0
ALCOA INC                                     X              8         11,314                  0         0
ALCOA INC                                     X              5         11,687                  0         0
ALCOA INC                                     X                        13,000                  0         0
ALCOA INC                                     X              8         13,102                  0         0
ALCOA INC                                     X              8         13,650                  0         0
ALCOA INC                                     X              8         21,404                  0         0
ALCOA INC                                     X              6         26,464                960     3,970
ALCOA INC                                     X              8         31,600                  0         0
ALCOA INC                                     X              5         52,887                  0         0
ALCOA INC                                     X              8         81,220                  0         0
ALCOA INC                                     X              5         82,800                  0         0
ALCOA INC                                     X              5        130,187                  0         0
ALCOA INC                                     X              6        156,069                  0     3,476
ALCOA INC                                     X              5        222,890                  0         0
ALCATEL                                       X                             0                640         0
ALCATEL                                       X                           729                  0         0
ALCATEL                                       X              7          2,905                  0         0
ALCATEL                                       X              5              0                  0     5,000
ALCATEL                                       X              4          8,113                  0         0
ALCATEL                                       X              7              0             21,227         0
ALLEGHENY ENERGY INC                          X              8            960                  0         0
ALLEGHENY ENERGY INC                          X              8          1,080                  0         0
ALLEGHENY ENERGY INC                          X              6          1,300                  0         0
ALLEGHENY ENERGY INC                          X              8          1,436                  0         0
ALLEGHENY ENERGY INC                          X              5          1,900                  0         0
ALLEGHENY ENERGY INC                          X              8          2,450                  0         0
ALLERGAN INC                                  X              8            800                  0         0
ALLERGAN INC                                  X              8            800                  0         0
ALLERGAN INC                                  X              8            935                  0         0
ALLERGAN INC                                  X              7              0              1,100         0
ALLERGAN INC                                  X              8          1,140                  0         0
ALLERGAN INC                                  X              5          1,150                  0         0
ALLERGAN INC                                  X              8          1,301                  0         0
ALLERGAN INC                                  X              9          1,600                  0         0
ALLERGAN INC                                  X              8          1,882                  0         0
ALLERGAN INC                                  X              8          2,818                  0         0
ALLERGAN INC                                  X              5          4,272                  0         0
ALLERGAN INC                                  X              8          5,400                  0         0
ALLERGAN INC                                  X              8         12,050                  0         0
ALLIANCE DATA SYSTEMS CORP                    X              7              0                403         0
ALLIANCE DATA SYSTEMS CORP                    X              8          2,000                  0         0
ALLIANCE DATA SYSTEMS CORP                    X              8          5,300                  0         0
ALLIANT ENERGY CORP                           X              6            182                  0         0
ALLIANT ENERGY CORP                           X              9          1,300                  0         0
ALLIANT ENERGY CORP                           X              6              0              2,664         0
ALLIANT ENERGY CORP                           X              8          3,900                  0         0
ALLIANT ENERGY CORP                           X              8         10,000                  0         0
ALLIANT TECHSYSTEMS INC                       X                         1,025                  0         0
ALLIANT TECHSYSTEMS INC                       X              8          1,300                  0         0
ALLIANT TECHSYSTEMS INC                       X              8          3,960                  0         0
ALLIED WASTE INDS INC                         X              7            371                  0         0
ALLIED WASTE INDS INC                         X              8          2,230                  0         0
ALLIED WASTE INDS INC                         X              8          2,520                  0         0
ALLIED WASTE INDS INC                         X              8          3,170                  0         0
ALLIED WASTE INDS INC                         X              8          4,700                  0         0
ALLIED WASTE INDS INC                         X              5              0                  0     5,000
ALLSTATE CORP                                 X              8            400                  0         0
ALLSTATE CORP                                 X              8            550                  0         0
ALLSTATE CORP                                 X              8            650                  0         0
ALLSTATE CORP                                 X              7              0                960         0
ALLSTATE CORP                                 X              4          1,250                  0         0
ALLSTATE CORP                                 X              5          1,650                  0         0
ALLSTATE CORP                                 X              8          1,800                  0         0
ALLSTATE CORP                                 X              8          2,000                  0         0
ALLSTATE CORP                                 X              8          2,080                  0         0
ALLSTATE CORP                                 X              8          3,120                  0         0
ALLSTATE CORP                                 X              8          4,839                  0         0
ALLSTATE CORP                                 X              8          5,580                  0         0
ALLSTATE CORP                                 X              8          6,372                  0         0
ALLSTATE CORP                                 X              8          7,320                  0         0
ALLSTATE CORP                                 X              9          7,750                  0         0
ALLSTATE CORP                                 X              8         10,089                  0         0
ALLSTATE CORP                                 X              8         10,432                  0         0
ALLSTATE CORP                                 X              8         15,131                  0         0
ALLSTATE CORP                                 X              8         24,200                  0         0
ALLSTATE CORP                                 X              6         34,800                  0     2,900
ALLSTATE CORP                                 X              6         45,483              5,562     4,000
ALLSTATE CORP                                 X              5         57,994                  0     1,500
ALLSTATE CORP                                 X              5         60,600                  0         0
ALLSTATE CORP                                 X              8         66,710                  0         0
ALLTEL CORP                                   X                             0                105         0
ALLTEL CORP                                   X              8            420                  0         0
ALLTEL CORP                                   X              7            430                  0         0
ALLTEL CORP                                   X              8            450                  0         0
ALLTEL CORP                                   X              8          1,100                  0         0
ALLTEL CORP                                   X              8          1,180                  0         0
ALLTEL CORP                                   X              5          1,245                  0         0
ALLTEL CORP                                   X              5          1,836                  0         0
ALLTEL CORP                                   X              5          1,865                  0         0
ALLTEL CORP                                   X              8          2,327                  0         0
ALLTEL CORP                                   X              8          2,740                  0         0
ALLTEL CORP                                   X              8          3,152                  0         0
ALLTEL CORP                                   X              5          3,400                  0         0
ALLTEL CORP                                   X              9          3,450                  0         0
ALLTEL CORP                                   X              4          3,631                  0         0
ALLTEL CORP                                   X              6          3,928                  0        52
ALLTEL CORP                                   X              8          4,969                  0         0
ALLTEL CORP                                   X              8          7,389                  0         0
ALLTEL CORP                                   X              8         10,700                  0         0
ALLTEL CORP                                   X              6          4,222             14,650     1,900
ALLTEL CORP                                   X              8         28,410                  0         0
ALLTEL CORP                                   X              5         85,000                  0         0
ALTERA CORP                                   X              6              0                  0        90
ALTERA CORP                                   X              8            580                  0         0
ALTERA CORP                                   X              8            800                  0         0
ALTERA CORP                                   X              4          1,000                  0         0
ALTERA CORP                                   X              8          1,800                  0         0
ALTERA CORP                                   X              8          1,900                  0         0
ALTERA CORP                                   X              5          2,300                  0         0
ALTERA CORP                                   X              8          2,853                  0         0
ALTERA CORP                                   X              7          3,000                  0         0
ALTERA CORP                                   X              8          3,140                  0         0
ALTERA CORP                                   X              8          3,337                  0         0
ALTERA CORP                                   X              9          4,500                  0         0
ALTERA CORP                                   X              8          5,265                  0         0
ALTERA CORP                                   X                         5,821                  0         0
ALTERA CORP                                   X              8          5,923                  0         0
ALTERA CORP                                   X              8          7,885                  0         0
ALTERA CORP                                   X                         8,000                  0         0
ALTERA CORP                                   X              8         12,500                  0         0
ALTERA CORP                                   X              7         12,500                  0         0
ALTERA CORP                                   X              5         22,591                  0         0
ALTERA CORP                                   X              8         35,910                  0         0
ALTERA CORP                                   X              5         73,144                  0    12,000
AMAZON COM INC                                X                             0                185         0
AMAZON COM INC                                X              8            200                  0         0
AMAZON COM INC                                X                             0                  0       200
AMAZON COM INC                                X              5            210                  0         0
AMAZON COM INC                                X              5            240                  0         0
AMAZON COM INC                                X              8            310                  0         0
AMAZON COM INC                                X              8            450                  0         0
AMAZON COM INC                                X              5          1,000                  0         0
AMAZON COM INC                                X              8          1,100                  0         0
AMAZON COM INC                                X              8          1,200                  0         0
AMAZON COM INC                                X              8          1,500                  0         0
AMAZON COM INC                                X              5              0                  0     1,650
AMAZON COM INC                                X              7              0              2,146         0
AMAZON COM INC                                X              7          2,340                  0         0
AMAZON COM INC                                X              5          1,400                  0     2,055
AMAZON COM INC                                X              9          3,600                  0         0
AMAZON COM INC                                X              8          4,352                  0         0
AMAZON COM INC                                X              6          6,000                  0         0
AMAZON COM INC                                X              8         12,302                  0         0
AMAZON COM INC                                X              8         27,560                  0         0
AMAZON COM INC                                X              5        100,000                  0         0
AMBAC FINL GROUP INC                          X              7             30                  0         0
AMBAC FINL GROUP INC                          X              6              0                  0       240
AMBAC FINL GROUP INC                          X              5            300                  0         0
AMBAC FINL GROUP INC                          X              8            700                  0         0
AMBAC FINL GROUP INC                          X              8            710                  0         0
AMBAC FINL GROUP INC                          X              2            730                  0         0
AMBAC FINL GROUP INC                          X              8            748                  0         0
AMBAC FINL GROUP INC                          X              8            960                  0         0
AMBAC FINL GROUP INC                          X              8            972                  0         0
AMBAC FINL GROUP INC                          X              9          1,200                  0         0
AMBAC FINL GROUP INC                          X              8          1,511                  0         0
AMBAC FINL GROUP INC                          X              6          1,871                  0         0
AMBAC FINL GROUP INC                          X              5              0                  0     2,874
AMBAC FINL GROUP INC                          X              8          2,929                  0         0
AMBAC FINL GROUP INC                          X              8          3,600                  0         0
AMBAC FINL GROUP INC                          X              7              0              3,700         0
AMBAC FINL GROUP INC                          X              8         10,190                  0         0
AMERADA HESS CORP                             X              6            475                  0         0
AMERADA HESS CORP                             X              8            608                  0         0
AMERADA HESS CORP                             X              8            720                  0         0
AMERADA HESS CORP                             X              8            720                  0         0
AMERADA HESS CORP                             X              9            800                  0         0
AMERADA HESS CORP                             X              5            800                  0         0
AMERADA HESS CORP                             X              8          1,292                  0         0
AMERADA HESS CORP                             X              8          1,508                  0         0
AMERADA HESS CORP                             X                         1,800                  0         0
AMERADA HESS CORP                             X              8          2,300                  0         0
AMERADA HESS CORP                             X              8          6,090                  0         0
AMEREN CORP                                   X              7              0                160         0
AMEREN CORP                                   X              8          1,452                  0         0
AMEREN CORP                                   X              8          1,640                  0         0
AMEREN CORP                                   X              8          1,995                  0         0
AMEREN CORP                                   X              9          2,300                  0         0
AMEREN CORP                                   X              8          3,042                  0         0
AMEREN CORP                                   X              8          3,766                  0         0
AMEREN CORP                                   X              8          4,948                  0         0
AMEREN CORP                                   X              8          8,400                  0         0
AMEREN CORP                                   X              6         11,884              1,500     2,750
AMEREN CORP                                   X              8         17,940                  0         0
AMEREN CORP                                   X              6         35,138                600       456
AMEREN CORP                                   X              5         54,000                  0         0
AMEREN CORP                                   X              5        600,000                  0         0
AMERICAN CAPITAL STRATEGIES                   X              6         12,500                  0        83
AMERICAN CAPITAL STRATEGIES                   X              5         17,005                  0         0
AMERICAN CAPITAL STRATEGIES                   X              5         60,000                  0         0
AMERICAN ELEC PWR INC                         X              8            540                  0         0
AMERICAN ELEC PWR INC                         X              7              0                650         0
AMERICAN ELEC PWR INC                         X              8            800                  0         0
AMERICAN ELEC PWR INC                         X              6            360                  0       560
AMERICAN ELEC PWR INC                         X              8          1,900                  0         0
AMERICAN ELEC PWR INC                         X              8          2,000                  0         0
AMERICAN ELEC PWR INC                         X              8          2,757                  0         0
AMERICAN ELEC PWR INC                         X              8          3,330                  0         0
AMERICAN ELEC PWR INC                         X              8          3,749                  0         0
AMERICAN ELEC PWR INC                         X              6          4,845                  0         0
AMERICAN ELEC PWR INC                         X              9          5,000                  0         0
AMERICAN ELEC PWR INC                         X              7              0              5,200         0
AMERICAN ELEC PWR INC                         X              8          5,684                  0         0
AMERICAN ELEC PWR INC                         X              8          6,460                  0         0
AMERICAN ELEC PWR INC                         X              8          9,926                  0         0
AMERICAN ELEC PWR INC                         X              8         15,600                  0         0
AMERICAN ELEC PWR INC                         X              8         35,710                  0         0
AMERICAN ELEC PWR INC                         X              5        626,737                  0         0
AMERICAN EXPRESS CO                           X              7            160                  0         0
AMERICAN EXPRESS CO                           X              4            305                  0         0
AMERICAN EXPRESS CO                           X              8            600                  0         0
AMERICAN EXPRESS CO                           X              3            900                  0         0
AMERICAN EXPRESS CO                           X              8            920                  0         0
AMERICAN EXPRESS CO                           X              8          1,150                  0         0
AMERICAN EXPRESS CO                           X              2          1,200                  0         0
AMERICAN EXPRESS CO                           X              8          2,100                  0         0
AMERICAN EXPRESS CO                           X              7              0              2,200         0
AMERICAN EXPRESS CO                           X              5          2,400                  0         0
AMERICAN EXPRESS CO                           X              8          3,200                  0         0
AMERICAN EXPRESS CO                           X              8          3,540                  0         0
AMERICAN EXPRESS CO                           X              5          4,240                  0         0
AMERICAN EXPRESS CO                           X                         4,500                  0         0
AMERICAN EXPRESS CO                           X              5          4,670                  0         0
AMERICAN EXPRESS CO                           X              8          5,190                  0         0
AMERICAN EXPRESS CO                           X              8          8,372                  0         0
AMERICAN EXPRESS CO                           X              8          9,570                  0         0
AMERICAN EXPRESS CO                           X              8          9,830                  0         0
AMERICAN EXPRESS CO                           X              8         11,195                  0         0
AMERICAN EXPRESS CO                           X              5         13,961                  0         0
AMERICAN EXPRESS CO                           X              9         14,450                  0         0
AMERICAN EXPRESS CO                           X              8         17,871                  0         0
AMERICAN EXPRESS CO                           X              8         18,384                  0         0
AMERICAN EXPRESS CO                           X              6         23,462                  0     1,351
AMERICAN EXPRESS CO                           X              5         25,677                  0         0
AMERICAN EXPRESS CO                           X              8         26,634                  0         0
AMERICAN EXPRESS CO                           X              6         25,065              1,050     8,100
AMERICAN EXPRESS CO                           X              8         44,900                  0         0
AMERICAN EXPRESS CO                           X              8         46,600                  0         0
AMERICAN EXPRESS CO                           X              5        110,621                  0     2,650
AMERICAN EXPRESS CO                           X              8        119,360                  0         0
AMERICAN INTL GROUP INC                       X              3            104                  0         0
AMERICAN INTL GROUP INC                       X              5            225                  0         0
AMERICAN INTL GROUP INC                       X              5            732                  0         0
AMERICAN INTL GROUP INC                       X                             0              1,000         0
AMERICAN INTL GROUP INC                       X              8          1,000                  0         0
AMERICAN INTL GROUP INC                       X              8          1,740                  0         0
AMERICAN INTL GROUP INC                       X              7          1,892                  0         0
AMERICAN INTL GROUP INC                       X              8          1,900                  0         0
AMERICAN INTL GROUP INC                       X                         1,960                  0         0
AMERICAN INTL GROUP INC                       X              7              0              2,061         0
AMERICAN INTL GROUP INC                       X              8          2,500                  0         0
AMERICAN INTL GROUP INC                       X              5          3,700                  0         0
AMERICAN INTL GROUP INC                       X              4          7,156                  0         0
AMERICAN INTL GROUP INC                       X              8          7,250                  0         0
AMERICAN INTL GROUP INC                       X                         5,652              1,840         0
AMERICAN INTL GROUP INC                       X              8          7,860                  0         0
AMERICAN INTL GROUP INC                       X              8          7,890                  0         0
AMERICAN INTL GROUP INC                       X              7              0              8,400         0
AMERICAN INTL GROUP INC                       X              4          9,335                  0         0
AMERICAN INTL GROUP INC                       X                        11,245                  0         0
AMERICAN INTL GROUP INC                       X              8         15,010                  0         0
AMERICAN INTL GROUP INC                       X              8         18,567                  0         0
AMERICAN INTL GROUP INC                       X                        19,730                  0         0
AMERICAN INTL GROUP INC                       X              8         21,920                  0         0
AMERICAN INTL GROUP INC                       X              8         24,652                  0         0
AMERICAN INTL GROUP INC                       X              8         32,051                  0         0
AMERICAN INTL GROUP INC                       X              8         36,800                  0         0
AMERICAN INTL GROUP INC                       X              8         38,970                  0         0
AMERICAN INTL GROUP INC                       X              9         40,500                  0         0
AMERICAN INTL GROUP INC                       X              5         45,569                  0         0
AMERICAN INTL GROUP INC                       X              6         42,515              1,468    10,450
AMERICAN INTL GROUP INC                       X              8         58,479                  0         0
AMERICAN INTL GROUP INC                       X              5         58,990                  0         0
AMERICAN INTL GROUP INC                       X              8         95,100                  0         0
AMERICAN INTL GROUP INC                       X              7        110,397                  0         0
AMERICAN INTL GROUP INC                       X              5        132,636                  0     8,000
AMERICAN INTL GROUP INC                       X              5        184,076                  0     8,497
AMERICAN INTL GROUP INC                       X              6        180,778                  0    24,360
AMERICAN INTL GROUP INC                       X              8        249,490                  0         0
AMERICAN INTL GROUP INC                       X              5        269,509                  0         0
AMERICAN INTL GROUP INC                       X              5        540,000                  0         0
AMERICAN INTL GROUP INC                       X              7              0            751,200         0
AMERICAN PWR CONVERSION CORP                  X              6            400                  0         0
AMERICAN PWR CONVERSION CORP                  X              8          1,340                  0         0
AMERICAN PWR CONVERSION CORP                  X              8          1,590                  0         0
AMERICAN PWR CONVERSION CORP                  X              8          1,900                  0         0
AMERICAN PWR CONVERSION CORP                  X              9          2,300                  0         0
AMERICAN PWR CONVERSION CORP                  X              8          2,906                  0         0
AMERICAN PWR CONVERSION CORP                  X              8          4,794                  0         0
AMERICAN PWR CONVERSION CORP                  X              8          6,400                  0         0
AMERICAN PWR CONVERSION CORP                  X              4          8,832                  0         0
AMERICAN PWR CONVERSION CORP                  X              8         20,780                  0         0
AMERICAN STD COS INC DEL                      X              6              0                  0        30
AMERICAN STD COS INC DEL                      X              8            510                  0         0
AMERICAN STD COS INC DEL                      X              8            650                  0         0
AMERICAN STD COS INC DEL                      X              8          1,300                  0         0
AMERICAN STD COS INC DEL                      X              8          1,590                  0         0
AMERICAN STD COS INC DEL                      X              8          1,807                  0         0
AMERICAN STD COS INC DEL                      X              8          2,150                  0         0
AMERICAN STD COS INC DEL                      X              9          2,600                  0         0
AMERICAN STD COS INC DEL                      X              8          3,040                  0         0
AMERICAN STD COS INC DEL                      X              8          4,547                  0         0
AMERICAN STD COS INC DEL                      X                         5,030                  0         0
AMERICAN STD COS INC DEL                      X              6            200                  0     5,525
AMERICAN STD COS INC DEL                      X              7              0              6,100         0
AMERICAN STD COS INC DEL                      X              8          7,200                  0         0
AMERICAN STD COS INC DEL                      X              8         20,420                  0         0
AMERICAN TOWER CORP                           X              7            216                  0         0
AMERICAN TOWER CORP                           X              9          2,700                  0         0
AMERICAN TOWER CORP                           X              8          7,500                  0         0
AMERICAN TOWER CORP                           X              8         20,600                  0         0
AMGEN INC                                     X                             0                  0        78
AMGEN INC                                     X                           200                  0         0
AMGEN INC                                     X              8            590                  0         0
AMGEN INC                                     X              8            920                  0         0
AMGEN INC                                     X                           750                325         0
AMGEN INC                                     X              8          1,200                  0         0
AMGEN INC                                     X              8          1,400                  0         0
AMGEN INC                                     X              7              0              1,400         0
AMGEN INC                                     X              7              0              1,580         0
AMGEN INC                                     X              7              0              2,874         0
AMGEN INC                                     X              4          3,196                  0         0
AMGEN INC                                     X              8          3,350                  0         0
AMGEN INC                                     X              8          3,710                  0         0
AMGEN INC                                     X              8          3,850                  0         0
AMGEN INC                                     X              8          4,500                  0         0
AMGEN INC                                     X              5          8,700                  0         0
AMGEN INC                                     X              8          8,896                  0         0
AMGEN INC                                     X              8          8,900                  0         0
AMGEN INC                                     X                        10,000                  0         0
AMGEN INC                                     X              8         10,520                  0         0
AMGEN INC                                     X              8         11,727                  0         0
AMGEN INC                                     X                        11,969                  0         0
AMGEN INC                                     X              8         16,453                  0         0
AMGEN INC                                     X              6         13,007                  0     3,894
AMGEN INC                                     X              8         18,696                  0         0
AMGEN INC                                     X              7         18,813                  0         0
AMGEN INC                                     X              8         19,980                  0         0
AMGEN INC                                     X              9         23,400                  0         0
AMGEN INC                                     X              8         28,047                  0         0
AMGEN INC                                     X              5         34,480                  0         0
AMGEN INC                                     X              4         36,866                  0         0
AMGEN INC                                     X              8         46,300                  0         0
AMGEN INC                                     X              5         51,555                  0        75
AMGEN INC                                     X              6         37,632                  0    18,915
AMGEN INC                                     X              5         62,755                  0         0
AMGEN INC                                     X              5         76,018                  0         0
AMGEN INC                                     X              8        123,180                  0         0
AMGEN INC                                     X              5        120,869                  0    11,649
AMPHENOL CORP NEW                             X              6              0                  0        25
AMPHENOL CORP NEW                             X              9          1,000                  0         0
AMPHENOL CORP NEW                             X              8          3,000                  0         0
AMPHENOL CORP NEW                             X              8          3,000                  0         0
AMPHENOL CORP NEW                             X              6              0                  0     5,610
AMPHENOL CORP NEW                             X              8          7,700                  0         0
AMSOUTH BANCORPORATION                        X              8          2,641                  0         0
AMSOUTH BANCORPORATION                        X              8          3,000                  0         0
AMSOUTH BANCORPORATION                        X              8          3,500                  0         0
AMSOUTH BANCORPORATION                        X              9          4,300                  0         0
AMSOUTH BANCORPORATION                        X              8          5,067                  0         0
AMSOUTH BANCORPORATION                        X              8          6,000                  0         0
AMSOUTH BANCORPORATION                        X              8          9,633                  0         0
AMSOUTH BANCORPORATION                        X              8         14,500                  0         0
AMSOUTH BANCORPORATION                        X              8         30,910                  0         0
AMSOUTH BANCORPORATION                        X              6         32,082                  0    13,298
AMSOUTH BANCORPORATION                        X              6         19,373             12,524    42,316
AMSOUTH BANCORPORATION                        X              5        450,000                  0         0
AMYLIN PHARMACEUTICALS INC                    X                             0                  0       100
AMYLIN PHARMACEUTICALS INC                    X              5            450                  0         0
AMYLIN PHARMACEUTICALS INC                    X              5              0                  0    10,185
ANADARKO PETE CORP                            X              8            200                  0         0
ANADARKO PETE CORP                            X              8            250                  0         0
ANADARKO PETE CORP                            X              8            270                  0         0
ANADARKO PETE CORP                            X              4            330                  0         0
ANADARKO PETE CORP                            X              8            850                  0         0
ANADARKO PETE CORP                            X                           889                  0         0
ANADARKO PETE CORP                            X              6              0              1,000         0
ANADARKO PETE CORP                            X              8          1,000                  0         0
ANADARKO PETE CORP                            X              8          1,692                  0         0
ANADARKO PETE CORP                            X              5          1,715                  0         0
ANADARKO PETE CORP                            X              8          1,976                  0         0
ANADARKO PETE CORP                            X              7          2,040                  0         0
ANADARKO PETE CORP                            X              8          2,259                  0         0
ANADARKO PETE CORP                            X                         2,293                  0         0
ANADARKO PETE CORP                            X              6          2,299                  0         0
ANADARKO PETE CORP                            X              5          2,400                  0         0
ANADARKO PETE CORP                            X              9          2,850                  0         0
ANADARKO PETE CORP                            X              8          3,527                  0         0
ANADARKO PETE CORP                            X              8          5,338                  0         0
ANADARKO PETE CORP                            X              8          8,700                  0         0
ANADARKO PETE CORP                            X              8         24,340                  0         0
ANADARKO PETE CORP                            X              5         23,569                  0    21,105
ANALOG DEVICES INC                            X              8            300                  0         0
ANALOG DEVICES INC                            X              8            470                  0         0
ANALOG DEVICES INC                            X              8            650                  0         0
ANALOG DEVICES INC                            X              8          1,500                  0         0
ANALOG DEVICES INC                            X              8          1,600                  0         0
ANALOG DEVICES INC                            X              8          1,900                  0         0
ANALOG DEVICES INC                            X              8          2,735                  0         0
ANALOG DEVICES INC                            X              7              0              3,000         0
ANALOG DEVICES INC                            X              8          3,190                  0         0
ANALOG DEVICES INC                            X              8          3,304                  0         0
ANALOG DEVICES INC                            X              8          3,636                  0         0
ANALOG DEVICES INC                            X                         4,252                  0         0
ANALOG DEVICES INC                            X              9          4,650                  0         0
ANALOG DEVICES INC                            X              8          5,401                  0         0
ANALOG DEVICES INC                            X              8          6,160                  0         0
ANALOG DEVICES INC                            X              8          7,691                  0         0
ANALOG DEVICES INC                            X              8         14,700                  0         0
ANALOG DEVICES INC                            X              8         34,950                  0         0
ANGLOGOLD ASHANTI LTD                         X                             0                 15         0
ANGLOGOLD ASHANTI LTD                         X                             0                 30         0
ANGLOGOLD ASHANTI LTD                         X              7              0                 93         0
ANGLOGOLD ASHANTI LTD                         X              5            330                  0         0
ANGLOGOLD ASHANTI LTD                         X              7            406                  0         0
ANGLOGOLD ASHANTI LTD                         X              5            580                  0         0
ANGLOGOLD ASHANTI LTD                         X              5          1,000                  0         0
ANGLOGOLD ASHANTI LTD                         X              7          1,034                  0         0
ANGLOGOLD ASHANTI LTD                         X              5              0                  0     2,650
ANGLOGOLD ASHANTI LTD                         X              8         14,200                  0         0
ANHEUSER BUSCH COS INC                        X              8            400                  0         0
ANHEUSER BUSCH COS INC                        X              8            680                  0         0
ANHEUSER BUSCH COS INC                        X                           700                  0         0
ANHEUSER BUSCH COS INC                        X              8            810                  0         0
ANHEUSER BUSCH COS INC                        X              8            850                  0         0
ANHEUSER BUSCH COS INC                        X              5            910                  0         0
ANHEUSER BUSCH COS INC                        X              4          1,825                  0         0
ANHEUSER BUSCH COS INC                        X              8          2,250                  0         0
ANHEUSER BUSCH COS INC                        X              5          2,700                  0         0
ANHEUSER BUSCH COS INC                        X              8          2,850                  0         0
ANHEUSER BUSCH COS INC                        X              8          4,670                  0         0
ANHEUSER BUSCH COS INC                        X              8          5,586                  0         0
ANHEUSER BUSCH COS INC                        X              8          6,440                  0         0
ANHEUSER BUSCH COS INC                        X              8          7,352                  0         0
ANHEUSER BUSCH COS INC                        X              9          9,300                  0         0
ANHEUSER BUSCH COS INC                        X              8         10,977                  0         0
ANHEUSER BUSCH COS INC                        X              8         11,754                  0         0
ANHEUSER BUSCH COS INC                        X              7         12,020                  0         0
ANHEUSER BUSCH COS INC                        X              5         12,718                  0       400
ANHEUSER BUSCH COS INC                        X              5         13,158                  0         0
ANHEUSER BUSCH COS INC                        X              6          6,234                800     6,850
ANHEUSER BUSCH COS INC                        X              8         17,789                  0         0
ANHEUSER BUSCH COS INC                        X              5         22,853                  0         0
ANHEUSER BUSCH COS INC                        X              8         27,800                  0         0
ANHEUSER BUSCH COS INC                        X              6         33,185                  0     1,984
ANHEUSER BUSCH COS INC                        X              8         75,700                  0         0
ANNALY MTG MGMT INC                           X              4            300                  0         0
ANNALY MTG MGMT INC                           X              6          1,075                  0         0
ANNALY MTG MGMT INC                           X              5          1,500                  0         0
ANNALY MTG MGMT INC                           X              7          2,800                  0         0
ANNALY MTG MGMT INC                           X              5              0                  0     3,600
ANNALY MTG MGMT INC                           X              6         21,200                  0         0
ANWORTH MORTGAGE ASSET CP                     X              7          4,500                  0         0
ANWORTH MORTGAGE ASSET CP                     X              5          5,000                  0         0
ANWORTH MORTGAGE ASSET CP                     X              6         12,500                  0         0
AON CORP                                      X                             0                200         0
AON CORP                                      X              7              0                700         0
AON CORP                                      X              8          1,600                  0         0
AON CORP                                      X              8          1,600                  0         0
AON CORP                                      X              8          2,514                  0         0
AON CORP                                      X              8          2,626                  0         0
AON CORP                                      X              8          2,700                  0         0
AON CORP                                      X              4          2,795                  0         0
AON CORP                                      X              5          3,300                  0         0
AON CORP                                      X              9          3,700                  0         0
AON CORP                                      X              8          4,116                  0         0
AON CORP                                      X              8          4,502                  0         0
AON CORP                                      X              8          8,298                  0         0
AON CORP                                      X              8         10,500                  0         0
AON CORP                                      X              8         11,200                  0         0
AON CORP                                      X              8         30,950                  0         0
AON CORP                                      X              5         60,127                  0         0
AON CORP                                      X              6              0                  0    61,877
APACHE CORP                                   X              6             20                  0        63
APACHE CORP                                   X              8            300                  0         0
APACHE CORP                                   X              8            320                  0         0
APACHE CORP                                   X              8            350                  0         0
APACHE CORP                                   X                           500                  0         0
APACHE CORP                                   X              7            712                  0         0
APACHE CORP                                   X              4            727                  0         0
APACHE CORP                                   X              8          1,100                  0         0
APACHE CORP                                   X              8          1,180                  0         0
APACHE CORP                                   X              5          2,000                  0         0
APACHE CORP                                   X              8          2,414                  0         0
APACHE CORP                                   X              7              0              2,548         0
APACHE CORP                                   X              8          2,676                  0         0
APACHE CORP                                   X                         3,000                  0         0
APACHE CORP                                   X              8          3,208                  0         0
APACHE CORP                                   X              5          3,646                  0         0
APACHE CORP                                   X              9          3,700                  0         0
APACHE CORP                                   X                         3,910                  0         0
APACHE CORP                                   X              8          4,893                  0         0
APACHE CORP                                   X              8          5,100                  0         0
APACHE CORP                                   X              4          5,800                  0         0
APACHE CORP                                   X              5          6,100                  0         0
APACHE CORP                                   X              8          7,457                  0         0
APACHE CORP                                   X              8         12,500                  0         0
APACHE CORP                                   X              2         25,471                  0         0
APACHE CORP                                   X              5         30,500                  0         0
APACHE CORP                                   X              8         31,390                  0         0
APACHE CORP                                   X              5         35,785                  0     1,275
APACHE CORP                                   X              5        129,069                  0         0
APOLLO GROUP INC                              X              7             40                  0         0
APOLLO GROUP INC                              X              8            230                  0         0
APOLLO GROUP INC                              X              8            350                  0         0
APOLLO GROUP INC                              X              7              0                546         0
APOLLO GROUP INC                              X              8            800                  0         0
APOLLO GROUP INC                              X              8            800                  0         0
APOLLO GROUP INC                              X                         1,173                  0         0
APOLLO GROUP INC                              X              8          1,193                  0         0
APOLLO GROUP INC                              X              8          1,430                  0         0
APOLLO GROUP INC                              X              8          1,568                  0         0
APOLLO GROUP INC                              X              8          2,035                  0         0
APOLLO GROUP INC                              X              9          2,600                  0         0
APOLLO GROUP INC                              X              8          2,640                  0         0
APOLLO GROUP INC                              X              5          4,015                  0         0
APOLLO GROUP INC                              X              8          4,260                  0         0
APOLLO GROUP INC                              X              8          7,118                  0         0
APOLLO GROUP INC                              X              8         17,830                  0         0
APOLLO GROUP INC                              X              5         90,000                  0         0
APPLE COMPUTER INC                            X              8            400                  0         0
APPLE COMPUTER INC                            X              3            418                  0         0
APPLE COMPUTER INC                            X              6            401                  0        95
APPLE COMPUTER INC                            X              8            500                  0         0
APPLE COMPUTER INC                            X              8            500                  0         0
APPLE COMPUTER INC                            X              8            650                  0         0
APPLE COMPUTER INC                            X              8            800                  0         0
APPLE COMPUTER INC                            X              7              0                900         0
APPLE COMPUTER INC                            X              5          1,100                  0         0
APPLE COMPUTER INC                            X              7              0              1,400         0
APPLE COMPUTER INC                            X              5          2,000                  0         0
APPLE COMPUTER INC                            X              5          2,124                  0         0
APPLE COMPUTER INC                            X              8          2,250                  0         0
APPLE COMPUTER INC                            X              8          2,450                  0         0
APPLE COMPUTER INC                            X              5          3,000                  0         0
APPLE COMPUTER INC                            X              4          4,050                  0         0
APPLE COMPUTER INC                            X              8          5,870                  0         0
APPLE COMPUTER INC                            X              8          6,780                  0         0
APPLE COMPUTER INC                            X              5          6,390                  0       400
APPLE COMPUTER INC                            X              8          6,940                  0         0
APPLE COMPUTER INC                            X                         7,660                  0         0
APPLE COMPUTER INC                            X              8          7,882                  0         0
APPLE COMPUTER INC                            X                         8,000                  0         0
APPLE COMPUTER INC                            X              9          9,000                  0         0
APPLE COMPUTER INC                            X              8         11,322                  0         0
APPLE COMPUTER INC                            X              7         12,076                  0         0
APPLE COMPUTER INC                            X              8         12,374                  0         0
APPLE COMPUTER INC                            X              8         18,546                  0         0
APPLE COMPUTER INC                            X              6          1,000                  0    18,780
APPLE COMPUTER INC                            X              8         19,981                  0         0
APPLE COMPUTER INC                            X              5         15,730                  0     4,860
APPLE COMPUTER INC                            X              8         25,107                  0         0
APPLE COMPUTER INC                            X              8         27,711                  0         0
APPLE COMPUTER INC                            X              8         29,100                  0         0
APPLE COMPUTER INC                            X              5         49,587                  0         0
APPLE COMPUTER INC                            X              8         75,640                  0         0
APPLERA CORP                                  X              4            110                  0         0
APPLERA CORP                                  X              7            145                  0         0
APPLERA CORP                                  X              8          1,350                  0         0
APPLERA CORP                                  X              8          1,600                  0         0
APPLERA CORP                                  X              8          1,670                  0         0
APPLERA CORP                                  X              9          2,300                  0         0
APPLERA CORP                                  X              5          2,300                  0         0
APPLERA CORP                                  X              8          3,010                  0         0
APPLERA CORP                                  X              8          3,847                  0         0
APPLERA CORP                                  X                         5,017                  0         0
APPLERA CORP                                  X              8          5,575                  0         0
APPLERA CORP                                  X              8          6,500                  0         0
APPLERA CORP                                  X              8         18,240                  0         0
APPLIED MATLS INC                             X              3            134                  0         0
APPLIED MATLS INC                             X              6              0                  0       560
APPLIED MATLS INC                             X              5            800                  0         0
APPLIED MATLS INC                             X              8          1,100                  0         0
APPLIED MATLS INC                             X              2          1,300                  0         0
APPLIED MATLS INC                             X              8          1,520                  0         0
APPLIED MATLS INC                             X              8          1,700                  0         0
APPLIED MATLS INC                             X              5          1,780                  0         0
APPLIED MATLS INC                             X              8          2,500                  0         0
APPLIED MATLS INC                             X              5          2,860                  0         0
APPLIED MATLS INC                             X                         4,800                  0         0
APPLIED MATLS INC                             X              8          4,900                  0         0
APPLIED MATLS INC                             X              8          5,060                  0         0
APPLIED MATLS INC                             X              8          5,350                  0         0
APPLIED MATLS INC                             X              8          5,700                  0         0
APPLIED MATLS INC                             X              8          6,300                  0         0
APPLIED MATLS INC                             X              4          6,580                  0         0
APPLIED MATLS INC                             X              8          7,420                  0         0
APPLIED MATLS INC                             X              5          8,400                  0         0
APPLIED MATLS INC                             X              8         11,524                  0         0
APPLIED MATLS INC                             X              8         13,840                  0         0
APPLIED MATLS INC                             X              8         15,723                  0         0
APPLIED MATLS INC                             X                        17,468                  0         0
APPLIED MATLS INC                             X              8         17,840                  0         0
APPLIED MATLS INC                             X              9         20,450                  0         0
APPLIED MATLS INC                             X              8         20,947                  0         0
APPLIED MATLS INC                             X              8         22,213                  0         0
APPLIED MATLS INC                             X              8         25,062                  0         0
APPLIED MATLS INC                             X              5         25,501                  0         0
APPLIED MATLS INC                             X              8         25,560                  0         0
APPLIED MATLS INC                             X              8         26,004                  0         0
APPLIED MATLS INC                             X              7         28,134                  0         0
APPLIED MATLS INC                             X              6         29,300                  0         0
APPLIED MATLS INC                             X              5         23,587                  0     6,000
APPLIED MATLS INC                             X              8         33,557                  0         0
APPLIED MATLS INC                             X              8         40,839                  0         0
APPLIED MATLS INC                             X              8         62,100                  0         0
APPLIED MATLS INC                             X              5        101,207                  0         0
APPLIED MATLS INC                             X              8        155,030                  0         0
ARACRUZ CELULOSE S A                          X              6            525                  0         0
ARACRUZ CELULOSE S A                          X              8         16,100                  0         0
ARAMARK CORP                                  X              7            260                  0         0
ARAMARK CORP                                  X                         2,735                  0         0
ARAMARK CORP                                  X              4          4,626                  0         0
ARCH COAL INC                                 X              6            350                  0         0
ARCH COAL INC                                 X                         4,000                  0         0
ARCHER DANIELS MIDLAND CO                     X              6            231                  0         0
ARCHER DANIELS MIDLAND CO                     X              8          1,250                  0         0
ARCHER DANIELS MIDLAND CO                     X              7              0              1,772         0
ARCHER DANIELS MIDLAND CO                     X              8          3,000                  0         0
ARCHER DANIELS MIDLAND CO                     X              8          3,100                  0         0
ARCHER DANIELS MIDLAND CO                     X              8          4,463                  0         0
ARCHER DANIELS MIDLAND CO                     X              5          4,500                  0         0
ARCHER DANIELS MIDLAND CO                     X              6              0              5,031         0
ARCHER DANIELS MIDLAND CO                     X              8          5,176                  0         0
ARCHER DANIELS MIDLAND CO                     X              8          5,350                  0         0
ARCHER DANIELS MIDLAND CO                     X              8          6,071                  0         0
ARCHER DANIELS MIDLAND CO                     X              9          7,800                  0         0
ARCHER DANIELS MIDLAND CO                     X              8          9,346                  0         0
ARCHER DANIELS MIDLAND CO                     X              8         14,860                  0         0
ARCHER DANIELS MIDLAND CO                     X              8         25,700                  0         0
ARCHER DANIELS MIDLAND CO                     X              5         37,814                  0         0
ARCHER DANIELS MIDLAND CO                     X              8         61,820                  0         0
ARCHER DANIELS MIDLAND CO                     X              5         99,971                  0    18,000
ARCHSTONE SMITH TR                            X              8          1,380                  0         0
ARCHSTONE SMITH TR                            X              8          1,700                  0         0
ARCHSTONE SMITH TR                            X              8          1,800                  0         0
ARCHSTONE SMITH TR                            X              8          2,800                  0         0
ARCHSTONE SMITH TR                            X              8          3,000                  0         0
ARCHSTONE SMITH TR                            X              8         18,300                  0         0
ARGOSY GAMING CO                              X              9         41,900                  0         0
ARGOSY GAMING CO                              X              9         69,300                  0         0
ARROW ELECTRS INC                             X              7            420                  0         0
ARROW ELECTRS INC                             X              4            900                  0         0
ARROW ELECTRS INC                             X              9          1,300                  0         0
ARROW ELECTRS INC                             X              8          3,800                  0         0
ARROW ELECTRS INC                             X              7              0              4,800         0
ARROW ELECTRS INC                             X              8          9,280                  0         0
ASK JEEVES INC                                X              5            200                  0         0
ASK JEEVES INC                                X              9         35,300                  0         0
ASK JEEVES INC                                X              9         47,300                  0         0
ASPEN TECHNOLOGY INC                          X              7         20,000                  0         0
ASSOCIATED BANC CORP                          X              9          1,600                  0         0
ASSOCIATED BANC CORP                          X              8          4,300                  0         0
ASSOCIATED BANC CORP                          X              8         11,280                  0         0
ASTORIA FINL CORP                             X              9          1,350                  0         0
ASTORIA FINL CORP                             X              8          3,750                  0         0
ASTORIA FINL CORP                             X              8         12,855                  0         0
ASTRAZENECA PLC                               X              7             90                  0         0
ASTRAZENECA PLC                               X              4            280                  0         0
ASTRAZENECA PLC                               X              6          1,000                  0         0
ASTRAZENECA PLC                               X              5          2,750                  0         0
ASTRAZENECA PLC                               X              7              0              3,495         0
ASTRAZENECA PLC                               X              5         27,200                  0         0
ATMEL CORP                                    X              6            200                  0         0
ATMEL CORP                                    X              7          5,100                  0         0
ATMEL CORP                                    X              5          4,400                  0     7,000
AUTODESK INC                                  X              4             65                  0         0
AUTODESK INC                                  X                             0                 80         0
AUTODESK INC                                  X              8            450                  0         0
AUTODESK INC                                  X              8          1,000                  0         0
AUTODESK INC                                  X              8          1,100                  0         0
AUTODESK INC                                  X              5          1,400                  0         0
AUTODESK INC                                  X              8          1,600                  0         0
AUTODESK INC                                  X              7              0              1,600         0
AUTODESK INC                                  X              8          1,800                  0         0
AUTODESK INC                                  X              8          1,900                  0         0
AUTODESK INC                                  X              8          2,000                  0         0
AUTODESK INC                                  X                         2,194                  0         0
AUTODESK INC                                  X              8          2,300                  0         0
AUTODESK INC                                  X              9          2,800                  0         0
AUTODESK INC                                  X              8          3,296                  0         0
AUTODESK INC                                  X              8          5,104                  0         0
AUTODESK INC                                  X              8          5,400                  0         0
AUTODESK INC                                  X              8          7,700                  0         0
AUTODESK INC                                  X              8         20,800                  0         0
AUTODESK INC                                  X              5         34,375                  0       400
AUTOLIV INC                                   X              9          1,100                  0         0
AUTOLIV INC                                   X              8          3,100                  0         0
AUTOLIV INC                                   X              8          8,000                  0         0
AUTOMATIC DATA PROCESSING IN                  X              3             68                  0         0
AUTOMATIC DATA PROCESSING IN                  X              7             90                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8            600                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8            650                  0         0
AUTOMATIC DATA PROCESSING IN                  X              7              0                677         0
AUTOMATIC DATA PROCESSING IN                  X              8          1,700                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8          1,750                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8          1,756                  0         0
AUTOMATIC DATA PROCESSING IN                  X              5          2,560                  0         0
AUTOMATIC DATA PROCESSING IN                  X              4          2,776                  0         0
AUTOMATIC DATA PROCESSING IN                  X                         3,000                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8          3,930                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8          4,157                  0         0
AUTOMATIC DATA PROCESSING IN                  X              5          4,200                  0         0
AUTOMATIC DATA PROCESSING IN                  X                         4,294                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8          4,920                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8          5,577                  0         0
AUTOMATIC DATA PROCESSING IN                  X              9          6,700                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8          7,253                  0         0
AUTOMATIC DATA PROCESSING IN                  X              7              0              7,400         0
AUTOMATIC DATA PROCESSING IN                  X              8          8,667                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8          9,667                  0         0
AUTOMATIC DATA PROCESSING IN                  X              5         11,760                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8         13,296                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8         21,300                  0         0
AUTOMATIC DATA PROCESSING IN                  X              5         25,000                  0         0
AUTOMATIC DATA PROCESSING IN                  X              8         55,360                  0         0
AUTOMATIC DATA PROCESSING IN                  X              6         46,709                  0    12,270
AUTOMATIC DATA PROCESSING IN                  X              6         35,950              8,000    34,325
AUTOMATIC DATA PROCESSING IN                  X              5        120,940                  0         0
AUTOMATIC DATA PROCESSING IN                  X              5         49,661                  0   242,784
AUTOZONE INC                                  X              7              0                215         0
AUTOZONE INC                                  X              5            500                  0         0
AUTOZONE INC                                  X              8            552                  0         0
AUTOZONE INC                                  X              8            560                  0         0
AUTOZONE INC                                  X              8            574                  0         0
AUTOZONE INC                                  X              9            700                  0         0
AUTOZONE INC                                  X              8          1,092                  0         0
AUTOZONE INC                                  X              8          1,280                  0         0
AUTOZONE INC                                  X                         1,695                  0         0
AUTOZONE INC                                  X              8          1,808                  0         0
AUTOZONE INC                                  X              8          2,000                  0         0
AUTOZONE INC                                  X              8          3,700                  0         0
AUTOZONE INC                                  X              8          6,760                  0         0
AUTOZONE INC                                  X              5        450,000                  0         0
AVAYA INC                                     X              5             22                  0         0
AVAYA INC                                     X              5             22                  0         0
AVAYA INC                                     X              4             86                  0         0
AVAYA INC                                     X                           188                  0         0
AVAYA INC                                     X              7            274                  0         0
AVAYA INC                                     X              5            333                  0         0
AVAYA INC                                     X              7              0                465         0
AVAYA INC                                     X              7          1,705                  0         0
AVAYA INC                                     X              8          2,000                  0         0
AVAYA INC                                     X              8          2,000                  0         0
AVAYA INC                                     X              8          3,420                  0         0
AVAYA INC                                     X              8          3,580                  0         0
AVAYA INC                                     X              8          5,080                  0         0
AVAYA INC                                     X              6          5,620                  0         0
AVAYA INC                                     X              5          5,900                  0         0
AVAYA INC                                     X              8          6,200                  0         0
AVAYA INC                                     X              8          6,300                  0         0
AVAYA INC                                     X              8          6,961                  0         0
AVAYA INC                                     X              5          6,978                  0       102
AVAYA INC                                     X              8         15,100                  0         0
AVAYA INC                                     X              8         17,613                  0         0
AVAYA INC                                     X              5         29,127                  0         0
AVAYA INC                                     X              8         40,800                  0         0
AVAYA INC                                     X              9         57,300                  0         0
AVAYA INC                                     X              4         97,070                  0         0
AVERY DENNISON CORP                           X              8            708                  0         0
AVERY DENNISON CORP                           X              8            870                  0         0
AVERY DENNISON CORP                           X              8            964                  0         0
AVERY DENNISON CORP                           X              9          1,400                  0         0
AVERY DENNISON CORP                           X              5          1,400                  0         0
AVERY DENNISON CORP                           X              8          1,592                  0         0
AVERY DENNISON CORP                           X                         2,164                  0         0
AVERY DENNISON CORP                           X              8          2,516                  0         0
AVERY DENNISON CORP                           X              8          2,640                  0         0
AVERY DENNISON CORP                           X              8          3,700                  0         0
AVERY DENNISON CORP                           X              6          4,664                  0       232
AVERY DENNISON CORP                           X              6            875              5,000         0
AVERY DENNISON CORP                           X              8         11,360                  0         0
AVNET INC                                     X              8          4,000                  0         0
AVNET INC                                     X              8         10,610                  0         0
AVON PRODS INC                                X              7             90                  0         0
AVON PRODS INC                                X              8            500                  0         0
AVON PRODS INC                                X              8            520                  0         0
AVON PRODS INC                                X              7              0              1,000         0
AVON PRODS INC                                X              8          1,650                  0         0
AVON PRODS INC                                X              8          1,720                  0         0
AVON PRODS INC                                X              5          2,100                  0         0
AVON PRODS INC                                X              8          2,200                  0         0
AVON PRODS INC                                X              8          2,400                  0         0
AVON PRODS INC                                X              8          2,900                  0         0
AVON PRODS INC                                X              8          3,102                  0         0
AVON PRODS INC                                X              8          3,940                  0         0
AVON PRODS INC                                X              6          4,000                  0        82
AVON PRODS INC                                X              8          4,572                  0         0
AVON PRODS INC                                X              7              0              4,675         0
AVON PRODS INC                                X              5          4,900                  0         0
AVON PRODS INC                                X              9          5,350                  0         0
AVON PRODS INC                                X              7              0              5,600         0
AVON PRODS INC                                X              8          7,194                  0         0
AVON PRODS INC                                X              8          7,470                  0         0
AVON PRODS INC                                X                        10,000                  0         0
AVON PRODS INC                                X              8         10,806                  0         0
AVON PRODS INC                                X              8         16,500                  0         0
AVON PRODS INC                                X              6          1,050                  0    16,960
AVON PRODS INC                                X              8         23,112                  0         0
AVON PRODS INC                                X              8         25,507                  0         0
AVON PRODS INC                                X              5         28,616                  0         0
AVON PRODS INC                                X              8         38,856                  0         0
AVON PRODS INC                                X              8         44,300                  0         0
AVON PRODS INC                                X              5         42,882                  0     1,612
AXA                                           X              6              0                  0       159
AXA                                           X              5            708                  0         0
AXA                                           X              5            944                  0         0
AXA                                           X              7          1,310                  0         0
AXA                                           X              4          1,365                  0         0
AXA                                           X              7              0              1,442         0
AXA                                           X              4          5,875                  0         0
BB&T CORP                                     X              8            710                  0         0
BB&T CORP                                     X              8            800                  0         0
BB&T CORP                                     X              8          2,000                  0         0
BB&T CORP                                     X              8          2,180                  0         0
BB&T CORP                                     X              8          3,975                  0         0
BB&T CORP                                     X              8          4,390                  0         0
BB&T CORP                                     X              8          4,490                  0         0
BB&T CORP                                     X              4          4,700                  0         0
BB&T CORP                                     X              8          5,231                  0         0
BB&T CORP                                     X              9          6,550                  0         0
BB&T CORP                                     X              8          6,900                  0         0
BB&T CORP                                     X              6          7,000                  0         0
BB&T CORP                                     X              8          8,206                  0         0
BB&T CORP                                     X              5          8,942                  0         0
BB&T CORP                                     X              5         11,387                  0         0
BB&T CORP                                     X              8         13,214                  0         0
BB&T CORP                                     X              8         19,700                  0         0
BB&T CORP                                     X              8         51,419                  0         0
BJ SVCS CO                                    X              8            280                  0         0
BJ SVCS CO                                    X              8            400                  0         0
BJ SVCS CO                                    X              8          1,000                  0         0
BJ SVCS CO                                    X              8          1,000                  0         0
BJ SVCS CO                                    X              8          1,143                  0         0
BJ SVCS CO                                    X              8          1,364                  0         0
BJ SVCS CO                                    X              8          1,380                  0         0
BJ SVCS CO                                    X              7              0              2,000         0
BJ SVCS CO                                    X              8          2,256                  0         0
BJ SVCS CO                                    X              9          2,500                  0         0
BJ SVCS CO                                    X                         4,407                  0         0
BJ SVCS CO                                    X              8          5,094                  0         0
BJ SVCS CO                                    X              7              0              5,265         0
BJ SVCS CO                                    X              8          5,400                  0         0
BJ SVCS CO                                    X              8         14,040                  0         0
BJ SVCS CO                                    X              5         17,687                  0     1,600
BP PLC                                        X                             0                173         0
BP PLC                                        X              7              0                525         0
BP PLC                                        X              5            620                  0         0
BP PLC                                        X              5            750                  0         0
BP PLC                                        X              5            867                  0       890
BP PLC                                        X              8          2,600                  0         0
BP PLC                                        X              4          4,005                  0         0
BP PLC                                        X              7          6,850                  0         0
BP PLC                                        X              4         21,475                  0         0
BP PLC                                        X              5         34,950                  0         0
BP PLC                                        X              6        125,163                  0    10,616
BP PLC                                        X              6         99,298              6,598    41,098
BP PLC                                        X              5        350,000                  0         0
BRT RLTY TR                                   X              6         75,850                  0         0
BMC SOFTWARE INC                              X              5              0                  0       150
BMC SOFTWARE INC                              X              5            200                  0         0
BMC SOFTWARE INC                              X              8          1,449                  0         0
BMC SOFTWARE INC                              X              6          1,600                  0         0
BMC SOFTWARE INC                              X              7          1,700                  0         0
BMC SOFTWARE INC                              X              8          1,760                  0         0
BMC SOFTWARE INC                              X              8          2,342                  0         0
BMC SOFTWARE INC                              X              9          2,600                  0         0
BMC SOFTWARE INC                              X              8          3,148                  0         0
BMC SOFTWARE INC                              X              8          4,000                  0         0
BMC SOFTWARE INC                              X                         4,216                  0         0
BMC SOFTWARE INC                              X              8          5,280                  0         0
BMC SOFTWARE INC                              X              8          7,400                  0         0
BMC SOFTWARE INC                              X              8         19,380                  0         0
BAKER HUGHES INC                              X              5            200                  0         0
BAKER HUGHES INC                              X              8            400                  0         0
BAKER HUGHES INC                              X              8            430                  0         0
BAKER HUGHES INC                              X              8            650                  0         0
BAKER HUGHES INC                              X              5            700                  0         0
BAKER HUGHES INC                              X                           800                  0         0
BAKER HUGHES INC                              X              6          1,000                  0        20
BAKER HUGHES INC                              X              8          1,500                  0         0
BAKER HUGHES INC                              X              8          1,500                  0         0
BAKER HUGHES INC                              X              7          1,500                  0         0
BAKER HUGHES INC                              X              8          2,438                  0         0
BAKER HUGHES INC                              X              8          2,936                  0         0
BAKER HUGHES INC                              X              8          3,170                  0         0
BAKER HUGHES INC                              X              8          3,278                  0         0
BAKER HUGHES INC                              X              9          4,250                  0         0
BAKER HUGHES INC                              X              7          4,552                  0         0
BAKER HUGHES INC                              X              5          4,606                  0         0
BAKER HUGHES INC                              X                         4,684                  0         0
BAKER HUGHES INC                              X              8          5,109                  0         0
BAKER HUGHES INC                              X              6          1,590                  0     5,040
BAKER HUGHES INC                              X              8          9,292                  0         0
BAKER HUGHES INC                              X              8         13,100                  0         0
BAKER HUGHES INC                              X              8         35,120                  0         0
BALL CORP                                     X              7              0                178         0
BALL CORP                                     X              6            550                  0         0
BALL CORP                                     X              8            800                  0         0
BALL CORP                                     X              8            890                  0         0
BALL CORP                                     X              8            960                  0         0
BALL CORP                                     X              9          1,400                  0         0
BALL CORP                                     X              8          1,600                  0         0
BALL CORP                                     X              8          1,652                  0         0
BALL CORP                                     X              8          3,700                  0         0
BALL CORP                                     X              8          3,748                  0         0
BALL CORP                                     X              5          2,000                  0     2,000
BALL CORP                                     X              8         11,120                  0         0
BALL CORP                                     X              6         12,000              3,600         0
BANK OF AMERICA CORPORATION                   X              5          1,306                  0         0
BANK OF AMERICA CORPORATION                   X              8          1,600                  0         0
BANK OF AMERICA CORPORATION                   X              8          2,690                  0         0
BANK OF AMERICA CORPORATION                   X              8          3,000                  0         0
BANK OF AMERICA CORPORATION                   X              8          3,850                  0         0
BANK OF AMERICA CORPORATION                   X              8          4,000                  0         0
BANK OF AMERICA CORPORATION                   X              7              0              4,113         0
BANK OF AMERICA CORPORATION                   X                         5,000                170         0
BANK OF AMERICA CORPORATION                   X              4          7,296                  0         0
BANK OF AMERICA CORPORATION                   X              5          8,800                  0         0
BANK OF AMERICA CORPORATION                   X              7              0              9,200         0
BANK OF AMERICA CORPORATION                   X              8         11,250                  0         0
BANK OF AMERICA CORPORATION                   X              7              0             11,480         0
BANK OF AMERICA CORPORATION                   X              8         12,400                  0         0
BANK OF AMERICA CORPORATION                   X              8         12,756                  0         0
BANK OF AMERICA CORPORATION                   X              8         17,914                  0         0
BANK OF AMERICA CORPORATION                   X              8         20,943                  0         0
BANK OF AMERICA CORPORATION                   X              8         23,346                  0         0
BANK OF AMERICA CORPORATION                   X              5         24,610                  0         0
BANK OF AMERICA CORPORATION                   X              4         26,200                  0         0
BANK OF AMERICA CORPORATION                   X              8         29,046                  0         0
BANK OF AMERICA CORPORATION                   X              7         33,052                  0         0
BANK OF AMERICA CORPORATION                   X              8         33,984                  0         0
BANK OF AMERICA CORPORATION                   X              8         38,214                  0         0
BANK OF AMERICA CORPORATION                   X              5         40,500                  0         0
BANK OF AMERICA CORPORATION                   X              8         60,520                  0         0
BANK OF AMERICA CORPORATION                   X              8         61,492                  0         0
BANK OF AMERICA CORPORATION                   X              9         72,250                  0         0
BANK OF AMERICA CORPORATION                   X              8         89,921                  0         0
BANK OF AMERICA CORPORATION                   X              5         92,235                  0         0
BANK OF AMERICA CORPORATION                   X              5        105,086                  0       260
BANK OF AMERICA CORPORATION                   X              6        105,661             13,228    25,620
BANK OF AMERICA CORPORATION                   X              8        148,000                  0         0
BANK OF AMERICA CORPORATION                   X              5        292,371                  0     5,988
BANK OF AMERICA CORPORATION                   X              6        283,763                  0    37,402
BANK OF AMERICA CORPORATION                   X              8        388,556                  0         0
BANK MONTREAL QUE                             X              5          3,200                  0         0
BANK MONTREAL QUE                             X              4        163,307                  0         0
BANK NEW YORK INC                             X              7            230                  0         0
BANK NEW YORK INC                             X              8            600                  0         0
BANK NEW YORK INC                             X              7              0                770         0
BANK NEW YORK INC                             X              8            870                  0         0
BANK NEW YORK INC                             X              8            950                  0         0
BANK NEW YORK INC                             X              4          1,125                  0         0
BANK NEW YORK INC                             X              8          2,500                  0         0
BANK NEW YORK INC                             X              5          2,605                  0         0
BANK NEW YORK INC                             X              8          2,720                  0         0
BANK NEW YORK INC                             X              5          3,000                  0         0
BANK NEW YORK INC                             X              8          5,060                  0         0
BANK NEW YORK INC                             X              5          5,235                  0         0
BANK NEW YORK INC                             X              8          5,636                  0         0
BANK NEW YORK INC                             X              4          5,713                  0         0
BANK NEW YORK INC                             X              8          6,460                  0         0
BANK NEW YORK INC                             X              8          7,448                  0         0
BANK NEW YORK INC                             X              7              0              7,875         0
BANK NEW YORK INC                             X              5          6,440                  0     2,070
BANK NEW YORK INC                             X              9          8,900                  0         0
BANK NEW YORK INC                             X              5         11,402                  0         0
BANK NEW YORK INC                             X              8         11,894                  0         0
BANK NEW YORK INC                             X              8         12,193                  0         0
BANK NEW YORK INC                             X              8         17,465                  0         0
BANK NEW YORK INC                             X              8         27,500                  0         0
BANK NEW YORK INC                             X              6         31,178              5,100     4,800
BANK NEW YORK INC                             X              6         57,032                  0       350
BANK NEW YORK INC                             X              8         71,620                  0         0
BANK NOVA SCOTIA HALIFAX                      X              4            700                  0         0
BANK NOVA SCOTIA HALIFAX                      X              4        221,761                  0         0
BARD C R INC                                  X              6              0                  0        49
BARD C R INC                                  X              7              0                400         0
BARD C R INC                                  X              5            700                  0         0
BARD C R INC                                  X              8            750                  0         0
BARD C R INC                                  X              8            920                  0         0
BARD C R INC                                  X              8            930                  0         0
BARD C R INC                                  X              5          1,000                  0         0
BARD C R INC                                  X              9          1,200                  0         0
BARD C R INC                                  X              8          1,514                  0         0
BARD C R INC                                  X              8          1,600                  0         0
BARD C R INC                                  X              8          2,486                  0         0
BARD C R INC                                  X              5          3,248                  0         0
BARD C R INC                                  X              8          3,500                  0         0
BARD C R INC                                  X              8         10,720                  0         0
BARRICK GOLD CORP                             X              6            127                  0         0
BARRICK GOLD CORP                             X              4            800                  0         0
BARRICK GOLD CORP                             X              7          2,000                  0         0
BARRICK GOLD CORP                             X              5          2,300                  0         0
BARRICK GOLD CORP                             X              7          3,000                  0         0
BARRICK GOLD CORP                             X              5          3,320                  0         0
BARRICK GOLD CORP                             X              5          4,676                  0         0
BARRICK GOLD CORP                             X                         2,200              3,600         0
BARRICK GOLD CORP                             X                        19,500                  0         0
BARRICK GOLD CORP                             X              4         30,471                  0         0
BARRICK GOLD CORP                             X              6          1,059                  0    69,723
BARRICK GOLD CORP                             X              5         97,300                  0         0
BARRICK GOLD CORP                             X              5        180,320                  0         0
BARR PHARMACEUTICALS INC                      X              4            225                  0         0
BARR PHARMACEUTICALS INC                      X              5            810                  0         0
BARR PHARMACEUTICALS INC                      X              9            900                  0         0
BARR PHARMACEUTICALS INC                      X              6          1,000                  0         0
BARR PHARMACEUTICALS INC                      X              4          1,000                  0         0
BARR PHARMACEUTICALS INC                      X                             0              1,800         0
BARR PHARMACEUTICALS INC                      X              8          2,600                  0         0
BARR PHARMACEUTICALS INC                      X                         3,100                  0         0
BARR PHARMACEUTICALS INC                      X              8          7,890                  0         0
BARR PHARMACEUTICALS INC                      X              5         30,975                  0         0
BARR PHARMACEUTICALS INC                      X              2         35,840                  0         0
BARR PHARMACEUTICALS INC                      X              5         87,375                  0         0
BAUSCH & LOMB INC                             X              6             36                  0         0
BAUSCH & LOMB INC                             X              7              0                106         0
BAUSCH & LOMB INC                             X              5            285                  0         0
BAUSCH & LOMB INC                             X              4            345                  0         0
BAUSCH & LOMB INC                             X              8            390                  0         0
BAUSCH & LOMB INC                             X              8            420                  0         0
BAUSCH & LOMB INC                             X              9            600                  0         0
BAUSCH & LOMB INC                             X              8            660                  0         0
BAUSCH & LOMB INC                             X              8            800                  0         0
BAUSCH & LOMB INC                             X              8          1,800                  0         0
BAUSCH & LOMB INC                             X              8          4,340                  0         0
BAUSCH & LOMB INC                             X              5          4,808                  0         0
BAUSCH & LOMB INC                             X              5         27,000                  0         0
BAXTER INTL INC                               X              6             50                  0         0
BAXTER INTL INC                               X              8            400                  0         0
BAXTER INTL INC                               X                             0                440         0
BAXTER INTL INC                               X              8            570                  0         0
BAXTER INTL INC                               X              8            650                  0         0
BAXTER INTL INC                               X              5          1,000                  0         0
BAXTER INTL INC                               X              8          1,864                  0         0
BAXTER INTL INC                               X              8          1,900                  0         0
BAXTER INTL INC                               X              8          2,080                  0         0
BAXTER INTL INC                               X              8          3,350                  0         0
BAXTER INTL INC                               X              8          4,425                  0         0
BAXTER INTL INC                               X              8          5,070                  0         0
BAXTER INTL INC                               X              8          5,949                  0         0
BAXTER INTL INC                               X                         6,516                  0         0
BAXTER INTL INC                               X              9          6,800                  0         0
BAXTER INTL INC                               X              6          5,018                  0     3,000
BAXTER INTL INC                               X              8          8,040                  0         0
BAXTER INTL INC                               X              8          8,107                  0         0
BAXTER INTL INC                               X              5          5,777                  0     2,500
BAXTER INTL INC                               X              8          8,280                  0         0
BAXTER INTL INC                               X              8          9,455                  0         0
BAXTER INTL INC                               X              7              0             12,100         0
BAXTER INTL INC                               X              8         14,842                  0         0
BAXTER INTL INC                               X              5         17,450                  0         0
BAXTER INTL INC                               X              8         23,600                  0         0
BAXTER INTL INC                               X              5         37,606                  0         0
BAXTER INTL INC                               X              5         54,000                  0         0
BAXTER INTL INC                               X              8         57,720                  0         0
BAXTER INTL INC                               X              4         76,120                  0         0
BEA SYS INC                                   X              5              0                  0       980
BEA SYS INC                                   X              9          4,700                  0         0
BEA SYS INC                                   X              7          5,800                  0         0
BEA SYS INC                                   X              8          6,474                  0         0
BEA SYS INC                                   X              8         13,500                  0         0
BEA SYS INC                                   X              8         34,650                  0         0
BEAR STEARNS COS INC                          X              6            200                  0         0
BEAR STEARNS COS INC                          X              8            600                  0         0
BEAR STEARNS COS INC                          X              8            600                  0         0
BEAR STEARNS COS INC                          X                           600                  0         0
BEAR STEARNS COS INC                          X              8            815                  0         0
BEAR STEARNS COS INC                          X              8            920                  0         0
BEAR STEARNS COS INC                          X              8          1,103                  0         0
BEAR STEARNS COS INC                          X              9          1,200                  0         0
BEAR STEARNS COS INC                          X              5          1,600                  0         0
BEAR STEARNS COS INC                          X              8          1,703                  0         0
BEAR STEARNS COS INC                          X              8          2,397                  0         0
BEAR STEARNS COS INC                          X              6          2,400                  0         0
BEAR STEARNS COS INC                          X              8          4,500                  0         0
BEAR STEARNS COS INC                          X              8          9,980                  0         0
BEAR STEARNS COS INC                          X              5         21,084                  0         0
BECKMAN COULTER INC                           X              6              0                  0       200
BECKMAN COULTER INC                           X              9            700                  0         0
BECKMAN COULTER INC                           X                           954                  0         0
BECKMAN COULTER INC                           X              8          2,000                  0         0
BECKMAN COULTER INC                           X              8          6,200                  0         0
BECTON DICKINSON & CO                         X              4             60                  0         0
BECTON DICKINSON & CO                         X              8            550                  0         0
BECTON DICKINSON & CO                         X              6          1,000                  0         0
BECTON DICKINSON & CO                         X              8          1,200                  0         0
BECTON DICKINSON & CO                         X              8          1,300                  0         0
BECTON DICKINSON & CO                         X              8          1,500                  0         0
BECTON DICKINSON & CO                         X              8          1,768                  0         0
BECTON DICKINSON & CO                         X              8          2,080                  0         0
BECTON DICKINSON & CO                         X              8          2,443                  0         0
BECTON DICKINSON & CO                         X              9          2,600                  0         0
BECTON DICKINSON & CO                         X              6          1,600                  0     1,600
BECTON DICKINSON & CO                         X              8          3,596                  0         0
BECTON DICKINSON & CO                         X              8          3,911                  0         0
BECTON DICKINSON & CO                         X                         4,137                  0         0
BECTON DICKINSON & CO                         X              8          6,034                  0         0
BECTON DICKINSON & CO                         X              5              0                  0     6,595
BECTON DICKINSON & CO                         X              7              0              8,200         0
BECTON DICKINSON & CO                         X              8         10,000                  0         0
BECTON DICKINSON & CO                         X              8         23,880                  0         0
BED BATH & BEYOND INC                         X                             0                200         0
BED BATH & BEYOND INC                         X              7              0                307         0
BED BATH & BEYOND INC                         X              8            450                  0         0
BED BATH & BEYOND INC                         X              8            650                  0         0
BED BATH & BEYOND INC                         X              8          1,400                  0         0
BED BATH & BEYOND INC                         X              8          1,500                  0         0
BED BATH & BEYOND INC                         X              7          2,100                  0         0
BED BATH & BEYOND INC                         X              8          2,152                  0         0
BED BATH & BEYOND INC                         X              8          2,481                  0         0
BED BATH & BEYOND INC                         X              8          2,904                  0         0
BED BATH & BEYOND INC                         X              5          3,294                  0         0
BED BATH & BEYOND INC                         X              8          4,305                  0         0
BED BATH & BEYOND INC                         X              9          4,400                  0         0
BED BATH & BEYOND INC                         X              8          4,518                  0         0
BED BATH & BEYOND INC                         X              8          8,140                  0         0
BED BATH & BEYOND INC                         X              6          9,069                200       850
BED BATH & BEYOND INC                         X              8         11,698                  0         0
BED BATH & BEYOND INC                         X              8         27,880                  0         0
BED BATH & BEYOND INC                         X              6        130,946                  0    15,656
BELDEN CDT INC                                X              4         10,231                  0         0
BELLSOUTH CORP                                X                             0                349         0
BELLSOUTH CORP                                X              8            900                  0         0
BELLSOUTH CORP                                X              5          1,000                  0         0
BELLSOUTH CORP                                X              8          1,420                  0         0
BELLSOUTH CORP                                X              8          1,500                  0         0
BELLSOUTH CORP                                X              8          1,650                  0         0
BELLSOUTH CORP                                X              8          1,800                  0         0
BELLSOUTH CORP                                X              7              0              2,365         0
BELLSOUTH CORP                                X              8          4,900                  0         0
BELLSOUTH CORP                                X              7          5,110                  0         0
BELLSOUTH CORP                                X              8          5,350                  0         0
BELLSOUTH CORP                                X              8          6,520                  0         0
BELLSOUTH CORP                                X              4          7,220                  0         0
BELLSOUTH CORP                                X              8         13,380                  0         0
BELLSOUTH CORP                                X              8         14,390                  0         0
BELLSOUTH CORP                                X              8         15,440                  0         0
BELLSOUTH CORP                                X              5         16,800                  0         0
BELLSOUTH CORP                                X              8         17,377                  0         0
BELLSOUTH CORP                                X              9         21,300                  0         0
BELLSOUTH CORP                                X              5         17,642                  0     3,923
BELLSOUTH CORP                                X              8         28,062                  0         0
BELLSOUTH CORP                                X              8         28,856                  0         0
BELLSOUTH CORP                                X              8         41,436                  0         0
BELLSOUTH CORP                                X              6         23,046             14,000     6,400
BELLSOUTH CORP                                X              6         59,616                  0     1,338
BELLSOUTH CORP                                X              8         67,500                  0         0
BELLSOUTH CORP                                X              8        175,920                  0         0
BEMIS INC                                     X              8            750                  0         0
BEMIS INC                                     X              8            850                  0         0
BEMIS INC                                     X              9          1,200                  0         0
BEMIS INC                                     X              8          1,214                  0         0
BEMIS INC                                     X              8          1,600                  0         0
BEMIS INC                                     X              8          3,500                  0         0
BEMIS INC                                     X              8          8,540                  0         0
BERKLEY W R CORP                              X              9          1,500                  0         0
BERKLEY W R CORP                              X              8          3,800                  0         0
BERKLEY W R CORP                              X              8          4,200                  0         0
BERKLEY W R CORP                              X              6          4,740                  0         0
BERKLEY W R CORP                              X              8         12,420                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              8              1                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              8              1                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              5              2                  0         0
BERKSHIRE HATHAWAY INC DEL                    X                             2                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              5              2                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              8              3                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              8              3                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              4              3                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              7              3                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              8              5                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              5              5                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              8              7                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              9             10                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              6             12                  0         0
BERKSHIRE HATHAWAY INC DEL                    X                             8                  5         0
BERKSHIRE HATHAWAY INC DEL                    X              7             17                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              8             20                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              8             34                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              8             90                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              7              0                 93         0
BERKSHIRE HATHAWAY INC DEL                    X              5              4                  0         2
BERKSHIRE HATHAWAY INC DEL                    X              5             10                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              7             14                  0         0
BERKSHIRE HATHAWAY INC DEL                    X                            55                  1         0
BERKSHIRE HATHAWAY INC DEL                    X                            70                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              7              0                 74         0
BERKSHIRE HATHAWAY INC DEL                    X              5             79                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              5             98                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              4            140                  0         0
BERKSHIRE HATHAWAY INC DEL                    X                           166                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              7            252                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              6            174                  0       112
BERKSHIRE HATHAWAY INC DEL                    X              2            354                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              6            406                  0         1
BERKSHIRE HATHAWAY INC DEL                    X              4            579                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              5          1,259                  0         0
BERKSHIRE HATHAWAY INC DEL                    X              5          1,668                  0         0
BEST BUY INC                                  X              8            200                  0         0
BEST BUY INC                                  X              4            200                  0         0
BEST BUY INC                                  X              8            290                  0         0
BEST BUY INC                                  X              8            350                  0         0
BEST BUY INC                                  X              7            750                  0         0
BEST BUY INC                                  X              8            950                  0         0
BEST BUY INC                                  X              8          1,040                  0         0
BEST BUY INC                                  X              8          1,500                  0         0
BEST BUY INC                                  X              8          1,500                  0         0
BEST BUY INC                                  X              8          2,155                  0         0
BEST BUY INC                                  X              6          1,488              1,000         0
BEST BUY INC                                  X              8          2,570                  0         0
BEST BUY INC                                  X              8          2,869                  0         0
BEST BUY INC                                  X              8          4,000                  0         0
BEST BUY INC                                  X              8          4,462                  0         0
BEST BUY INC                                  X              8          4,645                  0         0
BEST BUY INC                                  X              8          7,628                  0         0
BEST BUY INC                                  X              8         11,400                  0         0
BEST BUY INC                                  X              6         12,769                  0     1,036
BEST BUY INC                                  X              9         16,200                  0         0
BEST BUY INC                                  X              5         23,018                  0     1,224
BEST BUY INC                                  X              8         29,840                  0         0
BHP BILLITON LTD                              X              4          1,400                  0         0
BHP BILLITON LTD                              X              5          9,400                  0         0
BIOMET INC                                    X              6              0                  0        82
BIOMET INC                                    X              7            800                  0         0
BIOMET INC                                    X              5          1,000                  0         0
BIOMET INC                                    X              8          1,500                  0         0
BIOMET INC                                    X              8          1,500                  0         0
BIOMET INC                                    X              8          1,956                  0         0
BIOMET INC                                    X              8          2,229                  0         0
BIOMET INC                                    X              8          2,310                  0         0
BIOMET INC                                    X              9          3,000                  0         0
BIOMET INC                                    X              8          3,650                  0         0
BIOMET INC                                    X              8          3,837                  0         0
BIOMET INC                                    X              8          5,800                  0         0
BIOMET INC                                    X              8         11,000                  0         0
BIOMET INC                                    X              8         24,810                  0         0
BLACK & DECKER CORP                           X              4            125                  0         0
BLACK & DECKER CORP                           X              8            240                  0         0
BLACK & DECKER CORP                           X              8            573                  0         0
BLACK & DECKER CORP                           X              5            600                  0         0
BLACK & DECKER CORP                           X              8            730                  0         0
BLACK & DECKER CORP                           X              8            754                  0         0
BLACK & DECKER CORP                           X              8          1,000                  0         0
BLACK & DECKER CORP                           X              4          1,050                  0         0
BLACK & DECKER CORP                           X              8          1,114                  0         0
BLACK & DECKER CORP                           X              9          1,350                  0         0
BLACK & DECKER CORP                           X              8          1,800                  0         0
BLACK & DECKER CORP                           X                         1,823                  0         0
BLACK & DECKER CORP                           X              8          2,536                  0         0
BLACK & DECKER CORP                           X              8          2,700                  0         0
BLACK & DECKER CORP                           X              8          6,860                  0         0
BLACK & DECKER CORP                           X              6         12,600              1,000       900
BLACK & DECKER CORP                           X              5         18,489                  0         0
BLACK & DECKER CORP                           X              6         27,720                  0       100
BLACK HILLS CORP                              X              4          7,696                  0         0
BLOCK H & R INC                               X              6              0                  0        97
BLOCK H & R INC                               X              7              0                660         0
BLOCK H & R INC                               X              8          1,100                  0         0
BLOCK H & R INC                               X              8          1,100                  0         0
BLOCK H & R INC                               X              8          1,136                  0         0
BLOCK H & R INC                               X              8          1,300                  0         0
BLOCK H & R INC                               X              8          1,496                  0         0
BLOCK H & R INC                               X              5          1,500                  0         0
BLOCK H & R INC                               X              9          2,000                  0         0
BLOCK H & R INC                               X              8          2,323                  0         0
BLOCK H & R INC                               X              8          2,657                  0         0
BLOCK H & R INC                               X              4          2,770                  0         0
BLOCK H & R INC                               X              8          4,117                  0         0
BLOCK H & R INC                               X              8          6,700                  0         0
BLOCK H & R INC                               X              8         13,800                  0         0
BLOCK H & R INC                               X              8         15,900                  0         0
BLOCK H & R INC                               X              5         24,103                  0         0
BLOCK H & R INC                               X              5         44,000                  0         0
BOEING CO                                     X              3             93                  0         0
BOEING CO                                     X              8            400                  0         0
BOEING CO                                     X              5            500                  0         0
BOEING CO                                     X              8            620                  0         0
BOEING CO                                     X              8            700                  0         0
BOEING CO                                     X              4            830                  0         0
BOEING CO                                     X              7              0              1,063         0
BOEING CO                                     X              7              0              1,700         0
BOEING CO                                     X              8          2,300                  0         0
BOEING CO                                     X              8          2,540                  0         0
BOEING CO                                     X              7          3,168                  0         0
BOEING CO                                     X              8          3,180                  0         0
BOEING CO                                     X              7          3,200                  0         0
BOEING CO                                     X              7          5,014                  0         0
BOEING CO                                     X              8          5,944                  0         0
BOEING CO                                     X              8          6,571                  0         0
BOEING CO                                     X              8          6,940                  0         0
BOEING CO                                     X              8          7,340                  0         0
BOEING CO                                     X              8          7,465                  0         0
BOEING CO                                     X              6          7,729                  0       125
BOEING CO                                     X              8          7,920                  0         0
BOEING CO                                     X              8          8,282                  0         0
BOEING CO                                     X              9          9,650                  0         0
BOEING CO                                     X              6          6,046              2,700     1,924
BOEING CO                                     X              8         11,358                  0         0
BOEING CO                                     X              8         12,480                  0         0
BOEING CO                                     X              8         19,265                  0         0
BOEING CO                                     X              5         21,084                  0         0
BOEING CO                                     X              8         30,400                  0         0
BOEING CO                                     X              5         50,513                  0         0
BOEING CO                                     X              5         60,150                  0       250
BOEING CO                                     X              8         78,470                  0         0
BONE CARE INTL INC                            X              9         52,298                  0         0
BORG WARNER INC                               X                         3,284                  0         0
BORG WARNER INC                               X              7              0              3,500         0
BOSTON PROPERTIES INC                         X                             0                 90         0
BOSTON PROPERTIES INC                         X              7            245                  0         0
BOSTON PROPERTIES INC                         X              8          1,527                  0         0
BOSTON PROPERTIES INC                         X              5              0                  0     2,350
BOSTON PROPERTIES INC                         X              8          9,470                  0         0
BOSTON SCIENTIFIC CORP                        X              8            400                  0         0
BOSTON SCIENTIFIC CORP                        X              5            420                  0         0
BOSTON SCIENTIFIC CORP                        X              8            580                  0         0
BOSTON SCIENTIFIC CORP                        X              5            600                  0         0
BOSTON SCIENTIFIC CORP                        X              8            650                  0         0
BOSTON SCIENTIFIC CORP                        X              8          1,900                  0         0
BOSTON SCIENTIFIC CORP                        X              8          2,080                  0         0
BOSTON SCIENTIFIC CORP                        X              8          2,600                  0         0
BOSTON SCIENTIFIC CORP                        X              4          2,925                  0         0
BOSTON SCIENTIFIC CORP                        X              7          5,115                  0         0
BOSTON SCIENTIFIC CORP                        X              8          5,372                  0         0
BOSTON SCIENTIFIC CORP                        X              8          6,260                  0         0
BOSTON SCIENTIFIC CORP                        X              8          6,520                  0         0
BOSTON SCIENTIFIC CORP                        X              8          7,192                  0         0
BOSTON SCIENTIFIC CORP                        X              9          7,200                  0         0
BOSTON SCIENTIFIC CORP                        X              8          8,390                  0         0
BOSTON SCIENTIFIC CORP                        X                         8,531                  0         0
BOSTON SCIENTIFIC CORP                        X              8         11,368                  0         0
BOSTON SCIENTIFIC CORP                        X                        14,000                  0         0
BOSTON SCIENTIFIC CORP                        X              8         17,482                  0         0
BOSTON SCIENTIFIC CORP                        X              8         22,100                  0         0
BOSTON SCIENTIFIC CORP                        X              5         17,397                  0    11,800
BOSTON SCIENTIFIC CORP                        X              5         46,121                  0         0
BOSTON SCIENTIFIC CORP                        X              8         57,490                  0         0
BOWATER INC                                   X                             0                 85         0
BOWATER INC                                   X              7              0                132         0
BOWATER INC                                   X              5            222                  0         0
BOWATER INC                                   X              5            650                  0         0
BOWATER INC                                   X              5              0                  0     1,488
BOWATER INC                                   X              8          1,800                  0         0
BOWATER INC                                   X              8          4,340                  0         0
BRASKEM S A                                   X              8         24,000                  0         0
BRINKER INTL INC                              X              7              0                114         0
BRINKER INTL INC                              X              9          1,000                  0         0
BRINKER INTL INC                              X              8          3,000                  0         0
BRINKER INTL INC                              X              8          4,800                  0         0
BRINKER INTL INC                              X              8          8,440                  0         0
BRISTOL MYERS SQUIBB CO                       X              5            460                  0         0
BRISTOL MYERS SQUIBB CO                       X              5            900                  0         0
BRISTOL MYERS SQUIBB CO                       X              8          1,000                  0         0
BRISTOL MYERS SQUIBB CO                       X              8          1,100                  0         0
BRISTOL MYERS SQUIBB CO                       X              8          1,470                  0         0
BRISTOL MYERS SQUIBB CO                       X              8          1,700                  0         0
BRISTOL MYERS SQUIBB CO                       X              7          3,500                  0         0
BRISTOL MYERS SQUIBB CO                       X              8          5,250                  0         0
BRISTOL MYERS SQUIBB CO                       X              8          5,710                  0         0
BRISTOL MYERS SQUIBB CO                       X              8          5,742                  0         0
BRISTOL MYERS SQUIBB CO                       X              8          7,430                  0         0
BRISTOL MYERS SQUIBB CO                       X                         8,700                  0         0
BRISTOL MYERS SQUIBB CO                       X              7              0              8,820         0
BRISTOL MYERS SQUIBB CO                       X              8         14,025                  0         0
BRISTOL MYERS SQUIBB CO                       X                        16,000                  0         0
BRISTOL MYERS SQUIBB CO                       X              8         16,390                  0         0
BRISTOL MYERS SQUIBB CO                       X              8         16,930                  0         0
BRISTOL MYERS SQUIBB CO                       X              8         18,509                  0         0
BRISTOL MYERS SQUIBB CO                       X              9         22,400                  0         0
BRISTOL MYERS SQUIBB CO                       X              8         25,708                  0         0
BRISTOL MYERS SQUIBB CO                       X              5         26,120                  0         0
BRISTOL MYERS SQUIBB CO                       X              8         29,779                  0         0
BRISTOL MYERS SQUIBB CO                       X              8         29,949                  0         0
BRISTOL MYERS SQUIBB CO                       X              7         31,780                  0         0
BRISTOL MYERS SQUIBB CO                       X              4         32,933                  0         0
BRISTOL MYERS SQUIBB CO                       X              5         33,220                  0         0
BRISTOL MYERS SQUIBB CO                       X              5         32,663                  0     5,370
BRISTOL MYERS SQUIBB CO                       X              8         43,329                  0         0
BRISTOL MYERS SQUIBB CO                       X              8         70,900                  0         0
BRISTOL MYERS SQUIBB CO                       X              8        183,370                  0         0
BRISTOL MYERS SQUIBB CO                       X              6        208,080                  0    17,925
BRISTOL MYERS SQUIBB CO                       X              6        515,264            137,898   120,764
BRISTOL MYERS SQUIBB CO                       X              5      2,695,000                  0         0
BROADCOM CORP                                 X              6              0                  0       170
BROADCOM CORP                                 X              5            200                  0         0
BROADCOM CORP                                 X              8            290                  0         0
BROADCOM CORP                                 X              8            450                  0         0
BROADCOM CORP                                 X              8          1,000                  0         0
BROADCOM CORP                                 X              8          1,100                  0         0
BROADCOM CORP                                 X              8          1,300                  0         0
BROADCOM CORP                                 X              7              0              2,000         0
BROADCOM CORP                                 X              7          2,000                  0         0
BROADCOM CORP                                 X              8          2,098                  0         0
BROADCOM CORP                                 X              8          2,450                  0         0
BROADCOM CORP                                 X                         2,747                  0         0
BROADCOM CORP                                 X              8          2,890                  0         0
BROADCOM CORP                                 X              8          3,571                  0         0
BROADCOM CORP                                 X              9          3,750                  0         0
BROADCOM CORP                                 X              8          4,654                  0         0
BROADCOM CORP                                 X              5          3,471                  0     1,225
BROADCOM CORP                                 X              8          7,923                  0         0
BROADCOM CORP                                 X              7         10,110                  0         0
BROADCOM CORP                                 X              8         11,252                  0         0
BROADCOM CORP                                 X              8         26,430                  0         0
BROADCOM CORP                                 X              6              0                  0    33,460
BROCADE COMMUNICATIONS SYS I                  X              2          5,500                  0         0
BROCADE COMMUNICATIONS SYS I                  X              7          5,500                  0         0
BROWN & BROWN INC                             X              9            800                  0         0
BROWN & BROWN INC                             X              8          2,300                  0         0
BROWN & BROWN INC                             X              8          6,000                  0         0
BROWN FORMAN CORP                             X              8            650                  0         0
BROWN FORMAN CORP                             X              8            760                  0         0
BROWN FORMAN CORP                             X              8            798                  0         0
BROWN FORMAN CORP                             X              8          1,400                  0         0
BROWN FORMAN CORP                             X              8          1,600                  0         0
BROWN FORMAN CORP                             X              5          4,700                  0         0
BROWN FORMAN CORP                             X              8          4,790                  0         0
BRUNSWICK CORP                                X              8            680                  0         0
BRUNSWICK CORP                                X              8            760                  0         0
BRUNSWICK CORP                                X              8            830                  0         0
BRUNSWICK CORP                                X              9          1,100                  0         0
BRUNSWICK CORP                                X              5          1,100                  0         0
BRUNSWICK CORP                                X              8          1,424                  0         0
BRUNSWICK CORP                                X              8          1,700                  0         0
BRUNSWICK CORP                                X              8          2,376                  0         0
BRUNSWICK CORP                                X              8          3,200                  0         0
BRUNSWICK CORP                                X              8          8,300                  0         0
BURLINGTON RES INC                            X              4             82                  0         0
BURLINGTON RES INC                            X              8            300                  0         0
BURLINGTON RES INC                            X              8            400                  0         0
BURLINGTON RES INC                            X              8            450                  0         0
BURLINGTON RES INC                            X              4            600                  0         0
BURLINGTON RES INC                            X              8          1,300                  0         0
BURLINGTON RES INC                            X              8          1,450                  0         0
BURLINGTON RES INC                            X              8          2,740                  0         0
BURLINGTON RES INC                            X              8          3,220                  0         0
BURLINGTON RES INC                            X              8          3,736                  0         0
BURLINGTON RES INC                            X              9          4,400                  0         0
BURLINGTON RES INC                            X              8          5,808                  0         0
BURLINGTON RES INC                            X              5          6,100                  0         0
BURLINGTON RES INC                            X              8          6,570                  0         0
BURLINGTON RES INC                            X              6          7,250                  0         0
BURLINGTON RES INC                            X                         7,884                  0         0
BURLINGTON RES INC                            X              8          8,930                  0         0
BURLINGTON RES INC                            X              8         13,800                  0         0
BURLINGTON RES INC                            X              6          4,976                  0    10,801
BURLINGTON RES INC                            X              8         36,640                  0         0
BURLINGTON RES INC                            X              5         46,212                  0         0
BURLINGTON RES INC                            X              5         87,700                  0         0
CAE INC                                       X              4        372,465                  0         0
CIGNA CORP                                    X              8            180                  0         0
CIGNA CORP                                    X              8            300                  0         0
CIGNA CORP                                    X              8            700                  0         0
CIGNA CORP                                    X              8            700                  0         0
CIGNA CORP                                    X              7              0                886         0
CIGNA CORP                                    X              8            921                  0         0
CIGNA CORP                                    X              8          1,184                  0         0
CIGNA CORP                                    X              8          1,190                  0         0
CIGNA CORP                                    X              6          1,611                  0         0
CIGNA CORP                                    X              9          1,950                  0         0
CIGNA CORP                                    X              8          2,030                  0         0
CIGNA CORP                                    X              8          2,193                  0         0
CIGNA CORP                                    X              8          3,884                  0         0
CIGNA CORP                                    X              8          5,300                  0         0
CIGNA CORP                                    X              5         10,333                  0         0
CIGNA CORP                                    X              8         12,290                  0         0
CIGNA CORP                                    X              5         45,920                  0         0
CIT GROUP INC                                 X              4            966                  0         0
CIT GROUP INC                                 X              8          1,100                  0         0
CIT GROUP INC                                 X              8          1,100                  0         0
CIT GROUP INC                                 X              7              0              1,404         0
CIT GROUP INC                                 X              8          1,490                  0         0
CIT GROUP INC                                 X              8          1,770                  0         0
CIT GROUP INC                                 X              8          1,900                  0         0
CIT GROUP INC                                 X              5          2,400                  0         0
CIT GROUP INC                                 X              9          2,500                  0         0
CIT GROUP INC                                 X              8          3,000                  0         0
CIT GROUP INC                                 X              8          3,428                  0         0
CIT GROUP INC                                 X              8          5,000                  0         0
CIT GROUP INC                                 X              8          7,100                  0         0
CIT GROUP INC                                 X              8         19,290                  0         0
CIT GROUP INC                                 X              5         27,832                  0         0
CMGI INC                                      X              4             20                  0         0
CMGI INC                                      X              6            100                  0         0
CMGI INC                                      X                           800                  0         0
CMGI INC                                      X              5          1,240                  0         0
CMGI INC                                      X              5            440                  0     5,157
CMGI INC                                      X              5         25,420                  0         0
CMGI INC                                      X              7         66,300                  0         0
CMS ENERGY CORP                               X              8          1,320                  0         0
CMS ENERGY CORP                               X              8          1,500                  0         0
CMS ENERGY CORP                               X              8          1,840                  0         0
CMS ENERGY CORP                               X              8          3,300                  0         0
CMS ENERGY CORP                               X              5          3,400                  0         0
CSK AUTO CORP                                 X                             0                239         0
CSK AUTO CORP                                 X              5         29,045                  0         0
CSX CORP                                      X              4             40                  0         0
CSX CORP                                      X              8            530                  0         0
CSX CORP                                      X              6            727                  0         0
CSX CORP                                      X              8            750                  0         0
CSX CORP                                      X              5          1,200                  0         0
CSX CORP                                      X              8          1,400                  0         0
CSX CORP                                      X              8          1,500                  0         0
CSX CORP                                      X              8          1,572                  0         0
CSX CORP                                      X              8          1,846                  0         0
CSX CORP                                      X              8          1,900                  0         0
CSX CORP                                      X              8          2,000                  0         0
CSX CORP                                      X              9          2,600                  0         0
CSX CORP                                      X              8          3,050                  0         0
CSX CORP                                      X              7              0              3,400         0
CSX CORP                                      X              8          3,831                  0         0
CSX CORP                                      X              7          5,130                  0         0
CSX CORP                                      X              5          6,850                  0         0
CSX CORP                                      X              8          8,900                  0         0
CSX CORP                                      X              8          9,280                  0         0
CSX CORP                                      X              8         22,960                  0         0
CUNO INC                                      X              9          6,300                  0         0
CUNO INC                                      X              9          9,806                  0         0
CVS CORP                                      X              8            600                  0         0
CVS CORP                                      X              8            760                  0         0
CVS CORP                                      X              8            800                  0         0
CVS CORP                                      X              4            950                  0         0
CVS CORP                                      X                         1,136                  0         0
CVS CORP                                      X              8          2,310                  0         0
CVS CORP                                      X              8          2,600                  0         0
CVS CORP                                      X              8          2,900                  0         0
CVS CORP                                      X              8          5,200                  0         0
CVS CORP                                      X              8          5,780                  0         0
CVS CORP                                      X                         5,998                  0         0
CVS CORP                                      X              4          6,400                  0         0
CVS CORP                                      X              8          6,720                  0         0
CVS CORP                                      X              5          7,600                  0         0
CVS CORP                                      X              8          7,754                  0         0
CVS CORP                                      X              9          9,000                  0         0
CVS CORP                                      X              8         10,496                  0         0
CVS CORP                                      X              8         12,220                  0         0
CVS CORP                                      X              8         12,224                  0         0
CVS CORP                                      X              8         12,372                  0         0
CVS CORP                                      X              8         18,162                  0         0
CVS CORP                                      X              8         28,400                  0         0
CVS CORP                                      X              5         34,000                  0         0
CVS CORP                                      X              5         33,638                  0     2,644
CVS CORP                                      X              5         51,400                  0         0
CVS CORP                                      X              8         73,680                  0         0
CVS CORP                                      X              5         80,240                  0         0
CVS CORP                                      X              5         86,400                  0         0
CVS CORP                                      X              6        108,776              3,400    17,600
CVS CORP                                      X              6        600,615                  0    17,840
CABOT CORP                                    X              8          2,100                  0         0
CABOT CORP                                    X              8          6,420                  0         0
CADENCE DESIGN SYSTEM INC                     X              7            135                  0         0
CADENCE DESIGN SYSTEM INC                     X              7              0                430         0
CADENCE DESIGN SYSTEM INC                     X              9          3,100                  0         0
CADENCE DESIGN SYSTEM INC                     X              8          4,000                  0         0
CADENCE DESIGN SYSTEM INC                     X              8          9,000                  0         0
CADENCE DESIGN SYSTEM INC                     X              8         27,660                  0         0
CALPINE CORP                                  X              8          3,750                  0         0
CALPINE CORP                                  X              8          4,220                  0         0
CALPINE CORP                                  X              8          4,530                  0         0
CALPINE CORP                                  X              8          6,140                  0         0
CALPINE CORP                                  X              5              0                  0     9,800
CALPINE CORP                                  X              8         19,285                  0         0
CALPINE CORP                                  X              5         32,422                  0         0
CAMPBELL SOUP CO                              X              7          1,250                  0         0
CAMPBELL SOUP CO                              X              8          2,438                  0         0
CAMPBELL SOUP CO                              X              8          2,801                  0         0
CAMPBELL SOUP CO                              X              8          2,850                  0         0
CAMPBELL SOUP CO                              X              8          3,338                  0         0
CAMPBELL SOUP CO                              X              9          3,600                  0         0
CAMPBELL SOUP CO                              X              8          4,959                  0         0
CAMPBELL SOUP CO                              X              8          7,524                  0         0
CAMPBELL SOUP CO                              X              5         12,411                  0         0
CAMPBELL SOUP CO                              X              8         12,500                  0         0
CAMPBELL SOUP CO                              X              8         27,550                  0         0
CAMPBELL SOUP CO                              X              5        149,565                  0         0
CDN IMPERIAL BK OF COMMERCE                   X              5          1,600                  0         0
CDN IMPERIAL BK OF COMMERCE                   X              7          2,500                  0         0
CDN IMPERIAL BK OF COMMERCE                   X              4         51,370                  0         0
CANADIAN NATL RY CO                           X              4            600                  0         0
CANADIAN NATL RY CO                           X              5              0                  0     3,750
CANADIAN NATL RY CO                           X              4         67,732                  0         0
CANADIAN NAT RES LTD                          X              5          6,400                  0         0
CANADIAN NAT RES LTD                          X              4         96,863                  0         0
CANON INC                                     X              6              0                  0        89
CANON INC                                     X                             0                209         0
CANON INC                                     X              5            500                  0         0
CANON INC                                     X              7              0                922         0
CANON INC                                     X              5          1,700                  0         0
CANON INC                                     X              7          2,000                  0         0
CANON INC                                     X              4          5,059                  0         0
CAREER EDUCATION CORP                         X              7             13                  0         0
CAREER EDUCATION CORP                         X              9          1,200                  0         0
CAREER EDUCATION CORP                         X              5              0                  0     1,910
CAREER EDUCATION CORP                         X              8          3,400                  0         0
CAREER EDUCATION CORP                         X              8          3,800                  0         0
CAREER EDUCATION CORP                         X              8          9,690                  0         0
CAREMARK RX INC                               X              7              0                230         0
CAREMARK RX INC                               X              8            300                  0         0
CAREMARK RX INC                               X              8            440                  0         0
CAREMARK RX INC                               X              8            500                  0         0
CAREMARK RX INC                               X              7              0                717         0
CAREMARK RX INC                               X              8            900                  0         0
CAREMARK RX INC                               X              4          1,295                  0         0
CAREMARK RX INC                               X              7              0              1,400         0
CAREMARK RX INC                               X              8          1,450                  0         0
CAREMARK RX INC                               X              8          1,630                  0         0
CAREMARK RX INC                               X                         1,700                  0         0
CAREMARK RX INC                               X              8          3,300                  0         0
CAREMARK RX INC                               X                         3,761                  0         0
CAREMARK RX INC                               X              8          3,790                  0         0
CAREMARK RX INC                               X              4          3,900                  0         0
CAREMARK RX INC                               X              7          4,135                  0         0
CAREMARK RX INC                               X              8          4,380                  0         0
CAREMARK RX INC                               X              5          4,400                  0         0
CAREMARK RX INC                               X              8          6,833                  0         0
CAREMARK RX INC                               X              8          6,910                  0         0
CAREMARK RX INC                               X              8          7,782                  0         0
CAREMARK RX INC                               X              8         12,008                  0         0
CAREMARK RX INC                               X              8         16,200                  0         0
CAREMARK RX INC                               X              6         15,157                500       830
CAREMARK RX INC                               X              9         20,100                  0         0
CAREMARK RX INC                               X              5         27,732                  0         0
CAREMARK RX INC                               X              5         30,100                  0         0
CAREMARK RX INC                               X              8         41,660                  0         0
CAREMARK RX INC                               X              6         75,316                  0    16,847
CARNIVAL CORP                                 X              8            300                  0         0
CARNIVAL CORP                                 X              8            430                  0         0
CARNIVAL CORP                                 X              8            500                  0         0
CARNIVAL CORP                                 X              7          1,155                  0         0
CARNIVAL CORP                                 X              8          1,400                  0         0
CARNIVAL CORP                                 X              8          1,450                  0         0
CARNIVAL CORP                                 X                         1,469                  0         0
CARNIVAL CORP                                 X              6          1,675                  0        76
CARNIVAL CORP                                 X              8          2,000                  0         0
CARNIVAL CORP                                 X              8          2,450                  0         0
CARNIVAL CORP                                 X              5          3,228                  0         0
CARNIVAL CORP                                 X              8          3,754                  0         0
CARNIVAL CORP                                 X              8          4,460                  0         0
CARNIVAL CORP                                 X              8          5,110                  0         0
CARNIVAL CORP                                 X              8          5,260                  0         0
CARNIVAL CORP                                 X                         5,300                  0         0
CARNIVAL CORP                                 X              9          5,350                  0         0
CARNIVAL CORP                                 X              8          5,830                  0         0
CARNIVAL CORP                                 X              8          7,905                  0         0
CARNIVAL CORP                                 X              8         12,105                  0         0
CARNIVAL CORP                                 X              8         17,000                  0         0
CARNIVAL CORP                                 X              4         19,250                  0         0
CARNIVAL CORP                                 X              8         20,314                  0         0
CARNIVAL CORP                                 X              8         23,721                  0         0
CARNIVAL CORP                                 X              8         25,632                  0         0
CARNIVAL CORP                                 X              5         31,971                  0         0
CARNIVAL CORP                                 X              5         36,036                  0         0
CARNIVAL CORP                                 X              8         43,930                  0         0
CARNIVAL CORP                                 X              5         44,529                  0         0
CARNIVAL CORP                                 X              5         71,501                  0         0
CARVER BANCORP INC                            X              6              0             14,091         0
CATELLUS DEV CORP NEW                         X              8          8,900                  0         0
CATERPILLAR INC DEL                           X              7              0                165         0
CATERPILLAR INC DEL                           X              8            200                  0         0
CATERPILLAR INC DEL                           X              8            300                  0         0
CATERPILLAR INC DEL                           X              8            350                  0         0
CATERPILLAR INC DEL                           X              5            790                  0         0
CATERPILLAR INC DEL                           X              5            845                  0         0
CATERPILLAR INC DEL                           X              5            900                  0         0
CATERPILLAR INC DEL                           X              3            953                  0         0
CATERPILLAR INC DEL                           X              8          1,030                  0         0
CATERPILLAR INC DEL                           X              8          1,050                  0         0
CATERPILLAR INC DEL                           X              4          1,180                  0         0
CATERPILLAR INC DEL                           X              7          1,560                  0         0
CATERPILLAR INC DEL                           X              8          1,980                  0         0
CATERPILLAR INC DEL                           X              8          2,445                  0         0
CATERPILLAR INC DEL                           X              8          2,860                  0         0
CATERPILLAR INC DEL                           X              8          3,338                  0         0
CATERPILLAR INC DEL                           X                         3,670                  0         0
CATERPILLAR INC DEL                           X              9          3,900                  0         0
CATERPILLAR INC DEL                           X              8          4,340                  0         0
CATERPILLAR INC DEL                           X              8          5,295                  0         0
CATERPILLAR INC DEL                           X              8          5,619                  0         0
CATERPILLAR INC DEL                           X              5          6,485                  0         0
CATERPILLAR INC DEL                           X              8          7,554                  0         0
CATERPILLAR INC DEL                           X              5          7,936                  0         0
CATERPILLAR INC DEL                           X              6          7,700              1,500     1,300
CATERPILLAR INC DEL                           X              8         10,978                  0         0
CATERPILLAR INC DEL                           X              8         12,200                  0         0
CATERPILLAR INC DEL                           X              8         13,941                  0         0
CATERPILLAR INC DEL                           X              8         14,391                  0         0
CATERPILLAR INC DEL                           X              6         20,848                  0         0
CATERPILLAR INC DEL                           X              8         32,360                  0         0
CATERPILLAR INC DEL                           X              5         32,936                  0     1,200
CATHAY GENERAL BANCORP                        X              6              0                  0        93
CATHAY GENERAL BANCORP                        X              7          7,212                  0         0
CELGENE CORP                                  X                         1,725                  0         0
CELGENE CORP                                  X              9          2,000                  0         0
CELGENE CORP                                  X              7          2,950                  0         0
CELGENE CORP                                  X              8          7,100                  0         0
CELGENE CORP                                  X              8         14,900                  0         0
CEMEX S A                                     X                             0                 40         0
CEMEX S A                                     X              7             47                  0         0
CEMEX S A                                     X              4            357                  0         0
CEMEX S A                                     X              4            500                  0         0
CEMEX S A                                     X              5          6,753                  0         0
CEMEX S A                                     X              8         12,643                  0         0
CEMEX S A                                     X              8         25,100                  0         0
CENDANT CORP                                  X              8            700                  0         0
CENDANT CORP                                  X              4          1,040                  0         0
CENDANT CORP                                  X              8          1,140                  0         0
CENDANT CORP                                  X              8          1,250                  0         0
CENDANT CORP                                  X                         2,720                  0         0
CENDANT CORP                                  X              8          3,450                  0         0
CENDANT CORP                                  X              8          3,720                  0         0
CENDANT CORP                                  X              8          4,400                  0         0
CENDANT CORP                                  X              8          5,000                  0         0
CENDANT CORP                                  X              8          7,655                  0         0
CENDANT CORP                                  X              7          8,245                  0         0
CENDANT CORP                                  X              8          8,750                  0         0
CENDANT CORP                                  X              8         10,098                  0         0
CENDANT CORP                                  X              8         16,053                  0         0
CENDANT CORP                                  X              8         18,482                  0         0
CENDANT CORP                                  X              8         24,138                  0         0
CENDANT CORP                                  X              5         26,235                  0         0
CENDANT CORP                                  X              6         31,031                  0     1,000
CENDANT CORP                                  X              5         35,971                  0         0
CENDANT CORP                                  X              8         37,500                  0         0
CENDANT CORP                                  X              9         45,020                  0         0
CENDANT CORP                                  X              4         48,140                  0         0
CENDANT CORP                                  X              8         96,500                  0         0
CENDANT CORP                                  X              5        145,502                  0         0
CENDANT CORP                                  X              6        417,522                  0    11,438
CENTERPOINT PPTYS TR                          X                         5,000                  0         0
CENTEX CORP                                   X              6              0                  0        25
CENTEX CORP                                   X              8            300                  0         0
CENTEX CORP                                   X              5            700                  0         0
CENTEX CORP                                   X              8            800                  0         0
CENTEX CORP                                   X              8            898                  0         0
CENTEX CORP                                   X              8            900                  0         0
CENTEX CORP                                   X              8          1,080                  0         0
CENTEX CORP                                   X              8          1,114                  0         0
CENTEX CORP                                   X              8          1,927                  0         0
CENTEX CORP                                   X              9          2,000                  0         0
CENTEX CORP                                   X              8          2,148                  0         0
CENTEX CORP                                   X              8          3,373                  0         0
CENTEX CORP                                   X              6              0                  0     5,025
CENTEX CORP                                   X              8          5,300                  0         0
CENTEX CORP                                   X              8         12,640                  0         0
CENTEX CORP                                   X              5         21,091                  0         0
CENTRAL FD CDA LTD                            X              4         31,100                  0         0
CENTURYTEL INC                                X              7              0                352         0
CENTURYTEL INC                                X              8          1,025                  0         0
CENTURYTEL INC                                X              8          1,070                  0         0
CENTURYTEL INC                                X              8          1,367                  0         0
CENTURYTEL INC                                X              5          1,400                  0         0
CENTURYTEL INC                                X              9          1,700                  0         0
CENTURYTEL INC                                X              8          2,000                  0         0
CENTURYTEL INC                                X              8          4,600                  0         0
CENTURYTEL INC                                X              8         14,610                  0         0
CENTURYTEL INC                                X              5         35,253                  0         0
CENTURYTEL INC                                X              5        180,000                  0         0
CEPHALON INC                                  X              9            700                  0         0
CEPHALON INC                                  X              7              0              1,500         0
CEPHALON INC                                  X              8          1,900                  0         0
CEPHALON INC                                  X              8          5,840                  0         0
CERIDIAN CORP NEW                             X              9          1,700                  0         0
CERIDIAN CORP NEW                             X              8          4,900                  0         0
CERIDIAN CORP NEW                             X              8         14,320                  0         0
CERTEGY INC                                   X              8            600                  0         0
CERTEGY INC                                   X              8          1,000                  0         0
CERTEGY INC                                   X              8          2,100                  0         0
CERTEGY INC                                   X              8          5,870                  0         0
CHESAPEAKE ENERGY CORP                        X              7            106                  0         0
CHESAPEAKE ENERGY CORP                        X              9          3,400                  0         0
CHESAPEAKE ENERGY CORP                        X              8         13,400                  0         0
CHESAPEAKE ENERGY CORP                        X              8         27,400                  0         0
CHEVRON CORP NEW                              X              7              0                540         0
CHEVRON CORP NEW                              X              5            688                  0         0
CHEVRON CORP NEW                              X              2            720                  0         0
CHEVRON CORP NEW                              X              8            900                  0         0
CHEVRON CORP NEW                              X              7          1,232                  0         0
CHEVRON CORP NEW                              X                         1,400                  0         0
CHEVRON CORP NEW                              X              8          1,410                  0         0
CHEVRON CORP NEW                              X              8          1,950                  0         0
CHEVRON CORP NEW                              X              5          2,000                  0         0
CHEVRON CORP NEW                              X              4          2,534                  0         0
CHEVRON CORP NEW                              X              7          3,482                  0         0
CHEVRON CORP NEW                              X                         2,200              1,690         0
CHEVRON CORP NEW                              X              7              0              5,400         0
CHEVRON CORP NEW                              X              8          5,835                  0         0
CHEVRON CORP NEW                              X              8          5,900                  0         0
CHEVRON CORP NEW                              X              8          6,400                  0         0
CHEVRON CORP NEW                              X              8          7,480                  0         0
CHEVRON CORP NEW                              X              7          9,100                  0         0
CHEVRON CORP NEW                              X              4          9,292                  0         0
CHEVRON CORP NEW                              X              8         13,080                  0         0
CHEVRON CORP NEW                              X              8         15,100                  0         0
CHEVRON CORP NEW                              X              8         17,660                  0         0
CHEVRON CORP NEW                              X              5         18,500                  0         0
CHEVRON CORP NEW                              X              8         19,914                  0         0
CHEVRON CORP NEW                              X                        24,000                  0         0
CHEVRON CORP NEW                              X              9         24,600                  0         0
CHEVRON CORP NEW                              X              8         26,071                  0         0
CHEVRON CORP NEW                              X              8         31,706                  0         0
CHEVRON CORP NEW                              X              5         43,000                  0         0
CHEVRON CORP NEW                              X              5         47,020                  0         0
CHEVRON CORP NEW                              X              8         47,080                  0         0
CHEVRON CORP NEW                              X              8         76,300                  0         0
CHEVRON CORP NEW                              X              5        115,465                  0         0
CHEVRON CORP NEW                              X              5        127,702                  0         0
CHEVRON CORP NEW                              X              6         93,486             25,852    32,650
CHEVRON CORP NEW                              X              6        187,680                  0     6,945
CHEVRON CORP NEW                              X              8        197,700                  0         0
CHEVRON CORP NEW                              X              5        258,357                  0     5,234
CHICAGO MERCANTILE HLDGS INC                  X              8            300                  0         0
CHICAGO MERCANTILE HLDGS INC                  X              8            600                  0         0
CHICAGO MERCANTILE HLDGS INC                  X              8            900                  0         0
CHICOS FAS INC                                X              7              0                716         0
CHICOS FAS INC                                X              6          1,000                  0         0
CHICOS FAS INC                                X                         1,865                  0         0
CHICOS FAS INC                                X              9          2,000                  0         0
CHICOS FAS INC                                X              7              0              2,000         0
CHICOS FAS INC                                X              8          2,600                  0         0
CHICOS FAS INC                                X              8          6,000                  0         0
CHICOS FAS INC                                X              8         16,000                  0         0
CHIRON CORP                                   X                             0                 70         0
CHIRON CORP                                   X              7            370                  0         0
CHIRON CORP                                   X              5            800                  0         0
CHIRON CORP                                   X              8          1,079                  0         0
CHIRON CORP                                   X              8          1,287                  0         0
CHIRON CORP                                   X              8          1,490                  0         0
CHIRON CORP                                   X              9          1,700                  0         0
CHIRON CORP                                   X              8          2,318                  0         0
CHIRON CORP                                   X              8          3,082                  0         0
CHIRON CORP                                   X              8          4,700                  0         0
CHIRON CORP                                   X                         4,935                  0         0
CHIRON CORP                                   X              8         13,490                  0         0
CHOICEPOINT INC                               X              8            400                  0         0
CHOICEPOINT INC                               X              9          1,000                  0         0
CHOICEPOINT INC                               X              8          2,370                  0         0
CHOICEPOINT INC                               X              8          2,900                  0         0
CHOICEPOINT INC                               X              8          8,780                  0         0
CHUBB CORP                                    X              7            130                  0         0
CHUBB CORP                                    X              8            270                  0         0
CHUBB CORP                                    X              4            280                  0         0
CHUBB CORP                                    X              7              0                300         0
CHUBB CORP                                    X              8            400                  0         0
CHUBB CORP                                    X              8            900                  0         0
CHUBB CORP                                    X              8            900                  0         0
CHUBB CORP                                    X              8          1,300                  0         0
CHUBB CORP                                    X              8          1,348                  0         0
CHUBB CORP                                    X              8          1,500                  0         0
CHUBB CORP                                    X              8          1,612                  0         0
CHUBB CORP                                    X              8          1,899                  0         0
CHUBB CORP                                    X              5          2,200                  0         0
CHUBB CORP                                    X              8          2,949                  0         0
CHUBB CORP                                    X              8          2,990                  0         0
CHUBB CORP                                    X              8          4,680                  0         0
CHUBB CORP                                    X              4          4,805                  0         0
CHUBB CORP                                    X              8          7,600                  0         0
CHUBB CORP                                    X              8          7,800                  0         0
CHUBB CORP                                    X              5          8,748                  0         0
CHUBB CORP                                    X              8          9,400                  0         0
CHUBB CORP                                    X              9          9,750                  0         0
CHUBB CORP                                    X              8          9,841                  0         0
CHUBB CORP                                    X              6         13,471              1,000       620
CHUBB CORP                                    X              8         17,460                  0         0
CHUBB CORP                                    X              6         93,440                  0     1,181
CIENA CORP                                    X              7          2,000                  0         0
CIENA CORP                                    X              8          4,010                  0         0
CIENA CORP                                    X              5          4,100                  0         0
CIENA CORP                                    X              8          4,500                  0         0
CIENA CORP                                    X              5            300                  0     6,000
CIENA CORP                                    X              8          6,760                  0         0
CIENA CORP                                    X              8          8,400                  0         0
CIENA CORP                                    X              5         34,725                  0         0
CINCINNATI FINL CORP                          X              8          1,208                  0         0
CINCINNATI FINL CORP                          X              8          1,397                  0         0
CINCINNATI FINL CORP                          X              8          1,409                  0         0
CINCINNATI FINL CORP                          X              9          2,100                  0         0
CINCINNATI FINL CORP                          X              8          2,280                  0         0
CINCINNATI FINL CORP                          X              8          2,467                  0         0
CINCINNATI FINL CORP                          X              8          5,880                  0         0
CINCINNATI FINL CORP                          X              8         10,488                  0         0
CINCINNATI FINL CORP                          X              8         15,457                  0         0
CINERGY CORP                                  X              6            800                  0         0
CINERGY CORP                                  X              8          1,342                  0         0
CINERGY CORP                                  X              8          1,680                  0         0
CINERGY CORP                                  X              8          1,700                  0         0
CINERGY CORP                                  X              8          1,984                  0         0
CINERGY CORP                                  X              6          2,000                  0         0
CINERGY CORP                                  X              9          2,200                  0         0
CINERGY CORP                                  X              8          3,000                  0         0
CINERGY CORP                                  X              8          8,200                  0         0
CINERGY CORP                                  X              8         16,190                  0         0
CINERGY CORP                                  X              5      1,000,000                  0         0
CIRCUIT CITY STORE INC                        X              8          1,400                  0         0
CIRCUIT CITY STORE INC                        X              8          1,570                  0         0
CIRCUIT CITY STORE INC                        X              8          2,110                  0         0
CIRCUIT CITY STORE INC                        X              9          2,300                  0         0
CIRCUIT CITY STORE INC                        X              8          2,900                  0         0
CIRCUIT CITY STORE INC                        X              8          6,500                  0         0
CIRCUIT CITY STORE INC                        X              8         17,000                  0         0
CINTAS CORP                                   X              8          1,082                  0         0
CINTAS CORP                                   X              6              0              1,300         0
CINTAS CORP                                   X              8          1,360                  0         0
CINTAS CORP                                   X              8          1,546                  0         0
CINTAS CORP                                   X              9          1,600                  0         0
CINTAS CORP                                   X              8          2,131                  0         0
CINTAS CORP                                   X              8          2,445                  0         0
CINTAS CORP                                   X              8          4,300                  0         0
CINTAS CORP                                   X              8          4,805                  0         0
CINTAS CORP                                   X              8         12,450                  0         0
CITIGROUP INC                                 X              3             95                  0         0
CITIGROUP INC                                 X              5            500                  0         0
CITIGROUP INC                                 X              5          1,000                  0         0
CITIGROUP INC                                 X                         2,000                  0         0
CITIGROUP INC                                 X              8          2,100                  0         0
CITIGROUP INC                                 X              8          2,900                  0         0
CITIGROUP INC                                 X              8          2,900                  0         0
CITIGROUP INC                                 X              8          3,600                  0         0
CITIGROUP INC                                 X                         4,165                  0         0
CITIGROUP INC                                 X              5          4,222                  0         0
CITIGROUP INC                                 X              5          4,552                  0         0
CITIGROUP INC                                 X              8          4,950                  0         0
CITIGROUP INC                                 X                         8,600                  0         0
CITIGROUP INC                                 X                        10,900                  0         0
CITIGROUP INC                                 X              7         11,100                  0         0
CITIGROUP INC                                 X                        11,700                  0         0
CITIGROUP INC                                 X              8         14,700                  0         0
CITIGROUP INC                                 X              8         15,000                  0         0
CITIGROUP INC                                 X              8         15,600                  0         0
CITIGROUP INC                                 X              8         19,764                  0         0
CITIGROUP INC                                 X              8         23,685                  0         0
CITIGROUP INC                                 X              8         24,890                  0         0
CITIGROUP INC                                 X              7              0             29,380         0
CITIGROUP INC                                 X              4         29,792                  0         0
CITIGROUP INC                                 X              8         29,860                  0         0
CITIGROUP INC                                 X              8         30,064                  0         0
CITIGROUP INC                                 X                        31,400                  0         0
CITIGROUP INC                                 X              8         37,455                  0         0
CITIGROUP INC                                 X                        40,900                  0         0
CITIGROUP INC                                 X              8         43,890                  0         0
CITIGROUP INC                                 X              8         49,505                  0         0
CITIGROUP INC                                 X              4         53,751                  0         0
CITIGROUP INC                                 X              5         57,150                  0         0
CITIGROUP INC                                 X              7              0             66,100         0
CITIGROUP INC                                 X              7              0             74,415         0
CITIGROUP INC                                 X              5         76,884                  0         0
CITIGROUP INC                                 X              8         78,403                  0         0
CITIGROUP INC                                 X              8         79,372                  0         0
CITIGROUP INC                                 X              9         85,750                  0         0
CITIGROUP INC                                 X              8        115,462                  0         0
CITIGROUP INC                                 X              7        115,303                700         0
CITIGROUP INC                                 X              8        189,104                  0         0
CITIGROUP INC                                 X              6        158,448             23,712    48,256
CITIGROUP INC                                 X              5        220,866                  0    20,439
CITIGROUP INC                                 X              8        495,370                  0         0
CITIGROUP INC                                 X              5        485,855                  0    12,618
CITIGROUP INC                                 X              6        578,355                  0   112,715
CITRIX SYS INC                                X              5            570                  0         0
CITRIX SYS INC                                X              8          1,100                  0         0
CITRIX SYS INC                                X              8          1,340                  0         0
CITRIX SYS INC                                X              9          2,000                  0         0
CITRIX SYS INC                                X              8          2,120                  0         0
CITRIX SYS INC                                X              8          2,500                  0         0
CITRIX SYS INC                                X              8          2,500                  0         0
CITRIX SYS INC                                X              5          2,500                  0         0
CITRIX SYS INC                                X              8          2,600                  0         0
CITRIX SYS INC                                X              8          2,900                  0         0
CITRIX SYS INC                                X                         3,000                  0         0
CITRIX SYS INC                                X              8          3,500                  0         0
CITRIX SYS INC                                X              8          5,700                  0         0
CITRIX SYS INC                                X              8         14,700                  0         0
CITY NATL CORP                                X              9            600                  0         0
CITY NATL CORP                                X              8          1,600                  0         0
CITY NATL CORP                                X              8          4,490                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              7             30                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8            400                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8            580                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              5            600                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8            650                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              6          1,000                  0        58
CLEAR CHANNEL COMMUNICATIONS                  X              8          1,900                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8          1,990                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8          3,130                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8          3,773                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8          4,170                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8          4,959                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8          5,202                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              9          6,400                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              7              0              6,400         0
CLEAR CHANNEL COMMUNICATIONS                  X              8          8,183                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8         11,487                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              8         20,200                  0         0
CLEAR CHANNEL COMMUNICATIONS                  X              5         18,588                  0     2,282
CLEAR CHANNEL COMMUNICATIONS                  X              8         57,300                  0         0
CLOROX CO DEL                                 X              6            200                  0         0
CLOROX CO DEL                                 X              8          1,000                  0         0
CLOROX CO DEL                                 X              8          1,000                  0         0
CLOROX CO DEL                                 X              8          1,082                  0         0
CLOROX CO DEL                                 X              8          1,290                  0         0
CLOROX CO DEL                                 X              8          1,302                  0         0
CLOROX CO DEL                                 X              9          1,900                  0         0
CLOROX CO DEL                                 X              4          2,000                  0         0
CLOROX CO DEL                                 X              8          2,329                  0         0
CLOROX CO DEL                                 X              8          2,524                  0         0
CLOROX CO DEL                                 X              5          2,600                  0         0
CLOROX CO DEL                                 X                         3,404                  0         0
CLOROX CO DEL                                 X              8          3,471                  0         0
CLOROX CO DEL                                 X              8          6,600                  0         0
CLOROX CO DEL                                 X              6          7,392                  0         0
CLOROX CO DEL                                 X              5          9,264                  0         0
CLOROX CO DEL                                 X              8         14,710                  0         0
COACH INC                                     X              6              0                  0        70
COACH INC                                     X              7              0                638         0
COACH INC                                     X              8            670                  0         0
COACH INC                                     X              8            950                  0         0
COACH INC                                     X              8          2,000                  0         0
COACH INC                                     X              8          2,000                  0         0
COACH INC                                     X              8          2,640                  0         0
COACH INC                                     X              8          3,180                  0         0
COACH INC                                     X              8          3,700                  0         0
COACH INC                                     X                         4,166                  0         0
COACH INC                                     X              9          4,600                  0         0
COACH INC                                     X              5          5,600                  0         0
COACH INC                                     X              8          5,650                  0         0
COACH INC                                     X              8          5,760                  0         0
COACH INC                                     X              8          8,000                  0         0
COACH INC                                     X              6            160                  0    14,215
COACH INC                                     X              8         15,200                  0         0
COACH INC                                     X                        22,200                  0         0
COACH INC                                     X              8         24,918                  0         0
COACH INC                                     X              8         35,566                  0         0
COACH INC                                     X              8         37,066                  0         0
COACH INC                                     X              8         41,820                  0         0
COACH INC                                     X              5         96,357                  0         0
COCA COLA CO                                  X              4             23                  0         0
COCA COLA CO                                  X              3            105                  0         0
COCA COLA CO                                  X              5            200                  0         0
COCA COLA CO                                  X              5            280                  0         0
COCA COLA CO                                  X              7            730                  0         0
COCA COLA CO                                  X              8          1,100                  0         0
COCA COLA CO                                  X              8          1,700                  0         0
COCA COLA CO                                  X              8          2,200                  0         0
COCA COLA CO                                  X              4          2,675                  0         0
COCA COLA CO                                  X                         2,725                  0         0
COCA COLA CO                                  X              5          2,920                  0         0
COCA COLA CO                                  X                         3,500                  0         0
COCA COLA CO                                  X              8          6,496                  0         0
COCA COLA CO                                  X              8          6,700                  0         0
COCA COLA CO                                  X              8          7,260                  0         0
COCA COLA CO                                  X              5          7,479                  0         0
COCA COLA CO                                  X              8          8,140                  0         0
COCA COLA CO                                  X              7          8,345                  0         0
COCA COLA CO                                  X              7              0             15,694         0
COCA COLA CO                                  X              8         15,910                  0         0
COCA COLA CO                                  X              8         16,077                  0         0
COCA COLA CO                                  X              8         19,050                  0         0
COCA COLA CO                                  X              8         21,541                  0         0
COCA COLA CO                                  X                        23,977                  0         0
COCA COLA CO                                  X              8         28,956                  0         0
COCA COLA CO                                  X              8         31,607                  0         0
COCA COLA CO                                  X              8         33,918                  0         0
COCA COLA CO                                  X                         3,200             35,440         0
COCA COLA CO                                  X              8         50,945                  0         0
COCA COLA CO                                  X              9         52,400                  0         0
COCA COLA CO                                  X              5         72,090                  0         0
COCA COLA CO                                  X              6         39,179              8,020    25,400
COCA COLA CO                                  X              8         88,169                  0         0
COCA COLA CO                                  X              5         77,665                  0    11,156
COCA COLA CO                                  X              5         93,375                  0    14,415
COCA COLA CO                                  X              6        180,868                  0     3,714
COCA COLA CO                                  X              8        231,140                  0         0
COCA COLA ENTERPRISES INC                     X              7              0                561         0
COCA COLA ENTERPRISES INC                     X              8          2,100                  0         0
COCA COLA ENTERPRISES INC                     X              8          2,200                  0         0
COCA COLA ENTERPRISES INC                     X              8          2,539                  0         0
COCA COLA ENTERPRISES INC                     X              8          3,010                  0         0
COCA COLA ENTERPRISES INC                     X              8          3,238                  0         0
COCA COLA ENTERPRISES INC                     X              9          4,300                  0         0
COCA COLA ENTERPRISES INC                     X              5          4,500                  0         0
COCA COLA ENTERPRISES INC                     X              8          5,307                  0         0
COCA COLA ENTERPRISES INC                     X              8          8,793                  0         0
COCA COLA ENTERPRISES INC                     X              8         11,800                  0         0
COCA COLA ENTERPRISES INC                     X              8         30,240                  0         0
COEUR D ALENE MINES CORP IDA                  X              4            500                  0         0
COEUR D ALENE MINES CORP IDA                  X              5         10,000                  0         0
COEUR D ALENE MINES CORP IDA                  X              5          5,100                  0    13,480
COGNEX CORP                                   X                         2,229                  0         0
COGNEX CORP                                   X              6         13,000                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X                         1,447                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X              9          1,600                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X              8          2,500                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X              8          4,400                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X              6          6,159                470         0
COGNIZANT TECHNOLOGY SOLUTIO                  X              8         11,500                  0         0
COGNIZANT TECHNOLOGY SOLUTIO                  X              6         99,645                  0     3,042
COLGATE PALMOLIVE CO                          X              5            210                  0         0
COLGATE PALMOLIVE CO                          X              8            400                  0         0
COLGATE PALMOLIVE CO                          X              8            530                  0         0
COLGATE PALMOLIVE CO                          X              8            550                  0         0
COLGATE PALMOLIVE CO                          X              5          1,265                  0         0
COLGATE PALMOLIVE CO                          X              8          1,472                  0         0
COLGATE PALMOLIVE CO                          X              8          1,580                  0         0
COLGATE PALMOLIVE CO                          X              8          1,700                  0         0
COLGATE PALMOLIVE CO                          X                         1,882                  0         0
COLGATE PALMOLIVE CO                          X              5          2,300                  0         0
COLGATE PALMOLIVE CO                          X              7              0              2,900         0
COLGATE PALMOLIVE CO                          X              8          3,000                  0         0
COLGATE PALMOLIVE CO                          X              8          3,807                  0         0
COLGATE PALMOLIVE CO                          X              5          3,990                  0         0
COLGATE PALMOLIVE CO                          X              8          4,400                  0         0
COLGATE PALMOLIVE CO                          X              8          5,077                  0         0
COLGATE PALMOLIVE CO                          X              4          5,870                  0         0
COLGATE PALMOLIVE CO                          X              9          6,400                  0         0
COLGATE PALMOLIVE CO                          X              8          6,587                  0         0
COLGATE PALMOLIVE CO                          X              8          7,885                  0         0
COLGATE PALMOLIVE CO                          X              5          6,844                  0     1,100
COLGATE PALMOLIVE CO                          X              8          8,000                  0         0
COLGATE PALMOLIVE CO                          X              7              0              9,305         0
COLGATE PALMOLIVE CO                          X              5         11,200                  0         0
COLGATE PALMOLIVE CO                          X              8         11,470                  0         0
COLGATE PALMOLIVE CO                          X              7         12,090                  0         0
COLGATE PALMOLIVE CO                          X              8         19,600                  0         0
COLGATE PALMOLIVE CO                          X              5         31,889                  0         0
COLGATE PALMOLIVE CO                          X              6         30,412              6,150     2,800
COLGATE PALMOLIVE CO                          X              8         50,410                  0         0
COLGATE PALMOLIVE CO                          X              6        196,729                  0     3,630
COLONIAL BANCGROUP INC                        X              9          1,600                  0         0
COLONIAL BANCGROUP INC                        X              8          4,700                  0         0
COLONIAL BANCGROUP INC                        X              8         11,600                  0         0
COMERICA INC                                  X              4             30                  0         0
COMERICA INC                                  X              7              0                280         0
COMERICA INC                                  X              8          1,000                  0         0
COMERICA INC                                  X              8          1,000                  0         0
COMERICA INC                                  X              8          1,329                  0         0
COMERICA INC                                  X              8          1,454                  0         0
COMERICA INC                                  X              8          1,522                  0         0
COMERICA INC                                  X              9          2,100                  0         0
COMERICA INC                                  X              8          2,439                  0         0
COMERICA INC                                  X              8          2,942                  0         0
COMERICA INC                                  X              8          4,261                  0         0
COMERICA INC                                  X              8          5,700                  0         0
COMERICA INC                                  X              8         15,710                  0         0
COMERICA INC                                  X              5         23,230                  0         0
COMMERCE BANCORP INC NJ                       X              7              0                652         0
COMMERCE BANCORP INC NJ                       X              9          1,800                  0         0
COMMERCE BANCORP INC NJ                       X              8          2,200                  0         0
COMMERCE BANCORP INC NJ                       X              8          5,200                  0         0
COMMERCE BANCORP INC NJ                       X              7              0              6,300         0
COMMERCE BANCORP INC NJ                       X              8         14,780                  0         0
COMMERCE BANCSHARES INC                       X              8            700                  0         0
COMMERCE BANCSHARES INC                       X              8            700                  0         0
COMMERCE BANCSHARES INC                       X              9            800                  0         0
COMMERCE BANCSHARES INC                       X              8            950                  0         0
COMMERCE BANCSHARES INC                       X              8          2,300                  0         0
COMMERCE BANCSHARES INC                       X              8          7,002                  0         0
COMMERCE BANCSHARES INC                       X              8         15,280                  0         0
COMMUNITY HEALTH SYS INC NEW                  X              8          2,900                  0         0
COMMUNITY HEALTH SYS INC NEW                  X              8          8,850                  0         0
COMPANHIA VALE DO RIO DOCE                    X              6            100                  0         0
COMPANHIA VALE DO RIO DOCE                    X              7              0                390         0
COMPANHIA VALE DO RIO DOCE                    X              8         17,742                  0         0
COMPANHIA VALE DO RIO DOCE                    X              8         21,000                  0         0
COMPANHIA VALE DO RIO DOCE                    X              5              0                  0    34,800
COMPANHIA VALE DO RIO DOCE                    X              8        111,110                  0         0
COMPANHIA VALE DO RIO DOCE                    X                         2,013                  0         0
COMPANHIA VALE DO RIO DOCE                    X              7              0              2,070         0
COMPANHIA VALE DO RIO DOCE                    X              5          2,260                  0         0
COMPANHIA VALE DO RIO DOCE                    X                         6,500                  0         0
COMPANHIA VALE DO RIO DOCE                    X              7              0              6,800         0
COMPANHIA VALE DO RIO DOCE                    X              5        574,625                  0         0
COMPANHIA VALE DO RIO DOCE                    X              5         15,000                  0         0
COMPANIA ANONIMA NACIONL TEL                  X              5              0                  0       200
COMPANIA ANONIMA NACIONL TEL                  X              7              0                705         0
COMPANIA ANONIMA NACIONL TEL                  X              5              0                  0    21,000
COMPUTER ASSOC INTL INC                       X                             0                255         0
COMPUTER ASSOC INTL INC                       X              3            301                  0         0
COMPUTER ASSOC INTL INC                       X              8            460                  0         0
COMPUTER ASSOC INTL INC                       X              8            700                  0         0
COMPUTER ASSOC INTL INC                       X              7              0              1,561         0
COMPUTER ASSOC INTL INC                       X              8          1,600                  0         0
COMPUTER ASSOC INTL INC                       X              8          1,600                  0         0
COMPUTER ASSOC INTL INC                       X              8          3,200                  0         0
COMPUTER ASSOC INTL INC                       X              8          3,670                  0         0
COMPUTER ASSOC INTL INC                       X              8          4,480                  0         0
COMPUTER ASSOC INTL INC                       X              8          5,186                  0         0
COMPUTER ASSOC INTL INC                       X                         6,163                  0         0
COMPUTER ASSOC INTL INC                       X              9          6,250                  0         0
COMPUTER ASSOC INTL INC                       X              5          7,519                  0         0
COMPUTER ASSOC INTL INC                       X              8          8,349                  0         0
COMPUTER ASSOC INTL INC                       X              7          9,500                  0         0
COMPUTER ASSOC INTL INC                       X              8         14,407                  0         0
COMPUTER ASSOC INTL INC                       X              8         17,500                  0         0
COMPUTER ASSOC INTL INC                       X              8         42,930                  0         0
COMPUTER ASSOC INTL INC                       X              6              0                  0    84,282
COMPUTER SCIENCES CORP                        X              7              0                 71         0
COMPUTER SCIENCES CORP                        X              3             98                  0         0
COMPUTER SCIENCES CORP                        X              8            400                  0         0
COMPUTER SCIENCES CORP                        X              8            900                  0         0
COMPUTER SCIENCES CORP                        X              8            900                  0         0
COMPUTER SCIENCES CORP                        X              8          1,480                  0         0
COMPUTER SCIENCES CORP                        X              8          1,500                  0         0
COMPUTER SCIENCES CORP                        X              8          1,590                  0         0
COMPUTER SCIENCES CORP                        X              8          1,600                  0         0
COMPUTER SCIENCES CORP                        X              8          1,688                  0         0
COMPUTER SCIENCES CORP                        X              8          1,700                  0         0
COMPUTER SCIENCES CORP                        X              5          1,700                  0         0
COMPUTER SCIENCES CORP                        X              8          2,741                  0         0
COMPUTER SCIENCES CORP                        X              9          2,800                  0         0
COMPUTER SCIENCES CORP                        X              8          2,912                  0         0
COMPUTER SCIENCES CORP                        X              8          4,259                  0         0
COMPUTER SCIENCES CORP                        X              8          6,200                  0         0
COMPUTER SCIENCES CORP                        X              8         17,110                  0         0
COMPUTER SCIENCES CORP                        X              5          9,400                  0    30,000
COMPUTER SCIENCES CORP                        X              5         70,871                  0         0
COMPUWARE CORP                                X              8          2,730                  0         0
COMPUWARE CORP                                X              8          3,060                  0         0
COMPUWARE CORP                                X              8          4,360                  0         0
COMPUWARE CORP                                X              9          4,400                  0         0
COMPUWARE CORP                                X              8          5,700                  0         0
COMPUWARE CORP                                X              8         12,800                  0         0
COMPUWARE CORP                                X              5         23,503                  0         0
COMPUWARE CORP                                X              8         31,720                  0         0
COMVERSE TECHNOLOGY INC                       X                             0                 80         0
COMVERSE TECHNOLOGY INC                       X              7              0                652         0
COMVERSE TECHNOLOGY INC                       X              8          1,380                  0         0
COMVERSE TECHNOLOGY INC                       X              8          1,550                  0         0
COMVERSE TECHNOLOGY INC                       X              8          1,700                  0         0
COMVERSE TECHNOLOGY INC                       X              9          2,300                  0         0
COMVERSE TECHNOLOGY INC                       X              8          2,900                  0         0
COMVERSE TECHNOLOGY INC                       X              8          6,300                  0         0
COMVERSE TECHNOLOGY INC                       X              8         19,010                  0         0
COMVERSE TECHNOLOGY INC                       X              5         55,300                  0         0
CONAGRA FOODS INC                             X                             0                220         0
CONAGRA FOODS INC                             X              7            535                  0         0
CONAGRA FOODS INC                             X              8            710                  0         0
CONAGRA FOODS INC                             X              8          1,000                  0         0
CONAGRA FOODS INC                             X              8          2,200                  0         0
CONAGRA FOODS INC                             X              8          2,300                  0         0
CONAGRA FOODS INC                             X              6            450              1,800       450
CONAGRA FOODS INC                             X              8          3,624                  0         0
CONAGRA FOODS INC                             X              8          3,946                  0         0
CONAGRA FOODS INC                             X              8          4,280                  0         0
CONAGRA FOODS INC                             X              8          5,099                  0         0
CONAGRA FOODS INC                             X              4          5,784                  0         0
CONAGRA FOODS INC                             X              9          7,500                  0         0
CONAGRA FOODS INC                             X              8          8,128                  0         0
CONAGRA FOODS INC                             X              8         10,547                  0         0
CONAGRA FOODS INC                             X              8         22,300                  0         0
CONAGRA FOODS INC                             X              5         31,283                  0         0
CONAGRA FOODS INC                             X              8         51,300                  0         0
COMPUTER HORIZONS CORP                        X              5              0                  0    19,500
CONCORD CAMERA CORP                           X              6              0            509,054         0
CONEXANT SYSTEMS INC                          X              7            500                  0         0
CONEXANT SYSTEMS INC                          X              6            692                  0         0
CONEXANT SYSTEMS INC                          X              5          2,100                  0         0
CONEXANT SYSTEMS INC                          X              5              0                  0     2,688
CONEXANT SYSTEMS INC                          X              4         11,888                  0         0
CONSOLIDATED EDISON INC                       X              4            400                  0         0
CONSOLIDATED EDISON INC                       X              8          1,721                  0         0
CONSOLIDATED EDISON INC                       X              8          2,110                  0         0
CONSOLIDATED EDISON INC                       X              8          2,415                  0         0
CONSOLIDATED EDISON INC                       X              8          3,474                  0         0
CONSOLIDATED EDISON INC                       X              4          3,800                  0         0
CONSOLIDATED EDISON INC                       X              8          3,828                  0         0
CONSOLIDATED EDISON INC                       X              9          4,200                  0         0
CONSOLIDATED EDISON INC                       X              8          6,644                  0         0
CONSOLIDATED EDISON INC                       X              8          9,700                  0         0
CONSOLIDATED EDISON INC                       X              8         24,100                  0         0
CONSOLIDATED EDISON INC                       X              6         21,095              3,150     6,050
CONSOLIDATED EDISON INC                       X              6         42,524                  0       300
CONSTELLATION ENERGY GROUP I                  X              6            500                  0         0
CONSTELLATION ENERGY GROUP I                  X              8          1,100                  0         0
CONSTELLATION ENERGY GROUP I                  X              8          1,200                  0         0
CONSTELLATION ENERGY GROUP I                  X              8          1,311                  0         0
CONSTELLATION ENERGY GROUP I                  X              8          1,540                  0         0
CONSTELLATION ENERGY GROUP I                  X              8          1,771                  0         0
CONSTELLATION ENERGY GROUP I                  X              6          2,100                  0         0
CONSTELLATION ENERGY GROUP I                  X              9          2,100                  0         0
CONSTELLATION ENERGY GROUP I                  X              8          2,550                  0         0
CONSTELLATION ENERGY GROUP I                  X              8          3,032                  0         0
CONSTELLATION ENERGY GROUP I                  X              8          7,200                  0         0
CONSTELLATION ENERGY GROUP I                  X              5         12,283                  0         0
CONSTELLATION ENERGY GROUP I                  X              8         15,610                  0         0
CONVERGYS CORP                                X              5              0                  0       100
CONVERGYS CORP                                X              7            800                  0         0
CONVERGYS CORP                                X              7              0                825         0
CONVERGYS CORP                                X              8            850                  0         0
CONVERGYS CORP                                X              8          1,000                  0         0
CONVERGYS CORP                                X              8          1,130                  0         0
CONVERGYS CORP                                X              8          2,100                  0         0
CONVERGYS CORP                                X              8          2,200                  0         0
CONVERGYS CORP                                X              5          5,600                  0         0
CONVERGYS CORP                                X              8          5,800                  0         0
CONVERGYS CORP                                X              4         10,033                  0         0
CONVERGYS CORP                                X              8         14,880                  0         0
COOPER CAMERON CORP                           X              6            200                  0         0
COOPER CAMERON CORP                           X              8          1,800                  0         0
COOPER CAMERON CORP                           X                         1,839                  0         0
COOPER CAMERON CORP                           X              5              0                  0     2,396
COOPER CAMERON CORP                           X              7              0              2,976         0
COOPER CAMERON CORP                           X              8          4,150                  0         0
COOPER CAMERON CORP                           X              9          8,600                  0         0
COOPER TIRE & RUBR CO                         X              8            430                  0         0
COOPER TIRE & RUBR CO                         X              8            520                  0         0
COOPER TIRE & RUBR CO                         X              8            590                  0         0
COOPER TIRE & RUBR CO                         X              8          1,100                  0         0
COOPER TIRE & RUBR CO                         X              4          8,071                  0         0
COPART INC                                    X                        10,000                  0         0
CORNING INC                                   X              5            510                  0         0
CORNING INC                                   X              8            800                  0         0
CORNING INC                                   X              8          1,230                  0         0
CORNING INC                                   X              8          1,400                  0         0
CORNING INC                                   X              7              0              1,900         0
CORNING INC                                   X              7              0              2,209         0
CORNING INC                                   X              8          3,950                  0         0
CORNING INC                                   X              8          4,350                  0         0
CORNING INC                                   X              4          4,410                  0         0
CORNING INC                                   X              8          5,500                  0         0
CORNING INC                                   X              5          5,920                  0         0
CORNING INC                                   X              8         10,682                  0         0
CORNING INC                                   X              8         12,180                  0         0
CORNING INC                                   X              8         13,899                  0         0
CORNING INC                                   X                        13,940                  0         0
CORNING INC                                   X              5         15,000                  0         0
CORNING INC                                   X              8         15,650                  0         0
CORNING INC                                   X              9         16,800                  0         0
CORNING INC                                   X              6         18,666              1,200       150
CORNING INC                                   X              8         20,627                  0         0
CORNING INC                                   X              8         21,280                  0         0
CORNING INC                                   X              6          1,170                  0    30,215
CORNING INC                                   X              8         34,939                  0         0
CORNING INC                                   X              7         38,020                  0         0
CORNING INC                                   X              8         40,263                  0         0
CORNING INC                                   X              8         44,719                  0         0
CORNING INC                                   X              5         45,200                  0         0
CORNING INC                                   X              8         49,600                  0         0
CORNING INC                                   X              5         53,483                  0     5,500
CORNING INC                                   X              5         85,544                  0         0
CORNING INC                                   X              8        139,410                  0         0
CORUS ENTERTAINMENT INC                       X              4         20,678                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              4             55                  0         0
COUNTRYWIDE FINANCIAL CORP                    X                             0                174         0
COUNTRYWIDE FINANCIAL CORP                    X              7              0                278         0
COUNTRYWIDE FINANCIAL CORP                    X              8            400                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8            590                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8            650                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              7              0              1,436         0
COUNTRYWIDE FINANCIAL CORP                    X              8          1,800                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8          1,990                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8          2,400                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8          3,400                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8          4,218                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8          4,760                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              5          4,900                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8          5,628                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              9          6,400                  0         0
COUNTRYWIDE FINANCIAL CORP                    X                         7,900                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8          8,842                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              4          9,850                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8         11,150                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8         13,256                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8         22,300                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              2         23,997                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              8         54,858                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              6              0                  0    61,177
COUNTRYWIDE FINANCIAL CORP                    X              5         81,670                  0         0
COUNTRYWIDE FINANCIAL CORP                    X              5        103,411                  0       690
COUNTRYWIDE FINANCIAL CORP                    X              5        152,620                  0         0
COVANCE INC                                   X              4             55                  0         0
COVANCE INC                                   X              6          5,433                560         0
COVANCE INC                                   X              6         72,842                  0     2,647
COVENTRY HEALTH CARE INC                      X              9          1,200                  0         0
COVENTRY HEALTH CARE INC                      X                         1,910                  0         0
COVENTRY HEALTH CARE INC                      X              8          2,600                  0         0
COVENTRY HEALTH CARE INC                      X              8          4,200                  0         0
COVENTRY HEALTH CARE INC                      X              8         10,183                  0         0
CRANE CO                                      X                         5,083                  0         0
CRANE CO                                      X              6          7,000                  0         0
CREDIT SUISSE GROUP                           X              6            110                  0       137
CREDIT SUISSE GROUP                           X              7              0                925         0
CREDIT SUISSE GROUP                           X              7          2,190                  0         0
CREDIT SUISSE GROUP                           X              4          3,490                  0         0
CROWN CASTLE INTL CORP                        X              7            272                  0         0
CROWN CASTLE INTL CORP                        X              9          2,600                  0         0
CROWN CASTLE INTL CORP                        X              5          6,500                  0         0
CROWN CASTLE INTL CORP                        X              8          7,500                  0         0
CROWN CASTLE INTL CORP                        X              8         19,400                  0         0
CUMMINS INC                                   X              7              0                 78         0
CUMMINS INC                                   X              8            300                  0         0
CUMMINS INC                                   X              8            350                  0         0
CUMMINS INC                                   X              6            480                  0         0
CUMMINS INC                                   X              8            490                  0         0
CUMMINS INC                                   X              9            500                  0         0
CUMMINS INC                                   X              8            600                  0         0
CUMMINS INC                                   X              5            700                  0         0
CUMMINS INC                                   X              8          1,400                  0         0
CUMMINS INC                                   X              8          3,800                  0         0
DST SYS INC DEL                               X              6              0                  0        81
DST SYS INC DEL                               X              7              0                310         0
DST SYS INC DEL                               X              6              0                  0       400
DST SYS INC DEL                               X              8          1,000                  0         0
DST SYS INC DEL                               X              9          1,000                  0         0
DST SYS INC DEL                               X              8          2,800                  0         0
DST SYS INC DEL                               X              8          8,100                  0         0
DTE ENERGY CO                                 X                             0                130         0
DTE ENERGY CO                                 X              7            335                  0         0
DTE ENERGY CO                                 X              8          1,380                  0         0
DTE ENERGY CO                                 X              8          1,393                  0         0
DTE ENERGY CO                                 X              8          1,423                  0         0
DTE ENERGY CO                                 X              8          1,581                  0         0
DTE ENERGY CO                                 X              9          2,100                  0         0
DTE ENERGY CO                                 X              8          2,450                  0         0
DTE ENERGY CO                                 X              8          4,600                  0         0
DTE ENERGY CO                                 X              8          5,800                  0         0
DTE ENERGY CO                                 X              8         16,020                  0         0
DTE ENERGY CO                                 X              5        600,000                  0         0
DANA CORP                                     X              4            140                  0         0
DANA CORP                                     X              7              0              1,016         0
DANA CORP                                     X              8          1,050                  0         0
DANA CORP                                     X              8          1,180                  0         0
DANA CORP                                     X              8          1,270                  0         0
DANA CORP                                     X              8          2,169                  0         0
DANA CORP                                     X              8          4,496                  0         0
DANA CORP                                     X              5         33,234                  0         0
DANAHER CORP DEL                              X              6              0                  0        60
DANAHER CORP DEL                              X              4            950                  0         0
DANAHER CORP DEL                              X              7              0              1,272         0
DANAHER CORP DEL                              X              8          1,942                  0         0
DANAHER CORP DEL                              X              8          2,240                  0         0
DANAHER CORP DEL                              X              7              0              2,300         0
DANAHER CORP DEL                              X              8          2,698                  0         0
DANAHER CORP DEL                              X              9          2,700                  0         0
DANAHER CORP DEL                              X              5          3,300                  0         0
DANAHER CORP DEL                              X              8          3,864                  0         0
DANAHER CORP DEL                              X              5          4,300                  0         0
DANAHER CORP DEL                              X              8          4,366                  0         0
DANAHER CORP DEL                              X              8          6,034                  0         0
DANAHER CORP DEL                              X              8          9,100                  0         0
DANAHER CORP DEL                              X              6              0                  0    12,279
DANAHER CORP DEL                              X              8         22,580                  0         0
DARDEN RESTAURANTS INC                        X              7             61                  0         0
DARDEN RESTAURANTS INC                        X              7              0                466         0
DARDEN RESTAURANTS INC                        X              8          1,032                  0         0
DARDEN RESTAURANTS INC                        X              8          1,250                  0         0
DARDEN RESTAURANTS INC                        X              6          1,500                  0         0
DARDEN RESTAURANTS INC                        X              5          1,500                  0         0
DARDEN RESTAURANTS INC                        X              8          1,532                  0         0
DARDEN RESTAURANTS INC                        X                         1,800                  0         0
DARDEN RESTAURANTS INC                        X              9          1,900                  0         0
DARDEN RESTAURANTS INC                        X              8          2,200                  0         0
DARDEN RESTAURANTS INC                        X              8          2,397                  0         0
DARDEN RESTAURANTS INC                        X              8          2,400                  0         0
DARDEN RESTAURANTS INC                        X              6          3,600                  0         0
DARDEN RESTAURANTS INC                        X              8          5,200                  0         0
DARDEN RESTAURANTS INC                        X              8          5,293                  0         0
DARDEN RESTAURANTS INC                        X              8         18,230                  0         0
DEAN FOODS CO NEW                             X              7              0                125         0
DEAN FOODS CO NEW                             X              7              0              1,184         0
DEAN FOODS CO NEW                             X              9          1,900                  0         0
DEAN FOODS CO NEW                             X              8          4,000                  0         0
DEAN FOODS CO NEW                             X              8          5,200                  0         0
DEAN FOODS CO NEW                             X              8         13,520                  0         0
DEAN FOODS CO NEW                             X              8         13,653                  0         0
DEAN FOODS CO NEW                             X              8         14,836                  0         0
DEAN FOODS CO NEW                             X              8         15,005                  0         0
DEAN FOODS CO NEW                             X              5         20,354                  0     7,300
DEERE & CO                                    X              8            300                  0         0
DEERE & CO                                    X              7              0                350         0
DEERE & CO                                    X              8            400                  0         0
DEERE & CO                                    X              7            460                  0         0
DEERE & CO                                    X              2            600                  0         0
DEERE & CO                                    X              5            650                  0         0
DEERE & CO                                    X              4            655                  0         0
DEERE & CO                                    X              8          1,000                  0         0
DEERE & CO                                    X              8          1,000                  0         0
DEERE & CO                                    X              8          1,746                  0         0
DEERE & CO                                    X              8          2,060                  0         0
DEERE & CO                                    X              8          2,398                  0         0
DEERE & CO                                    X              5          2,705                  0         0
DEERE & CO                                    X              9          2,900                  0         0
DEERE & CO                                    X              5          3,400                  0         0
DEERE & CO                                    X              8          3,672                  0         0
DEERE & CO                                    X              8          3,769                  0         0
DEERE & CO                                    X              5          3,800                  0         0
DEERE & CO                                    X              6          4,288                  0         0
DEERE & CO                                    X              8          5,506                  0         0
DEERE & CO                                    X              8          9,400                  0         0
DEERE & CO                                    X              6         10,928              1,292       750
DEERE & CO                                    X              8         22,550                  0         0
DEERE & CO                                    X              5         26,992                  0     2,789
DELPHI CORP                                   X              6             69                  0         0
DELPHI CORP                                   X              5              0                  0       139
DELPHI CORP                                   X              6            600                838         0
DELPHI CORP                                   X              7              0              2,605         0
DELPHI CORP                                   X              8          4,086                  0         0
DELPHI CORP                                   X              8          4,440                  0         0
DELPHI CORP                                   X              4          5,758                  0         0
DELPHI CORP                                   X              8          6,282                  0         0
DELPHI CORP                                   X              9          6,800                  0         0
DELPHI CORP                                   X              8          8,218                  0         0
DELPHI CORP                                   X              8         11,559                  0         0
DELPHI CORP                                   X              8         18,700                  0         0
DELPHI CORP                                   X              8         52,520                  0         0
DELTA AIR LINES INC DEL                       X              8            880                  0         0
DELTA AIR LINES INC DEL                       X              8            990                  0         0
DELTA AIR LINES INC DEL                       X              8          1,880                  0         0
DELTA AIR LINES INC DEL                       X              8          2,720                  0         0
DELTA AIR LINES INC DEL                       X              8          3,008                  0         0
DELTA AIR LINES INC DEL                       X              4          4,636                  0         0
DELTA AIR LINES INC DEL                       X              8        213,912                  0         0
DELTA AIR LINES INC DEL                       X              8        243,019                  0         0
DELTA AIR LINES INC DEL                       X              8        269,612                  0         0
DELUXE CORP                                   X                             0                150         0
DELUXE CORP                                   X              7            385                  0         0
DELUXE CORP                                   X              5            600                  0         0
DELUXE CORP                                   X              8          1,700                  0         0
DELUXE CORP                                   X              8          4,580                  0         0
DENTSPLY INTL INC NEW                         X              5              0                  0       600
DENTSPLY INTL INC NEW                         X              9            900                  0         0
DENTSPLY INTL INC NEW                         X              5          1,500                  0         0
DENTSPLY INTL INC NEW                         X              8          2,700                  0         0
DENTSPLY INTL INC NEW                         X              4          3,740                  0         0
DENTSPLY INTL INC NEW                         X              6          2,550              1,000     1,500
DENTSPLY INTL INC NEW                         X              8          9,680                  0         0
DENTSPLY INTL INC NEW                         X              6         23,452                  0        75
DEUTSCHE TELEKOM AG                           X              5            375                  0         0
DEUTSCHE TELEKOM AG                           X                             0                580         0
DEUTSCHE TELEKOM AG                           X              7          2,820                  0         0
DEUTSCHE TELEKOM AG                           X              4          8,635                  0         0
DEUTSCHE TELEKOM AG                           X              7              0             13,075         0
DEUTSCHE TELEKOM AG                           X              5         48,250                  0         0
DEVELOPERS DIVERSIFIED RLTY                   X              6            250                  0         0
DEVELOPERS DIVERSIFIED RLTY                   X              8          1,700                  0         0
DEVELOPERS DIVERSIFIED RLTY                   X              5              0                  0     1,800
DEVELOPERS DIVERSIFIED RLTY                   X              8          9,300                  0         0
DIAMONDS TR                                   X              6              0                  0       384
DIAMONDS TR                                   X              5              0                  0     1,345
DIAMONDS TR                                   X              4          2,026                  0         0
DIAMONDS TR                                   X              7          3,150                  0         0
DIAMONDS TR                                   X              5              0                  0     4,470
DIAMONDS TR                                   X                         4,800                  0         0
DIAMONDS TR                                   X                        41,600                  0         0
DIEBOLD INC                                   X              8            400                  0         0
DIEBOLD INC                                   X              8            480                  0         0
DIEBOLD INC                                   X              4            550                  0         0
DIEBOLD INC                                   X              8            650                  0         0
DIEBOLD INC                                   X              9            800                  0         0
DIEBOLD INC                                   X              8          2,400                  0         0
DIEBOLD INC                                   X              8          7,750                  0         0
DIEBOLD INC                                   X              8          8,910                  0         0
DIME CMNTY BANCSHARES                         X              6              0            311,614         0
DISNEY WALT CO                                X              3             50                  0         0
DISNEY WALT CO                                X              5            270                  0         0
DISNEY WALT CO                                X              7            700                  0         0
DISNEY WALT CO                                X              4            800                  0         0
DISNEY WALT CO                                X              8          1,000                  0         0
DISNEY WALT CO                                X              8          1,550                  0         0
DISNEY WALT CO                                X              8          1,800                  0         0
DISNEY WALT CO                                X                         2,000                  0         0
DISNEY WALT CO                                X                         3,000                110         0
DISNEY WALT CO                                X              8          4,000                  0         0
DISNEY WALT CO                                X              5          4,415                  0         0
DISNEY WALT CO                                X              8          5,400                  0         0
DISNEY WALT CO                                X              8          5,700                  0         0
DISNEY WALT CO                                X              8          5,890                  0         0
DISNEY WALT CO                                X              8          6,600                  0         0
DISNEY WALT CO                                X              8          7,940                  0         0
DISNEY WALT CO                                X              5          8,155                  0         0
DISNEY WALT CO                                X              7          8,880                  0         0
DISNEY WALT CO                                X              4         13,953                  0         0
DISNEY WALT CO                                X              8         14,770                  0         0
DISNEY WALT CO                                X              8         14,900                  0         0
DISNEY WALT CO                                X              8         17,060                  0         0
DISNEY WALT CO                                X              7              0             18,250         0
DISNEY WALT CO                                X              8         19,502                  0         0
DISNEY WALT CO                                X              9         23,200                  0         0
DISNEY WALT CO                                X              5         24,771                  0         1
DISNEY WALT CO                                X                        27,300                  0         0
DISNEY WALT CO                                X              8         31,258                  0         0
DISNEY WALT CO                                X              8         31,719                  0         0
DISNEY WALT CO                                X              5         39,325                  0         0
DISNEY WALT CO                                X              8         45,617                  0         0
DISNEY WALT CO                                X              8         74,400                  0         0
DISNEY WALT CO                                X              6         71,166             14,700    18,400
DISNEY WALT CO                                X              5        124,239                  0         0
DISNEY WALT CO                                X              6        136,924                  0     3,360
DISNEY WALT CO                                X              5        157,695                  0    31,667
DISNEY WALT CO                                X              8        194,850                  0         0
DR REDDYS LABS LTD                            X                             0                 28         0
DR REDDYS LABS LTD                            X                             0                 61         0
DR REDDYS LABS LTD                            X              7             64                  0         0
DR REDDYS LABS LTD                            X              7              0                172         0
DR REDDYS LABS LTD                            X              2        839,000                  0         0
DOLLAR GEN CORP                               X              4            250                  0         0
DOLLAR GEN CORP                               X              8          2,139                  0         0
DOLLAR GEN CORP                               X              8          2,700                  0         0
DOLLAR GEN CORP                               X              8          2,732                  0         0
DOLLAR GEN CORP                               X              9          2,900                  0         0
DOLLAR GEN CORP                               X              5          3,700                  0         0
DOLLAR GEN CORP                               X              8          4,440                  0         0
DOLLAR GEN CORP                               X              8          4,723                  0         0
DOLLAR GEN CORP                               X              8          7,877                  0         0
DOLLAR GEN CORP                               X              8          8,200                  0         0
DOLLAR GEN CORP                               X              8         23,450                  0         0
DOLLAR TREE STORES INC                        X              9          1,300                  0         0
DOLLAR TREE STORES INC                        X              8          3,800                  0         0
DOLLAR TREE STORES INC                        X                         7,160                  0         0
DOLLAR TREE STORES INC                        X              4          8,640                  0         0
DOLLAR TREE STORES INC                        X              8         10,640                  0         0
DOLLAR TREE STORES INC                        X              5        165,360                  0         0
DOMTAR INC                                    X              4         52,448                  0         0
DONNELLEY R R & SONS CO                       X              7              0                244         0
DONNELLEY R R & SONS CO                       X              5              0                  0       400
DONNELLEY R R & SONS CO                       X              6            280                  0       280
DONNELLEY R R & SONS CO                       X                           615                  0         0
DONNELLEY R R & SONS CO                       X              5          1,400                  0         0
DONNELLEY R R & SONS CO                       X              8          1,510                  0         0
DONNELLEY R R & SONS CO                       X              8          1,700                  0         0
DONNELLEY R R & SONS CO                       X              8          1,730                  0         0
DONNELLEY R R & SONS CO                       X              8          1,800                  0         0
DONNELLEY R R & SONS CO                       X              5          1,800                  0         0
DONNELLEY R R & SONS CO                       X              8          1,987                  0         0
DONNELLEY R R & SONS CO                       X              8          2,300                  0         0
DONNELLEY R R & SONS CO                       X              9          2,600                  0         0
DONNELLEY R R & SONS CO                       X              8          3,150                  0         0
DONNELLEY R R & SONS CO                       X              8          3,500                  0         0
DONNELLEY R R & SONS CO                       X              8          5,800                  0         0
DONNELLEY R R & SONS CO                       X              8          7,300                  0         0
DONNELLEY R R & SONS CO                       X              8         21,240                  0         0
DOUBLECLICK INC                               X              5            750                  0         0
DOUBLECLICK INC                               X              7          2,000                  0         0
DOUBLECLICK INC                               X              9         26,200                  0         0
DOUBLECLICK INC                               X              9         34,000                  0         0
DOUBLECLICK INC                               X                        34,502                  0         0
DOVER CORP                                    X              5            300                  0         0
DOVER CORP                                    X              7              0              1,020         0
DOVER CORP                                    X              8          1,485                  0         0
DOVER CORP                                    X              8          1,610                  0         0
DOVER CORP                                    X              8          1,683                  0         0
DOVER CORP                                    X              9          2,400                  0         0
DOVER CORP                                    X              8          2,916                  0         0
DOVER CORP                                    X              8          3,347                  0         0
DOVER CORP                                    X              6          5,150                  0         0
DOVER CORP                                    X              8          5,260                  0         0
DOVER CORP                                    X                         5,765                  0         0
DOVER CORP                                    X              8          6,800                  0         0
DOVER CORP                                    X              6          2,500                  0    15,200
DOVER CORP                                    X              8         18,100                  0         0
DOW CHEM CO                                   X                             0                130         0
DOW CHEM CO                                   X              8            500                  0         0
DOW CHEM CO                                   X              8            750                  0         0
DOW CHEM CO                                   X              8            850                  0         0
DOW CHEM CO                                   X                         2,056                  0         0
DOW CHEM CO                                   X              5          2,254                  0         0
DOW CHEM CO                                   X              7          2,290                  0         0
DOW CHEM CO                                   X              8          2,500                  0         0
DOW CHEM CO                                   X              8          2,720                  0         0
DOW CHEM CO                                   X              8          3,600                  0         0
DOW CHEM CO                                   X              4          3,950                  0         0
DOW CHEM CO                                   X              8          4,280                  0         0
DOW CHEM CO                                   X              7          5,800                  0         0
DOW CHEM CO                                   X              4          6,050                  0         0
DOW CHEM CO                                   X                         6,080                  0         0
DOW CHEM CO                                   X              8          6,811                  0         0
DOW CHEM CO                                   X              8          8,080                  0         0
DOW CHEM CO                                   X              8          8,750                  0         0
DOW CHEM CO                                   X              8          9,151                  0         0
DOW CHEM CO                                   X              8         14,237                  0         0
DOW CHEM CO                                   X              8         14,475                  0         0
DOW CHEM CO                                   X                        15,000                  0         0
DOW CHEM CO                                   X              5         16,977                  0         0
DOW CHEM CO                                   X              8         22,512                  0         0
DOW CHEM CO                                   X              9         29,800                  0         0
DOW CHEM CO                                   X              8         34,800                  0         0
DOW CHEM CO                                   X              8         90,940                  0         0
DOW CHEM CO                                   X              5        102,550                  0         0
DOW CHEM CO                                   X              6         90,879             20,619    33,655
DOW CHEM CO                                   X              5        158,154                  0     1,559
DOW CHEM CO                                   X              6        295,473                450    13,389
DOW JONES & CO INC                            X              6            350                  0         0
DOW JONES & CO INC                            X              8            476                  0         0
DOW JONES & CO INC                            X              8            580                  0         0
DOW JONES & CO INC                            X              8            650                  0         0
DOW JONES & CO INC                            X              5          1,000                  0         0
DOW JONES & CO INC                            X              8          1,158                  0         0
DOW JONES & CO INC                            X              8          1,500                  0         0
DOW JONES & CO INC                            X              8          2,131                  0         0
DOW JONES & CO INC                            X              8          4,010                  0         0
DU PONT E I DE NEMOURS & CO                   X              3            100                  0         0
DU PONT E I DE NEMOURS & CO                   X              8            600                  0         0
DU PONT E I DE NEMOURS & CO                   X              8            790                  0         0
DU PONT E I DE NEMOURS & CO                   X              8            900                  0         0
DU PONT E I DE NEMOURS & CO                   X              5          2,100                  0         0
DU PONT E I DE NEMOURS & CO                   X              8          2,750                  0         0
DU PONT E I DE NEMOURS & CO                   X              8          2,914                  0         0
DU PONT E I DE NEMOURS & CO                   X              8          2,990                  0         0
DU PONT E I DE NEMOURS & CO                   X                         3,000                  0         0
DU PONT E I DE NEMOURS & CO                   X              8          4,660                  0         0
DU PONT E I DE NEMOURS & CO                   X              5          5,780                  0         0
DU PONT E I DE NEMOURS & CO                   X              8          7,036                  0         0
DU PONT E I DE NEMOURS & CO                   X              7              0              7,260         0
DU PONT E I DE NEMOURS & CO                   X              8          8,300                  0         0
DU PONT E I DE NEMOURS & CO                   X              7          9,300                  0         0
DU PONT E I DE NEMOURS & CO                   X              8          9,446                  0         0
DU PONT E I DE NEMOURS & CO                   X              8          9,840                  0         0
DU PONT E I DE NEMOURS & CO                   X                        10,500                  0         0
DU PONT E I DE NEMOURS & CO                   X              9         11,600                  0         0
DU PONT E I DE NEMOURS & CO                   X              8         13,024                  0         0
DU PONT E I DE NEMOURS & CO                   X              8         13,182                  0         0
DU PONT E I DE NEMOURS & CO                   X              8         15,144                  0         0
DU PONT E I DE NEMOURS & CO                   X              4         16,175                  0         0
DU PONT E I DE NEMOURS & CO                   X                        16,925                  0         0
DU PONT E I DE NEMOURS & CO                   X              8         22,585                  0         0
DU PONT E I DE NEMOURS & CO                   X              5         25,184                  0       590
DU PONT E I DE NEMOURS & CO                   X              8         36,200                  0         0
DU PONT E I DE NEMOURS & CO                   X              5         39,310                  0         0
DU PONT E I DE NEMOURS & CO                   X              4         59,835                  0         0
DU PONT E I DE NEMOURS & CO                   X              5         60,500                  0         0
DU PONT E I DE NEMOURS & CO                   X              5         78,290                  0     2,884
DU PONT E I DE NEMOURS & CO                   X              8         93,570                  0         0
DU PONT E I DE NEMOURS & CO                   X              6         61,502             19,100    17,100
DU PONT E I DE NEMOURS & CO                   X              6        127,979                  0       500
DUKE ENERGY CORP                              X              6            100                  0         0
DUKE ENERGY CORP                              X              8            700                  0         0
DUKE ENERGY CORP                              X              8            840                  0         0
DUKE ENERGY CORP                              X              8            950                  0         0
DUKE ENERGY CORP                              X              4          1,435                  0         0
DUKE ENERGY CORP                              X              6          1,950                  0       400
DUKE ENERGY CORP                              X              2          2,500                  0         0
DUKE ENERGY CORP                              X              8          2,870                  0         0
DUKE ENERGY CORP                              X              8          3,000                  0         0
DUKE ENERGY CORP                              X              8          3,400                  0         0
DUKE ENERGY CORP                              X              8          4,900                  0         0
DUKE ENERGY CORP                              X              7          5,195                  0         0
DUKE ENERGY CORP                              X              5          5,280                  0         0
DUKE ENERGY CORP                              X              5          5,760                  0         0
DUKE ENERGY CORP                              X              8          6,100                  0         0
DUKE ENERGY CORP                              X              8          6,612                  0         0
DUKE ENERGY CORP                              X              8          7,820                  0         0
DUKE ENERGY CORP                              X              8          8,846                  0         0
DUKE ENERGY CORP                              X                        10,800                  0         0
DUKE ENERGY CORP                              X              7         11,000                  0         0
DUKE ENERGY CORP                              X              4         11,450                  0         0
DUKE ENERGY CORP                              X              8         12,570                  0         0
DUKE ENERGY CORP                              X              8         14,193                  0         0
DUKE ENERGY CORP                              X              8         14,462                  0         0
DUKE ENERGY CORP                              X              8         19,570                  0         0
DUKE ENERGY CORP                              X              8         21,629                  0         0
DUKE ENERGY CORP                              X              8         34,900                  0         0
DUKE ENERGY CORP                              X              5         38,596                  0         0
DUKE ENERGY CORP                              X              9         51,500                  0         0
DUKE ENERGY CORP                              X              8         90,010                  0         0
DUKE ENERGY CORP                              X              5      3,943,083                  0         0
DUKE REALTY CORP                              X                             0                195         0
DUKE REALTY CORP                              X              7            465                  0         0
DUKE REALTY CORP                              X              8          1,000                  0         0
DUKE REALTY CORP                              X              8          1,040                  0         0
DUKE REALTY CORP                              X              8          1,350                  0         0
DUKE REALTY CORP                              X              6          1,000                  0       400
DUKE REALTY CORP                              X              8          2,000                  0         0
DUKE REALTY CORP                              X              5              0                  0     2,000
DUKE REALTY CORP                              X              8          2,700                  0         0
DUKE REALTY CORP                              X              8          2,800                  0         0
DUKE REALTY CORP                              X              8          6,740                  0         0
DUKE REALTY CORP                              X              8         13,720                  0         0
DUKE REALTY CORP                              X              8         18,100                  0         0
DUNE ENERGY INC                               X              6        733,334                  0         0
EFC BANCORP INC                               X              6              0            149,088         0
E M C CORP MASS                               X              3            271                  0         0
E M C CORP MASS                               X              4            300                  0         0
E M C CORP MASS                               X              5            400                  0         0
E M C CORP MASS                               X              4            825                  0         0
E M C CORP MASS                               X              8          1,300                  0         0
E M C CORP MASS                               X              8          1,500                  0         0
E M C CORP MASS                               X              8          1,600                  0         0
E M C CORP MASS                               X              8          1,920                  0         0
E M C CORP MASS                               X                         2,000                  0         0
E M C CORP MASS                               X              8          2,200                  0         0
E M C CORP MASS                               X                         2,900                  0         0
E M C CORP MASS                               X              5          3,600                  0         0
E M C CORP MASS                               X              7              0              3,600         0
E M C CORP MASS                               X              8          6,650                  0         0
E M C CORP MASS                               X              8          7,102                  0         0
E M C CORP MASS                               X              8          7,200                  0         0
E M C CORP MASS                               X              8         10,200                  0         0
E M C CORP MASS                               X              7              0             10,600         0
E M C CORP MASS                               X              5         10,472                  0     3,025
E M C CORP MASS                               X              8         17,420                  0         0
E M C CORP MASS                               X              8         19,930                  0         0
E M C CORP MASS                               X              7         20,108                  0         0
E M C CORP MASS                               X              8         22,810                  0         0
E M C CORP MASS                               X              8         22,889                  0         0
E M C CORP MASS                               X                        25,100                  0         0
E M C CORP MASS                               X                        25,815                  0         0
E M C CORP MASS                               X              9         27,800                  0         0
E M C CORP MASS                               X              8         30,048                  0         0
E M C CORP MASS                               X              8         35,699                  0         0
E M C CORP MASS                               X              8         36,012                  0         0
E M C CORP MASS                               X              8         54,484                  0         0
E M C CORP MASS                               X              8         89,600                  0         0
E M C CORP MASS                               X              6         84,786                750    29,085
E M C CORP MASS                               X              5        145,972                  0         0
E M C CORP MASS                               X              5        167,907                  0     8,728
E M C CORP MASS                               X              8        223,050                  0         0
E M C CORP MASS                               X              6        654,048                  0    97,849
E TRADE FINANCIAL CORP                        X              4            500                  0         0
E TRADE FINANCIAL CORP                        X              8          2,640                  0         0
E TRADE FINANCIAL CORP                        X              8          2,950                  0         0
E TRADE FINANCIAL CORP                        X              8          3,850                  0         0
E TRADE FINANCIAL CORP                        X              5          4,300                  0         0
E TRADE FINANCIAL CORP                        X              9          4,500                  0         0
E TRADE FINANCIAL CORP                        X              8          5,423                  0         0
E TRADE FINANCIAL CORP                        X              5            250                  0     6,000
E TRADE FINANCIAL CORP                        X              8          8,877                  0         0
E TRADE FINANCIAL CORP                        X              8         12,500                  0         0
E TRADE FINANCIAL CORP                        X              8         33,600                  0         0
EASTERN CO                                    X              6              0             17,325         0
EASTMAN CHEM CO                               X              7              0                201         0
EASTMAN CHEM CO                               X              5            400                  0         0
EASTMAN CHEM CO                               X              8            550                  0         0
EASTMAN CHEM CO                               X              8            620                  0         0
EASTMAN CHEM CO                               X              8            682                  0         0
EASTMAN CHEM CO                               X              9            900                  0         0
EASTMAN CHEM CO                               X              5            900                  0         0
EASTMAN CHEM CO                               X              8          1,178                  0         0
EASTMAN CHEM CO                               X              8          2,492                  0         0
EASTMAN CHEM CO                               X              8          2,600                  0         0
EASTMAN CHEM CO                               X              6          7,699                175         0
EASTMAN CHEM CO                               X              8          8,720                  0         0
EASTMAN CHEM CO                               X              6          4,574                  0     8,343
EASTMAN KODAK CO                              X              5            300                  0         0
EASTMAN KODAK CO                              X              5            390                  0         0
EASTMAN KODAK CO                              X              5              0                  0     1,000
EASTMAN KODAK CO                              X              8          1,500                  0         0
EASTMAN KODAK CO                              X              8          1,500                  0         0
EASTMAN KODAK CO                              X              5              0                  0     1,600
EASTMAN KODAK CO                              X              4          1,660                  0         0
EASTMAN KODAK CO                              X              8          1,971                  0         0
EASTMAN KODAK CO                              X              8          2,014                  0         0
EASTMAN KODAK CO                              X              8          2,412                  0         0
EASTMAN KODAK CO                              X              8          2,470                  0         0
EASTMAN KODAK CO                              X              6          3,462                  0         0
EASTMAN KODAK CO                              X                         4,000                  0         0
EASTMAN KODAK CO                              X              8          4,073                  0         0
EASTMAN KODAK CO                              X              9          4,200                  0         0
EASTMAN KODAK CO                              X                         4,542                  0         0
EASTMAN KODAK CO                              X              8          7,581                  0         0
EASTMAN KODAK CO                              X              8          9,700                  0         0
EASTMAN KODAK CO                              X              8         17,127                  0         0
EASTMAN KODAK CO                              X              8         26,339                  0         0
EASTMAN KODAK CO                              X              8         27,600                  0         0
EASTMAN KODAK CO                              X              6          2,750                  0    28,335
EASTMAN KODAK CO                              X              8         33,737                  0         0
EATON CORP                                    X              4             25                  0         0
EATON CORP                                    X              8            400                  0         0
EATON CORP                                    X              8            600                  0         0
EATON CORP                                    X              8          1,100                  0         0
EATON CORP                                    X              8          1,300                  0         0
EATON CORP                                    X              8          1,300                  0         0
EATON CORP                                    X              8          1,386                  0         0
EATON CORP                                    X              9          1,900                  0         0
EATON CORP                                    X              5              0                  0     1,938
EATON CORP                                    X              8          2,182                  0         0
EATON CORP                                    X              8          2,586                  0         0
EATON CORP                                    X              7          2,645                  0         0
EATON CORP                                    X              5          3,660                  0         0
EATON CORP                                    X              6          3,700                  0         0
EATON CORP                                    X                         4,200                  0         0
EATON CORP                                    X              8          4,253                  0         0
EATON CORP                                    X              8          5,100                  0         0
EATON CORP                                    X              4          8,965                  0         0
EATON CORP                                    X              8         14,120                  0         0
EATON CORP                                    X              6         26,213                  0     1,100
EATON CORP                                    X              5         47,390                  0         0
EATON CORP                                    X              5         58,473                  0         0
EATON VANCE ENH EQTY INC FD                   X              6              0                  0    11,000
EBAY INC                                      X              6              0                  0       185
EBAY INC                                      X              8            400                  0         0
EBAY INC                                      X                           600                  0         0
EBAY INC                                      X              4            720                  0         0
EBAY INC                                      X              8            780                  0         0
EBAY INC                                      X              8            900                  0         0
EBAY INC                                      X                         1,600                  0         0
EBAY INC                                      X              8          2,600                  0         0
EBAY INC                                      X              8          2,986                  0         0
EBAY INC                                      X              8          3,030                  0         0
EBAY INC                                      X              8          3,500                  0         0
EBAY INC                                      X              8          8,580                  0         0
EBAY INC                                      X              8          8,756                  0         0
EBAY INC                                      X                         9,284                  0         0
EBAY INC                                      X              7              0             10,001         0
EBAY INC                                      X              8         10,210                  0         0
EBAY INC                                      X              8         11,720                  0         0
EBAY INC                                      X              9         11,800                  0         0
EBAY INC                                      X              7         12,259                  0         0
EBAY INC                                      X              8         12,354                  0         0
EBAY INC                                      X              8         14,104                  0         0
EBAY INC                                      X              8         17,709                  0         0
EBAY INC                                      X              8         18,328                  0         0
EBAY INC                                      X              8         19,000                  0         0
EBAY INC                                      X              5         20,946                  0       160
EBAY INC                                      X              8         22,482                  0         0
EBAY INC                                      X              8         27,602                  0         0
EBAY INC                                      X              8         35,800                  0         0
EBAY INC                                      X              6          2,000                  0    36,941
EBAY INC                                      X              5         73,444                  0         0
EBAY INC                                      X              8         96,700                  0         0
EBAY INC                                      X              5         99,985                  0       755
EBAY INC                                      X              5        120,075                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X              7            270                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X              8          1,100                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X              8          1,100                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X              6          2,000                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X              9          2,600                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X              8          4,071                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X              8          7,200                  0         0
ECHOSTAR COMMUNICATIONS NEW                   X              8         21,890                  0         0
ECOLAB INC                                    X              8          1,000                  0         0
ECOLAB INC                                    X              8          1,547                  0         0
ECOLAB INC                                    X              8          1,840                  0         0
ECOLAB INC                                    X              8          2,202                  0         0
ECOLAB INC                                    X              8          3,000                  0         0
ECOLAB INC                                    X              9          3,100                  0         0
ECOLAB INC                                    X              8          3,650                  0         0
ECOLAB INC                                    X              8          8,600                  0         0
ECOLAB INC                                    X              8         14,640                  0         0
ECOLAB INC                                    X              8         25,030                  0         0
ECOLAB INC                                    X              6         25,965              6,420     1,000
ECOLAB INC                                    X              6         37,410                  0     3,263
EDISON INTL                                   X              8            400                  0         0
EDISON INTL                                   X              8            600                  0         0
EDISON INTL                                   X              8          1,400                  0         0
EDISON INTL                                   X              8          1,500                  0         0
EDISON INTL                                   X              8          2,357                  0         0
EDISON INTL                                   X              8          2,880                  0         0
EDISON INTL                                   X              8          3,215                  0         0
EDISON INTL                                   X              5          4,400                  0         0
EDISON INTL                                   X              8          4,648                  0         0
EDISON INTL                                   X              9          4,700                  0         0
EDISON INTL                                   X              8          5,816                  0         0
EDISON INTL                                   X              8          9,742                  0         0
EDISON INTL                                   X              8         12,900                  0         0
EDISON INTL                                   X              5         25,500                  0         0
EDISON INTL                                   X              8         30,300                  0         0
EDISON INTL                                   X              5         43,310                  0         0
EDWARDS AG INC                                X              9            900                  0         0
EDWARDS AG INC                                X              8          1,600                  0         0
EDWARDS AG INC                                X              8          1,600                  0         0
EDWARDS AG INC                                X              8          2,500                  0         0
EDWARDS AG INC                                X              8          7,370                  0         0
8X8 INC NEW                                   X              5              0                  0    44,340
ELDORADO GOLD CORP NEW                        X              4         28,700                  0         0
ELECTRONIC ARTS INC                           X              8            200                  0         0
ELECTRONIC ARTS INC                           X              8            330                  0         0
ELECTRONIC ARTS INC                           X              8            500                  0         0
ELECTRONIC ARTS INC                           X              8          1,100                  0         0
ELECTRONIC ARTS INC                           X              8          1,100                  0         0
ELECTRONIC ARTS INC                           X              4          1,475                  0         0
ELECTRONIC ARTS INC                           X              8          1,800                  0         0
ELECTRONIC ARTS INC                           X                         2,000                  0         0
ELECTRONIC ARTS INC                           X              8          2,194                  0         0
ELECTRONIC ARTS INC                           X              8          2,500                  0         0
ELECTRONIC ARTS INC                           X              7              0              2,653         0
ELECTRONIC ARTS INC                           X              8          2,722                  0         0
ELECTRONIC ARTS INC                           X              8          2,970                  0         0
ELECTRONIC ARTS INC                           X              6          3,311                  0         0
ELECTRONIC ARTS INC                           X              9          3,450                  0         0
ELECTRONIC ARTS INC                           X              5          3,476                  0         0
ELECTRONIC ARTS INC                           X              8          4,270                  0         0
ELECTRONIC ARTS INC                           X              8          4,611                  0         0
ELECTRONIC ARTS INC                           X              8          7,189                  0         0
ELECTRONIC ARTS INC                           X              8         12,300                  0         0
ELECTRONIC ARTS INC                           X              8         31,670                  0         0
ELECTRONIC ARTS INC                           X              6         51,693                  0     1,658
ELECTRONIC DATA SYS NEW                       X              5              0                  0       100
ELECTRONIC DATA SYS NEW                       X              3            266                  0         0
ELECTRONIC DATA SYS NEW                       X              5            500                  0         0
ELECTRONIC DATA SYS NEW                       X              7            855                  0         0
ELECTRONIC DATA SYS NEW                       X              6            903                  0         0
ELECTRONIC DATA SYS NEW                       X              6          1,000                  0        75
ELECTRONIC DATA SYS NEW                       X              7              0              1,855         0
ELECTRONIC DATA SYS NEW                       X              8          4,083                  0         0
ELECTRONIC DATA SYS NEW                       X              8          4,450                  0         0
ELECTRONIC DATA SYS NEW                       X              8          5,143                  0         0
ELECTRONIC DATA SYS NEW                       X              9          6,100                  0         0
ELECTRONIC DATA SYS NEW                       X              4          6,972                  0         0
ELECTRONIC DATA SYS NEW                       X              8          7,345                  0         0
ELECTRONIC DATA SYS NEW                       X              8          7,469                  0         0
ELECTRONIC DATA SYS NEW                       X              8         12,759                  0         0
ELECTRONIC DATA SYS NEW                       X              8         20,900                  0         0
ELECTRONIC DATA SYS NEW                       X              5         31,412                  0         0
ELECTRONIC DATA SYS NEW                       X              8         45,570                  0         0
ELECTRONICS BOUTIQUE HLDGS C                  X              9         28,500                  0         0
ELECTRONICS BOUTIQUE HLDGS C                  X              9         43,500                  0         0
EMERSON ELEC CO                               X              5            160                  0         0
EMERSON ELEC CO                               X              8            400                  0         0
EMERSON ELEC CO                               X              8            500                  0         0
EMERSON ELEC CO                               X              8            600                  0         0
EMERSON ELEC CO                               X              8          1,200                  0         0
EMERSON ELEC CO                               X              8          1,260                  0         0
EMERSON ELEC CO                               X              7          1,279                  0         0
EMERSON ELEC CO                               X              8          1,280                  0         0
EMERSON ELEC CO                               X              7              0              1,300         0
EMERSON ELEC CO                               X              7              0              2,000         0
EMERSON ELEC CO                               X              8          2,963                  0         0
EMERSON ELEC CO                               X              8          3,500                  0         0
EMERSON ELEC CO                               X              8          3,530                  0         0
EMERSON ELEC CO                               X              8          3,967                  0         0
EMERSON ELEC CO                               X              9          4,950                  0         0
EMERSON ELEC CO                               X              8          5,227                  0         0
EMERSON ELEC CO                               X              8          5,759                  0         0
EMERSON ELEC CO                               X              5          5,692                  0       260
EMERSON ELEC CO                               X                         6,092                  0         0
EMERSON ELEC CO                               X              8          6,307                  0         0
EMERSON ELEC CO                               X              4          7,305                  0         0
EMERSON ELEC CO                               X              5          8,921                  0         0
EMERSON ELEC CO                               X              8          9,331                  0         0
EMERSON ELEC CO                               X              8         15,700                  0         0
EMERSON ELEC CO                               X              6         20,280                 60       700
EMERSON ELEC CO                               X              5         25,445                  0         0
EMERSON ELEC CO                               X              6         38,025                  0         0
EMERSON ELEC CO                               X              8         38,980                  0         0
EMMIS COMMUNICATIONS CORP                     X              6              0                  0    20,000
ENCANA CORP                                   X              4            800                  0         0
ENCANA CORP                                   X                         1,700                  0         0
ENCANA CORP                                   X              7          4,342                  0         0
ENCANA CORP                                   X              5         12,722                  0         0
ENCANA CORP                                   X              4         69,985                  0         0
ENCANA CORP                                   X              5         70,700                  0         0
ENGELHARD CORP                                X              7            128                  0         0
ENGELHARD CORP                                X              8            880                  0         0
ENGELHARD CORP                                X              8            980                  0         0
ENGELHARD CORP                                X              8          1,300                  0         0
ENGELHARD CORP                                X              9          1,400                  0         0
ENGELHARD CORP                                X              8          1,800                  0         0
ENGELHARD CORP                                X                         3,108                  0         0
ENGELHARD CORP                                X              8          4,100                  0         0
ENGELHARD CORP                                X              8         10,130                  0         0
ENGELHARD CORP                                X              5              0                  0    32,000
ENTERPRISE PRODS PARTNERS L                   X              9          2,200                  0         0
ENTERPRISE PRODS PARTNERS L                   X              6          3,620                  0         0
ENTERPRISE PRODS PARTNERS L                   X              8          6,000                  0         0
ENTERPRISE PRODS PARTNERS L                   X              8         21,530                  0         0
EQUIFAX INC                                   X              6              0                  0        76
EQUIFAX INC                                   X              8            500                  0         0
EQUIFAX INC                                   X              8            960                  0         0
EQUIFAX INC                                   X              8          1,068                  0         0
EQUIFAX INC                                   X              8          1,080                  0         0
EQUIFAX INC                                   X              5          1,400                  0         0
EQUIFAX INC                                   X              9          1,600                  0         0
EQUIFAX INC                                   X              8          2,000                  0         0
EQUIFAX INC                                   X              8          4,400                  0         0
EQUIFAX INC                                   X              8          4,500                  0         0
EQUIFAX INC                                   X              8          5,600                  0         0
EQUIFAX INC                                   X              5          9,678                  0         0
EQUIFAX INC                                   X              8         12,510                  0         0
EQUIFAX INC                                   X              8         13,300                  0         0
EQUITABLE RES INC                             X              9            700                  0         0
EQUITABLE RES INC                             X              8          1,400                  0         0
EQUITABLE RES INC                             X              8          2,000                  0         0
EQUITABLE RES INC                             X              8          4,850                  0         0
EQUITABLE RES INC                             X                         5,037                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              8          1,210                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              6          1,300                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              8          2,700                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              8          2,903                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              8          3,590                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              8          3,986                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              8          6,105                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              8          6,179                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              5         10,106                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              8         11,895                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              7         17,500                  0         0
EQUITY OFFICE PROPERTIES TRU                  X              8         38,390                  0         0
ERICSSON L M TEL CO                           X              7            400                  0         0
ERICSSON L M TEL CO                           X              4          1,645                  0         0
ERICSSON L M TEL CO                           X                         2,000                  0         0
ERICSSON L M TEL CO                           X              5            206                  0     2,440
ERICSSON L M TEL CO                           X              6          3,545                  0         0
ERICSSON L M TEL CO                           X              7          4,800                  0         0
ERICSSON L M TEL CO                           X              5          5,000                  0         0
ERICSSON L M TEL CO                           X                        22,000                  0         0
ERICSSON L M TEL CO                           X              5              0                  0    53,280
EXPEDITORS INTL WASH INC                      X              6              0                  0        61
EXPEDITORS INTL WASH INC                      X              8            380                  0         0
EXPEDITORS INTL WASH INC                      X              8            500                  0         0
EXPEDITORS INTL WASH INC                      X              9          1,200                  0         0
EXPEDITORS INTL WASH INC                      X              8          1,500                  0         0
EXPEDITORS INTL WASH INC                      X              7              0              2,950         0
EXPEDITORS INTL WASH INC                      X              8          3,500                  0         0
EXPEDITORS INTL WASH INC                      X                         5,000                  0         0
EXPEDITORS INTL WASH INC                      X              8         11,090                  0         0
EXPRESS SCRIPTS INC                           X              5            600                  0         0
EXPRESS SCRIPTS INC                           X              5          1,000                  0         0
EXPRESS SCRIPTS INC                           X              8          1,100                  0         0
EXPRESS SCRIPTS INC                           X              8          1,220                  0         0
EXPRESS SCRIPTS INC                           X              8          1,400                  0         0
EXPRESS SCRIPTS INC                           X              2          1,800                  0         0
EXPRESS SCRIPTS INC                           X              9          1,800                  0         0
EXPRESS SCRIPTS INC                           X              8          1,976                  0         0
EXPRESS SCRIPTS INC                           X              8          2,200                  0         0
EXPRESS SCRIPTS INC                           X                         5,000                  0         0
EXPRESS SCRIPTS INC                           X              8          5,200                  0         0
EXPRESS SCRIPTS INC                           X              8         16,000                  0         0
FPL GROUP INC                                 X              7             80                  0         0
FPL GROUP INC                                 X              2            680                  0         0
FPL GROUP INC                                 X              7              0                774         0
FPL GROUP INC                                 X              8          2,000                  0         0
FPL GROUP INC                                 X              8          2,200                  0         0
FPL GROUP INC                                 X              8          2,746                  0         0
FPL GROUP INC                                 X              8          3,140                  0         0
FPL GROUP INC                                 X              8          3,536                  0         0
FPL GROUP INC                                 X              8          3,828                  0         0
FPL GROUP INC                                 X              5          5,382                  0         0
FPL GROUP INC                                 X              9          5,450                  0         0
FPL GROUP INC                                 X              8          5,820                  0         0
FPL GROUP INC                                 X              8          9,632                  0         0
FPL GROUP INC                                 X              6          8,040                  0     2,000
FPL GROUP INC                                 X              8         16,000                  0         0
FPL GROUP INC                                 X              6          8,160              1,200    13,400
FPL GROUP INC                                 X              8         33,780                  0         0
FX ENERGY INC                                 X              5        328,000                  0         0
FAIR ISAAC CORP                               X              7              0                220         0
FAIR ISAAC CORP                               X              5            500                  0         0
FAIR ISAAC CORP                               X              8          2,400                  0         0
FAIR ISAAC CORP                               X              4          6,805                  0         0
FAIR ISAAC CORP                               X              8          7,260                  0         0
FAIRFAX FINL HLDGS LTD                        X              5            200                  0         0
FAIRFAX FINL HLDGS LTD                        X                           600                  0         0
FAIRFAX FINL HLDGS LTD                        X              7              0              1,075         0
FAIRFAX FINL HLDGS LTD                        X              4          2,722                  0         0
FAIRMONT HOTELS RESORTS INC                   X              7            793                  0         0
FAIRMONT HOTELS RESORTS INC                   X              5          2,325                  0         0
FAIRMONT HOTELS RESORTS INC                   X                         7,500                  0         0
FAIRMONT HOTELS RESORTS INC                   X              4         46,544                  0         0
FAMILY DLR STORES INC                         X              8          1,174                  0         0
FAMILY DLR STORES INC                         X              8          1,330                  0         0
FAMILY DLR STORES INC                         X              8          1,411                  0         0
FAMILY DLR STORES INC                         X              9          2,000                  0         0
FAMILY DLR STORES INC                         X              8          2,506                  0         0
FAMILY DLR STORES INC                         X              8          3,594                  0         0
FAMILY DLR STORES INC                         X              8          5,600                  0         0
FAMILY DLR STORES INC                         X              8         16,800                  0         0
FASTENAL CO                                   X              9            900                  0         0
FASTENAL CO                                   X              7              0              2,000         0
FASTENAL CO                                   X              8          2,500                  0         0
FASTENAL CO                                   X              8          7,110                  0         0
FEDERAL HOME LN MTG CORP                      X              5            200                  0         0
FEDERAL HOME LN MTG CORP                      X              5            240                  0         0
FEDERAL HOME LN MTG CORP                      X              4            290                  0         0
FEDERAL HOME LN MTG CORP                      X              8            400                  0         0
FEDERAL HOME LN MTG CORP                      X              6            500                  0         0
FEDERAL HOME LN MTG CORP                      X              8            540                  0         0
FEDERAL HOME LN MTG CORP                      X              8            650                  0         0
FEDERAL HOME LN MTG CORP                      X              7              0              1,060         0
FEDERAL HOME LN MTG CORP                      X              8          1,800                  0         0
FEDERAL HOME LN MTG CORP                      X              8          1,990                  0         0
FEDERAL HOME LN MTG CORP                      X                         2,000                  0         0
FEDERAL HOME LN MTG CORP                      X              7          2,200                  0         0
FEDERAL HOME LN MTG CORP                      X              8          3,220                  0         0
FEDERAL HOME LN MTG CORP                      X              8          4,905                  0         0
FEDERAL HOME LN MTG CORP                      X              6          5,350                  0        47
FEDERAL HOME LN MTG CORP                      X              7              0              5,400         0
FEDERAL HOME LN MTG CORP                      X              8          5,738                  0         0
FEDERAL HOME LN MTG CORP                      X                         6,400                  0         0
FEDERAL HOME LN MTG CORP                      X              8          6,529                  0         0
FEDERAL HOME LN MTG CORP                      X              8          6,630                  0         0
FEDERAL HOME LN MTG CORP                      X              9          7,950                  0         0
FEDERAL HOME LN MTG CORP                      X              5          8,011                  0         0
FEDERAL HOME LN MTG CORP                      X              5         10,564                  0         0
FEDERAL HOME LN MTG CORP                      X              8         10,577                  0         0
FEDERAL HOME LN MTG CORP                      X              8         10,635                  0         0
FEDERAL HOME LN MTG CORP                      X              7              0             11,000         0
FEDERAL HOME LN MTG CORP                      X              8         16,073                  0         0
FEDERAL HOME LN MTG CORP                      X              8         24,600                  0         0
FEDERAL HOME LN MTG CORP                      X              8         65,270                  0         0
FEDERAL NATL MTG ASSN                         X              1             14                  0         0
FEDERAL NATL MTG ASSN                         X                             0                 55         0
FEDERAL NATL MTG ASSN                         X              7              0                220         0
FEDERAL NATL MTG ASSN                         X              7            250                  0         0
FEDERAL NATL MTG ASSN                         X              5            260                  0         0
FEDERAL NATL MTG ASSN                         X              5            440                  0         0
FEDERAL NATL MTG ASSN                         X              8            500                  0         0
FEDERAL NATL MTG ASSN                         X              8            720                  0         0
FEDERAL NATL MTG ASSN                         X              8            850                  0         0
FEDERAL NATL MTG ASSN                         X              8          1,400                  0         0
FEDERAL NATL MTG ASSN                         X              5          1,410                  0         0
FEDERAL NATL MTG ASSN                         X              8          2,500                  0         0
FEDERAL NATL MTG ASSN                         X              8          2,720                  0         0
FEDERAL NATL MTG ASSN                         X              8          3,610                  0         0
FEDERAL NATL MTG ASSN                         X              4          4,310                  0         0
FEDERAL NATL MTG ASSN                         X              8          6,936                  0         0
FEDERAL NATL MTG ASSN                         X              8          7,730                  0         0
FEDERAL NATL MTG ASSN                         X              8          8,160                  0         0
FEDERAL NATL MTG ASSN                         X              7              0              9,000         0
FEDERAL NATL MTG ASSN                         X              8          9,148                  0         0
FEDERAL NATL MTG ASSN                         X              4         11,341                  0         0
FEDERAL NATL MTG ASSN                         X              5         12,600                  0         0
FEDERAL NATL MTG ASSN                         X              8         14,467                  0         0
FEDERAL NATL MTG ASSN                         X              8         15,116                  0         0
FEDERAL NATL MTG ASSN                         X              9         18,050                  0         0
FEDERAL NATL MTG ASSN                         X              8         22,604                  0         0
FEDERAL NATL MTG ASSN                         X              5         28,447                  0       931
FEDERAL NATL MTG ASSN                         X              8         35,400                  0         0
FEDERAL NATL MTG ASSN                         X              6         40,865              1,070    19,950
FEDERAL NATL MTG ASSN                         X              6         44,142                  0    38,449
FEDERAL NATL MTG ASSN                         X              8         91,420                  0         0
FEDERAL NATL MTG ASSN                         X              5      9,475,000                  0         0
FEDERATED INVS INC PA                         X              8            640                  0         0
FEDERATED INVS INC PA                         X              8            770                  0         0
FEDERATED INVS INC PA                         X              8            860                  0         0
FEDERATED INVS INC PA                         X              8          1,600                  0         0
FEDERATED INVS INC PA                         X              5              0                  0     1,700
FEDERATED INVS INC PA                         X              8          2,700                  0         0
FEDERATED INVS INC PA                         X              8          2,761                  0         0
FEDERATED INVS INC PA                         X              8          6,500                  0         0
FIDELITY NATL FINL INC                        X              9          2,100                  0         0
FIDELITY NATL FINL INC                        X              8          2,200                  0         0
FIDELITY NATL FINL INC                        X              8          5,700                  0         0
FIDELITY NATL FINL INC                        X              8         18,381                  0         0
FIFTH THIRD BANCORP                           X              6            290                  0         0
FIFTH THIRD BANCORP                           X              8            500                  0         0
FIFTH THIRD BANCORP                           X              5            500                  0         0
FIFTH THIRD BANCORP                           X              8            550                  0         0
FIFTH THIRD BANCORP                           X              8            620                  0         0
FIFTH THIRD BANCORP                           X              7              0              1,060         0
FIFTH THIRD BANCORP                           X              6          1,540                  0         0
FIFTH THIRD BANCORP                           X              8          1,800                  0         0
FIFTH THIRD BANCORP                           X              4          1,960                  0         0
FIFTH THIRD BANCORP                           X              8          1,990                  0         0
FIFTH THIRD BANCORP                           X              8          3,140                  0         0
FIFTH THIRD BANCORP                           X              8          3,743                  0         0
FIFTH THIRD BANCORP                           X              8          4,310                  0         0
FIFTH THIRD BANCORP                           X              8          5,039                  0         0
FIFTH THIRD BANCORP                           X              9          6,450                  0         0
FIFTH THIRD BANCORP                           X              8          7,613                  0         0
FIFTH THIRD BANCORP                           X              8          7,790                  0         0
FIFTH THIRD BANCORP                           X              8          9,800                  0         0
FIFTH THIRD BANCORP                           X              8         13,801                  0         0
FIFTH THIRD BANCORP                           X              8         20,700                  0         0
FIFTH THIRD BANCORP                           X              8         52,770                  0         0
FIRST AMERN CORP CALIF                        X              4             70                  0         0
FIRST AMERN CORP CALIF                        X              5            180                  0         0
FIRST AMERN CORP CALIF                        X              5            370                  0         0
FIRST AMERN CORP CALIF                        X              9          1,000                  0         0
FIRST AMERN CORP CALIF                        X              8          3,000                  0         0
FIRST AMERN CORP CALIF                        X              8          7,800                  0         0
FIRST DATA CORP                               X              4            150                  0         0
FIRST DATA CORP                               X              8            500                  0         0
FIRST DATA CORP                               X              8            500                  0         0
FIRST DATA CORP                               X              8            600                  0         0
FIRST DATA CORP                               X              4            655                  0         0
FIRST DATA CORP                               X              8            700                  0         0
FIRST DATA CORP                               X              8            800                  0         0
FIRST DATA CORP                               X              7            940                  0         0
FIRST DATA CORP                               X              5          1,725                  0         0
FIRST DATA CORP                               X              8          2,400                  0         0
FIRST DATA CORP                               X              8          2,410                  0         0
FIRST DATA CORP                               X              8          2,565                  0         0
FIRST DATA CORP                               X              7          3,636                  0         0
FIRST DATA CORP                               X              8          4,150                  0         0
FIRST DATA CORP                               X                         4,200                  0         0
FIRST DATA CORP                               X              5          5,000                  0         0
FIRST DATA CORP                               X              8          5,785                  0         0
FIRST DATA CORP                               X                         6,165                  0         0
FIRST DATA CORP                               X              8          6,680                  0         0
FIRST DATA CORP                               X              8          7,455                  0         0
FIRST DATA CORP                               X              8          9,160                  0         0
FIRST DATA CORP                               X              9          9,300                  0         0
FIRST DATA CORP                               X              8         10,729                  0         0
FIRST DATA CORP                               X              8         12,024                  0         0
FIRST DATA CORP                               X              6         10,501                900     1,100
FIRST DATA CORP                               X              8         13,969                  0         0
FIRST DATA CORP                               X              5         16,177                  0         0
FIRST DATA CORP                               X              8         16,762                  0         0
FIRST DATA CORP                               X              8         28,300                  0         0
FIRST DATA CORP                               X              6         48,027                  0     1,964
FIRST DATA CORP                               X              8         72,870                  0         0
FIRST DATA CORP                               X              5        109,010                  0         0
FIRST DATA CORP                               X              5        468,625                  0         0
FIRST HORIZON NATL CORP                       X              7              0                210         0
FIRST HORIZON NATL CORP                       X              8            893                  0         0
FIRST HORIZON NATL CORP                       X              8            980                  0         0
FIRST HORIZON NATL CORP                       X              8          1,043                  0         0
FIRST HORIZON NATL CORP                       X              9          1,500                  0         0
FIRST HORIZON NATL CORP                       X              8          1,800                  0         0
FIRST HORIZON NATL CORP                       X              5          1,900                  0         0
FIRST HORIZON NATL CORP                       X              8          2,000                  0         0
FIRST HORIZON NATL CORP                       X              8          4,100                  0         0
FIRST HORIZON NATL CORP                       X              6          5,750                  0       250
FIRST HORIZON NATL CORP                       X              6          7,400                  0       400
FIRST HORIZON NATL CORP                       X              8         12,130                  0         0
FIRST MARBLEHEAD CORP                         X              5            900                  0         0
FIRST MARBLEHEAD CORP                         X              8          1,100                  0         0
FIRST MARBLEHEAD CORP                         X              8          2,800                  0         0
FIRST MARBLEHEAD CORP                         X                         4,500                  0         0
FIRST MARBLEHEAD CORP                         X              4          9,200                  0         0
FIRST MARBLEHEAD CORP                         X              6         11,725                  0         0
FIRST MARBLEHEAD CORP                         X              5         68,670                  0         0
FIRST MARBLEHEAD CORP                         X              5        108,320                  0         0
FISERV INC                                    X              5              0                  0     1,100
FISERV INC                                    X              8          1,300                  0         0
FISERV INC                                    X              8          1,360                  0         0
FISERV INC                                    X              8          1,400                  0         0
FISERV INC                                    X              8          1,500                  0         0
FISERV INC                                    X              8          1,540                  0         0
FISERV INC                                    X              8          1,600                  0         0
FISERV INC                                    X              8          1,926                  0         0
FISERV INC                                    X              7              0              2,000         0
FISERV INC                                    X              9          2,300                  0         0
FISERV INC                                    X              8          2,774                  0         0
FISERV INC                                    X              8          3,328                  0         0
FISERV INC                                    X              8          3,826                  0         0
FISERV INC                                    X              4          5,760                  0         0
FISERV INC                                    X              8          6,500                  0         0
FISERV INC                                    X              8         17,710                  0         0
FISERV INC                                    X              5         31,004                  0         0
FIRSTENERGY CORP                              X              4             35                  0         0
FIRSTENERGY CORP                              X              6            499                  0         0
FIRSTENERGY CORP                              X              8            500                  0         0
FIRSTENERGY CORP                              X              6            519                  0         0
FIRSTENERGY CORP                              X              8            700                  0         0
FIRSTENERGY CORP                              X              8          1,800                  0         0
FIRSTENERGY CORP                              X              8          1,800                  0         0
FIRSTENERGY CORP                              X              8          2,467                  0         0
FIRSTENERGY CORP                              X              8          2,710                  0         0
FIRSTENERGY CORP                              X              8          3,198                  0         0
FIRSTENERGY CORP                              X              9          3,400                  0         0
FIRSTENERGY CORP                              X              8          4,947                  0         0
FIRSTENERGY CORP                              X              8          5,069                  0         0
FIRSTENERGY CORP                              X              8          8,753                  0         0
FIRSTENERGY CORP                              X              8         10,300                  0         0
FIRSTENERGY CORP                              X              8         12,900                  0         0
FIRSTENERGY CORP                              X              8         30,160                  0         0
FISHER SCIENTIFIC INTL INC                    X              7              0                156         0
FISHER SCIENTIFIC INTL INC                    X              8            830                  0         0
FISHER SCIENTIFIC INTL INC                    X                             0              1,000         0
FISHER SCIENTIFIC INTL INC                    X              8          1,010                  0         0
FISHER SCIENTIFIC INTL INC                    X              8          1,270                  0         0
FISHER SCIENTIFIC INTL INC                    X              9          1,400                  0         0
FISHER SCIENTIFIC INTL INC                    X              8          1,700                  0         0
FISHER SCIENTIFIC INTL INC                    X              8          1,800                  0         0
FISHER SCIENTIFIC INTL INC                    X              8          5,100                  0         0
FISHER SCIENTIFIC INTL INC                    X              8         10,600                  0         0
FISHER SCIENTIFIC INTL INC                    X              4         10,950                  0         0
FISHER SCIENTIFIC INTL INC                    X              8         12,997                  0         0
FISHER SCIENTIFIC INTL INC                    X              8         14,459                  0         0
FISHER SCIENTIFIC INTL INC                    X              8         18,199                  0         0
FISHER SCIENTIFIC INTL INC                    X              2         26,201                  0         0
FISHER SCIENTIFIC INTL INC                    X              5         57,940                  0         0
FISHER SCIENTIFIC INTL INC                    X              5        117,165                  0         0
FLUOR CORP NEW                                X              7             23                  0         0
FLUOR CORP NEW                                X              6            200                  0         0
FLUOR CORP NEW                                X              6            300                  0         0
FLUOR CORP NEW                                X              4            495                  0         0
FLUOR CORP NEW                                X              8            600                  0         0
FLUOR CORP NEW                                X              8            660                  0         0
FLUOR CORP NEW                                X              8            910                  0         0
FLUOR CORP NEW                                X              9          1,000                  0         0
FLUOR CORP NEW                                X              8          1,258                  0         0
FLUOR CORP NEW                                X              8          2,042                  0         0
FLUOR CORP NEW                                X              8          2,800                  0         0
FLUOR CORP NEW                                X              8          8,210                  0         0
FLOWERS FOODS INC                             X              5          2,000                  0         0
FLOWERS FOODS INC                             X                         6,716                  0         0
FLUSHING FINL CORP                            X              6              0            511,537         0
FOOT LOCKER INC                               X              7              0                319         0
FOOT LOCKER INC                               X              9          1,900                  0         0
FOOT LOCKER INC                               X              8          2,400                  0         0
FOOT LOCKER INC                               X              6          4,501                  0         0
FOOT LOCKER INC                               X              8          5,200                  0         0
FOOT LOCKER INC                               X              8         13,500                  0         0
FORD MTR CO DEL                               X              7          1,000                  0         0
FORD MTR CO DEL                               X              8          1,200                  0         0
FORD MTR CO DEL                               X              8          1,840                  0         0
FORD MTR CO DEL                               X              5          1,860                  0         0
FORD MTR CO DEL                               X              7              0              1,900         0
FORD MTR CO DEL                               X              8          2,100                  0         0
FORD MTR CO DEL                               X              6          2,556                  0         0
FORD MTR CO DEL                               X              8          5,350                  0         0
FORD MTR CO DEL                               X              8          5,800                  0         0
FORD MTR CO DEL                               X              7          6,260                  0         0
FORD MTR CO DEL                               X              8          8,300                  0         0
FORD MTR CO DEL                               X              6         10,288              1,141         0
FORD MTR CO DEL                               X              8         13,146                  0         0
FORD MTR CO DEL                               X              5          3,895                  0    11,000
FORD MTR CO DEL                               X              8         15,080                  0         0
FORD MTR CO DEL                               X              8         17,722                  0         0
FORD MTR CO DEL                               X              8         18,711                  0         0
FORD MTR CO DEL                               X              9         20,150                  0         0
FORD MTR CO DEL                               X              4         21,629                  0         0
FORD MTR CO DEL                               X              8         24,050                  0         0
FORD MTR CO DEL                               X              8         27,812                  0         0
FORD MTR CO DEL                               X              7              0             31,605         0
FORD MTR CO DEL                               X              8         39,947                  0         0
FORD MTR CO DEL                               X              5         44,877                  0         0
FORD MTR CO DEL                               X              8         62,200                  0         0
FORD MTR CO DEL                               X              5        111,102                  0         0
FORD MTR CO DEL                               X              8        167,140                  0         0
FORDING CDN COAL TR                           X              7            135                  0         0
FORDING CDN COAL TR                           X              5              0                  0       533
FORDING CDN COAL TR                           X              4          5,076                  0         0
FOREST CITY ENTERPRISES INC                   X              8            900                  0         0
FOREST CITY ENTERPRISES INC                   X              8          2,400                  0         0
FOREST LABS INC                               X                             0                 60         0
FOREST LABS INC                               X              5             60                  0         0
FOREST LABS INC                               X              6              0                  0        62
FOREST LABS INC                               X              4            300                  0         0
FOREST LABS INC                               X              7            316                  0         0
FOREST LABS INC                               X              8            460                  0         0
FOREST LABS INC                               X              8            650                  0         0
FOREST LABS INC                               X              8          1,500                  0         0
FOREST LABS INC                               X              8          1,600                  0         0
FOREST LABS INC                               X              8          1,990                  0         0
FOREST LABS INC                               X              8          2,448                  0         0
FOREST LABS INC                               X              8          2,830                  0         0
FOREST LABS INC                               X              7              0              3,100         0
FOREST LABS INC                               X              8          3,318                  0         0
FOREST LABS INC                               X              9          4,500                  0         0
FOREST LABS INC                               X                         5,232                  0         0
FOREST LABS INC                               X              8          5,258                  0         0
FOREST LABS INC                               X              8          8,522                  0         0
FOREST LABS INC                               X              6              0                  0    12,110
FOREST LABS INC                               X              8         12,400                  0         0
FOREST LABS INC                               X              5         21,322                  0         0
FOREST LABS INC                               X              8         33,460                  0         0
FORTUNE BRANDS INC                            X              6            300                  0         0
FORTUNE BRANDS INC                            X              8            300                  0         0
FORTUNE BRANDS INC                            X              8            900                  0         0
FORTUNE BRANDS INC                            X              8            900                  0         0
FORTUNE BRANDS INC                            X              8          1,056                  0         0
FORTUNE BRANDS INC                            X              8          1,240                  0         0
FORTUNE BRANDS INC                            X              8          1,437                  0         0
FORTUNE BRANDS INC                            X              9          2,000                  0         0
FORTUNE BRANDS INC                            X              5          2,000                  0         0
FORTUNE BRANDS INC                            X              8          2,173                  0         0
FORTUNE BRANDS INC                            X              8          2,299                  0         0
FORTUNE BRANDS INC                            X              5          2,996                  0         0
FORTUNE BRANDS INC                            X              8          3,830                  0         0
FORTUNE BRANDS INC                            X              6          2,655              1,500         0
FORTUNE BRANDS INC                            X              8          5,700                  0         0
FORTUNE BRANDS INC                            X              8         13,110                  0         0
FRANKLIN RES INC                              X              7             90                  0         0
FRANKLIN RES INC                              X              4            200                  0         0
FRANKLIN RES INC                              X              8            900                  0         0
FRANKLIN RES INC                              X              8            900                  0         0
FRANKLIN RES INC                              X              7              0              1,000         0
FRANKLIN RES INC                              X              8          1,390                  0         0
FRANKLIN RES INC                              X              8          1,670                  0         0
FRANKLIN RES INC                              X              9          1,900                  0         0
FRANKLIN RES INC                              X              8          1,955                  0         0
FRANKLIN RES INC                              X              8          2,360                  0         0
FRANKLIN RES INC                              X              8          3,051                  0         0
FRANKLIN RES INC                              X              8          4,735                  0         0
FRANKLIN RES INC                              X              8          7,400                  0         0
FRANKLIN RES INC                              X              8         18,540                  0         0
FRANKLIN RES INC                              X              5         30,173                  0         0
FRIEDMAN BILLINGS RAMSEY GRO                  X                             0                260         0
FRIEDMAN BILLINGS RAMSEY GRO                  X              5              0                  0     4,787
FRIEDMAN BILLINGS RAMSEY GRO                  X              8         12,500                  0         0
FUJI PHOTO FILM LTD                           X              7            280                  0         0
FUJI PHOTO FILM LTD                           X              7              0              4,610         0
FUJI PHOTO FILM LTD                           X              4          5,845                  0         0
FULTON FINL CORP PA                           X              9          1,750                  0         0
FULTON FINL CORP PA                           X              8          5,000                  0         0
FULTON FINL CORP PA                           X              8         13,125                  0         0
GALLAGHER ARTHUR J & CO                       X              9          1,100                  0         0
GALLAGHER ARTHUR J & CO                       X              8          3,100                  0         0
GALLAGHER ARTHUR J & CO                       X              5              0                  0     6,650
GALLAGHER ARTHUR J & CO                       X              8          9,930                  0         0
GALLAHER GROUP PLC                            X              6          1,100              1,500         0
GALLAHER GROUP PLC                            X              6          2,700                  0         0
GANNETT INC                                   X              8            250                  0         0
GANNETT INC                                   X              4            350                  0         0
GANNETT INC                                   X              7              0                440         0
GANNETT INC                                   X              7              0                480         0
GANNETT INC                                   X              5            570                  0         0
GANNETT INC                                   X              5            950                  0         0
GANNETT INC                                   X              8          1,050                  0         0
GANNETT INC                                   X              8          1,090                  0         0
GANNETT INC                                   X              4          1,525                  0         0
GANNETT INC                                   X              8          1,786                  0         0
GANNETT INC                                   X              8          2,110                  0         0
GANNETT INC                                   X              8          2,413                  0         0
GANNETT INC                                   X              8          2,600                  0         0
GANNETT INC                                   X              9          3,100                  0         0
GANNETT INC                                   X              8          3,665                  0         0
GANNETT INC                                   X              8          4,188                  0         0
GANNETT INC                                   X              8          5,440                  0         0
GANNETT INC                                   X              5              0                  0     6,800
GANNETT INC                                   X              8          9,000                  0         0
GANNETT INC                                   X              6         11,800              1,625       800
GANNETT INC                                   X              5         20,235                  0         0
GANNETT INC                                   X              6         18,214                  0     3,800
GANNETT INC                                   X              8         25,340                  0         0
GAP INC DEL                                   X              8            500                  0         0
GAP INC DEL                                   X              8            620                  0         0
GAP INC DEL                                   X              7              0                700         0
GAP INC DEL                                   X              6            800                  0         0
GAP INC DEL                                   X              4            885                  0         0
GAP INC DEL                                   X              8            950                  0         0
GAP INC DEL                                   X              6          1,500                  0         0
GAP INC DEL                                   X              8          2,400                  0         0
GAP INC DEL                                   X              8          2,500                  0         0
GAP INC DEL                                   X              8          3,400                  0         0
GAP INC DEL                                   X              7          4,000                  0         0
GAP INC DEL                                   X              8          5,399                  0         0
GAP INC DEL                                   X                         5,468                  0         0
GAP INC DEL                                   X              8          6,450                  0         0
GAP INC DEL                                   X              8          7,358                  0         0
GAP INC DEL                                   X              9          9,150                  0         0
GAP INC DEL                                   X              8          9,622                  0         0
GAP INC DEL                                   X              8         10,040                  0         0
GAP INC DEL                                   X              8         11,395                  0         0
GAP INC DEL                                   X              5         11,599                  0         0
GAP INC DEL                                   X              7         15,750                  0         0
GAP INC DEL                                   X              8         18,874                  0         0
GAP INC DEL                                   X              8         28,200                  0         0
GAP INC DEL                                   X              8         62,930                  0         0
GATEWAY INC                                   X              3            193                  0         0
GATEWAY INC                                   X              5              0                  0       500
GATEWAY INC                                   X              7          1,000                  0         0
GATEWAY INC                                   X              7              0              1,210         0
GATEWAY INC                                   X              8          1,900                  0         0
GATEWAY INC                                   X              8          2,610                  0         0
GATEWAY INC                                   X              8          2,950                  0         0
GATEWAY INC                                   X              8          5,500                  0         0
GATEWAY INC                                   X              7         13,000                  0         0
GATEWAY INC                                   X              5              0                  0    14,200
GATEWAY INC                                   X              5      6,000,000                  0         0
GEHL CO                                       X              5              0                  0    20,000
GENENTECH INC                                 X                             0                 45         0
GENENTECH INC                                 X              6              0                  0        65
GENENTECH INC                                 X              8            200                  0         0
GENENTECH INC                                 X              8            320                  0         0
GENENTECH INC                                 X              8            350                  0         0
GENENTECH INC                                 X              4            400                  0         0
GENENTECH INC                                 X              5            300                  0       500
GENENTECH INC                                 X              7              0                954         0
GENENTECH INC                                 X              8          1,200                  0         0
GENENTECH INC                                 X              8          1,260                  0         0
GENENTECH INC                                 X              8          1,600                  0         0
GENENTECH INC                                 X              5          2,400                  0         0
GENENTECH INC                                 X              7              0              3,100         0
GENENTECH INC                                 X              9          4,300                  0         0
GENENTECH INC                                 X                         4,359                  0         0
GENENTECH INC                                 X              8          4,500                  0         0
GENENTECH INC                                 X              8          6,272                  0         0
GENENTECH INC                                 X              5          2,113                  0     8,800
GENENTECH INC                                 X              7         11,589                  0         0
GENENTECH INC                                 X              6            620                  0    12,610
GENENTECH INC                                 X              8         15,000                  0         0
GENENTECH INC                                 X              8         39,440                  0         0
GENERAL DYNAMICS CORP                         X              5            170                  0         0
GENERAL DYNAMICS CORP                         X              6            200                  0         0
GENERAL DYNAMICS CORP                         X              8            200                  0         0
GENERAL DYNAMICS CORP                         X              8            200                  0         0
GENERAL DYNAMICS CORP                         X              7            255                  0         0
GENERAL DYNAMICS CORP                         X              8            700                  0         0
GENERAL DYNAMICS CORP                         X              8            720                  0         0
GENERAL DYNAMICS CORP                         X              5            800                  0         0
GENERAL DYNAMICS CORP                         X              8          1,491                  0         0
GENERAL DYNAMICS CORP                         X              5          1,600                  0         0
GENERAL DYNAMICS CORP                         X              8          1,680                  0         0
GENERAL DYNAMICS CORP                         X              8          1,914                  0         0
GENERAL DYNAMICS CORP                         X              9          2,250                  0         0
GENERAL DYNAMICS CORP                         X                         2,700                  0         0
GENERAL DYNAMICS CORP                         X              8          2,770                  0         0
GENERAL DYNAMICS CORP                         X              8          3,045                  0         0
GENERAL DYNAMICS CORP                         X              8          4,505                  0         0
GENERAL DYNAMICS CORP                         X              8          7,100                  0         0
GENERAL DYNAMICS CORP                         X              8         18,260                  0         0
GENERAL DYNAMICS CORP                         X              5         19,355                  0         0
GENERAL ELEC CO                               X              3            115                  0         0
GENERAL ELEC CO                               X                         3,600                  0         0
GENERAL ELEC CO                               X              8          4,200                  0         0
GENERAL ELEC CO                               X              8          5,900                  0         0
GENERAL ELEC CO                               X              8          6,900                  0         0
GENERAL ELEC CO                               X                         7,200                  0         0
GENERAL ELEC CO                               X              8          7,300                  0         0
GENERAL ELEC CO                               X              7          7,500                  0         0
GENERAL ELEC CO                               X              5          7,750                  0         0
GENERAL ELEC CO                               X              5          8,782                  0         0
GENERAL ELEC CO                               X              8         10,000                  0         0
GENERAL ELEC CO                               X                         9,500              2,430         0
GENERAL ELEC CO                               X                        18,985                  0         0
GENERAL ELEC CO                               X              5         19,764                  0         0
GENERAL ELEC CO                               X                        21,412                  0         0
GENERAL ELEC CO                               X              8         29,850                  0         0
GENERAL ELEC CO                               X              7         30,300                  0         0
GENERAL ELEC CO                               X              8         31,020                  0         0
GENERAL ELEC CO                               X              8         31,500                  0         0
GENERAL ELEC CO                               X              7              0             42,035         0
GENERAL ELEC CO                               X              5         44,685                  0         0
GENERAL ELEC CO                               X              5         47,732                  0         0
GENERAL ELEC CO                               X              8         56,026                  0         0
GENERAL ELEC CO                               X              8         60,670                  0         0
GENERAL ELEC CO                               X                        63,000                  0         0
GENERAL ELEC CO                               X              4         63,484                  0         0
GENERAL ELEC CO                               X              7              0             65,217         0
GENERAL ELEC CO                               X              8         67,790                  0         0
GENERAL ELEC CO                               X              8         76,160                  0         0
GENERAL ELEC CO                               X              8         81,471                  0         0
GENERAL ELEC CO                               X              8         89,500                  0         0
GENERAL ELEC CO                               X              5         93,053                  0         0
GENERAL ELEC CO                               X              8        100,817                  0         0
GENERAL ELEC CO                               X              7              0            109,400         0
GENERAL ELEC CO                               X              5        121,497                  0         0
GENERAL ELEC CO                               X              4        125,299                  0         0
GENERAL ELEC CO                               X              8        157,328                  0         0
GENERAL ELEC CO                               X              9        159,400                  0         0
GENERAL ELEC CO                               X              8        159,465                  0         0
GENERAL ELEC CO                               X              5        171,325                  0         0
GENERAL ELEC CO                               X              8        236,710                  0         0
GENERAL ELEC CO                               X              7        239,092                  0         0
GENERAL ELEC CO                               X              8        382,900                  0         0
GENERAL ELEC CO                               X              5        460,263                  0    25,651
GENERAL ELEC CO                               X              5        577,469                  0         0
GENERAL ELEC CO                               X              8      1,004,490                  0         0
GENERAL ELEC CO                               X              5        985,284                  0    54,989
GENERAL ELEC CO                               X              6        723,251            147,118   232,227
GENERAL ELEC CO                               X              6      1,111,854                700    79,790
GENERAL ELEC CO                               X              5      2,625,500                  0         0
GENERAL GROWTH PPTYS INC                      X              8          3,445                  0         0
GENERAL GROWTH PPTYS INC                      X              5              0                  0     7,100
GENERAL GROWTH PPTYS INC                      X              8         24,442                  0         0
GENERAL MLS INC                               X              7              0                180         0
GENERAL MLS INC                               X              8            350                  0         0
GENERAL MLS INC                               X              8            520                  0         0
GENERAL MLS INC                               X              4          1,184                  0         0
GENERAL MLS INC                               X                         1,393                  0         0
GENERAL MLS INC                               X              8          1,550                  0         0
GENERAL MLS INC                               X              8          1,720                  0         0
GENERAL MLS INC                               X                         2,400                  0         0
GENERAL MLS INC                               X              8          2,628                  0         0
GENERAL MLS INC                               X              8          3,213                  0         0
GENERAL MLS INC                               X              8          3,592                  0         0
GENERAL MLS INC                               X              6          3,600                  0       400
GENERAL MLS INC                               X              9          4,350                  0         0
GENERAL MLS INC                               X              8          4,477                  0         0
GENERAL MLS INC                               X              8          5,502                  0         0
GENERAL MLS INC                               X              5          5,710                  0         0
GENERAL MLS INC                               X              8          7,899                  0         0
GENERAL MLS INC                               X              8         14,200                  0         0
GENERAL MLS INC                               X              8         34,630                  0         0
GENERAL MLS INC                               X              6         94,125                360         0
GENERAL MTRS CORP                             X              3            105                  0         0
GENERAL MTRS CORP                             X              5            175                  0         0
GENERAL MTRS CORP                             X              8            500                  0         0
GENERAL MTRS CORP                             X              7            550                  0         0
GENERAL MTRS CORP                             X              8            660                  0         0
GENERAL MTRS CORP                             X              7              0                840         0
GENERAL MTRS CORP                             X              8          1,000                  0         0
GENERAL MTRS CORP                             X              7          1,125                  0         0
GENERAL MTRS CORP                             X              8          1,900                  0         0
GENERAL MTRS CORP                             X              8          1,900                  0         0
GENERAL MTRS CORP                             X              5          2,230                  0       400
GENERAL MTRS CORP                             X              8          3,000                  0         0
GENERAL MTRS CORP                             X              6          3,661                  0         0
GENERAL MTRS CORP                             X              8          3,879                  0         0
GENERAL MTRS CORP                             X              8          4,570                  0         0
GENERAL MTRS CORP                             X              8          5,447                  0         0
GENERAL MTRS CORP                             X              9          6,400                  0         0
GENERAL MTRS CORP                             X              8          7,419                  0         0
GENERAL MTRS CORP                             X              8          8,477                  0         0
GENERAL MTRS CORP                             X              4          9,474                  0         0
GENERAL MTRS CORP                             X              6          9,325              1,200     1,400
GENERAL MTRS CORP                             X              8         12,156                  0         0
GENERAL MTRS CORP                             X              8         21,600                  0         0
GENERAL MTRS CORP                             X              5         30,652                  0       250
GENERAL MTRS CORP                             X              8         52,850                  0         0
GENERAL MTRS CORP                             X                         4,300                  0         0
GENERAL MTRS CORP                             X              7         10,000                  0         0
GENTEX CORP                                   X              7              0                236         0
GENTEX CORP                                   X              8          5,200                  0         0
GENTEX CORP                                   X              8         15,100                  0         0
GENUINE PARTS CO                              X              7              0                224         0
GENUINE PARTS CO                              X              6            227                  0         0
GENUINE PARTS CO                              X              8          1,245                  0         0
GENUINE PARTS CO                              X              4          1,350                  0         0
GENUINE PARTS CO                              X              8          1,380                  0         0
GENUINE PARTS CO                              X              8          1,400                  0         0
GENUINE PARTS CO                              X              8          1,500                  0         0
GENUINE PARTS CO                              X              8          1,743                  0         0
GENUINE PARTS CO                              X              9          2,100                  0         0
GENUINE PARTS CO                              X              8          2,446                  0         0
GENUINE PARTS CO                              X              8          2,987                  0         0
GENUINE PARTS CO                              X                         3,467                  0         0
GENUINE PARTS CO                              X              8          3,900                  0         0
GENUINE PARTS CO                              X              8          3,924                  0         0
GENUINE PARTS CO                              X              8          5,800                  0         0
GENUINE PARTS CO                              X              8          9,150                  0         0
GENUINE PARTS CO                              X              8         18,370                  0         0
GENZYME CORP                                  X                             0                 65         0
GENZYME CORP                                  X              6             75                  0         0
GENZYME CORP                                  X              7              0                204         0
GENZYME CORP                                  X              8            250                  0         0
GENZYME CORP                                  X              8            400                  0         0
GENZYME CORP                                  X              7            425                  0         0
GENZYME CORP                                  X              8            900                  0         0
GENZYME CORP                                  X              8            900                  0         0
GENZYME CORP                                  X              8          1,400                  0         0
GENZYME CORP                                  X              8          1,754                  0         0
GENZYME CORP                                  X              8          2,150                  0         0
GENZYME CORP                                  X              8          2,462                  0         0
GENZYME CORP                                  X              5          3,100                  0         0
GENZYME CORP                                  X              9          3,150                  0         0
GENZYME CORP                                  X                         3,158                  0         0
GENZYME CORP                                  X              8          3,745                  0         0
GENZYME CORP                                  X              8          3,820                  0         0
GENZYME CORP                                  X              8          5,980                  0         0
GENZYME CORP                                  X              8          9,800                  0         0
GENZYME CORP                                  X              5         13,992                  0         0
GENZYME CORP                                  X              8         23,010                  0         0
GEORGIA PAC CORP                              X              7            140                  0         0
GEORGIA PAC CORP                              X              7              0                245         0
GEORGIA PAC CORP                              X              6            400                  0         0
GEORGIA PAC CORP                              X              8          1,100                  0         0
GEORGIA PAC CORP                              X              8          1,200                  0         0
GEORGIA PAC CORP                              X              5          1,500                  0         0
GEORGIA PAC CORP                              X                         1,550                  0         0
GEORGIA PAC CORP                              X              8          1,880                  0         0
GEORGIA PAC CORP                              X              8          2,240                  0         0
GEORGIA PAC CORP                              X              8          2,356                  0         0
GEORGIA PAC CORP                              X              9          3,100                  0         0
GEORGIA PAC CORP                              X              8          3,677                  0         0
GEORGIA PAC CORP                              X              8          4,319                  0         0
GEORGIA PAC CORP                              X              8          8,017                  0         0
GEORGIA PAC CORP                              X              8          8,600                  0         0
GEORGIA PAC CORP                              X              6          5,200              1,200     4,100
GEORGIA PAC CORP                              X              8         23,160                  0         0
GETTY IMAGES INC                              X              9            500                  0         0
GETTY IMAGES INC                              X              8          1,500                  0         0
GETTY IMAGES INC                              X              8          3,900                  0         0
GILEAD SCIENCES INC                           X              6              0                  0        63
GILEAD SCIENCES INC                           X              8            300                  0         0
GILEAD SCIENCES INC                           X              8            430                  0         0
GILEAD SCIENCES INC                           X              8            500                  0         0
GILEAD SCIENCES INC                           X              8          1,540                  0         0
GILEAD SCIENCES INC                           X              8          1,700                  0         0
GILEAD SCIENCES INC                           X              7              0              2,500         0
GILEAD SCIENCES INC                           X              7              0              2,900         0
GILEAD SCIENCES INC                           X              8          3,230                  0         0
GILEAD SCIENCES INC                           X              7          3,341                  0         0
GILEAD SCIENCES INC                           X              8          3,810                  0         0
GILEAD SCIENCES INC                           X              8          4,350                  0         0
GILEAD SCIENCES INC                           X                         4,392                  0         0
GILEAD SCIENCES INC                           X              9          5,200                  0         0
GILEAD SCIENCES INC                           X              8          6,254                  0         0
GILEAD SCIENCES INC                           X              8          6,810                  0         0
GILEAD SCIENCES INC                           X              8          6,820                  0         0
GILEAD SCIENCES INC                           X              8         11,100                  0         0
GILEAD SCIENCES INC                           X              6            380                  0    12,515
GILEAD SCIENCES INC                           X              8         17,339                  0         0
GILEAD SCIENCES INC                           X              5         26,271                  0         0
GILEAD SCIENCES INC                           X              5         40,262                  0         0
GILEAD SCIENCES INC                           X              8         40,960                  0         0
GILLETTE CO                                   X              4            200                  0         0
GILLETTE CO                                   X              8            600                  0         0
GILLETTE CO                                   X              8            770                  0         0
GILLETTE CO                                   X              5            800                  0         0
GILLETTE CO                                   X              8            850                  0         0
GILLETTE CO                                   X              5          1,298                  0         0
GILLETTE CO                                   X              5          1,780                  0         0
GILLETTE CO                                   X              8          2,708                  0         0
GILLETTE CO                                   X              8          2,750                  0         0
GILLETTE CO                                   X              7          2,900                  0         0
GILLETTE CO                                   X              8          2,990                  0         0
GILLETTE CO                                   X              5          3,110                  0         0
GILLETTE CO                                   X              7          4,000                  0         0
GILLETTE CO                                   X                         4,000                 80         0
GILLETTE CO                                   X              8          4,290                  0         0
GILLETTE CO                                   X              7          4,485                  0         0
GILLETTE CO                                   X                         5,586                  0         0
GILLETTE CO                                   X              8          7,105                  0         0
GILLETTE CO                                   X              8          8,330                  0         0
GILLETTE CO                                   X                         9,000                  0         0
GILLETTE CO                                   X              8          9,432                  0         0
GILLETTE CO                                   X                        10,000                  0         0
GILLETTE CO                                   X              8         12,097                  0         0
GILLETTE CO                                   X              8         13,583                  0         0
GILLETTE CO                                   X              7              0             13,600         0
GILLETTE CO                                   X              7              0             13,900         0
GILLETTE CO                                   X              8         15,193                  0         0
GILLETTE CO                                   X              4         17,000                  0         0
GILLETTE CO                                   X              8         23,669                  0         0
GILLETTE CO                                   X              9         27,500                  0         0
GILLETTE CO                                   X              8         36,200                  0         0
GILLETTE CO                                   X              5         39,299                  0       100
GILLETTE CO                                   X              6         23,986             11,934     9,200
GILLETTE CO                                   X              6         52,866                  0       380
GILLETTE CO                                   X              5         60,157                  0         0
GILLETTE CO                                   X              5         45,746                  0    14,700
GILLETTE CO                                   X              9         61,450                  0         0
GILLETTE CO                                   X              8         93,400                  0         0
GLENCAIRN GOLD CORP                           X              4         10,000                  0         0
GOLDCORP INC NEW                              X              5          3,200                  0         0
GOLDCORP INC NEW                              X              5          9,000                  0         0
GOLDCORP INC NEW                              X              4         12,535                  0         0
GOLDEN WEST FINL CORP DEL                     X              8            300                  0         0
GOLDEN WEST FINL CORP DEL                     X              8            340                  0         0
GOLDEN WEST FINL CORP DEL                     X              8          1,100                  0         0
GOLDEN WEST FINL CORP DEL                     X              7              0              1,175         0
GOLDEN WEST FINL CORP DEL                     X              8          1,180                  0         0
GOLDEN WEST FINL CORP DEL                     X              8          1,964                  0         0
GOLDEN WEST FINL CORP DEL                     X              8          2,420                  0         0
GOLDEN WEST FINL CORP DEL                     X              8          2,734                  0         0
GOLDEN WEST FINL CORP DEL                     X              9          3,400                  0         0
GOLDEN WEST FINL CORP DEL                     X              8          4,006                  0         0
GOLDEN WEST FINL CORP DEL                     X              8          4,366                  0         0
GOLDEN WEST FINL CORP DEL                     X              5          5,234                  0         0
GOLDEN WEST FINL CORP DEL                     X              8          6,534                  0         0
GOLDEN WEST FINL CORP DEL                     X              8         12,000                  0         0
GOLDEN WEST FINL CORP DEL                     X              8         22,100                  0         0
GOLDEN WEST FINL CORP DEL                     X              8         28,020                  0         0
GOLDFIELD CORP                                X              5         28,200                  0         0
GOODRICH CORP                                 X              4             35                  0         0
GOODRICH CORP                                 X              8            850                  0         0
GOODRICH CORP                                 X              8            940                  0         0
GOODRICH CORP                                 X              8            995                  0         0
GOODRICH CORP                                 X              5          1,200                  0         0
GOODRICH CORP                                 X              9          1,500                  0         0
GOODRICH CORP                                 X              8          1,759                  0         0
GOODRICH CORP                                 X              8          2,841                  0         0
GOODRICH CORP                                 X              8          4,000                  0         0
GOODRICH CORP                                 X              8         11,130                  0         0
GOODRICH CORP                                 X              5         14,591                  0     5,000
GOODYEAR TIRE & RUBR CO                       X              6            100                  0         0
GOODYEAR TIRE & RUBR CO                       X              8          1,230                  0         0
GOODYEAR TIRE & RUBR CO                       X              8          1,390                  0         0
GOODYEAR TIRE & RUBR CO                       X              7              0              1,410         0
GOODYEAR TIRE & RUBR CO                       X              8          1,478                  0         0
GOODYEAR TIRE & RUBR CO                       X              7          2,545                  0         0
GOODYEAR TIRE & RUBR CO                       X              8          2,621                  0         0
GOODYEAR TIRE & RUBR CO                       X              8          3,325                  0         0
GOODYEAR TIRE & RUBR CO                       X              5          3,600                  0       400
GOODYEAR TIRE & RUBR CO                       X              5              0                  0     6,500
GOODYEAR TIRE & RUBR CO                       X              4          9,211                  0         0
GRAHAM CORP                                   X              6              0                  0    87,859
GRAINGER W W INC                              X              7              0                503         0
GRAINGER W W INC                              X              8            689                  0         0
GRAINGER W W INC                              X              8            710                  0         0
GRAINGER W W INC                              X              8            720                  0         0
GRAINGER W W INC                              X              9          1,000                  0         0
GRAINGER W W INC                              X              8          1,471                  0         0
GRAINGER W W INC                              X              8          1,529                  0         0
GRAINGER W W INC                              X                         2,136                  0         0
GRAINGER W W INC                              X              8          3,000                  0         0
GRAINGER W W INC                              X              8          7,950                  0         0
GRAMERCY CAP CORP                             X              6         10,000                  0         0
GREAT LAKES CHEM CORP                         X              8            290                  0         0
GREAT LAKES CHEM CORP                         X              8            350                  0         0
GREAT LAKES CHEM CORP                         X              8            400                  0         0
GREAT LAKES CHEM CORP                         X              8            700                  0         0
GREAT LAKES CHEM CORP                         X              4          2,000                  0         0
GREAT LAKES CHEM CORP                         X              9         11,000                  0         0
GROUPE DANONE                                 X              4          1,905                  0         0
GROUPE DANONE                                 X              7          5,400                  0         0
GROUPE DANONE                                 X              5              0                  0     8,166
GTECH HLDGS CORP                              X              9          1,300                  0         0
GTECH HLDGS CORP                              X              8          2,400                  0         0
GTECH HLDGS CORP                              X              8          3,900                  0         0
GTECH HLDGS CORP                              X              8         10,100                  0         0
GUIDANT CORP                                  X              7              0                150         0
GUIDANT CORP                                  X              8            200                  0         0
GUIDANT CORP                                  X              8            290                  0         0
GUIDANT CORP                                  X              7              0                300         0
GUIDANT CORP                                  X              8            350                  0         0
GUIDANT CORP                                  X              5            500                  0         0
GUIDANT CORP                                  X              8            950                  0         0
GUIDANT CORP                                  X              4            950                  0         0
GUIDANT CORP                                  X              8          1,090                  0         0
GUIDANT CORP                                  X              8          1,800                  0         0
GUIDANT CORP                                  X              8          2,268                  0         0
GUIDANT CORP                                  X                         2,476                  0         0
GUIDANT CORP                                  X              8          2,690                  0         0
GUIDANT CORP                                  X              6          2,997                  0         0
GUIDANT CORP                                  X              7          3,000                  0         0
GUIDANT CORP                                  X              5          1,948                  0     1,209
GUIDANT CORP                                  X              8          3,160                  0         0
GUIDANT CORP                                  X              8          3,990                  0         0
GUIDANT CORP                                  X              8          4,850                  0         0
GUIDANT CORP                                  X              8          4,899                  0         0
GUIDANT CORP                                  X              6          5,852                  0       150
GUIDANT CORP                                  X              8          7,768                  0         0
GUIDANT CORP                                  X              8         11,500                  0         0
GUIDANT CORP                                  X              8         30,000                  0         0
GUIDANT CORP                                  X              9         37,100                  0         0
GUIDANT CORP                                  X              9         64,650                  0         0
GYRODYNE CO AMER INC                          X              6              0             67,580         0
HCA INC                                       X              8            400                  0         0
HCA INC                                       X              8            420                  0         0
HCA INC                                       X              5            440                  0         0
HCA INC                                       X              8            450                  0         0
HCA INC                                       X              7              0                625         0
HCA INC                                       X              8          1,400                  0         0
HCA INC                                       X              6          1,511                  0         0
HCA INC                                       X              8          1,540                  0         0
HCA INC                                       X              8          2,967                  0         0
HCA INC                                       X              8          2,980                  0         0
HCA INC                                       X              8          3,520                  0         0
HCA INC                                       X              8          4,041                  0         0
HCA INC                                       X              9          4,550                  0         0
HCA INC                                       X              4          5,272                  0         0
HCA INC                                       X              7              0              5,600         0
HCA INC                                       X              8          6,297                  0         0
HCA INC                                       X              8          6,760                  0         0
HCA INC                                       X              8          7,033                  0         0
HCA INC                                       X              8         10,452                  0         0
HCA INC                                       X              8         12,400                  0         0
HCA INC                                       X              8         15,900                  0         0
HCA INC                                       X              5         18,682                  0         0
HCA INC                                       X              5         24,981                  0         0
HCA INC                                       X              8         37,780                  0         0
HCA INC                                       X              5         98,500                  0         0
HSBC HLDGS PLC                                X              5              0                  0       300
HSBC HLDGS PLC                                X              5              0                  0       458
HSBC HLDGS PLC                                X              5            785                  0         0
HSBC HLDGS PLC                                X                         1,500                  0         0
HSBC HLDGS PLC                                X              6          2,578                  0         0
HSBC HLDGS PLC                                X              5          2,669                  0         0
HSBC HLDGS PLC                                X              4          4,750                  0         0
HSBC HLDGS PLC                                X              7              0             13,478         0
HSBC HLDGS PLC                                X              4         13,526                  0         0
HSBC HLDGS PLC                                X              7         36,018                  0         0
HSBC HLDGS PLC                                X              6         63,458                  0        85
HAIN CELESTIAL GROUP INC                      X              5              0                  0    19,400
HALLIBURTON CO                                X              7              0                257         0
HALLIBURTON CO                                X              8            300                  0         0
HALLIBURTON CO                                X              8            450                  0         0
HALLIBURTON CO                                X              8            500                  0         0
HALLIBURTON CO                                X              4            500                  0         0
HALLIBURTON CO                                X              7              0                650         0
HALLIBURTON CO                                X              8          1,400                  0         0
HALLIBURTON CO                                X              8          1,450                  0         0
HALLIBURTON CO                                X                         2,543                  0         0
HALLIBURTON CO                                X              5          2,800                  0         0
HALLIBURTON CO                                X              6          3,000                  0         0
HALLIBURTON CO                                X              8          3,200                  0         0
HALLIBURTON CO                                X              8          3,530                  0         0
HALLIBURTON CO                                X              8          4,190                  0         0
HALLIBURTON CO                                X                         4,377                  0         0
HALLIBURTON CO                                X              8          4,867                  0         0
HALLIBURTON CO                                X              9          5,850                  0         0
HALLIBURTON CO                                X              8          6,270                  0         0
HALLIBURTON CO                                X              8          7,724                  0         0
HALLIBURTON CO                                X              7          8,500                  0         0
HALLIBURTON CO                                X              5          9,100                  0         0
HALLIBURTON CO                                X              8         12,859                  0         0
HALLIBURTON CO                                X              7              0             16,200         0
HALLIBURTON CO                                X              8         17,900                  0         0
HALLIBURTON CO                                X              5         38,860                  0         0
HALLIBURTON CO                                X              8         47,930                  0         0
HALLIBURTON CO                                X              5         55,296                  0       400
HALLIBURTON CO                                X              5        114,000                  0       500
HARDINGE INC                                  X              6         30,000                  0         0
HARLEY DAVIDSON INC                           X              5            400                  0         0
HARLEY DAVIDSON INC                           X              8            400                  0         0
HARLEY DAVIDSON INC                           X              8            520                  0         0
HARLEY DAVIDSON INC                           X              8            750                  0         0
HARLEY DAVIDSON INC                           X              8          1,400                  0         0
HARLEY DAVIDSON INC                           X              8          1,400                  0         0
HARLEY DAVIDSON INC                           X              5          1,405                  0         0
HARLEY DAVIDSON INC                           X              8          1,500                  0         0
HARLEY DAVIDSON INC                           X              7          1,500                  0         0
HARLEY DAVIDSON INC                           X              8          2,185                  0         0
HARLEY DAVIDSON INC                           X              8          2,440                  0         0
HARLEY DAVIDSON INC                           X              7              0              2,720         0
HARLEY DAVIDSON INC                           X              8          2,773                  0         0
HARLEY DAVIDSON INC                           X              8          2,950                  0         0
HARLEY DAVIDSON INC                           X              9          3,500                  0         0
HARLEY DAVIDSON INC                           X              5          4,000                  0         0
HARLEY DAVIDSON INC                           X              8          4,240                  0         0
HARLEY DAVIDSON INC                           X              5            950                  0     3,620
HARLEY DAVIDSON INC                           X              8          4,694                  0         0
HARLEY DAVIDSON INC                           X                         5,000                  0         0
HARLEY DAVIDSON INC                           X              8          6,292                  0         0
HARLEY DAVIDSON INC                           X              8          6,500                  0         0
HARLEY DAVIDSON INC                           X                         7,800                  0         0
HARLEY DAVIDSON INC                           X              6          4,513                  0     5,460
HARLEY DAVIDSON INC                           X              8         11,900                  0         0
HARLEY DAVIDSON INC                           X              6         13,567                300       150
HARLEY DAVIDSON INC                           X              8         27,830                  0         0
HARMAN INTL INDS INC                          X              8            400                  0         0
HARMAN INTL INDS INC                          X              8            400                  0         0
HARMAN INTL INDS INC                          X              9            800                  0         0
HARMAN INTL INDS INC                          X              8          1,300                  0         0
HARMAN INTL INDS INC                          X              8          2,200                  0         0
HARMAN INTL INDS INC                          X              5              0                  0     4,230
HARMAN INTL INDS INC                          X              8          6,000                  0         0
HARMONY GOLD MNG LTD                          X              6            116                  0         0
HARMONY GOLD MNG LTD                          X              5            700                  0         0
HARMONY GOLD MNG LTD                          X              6          1,000                  0         0
HARMONY GOLD MNG LTD                          X                         5,000                  0         0
HARMONY GOLD MNG LTD                          X              5          7,820                  0     2,190
HARMONY GOLD MNG LTD                          X              5         13,700                  0         0
HARRAHS ENTMT INC                             X              8            300                  0         0
HARRAHS ENTMT INC                             X              8            400                  0         0
HARRAHS ENTMT INC                             X              5            700                  0         0
HARRAHS ENTMT INC                             X              8            800                  0         0
HARRAHS ENTMT INC                             X              8            900                  0         0
HARRAHS ENTMT INC                             X              8          1,282                  0         0
HARRAHS ENTMT INC                             X              8          1,540                  0         0
HARRAHS ENTMT INC                             X              8          1,764                  0         0
HARRAHS ENTMT INC                             X              9          2,196                  0         0
HARRAHS ENTMT INC                             X              5          2,300                  0         0
HARRAHS ENTMT INC                             X              8          2,730                  0         0
HARRAHS ENTMT INC                             X              8          4,513                  0         0
HARRAHS ENTMT INC                             X              8          5,830                  0         0
HARRAHS ENTMT INC                             X              8          9,377                  0         0
HARRAHS ENTMT INC                             X              8         11,360                  0         0
HARRIS CORP DEL                               X              5            128                  0         0
HARRIS CORP DEL                               X              9          1,600                  0         0
HARRIS CORP DEL                               X              8          4,400                  0         0
HARRIS CORP DEL                               X              8         15,840                  0         0
HARTFORD FINL SVCS GROUP INC                  X              7             80                  0         0
HARTFORD FINL SVCS GROUP INC                  X              8            200                  0         0
HARTFORD FINL SVCS GROUP INC                  X              7              0                210         0
HARTFORD FINL SVCS GROUP INC                  X              8            300                  0         0
HARTFORD FINL SVCS GROUP INC                  X              8            360                  0         0
HARTFORD FINL SVCS GROUP INC                  X              5            600                  0         0
HARTFORD FINL SVCS GROUP INC                  X              5            634                  0         0
HARTFORD FINL SVCS GROUP INC                  X              7              0                800         0
HARTFORD FINL SVCS GROUP INC                  X              8            950                  0         0
HARTFORD FINL SVCS GROUP INC                  X                         1,008                 55         0
HARTFORD FINL SVCS GROUP INC                  X              8          1,090                  0         0
HARTFORD FINL SVCS GROUP INC                  X              8          2,088                  0         0
HARTFORD FINL SVCS GROUP INC                  X              4          2,307                  0         0
HARTFORD FINL SVCS GROUP INC                  X              8          2,520                  0         0
HARTFORD FINL SVCS GROUP INC                  X              8          2,851                  0         0
HARTFORD FINL SVCS GROUP INC                  X              9          3,300                  0         0
HARTFORD FINL SVCS GROUP INC                  X              8          4,310                  0         0
HARTFORD FINL SVCS GROUP INC                  X              8          4,471                  0         0
HARTFORD FINL SVCS GROUP INC                  X              8          4,502                  0         0
HARTFORD FINL SVCS GROUP INC                  X              7              0              4,700         0
HARTFORD FINL SVCS GROUP INC                  X              8          7,085                  0         0
HARTFORD FINL SVCS GROUP INC                  X              6          5,650                  0     3,500
HARTFORD FINL SVCS GROUP INC                  X              8         11,300                  0         0
HARTFORD FINL SVCS GROUP INC                  X              8         27,130                  0         0
HARTFORD FINL SVCS GROUP INC                  X              6          8,872                  0    18,712
HARTFORD FINL SVCS GROUP INC                  X              5         24,405                  0     6,300
HASBRO INC                                    X              8          1,230                  0         0
HASBRO INC                                    X              8          1,400                  0         0
HASBRO INC                                    X              8          1,810                  0         0
HASBRO INC                                    X              9          2,000                  0         0
HASBRO INC                                    X              8          2,600                  0         0
HASBRO INC                                    X              8          5,900                  0         0
HASBRO INC                                    X              7         12,200                  0         0
HASBRO INC                                    X              8         15,330                  0         0
HEALTH CARE PPTY INVS INC                     X              8          1,650                  0         0
HEALTH CARE PPTY INVS INC                     X              8         12,900                  0         0
HEALTH MGMT ASSOC INC NEW                     X              8          1,537                  0         0
HEALTH MGMT ASSOC INC NEW                     X              8          1,930                  0         0
HEALTH MGMT ASSOC INC NEW                     X              8          1,997                  0         0
HEALTH MGMT ASSOC INC NEW                     X              9          2,900                  0         0
HEALTH MGMT ASSOC INC NEW                     X              7          3,000                  0         0
HEALTH MGMT ASSOC INC NEW                     X              8          3,600                  0         0
HEALTH MGMT ASSOC INC NEW                     X              8          3,702                  0         0
HEALTH MGMT ASSOC INC NEW                     X              7              0              3,900         0
HEALTH MGMT ASSOC INC NEW                     X              8          8,100                  0         0
HEALTH MGMT ASSOC INC NEW                     X              5              0                  0    10,300
HEALTH MGMT ASSOC INC NEW                     X              7              0             16,800         0
HEALTH MGMT ASSOC INC NEW                     X              8         22,920                  0         0
HEALTHCARE RLTY TR                            X              7              0                176         0
HEALTHCARE RLTY TR                            X              6          9,000                  0         0
HECLA MNG CO                                  X              5          1,700                  0         0
HECLA MNG CO                                  X              5          5,000                  0     1,500
HECLA MNG CO                                  X              7         10,000                  0         0
HEINZ H J CO                                  X              5              0                  0       100
HEINZ H J CO                                  X              5            240                  0         0
HEINZ H J CO                                  X              5            360                  0         0
HEINZ H J CO                                  X              5            500                  0         0
HEINZ H J CO                                  X              8            680                  0         0
HEINZ H J CO                                  X              8            950                  0         0
HEINZ H J CO                                  X                         1,000                  0         0
HEINZ H J CO                                  X              7              0              1,370         0
HEINZ H J CO                                  X              7          1,500                  0         0
HEINZ H J CO                                  X              8          2,100                  0         0
HEINZ H J CO                                  X              8          2,200                  0         0
HEINZ H J CO                                  X              8          2,461                  0         0
HEINZ H J CO                                  X              8          2,960                  0         0
HEINZ H J CO                                  X              7          3,000                  0         0
HEINZ H J CO                                  X              8          3,428                  0         0
HEINZ H J CO                                  X              8          3,796                  0         0
HEINZ H J CO                                  X              4          4,700                  0         0
HEINZ H J CO                                  X              9          5,450                  0         0
HEINZ H J CO                                  X              8          5,501                  0         0
HEINZ H J CO                                  X              8          7,194                  0         0
HEINZ H J CO                                  X              6         11,940                  0     1,000
HEINZ H J CO                                  X              8         13,800                  0         0
HEINZ H J CO                                  X              6         10,250              6,650     3,950
HEINZ H J CO                                  X              8         33,750                  0         0
HELMERICH & PAYNE INC                         X              4          5,370                  0         0
HERCULES INC                                  X              8            640                  0         0
HERCULES INC                                  X              8            800                  0         0
HERCULES INC                                  X              8            880                  0         0
HERCULES INC                                  X              8          1,664                  0         0
HERCULES INC                                  X              8          6,036                  0         0
HERSHEY CO                                    X              5            266                  0         0
HERSHEY CO                                    X              7              0                445         0
HERSHEY CO                                    X              8          1,550                  0         0
HERSHEY CO                                    X              8          1,850                  0         0
HERSHEY CO                                    X              8          2,122                  0         0
HERSHEY CO                                    X              9          2,200                  0         0
HERSHEY CO                                    X              8          3,380                  0         0
HERSHEY CO                                    X              8          3,490                  0         0
HERSHEY CO                                    X              4          4,000                  0         0
HERSHEY CO                                    X              6          1,950                  0     2,890
HERSHEY CO                                    X              8          5,300                  0         0
HERSHEY CO                                    X              5          5,953                  0         0
HERSHEY CO                                    X              8          6,900                  0         0
HERSHEY CO                                    X              8          7,300                  0         0
HERSHEY CO                                    X              8         19,120                  0         0
HERSHEY CO                                    X              6         51,608                  0     1,250
HEWLETT PACKARD CO                            X              5            126                  0         0
HEWLETT PACKARD CO                            X              3            243                  0         0
HEWLETT PACKARD CO                            X                             0                285         0
HEWLETT PACKARD CO                            X              5            310                  0         0
HEWLETT PACKARD CO                            X              7            316                  0         0
HEWLETT PACKARD CO                            X                           700                  0         0
HEWLETT PACKARD CO                            X              7              0                940         0
HEWLETT PACKARD CO                            X              8          1,400                  0         0
HEWLETT PACKARD CO                            X                         1,500                  0         0
HEWLETT PACKARD CO                            X              8          2,250                  0         0
HEWLETT PACKARD CO                            X              8          2,800                  0         0
HEWLETT PACKARD CO                            X              7              0              2,800         0
HEWLETT PACKARD CO                            X              8          5,600                  0         0
HEWLETT PACKARD CO                            X              5          6,000                  0         0
HEWLETT PACKARD CO                            X              8          7,800                  0         0
HEWLETT PACKARD CO                            X              8          7,900                  0         0
HEWLETT PACKARD CO                            X              8          8,250                  0         0
HEWLETT PACKARD CO                            X              8          8,576                  0         0
HEWLETT PACKARD CO                            X              8          9,060                  0         0
HEWLETT PACKARD CO                            X              8          9,800                  0         0
HEWLETT PACKARD CO                            X              8         10,870                  0         0
HEWLETT PACKARD CO                            X              7         17,585                  0         0
HEWLETT PACKARD CO                            X              4         18,065                  0         0
HEWLETT PACKARD CO                            X              8         20,531                  0         0
HEWLETT PACKARD CO                            X              8         20,920                  0         0
HEWLETT PACKARD CO                            X              5         21,399                  0         0
HEWLETT PACKARD CO                            X              7              0             23,700         0
HEWLETT PACKARD CO                            X              8         24,194                  0         0
HEWLETT PACKARD CO                            X                        24,765                  0         0
HEWLETT PACKARD CO                            X              8         27,285                  0         0
HEWLETT PACKARD CO                            X              6         27,365              2,000         0
HEWLETT PACKARD CO                            X              8         31,227                  0         0
HEWLETT PACKARD CO                            X              9         34,800                  0         0
HEWLETT PACKARD CO                            X              8         37,724                  0         0
HEWLETT PACKARD CO                            X              8         38,289                  0         0
HEWLETT PACKARD CO                            X              8         43,036                  0         0
HEWLETT PACKARD CO                            X              8         44,110                  0         0
HEWLETT PACKARD CO                            X              8         44,924                  0         0
HEWLETT PACKARD CO                            X              6         54,417                  0     1,190
HEWLETT PACKARD CO                            X              8         65,081                  0         0
HEWLETT PACKARD CO                            X              8        105,804                  0         0
HEWLETT PACKARD CO                            X              5        114,904                  0    27,716
HEWLETT PACKARD CO                            X              5        162,592                  0    18,963
HEWLETT PACKARD CO                            X              8        272,110                  0         0
HIBERNIA CORP                                 X              4            500                  0         0
HIBERNIA CORP                                 X              9          1,900                  0         0
HIBERNIA CORP                                 X              8          2,300                  0         0
HIBERNIA CORP                                 X              6          2,455                  0         0
HIBERNIA CORP                                 X              6          4,340                  0         0
HIBERNIA CORP                                 X              8          5,200                  0         0
HIBERNIA CORP                                 X              8         13,700                  0         0
HILLENBRAND INDS INC                          X              6              0                  0       200
HILLENBRAND INDS INC                          X              8            460                  0         0
HILLENBRAND INDS INC                          X              8            600                  0         0
HILLENBRAND INDS INC                          X              9            700                  0         0
HILLENBRAND INDS INC                          X              8          2,100                  0         0
HILLENBRAND INDS INC                          X              8          5,260                  0         0
HILTON HOTELS CORP                            X              4            400                  0         0
HILTON HOTELS CORP                            X              8          1,000                  0         0
HILTON HOTELS CORP                            X              7          1,000                  0         0
HILTON HOTELS CORP                            X              5          2,000                  0         0
HILTON HOTELS CORP                            X              8          2,200                  0         0
HILTON HOTELS CORP                            X              8          2,300                  0         0
HILTON HOTELS CORP                            X              8          2,731                  0         0
HILTON HOTELS CORP                            X              8          3,350                  0         0
HILTON HOTELS CORP                            X              8          3,423                  0         0
HILTON HOTELS CORP                            X              9          4,600                  0         0
HILTON HOTELS CORP                            X              8          5,553                  0         0
HILTON HOTELS CORP                            X              8          5,637                  0         0
HILTON HOTELS CORP                            X              8          9,783                  0         0
HILTON HOTELS CORP                            X              8         15,700                  0         0
HILTON HOTELS CORP                            X              8         35,570                  0         0
HILTON HOTELS CORP                            X              5         50,996                  0     1,160
HITACHI LIMITED                               X                             0                113         0
HITACHI LIMITED                               X              7            355                  0         0
HITACHI LIMITED                               X              4          1,087                  0         0
HITACHI LIMITED                               X              7              0              4,175         0
HOME DEPOT INC                                X              3            100                  0         0
HOME DEPOT INC                                X                             0                405         0
HOME DEPOT INC                                X              8            950                  0         0
HOME DEPOT INC                                X                         1,000                  0         0
HOME DEPOT INC                                X              7              0              1,396         0
HOME DEPOT INC                                X                         1,400                  0         0
HOME DEPOT INC                                X              5          1,500                  0         0
HOME DEPOT INC                                X              7          1,500                  0         0
HOME DEPOT INC                                X              8          1,550                  0         0
HOME DEPOT INC                                X              8          2,050                  0         0
HOME DEPOT INC                                X              5          2,250                  0         0
HOME DEPOT INC                                X              8          2,700                  0         0
HOME DEPOT INC                                X              5          3,200                  0         0
HOME DEPOT INC                                X              4          4,420                  0         0
HOME DEPOT INC                                X              5          5,275                  0         0
HOME DEPOT INC                                X              8          5,650                  0         0
HOME DEPOT INC                                X              8          6,160                  0         0
HOME DEPOT INC                                X              8          6,394                  0         0
HOME DEPOT INC                                X              8          8,030                  0         0
HOME DEPOT INC                                X              4          8,455                  0         0
HOME DEPOT INC                                X              8         14,630                  0         0
HOME DEPOT INC                                X              8         15,425                  0         0
HOME DEPOT INC                                X              7         16,567                  0         0
HOME DEPOT INC                                X              8         18,070                  0         0
HOME DEPOT INC                                X              8         20,466                  0         0
HOME DEPOT INC                                X                        21,200                  0         0
HOME DEPOT INC                                X                        23,596                  0         0
HOME DEPOT INC                                X              9         25,650                  0         0
HOME DEPOT INC                                X              8         28,520                  0         0
HOME DEPOT INC                                X              8         32,393                  0         0
HOME DEPOT INC                                X              8         35,358                  0         0
HOME DEPOT INC                                X              8         49,083                  0         0
HOME DEPOT INC                                X              5         60,200                  0         0
HOME DEPOT INC                                X              6         63,845              2,920    10,400
HOME DEPOT INC                                X              8         77,200                  0         0
HOME DEPOT INC                                X              5        173,925                  0     6,635
HOME DEPOT INC                                X              8        206,370                  0         0
HOME DEPOT INC                                X              6        260,279                700     6,310
HONEYWELL INTL INC                            X              3            100                  0         0
HONEYWELL INTL INC                            X              4            200                  0         0
HONEYWELL INTL INC                            X              8            500                  0         0
HONEYWELL INTL INC                            X              8            680                  0         0
HONEYWELL INTL INC                            X              8            800                  0         0
HONEYWELL INTL INC                            X              5          1,700                  0         0
HONEYWELL INTL INC                            X              8          2,293                  0         0
HONEYWELL INTL INC                            X              8          2,500                  0         0
HONEYWELL INTL INC                            X              8          2,570                  0         0
HONEYWELL INTL INC                            X              8          3,630                  0         0
HONEYWELL INTL INC                            X              4          5,525                  0         0
HONEYWELL INTL INC                            X              8          6,087                  0         0
HONEYWELL INTL INC                            X              8          7,000                  0         0
HONEYWELL INTL INC                            X              5          7,870                  0         0
HONEYWELL INTL INC                            X                         7,944                  0         0
HONEYWELL INTL INC                            X              8          8,113                  0         0
HONEYWELL INTL INC                            X              8          8,160                  0         0
HONEYWELL INTL INC                            X              5          9,095                  0         0
HONEYWELL INTL INC                            X              7          9,174                  0         0
HONEYWELL INTL INC                            X              8          9,625                  0         0
HONEYWELL INTL INC                            X              9          9,650                  0         0
HONEYWELL INTL INC                            X              8         10,071                  0         0
HONEYWELL INTL INC                            X              7              0             10,090         0
HONEYWELL INTL INC                            X              8         13,167                  0         0
HONEYWELL INTL INC                            X              5         13,920                  0         0
HONEYWELL INTL INC                            X              6         18,855                  0       200
HONEYWELL INTL INC                            X              8         19,148                  0         0
HONEYWELL INTL INC                            X              8         30,300                  0         0
HONEYWELL INTL INC                            X              5         48,044                  0         0
HONEYWELL INTL INC                            X              5         51,626                  0         0
HONEYWELL INTL INC                            X              8         79,130                  0         0
HONEYWELL INTL INC                            X              5        208,707                  0    25,837
HONEYWELL INTL INC                            X              6         37,147            252,786       450
HORMEL FOODS CORP                             X              9          1,200                  0         0
HORMEL FOODS CORP                             X              8          3,500                  0         0
HORMEL FOODS CORP                             X              8          8,510                  0         0
HOSPIRA INC                                   X              7             23                  0         0
HOSPIRA INC                                   X              4             90                  0         0
HOSPIRA INC                                   X              5            296                  0         0
HOSPIRA INC                                   X              5            300                  0         0
HOSPIRA INC                                   X              7            600                  0         0
HOSPIRA INC                                   X              5            140                  0       470
HOSPIRA INC                                   X                           620                  0         0
HOSPIRA INC                                   X              8            655                  0         0
HOSPIRA INC                                   X              8            999                  0         0
HOSPIRA INC                                   X              8          1,236                  0         0
HOSPIRA INC                                   X              8          1,332                  0         0
HOSPIRA INC                                   X                         1,435                  0         0
HOSPIRA INC                                   X              6          1,592                  0         0
HOSPIRA INC                                   X              9          1,900                  0         0
HOSPIRA INC                                   X              8          2,256                  0         0
HOSPIRA INC                                   X              8          2,335                  0         0
HOSPIRA INC                                   X              8          4,342                  0         0
HOSPIRA INC                                   X              8          5,200                  0         0
HOSPIRA INC                                   X              6          4,286              1,060     1,820
HOSPIRA INC                                   X              8         16,146                  0         0
HOSPIRA INC                                   X              5        133,000                  0         0
HUDSON CITY BANCORP                           X              8         25,591                  0         0
HUDSON CITY BANCORP                           X              8         55,454                  0         0
HUMANA INC                                    X              8          1,130                  0         0
HUMANA INC                                    X              8          1,260                  0         0
HUMANA INC                                    X              8          1,400                  0         0
HUMANA INC                                    X              9          2,000                  0         0
HUMANA INC                                    X              8          2,400                  0         0
HUMANA INC                                    X              8          5,400                  0         0
HUMANA INC                                    X              8         14,300                  0         0
HUNGARIAN TEL & CABLE CORP                    X              5        350,000                  0         0
HUNT J B TRANS SVCS INC                       X              9          1,400                  0         0
HUNT J B TRANS SVCS INC                       X              8          4,000                  0         0
HUNT J B TRANS SVCS INC                       X                         4,980                  0         0
HUNT J B TRANS SVCS INC                       X              8         10,600                  0         0
HUNTINGTON BANCSHARES INC                     X              4             65                  0         0
HUNTINGTON BANCSHARES INC                     X              8          1,463                  0         0
HUNTINGTON BANCSHARES INC                     X              8          1,820                  0         0
HUNTINGTON BANCSHARES INC                     X              8          1,936                  0         0
HUNTINGTON BANCSHARES INC                     X              9          2,700                  0         0
HUNTINGTON BANCSHARES INC                     X              8          3,400                  0         0
HUNTINGTON BANCSHARES INC                     X              8          3,400                  0         0
HUNTINGTON BANCSHARES INC                     X              8          7,600                  0         0
HUNTINGTON BANCSHARES INC                     X              8         24,250                  0         0
HUNTINGTON BANCSHARES INC                     X              5          9,300                  0    26,000
IMS HEALTH INC                                X              5            800                  0         0
IMS HEALTH INC                                X              8          1,725                  0         0
IMS HEALTH INC                                X              8          1,850                  0         0
IMS HEALTH INC                                X              8          1,921                  0         0
IMS HEALTH INC                                X              7          2,000                  0         0
IMS HEALTH INC                                X              5          2,100                  0         0
IMS HEALTH INC                                X              9          2,800                  0         0
IMS HEALTH INC                                X              8          3,500                  0         0
IMS HEALTH INC                                X              8          3,742                  0         0
IMS HEALTH INC                                X              8          7,700                  0         0
IMS HEALTH INC                                X              5              0                  0     8,100
IMS HEALTH INC                                X              7              0             11,500         0
IMS HEALTH INC                                X              8         23,900                  0         0
IRSA INVERSIONES Y REP S A                    X                             0                 85         0
IRSA INVERSIONES Y REP S A                    X                             0                171         0
IRSA INVERSIONES Y REP S A                    X              7            192                  0         0
IRSA INVERSIONES Y REP S A                    X              7              0                517         0
IRSA INVERSIONES Y REP S A                    X              8         36,458                  0         0
ITT INDS INC IND                              X              7              0                100         0
ITT INDS INC IND                              X              5            300                  0         0
ITT INDS INC IND                              X              7              0                385         0
ITT INDS INC IND                              X              5            685                  0         0
ITT INDS INC IND                              X              8            730                  0         0
ITT INDS INC IND                              X              8            786                  0         0
ITT INDS INC IND                              X              8            829                  0         0
ITT INDS INC IND                              X              9          1,100                  0         0
ITT INDS INC IND                              X              8          1,337                  0         0
ITT INDS INC IND                              X              8          1,453                  0         0
ITT INDS INC IND                              X                         2,000                  0         0
ITT INDS INC IND                              X              8          2,122                  0         0
ITT INDS INC IND                              X              8          3,100                  0         0
ITT INDS INC IND                              X              4          8,330                  0         0
ITT INDS INC IND                              X              8          9,070                  0         0
ITT INDS INC IND                              X              2         16,004                  0         0
ITT INDS INC IND                              X              6         12,984                400     3,200
ITT INDS INC IND                              X              5         24,670                  0         0
ITT INDS INC IND                              X              5         28,338                  0         0
ITT INDS INC IND                              X              5         51,391                  0         0
ITT INDS INC IND                              X              6        125,579                  0     3,886
ILLINOIS TOOL WKS INC                         X              6            225                  0        41
ILLINOIS TOOL WKS INC                         X              8            300                  0         0
ILLINOIS TOOL WKS INC                         X              8            300                  0         0
ILLINOIS TOOL WKS INC                         X              6            400                  0         0
ILLINOIS TOOL WKS INC                         X                             0                510         0
ILLINOIS TOOL WKS INC                         X              8            767                  0         0
ILLINOIS TOOL WKS INC                         X              8            890                  0         0
ILLINOIS TOOL WKS INC                         X              8            950                  0         0
ILLINOIS TOOL WKS INC                         X              7              0              1,000         0
ILLINOIS TOOL WKS INC                         X              7          1,425                  0         0
ILLINOIS TOOL WKS INC                         X                         1,633                  0         0
ILLINOIS TOOL WKS INC                         X              8          2,000                  0         0
ILLINOIS TOOL WKS INC                         X              8          2,011                  0         0
ILLINOIS TOOL WKS INC                         X              8          2,290                  0         0
ILLINOIS TOOL WKS INC                         X              8          2,609                  0         0
ILLINOIS TOOL WKS INC                         X              8          2,743                  0         0
ILLINOIS TOOL WKS INC                         X                         3,100                  0         0
ILLINOIS TOOL WKS INC                         X              9          3,350                  0         0
ILLINOIS TOOL WKS INC                         X              8          3,401                  0         0
ILLINOIS TOOL WKS INC                         X              5          3,965                  0         0
ILLINOIS TOOL WKS INC                         X              8          4,180                  0         0
ILLINOIS TOOL WKS INC                         X              4          4,650                  0         0
ILLINOIS TOOL WKS INC                         X              5          5,262                  0         0
ILLINOIS TOOL WKS INC                         X              8          6,546                  0         0
ILLINOIS TOOL WKS INC                         X              5          9,404                  0         0
ILLINOIS TOOL WKS INC                         X              8         11,000                  0         0
ILLINOIS TOOL WKS INC                         X              2         13,372                  0         0
ILLINOIS TOOL WKS INC                         X              8         28,820                  0         0
ILLINOIS TOOL WKS INC                         X              5         33,830                  0         0
ILLINOIS TOOL WKS INC                         X              5         44,800                  0         0
ILLINOIS TOOL WKS INC                         X              5        132,390                  0         0
IMPERIAL CHEM INDS PLC                        X                             0                120         0
IMPERIAL CHEM INDS PLC                        X              7              0                440         0
IMPERIAL CHEM INDS PLC                        X              4        101,500                  0         0
IMPERIAL OIL LTD                              X              5            263                  0         0
IMPERIAL OIL LTD                              X              5          1,150                  0         0
IMPERIAL OIL LTD                              X              6          2,750                  0         0
IMPERIAL OIL LTD                              X              4         33,372                  0         0
INCO LTD                                      X              5            500                  0     1,296
INCO LTD                                      X                         6,600                  0         0
INCO LTD                                      X              5          7,640                  0         0
INCO LTD                                      X              5          8,840                  0         0
INCO LTD                                      X              4          8,904                  0         0
INDEPENDENCE CMNTY BK CORP                    X              9          1,000                  0         0
INDEPENDENCE CMNTY BK CORP                    X              8          2,800                  0         0
INDEPENDENCE CMNTY BK CORP                    X              8          7,300                  0         0
INDIA FD INC                                  X              4          1,000                  0         0
INDIA FD INC                                  X              7          2,400                  0         0
INDIA FD INC                                  X              7              0              9,080         0
INFOSYS TECHNOLOGIES LTD                      X              6              0                  0        15
INFOSYS TECHNOLOGIES LTD                      X              5            100                  0         0
INFOSYS TECHNOLOGIES LTD                      X              7              0                145         0
INFOSYS TECHNOLOGIES LTD                      X              5              0                  0       410
INFOSYS TECHNOLOGIES LTD                      X                         1,830                  0         0
INFOSYS TECHNOLOGIES LTD                      X              7              0              1,900         0
INFOSYS TECHNOLOGIES LTD                      X              6              0                  0     3,035
ING GROUP N V                                 X                             0                561         0
ING GROUP N V                                 X              7              0              1,385         0
ING GROUP N V                                 X              4         12,340                  0         0
ING GROUP N V                                 X              7         16,234                  0         0
ING GROUP N V                                 X              4         26,775                  0         0
INNOVEX INC                                   X              5              0                  0    11,000
INTEL CORP                                    X              3            170                  0         0
INTEL CORP                                    X              5            528                  0         0
INTEL CORP                                    X                             0                985         0
INTEL CORP                                    X              2          1,180                  0         0
INTEL CORP                                    X              7              0              1,230         0
INTEL CORP                                    X              5          2,614                  0         0
INTEL CORP                                    X              8          2,690                  0         0
INTEL CORP                                    X                         3,377                  0         0
INTEL CORP                                    X              8          4,300                  0         0
INTEL CORP                                    X              8          5,900                  0         0
INTEL CORP                                    X              5          6,100                  0         0
INTEL CORP                                    X              8          6,400                  0         0
INTEL CORP                                    X              8          6,900                  0         0
INTEL CORP                                    X              8         14,000                  0         0
INTEL CORP                                    X              8         15,100                  0         0
INTEL CORP                                    X              4         16,098                  0         0
INTEL CORP                                    X                        16,200                  0         0
INTEL CORP                                    X              8         17,200                  0         0
INTEL CORP                                    X              5         18,232                  0         0
INTEL CORP                                    X              8         18,380                  0         0
INTEL CORP                                    X              8         18,630                  0         0
INTEL CORP                                    X              8         20,880                  0         0
INTEL CORP                                    X              5         21,636                  0         0
INTEL CORP                                    X              7         23,700                  0         0
INTEL CORP                                    X              4         28,032                  0         0
INTEL CORP                                    X                        38,200                  0         0
INTEL CORP                                    X                        38,730                  0         0
INTEL CORP                                    X              8         39,770                  0         0
INTEL CORP                                    X              8         40,173                  0         0
INTEL CORP                                    X              8         44,823                  0         0
INTEL CORP                                    X              8         45,943                  0         0
INTEL CORP                                    X              8         50,537                  0         0
INTEL CORP                                    X              8         52,170                  0         0
INTEL CORP                                    X              7              0             58,400         0
INTEL CORP                                    X              8         58,679                  0         0
INTEL CORP                                    X                        60,351                  0         0
INTEL CORP                                    X                        79,400                  0         0
INTEL CORP                                    X              8         82,284                  0         0
INTEL CORP                                    X              8         93,130                  0         0
INTEL CORP                                    X              8         96,351                  0         0
INTEL CORP                                    X              9        108,500                  0         0
INTEL CORP                                    X              7              0            122,157         0
INTEL CORP                                    X              8        140,371                  0         0
INTEL CORP                                    X              8        225,894                  0         0
INTEL CORP                                    X              5        377,865                  0         0
INTEL CORP                                    X              7        415,138                  0         0
INTEL CORP                                    X              5        397,186                  0    39,211
INTEL CORP                                    X              6        341,855             28,858    84,025
INTEL CORP                                    X              8        589,860                  0         0
INTEL CORP                                    X              5        630,039                  0    59,609
INTEL CORP                                    X              6        710,917                  0    35,282
INTERNATIONAL BUSINESS MACHS                  X              7              0                100         0
INTERNATIONAL BUSINESS MACHS                  X                             0                190         0
INTERNATIONAL BUSINESS MACHS                  X              8            360                  0         0
INTERNATIONAL BUSINESS MACHS                  X              4            400                  0         0
INTERNATIONAL BUSINESS MACHS                  X              7              0                416         0
INTERNATIONAL BUSINESS MACHS                  X              8            700                  0         0
INTERNATIONAL BUSINESS MACHS                  X              5            900                  0         0
INTERNATIONAL BUSINESS MACHS                  X              3          1,030                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8          1,100                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8          1,500                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8          3,600                  0         0
INTERNATIONAL BUSINESS MACHS                  X                         3,676                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8          4,080                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8          4,500                  0         0
INTERNATIONAL BUSINESS MACHS                  X                         4,500                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8          4,839                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8          4,900                  0         0
INTERNATIONAL BUSINESS MACHS                  X              5          4,966                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8          5,390                  0         0
INTERNATIONAL BUSINESS MACHS                  X                         8,323                  0         0
INTERNATIONAL BUSINESS MACHS                  X              4          8,981                  0         0
INTERNATIONAL BUSINESS MACHS                  X              7          9,200                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8          9,420                  0         0
INTERNATIONAL BUSINESS MACHS                  X              5         10,024                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8         11,592                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8         13,660                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8         15,318                  0         0
INTERNATIONAL BUSINESS MACHS                  X                        16,152                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8         21,633                  0         0
INTERNATIONAL BUSINESS MACHS                  X              7              0             23,127         0
INTERNATIONAL BUSINESS MACHS                  X              8         24,101                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8         24,333                  0         0
INTERNATIONAL BUSINESS MACHS                  X              5         24,420                  0         0
INTERNATIONAL BUSINESS MACHS                  X              9         31,150                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8         36,190                  0         0
INTERNATIONAL BUSINESS MACHS                  X              7         42,322                  0         0
INTERNATIONAL BUSINESS MACHS                  X              8         58,700                  0         0
INTERNATIONAL BUSINESS MACHS                  X              5         99,071                  0         0
INTERNATIONAL BUSINESS MACHS                  X              6        120,869                  0     6,109
INTERNATIONAL BUSINESS MACHS                  X              8        151,750                  0         0
INTERNATIONAL BUSINESS MACHS                  X              5        124,325                  0    47,416
INTERNATIONAL BUSINESS MACHS                  X              6        173,970             24,648    29,502
INTERNATIONAL BUSINESS MACHS                  X              5        258,554                  0    14,100
INTERNATIONAL BUSINESS MACHS                  X              5        296,010                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              5            620                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              8            670                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              8            750                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              8            950                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              9          1,100                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              8          1,349                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              8          3,100                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              2          3,200                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              8          3,551                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              4          4,775                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              5          5,111                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X                         6,300                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              8          8,740                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              5         74,100                  0         0
INTERNATIONAL FLAVORS&FRAGRA                  X              5        104,280                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              6              0                  0        88
INTERNATIONAL GAME TECHNOLOG                  X              7              0                225         0
INTERNATIONAL GAME TECHNOLOG                  X              8            580                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              8            850                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              7              0                925         0
INTERNATIONAL GAME TECHNOLOG                  X              7          1,330                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              8          1,600                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              8          1,700                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              8          2,424                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              7          2,500                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              8          2,900                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              8          2,984                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              8          3,130                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              8          4,935                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              9          5,250                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              6          6,000              3,000         0
INTERNATIONAL GAME TECHNOLOG                  X              8          9,765                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              8         14,000                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              5         21,124                  0         0
INTERNATIONAL GAME TECHNOLOG                  X              8         32,160                  0         0
INTL PAPER CO                                 X              8            600                  0         0
INTL PAPER CO                                 X              7              0              1,504         0
INTL PAPER CO                                 X              8          1,630                  0         0
INTL PAPER CO                                 X              8          1,700                  0         0
INTL PAPER CO                                 X              5          2,200                  0         0
INTL PAPER CO                                 X              8          3,492                  0         0
INTL PAPER CO                                 X              4          3,560                  0         0
INTL PAPER CO                                 X              8          3,562                  0         0
INTL PAPER CO                                 X              8          3,950                  0         0
INTL PAPER CO                                 X              8          4,768                  0         0
INTL PAPER CO                                 X              9          5,600                  0         0
INTL PAPER CO                                 X              7          6,265                  0         0
INTL PAPER CO                                 X              5          6,500                  0       400
INTL PAPER CO                                 X              8          7,361                  0         0
INTL PAPER CO                                 X              8         11,538                  0         0
INTL PAPER CO                                 X              8         17,000                  0         0
INTL PAPER CO                                 X              5         25,627                  0       160
INTL PAPER CO                                 X              5         29,753                  0         0
INTL PAPER CO                                 X              6         24,984              5,059    10,255
INTL PAPER CO                                 X              8         44,600                  0         0
INTL PAPER CO                                 X              6         68,503                  0    23,918
INTERPUBLIC GROUP COS INC                     X              7             80                  0         0
INTERPUBLIC GROUP COS INC                     X              5              0                  0        98
INTERPUBLIC GROUP COS INC                     X              4            125                  0         0
INTERPUBLIC GROUP COS INC                     X              7              0                510         0
INTERPUBLIC GROUP COS INC                     X              6            621                  0         0
INTERPUBLIC GROUP COS INC                     X              8          2,336                  0         0
INTERPUBLIC GROUP COS INC                     X              8          2,583                  0         0
INTERPUBLIC GROUP COS INC                     X              8          3,100                  0         0
INTERPUBLIC GROUP COS INC                     X              8          3,200                  0         0
INTERPUBLIC GROUP COS INC                     X              8          3,340                  0         0
INTERPUBLIC GROUP COS INC                     X              8          3,570                  0         0
INTERPUBLIC GROUP COS INC                     X              9          5,000                  0         0
INTERPUBLIC GROUP COS INC                     X              8          6,170                  0         0
INTERPUBLIC GROUP COS INC                     X              8         12,532                  0         0
INTERPUBLIC GROUP COS INC                     X              8         13,900                  0         0
INTERPUBLIC GROUP COS INC                     X              5         25,661                  0         0
INTERPUBLIC GROUP COS INC                     X              8         39,770                  0         0
INTUIT                                        X              6             45                  0         0
INTUIT                                        X              8            350                  0         0
INTUIT                                        X              8            900                  0         0
INTUIT                                        X              8          1,000                  0         0
INTUIT                                        X              8          1,500                  0         0
INTUIT                                        X              8          1,500                  0         0
INTUIT                                        X              8          1,520                  0         0
INTUIT                                        X              8          1,642                  0         0
INTUIT                                        X                         2,068                  0         0
INTUIT                                        X              9          2,300                  0         0
INTUIT                                        X              8          2,725                  0         0
INTUIT                                        X              8          2,950                  0         0
INTUIT                                        X              8          5,825                  0         0
INTUIT                                        X              8          6,300                  0         0
INTUIT                                        X              8         19,620                  0         0
INVESTORS FINL SERVICES CORP                  X              9            800                  0         0
INVESTORS FINL SERVICES CORP                  X              5            980                  0         0
INVESTORS FINL SERVICES CORP                  X                             0              1,100         0
INVESTORS FINL SERVICES CORP                  X              8          1,600                  0         0
INVESTORS FINL SERVICES CORP                  X              8          2,200                  0         0
INVESTORS FINL SERVICES CORP                  X              4          2,500                  0         0
INVESTORS FINL SERVICES CORP                  X              8          5,800                  0         0
INVESTORS FINL SERVICES CORP                  X              5         63,385                  0         0
INVESTORS FINL SERVICES CORP                  X              5        105,580                  0         0
IPSCO INC                                     X              4         11,525                  0         0
IRON MTN INC                                  X              6              0                  0        55
IRON MTN INC                                  X              8            900                  0         0
IRON MTN INC                                  X              8            960                  0         0
IRON MTN INC                                  X              7              0              1,015         0
IRON MTN INC                                  X              9          1,500                  0         0
IRON MTN INC                                  X              8          4,300                  0         0
IRON MTN INC                                  X              8          4,950                  0         0
IRON MTN INC                                  X              6              0                  0    10,605
IRON MTN INC                                  X              8         12,150                  0         0
IRON MTN INC                                  X              8         19,200                  0         0
IRON MTN INC                                  X              8         21,510                  0         0
ISHARES COMEX GOLD TR                         X                        32,840                  0         0
ISHARES INC                                   X              4            300                  0         0
ISHARES INC                                   X              5          2,295                  0         0
ISHARES INC                                   X              5          4,300                  0         0
ISHARES INC                                   X              5          6,500                  0         0
ISHARES INC                                   X              6              0                  0       200
ISHARES INC                                   X              4            360                  0         0
ISHARES INC                                   X              5         12,000                  0         0
ISHARES INC                                   X              5            280                  0         0
ISHARES INC                                   X              5              0                  0       800
ISHARES INC                                   X                        17,500                  0         0
ISHARES INC                                   X                        95,093                  0         0
ISHARES INC                                   X              6              0                  0       750
ISHARES INC                                   X              4            775                  0         0
ISHARES INC                                   X              5          1,300                  0         0
ISHARES INC                                   X              5          1,330                  0         0
ISHARES INC                                   X              7          1,470                  0         0
ISHARES INC                                   X                        20,550                  0         0
ISHARES INC                                   X              4            110                  0         0
ISHARES INC                                   X              5          5,358                  0         0
ISHARES INC                                   X              5          5,600                  0         0
ISHARES INC                                   X              5         12,800                  0         0
ISHARES INC                                   X              4          1,350                  0         0
ISHARES INC                                   X                       187,704                  0         0
ISHARES INC                                   X                             0                220         0
ISHARES INC                                   X              7              0                960         0
ISHARES INC                                   X                         3,950                  0         0
ISHARES INC                                   X              7         10,256                  0         0
ISHARES INC                                   X                        25,900                165         0
ISHARES INC                                   X              5         44,000                  0         0
ISHARES INC                                   X              5         49,575                  0         0
ISHARES INC                                   X              5        392,360                  0         0
ISHARES INC                                   X              5        585,193                  0         0
ISHARES INC                                   X                             0                 58         0
ISHARES INC                                   X                             0                114         0
ISHARES INC                                   X              7            131                  0         0
ISHARES INC                                   X              6              0                  0       400
ISHARES INC                                   X              5            600                  0         0
ISHARES INC                                   X              5          1,900                  0         0
ISHARES INC                                   X              7              0              2,856         0
ISHARES INC                                   X                         2,875                  0         0
ISHARES INC                                   X              5         11,275                  0         0
ISHARES INC                                   X                             0                591         0
ISHARES INC                                   X                           450                236         0
ISHARES INC                                   X              5          5,651                  0         0
ISHARES INC                                   X              7          9,397                  0         0
ISHARES INC                                   X              5         10,000                  0         0
ISHARES INC                                   X              7              0             32,733         0
ISHARES INC                                   X              7              0             55,300         0
ISHARES INC                                   X              6              0                  0     1,000
ISHARES INC                                   X              6              0                  0     2,400
ISHARES INC                                   X              7          5,500                  0         0
ISHARES INC                                   X              5         11,000                  0         0
ISHARES INC                                   X              5         16,925                  0         0
ISHARES INC                                   X              7              0             18,900         0
ISHARES INC                                   X                        24,958                  0         0
ISHARES INC                                   X              4         26,910                  0         0
ISHARES INC                                   X              7         36,000                  0         0
ISHARES INC                                   X              5         52,057                  0         0
ISHARES INC                                   X                       324,666                  0         0
ISHARES INC                                   X              5        410,827                  0         0
ISHARES INC                                   X              5        471,306                  0         0
ISHARES INC                                   X                             0                 49         0
ISHARES INC                                   X                             0                 87         0
ISHARES INC                                   X              7              0                293         0
ISHARES INC                                   X                           917                  0         0
ISHARES INC                                   X              4          1,130                  0         0
ISHARES INC                                   X              7          5,109                  0         0
ISHARES INC                                   X              5         15,200                  0         0
ISHARES INC                                   X              5         48,425                  0         0
ISHARES INC                                   X              5        159,900                  0         0
ISHARES TR                                    X              5            450                  0         0
ISHARES TR                                    X              5            600                  0         0
ISHARES TR                                    X              6              0                  0     4,800
ISHARES TR                                    X                             0                 14         0
ISHARES TR                                    X                             0                 27         0
ISHARES TR                                    X              7              0                 85         0
ISHARES TR                                    X              6              0                  0       200
ISHARES TR                                    X              5            560                  0         0
ISHARES TR                                    X                           970                  0         0
ISHARES TR                                    X              7          1,651                  0         0
ISHARES TR                                    X              4          1,750                  0         0
ISHARES TR                                    X              8            150                  0         0
ISHARES TR                                    X              8            280                  0         0
ISHARES TR                                    X              8            350                  0         0
ISHARES TR                                    X              4            646                  0         0
ISHARES TR                                    X              7              0              1,000         0
ISHARES TR                                    X              8          1,850                  0         0
ISHARES TR                                    X              8          2,300                  0         0
ISHARES TR                                    X              8          6,140                  0         0
ISHARES TR                                    X              9          7,000                  0         0
ISHARES TR                                    X              8          9,440                  0         0
ISHARES TR                                    X              6              0                  0    14,345
ISHARES TR                                    X              8         26,400                  0         0
ISHARES TR                                    X              8         43,057                  0         0
ISHARES TR                                    X              8        162,200                  0         0
ISHARES TR                                    X                         8,900                  0         0
ISHARES TR                                    X              6              0                  0    76,310
ISHARES TR                                    X                           320                  0         0
ISHARES TR                                    X              5            369                  0         0
ISHARES TR                                    X              4            795                  0         0
ISHARES TR                                    X              8          1,200                  0         0
ISHARES TR                                    X              7          1,980                  0         0
ISHARES TR                                    X              5          4,125                  0         0
ISHARES TR                                    X              6              0                  0     4,476
ISHARES TR                                    X              5         14,150                  0         0
ISHARES TR                                    X              5         22,902                  0         0
ISHARES TR                                    X              6              0                  0   118,672
ISHARES TR                                    X                       143,010                  0         0
ISHARES TR                                    X                         6,890                  0         0
ISHARES TR                                    X              4            600                  0         0
ISHARES TR                                    X              8          6,500                  0         0
ISHARES TR                                    X              5            400                  0         0
ISHARES TR                                    X              5          3,200                  0         0
ISHARES TR                                    X              5         15,250                  0         0
ISHARES TR                                    X              5              0                  0       700
ISHARES TR                                    X                         3,810                  0         0
ISHARES TR                                    X                         3,245                  0         0
ISHARES TR                                    X              4            385                  0         0
ISHARES TR                                    X                         5,720                  0         0
ISHARES TR                                    X              6              0                  0     1,068
ISHARES TR                                    X              4          2,949                  0         0
ISHARES TR                                    X                         3,395                  0         0
ISHARES TR                                    X              5          3,500                  0         0
ISHARES TR                                    X              6              0                  0     9,300
ISHARES TR                                    X              4            700                  0         0
ISHARES TR                                    X                         1,101                  0         0
ISHARES TR                                    X              6              0                  0     1,297
ISHARES TR                                    X                         3,000                  0         0
ISHARES TR                                    X              6              0                  0    40,530
ISHARES TR                                    X              6              0                  0   146,232
ISHARES TR                                    X                        50,200                  0         0
ISHARES TR                                    X                        34,800                  0         0
ISHARES TR                                    X              4            200                  0         0
ISHARES TR                                    X              6              0                  0     1,550
ISHARES TR                                    X              6              0                  0     2,071
ISHARES TR                                    X                         3,280                  0         0
ISHARES TR                                    X              5         73,739                  0         0
ISHARES TR                                    X              6              0                  0    18,496
ISHARES TR                                    X              6              0                  0    84,528
ISHARES TR                                    X                        13,270                  0         0
ISHARES TR                                    X                        31,755                  0         0
ISHARES TR                                    X                         6,000                  0         0
ISHARES TR                                    X              5              0                  0    14,000
ISHARES TR                                    X                        24,250                  0         0
ISHARES TR                                    X              4            300                  0         0
ISHARES TR                                    X              6              0                  0    31,100
ISHARES TR                                    X              6              0                  0    15,000
ISHARES TR                                    X              6              0                  0   107,299
ISHARES TR                                    X              6              0                  0       150
ISHARES TR                                    X                         3,000                  0         0
ISHARES TR                                    X              5          4,700                  0         0
ISHARES TR                                    X              5            900                  0         0
ISHARES TR                                    X                         1,348                  0         0
ISHARES TR                                    X              6              0                  0     3,990
ISHARES TR                                    X                        19,010                  0         0
ISHARES TR                                    X              6              0                  0    22,290
ISHARES TR                                    X              6              0                  0     2,300
ISHARES TR                                    X                         6,540                  0         0
ISHARES TR                                    X              5            179                  0         0
ISHARES TR                                    X              5            570                  0         0
ISHARES TR                                    X              5              0                  0    11,700
ISHARES TR                                    X              6              0                  0     1,383
ISHARES TR                                    X                        33,150                  0         0
ISHARES TR                                    X              5          1,515                  0         0
ISHARES TR                                    X              7              0              2,300         0
ISHARES TR                                    X              4          2,319                  0         0
ISHARES TR                                    X                         2,405                  0         0
ISHARES TR                                    X                        16,000                  0         0
IVANHOE ENERGY INC                            X              5         38,500                  0         0
IVAX CORP                                     X              7          1,000                  0         0
IVAX CORP                                     X              9          2,800                  0         0
IVAX CORP                                     X              8         11,600                  0         0
IVAX CORP                                     X              8         24,150                  0         0
JABIL CIRCUIT INC                             X              7            500                  0         0
JABIL CIRCUIT INC                             X              7            500                  0         0
JABIL CIRCUIT INC                             X              7              0                547         0
JABIL CIRCUIT INC                             X              8          1,493                  0         0
JABIL CIRCUIT INC                             X              8          1,544                  0         0
JABIL CIRCUIT INC                             X              8          1,590                  0         0
JABIL CIRCUIT INC                             X              5          1,700                  0         0
JABIL CIRCUIT INC                             X              9          2,400                  0         0
JABIL CIRCUIT INC                             X              8          2,965                  0         0
JABIL CIRCUIT INC                             X              8          5,500                  0         0
JABIL CIRCUIT INC                             X              8          6,035                  0         0
JABIL CIRCUIT INC                             X              8          6,700                  0         0
JABIL CIRCUIT INC                             X              8         20,580                  0         0
JABIL CIRCUIT INC                             X              5         79,000                  0         0
JACOBS ENGR GROUP INC DEL                     X              6              0                  0       104
JACOBS ENGR GROUP INC DEL                     X              7              0                158         0
JACOBS ENGR GROUP INC DEL                     X              9            600                  0         0
JACOBS ENGR GROUP INC DEL                     X              8          1,900                  0         0
JACOBS ENGR GROUP INC DEL                     X              8          5,250                  0         0
JEFFERSON PILOT CORP                          X                             0                120         0
JEFFERSON PILOT CORP                          X              7            305                  0         0
JEFFERSON PILOT CORP                          X              8          1,133                  0         0
JEFFERSON PILOT CORP                          X              8          1,135                  0         0
JEFFERSON PILOT CORP                          X              8          1,180                  0         0
JEFFERSON PILOT CORP                          X              9          1,700                  0         0
JEFFERSON PILOT CORP                          X              8          1,990                  0         0
JEFFERSON PILOT CORP                          X              8          2,044                  0         0
JEFFERSON PILOT CORP                          X              8          4,600                  0         0
JEFFERSON PILOT CORP                          X              5         11,188                  0         0
JEFFERSON PILOT CORP                          X              8         12,570                  0         0
JOHNSON & JOHNSON                             X              3            100                  0         0
JOHNSON & JOHNSON                             X                         1,000                  0         0
JOHNSON & JOHNSON                             X              8          1,000                  0         0
JOHNSON & JOHNSON                             X              8          1,200                  0         0
JOHNSON & JOHNSON                             X              8          2,050                  0         0
JOHNSON & JOHNSON                             X              7          2,146                  0         0
JOHNSON & JOHNSON                             X              7              0              2,253         0
JOHNSON & JOHNSON                             X              8          2,800                  0         0
JOHNSON & JOHNSON                             X              8          2,800                  0         0
JOHNSON & JOHNSON                             X              7          3,500                  0         0
JOHNSON & JOHNSON                             X                         4,000                  0         0
JOHNSON & JOHNSON                             X                         4,200                  0         0
JOHNSON & JOHNSON                             X              5          5,920                  0         0
JOHNSON & JOHNSON                             X              8          8,400                  0         0
JOHNSON & JOHNSON                             X              8          8,618                  0         0
JOHNSON & JOHNSON                             X              8          9,000                  0         0
JOHNSON & JOHNSON                             X              8          9,230                  0         0
JOHNSON & JOHNSON                             X                        10,800                  0         0
JOHNSON & JOHNSON                             X              8         12,619                  0         0
JOHNSON & JOHNSON                             X              5         14,872                  0         0
JOHNSON & JOHNSON                             X              8         15,884                  0         0
JOHNSON & JOHNSON                             X              7              0             16,800         0
JOHNSON & JOHNSON                             X              8         17,020                  0         0
JOHNSON & JOHNSON                             X              5         20,860                  0         0
JOHNSON & JOHNSON                             X              8         21,390                  0         0
JOHNSON & JOHNSON                             X              4         22,400                  0         0
JOHNSON & JOHNSON                             X              8         25,090                  0         0
JOHNSON & JOHNSON                             X              7              0             25,700         0
JOHNSON & JOHNSON                             X              5         26,196                  0         0
JOHNSON & JOHNSON                             X              8         28,279                  0         0
JOHNSON & JOHNSON                             X              4         30,016                  0         0
JOHNSON & JOHNSON                             X                        31,818                  0         0
JOHNSON & JOHNSON                             X              9         34,500                  0         0
JOHNSON & JOHNSON                             X              7         38,385                  0         0
JOHNSON & JOHNSON                             X              8         38,653                  0         0
JOHNSON & JOHNSON                             X                         4,000             36,060         0
JOHNSON & JOHNSON                             X              8         44,670                  0         0
JOHNSON & JOHNSON                             X              8         44,790                  0         0
JOHNSON & JOHNSON                             X              8         66,417                  0         0
JOHNSON & JOHNSON                             X              5         79,247                  0     1,400
JOHNSON & JOHNSON                             X              8        107,816                  0         0
JOHNSON & JOHNSON                             X              5        130,446                  0         0
JOHNSON & JOHNSON                             X              6        138,745             17,203    17,150
JOHNSON & JOHNSON                             X              8        282,990                  0         0
JOHNSON & JOHNSON                             X              5        275,665                  0    11,910
JOHNSON & JOHNSON                             X              6        416,677                400    16,827
JOHNSON & JOHNSON                             X              5        719,896                  0         0
JOHNSON CTLS INC                              X              7             25                  0         0
JOHNSON CTLS INC                              X              8          1,100                  0         0
JOHNSON CTLS INC                              X              8          1,200                  0         0
JOHNSON CTLS INC                              X              8          1,300                  0         0
JOHNSON CTLS INC                              X              8          1,462                  0         0
JOHNSON CTLS INC                              X              8          1,610                  0         0
JOHNSON CTLS INC                              X              8          1,902                  0         0
JOHNSON CTLS INC                              X              9          2,300                  0         0
JOHNSON CTLS INC                              X              6            350              2,000         0
JOHNSON CTLS INC                              X              8          2,684                  0         0
JOHNSON CTLS INC                              X              5          2,900                  0         0
JOHNSON CTLS INC                              X              8          4,290                  0         0
JOHNSON CTLS INC                              X              8          4,416                  0         0
JOHNSON CTLS INC                              X              5          6,872                  0         0
JOHNSON CTLS INC                              X              8          7,600                  0         0
JOHNSON CTLS INC                              X              6         13,124                  0       240
JOHNSON CTLS INC                              X              8         17,390                  0         0
JONES APPAREL GROUP INC                       X              4            170                  0         0
JONES APPAREL GROUP INC                       X              8            836                  0         0
JONES APPAREL GROUP INC                       X              8            990                  0         0
JONES APPAREL GROUP INC                       X              8          1,304                  0         0
JONES APPAREL GROUP INC                       X              9          1,500                  0         0
JONES APPAREL GROUP INC                       X              8          1,850                  0         0
JONES APPAREL GROUP INC                       X                         2,425                  0         0
JONES APPAREL GROUP INC                       X              8          3,350                  0         0
JONES APPAREL GROUP INC                       X              7              0              3,900         0
JONES APPAREL GROUP INC                       X              8          4,100                  0         0
JONES APPAREL GROUP INC                       X              5          4,522                  0         0
JONES APPAREL GROUP INC                       X              8         12,540                  0         0
KLA-TENCOR CORP                               X              7             73                  0         0
KLA-TENCOR CORP                               X              7              0                216         0
KLA-TENCOR CORP                               X              8            290                  0         0
KLA-TENCOR CORP                               X              8            400                  0         0
KLA-TENCOR CORP                               X              5            800                  0         0
KLA-TENCOR CORP                               X              8            900                  0         0
KLA-TENCOR CORP                               X              8            900                  0         0
KLA-TENCOR CORP                               X                         1,367                  0         0
KLA-TENCOR CORP                               X              8          1,435                  0         0
KLA-TENCOR CORP                               X              8          1,650                  0         0
KLA-TENCOR CORP                               X              8          1,954                  0         0
KLA-TENCOR CORP                               X              8          2,774                  0         0
KLA-TENCOR CORP                               X              9          2,900                  0         0
KLA-TENCOR CORP                               X              8          3,053                  0         0
KLA-TENCOR CORP                               X              8          4,410                  0         0
KLA-TENCOR CORP                               X              8          5,326                  0         0
KLA-TENCOR CORP                               X              8          8,072                  0         0
KLA-TENCOR CORP                               X              8         17,980                  0         0
KLA-TENCOR CORP                               X              6         34,800                  0         0
K V PHARMACEUTICAL CO                         X              6              0                  0       118
K V PHARMACEUTICAL CO                         X              5          3,506                  0     6,750
KAYDON CORP                                   X              6         11,200                  0         0
KELLOGG CO                                    X              7              0                500         0
KELLOGG CO                                    X              8          1,000                  0         0
KELLOGG CO                                    X              2          1,284                  0         0
KELLOGG CO                                    X              5          1,400                  0         0
KELLOGG CO                                    X              8          1,900                  0         0
KELLOGG CO                                    X              8          2,582                  0         0
KELLOGG CO                                    X                         2,668                  0         0
KELLOGG CO                                    X              8          2,869                  0         0
KELLOGG CO                                    X              8          3,412                  0         0
KELLOGG CO                                    X              9          3,600                  0         0
KELLOGG CO                                    X              8          4,200                  0         0
KELLOGG CO                                    X              5          4,500                  0         0
KELLOGG CO                                    X              8          5,250                  0         0
KELLOGG CO                                    X              6          6,900                  0         0
KELLOGG CO                                    X              5          7,219                  0         0
KELLOGG CO                                    X              8          8,566                  0         0
KELLOGG CO                                    X              8         12,200                  0         0
KELLOGG CO                                    X              8         28,890                  0         0
KERR MCGEE CORP                               X                             0                160         0
KERR MCGEE CORP                               X              8            280                  0         0
KERR MCGEE CORP                               X              8            300                  0         0
KERR MCGEE CORP                               X              8            400                  0         0
KERR MCGEE CORP                               X              8            450                  0         0
KERR MCGEE CORP                               X              7              0                480         0
KERR MCGEE CORP                               X              8            851                  0         0
KERR MCGEE CORP                               X              8            974                  0         0
KERR MCGEE CORP                               X              8          1,000                  0         0
KERR MCGEE CORP                               X              8          1,100                  0         0
KERR MCGEE CORP                               X              5          1,100                  0         0
KERR MCGEE CORP                               X              8          1,750                  0         0
KERR MCGEE CORP                               X              9          2,300                  0         0
KERR MCGEE CORP                               X              8          2,602                  0         0
KERR MCGEE CORP                               X              8          3,400                  0         0
KERR MCGEE CORP                               X              8          4,800                  0         0
KERR MCGEE CORP                               X              8         10,500                  0         0
KERR MCGEE CORP                               X              5         13,518                  0         0
KERR MCGEE CORP                               X              6              0                  0    29,529
KEYCORP NEW                                   X              4            110                  0         0
KEYCORP NEW                                   X                             0                355         0
KEYCORP NEW                                   X              8            640                  0         0
KEYCORP NEW                                   X              7            900                  0         0
KEYCORP NEW                                   X              8            950                  0         0
KEYCORP NEW                                   X              8          2,100                  0         0
KEYCORP NEW                                   X              8          2,100                  0         0
KEYCORP NEW                                   X              8          2,909                  0         0
KEYCORP NEW                                   X              8          3,415                  0         0
KEYCORP NEW                                   X              6          3,614                  0         0
KEYCORP NEW                                   X              8          3,972                  0         0
KEYCORP NEW                                   X              6          4,730                  0         0
KEYCORP NEW                                   X              9          4,900                  0         0
KEYCORP NEW                                   X              8          6,121                  0         0
KEYCORP NEW                                   X              8          6,153                  0         0
KEYCORP NEW                                   X              8         11,129                  0         0
KEYCORP NEW                                   X              8         16,200                  0         0
KEYCORP NEW                                   X              5         23,266                  0         0
KEYCORP NEW                                   X              8         40,210                  0         0
KIMBERLY CLARK CORP                           X                             0                 95         0
KIMBERLY CLARK CORP                           X              7              0                100         0
KIMBERLY CLARK CORP                           X              7              0                200         0
KIMBERLY CLARK CORP                           X              4            250                  0         0
KIMBERLY CLARK CORP                           X              7            295                  0         0
KIMBERLY CLARK CORP                           X              8            400                  0         0
KIMBERLY CLARK CORP                           X              8            470                  0         0
KIMBERLY CLARK CORP                           X              8            500                  0         0
KIMBERLY CLARK CORP                           X              5            560                  0         0
KIMBERLY CLARK CORP                           X              8          1,363                  0         0
KIMBERLY CLARK CORP                           X              8          1,450                  0         0
KIMBERLY CLARK CORP                           X              8          1,450                  0         0
KIMBERLY CLARK CORP                           X              5          1,500                  0         0
KIMBERLY CLARK CORP                           X              8          2,860                  0         0
KIMBERLY CLARK CORP                           X              8          3,354                  0         0
KIMBERLY CLARK CORP                           X              5          3,807                  0         0
KIMBERLY CLARK CORP                           X              4          3,842                  0         0
KIMBERLY CLARK CORP                           X              8          4,010                  0         0
KIMBERLY CLARK CORP                           X              8          4,566                  0         0
KIMBERLY CLARK CORP                           X              9          5,650                  0         0
KIMBERLY CLARK CORP                           X              8          5,901                  0         0
KIMBERLY CLARK CORP                           X              8          6,175                  0         0
KIMBERLY CLARK CORP                           X              8          6,308                  0         0
KIMBERLY CLARK CORP                           X              8          6,780                  0         0
KIMBERLY CLARK CORP                           X              8          6,926                  0         0
KIMBERLY CLARK CORP                           X              8          7,213                  0         0
KIMBERLY CLARK CORP                           X              8          8,138                  0         0
KIMBERLY CLARK CORP                           X                         8,600                  0         0
KIMBERLY CLARK CORP                           X              8         10,668                  0         0
KIMBERLY CLARK CORP                           X              5         12,641                  0         0
KIMBERLY CLARK CORP                           X              8         17,000                  0         0
KIMBERLY CLARK CORP                           X              6         24,442                400     5,900
KIMBERLY CLARK CORP                           X              8         47,090                  0         0
KIMBERLY CLARK CORP                           X              6         62,565              4,200    44,366
KINDER MORGAN ENERGY PARTNER                  X              6          5,975                  0         0
KING PHARMACEUTICALS INC                      X              5            500                  0         0
KING PHARMACEUTICALS INC                      X              7              0                569         0
KING PHARMACEUTICALS INC                      X              4          1,000                  0         0
KING PHARMACEUTICALS INC                      X              8          1,682                  0         0
KING PHARMACEUTICALS INC                      X              8          1,910                  0         0
KING PHARMACEUTICALS INC                      X              8          2,765                  0         0
KING PHARMACEUTICALS INC                      X              8          3,579                  0         0
KING PHARMACEUTICALS INC                      X              8          6,154                  0         0
KING PHARMACEUTICALS INC                      X              5              0                  0     7,100
KING PHARMACEUTICALS INC                      X              8          8,000                  0         0
KING PHARMACEUTICALS INC                      X              8         23,480                  0         0
KING PHARMACEUTICALS INC                      X              5         29,442                  0     8,000
KING PHARMACEUTICALS INC                      X              9         52,500                  0         0
KING PHARMACEUTICALS INC                      X              9         82,000                  0         0
KINROSS GOLD CORP                             X              7            121                  0         0
KINROSS GOLD CORP                             X              6            800                  0         0
KINROSS GOLD CORP                             X              5              0                  0     5,366
KINROSS GOLD CORP                             X              4          5,799                  0         0
KINGSWAY FINL SVCS INC                        X              4         30,500                  0         0
KNIGHT RIDDER INC                             X              8            514                  0         0
KNIGHT RIDDER INC                             X              8            600                  0         0
KNIGHT RIDDER INC                             X              8            610                  0         0
KNIGHT RIDDER INC                             X              8            626                  0         0
KNIGHT RIDDER INC                             X              8            680                  0         0
KNIGHT RIDDER INC                             X              9            900                  0         0
KNIGHT RIDDER INC                             X              8          1,200                  0         0
KNIGHT RIDDER INC                             X              8          1,270                  0         0
KNIGHT RIDDER INC                             X              8          1,313                  0         0
KNIGHT RIDDER INC                             X              8          1,600                  0         0
KNIGHT RIDDER INC                             X              8          2,600                  0         0
KNIGHT RIDDER INC                             X              8          3,100                  0         0
KNIGHT RIDDER INC                             X              8          7,320                  0         0
KNIGHT RIDDER INC                             X              8         10,950                  0         0
KOHLS CORP                                    X              4             90                  0         0
KOHLS CORP                                    X              6            250                  0         0
KOHLS CORP                                    X              8            390                  0         0
KOHLS CORP                                    X              8            400                  0         0
KOHLS CORP                                    X              6            675                  0         0
KOHLS CORP                                    X              5            715                  0         0
KOHLS CORP                                    X              8            847                  0         0
KOHLS CORP                                    X              8          1,360                  0         0
KOHLS CORP                                    X              8          1,400                  0         0
KOHLS CORP                                    X              7              0              1,437         0
KOHLS CORP                                    X                             0              1,450         0
KOHLS CORP                                    X                         1,946                  0         0
KOHLS CORP                                    X              8          2,303                  0         0
KOHLS CORP                                    X              8          2,800                  0         0
KOHLS CORP                                    X              8          3,126                  0         0
KOHLS CORP                                    X              8          3,129                  0         0
KOHLS CORP                                    X              9          3,850                  0         0
KOHLS CORP                                    X              8          4,006                  0         0
KOHLS CORP                                    X                         4,500                  0         0
KOHLS CORP                                    X              8          4,882                  0         0
KOHLS CORP                                    X              5          3,634                  0     1,430
KOHLS CORP                                    X                         7,500                  0         0
KOHLS CORP                                    X              8          7,786                  0         0
KOHLS CORP                                    X              8         13,200                  0         0
KOHLS CORP                                    X              2         22,149                  0         0
KOHLS CORP                                    X              4         26,825                  0         0
KOHLS CORP                                    X              8         31,830                  0         0
KOHLS CORP                                    X              5         54,680                  0         0
KOHLS CORP                                    X              5        110,000                  0         0
KOHLS CORP                                    X              5        121,117                  0         0
KONINKLIJKE AHOLD N V                         X                             0              1,290         0
KONINKLIJKE AHOLD N V                         X              7          2,500                  0         0
KONINKLIJKE AHOLD N V                         X              4          8,606                  0         0
KONINKLIJKE AHOLD N V                         X              7              0             29,896         0
KONINKLIJKE PHILIPS ELECTRS                   X              6              0                  0       813
KONINKLIJKE PHILIPS ELECTRS                   X              7              0              2,775         0
KONINKLIJKE PHILIPS ELECTRS                   X              8          2,900                  0         0
KONINKLIJKE PHILIPS ELECTRS                   X              4          3,105                  0         0
KONINKLIJKE PHILIPS ELECTRS                   X              5         10,000                  0         0
KONINKLIJKE PHILIPS ELECTRS                   X              5         65,000                  0         0
KOREA FD                                      X              5          4,100                  0         0
KOREA FD                                      X              7          5,797                  0         0
KOREA FD                                      X                        16,000                  0         0
KOREA FD                                      X              7              0             32,000         0
KROGER CO                                     X              7          1,155                  0         0
KROGER CO                                     X              8          1,650                  0         0
KROGER CO                                     X              7              0              2,565         0
KROGER CO                                     X              8          3,700                  0         0
KROGER CO                                     X              8          3,800                  0         0
KROGER CO                                     X              8          5,500                  0         0
KROGER CO                                     X              8          6,540                  0         0
KROGER CO                                     X              8          6,550                  0         0
KROGER CO                                     X              5         10,000                  0         0
KROGER CO                                     X              8         10,535                  0         0
KROGER CO                                     X              9         10,950                  0         0
KROGER CO                                     X              8         11,375                  0         0
KROGER CO                                     X              4         13,575                  0         0
KROGER CO                                     X              7              0             14,500         0
KROGER CO                                     X              8         18,156                  0         0
KROGER CO                                     X              8         29,100                  0         0
KROGER CO                                     X              5         44,430                  0         0
KROGER CO                                     X              5         51,000                  0         0
KROGER CO                                     X              8         68,850                  0         0
KYOCERA CORP                                  X              7              0              1,586         0
KYOCERA CORP                                  X              6        146,745                  0     8,303
LSI LOGIC CORP                                X              4            600                  0         0
LSI LOGIC CORP                                X              5          1,117                  0         0
LSI LOGIC CORP                                X              7          2,000                  0         0
LSI LOGIC CORP                                X              8          2,700                  0         0
LSI LOGIC CORP                                X              8          3,050                  0         0
LSI LOGIC CORP                                X              8          4,290                  0         0
LSI LOGIC CORP                                X              7          4,670                  0         0
LSI LOGIC CORP                                X              8          5,600                  0         0
LSI LOGIC CORP                                X              8         12,700                  0         0
LSI LOGIC CORP                                X              5         23,358                  0         0
LSI LOGIC CORP                                X              8         32,300                  0         0
LSI LOGIC CORP                                X              5         56,690                  0     2,000
L-3 COMMUNICATIONS HLDGS INC                  X              4             40                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              7            220                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              4            450                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              7              0                633         0
L-3 COMMUNICATIONS HLDGS INC                  X              8            770                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              8            900                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              6          1,000                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              8          1,000                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X                           997                 45         0
L-3 COMMUNICATIONS HLDGS INC                  X              9          1,200                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              8          1,800                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              8          2,600                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              8          4,600                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              8          9,790                  0         0
L-3 COMMUNICATIONS HLDGS INC                  X              6            200                  0    14,932
L-3 COMMUNICATIONS HLDGS INC                  X              5         64,700                  0         0
LAFARGE NORTH AMERICA INC                     X              4            500                  0         0
LAFARGE NORTH AMERICA INC                     X              8          1,200                  0         0
LAFARGE NORTH AMERICA INC                     X              8          2,370                  0         0
LAM RESEARCH CORP                             X              7              0                150         0
LAM RESEARCH CORP                             X              7            500                  0         0
LAM RESEARCH CORP                             X              7              0                670         0
LAM RESEARCH CORP                             X              9          1,600                  0         0
LAM RESEARCH CORP                             X              8          3,500                  0         0
LAM RESEARCH CORP                             X              8          4,500                  0         0
LAM RESEARCH CORP                             X              8         11,800                  0         0
LAM RESEARCH CORP                             X              5         17,790                  0     2,530
LAMAR ADVERTISING CO                          X              9          1,000                  0         0
LAMAR ADVERTISING CO                          X              8          1,800                  0         0
LAMAR ADVERTISING CO                          X              8          2,900                  0         0
LAMAR ADVERTISING CO                          X              8          9,530                  0         0
LAS VEGAS SANDS CORP                          X              4            300                  0         0
LAS VEGAS SANDS CORP                          X              7              0              6,000         0
LAS VEGAS SANDS CORP                          X              7         11,038                  0         0
LAUDER ESTEE COS INC                          X              4            130                  0         0
LAUDER ESTEE COS INC                          X              7              0                160         0
LAUDER ESTEE COS INC                          X              6            575                  0         0
LAUDER ESTEE COS INC                          X              7              0              1,043         0
LAUDER ESTEE COS INC                          X              9          1,200                  0         0
LAUDER ESTEE COS INC                          X              7              0              1,500         0
LAUDER ESTEE COS INC                          X              5          1,750                  0         0
LAUDER ESTEE COS INC                          X              8          1,800                  0         0
LAUDER ESTEE COS INC                          X              6          2,102                  0         0
LAUDER ESTEE COS INC                          X              5          2,666                  0         0
LAUDER ESTEE COS INC                          X              8          3,300                  0         0
LAUDER ESTEE COS INC                          X              7              0              3,400         0
LAUDER ESTEE COS INC                          X                         3,883                  0         0
LAUDER ESTEE COS INC                          X              5            460                  0     4,320
LAUDER ESTEE COS INC                          X              8          8,260                  0         0
LAUDER ESTEE COS INC                          X                         9,300                  0         0
LAUDER ESTEE COS INC                          X              5         16,085                  0         0
LEAR CORP                                     X              4             50                  0         0
LEAR CORP                                     X              7            300                  0         0
LEAR CORP                                     X              9            800                  0         0
LEAR CORP                                     X              8          2,200                  0         0
LEAR CORP                                     X              8          7,290                  0         0
LEGGETT & PLATT INC                           X              7              0                218         0
LEGGETT & PLATT INC                           X              8          1,262                  0         0
LEGGETT & PLATT INC                           X              8          1,520                  0         0
LEGGETT & PLATT INC                           X              8          1,632                  0         0
LEGGETT & PLATT INC                           X              9          2,300                  0         0
LEGGETT & PLATT INC                           X              8          2,700                  0         0
LEGGETT & PLATT INC                           X              8          3,062                  0         0
LEGGETT & PLATT INC                           X              8          5,948                  0         0
LEGGETT & PLATT INC                           X              8          6,350                  0         0
LEGGETT & PLATT INC                           X              8          6,400                  0         0
LEGGETT & PLATT INC                           X                         8,241                  0         0
LEGGETT & PLATT INC                           X              6         11,226                  0         0
LEGGETT & PLATT INC                           X              8         14,850                  0         0
LEGGETT & PLATT INC                           X              8         17,720                  0         0
LEGG MASON INC                                X              8            300                  0         0
LEGG MASON INC                                X              7              0                600         0
LEGG MASON INC                                X              9          1,200                  0         0
LEGG MASON INC                                X              8          1,545                  0         0
LEGG MASON INC                                X              8          4,400                  0         0
LEGG MASON INC                                X              6          7,591                125     1,652
LEGG MASON INC                                X              8          9,465                  0         0
LEGG MASON INC                                X              6         85,205                  0    12,179
LEHMAN BROS HLDGS INC                         X                             0                 30         0
LEHMAN BROS HLDGS INC                         X              4             55                  0         0
LEHMAN BROS HLDGS INC                         X              5            155                  0         0
LEHMAN BROS HLDGS INC                         X              7            173                  0         0
LEHMAN BROS HLDGS INC                         X              8            200                  0         0
LEHMAN BROS HLDGS INC                         X              8            260                  0         0
LEHMAN BROS HLDGS INC                         X              8            300                  0         0
LEHMAN BROS HLDGS INC                         X              7              0                480         0
LEHMAN BROS HLDGS INC                         X              8            850                  0         0
LEHMAN BROS HLDGS INC                         X              8            910                  0         0
LEHMAN BROS HLDGS INC                         X              6            920                  0         0
LEHMAN BROS HLDGS INC                         X              7              0              1,000         0
LEHMAN BROS HLDGS INC                         X              6          1,600                  0       300
LEHMAN BROS HLDGS INC                         X              8          1,961                  0         0
LEHMAN BROS HLDGS INC                         X              5          2,000                  0         0
LEHMAN BROS HLDGS INC                         X              8          2,250                  0         0
LEHMAN BROS HLDGS INC                         X              8          2,657                  0         0
LEHMAN BROS HLDGS INC                         X              9          3,300                  0         0
LEHMAN BROS HLDGS INC                         X              8          3,763                  0         0
LEHMAN BROS HLDGS INC                         X              8          4,096                  0         0
LEHMAN BROS HLDGS INC                         X              8          6,081                  0         0
LEHMAN BROS HLDGS INC                         X              8          9,800                  0         0
LEHMAN BROS HLDGS INC                         X              8         27,282                  0         0
LEHMAN BROS HLDGS INC                         X              5         30,040                  0       200
LEHMAN BROS HLDGS INC                         X              5         50,000                  0         0
LENNAR CORP                                   X              6              0                  0        25
LENNAR CORP                                   X              7             33                  0         0
LENNAR CORP                                   X              9          1,500                  0         0
LENNAR CORP                                   X              7              0              1,603         0
LENNAR CORP                                   X              8          2,000                  0         0
LENNAR CORP                                   X              8          4,100                  0         0
LENNAR CORP                                   X              6              0                  0     5,565
LENNAR CORP                                   X              8         11,590                  0         0
LEUCADIA NATL CORP                            X              9            900                  0         0
LEUCADIA NATL CORP                            X              8          2,700                  0         0
LEUCADIA NATL CORP                            X              8          7,050                  0         0
LEXMARK INTL NEW                              X              4             50                  0         0
LEXMARK INTL NEW                              X              8            100                  0         0
LEXMARK INTL NEW                              X              8            150                  0         0
LEXMARK INTL NEW                              X              8            200                  0         0
LEXMARK INTL NEW                              X              8            500                  0         0
LEXMARK INTL NEW                              X              8            500                  0         0
LEXMARK INTL NEW                              X              8            800                  0         0
LEXMARK INTL NEW                              X              8            880                  0         0
LEXMARK INTL NEW                              X              8            910                  0         0
LEXMARK INTL NEW                              X              5          1,000                  0         0
LEXMARK INTL NEW                              X                         1,000                  0         0
LEXMARK INTL NEW                              X              7              0              1,014         0
LEXMARK INTL NEW                              X              8          1,125                  0         0
LEXMARK INTL NEW                              X              8          1,187                  0         0
LEXMARK INTL NEW                              X              9          1,850                  0         0
LEXMARK INTL NEW                              X              8          1,877                  0         0
LEXMARK INTL NEW                              X              8          2,072                  0         0
LEXMARK INTL NEW                              X              5          2,567                  0         0
LEXMARK INTL NEW                              X              7              0              2,640         0
LEXMARK INTL NEW                              X              8          3,473                  0         0
LEXMARK INTL NEW                              X              8          4,300                  0         0
LEXMARK INTL NEW                              X              8          7,600                  0         0
LEXMARK INTL NEW                              X              8         11,670                  0         0
LIBERTY MEDIA CORP NEW                        X                             0                590         0
LIBERTY MEDIA CORP NEW                        X              5            614                  0         0
LIBERTY MEDIA CORP NEW                        X              5              0                  0       805
LIBERTY MEDIA CORP NEW                        X              7          1,310                  0         0
LIBERTY MEDIA CORP NEW                        X              8          1,800                  0         0
LIBERTY MEDIA CORP NEW                        X              8          1,900                  0         0
LIBERTY MEDIA CORP NEW                        X              8          2,000                  0         0
LIBERTY MEDIA CORP NEW                        X              8          2,740                  0         0
LIBERTY MEDIA CORP NEW                        X              8          3,050                  0         0
LIBERTY MEDIA CORP NEW                        X              7              0              7,245         0
LIBERTY MEDIA CORP NEW                        X              8          8,460                  0         0
LIBERTY MEDIA CORP NEW                        X              8          8,700                  0         0
LIBERTY MEDIA CORP NEW                        X              6              0                  0     9,360
LIBERTY MEDIA CORP NEW                        X              8         14,980                  0         0
LIBERTY MEDIA CORP NEW                        X              9         26,400                  0         0
LIBERTY MEDIA CORP NEW                        X              7              0             29,910         0
LIBERTY MEDIA CORP NEW                        X              5         32,347                  0         0
LIBERTY MEDIA CORP NEW                        X              8         37,654                  0         0
LIBERTY MEDIA CORP NEW                        X              6          4,640                  0    99,708
LIBERTY MEDIA CORP NEW                        X              8        104,900                  0         0
LIBERTY MEDIA CORP NEW                        X              8        261,502                  0         0
LIBERTY MEDIA CORP NEW                        X              5      1,645,000                  0         0
LIBERTY PPTY TR                               X              8            250                  0         0
LIBERTY PPTY TR                               X              8          1,800                  0         0
LIBERTY PPTY TR                               X              8          2,200                  0         0
LIBERTY PPTY TR                               X              8          7,920                  0         0
LILLY ELI & CO                                X              7             50                  0         0
LILLY ELI & CO                                X                           333                  0         0
LILLY ELI & CO                                X              4            418                  0         0
LILLY ELI & CO                                X              8            500                  0         0
LILLY ELI & CO                                X              8            820                  0         0
LILLY ELI & CO                                X              7              0                893         0
LILLY ELI & CO                                X              8          1,050                  0         0
LILLY ELI & CO                                X              4          1,300                  0         0
LILLY ELI & CO                                X              7              0              1,600         0
LILLY ELI & CO                                X              5          2,000                  0         0
LILLY ELI & CO                                X              5          2,650                  0         0
LILLY ELI & CO                                X              8          2,854                  0         0
LILLY ELI & CO                                X              8          3,000                  0         0
LILLY ELI & CO                                X              8          3,260                  0         0
LILLY ELI & CO                                X              8          3,690                  0         0
LILLY ELI & CO                                X              5          3,800                  0         0
LILLY ELI & CO                                X              8          6,300                  0         0
LILLY ELI & CO                                X              8          8,195                  0         0
LILLY ELI & CO                                X              8          8,490                  0         0
LILLY ELI & CO                                X                         8,700                  0         0
LILLY ELI & CO                                X              8          9,550                  0         0
LILLY ELI & CO                                X              8         10,757                  0         0
LILLY ELI & CO                                X              6         10,148                800       700
LILLY ELI & CO                                X              5         12,000                  0         0
LILLY ELI & CO                                X              8         12,351                  0         0
LILLY ELI & CO                                X              9         13,050                  0         0
LILLY ELI & CO                                X              8         13,961                  0         0
LILLY ELI & CO                                X              8         17,021                  0         0
LILLY ELI & CO                                X              5         23,102                  0         0
LILLY ELI & CO                                X              6         24,190                  0       153
LILLY ELI & CO                                X              8         25,094                  0         0
LILLY ELI & CO                                X              8         40,600                  0         0
LILLY ELI & CO                                X              5         68,735                  0         0
LILLY ELI & CO                                X              8        107,470                  0         0
LIMITED BRANDS INC                            X              4             75                  0         0
LIMITED BRANDS INC                            X                             0                265         0
LIMITED BRANDS INC                            X              7            615                  0         0
LIMITED BRANDS INC                            X              6          2,000                  0         0
LIMITED BRANDS INC                            X              8          2,100                  0         0
LIMITED BRANDS INC                            X              8          2,200                  0         0
LIMITED BRANDS INC                            X              8          2,818                  0         0
LIMITED BRANDS INC                            X              8          3,148                  0         0
LIMITED BRANDS INC                            X              8          3,240                  0         0
LIMITED BRANDS INC                            X              8          3,982                  0         0
LIMITED BRANDS INC                            X              9          4,800                  0         0
LIMITED BRANDS INC                            X              8          5,848                  0         0
LIMITED BRANDS INC                            X              7              0              8,100         0
LIMITED BRANDS INC                            X              8         11,425                  0         0
LIMITED BRANDS INC                            X                        13,075                  0         0
LIMITED BRANDS INC                            X              8         16,800                  0         0
LIMITED BRANDS INC                            X              8         38,060                  0         0
LINCARE HLDGS INC                             X              5              0                  0       200
LINCARE HLDGS INC                             X              9          1,200                  0         0
LINCARE HLDGS INC                             X              8          3,300                  0         0
LINCARE HLDGS INC                             X              8          4,700                  0         0
LINCARE HLDGS INC                             X              8         10,510                  0         0
LINCOLN NATL CORP IND                         X                             0                135         0
LINCOLN NATL CORP IND                         X              7            315                  0         0
LINCOLN NATL CORP IND                         X              7              0                420         0
LINCOLN NATL CORP IND                         X              8          1,229                  0         0
LINCOLN NATL CORP IND                         X              8          1,300                  0         0
LINCOLN NATL CORP IND                         X              8          1,390                  0         0
LINCOLN NATL CORP IND                         X              8          1,400                  0         0
LINCOLN NATL CORP IND                         X              8          1,463                  0         0
LINCOLN NATL CORP IND                         X              8          2,491                  0         0
LINCOLN NATL CORP IND                         X              9          3,000                  0         0
LINCOLN NATL CORP IND                         X              8          4,459                  0         0
LINCOLN NATL CORP IND                         X              5              0                  0     5,450
LINCOLN NATL CORP IND                         X              8          7,600                  0         0
LINCOLN NATL CORP IND                         X              8         15,680                  0         0
LINEAR TECHNOLOGY CORP                        X              8            400                  0         0
LINEAR TECHNOLOGY CORP                        X              8            470                  0         0
LINEAR TECHNOLOGY CORP                        X              8            650                  0         0
LINEAR TECHNOLOGY CORP                        X              7              0              1,100         0
LINEAR TECHNOLOGY CORP                        X              8          1,400                  0         0
LINEAR TECHNOLOGY CORP                        X              8          1,400                  0         0
LINEAR TECHNOLOGY CORP                        X              8          2,174                  0         0
LINEAR TECHNOLOGY CORP                        X              8          2,630                  0         0
LINEAR TECHNOLOGY CORP                        X              8          3,034                  0         0
LINEAR TECHNOLOGY CORP                        X                         4,114                  0         0
LINEAR TECHNOLOGY CORP                        X              8          4,431                  0         0
LINEAR TECHNOLOGY CORP                        X              9          4,500                  0         0
LINEAR TECHNOLOGY CORP                        X              8          4,765                  0         0
LINEAR TECHNOLOGY CORP                        X              8          7,595                  0         0
LINEAR TECHNOLOGY CORP                        X              8         12,200                  0         0
LINEAR TECHNOLOGY CORP                        X              8         29,700                  0         0
LINEAR TECHNOLOGY CORP                        X              5         36,901                  0     1,233
LIZ CLAIBORNE INC                             X              8            698                  0         0
LIZ CLAIBORNE INC                             X              8            850                  0         0
LIZ CLAIBORNE INC                             X              8            930                  0         0
LIZ CLAIBORNE INC                             X              9          1,200                  0         0
LIZ CLAIBORNE INC                             X              8          1,600                  0         0
LIZ CLAIBORNE INC                             X              8          3,600                  0         0
LIZ CLAIBORNE INC                             X              8         11,170                  0         0
LLOYDS TSB GROUP PLC                          X                             0                362         0
LLOYDS TSB GROUP PLC                          X              7              0                525         0
LLOYDS TSB GROUP PLC                          X              4          4,555                  0         0
LLOYDS TSB GROUP PLC                          X              5              0                  0    24,000
LOCKHEED MARTIN CORP                          X                             0                 55         0
LOCKHEED MARTIN CORP                          X              4            200                  0         0
LOCKHEED MARTIN CORP                          X              8            400                  0         0
LOCKHEED MARTIN CORP                          X              8            400                  0         0
LOCKHEED MARTIN CORP                          X              8            450                  0         0
LOCKHEED MARTIN CORP                          X              8          1,340                  0         0
LOCKHEED MARTIN CORP                          X              8          1,400                  0         0
LOCKHEED MARTIN CORP                          X              6          2,000                  0         0
LOCKHEED MARTIN CORP                          X              7              0              2,200         0
LOCKHEED MARTIN CORP                          X              8          2,350                  0         0
LOCKHEED MARTIN CORP                          X              8          3,008                  0         0
LOCKHEED MARTIN CORP                          X              8          3,420                  0         0
LOCKHEED MARTIN CORP                          X              8          3,872                  0         0
LOCKHEED MARTIN CORP                          X              9          4,850                  0         0
LOCKHEED MARTIN CORP                          X              8          6,093                  0         0
LOCKHEED MARTIN CORP                          X              8          6,248                  0         0
LOCKHEED MARTIN CORP                          X              8          6,450                  0         0
LOCKHEED MARTIN CORP                          X              8          9,053                  0         0
LOCKHEED MARTIN CORP                          X              8         16,200                  0         0
LOCKHEED MARTIN CORP                          X              6              0                  0    21,391
LOCKHEED MARTIN CORP                          X              5         21,242                  0       175
LOCKHEED MARTIN CORP                          X              8         41,550                  0         0
LOEWS CORP                                    X              7            155                  0         0
LOEWS CORP                                    X              5              0                  0       400
LOEWS CORP                                    X              8          1,150                  0         0
LOEWS CORP                                    X              8          1,370                  0         0
LOEWS CORP                                    X              8          1,537                  0         0
LOEWS CORP                                    X              9          1,700                  0         0
LOEWS CORP                                    X              4          2,128                  0         0
LOEWS CORP                                    X              8          2,379                  0         0
LOEWS CORP                                    X              8          3,671                  0         0
LOEWS CORP                                    X              8          5,600                  0         0
LOEWS CORP                                    X              8         10,500                  0         0
LOEWS CORP                                    X              8         13,620                  0         0
LOEWS CORP                                    X              7              0             17,145         0
LOUISIANA PAC CORP                            X              7            400                  0         0
LOUISIANA PAC CORP                            X              8            770                  0         0
LOUISIANA PAC CORP                            X              8            860                  0         0
LOUISIANA PAC CORP                            X              8          1,260                  0         0
LOUISIANA PAC CORP                            X              9          1,300                  0         0
LOUISIANA PAC CORP                            X              8          1,600                  0         0
LOUISIANA PAC CORP                            X              5          3,000                  0         0
LOUISIANA PAC CORP                            X              8          3,600                  0         0
LOUISIANA PAC CORP                            X              4          4,100                  0         0
LOUISIANA PAC CORP                            X              8          9,600                  0         0
LOUISIANA PAC CORP                            X              5         71,500                  0         0
LOWES COS INC                                 X              4            380                  0         0
LOWES COS INC                                 X              8            400                  0         0
LOWES COS INC                                 X              5            500                  0         0
LOWES COS INC                                 X              8            610                  0         0
LOWES COS INC                                 X              8            700                  0         0
LOWES COS INC                                 X              7          1,350                  0         0
LOWES COS INC                                 X                         2,000                  0         0
LOWES COS INC                                 X              8          2,133                  0         0
LOWES COS INC                                 X              8          2,150                  0         0
LOWES COS INC                                 X              8          2,360                  0         0
LOWES COS INC                                 X              7              0              2,870         0
LOWES COS INC                                 X              8          3,260                  0         0
LOWES COS INC                                 X              7              0              4,700         0
LOWES COS INC                                 X              8          5,440                  0         0
LOWES COS INC                                 X              5          5,476                  0         0
LOWES COS INC                                 X              8          6,470                  0         0
LOWES COS INC                                 X              8          7,230                  0         0
LOWES COS INC                                 X                         7,232                  0         0
LOWES COS INC                                 X              8          7,312                  0         0
LOWES COS INC                                 X              5          8,137                  0         0
LOWES COS INC                                 X              9          9,000                  0         0
LOWES COS INC                                 X              8          9,154                  0         0
LOWES COS INC                                 X              8         10,251                  0         0
LOWES COS INC                                 X              8         11,799                  0         0
LOWES COS INC                                 X              5         16,450                  0         0
LOWES COS INC                                 X              8         17,533                  0         0
LOWES COS INC                                 X              5         23,415                  0         0
LOWES COS INC                                 X              4         25,050                  0         0
LOWES COS INC                                 X              8         27,600                  0         0
LOWES COS INC                                 X              8         72,740                  0         0
LOWES COS INC                                 X              6         69,964              5,400    13,842
LOWES COS INC                                 X              6        157,677                  0    26,278
LUCENT TECHNOLOGIES INC                       X              5            274                  0         0
LUCENT TECHNOLOGIES INC                       X              6            400                  0         0
LUCENT TECHNOLOGIES INC                       X              5          1,280                  0         0
LUCENT TECHNOLOGIES INC                       X              8          2,600                  0         0
LUCENT TECHNOLOGIES INC                       X              7          3,300                  0         0
LUCENT TECHNOLOGIES INC                       X              8          4,400                  0         0
LUCENT TECHNOLOGIES INC                       X              6          4,458                  0     1,000
LUCENT TECHNOLOGIES INC                       X              8          6,700                  0         0
LUCENT TECHNOLOGIES INC                       X              7              0             13,554         0
LUCENT TECHNOLOGIES INC                       X              8         15,500                  0         0
LUCENT TECHNOLOGIES INC                       X              8         16,100                  0         0
LUCENT TECHNOLOGIES INC                       X              8         18,900                  0         0
LUCENT TECHNOLOGIES INC                       X              4         20,175                  0         0
LUCENT TECHNOLOGIES INC                       X              8         31,605                  0         0
LUCENT TECHNOLOGIES INC                       X              8         37,400                  0         0
LUCENT TECHNOLOGIES INC                       X              8         43,571                  0         0
LUCENT TECHNOLOGIES INC                       X                        44,538                  0         0
LUCENT TECHNOLOGIES INC                       X              8         53,890                  0         0
LUCENT TECHNOLOGIES INC                       X              7         56,925                  0         0
LUCENT TECHNOLOGIES INC                       X              9         60,900                  0         0
LUCENT TECHNOLOGIES INC                       X              5         63,562                  0         0
LUCENT TECHNOLOGIES INC                       X              8         64,609                  0         0
LUCENT TECHNOLOGIES INC                       X              8         69,404                  0         0
LUCENT TECHNOLOGIES INC                       X              4         80,985                  0         0
LUCENT TECHNOLOGIES INC                       X              5         81,750                  0         0
LUCENT TECHNOLOGIES INC                       X              8        106,117                  0         0
LUCENT TECHNOLOGIES INC                       X              8        149,448                  0         0
LUCENT TECHNOLOGIES INC                       X              8        155,878                  0         0
LUCENT TECHNOLOGIES INC                       X              8        173,800                  0         0
LUCENT TECHNOLOGIES INC                       X              8        196,546                  0         0
LUCENT TECHNOLOGIES INC                       X              5        171,223                  0    71,680
LUCENT TECHNOLOGIES INC                       X              5        268,879                  0         0
LUCENT TECHNOLOGIES INC                       X              8        444,410                  0         0
LUCENT TECHNOLOGIES INC                       X              5        312,147                  0   367,951
LUMINENT MTG CAP INC                          X              6         13,000                  0         0
LYONDELL CHEMICAL CO                          X              6            199                  0         0
LYONDELL CHEMICAL CO                          X              7            472                  0         0
LYONDELL CHEMICAL CO                          X              7              0                567         0
LYONDELL CHEMICAL CO                          X              5          1,696                  0         0
LYONDELL CHEMICAL CO                          X              5          1,835                  0         0
LYONDELL CHEMICAL CO                          X              9          2,600                  0         0
LYONDELL CHEMICAL CO                          X              8          6,100                  0         0
LYONDELL CHEMICAL CO                          X              8         10,700                  0         0
LYONDELL CHEMICAL CO                          X              8         24,200                  0         0
MDU RES GROUP INC                             X              9          1,400                  0         0
MDU RES GROUP INC                             X              8          3,900                  0         0
MDU RES GROUP INC                             X              8         10,200                  0         0
MCI INC                                       X              5              0                  0       439
MCI INC                                       X              7          1,540                  0         0
MCI INC                                       X              7              0              3,897         0
MCI INC                                       X              9          3,900                  0         0
MCI INC                                       X                         6,363                  0         0
MCI INC                                       X              8         13,500                  0         0
MCI INC                                       X              8         28,700                  0         0
MGIC INVT CORP WIS                            X                             0                 20         0
MGIC INVT CORP WIS                            X              7             65                  0         0
MGIC INVT CORP WIS                            X              8            671                  0         0
MGIC INVT CORP WIS                            X              8            780                  0         0
MGIC INVT CORP WIS                            X              8            814                  0         0
MGIC INVT CORP WIS                            X              9          1,100                  0         0
MGIC INVT CORP WIS                            X              8          1,540                  0         0
MGIC INVT CORP WIS                            X              8          1,724                  0         0
MGIC INVT CORP WIS                            X              8          3,200                  0         0
MGIC INVT CORP WIS                            X              8          8,650                  0         0
MGIC INVT CORP WIS                            X              6              0                  0    10,225
MGIC INVT CORP WIS                            X              5         19,459                  0         0
MGM MIRAGE                                    X              5            640                  0         0
MGM MIRAGE                                    X              9          1,600                  0         0
MGM MIRAGE                                    X              7          3,500                  0         0
MGM MIRAGE                                    X              8          4,800                  0         0
MGM MIRAGE                                    X              8         15,780                  0         0
MTS SYS CORP                                  X              5         24,417                  0         0
MACERICH CO                                   X              5              0                  0     1,190
MACERICH CO                                   X              8          5,100                  0         0
MACROMEDIA INC                                X              9         32,000                  0         0
MACROMEDIA INC                                X              9         54,700                  0         0
MAGNA INTL INC                                X              4            300                  0         0
MAGNA INTL INC                                X              5            460                  0         0
MAGNA INTL INC                                X                         3,100                  0         0
MAGNA INTL INC                                X              4         14,854                  0         0
MAGNA INTL INC                                X              2         16,584                  0         0
MAGNA INTL INC                                X              5         27,070                  0         0
MAGNA INTL INC                                X              5         37,880                  0         0
MALAYSIA FD INC                               X              7              0            139,970         0
MANOR CARE INC NEW                            X              7             84                  0         0
MANOR CARE INC NEW                            X              8            600                  0         0
MANOR CARE INC NEW                            X              8            690                  0         0
MANOR CARE INC NEW                            X              8            930                  0         0
MANOR CARE INC NEW                            X              9          1,000                  0         0
MANOR CARE INC NEW                            X              8          1,300                  0         0
MANOR CARE INC NEW                            X              8          2,900                  0         0
MANOR CARE INC NEW                            X                         3,738                  0         0
MANOR CARE INC NEW                            X              8          8,190                  0         0
MARATHON OIL CORP                             X                             0                250         0
MARATHON OIL CORP                             X              4            435                  0         0
MARATHON OIL CORP                             X              8            460                  0         0
MARATHON OIL CORP                             X              8            500                  0         0
MARATHON OIL CORP                             X              7          1,115                  0         0
MARATHON OIL CORP                             X              8          1,720                  0         0
MARATHON OIL CORP                             X              8          1,800                  0         0
MARATHON OIL CORP                             X              8          2,189                  0         0
MARATHON OIL CORP                             X              5          2,400                  0         0
MARATHON OIL CORP                             X              8          2,628                  0         0
MARATHON OIL CORP                             X              6          3,000                  0         0
MARATHON OIL CORP                             X              8          3,072                  0         0
MARATHON OIL CORP                             X              5          3,300                  0         0
MARATHON OIL CORP                             X              8          3,493                  0         0
MARATHON OIL CORP                             X              9          4,289                  0         0
MARATHON OIL CORP                             X              8          4,400                  0         0
MARATHON OIL CORP                             X              8          5,470                  0         0
MARATHON OIL CORP                             X              8          8,066                  0         0
MARATHON OIL CORP                             X              8         12,100                  0         0
MARATHON OIL CORP                             X              8         33,502                  0         0
MARKEL CORP                                   X              9            100                  0         0
MARKEL CORP                                   X              8            110                  0         0
MARKEL CORP                                   X              8            300                  0         0
MARKEL CORP                                   X              8            900                  0         0
MARSH & MCLENNAN COS INC                      X              5            220                  0         0
MARSH & MCLENNAN COS INC                      X              6            500                  0         0
MARSH & MCLENNAN COS INC                      X              8            500                  0         0
MARSH & MCLENNAN COS INC                      X              4            500                  0         0
MARSH & MCLENNAN COS INC                      X              7              0                560         0
MARSH & MCLENNAN COS INC                      X              8            600                  0         0
MARSH & MCLENNAN COS INC                      X              8            900                  0         0
MARSH & MCLENNAN COS INC                      X              7          1,120                  0         0
MARSH & MCLENNAN COS INC                      X              8          2,100                  0         0
MARSH & MCLENNAN COS INC                      X              8          2,200                  0         0
MARSH & MCLENNAN COS INC                      X              5          2,640                  0         0
MARSH & MCLENNAN COS INC                      X              8          3,792                  0         0
MARSH & MCLENNAN COS INC                      X              8          3,826                  0         0
MARSH & MCLENNAN COS INC                      X              8          4,216                  0         0
MARSH & MCLENNAN COS INC                      X              8          5,162                  0         0
MARSH & MCLENNAN COS INC                      X              6          5,600                  0        99
MARSH & MCLENNAN COS INC                      X              9          7,300                  0         0
MARSH & MCLENNAN COS INC                      X              8          8,033                  0         0
MARSH & MCLENNAN COS INC                      X              8          9,520                  0         0
MARSH & MCLENNAN COS INC                      X              8         12,200                  0         0
MARSH & MCLENNAN COS INC                      X              8         14,065                  0         0
MARSH & MCLENNAN COS INC                      X              8         20,900                  0         0
MARSH & MCLENNAN COS INC                      X              5         42,666                  0         0
MARSH & MCLENNAN COS INC                      X              8         50,430                  0         0
MARSHALL & ILSLEY CORP                        X              8            560                  0         0
MARSHALL & ILSLEY CORP                        X              8          1,513                  0         0
MARSHALL & ILSLEY CORP                        X              8          1,600                  0         0
MARSHALL & ILSLEY CORP                        X              8          1,600                  0         0
MARSHALL & ILSLEY CORP                        X              8          1,834                  0         0
MARSHALL & ILSLEY CORP                        X              8          1,960                  0         0
MARSHALL & ILSLEY CORP                        X              9          2,700                  0         0
MARSHALL & ILSLEY CORP                        X              8          3,000                  0         0
MARSHALL & ILSLEY CORP                        X              8          3,200                  0         0
MARSHALL & ILSLEY CORP                        X              8          6,180                  0         0
MARSHALL & ILSLEY CORP                        X              5          7,291                  0       595
MARSHALL & ILSLEY CORP                        X              8          9,200                  0         0
MARSHALL & ILSLEY CORP                        X              8         20,550                  0         0
MARRIOTT INTL INC NEW                         X              5            200                  0         0
MARRIOTT INTL INC NEW                         X              7              0                236         0
MARRIOTT INTL INC NEW                         X              8            400                  0         0
MARRIOTT INTL INC NEW                         X              8            420                  0         0
MARRIOTT INTL INC NEW                         X              8            600                  0         0
MARRIOTT INTL INC NEW                         X              8          1,300                  0         0
MARRIOTT INTL INC NEW                         X              8          1,385                  0         0
MARRIOTT INTL INC NEW                         X              8          1,400                  0         0
MARRIOTT INTL INC NEW                         X              8          1,610                  0         0
MARRIOTT INTL INC NEW                         X              8          1,916                  0         0
MARRIOTT INTL INC NEW                         X              9          2,950                  0         0
MARRIOTT INTL INC NEW                         X              8          3,051                  0         0
MARRIOTT INTL INC NEW                         X              8          3,216                  0         0
MARRIOTT INTL INC NEW                         X              8          3,900                  0         0
MARRIOTT INTL INC NEW                         X              8          5,553                  0         0
MARRIOTT INTL INC NEW                         X              5          3,070                  0     5,400
MARRIOTT INTL INC NEW                         X              8          8,700                  0         0
MARRIOTT INTL INC NEW                         X              8         22,530                  0         0
MARTIN MARIETTA MATLS INC                     X              4             20                  0         0
MARTIN MARIETTA MATLS INC                     X              8          4,900                  0         0
MASCO CORP                                    X              4            140                  0         0
MASCO CORP                                    X              8            600                  0         0
MASCO CORP                                    X              8            850                  0         0
MASCO CORP                                    X              8          1,600                  0         0
MASCO CORP                                    X              8          1,800                  0         0
MASCO CORP                                    X              8          1,900                  0         0
MASCO CORP                                    X              7              0              2,104         0
MASCO CORP                                    X              8          3,241                  0         0
MASCO CORP                                    X              8          3,530                  0         0
MASCO CORP                                    X              8          3,834                  0         0
MASCO CORP                                    X              5          5,500                  0         0
MASCO CORP                                    X              9          6,250                  0         0
MASCO CORP                                    X              8          6,344                  0         0
MASCO CORP                                    X              8          7,405                  0         0
MASCO CORP                                    X              8          9,418                  0         0
MASCO CORP                                    X                        12,624                  0         0
MASCO CORP                                    X              8         17,000                  0         0
MASCO CORP                                    X              5         22,821                  0         0
MASCO CORP                                    X              8         42,320                  0         0
MATSUSHITA ELEC INDL                          X                             0                543         0
MATSUSHITA ELEC INDL                          X              7            795                  0         0
MATSUSHITA ELEC INDL                          X              4          1,842                  0         0
MATSUSHITA ELEC INDL                          X              4          5,800                  0         0
MATSUSHITA ELEC INDL                          X              7              0              8,980         0
MATSUSHITA ELEC INDL                          X              6              0            239,566         0
MATTEL INC                                    X              4             20                  0         0
MATTEL INC                                    X              7            110                  0         0
MATTEL INC                                    X              8          1,600                  0         0
MATTEL INC                                    X              4          1,800                  0         0
MATTEL INC                                    X              8          2,700                  0         0
MATTEL INC                                    X              8          2,800                  0         0
MATTEL INC                                    X              8          3,280                  0         0
MATTEL INC                                    X              8          3,300                  0         0
MATTEL INC                                    X              8          3,309                  0         0
MATTEL INC                                    X              8          3,772                  0         0
MATTEL INC                                    X              6          3,890                  0         0
MATTEL INC                                    X              9          5,100                  0         0
MATTEL INC                                    X              6          5,400                  0         0
MATTEL INC                                    X              8          5,942                  0         0
MATTEL INC                                    X              5            300                  0     7,850
MATTEL INC                                    X              8         11,795                  0         0
MATTEL INC                                    X              8         14,100                  0         0
MATTEL INC                                    X              5         25,284                  0         0
MATTEL INC                                    X              8         39,350                  0         0
MAY DEPT STORES CO                            X                             0                160         0
MAY DEPT STORES CO                            X              7              0                178         0
MAY DEPT STORES CO                            X              7            380                  0         0
MAY DEPT STORES CO                            X              8            650                  0         0
MAY DEPT STORES CO                            X              6          1,500                  0         0
MAY DEPT STORES CO                            X              8          2,035                  0         0
MAY DEPT STORES CO                            X              8          2,510                  0         0
MAY DEPT STORES CO                            X              8          2,703                  0         0
MAY DEPT STORES CO                            X              8          2,994                  0         0
MAY DEPT STORES CO                            X              8          4,522                  0         0
MAY DEPT STORES CO                            X              8          6,580                  0         0
MAY DEPT STORES CO                            X              8         11,900                  0         0
MAY DEPT STORES CO                            X              8         25,930                  0         0
MAY DEPT STORES CO                            X              9         36,200                  0         0
MAY DEPT STORES CO                            X              9         77,500                  0         0
MAY DEPT STORES CO                            X              5         79,000                  0         0
MCAFEE INC                                    X              7              0                230         0
MCAFEE INC                                    X              5            800                  0         0
MCAFEE INC                                    X              7              0              1,600         0
MCAFEE INC                                    X              9          2,000                  0         0
MCAFEE INC                                    X              8          5,500                  0         0
MCAFEE INC                                    X              8         15,000                  0         0
MCCORMICK & CO INC                            X              8            960                  0         0
MCCORMICK & CO INC                            X              8          1,080                  0         0
MCCORMICK & CO INC                            X              8          1,160                  0         0
MCCORMICK & CO INC                            X              9          1,500                  0         0
MCCORMICK & CO INC                            X              8          2,000                  0         0
MCCORMICK & CO INC                            X              6          2,500                  0         0
MCCORMICK & CO INC                            X              8          4,100                  0         0
MCCORMICK & CO INC                            X              8         11,060                  0         0
MCDONALDS CORP                                X              3            105                  0         0
MCDONALDS CORP                                X              7            120                  0         0
MCDONALDS CORP                                X                           600                  0         0
MCDONALDS CORP                                X              8            800                  0         0
MCDONALDS CORP                                X              7            999                  0         0
MCDONALDS CORP                                X              8          1,110                  0         0
MCDONALDS CORP                                X              8          1,250                  0         0
MCDONALDS CORP                                X              5          1,340                  0         0
MCDONALDS CORP                                X                         3,000                  0         0
MCDONALDS CORP                                X              5          3,100                  0         0
MCDONALDS CORP                                X              8          3,600                  0         0
MCDONALDS CORP                                X              8          3,900                  0         0
MCDONALDS CORP                                X              8          6,720                  0         0
MCDONALDS CORP                                X              5          7,830                  0         0
MCDONALDS CORP                                X              4          8,245                  0         0
MCDONALDS CORP                                X              8          9,189                  0         0
MCDONALDS CORP                                X              8         10,540                  0         0
MCDONALDS CORP                                X              8         12,317                  0         0
MCDONALDS CORP                                X              8         12,650                  0         0
MCDONALDS CORP                                X              7              0             13,960         0
MCDONALDS CORP                                X              9         14,900                  0         0
MCDONALDS CORP                                X              8         16,905                  0         0
MCDONALDS CORP                                X              8         19,268                  0         0
MCDONALDS CORP                                X              7              0             24,725         0
MCDONALDS CORP                                X              8         28,900                  0         0
MCDONALDS CORP                                X              6         10,526              4,774    22,100
MCDONALDS CORP                                X              8         45,000                  0         0
MCDONALDS CORP                                X              5         46,817                  0     6,650
MCDONALDS CORP                                X              6         49,005                  0     6,063
MCDONALDS CORP                                X              8        118,430                  0         0
MCDONALDS CORP                                X              5        162,116                  0    17,670
MCDONALDS CORP                                X              5      2,162,195                  0         0
MCF CORP                                      X              5              0                  0    83,000
MCGRAW HILL COS INC                           X              7              0                240         0
MCGRAW HILL COS INC                           X              6            620                  0         0
MCGRAW HILL COS INC                           X              8            700                  0         0
MCGRAW HILL COS INC                           X              4            870                  0         0
MCGRAW HILL COS INC                           X              8          1,500                  0         0
MCGRAW HILL COS INC                           X              8          1,820                  0         0
MCGRAW HILL COS INC                           X              7          2,000                  0         0
MCGRAW HILL COS INC                           X              8          2,100                  0         0
MCGRAW HILL COS INC                           X              8          2,200                  0         0
MCGRAW HILL COS INC                           X              8          2,732                  0         0
MCGRAW HILL COS INC                           X              8          3,200                  0         0
MCGRAW HILL COS INC                           X              9          3,600                  0         0
MCGRAW HILL COS INC                           X              8          3,606                  0         0
MCGRAW HILL COS INC                           X              5          4,000                  0         0
MCGRAW HILL COS INC                           X              8          5,458                  0         0
MCGRAW HILL COS INC                           X              8          6,240                  0         0
MCGRAW HILL COS INC                           X              6          3,600              4,000         0
MCGRAW HILL COS INC                           X              8          7,946                  0         0
MCGRAW HILL COS INC                           X              7              0              8,080         0
MCGRAW HILL COS INC                           X              8         13,400                  0         0
MCGRAW HILL COS INC                           X              8         35,460                  0         0
MCGRAW HILL COS INC                           X              5         36,914                  0    11,718
MEADWESTVACO CORP                             X              7              0                236         0
MEADWESTVACO CORP                             X              8          1,229                  0         0
MEADWESTVACO CORP                             X              8          1,322                  0         0
MEADWESTVACO CORP                             X              8          1,600                  0         0
MEADWESTVACO CORP                             X              8          1,606                  0         0
MEADWESTVACO CORP                             X              9          2,400                  0         0
MEADWESTVACO CORP                             X              8          3,200                  0         0
MEADWESTVACO CORP                             X              8          6,700                  0         0
MEADWESTVACO CORP                             X              6              0              8,827         0
MEADWESTVACO CORP                             X              8         17,660                  0         0
MECHEL STEEL GROUP OAO                        X              5         12,500                  0         0
MEDIMMUNE INC                                 X              5              0                  0       200
MEDIMMUNE INC                                 X              8          1,300                  0         0
MEDIMMUNE INC                                 X              8          1,400                  0         0
MEDIMMUNE INC                                 X              8          1,943                  0         0
MEDIMMUNE INC                                 X              8          2,075                  0         0
MEDIMMUNE INC                                 X                         2,081                  0         0
MEDIMMUNE INC                                 X              8          2,120                  0         0
MEDIMMUNE INC                                 X              7          2,200                  0         0
MEDIMMUNE INC                                 X              9          3,000                  0         0
MEDIMMUNE INC                                 X              8          3,630                  0         0
MEDIMMUNE INC                                 X              8          3,860                  0         0
MEDIMMUNE INC                                 X              5          2,241                  0     2,020
MEDIMMUNE INC                                 X              8          8,300                  0         0
MEDIMMUNE INC                                 X              8         24,050                  0         0
MEDTRONIC INC                                 X              7              0                180         0
MEDTRONIC INC                                 X                           300                  0         0
MEDTRONIC INC                                 X              8            600                  0         0
MEDTRONIC INC                                 X              8            900                  0         0
MEDTRONIC INC                                 X              8          1,150                  0         0
MEDTRONIC INC                                 X              4          2,176                  0         0
MEDTRONIC INC                                 X              5          2,650                  0         0
MEDTRONIC INC                                 X              8          3,200                  0         0
MEDTRONIC INC                                 X              8          3,540                  0         0
MEDTRONIC INC                                 X              8          3,544                  0         0
MEDTRONIC INC                                 X              8          4,720                  0         0
MEDTRONIC INC                                 X              7          4,975                  0         0
MEDTRONIC INC                                 X                         8,300                  0         0
MEDTRONIC INC                                 X              8          8,538                  0         0
MEDTRONIC INC                                 X              8         10,220                  0         0
MEDTRONIC INC                                 X              8         11,587                  0         0
MEDTRONIC INC                                 X                        13,989                  0         0
MEDTRONIC INC                                 X              9         14,050                  0         0
MEDTRONIC INC                                 X              5         14,800                  0         0
MEDTRONIC INC                                 X              8         15,609                  0         0
MEDTRONIC INC                                 X              8         16,735                  0         0
MEDTRONIC INC                                 X              8         18,084                  0         0
MEDTRONIC INC                                 X              5         18,280                  0         0
MEDTRONIC INC                                 X              8         27,822                  0         0
MEDTRONIC INC                                 X              5         28,808                  0       200
MEDTRONIC INC                                 X              5         35,147                  0     1,110
MEDTRONIC INC                                 X              6         34,920              2,830     2,175
MEDTRONIC INC                                 X              8         44,600                  0         0
MEDTRONIC INC                                 X              6         93,103                  0     2,872
MEDTRONIC INC                                 X              8        115,690                  0         0
MEMRY CORP                                    X              5              0                  0    15,000
MERCANTILE BANKSHARES CORP                    X              8            700                  0         0
MERCANTILE BANKSHARES CORP                    X              9            900                  0         0
MERCANTILE BANKSHARES CORP                    X              8          2,600                  0         0
MERCANTILE BANKSHARES CORP                    X              8          5,000                  0         0
MERCANTILE BANKSHARES CORP                    X              8          7,310                  0         0
MERCANTILE BANKSHARES CORP                    X              8         14,130                  0         0
MERCK & CO INC                                X              3            100                  0         0
MERCK & CO INC                                X              4            300                  0         0
MERCK & CO INC                                X              5            400                  0         0
MERCK & CO INC                                X              8          1,000                  0         0
MERCK & CO INC                                X              8          1,580                  0         0
MERCK & CO INC                                X                             0              2,000         0
MERCK & CO INC                                X              8          2,100                  0         0
MERCK & CO INC                                X              5          3,305                  0         0
MERCK & CO INC                                X              8          5,850                  0         0
MERCK & CO INC                                X              8          6,440                  0         0
MERCK & CO INC                                X              8          6,523                  0         0
MERCK & CO INC                                X              8          7,240                  0         0
MERCK & CO INC                                X              7          7,700                  0         0
MERCK & CO INC                                X                         8,900                  0         0
MERCK & CO INC                                X              5         13,010                  0         0
MERCK & CO INC                                X              8         15,640                  0         0
MERCK & CO INC                                X              8         16,960                  0         0
MERCK & CO INC                                X              8         18,460                  0         0
MERCK & CO INC                                X              8         20,817                  0         0
MERCK & CO INC                                X                        22,000                  0         0
MERCK & CO INC                                X              4         23,701                  0         0
MERCK & CO INC                                X              7              0             25,085         0
MERCK & CO INC                                X              9         25,550                  0         0
MERCK & CO INC                                X              8         28,598                  0         0
MERCK & CO INC                                X              8         33,157                  0         0
MERCK & CO INC                                X              8         34,562                  0         0
MERCK & CO INC                                X              8         48,784                  0         0
MERCK & CO INC                                X                         5,315             50,350         0
MERCK & CO INC                                X              8         79,400                  0         0
MERCK & CO INC                                X              7        104,537                  0         0
MERCK & CO INC                                X              5        138,372                  0    14,350
MERCK & CO INC                                X              6        108,951                  0    44,884
MERCK & CO INC                                X              5        165,666                  0    17,921
MERCK & CO INC                                X              6        118,511             34,952    34,484
MERCK & CO INC                                X              5        193,060                  0         0
MERCK & CO INC                                X              8        209,970                  0         0
MERCURY INTERACTIVE CORP                      X              6              0                  0        70
MERCURY INTERACTIVE CORP                      X              7            300                  0         0
MERCURY INTERACTIVE CORP                      X              8            530                  0         0
MERCURY INTERACTIVE CORP                      X              8            740                  0         0
MERCURY INTERACTIVE CORP                      X              8            750                  0         0
MERCURY INTERACTIVE CORP                      X              5          1,000                  0         0
MERCURY INTERACTIVE CORP                      X              9          1,100                  0         0
MERCURY INTERACTIVE CORP                      X              7              0              1,200         0
MERCURY INTERACTIVE CORP                      X              8          1,400                  0         0
MERCURY INTERACTIVE CORP                      X              8          3,100                  0         0
MERCURY INTERACTIVE CORP                      X              8          7,680                  0         0
MERCURY INTERACTIVE CORP                      X              5         10,498                  0       270
MERCURY INTERACTIVE CORP                      X              6              0                  0    13,735
MEREDITH CORP                                 X              8            300                  0         0
MEREDITH CORP                                 X              8            350                  0         0
MEREDITH CORP                                 X              8            400                  0         0
MEREDITH CORP                                 X              8            700                  0         0
MEREDITH CORP                                 X              5          1,000                  0         0
MEREDITH CORP                                 X              5              0                  0     5,700
MERRILL LYNCH & CO INC                        X                             0                280         0
MERRILL LYNCH & CO INC                        X              8            500                  0         0
MERRILL LYNCH & CO INC                        X              8            750                  0         0
MERRILL LYNCH & CO INC                        X              8            850                  0         0
MERRILL LYNCH & CO INC                        X              7            906                  0         0
MERRILL LYNCH & CO INC                        X              4          1,260                  0         0
MERRILL LYNCH & CO INC                        X              8          2,500                  0         0
MERRILL LYNCH & CO INC                        X              8          2,720                  0         0
MERRILL LYNCH & CO INC                        X              8          3,850                  0         0
MERRILL LYNCH & CO INC                        X              8          6,804                  0         0
MERRILL LYNCH & CO INC                        X              8          7,760                  0         0
MERRILL LYNCH & CO INC                        X              8          7,930                  0         0
MERRILL LYNCH & CO INC                        X              5          7,643                  0       700
MERRILL LYNCH & CO INC                        X              8          8,960                  0         0
MERRILL LYNCH & CO INC                        X              7         10,225                  0         0
MERRILL LYNCH & CO INC                        X              5         11,055                  0         0
MERRILL LYNCH & CO INC                        X              5         12,200                  0         0
MERRILL LYNCH & CO INC                        X              8         13,939                  0         0
MERRILL LYNCH & CO INC                        X              8         14,299                  0         0
MERRILL LYNCH & CO INC                        X              8         20,993                  0         0
MERRILL LYNCH & CO INC                        X              9         26,750                  0         0
MERRILL LYNCH & CO INC                        X              8         34,200                  0         0
MERRILL LYNCH & CO INC                        X              6         42,351              7,300     5,464
MERRILL LYNCH & CO INC                        X              8         89,510                  0         0
MERRILL LYNCH & CO INC                        X              5        100,012                  0         0
MERRILL LYNCH & CO INC                        X              6        233,537                  0    15,275
MEXICO FD INC                                 X                         4,000                  0         0
MEXICO FD INC                                 X              7              0             22,000         0
MICHAELS STORES INC                           X              9          1,700                  0         0
MICHAELS STORES INC                           X              8          3,000                  0         0
MICHAELS STORES INC                           X                         3,088                  0         0
MICHAELS STORES INC                           X              8          4,500                  0         0
MICHAELS STORES INC                           X              8         13,480                  0         0
MICROSOFT CORP                                X              3            212                  0         0
MICROSOFT CORP                                X              7              0                600         0
MICROSOFT CORP                                X              5          2,112                  0         0
MICROSOFT CORP                                X              2          2,940                  0         0
MICROSOFT CORP                                X                         3,814                  0         0
MICROSOFT CORP                                X              8          4,300                  0         0
MICROSOFT CORP                                X              8          5,500                  0         0
MICROSOFT CORP                                X              8          6,300                  0         0
MICROSOFT CORP                                X              8          7,330                  0         0
MICROSOFT CORP                                X                         6,150              1,251         0
MICROSOFT CORP                                X              8         10,200                  0         0
MICROSOFT CORP                                X              7         12,300                  0         0
MICROSOFT CORP                                X              8         14,600                  0         0
MICROSOFT CORP                                X              5         16,000                  0         0
MICROSOFT CORP                                X              8         20,550                  0         0
MICROSOFT CORP                                X              8         21,000                  0         0
MICROSOFT CORP                                X                        21,100                  0         0
MICROSOFT CORP                                X              5         23,142                  0         0
MICROSOFT CORP                                X                        26,622                  0         0
MICROSOFT CORP                                X              7              0             27,599         0
MICROSOFT CORP                                X              7              0             27,854         0
MICROSOFT CORP                                X              8         28,134                  0         0
MICROSOFT CORP                                X              8         30,500                  0         0
MICROSOFT CORP                                X              8         32,300                  0         0
MICROSOFT CORP                                X              8         33,390                  0         0
MICROSOFT CORP                                X              4         38,175                  0         0
MICROSOFT CORP                                X              7              0             46,160         0
MICROSOFT CORP                                X              5         49,244                  0         0
MICROSOFT CORP                                X                        56,700                  0         0
MICROSOFT CORP                                X              8         61,880                  0         0
MICROSOFT CORP                                X              8         72,149                  0         0
MICROSOFT CORP                                X              4         82,368                  0         0
MICROSOFT CORP                                X              8         84,840                  0         0
MICROSOFT CORP                                X                        91,283                  0         0
MICROSOFT CORP                                X              8         95,356                  0         0
MICROSOFT CORP                                X              5        100,353                  0         0
MICROSOFT CORP                                X              8        125,002                  0         0
MICROSOFT CORP                                X              8        149,580                  0         0
MICROSOFT CORP                                X              8        151,260                  0         0
MICROSOFT CORP                                X              7        165,593                  0         0
MICROSOFT CORP                                X              9        174,850                  0         0
MICROSOFT CORP                                X              5        176,768                  0         0
MICROSOFT CORP                                X              5        194,340                  0         0
MICROSOFT CORP                                X              8        229,185                  0         0
MICROSOFT CORP                                X              8        391,294                  0         0
MICROSOFT CORP                                X              6        346,375             33,805    67,042
MICROSOFT CORP                                X              5        541,141                  0    31,038
MICROSOFT CORP                                X              6        730,086              1,000   125,207
MICROSOFT CORP                                X              8      1,025,830                  0         0
MICROSOFT CORP                                X              5      1,052,776                  0    78,096
MICROSOFT CORP                                X              5      2,235,985                  0         0
MICROCHIP TECHNOLOGY INC                      X              7              0                385         0
MICROCHIP TECHNOLOGY INC                      X              8          1,300                  0         0
MICROCHIP TECHNOLOGY INC                      X              8          1,300                  0         0
MICROCHIP TECHNOLOGY INC                      X              7          2,000                  0         0
MICROCHIP TECHNOLOGY INC                      X              9          2,500                  0         0
MICROCHIP TECHNOLOGY INC                      X              8          3,560                  0         0
MICROCHIP TECHNOLOGY INC                      X              8          6,900                  0         0
MICROCHIP TECHNOLOGY INC                      X              7         11,750                  0         0
MICROCHIP TECHNOLOGY INC                      X              8         18,570                  0         0
MICROCHIP TECHNOLOGY INC                      X              5        200,000                  0         0
MICRON TECHNOLOGY INC                         X                             0                170         0
MICRON TECHNOLOGY INC                         X              5            200                  0         0
MICRON TECHNOLOGY INC                         X              3            318                  0         0
MICRON TECHNOLOGY INC                         X              8          2,900                  0         0
MICRON TECHNOLOGY INC                         X              8          3,000                  0         0
MICRON TECHNOLOGY INC                         X              5          3,550                  0       400
MICRON TECHNOLOGY INC                         X              5          4,600                  0         0
MICRON TECHNOLOGY INC                         X              8          4,886                  0         0
MICRON TECHNOLOGY INC                         X              8          5,440                  0         0
MICRON TECHNOLOGY INC                         X              8          5,563                  0         0
MICRON TECHNOLOGY INC                         X              7          5,581                  0         0
MICRON TECHNOLOGY INC                         X              7              0              5,850         0
MICRON TECHNOLOGY INC                         X              8          6,500                  0         0
MICRON TECHNOLOGY INC                         X              9          7,300                  0         0
MICRON TECHNOLOGY INC                         X              8          7,600                  0         0
MICRON TECHNOLOGY INC                         X              8          8,506                  0         0
MICRON TECHNOLOGY INC                         X              8          8,733                  0         0
MICRON TECHNOLOGY INC                         X                        11,000                  0         0
MICRON TECHNOLOGY INC                         X              8         15,083                  0         0
MICRON TECHNOLOGY INC                         X              4         15,679                  0         0
MICRON TECHNOLOGY INC                         X              8         20,300                  0         0
MICRON TECHNOLOGY INC                         X              5         37,249                  0         0
MICRON TECHNOLOGY INC                         X              8         59,630                  0         0
MIDCAP SPDR TR                                X              4            450                  0         0
MIDCAP SPDR TR                                X              6              0                  0       626
MIDCAP SPDR TR                                X              6              0                  0   288,639
MILLENNIUM PHARMACEUTICALS I                  X                             0                110         0
MILLENNIUM PHARMACEUTICALS I                  X              5            250                  0         0
MILLENNIUM PHARMACEUTICALS I                  X              9          3,500                  0         0
MILLENNIUM PHARMACEUTICALS I                  X              8          4,200                  0         0
MILLENNIUM PHARMACEUTICALS I                  X              7          9,000                  0         0
MILLENNIUM PHARMACEUTICALS I                  X              8         10,100                  0         0
MILLENNIUM PHARMACEUTICALS I                  X              5              0                  0    11,000
MILLENNIUM PHARMACEUTICALS I                  X                        11,500                  0         0
MILLENNIUM PHARMACEUTICALS I                  X              8         30,000                  0         0
MILLIPORE CORP                                X              6            350                  0         0
MILLIPORE CORP                                X              8            350                  0         0
MILLIPORE CORP                                X              8            390                  0         0
MILLIPORE CORP                                X              8            580                  0         0
MILLIPORE CORP                                X              8            700                  0         0
MILLIPORE CORP                                X              8          1,600                  0         0
MILLIPORE CORP                                X              5          2,892                  0         0
MILLIPORE CORP                                X              8          3,950                  0         0
MILLS CORP                                    X              8          4,800                  0         0
MITSUBISHI TOKYO FINL GROUP                   X              5              0                  0     1,200
MITSUBISHI TOKYO FINL GROUP                   X              7          3,050                  0         0
MITSUBISHI TOKYO FINL GROUP                   X              8         11,700                  0         0
MITSUBISHI TOKYO FINL GROUP                   X              4         11,829                  0         0
MITSUBISHI TOKYO FINL GROUP                   X              5         15,000                  0         0
MITSUBISHI TOKYO FINL GROUP                   X              7              0             30,888         0
MITSUBISHI TOKYO FINL GROUP                   X              4         45,625                  0         0
MOBILE TELESYSTEMS OJSC                       X                             0                  8         0
MOBILE TELESYSTEMS OJSC                       X                             0                 15         0
MOBILE TELESYSTEMS OJSC                       X              7             18                  0         0
MOBILE TELESYSTEMS OJSC                       X              7              0                348         0
MOBILE TELESYSTEMS OJSC                       X              7              0              2,000         0
MOBILE TELESYSTEMS OJSC                       X              8         38,188                  0         0
MOHAWK INDS INC                               X              8            600                  0         0
MOHAWK INDS INC                               X              8            600                  0         0
MOHAWK INDS INC                               X              9            800                  0         0
MOHAWK INDS INC                               X              8          2,200                  0         0
MOHAWK INDS INC                               X              8          6,790                  0         0
MOLEX INC                                     X              8          1,285                  0         0
MOLEX INC                                     X              8          1,500                  0         0
MOLEX INC                                     X              8          1,775                  0         0
MOLEX INC                                     X                         2,283                  0         0
MOLEX INC                                     X              6              0                  0     2,412
MOLEX INC                                     X              8          2,500                  0         0
MOLEX INC                                     X              8          2,764                  0         0
MOLEX INC                                     X              8          6,036                  0         0
MOLEX INC                                     X              8          6,270                  0         0
MOLEX INC                                     X              8          2,200                  0         0
MOLEX INC                                     X              6          2,500                  0         0
MOLEX INC                                     X              8          7,300                  0         0
MONOLITHIC SYS TECHNOLOGY IN                  X              9         20,800                  0         0
MONSTER WORLDWIDE INC                         X              8            850                  0         0
MONSTER WORLDWIDE INC                         X              8            940                  0         0
MONSTER WORLDWIDE INC                         X              8          1,050                  0         0
MONSTER WORLDWIDE INC                         X              9          1,300                  0         0
MONSTER WORLDWIDE INC                         X              8          1,700                  0         0
MONSTER WORLDWIDE INC                         X              7          2,000                  0         0
MONSTER WORLDWIDE INC                         X              8          3,800                  0         0
MONSTER WORLDWIDE INC                         X              8          9,900                  0         0
MOODYS CORP                                   X              5            800                  0         0
MOODYS CORP                                   X              8            900                  0         0
MOODYS CORP                                   X              5            900                  0         0
MOODYS CORP                                   X              8          1,800                  0         0
MOODYS CORP                                   X              8          1,982                  0         0
MOODYS CORP                                   X              6          2,000                  0         0
MOODYS CORP                                   X              8          2,000                  0         0
MOODYS CORP                                   X              8          2,340                  0         0
MOODYS CORP                                   X              8          2,682                  0         0
MOODYS CORP                                   X              6          2,800                  0         0
MOODYS CORP                                   X              9          3,600                  0         0
MOODYS CORP                                   X              8          3,942                  0         0
MOODYS CORP                                   X              8          4,144                  0         0
MOODYS CORP                                   X              7              0              5,260         0
MOODYS CORP                                   X                         5,689                  0         0
MOODYS CORP                                   X              8          6,056                  0         0
MOODYS CORP                                   X              8         11,800                  0         0
MOODYS CORP                                   X              8         12,000                  0         0
MOODYS CORP                                   X              8         28,340                  0         0
MOOG INC                                      X              6            300                  0         0
MOOG INC                                      X              6              0          1,318,661         0
MOOG INC                                      X              6              0          2,300,073         0
MORGAN STANLEY                                X                             0                115         0
MORGAN STANLEY                                X              5            300                  0         0
MORGAN STANLEY                                X              8            600                  0         0
MORGAN STANLEY                                X              8            840                  0         0
MORGAN STANLEY                                X              4            845                  0         0
MORGAN STANLEY                                X              8          1,000                  0         0
MORGAN STANLEY                                X              7          1,300                  0         0
MORGAN STANLEY                                X              5          1,855                  0         0
MORGAN STANLEY                                X              7              0              2,000         0
MORGAN STANLEY                                X              7              0              2,810         0
MORGAN STANLEY                                X              8          2,950                  0         0
MORGAN STANLEY                                X              8          3,170                  0         0
MORGAN STANLEY                                X              6          4,006                  0       166
MORGAN STANLEY                                X              8          4,330                  0         0
MORGAN STANLEY                                X              8          5,500                  0         0
MORGAN STANLEY                                X              8          7,861                  0         0
MORGAN STANLEY                                X              8          8,450                  0         0
MORGAN STANLEY                                X              8          9,290                  0         0
MORGAN STANLEY                                X              8         10,488                  0         0
MORGAN STANLEY                                X              9         12,700                  0         0
MORGAN STANLEY                                X              7         12,955                  0         0
MORGAN STANLEY                                X              8         15,305                  0         0
MORGAN STANLEY                                X              8         16,505                  0         0
MORGAN STANLEY                                X              8         23,595                  0         0
MORGAN STANLEY                                X              6         24,304                175         2
MORGAN STANLEY                                X              8         24,674                  0         0
MORGAN STANLEY                                X              5         29,664                  0       700
MORGAN STANLEY                                X              5         32,602                  0       624
MORGAN STANLEY                                X              8         35,000                  0         0
MORGAN STANLEY                                X              8         38,900                  0         0
MORGAN STANLEY                                X              8         40,456                  0         0
MORGAN STANLEY                                X              8        102,900                  0         0
MORGAN STANLEY                                X              5        126,642                  0         0
MOTOROLA INC                                  X              3            337                  0         0
MOTOROLA INC                                  X              4            853                  0         0
MOTOROLA INC                                  X              8          1,100                  0         0
MOTOROLA INC                                  X              8          1,200                  0         0
MOTOROLA INC                                  X              8          1,400                  0         0
MOTOROLA INC                                  X              8          1,400                  0         0
MOTOROLA INC                                  X              8          1,980                  0         0
MOTOROLA INC                                  X              8          2,300                  0         0
MOTOROLA INC                                  X              7          2,300                  0         0
MOTOROLA INC                                  X              7              0              3,000         0
MOTOROLA INC                                  X                         4,150                  0         0
MOTOROLA INC                                  X              5          5,425                  0         0
MOTOROLA INC                                  X              8          6,200                  0         0
MOTOROLA INC                                  X                         7,000                  0         0
MOTOROLA INC                                  X              8          7,320                  0         0
MOTOROLA INC                                  X              5          7,900                  0         0
MOTOROLA INC                                  X              8          7,920                  0         0
MOTOROLA INC                                  X              4         11,407                  0         0
MOTOROLA INC                                  X              5         14,450                  0         0
MOTOROLA INC                                  X              5         17,210                  0         0
MOTOROLA INC                                  X              8         17,552                  0         0
MOTOROLA INC                                  X              8         19,460                  0         0
MOTOROLA INC                                  X                        20,297                  0         0
MOTOROLA INC                                  X              8         20,700                  0         0
MOTOROLA INC                                  X              8         23,249                  0         0
MOTOROLA INC                                  X              9         28,600                  0         0
MOTOROLA INC                                  X              7         32,955                  0         0
MOTOROLA INC                                  X              8         36,157                  0         0
MOTOROLA INC                                  X              8         37,203                  0         0
MOTOROLA INC                                  X              8         58,331                  0         0
MOTOROLA INC                                  X              5         40,744                  0    17,650
MOTOROLA INC                                  X              6         39,177              7,527    18,900
MOTOROLA INC                                  X              8         86,500                  0         0
MOTOROLA INC                                  X              8        228,830                  0         0
MOTOROLA INC                                  X              5        231,999                  0     1,515
MOTOROLA INC                                  X              6        236,245                  0    90,203
MURPHY OIL CORP                               X              7             30                  0         0
MURPHY OIL CORP                               X                         1,000                  0         0
MURPHY OIL CORP                               X              8          1,400                  0         0
MURPHY OIL CORP                               X              8          1,400                  0         0
MURPHY OIL CORP                               X              9          2,200                  0         0
MURPHY OIL CORP                               X                         3,754                  0         0
MURPHY OIL CORP                               X              8          6,200                  0         0
MURPHY OIL CORP                               X              8         16,880                  0         0
MYLAN LABS INC                                X              4            150                  0         0
MYLAN LABS INC                                X              7              0                251         0
MYLAN LABS INC                                X              6          1,012                  0         0
MYLAN LABS INC                                X              8          1,900                  0         0
MYLAN LABS INC                                X              8          2,130                  0         0
MYLAN LABS INC                                X              8          2,800                  0         0
MYLAN LABS INC                                X              8          3,987                  0         0
MYLAN LABS INC                                X              8          6,713                  0         0
MYLAN LABS INC                                X              8          9,000                  0         0
MYLAN LABS INC                                X              8         26,175                  0         0
NCI BUILDING SYS INC                          X              8         11,565                  0         0
NCI BUILDING SYS INC                          X              8         13,257                  0         0
NASDAQ 100 TR                                 X              7            300                  0         0
NASDAQ 100 TR                                 X              6              0                  0     1,563
NASDAQ 100 TR                                 X                             0              1,600         0
NASDAQ 100 TR                                 X              4          2,628                  0         0
NASDAQ 100 TR                                 X                         8,000                  0         0
NASDAQ 100 TR                                 X              5          9,595                  0         0
NASDAQ 100 TR                                 X              5         10,500                  0         0
NASDAQ 100 TR                                 X                        20,041                  0         0
NASDAQ 100 TR                                 X              7         22,407                  0         0
NASDAQ 100 TR                                 X              5        107,044                  0         0
NASDAQ 100 TR                                 X              5         66,953                  0    48,580
NASDAQ 100 TR                                 X                       117,400                  0         0
NASDAQ 100 TR                                 X              5        244,505                  0         0
NASDAQ 100 TR                                 X              5        315,000                  0         0
NATIONAL CITY CORP                            X              4             55                  0         0
NATIONAL CITY CORP                            X              8            720                  0         0
NATIONAL CITY CORP                            X              8            800                  0         0
NATIONAL CITY CORP                            X              6          2,049                  0         0
NATIONAL CITY CORP                            X              8          2,150                  0         0
NATIONAL CITY CORP                            X              8          2,360                  0         0
NATIONAL CITY CORP                            X              8          4,241                  0         0
NATIONAL CITY CORP                            X              8          5,040                  0         0
NATIONAL CITY CORP                            X              8          5,723                  0         0
NATIONAL CITY CORP                            X              9          7,500                  0         0
NATIONAL CITY CORP                            X              8          8,960                  0         0
NATIONAL CITY CORP                            X              8          9,462                  0         0
NATIONAL CITY CORP                            X              5         12,951                  0         0
NATIONAL CITY CORP                            X              8         15,387                  0         0
NATIONAL CITY CORP                            X              8         23,600                  0         0
NATIONAL CITY CORP                            X              8         62,850                  0         0
NATIONAL FUEL GAS CO N J                      X              6          9,693                  0         0
NATIONAL FUEL GAS CO N J                      X              6          8,754              1,064         0
NATIONAL OILWELL VARCO INC                    X              7             19                  0         0
NATIONAL OILWELL VARCO INC                    X              7              0                 60         0
NATIONAL OILWELL VARCO INC                    X              6            418                  0         0
NATIONAL OILWELL VARCO INC                    X              5          1,100                  0         0
NATIONAL OILWELL VARCO INC                    X              8          1,150                  0         0
NATIONAL OILWELL VARCO INC                    X                         1,308                  0         0
NATIONAL OILWELL VARCO INC                    X              8          1,400                  0         0
NATIONAL OILWELL VARCO INC                    X              8          1,440                  0         0
NATIONAL OILWELL VARCO INC                    X                             0              1,500         0
NATIONAL OILWELL VARCO INC                    X              9          1,700                  0         0
NATIONAL OILWELL VARCO INC                    X              8          2,600                  0         0
NATIONAL OILWELL VARCO INC                    X              4          6,325                  0         0
NATIONAL OILWELL VARCO INC                    X              8          6,600                  0         0
NATIONAL OILWELL VARCO INC                    X              2         11,944                  0         0
NATIONAL OILWELL VARCO INC                    X              8         15,800                  0         0
NATIONAL OILWELL VARCO INC                    X              5         85,295                  0         0
NATIONAL OILWELL VARCO INC                    X              5        253,315                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              3            185                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8            650                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8          1,500                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8          1,700                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8          1,800                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8          2,420                  0         0
NATIONAL SEMICONDUCTOR CORP                   X                         2,818                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8          2,980                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              6          3,000                  0         0
NATIONAL SEMICONDUCTOR CORP                   X                         3,237                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8          3,246                  0         0
NATIONAL SEMICONDUCTOR CORP                   X                         4,400                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              9          5,050                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8          5,069                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8          6,000                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8         10,031                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8         12,000                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8         20,039                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8         22,033                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8         26,808                  0         0
NATIONAL SEMICONDUCTOR CORP                   X              8         32,080                  0         0
NEIMAN MARCUS GROUP INC                       X              7              0                 30         0
NEIMAN MARCUS GROUP INC                       X              8          1,000                  0         0
NEIMAN MARCUS GROUP INC                       X              8          2,500                  0         0
NEIMAN MARCUS GROUP INC                       X              9         16,600                  0         0
NEIMAN MARCUS GROUP INC                       X              9         24,000                  0         0
NEW HAMPSHIRE THRIFT BANCSHS                  X              6              0                  0    42,476
NEW YORK CMNTY BANCORP INC                    X              7            700                  0         0
NEW YORK CMNTY BANCORP INC                    X              5              0                  0     1,764
NEW YORK CMNTY BANCORP INC                    X              6              0              2,240         0
NEW YORK CMNTY BANCORP INC                    X              9          3,100                  0         0
NEW YORK CMNTY BANCORP INC                    X              8          8,800                  0         0
NEW YORK CMNTY BANCORP INC                    X              6         14,466                  0         0
NEW YORK CMNTY BANCORP INC                    X              8         25,506                  0         0
NEW YORK TIMES CO                             X              8            900                  0         0
NEW YORK TIMES CO                             X              8          1,029                  0         0
NEW YORK TIMES CO                             X              8          1,070                  0         0
NEW YORK TIMES CO                             X              6          1,113                  0         0
NEW YORK TIMES CO                             X              8          1,160                  0         0
NEW YORK TIMES CO                             X              8          1,231                  0         0
NEW YORK TIMES CO                             X              8          1,450                  0         0
NEW YORK TIMES CO                             X              8          2,310                  0         0
NEW YORK TIMES CO                             X              8          2,500                  0         0
NEW YORK TIMES CO                             X              8          2,600                  0         0
NEW YORK TIMES CO                             X              8          2,825                  0         0
NEW YORK TIMES CO                             X              9          3,500                  0         0
NEW YORK TIMES CO                             X              8          4,500                  0         0
NEW YORK TIMES CO                             X              8          4,800                  0         0
NEW YORK TIMES CO                             X              8         13,700                  0         0
NEW YORK TIMES CO                             X              8         16,800                  0         0
NEWELL RUBBERMAID INC                         X              7              0                205         0
NEWELL RUBBERMAID INC                         X              4          1,783                  0         0
NEWELL RUBBERMAID INC                         X              8          2,098                  0         0
NEWELL RUBBERMAID INC                         X              8          2,298                  0         0
NEWELL RUBBERMAID INC                         X              8          2,330                  0         0
NEWELL RUBBERMAID INC                         X              8          2,400                  0         0
NEWELL RUBBERMAID INC                         X              8          2,500                  0         0
NEWELL RUBBERMAID INC                         X              9          3,300                  0         0
NEWELL RUBBERMAID INC                         X              8          3,924                  0         0
NEWELL RUBBERMAID INC                         X              8          4,069                  0         0
NEWELL RUBBERMAID INC                         X              8          5,887                  0         0
NEWELL RUBBERMAID INC                         X              8          9,100                  0         0
NEWELL RUBBERMAID INC                         X              8         14,600                  0         0
NEWELL RUBBERMAID INC                         X              8         25,740                  0         0
NEWFIELD EXPL CO                              X              9          1,400                  0         0
NEWFIELD EXPL CO                              X              8          4,200                  0         0
NEWFIELD EXPL CO                              X              8         10,800                  0         0
NEWMONT MINING CORP                           X              6            100                  0         0
NEWMONT MINING CORP                           X              8            300                  0         0
NEWMONT MINING CORP                           X              8            420                  0         0
NEWMONT MINING CORP                           X              6            600                  0         0
NEWMONT MINING CORP                           X              8            600                  0         0
NEWMONT MINING CORP                           X              7          1,000                  0         0
NEWMONT MINING CORP                           X                         1,300                  0         0
NEWMONT MINING CORP                           X              8          1,400                  0         0
NEWMONT MINING CORP                           X              8          1,400                  0         0
NEWMONT MINING CORP                           X              4          1,700                  0         0
NEWMONT MINING CORP                           X              8          2,400                  0         0
NEWMONT MINING CORP                           X              8          3,077                  0         0
NEWMONT MINING CORP                           X              8          3,610                  0         0
NEWMONT MINING CORP                           X              8          4,377                  0         0
NEWMONT MINING CORP                           X              8          4,679                  0         0
NEWMONT MINING CORP                           X              9          4,700                  0         0
NEWMONT MINING CORP                           X                         5,005                  0         0
NEWMONT MINING CORP                           X              5          6,071                  0         0
NEWMONT MINING CORP                           X              8          6,734                  0         0
NEWMONT MINING CORP                           X                         7,200                  0         0
NEWMONT MINING CORP                           X              8          9,440                  0         0
NEWMONT MINING CORP                           X              5         11,100                  0         0
NEWMONT MINING CORP                           X              8         16,000                  0         0
NEWMONT MINING CORP                           X              7         20,238                  0         0
NEWMONT MINING CORP                           X              5         30,930                  0         0
NEWMONT MINING CORP                           X              8         40,210                  0         0
NEWMONT MINING CORP                           X              5         66,635                  0     8,757
NEWMONT MINING CORP                           X              5         89,840                  0         0
NEWMONT MINING CORP                           X              5        729,556                  0         0
NEWMONT MINING CORP                           X              5        720,196                  0    11,910
NIKE INC                                      X              5             89                  0         0
NIKE INC                                      X              4            300                  0         0
NIKE INC                                      X              5            306                  0         0
NIKE INC                                      X              8            500                  0         0
NIKE INC                                      X              7            500                  0         0
NIKE INC                                      X              8            600                  0         0
NIKE INC                                      X              8          1,655                  0         0
NIKE INC                                      X              8          1,887                  0         0
NIKE INC                                      X                         2,094                  0         0
NIKE INC                                      X              9          2,150                  0         0
NIKE INC                                      X              8          2,246                  0         0
NIKE INC                                      X              8          2,624                  0         0
NIKE INC                                      X              8          3,521                  0         0
NIKE INC                                      X              7              0              5,200         0
NIKE INC                                      X              8          5,491                  0         0
NIKE INC                                      X              8          5,500                  0         0
NIKE INC                                      X              6          6,000                  0         0
NIKE INC                                      X              8         13,000                  0         0
NIKE INC                                      X              5         28,362                  0     4,682
NIPPON TELEG & TEL CORP                       X                             0                441         0
NIPPON TELEG & TEL CORP                       X              7          1,445                  0         0
NIPPON TELEG & TEL CORP                       X              4          4,636                  0         0
NIPPON TELEG & TEL CORP                       X              7              0             12,778         0
NOKIA CORP                                    X              7          2,600                  0         0
NOKIA CORP                                    X              6          2,610                  0       566
NOKIA CORP                                    X              5          3,460                  0         0
NOKIA CORP                                    X              5          9,630                  0         0
NOKIA CORP                                    X              7              0             11,155         0
NOKIA CORP                                    X              4         11,850                  0         0
NOKIA CORP                                    X                        12,141                  0         0
NOKIA CORP                                    X              5              0                  0    15,650
NOKIA CORP                                    X                        16,000                  0         0
NOKIA CORP                                    X              4         17,197                  0         0
NOKIA CORP                                    X              5         18,038                  0         0
NOKIA CORP                                    X              5         21,998                  0         0
NOKIA CORP                                    X              5         29,150                  0         0
NOKIA CORP                                    X              5         18,611                  0    62,151
NOKIA CORP                                    X              7         84,461                  0         0
NOBLE ENERGY INC                              X                             0                115         0
NOBLE ENERGY INC                              X              9            700                  0         0
NOBLE ENERGY INC                              X                           727                  0         0
NOBLE ENERGY INC                              X              5          1,155                  0         0
NOBLE ENERGY INC                              X              8          3,700                  0         0
NOBLE ENERGY INC                              X              8          5,100                  0         0
NOBLE ENERGY INC                              X              7              0              5,770         0
NOBLE ENERGY INC                              X              6              0                  0    23,278
NORANDA INC                                   X              5          1,000                  0         0
NORANDA INC                                   X              4         21,337                  0         0
NORDSTROM INC                                 X              5              0                  0       700
NORDSTROM INC                                 X              8            980                  0         0
NORDSTROM INC                                 X              8          1,110                  0         0
NORDSTROM INC                                 X              8          1,210                  0         0
NORDSTROM INC                                 X              9          1,700                  0         0
NORDSTROM INC                                 X              8          1,988                  0         0
NORDSTROM INC                                 X                         2,230                  0         0
NORDSTROM INC                                 X              8          2,862                  0         0
NORDSTROM INC                                 X              8          4,700                  0         0
NORDSTROM INC                                 X              8         12,600                  0         0
NORDSTROM INC                                 X              5         20,157                  0         0
NORFOLK SOUTHERN CORP                         X              4             45                  0         0
NORFOLK SOUTHERN CORP                         X              8            400                  0         0
NORFOLK SOUTHERN CORP                         X              8            520                  0         0
NORFOLK SOUTHERN CORP                         X              8            750                  0         0
NORFOLK SOUTHERN CORP                         X              5              0                  0       933
NORFOLK SOUTHERN CORP                         X              8          1,600                  0         0
NORFOLK SOUTHERN CORP                         X              8          1,700                  0         0
NORFOLK SOUTHERN CORP                         X              8          2,816                  0         0
NORFOLK SOUTHERN CORP                         X              8          3,520                  0         0
NORFOLK SOUTHERN CORP                         X              8          3,983                  0         0
NORFOLK SOUTHERN CORP                         X              5          4,700                  0         0
NORFOLK SOUTHERN CORP                         X              9          5,550                  0         0
NORFOLK SOUTHERN CORP                         X              8          6,056                  0         0
NORFOLK SOUTHERN CORP                         X              8          6,781                  0         0
NORFOLK SOUTHERN CORP                         X              8         10,316                  0         0
NORFOLK SOUTHERN CORP                         X              6         11,190                  0       750
NORFOLK SOUTHERN CORP                         X              8         16,900                  0         0
NORFOLK SOUTHERN CORP                         X              5         24,290                  0         0
NORFOLK SOUTHERN CORP                         X              6         24,708                  0     2,850
NORFOLK SOUTHERN CORP                         X              8         38,400                  0         0
NORSK HYDRO A S                               X              4            705                  0         0
NORSK HYDRO A S                               X              5          2,000                  0         0
NORTEL NETWORKS CORP NEW                      X              2            500                  0         0
NORTEL NETWORKS CORP NEW                      X              5            880                  0         0
NORTEL NETWORKS CORP NEW                      X              6          2,000                  0         0
NORTEL NETWORKS CORP NEW                      X                         2,000                  0         0
NORTEL NETWORKS CORP NEW                      X              5          1,600                  0     1,250
NORTEL NETWORKS CORP NEW                      X              5          4,500                  0         0
NORTEL NETWORKS CORP NEW                      X              5          4,950                  0         0
NORTEL NETWORKS CORP NEW                      X              5         21,000                  0         0
NORTEL NETWORKS CORP NEW                      X              5         31,140                  0         0
NORTEL NETWORKS CORP NEW                      X              7              0             57,930         0
NORTEL NETWORKS CORP NEW                      X              7         62,991                  0         0
NORTEL NETWORKS CORP NEW                      X              4        548,946                  0         0
NORTH FORK BANCORPORATION NY                  X              4            330                  0         0
NORTH FORK BANCORPORATION NY                  X              5            825                  0         0
NORTH FORK BANCORPORATION NY                  X              8          1,150                  0         0
NORTH FORK BANCORPORATION NY                  X              5          1,500                  0         0
NORTH FORK BANCORPORATION NY                  X              8          2,800                  0         0
NORTH FORK BANCORPORATION NY                  X              8          2,900                  0         0
NORTH FORK BANCORPORATION NY                  X              8          3,222                  0         0
NORTH FORK BANCORPORATION NY                  X              7              0              4,100         0
NORTH FORK BANCORPORATION NY                  X              8          4,105                  0         0
NORTH FORK BANCORPORATION NY                  X              8          4,158                  0         0
NORTH FORK BANCORPORATION NY                  X              4          6,200                  0         0
NORTH FORK BANCORPORATION NY                  X              8          6,234                  0         0
NORTH FORK BANCORPORATION NY                  X              9          6,350                  0         0
NORTH FORK BANCORPORATION NY                  X              8          7,158                  0         0
NORTH FORK BANCORPORATION NY                  X                         8,400                  0         0
NORTH FORK BANCORPORATION NY                  X              8         11,042                  0         0
NORTH FORK BANCORPORATION NY                  X              8         18,700                  0         0
NORTH FORK BANCORPORATION NY                  X              2         34,463                  0         0
NORTH FORK BANCORPORATION NY                  X              8         43,492                  0         0
NORTH FORK BANCORPORATION NY                  X              5         67,350                  0         0
NORTH FORK BANCORPORATION NY                  X              5        101,821                  0         0
NORTHEAST UTILS                               X              7              0                345         0
NORTHEAST UTILS                               X              6            500                  0         0
NORTHEAST UTILS                               X              8          4,300                  0         0
NORTHEAST UTILS                               X              8         10,640                  0         0
NORTHERN BORDER PARTNERS L P                  X              6          6,150                  0         0
NORTHERN TR CORP                              X              6              1                  0         0
NORTHERN TR CORP                              X              8            590                  0         0
NORTHERN TR CORP                              X              8            800                  0         0
NORTHERN TR CORP                              X              8          1,438                  0         0
NORTHERN TR CORP                              X              8          1,600                  0         0
NORTHERN TR CORP                              X              8          1,600                  0         0
NORTHERN TR CORP                              X              8          1,738                  0         0
NORTHERN TR CORP                              X              8          1,740                  0         0
NORTHERN TR CORP                              X              8          2,740                  0         0
NORTHERN TR CORP                              X              8          3,085                  0         0
NORTHERN TR CORP                              X              9          3,600                  0         0
NORTHERN TR CORP                              X              8          4,825                  0         0
NORTHERN TR CORP                              X              8          8,900                  0         0
NORTHERN TR CORP                              X              8         19,680                  0         0
NORTHERN TR CORP                              X              5         37,646                  0         0
NORTHROP GRUMMAN CORP                         X              4             30                  0         0
NORTHROP GRUMMAN CORP                         X                             0                190         0
NORTHROP GRUMMAN CORP                         X              7            260                  0         0
NORTHROP GRUMMAN CORP                         X              5            350                  0         0
NORTHROP GRUMMAN CORP                         X              8            380                  0         0
NORTHROP GRUMMAN CORP                         X              8            400                  0         0
NORTHROP GRUMMAN CORP                         X              8          1,200                  0         0
NORTHROP GRUMMAN CORP                         X              8          1,270                  0         0
NORTHROP GRUMMAN CORP                         X              8          2,610                  0         0
NORTHROP GRUMMAN CORP                         X              5          3,000                  0         0
NORTHROP GRUMMAN CORP                         X              8          3,134                  0         0
NORTHROP GRUMMAN CORP                         X              8          3,476                  0         0
NORTHROP GRUMMAN CORP                         X              9          4,100                  0         0
NORTHROP GRUMMAN CORP                         X              8          5,280                  0         0
NORTHROP GRUMMAN CORP                         X              8          5,544                  0         0
NORTHROP GRUMMAN CORP                         X              6          5,140                856         0
NORTHROP GRUMMAN CORP                         X              8          8,684                  0         0
NORTHROP GRUMMAN CORP                         X              8         13,000                  0         0
NORTHROP GRUMMAN CORP                         X              5         15,250                  0       240
NORTHROP GRUMMAN CORP                         X              8         34,658                  0         0
NORTHROP GRUMMAN CORP                         X              6         10,798                  0    28,086
NORTHWEST NAT GAS CO                          X              6          7,500              1,500         0
NOVELL INC                                    X              5             10                  0         0
NOVELL INC                                    X              3            194                  0         0
NOVELL INC                                    X              5            200                  0        67
NOVELL INC                                    X              5            500                  0         0
NOVELL INC                                    X              6              0                  0     1,230
NOVELL INC                                    X              8          2,730                  0         0
NOVELL INC                                    X              8          3,060                  0         0
NOVELL INC                                    X              8          4,450                  0         0
NOVELL INC                                    X              8          5,700                  0         0
NOVELL INC                                    X              7         14,273                  0         0
NOVELL INC                                    X              5         22,997                  0         0
NOVELLUS SYS INC                              X              5            500                  0         0
NOVELLUS SYS INC                              X              8          1,037                  0         0
NOVELLUS SYS INC                              X              8          1,130                  0         0
NOVELLUS SYS INC                              X              7          1,400                  0         0
NOVELLUS SYS INC                              X              8          1,482                  0         0
NOVELLUS SYS INC                              X              9          1,600                  0         0
NOVELLUS SYS INC                              X              5          1,800                  0         0
NOVELLUS SYS INC                              X              8          2,200                  0         0
NOVELLUS SYS INC                              X              8          2,542                  0         0
NOVELLUS SYS INC                              X              8          4,800                  0         0
NOVELLUS SYS INC                              X              8         15,630                  0         0
NOVELLUS SYS INC                              X              5         50,922                  0     1,475
NUCOR CORP                                    X              7              0                115         0
NUCOR CORP                                    X              6            200                  0         0
NUCOR CORP                                    X              8            300                  0         0
NUCOR CORP                                    X              8            400                  0         0
NUCOR CORP                                    X              8            900                  0         0
NUCOR CORP                                    X              8            900                  0         0
NUCOR CORP                                    X              8          1,146                  0         0
NUCOR CORP                                    X              8          1,260                  0         0
NUCOR CORP                                    X              5              0                  0     1,400
NUCOR CORP                                    X              8          1,482                  0         0
NUCOR CORP                                    X              9          1,900                  0         0
NUCOR CORP                                    X                         1,976                  0         0
NUCOR CORP                                    X              8          2,222                  0         0
NUCOR CORP                                    X              8          3,096                  0         0
NUCOR CORP                                    X              8          3,728                  0         0
NUCOR CORP                                    X              8          5,300                  0         0
NUCOR CORP                                    X              5         10,324                  0         0
NUCOR CORP                                    X              8         15,720                  0         0
NUVEEN NY SELECT QUALITY MUN                  X              6              0                  0     1,073
NUVEEN NY SELECT QUALITY MUN                  X              6              0                  0    10,350
OSI PHARMACEUTICALS INC                       X              9         13,000                  0         0
OCCIDENTAL PETE CORP DEL                      X                             0                 80         0
OCCIDENTAL PETE CORP DEL                      X              4            200                  0         0
OCCIDENTAL PETE CORP DEL                      X              7            205                  0         0
OCCIDENTAL PETE CORP DEL                      X              8            300                  0         0
OCCIDENTAL PETE CORP DEL                      X              8            400                  0         0
OCCIDENTAL PETE CORP DEL                      X              8            450                  0         0
OCCIDENTAL PETE CORP DEL                      X              7              0                700         0
OCCIDENTAL PETE CORP DEL                      X              4            755                  0         0
OCCIDENTAL PETE CORP DEL                      X              8          1,190                  0         0
OCCIDENTAL PETE CORP DEL                      X              8          1,300                  0         0
OCCIDENTAL PETE CORP DEL                      X                         1,647                  0         0
OCCIDENTAL PETE CORP DEL                      X              7              0              1,900         0
OCCIDENTAL PETE CORP DEL                      X              8          2,840                  0         0
OCCIDENTAL PETE CORP DEL                      X              5          3,100                  0         0
OCCIDENTAL PETE CORP DEL                      X              8          3,300                  0         0
OCCIDENTAL PETE CORP DEL                      X              8          3,815                  0         0
OCCIDENTAL PETE CORP DEL                      X              9          4,500                  0         0
OCCIDENTAL PETE CORP DEL                      X              8          5,971                  0         0
OCCIDENTAL PETE CORP DEL                      X              8          9,075                  0         0
OCCIDENTAL PETE CORP DEL                      X              8         13,600                  0         0
OCCIDENTAL PETE CORP DEL                      X              8         14,700                  0         0
OCCIDENTAL PETE CORP DEL                      X              6         19,979                300     3,100
OCCIDENTAL PETE CORP DEL                      X              8         37,190                  0         0
OCCIDENTAL PETE CORP DEL                      X              6         37,525                  0     2,470
OCCIDENTAL PETE CORP DEL                      X              5         43,925                  0         0
OCEANFIRST FINL CORP                          X              6              0             15,003         0
OFFICE DEPOT INC                              X              4             70                  0         0
OFFICE DEPOT INC                              X              6          1,100                  0         0
OFFICE DEPOT INC                              X              8          2,172                  0         0
OFFICE DEPOT INC                              X              7              0              2,233         0
OFFICE DEPOT INC                              X              8          2,480                  0         0
OFFICE DEPOT INC                              X              8          3,220                  0         0
OFFICE DEPOT INC                              X              5          3,600                  0         0
OFFICE DEPOT INC                              X              9          3,700                  0         0
OFFICE DEPOT INC                              X              8          4,555                  0         0
OFFICE DEPOT INC                              X              8          4,738                  0         0
OFFICE DEPOT INC                              X              7              0              7,500         0
OFFICE DEPOT INC                              X              8          8,336                  0         0
OFFICE DEPOT INC                              X              8         10,400                  0         0
OFFICE DEPOT INC                              X              8         23,172                  0         0
OFFICE DEPOT INC                              X              8         23,838                  0         0
OFFICE DEPOT INC                              X              8         27,000                  0         0
OIL SVC HOLDRS TR                             X              5            400                  0         0
OIL SVC HOLDRS TR                             X              5          3,300                  0         0
OIL SVC HOLDRS TR                             X              5          3,800                  0         0
OIL SVC HOLDRS TR                             X              5              0                  0     5,600
OIL SVC HOLDRS TR                             X                        10,200                  0         0
OIL SVC HOLDRS TR                             X              5         27,800                  0         0
OIL SVC HOLDRS TR                             X              5         47,140                  0         0
OLD REP INTL CORP                             X              8          2,100                  0         0
OLD REP INTL CORP                             X              9          2,200                  0         0
OLD REP INTL CORP                             X              8          3,000                  0         0
OLD REP INTL CORP                             X              8          6,000                  0         0
OLD REP INTL CORP                             X              8         17,325                  0         0
OMNICARE INC                                  X              7            113                  0         0
OMNICARE INC                                  X              9          1,200                  0         0
OMNICARE INC                                  X              8          3,500                  0         0
OMNICARE INC                                  X              6          5,000                  0         0
OMNICARE INC                                  X              8          8,800                  0         0
OMNICOM GROUP INC                             X              8            200                  0         0
OMNICOM GROUP INC                             X              8            210                  0         0
OMNICOM GROUP INC                             X              8            300                  0         0
OMNICOM GROUP INC                             X              7            525                  0         0
OMNICOM GROUP INC                             X              8            800                  0         0
OMNICOM GROUP INC                             X              8            800                  0         0
OMNICOM GROUP INC                             X              8          1,000                  0         0
OMNICOM GROUP INC                             X              8          1,060                  0         0
OMNICOM GROUP INC                             X              8          1,100                  0         0
OMNICOM GROUP INC                             X              8          1,290                  0         0
OMNICOM GROUP INC                             X              4          1,296                  0         0
OMNICOM GROUP INC                             X              8          1,580                  0         0
OMNICOM GROUP INC                             X              8          1,801                  0         0
OMNICOM GROUP INC                             X              5          2,000                  0         0
OMNICOM GROUP INC                             X                         2,200                  0         0
OMNICOM GROUP INC                             X              9          2,600                  0         0
OMNICOM GROUP INC                             X              8          2,702                  0         0
OMNICOM GROUP INC                             X              8          3,107                  0         0
OMNICOM GROUP INC                             X              6          3,191                  0         0
OMNICOM GROUP INC                             X              6          3,075                735       400
OMNICOM GROUP INC                             X              8          4,395                  0         0
OMNICOM GROUP INC                             X              5          6,200                  0         0
OMNICOM GROUP INC                             X              4          6,215                  0         0
OMNICOM GROUP INC                             X              8          7,200                  0         0
OMNICOM GROUP INC                             X              8         16,970                  0         0
OMNICOM GROUP INC                             X              5         29,810                  0         0
OMNICOM GROUP INC                             X              5         54,420                  0         0
ONE LIBERTY PPTYS INC                         X              6         59,753                  0         0
OPENWAVE SYS INC                              X              5         13,400                  0        75
OUTBACK STEAKHOUSE INC                        X              7              0                175         0
OUTBACK STEAKHOUSE INC                        X              9            900                  0         0
OUTBACK STEAKHOUSE INC                        X              8          2,500                  0         0
OUTBACK STEAKHOUSE INC                        X              8          7,280                  0         0
OVERNITE CORP                                 X              9         16,500                  0         0
OVERNITE CORP                                 X              9         20,692                  0         0
PHH CORP                                      X              8             35                  0         0
PHH CORP                                      X              4             35                  0         0
PHH CORP                                      X              8            200                  0         0
PHH CORP                                      X              8            205                  0         0
PHH CORP                                      X              8            250                  0         0
PHH CORP                                      X              7            400                  0         0
PHH CORP                                      X              6            465                  0         0
PHH CORP                                      X              5            846                  0         0
PHH CORP                                      X              6            968                  0       100
PHH CORP                                      X              8          2,955                  0         0
PHH CORP                                      X              8          4,825                  0         0
PNC FINL SVCS GROUP INC                       X              4             41                  0         0
PNC FINL SVCS GROUP INC                       X              7              0                340         0
PNC FINL SVCS GROUP INC                       X              7              0                430         0
PNC FINL SVCS GROUP INC                       X              8            480                  0         0
PNC FINL SVCS GROUP INC                       X              5            500                  0         0
PNC FINL SVCS GROUP INC                       X              8            700                  0         0
PNC FINL SVCS GROUP INC                       X              8          1,400                  0         0
PNC FINL SVCS GROUP INC                       X              8          1,500                  0         0
PNC FINL SVCS GROUP INC                       X                         1,591                  0         0
PNC FINL SVCS GROUP INC                       X              8          2,114                  0         0
PNC FINL SVCS GROUP INC                       X              8          2,330                  0         0
PNC FINL SVCS GROUP INC                       X              8          2,778                  0         0
PNC FINL SVCS GROUP INC                       X              6          1,270              2,100         0
PNC FINL SVCS GROUP INC                       X              9          3,800                  0         0
PNC FINL SVCS GROUP INC                       X              8          4,252                  0         0
PNC FINL SVCS GROUP INC                       X              8          4,303                  0         0
PNC FINL SVCS GROUP INC                       X              8          6,532                  0         0
PNC FINL SVCS GROUP INC                       X              6          8,026                  0         0
PNC FINL SVCS GROUP INC                       X              8         11,300                  0         0
PNC FINL SVCS GROUP INC                       X              5         15,089                  0         0
PNC FINL SVCS GROUP INC                       X              8         25,570                  0         0
POSCO                                         X                             0                 13         0
POSCO                                         X              7              0                 73         0
POSCO                                         X                             0                125         0
POSCO                                         X              7              0              1,500         0
POSCO                                         X              7          1,527                  0         0
POSCO                                         X              4          2,410                  0         0
POSCO                                         X              5          3,140                  0         0
POSCO                                         X              5          3,680                  0         0
POSCO                                         X              2              0                  0     7,560
POSCO                                         X              5            700                  0     9,400
POSCO                                         X              6              0                  0    13,125
POSCO                                         X              2          4,000                  0    10,400
POSCO                                         X              5         74,950                  0         0
PPG INDS INC                                  X              4             25                  0         0
PPG INDS INC                                  X              8            340                  0         0
PPG INDS INC                                  X              8            450                  0         0
PPG INDS INC                                  X              2            750                  0         0
PPG INDS INC                                  X              8          1,100                  0         0
PPG INDS INC                                  X              8          1,100                  0         0
PPG INDS INC                                  X              8          1,226                  0         0
PPG INDS INC                                  X              8          1,460                  0         0
PPG INDS INC                                  X              8          1,490                  0         0
PPG INDS INC                                  X              5          2,400                  0         0
PPG INDS INC                                  X                         2,425                  0         0
PPG INDS INC                                  X              8          2,449                  0         0
PPG INDS INC                                  X              8          2,690                  0         0
PPG INDS INC                                  X              9          2,750                  0         0
PPG INDS INC                                  X              8          2,911                  0         0
PPG INDS INC                                  X              8          3,753                  0         0
PPG INDS INC                                  X              8          6,800                  0         0
PPG INDS INC                                  X              6          2,450                  0     6,500
PPG INDS INC                                  X              6          7,978                  0     3,000
PPG INDS INC                                  X              8         15,750                  0         0
PPG INDS INC                                  X              5         19,344                  0         0
PACCAR INC                                    X              6             30                  0         0
PACCAR INC                                    X              8            900                  0         0
PACCAR INC                                    X              8            900                  0         0
PACCAR INC                                    X              8          1,262                  0         0
PACCAR INC                                    X              8          1,475                  0         0
PACCAR INC                                    X              8          1,683                  0         0
PACCAR INC                                    X              9          2,100                  0         0
PACCAR INC                                    X              5          2,300                  0         0
PACCAR INC                                    X              8          2,494                  0         0
PACCAR INC                                    X              8          2,794                  0         0
PACCAR INC                                    X              8          4,405                  0         0
PACCAR INC                                    X              8          6,900                  0         0
PACCAR INC                                    X              8         16,085                  0         0
PACIFICARE HEALTH SYS DEL                     X              9          1,000                  0         0
PACIFICARE HEALTH SYS DEL                     X              8          2,800                  0         0
PACIFICARE HEALTH SYS DEL                     X              8          7,600                  0         0
PACTIV CORP                                   X              4            300                  0         0
PACTIV CORP                                   X              7              0                356         0
PACTIV CORP                                   X              6          1,070                  0         0
PACTIV CORP                                   X              8          1,080                  0         0
PACTIV CORP                                   X              8          1,190                  0         0
PACTIV CORP                                   X              8          1,630                  0         0
PACTIV CORP                                   X              9          1,700                  0         0
PACTIV CORP                                   X              8          2,263                  0         0
PACTIV CORP                                   X              8          5,000                  0         0
PACTIV CORP                                   X              8          5,239                  0         0
PACTIV CORP                                   X              8         14,880                  0         0
PALL CORP                                     X                             0                 80         0
PALL CORP                                     X              7              0                220         0
PALL CORP                                     X              8            880                  0         0
PALL CORP                                     X              8            990                  0         0
PALL CORP                                     X              8          1,050                  0         0
PALL CORP                                     X              8          1,250                  0         0
PALL CORP                                     X              9          1,400                  0         0
PALL CORP                                     X              8          1,800                  0         0
PALL CORP                                     X              6          2,500                  0         0
PALL CORP                                     X              8          4,100                  0         0
PALL CORP                                     X              8         13,180                  0         0
PARAMETRIC TECHNOLOGY CORP                    X              8          1,550                  0         0
PARAMETRIC TECHNOLOGY CORP                    X              8          1,900                  0         0
PARAMETRIC TECHNOLOGY CORP                    X              8          2,130                  0         0
PARAMETRIC TECHNOLOGY CORP                    X              8          3,900                  0         0
PARAMETRIC TECHNOLOGY CORP                    X                         8,556                  0         0
PARKER HANNIFIN CORP                          X              6            200                  0         0
PARKER HANNIFIN CORP                          X              5            400                  0         0
PARKER HANNIFIN CORP                          X              8            700                  0         0
PARKER HANNIFIN CORP                          X              8            800                  0         0
PARKER HANNIFIN CORP                          X              8            935                  0         0
PARKER HANNIFIN CORP                          X              8          1,040                  0         0
PARKER HANNIFIN CORP                          X              8          1,214                  0         0
PARKER HANNIFIN CORP                          X              9          1,500                  0         0
PARKER HANNIFIN CORP                          X              8          1,729                  0         0
PARKER HANNIFIN CORP                          X              8          2,067                  0         0
PARKER HANNIFIN CORP                          X              8          2,487                  0         0
PARKER HANNIFIN CORP                          X              8          4,000                  0         0
PARKER HANNIFIN CORP                          X              7              0              4,750         0
PARKER HANNIFIN CORP                          X              8         12,390                  0         0
PATTERSON COMPANIES INC                       X              6            440                  0         0
PATTERSON COMPANIES INC                       X              9          1,700                  0         0
PATTERSON COMPANIES INC                       X              7              0              2,800         0
PATTERSON COMPANIES INC                       X              8          4,600                  0         0
PATTERSON COMPANIES INC                       X              8         13,440                  0         0
PATTERSON UTI ENERGY INC                      X              9          1,900                  0         0
PATTERSON UTI ENERGY INC                      X              8          5,500                  0         0
PATTERSON UTI ENERGY INC                      X              8         14,480                  0         0
PAXAR CORP                                    X              6         46,762                  0         0
PAYCHEX INC                                   X              8            800                  0         0
PAYCHEX INC                                   X              8          2,000                  0         0
PAYCHEX INC                                   X              8          2,100                  0         0
PAYCHEX INC                                   X              8          2,542                  0         0
PAYCHEX INC                                   X              8          2,990                  0         0
PAYCHEX INC                                   X              8          3,531                  0         0
PAYCHEX INC                                   X              8          5,195                  0         0
PAYCHEX INC                                   X              8          5,412                  0         0
PAYCHEX INC                                   X              9          5,500                  0         0
PAYCHEX INC                                   X              6          6,990                  0         0
PAYCHEX INC                                   X              6          7,155                  0         0
PAYCHEX INC                                   X              8          7,471                  0         0
PAYCHEX INC                                   X              8         14,900                  0         0
PAYCHEX INC                                   X              5         21,580                  0         0
PAYCHEX INC                                   X              8         35,790                  0         0
PEABODY ENERGY CORP                           X                         1,006                  0         0
PEABODY ENERGY CORP                           X              9          1,400                  0         0
PEABODY ENERGY CORP                           X              5          1,480                  0         0
PEABODY ENERGY CORP                           X                             0              1,800         0
PEABODY ENERGY CORP                           X              7          2,432                  0         0
PEABODY ENERGY CORP                           X              8          4,400                  0         0
PEABODY ENERGY CORP                           X              4          6,575                  0         0
PEABODY ENERGY CORP                           X              8         11,600                  0         0
PEABODY ENERGY CORP                           X              2         18,846                  0         0
PEABODY ENERGY CORP                           X              5         73,990                  0         0
PEABODY ENERGY CORP                           X              5        135,460                  0         0
PEERLESS SYS CORP                             X              7        140,060                  0         0
PENNEY J C INC                                X              8            320                  0         0
PENNEY J C INC                                X              8            450                  0         0
PENNEY J C INC                                X              6            708                  0         0
PENNEY J C INC                                X              7              0                770         0
PENNEY J C INC                                X              8          1,200                  0         0
PENNEY J C INC                                X              8          1,200                  0         0
PENNEY J C INC                                X              4          1,245                  0         0
PENNEY J C INC                                X              5          1,400                  0         0
PENNEY J C INC                                X              8          2,047                  0         0
PENNEY J C INC                                X              8          2,280                  0         0
PENNEY J C INC                                X              8          2,563                  0         0
PENNEY J C INC                                X              9          3,950                  0         0
PENNEY J C INC                                X              8          4,119                  0         0
PENNEY J C INC                                X              8          4,230                  0         0
PENNEY J C INC                                X              8          5,977                  0         0
PENNEY J C INC                                X              8         10,600                  0         0
PENNEY J C INC                                X              5         12,530                  0         0
PENNEY J C INC                                X              5         13,967                  0         0
PENNEY J C INC                                X              5         19,000                  0         0
PENNEY J C INC                                X              8         27,060                  0         0
PENTAIR INC                                   X              9          1,200                  0         0
PENTAIR INC                                   X                         1,725                  0         0
PENTAIR INC                                   X              8          3,300                  0         0
PENTAIR INC                                   X              8          8,700                  0         0
PEOPLES BK BRIDGEPORT CONN                    X              8          2,400                  0         0
PEOPLES BK BRIDGEPORT CONN                    X              8          6,150                  0         0
PEOPLES ENERGY CORP                           X              8            270                  0         0
PEOPLES ENERGY CORP                           X              8            300                  0         0
PEOPLES ENERGY CORP                           X              8            310                  0         0
PEOPLES ENERGY CORP                           X              8            600                  0         0
PEOPLES ENERGY CORP                           X              6            850                  0         0
PEOPLES ENERGY CORP                           X              5        175,000                  0         0
PEPCO HOLDINGS INC                            X              9          2,200                  0         0
PEPCO HOLDINGS INC                            X              8          4,100                  0         0
PEPCO HOLDINGS INC                            X              8          6,200                  0         0
PEPCO HOLDINGS INC                            X              8         16,960                  0         0
PEPSI BOTTLING GROUP INC                      X              8          1,441                  0         0
PEPSI BOTTLING GROUP INC                      X              8          1,596                  0         0
PEPSI BOTTLING GROUP INC                      X              8          1,660                  0         0
PEPSI BOTTLING GROUP INC                      X              9          2,300                  0         0
PEPSI BOTTLING GROUP INC                      X              8          3,048                  0         0
PEPSI BOTTLING GROUP INC                      X              8          6,300                  0         0
PEPSI BOTTLING GROUP INC                      X              8          7,102                  0         0
PEPSI BOTTLING GROUP INC                      X              8         18,930                  0         0
PEPSICO INC                                   X                             0                 40         0
PEPSICO INC                                   X              7              0                200         0
PEPSICO INC                                   X              5            500                  0         0
PEPSICO INC                                   X              8            800                  0         0
PEPSICO INC                                   X              2            955                  0         0
PEPSICO INC                                   X              8          1,200                  0         0
PEPSICO INC                                   X              8          1,550                  0         0
PEPSICO INC                                   X              7              0              1,590         0
PEPSICO INC                                   X              8          1,800                  0         0
PEPSICO INC                                   X              8          3,300                  0         0
PEPSICO INC                                   X              7          3,444                  0         0
PEPSICO INC                                   X              5          3,800                  0         0
PEPSICO INC                                   X              5          4,299                  0         0
PEPSICO INC                                   X              8          4,650                  0         0
PEPSICO INC                                   X              8          4,953                  0         0
PEPSICO INC                                   X              8          5,060                  0         0
PEPSICO INC                                   X                         6,000                  0         0
PEPSICO INC                                   X              8          6,310                  0         0
PEPSICO INC                                   X              5          6,550                  0         0
PEPSICO INC                                   X              7              0              9,520         0
PEPSICO INC                                   X              4          9,960                  0         0
PEPSICO INC                                   X              8         10,860                  0         0
PEPSICO INC                                   X              8         12,004                  0         0
PEPSICO INC                                   X                        13,791                  0         0
PEPSICO INC                                   X              8         14,110                  0         0
PEPSICO INC                                   X              8         15,850                  0         0
PEPSICO INC                                   X              9         19,550                  0         0
PEPSICO INC                                   X              5         20,305                  0         0
PEPSICO INC                                   X              8         21,851                  0         0
PEPSICO INC                                   X              8         24,508                  0         0
PEPSICO INC                                   X              8         25,271                  0         0
PEPSICO INC                                   X              4         30,115                  0         0
PEPSICO INC                                   X              8         38,515                  0         0
PEPSICO INC                                   X              5         47,762                  0         0
PEPSICO INC                                   X              8         61,500                  0         0
PEPSICO INC                                   X              5         76,570                  0         0
PEPSICO INC                                   X              5        119,890                  0         0
PEPSICO INC                                   X              8        160,470                  0         0
PEPSICO INC                                   X              6        157,559             37,536    54,400
PEPSICO INC                                   X              6        415,931                  0    15,600
PETSMART INC                                  X              4          1,250                  0         0
PETSMART INC                                  X              9          1,800                  0         0
PETSMART INC                                  X              7          3,209                  0         0
PETSMART INC                                  X              8          4,800                  0         0
PETSMART INC                                  X              5              0                  0    16,200
PETSMART INC                                  X              8         16,600                  0         0
PFIZER INC                                    X              3             90                  0         0
PFIZER INC                                    X              8          2,900                  0         0
PFIZER INC                                    X              7          3,275                  0         0
PFIZER INC                                    X              8          4,900                  0         0
PFIZER INC                                    X              7              0              4,913         0
PFIZER INC                                    X              8          5,200                  0         0
PFIZER INC                                    X              8          6,800                  0         0
PFIZER INC                                    X              8          7,100                  0         0
PFIZER INC                                    X              8         21,200                  0         0
PFIZER INC                                    X                        18,948              2,520         0
PFIZER INC                                    X              8         21,932                  0         0
PFIZER INC                                    X              8         22,100                  0         0
PFIZER INC                                    X              8         22,450                  0         0
PFIZER INC                                    X                        29,145                  0         0
PFIZER INC                                    X              8         31,517                  0         0
PFIZER INC                                    X              2         33,255                  0         0
PFIZER INC                                    X                        35,800                  0         0
PFIZER INC                                    X              8         38,130                  0         0
PFIZER INC                                    X              8         43,050                  0         0
PFIZER INC                                    X              8         53,356                  0         0
PFIZER INC                                    X              8         62,750                  0         0
PFIZER INC                                    X              5         63,870                  0         0
PFIZER INC                                    X              4         63,986                  0         0
PFIZER INC                                    X              4         69,867                  0         0
PFIZER INC                                    X              8         70,612                  0         0
PFIZER INC                                    X                        74,200                  0         0
PFIZER INC                                    X                        82,620                  0         0
PFIZER INC                                    X              7              0             85,716         0
PFIZER INC                                    X              9         87,050                  0         0
PFIZER INC                                    X              8         98,093                  0         0
PFIZER INC                                    X              8        110,627                  0         0
PFIZER INC                                    X              8        112,376                  0         0
PFIZER INC                                    X              5        112,651                  0         0
PFIZER INC                                    X              5        138,775                  0         0
PFIZER INC                                    X              8        162,968                  0         0
PFIZER INC                                    X              7        188,886                  0         0
PFIZER INC                                    X              5        218,359                  0         0
PFIZER INC                                    X              8        272,800                  0         0
PFIZER INC                                    X              5        414,195                  0         0
PFIZER INC                                    X              5        452,725                  0         0
PFIZER INC                                    X              6        443,776             22,288    66,195
PFIZER INC                                    X              5        600,884                  0         0
PFIZER INC                                    X              8        716,040                  0         0
PFIZER INC                                    X              5        594,384                  0   135,673
PFIZER INC                                    X              6        723,285                  0    39,145
PFIZER INC                                    X              5        845,856                  0    51,435
PHARMACEUTICAL PROD DEV INC                   X              5         14,000                  0         0
PHELPS DODGE CORP                             X              6              0                  0       200
PHELPS DODGE CORP                             X              8            200                  0         0
PHELPS DODGE CORP                             X              2            400                  0         0
PHELPS DODGE CORP                             X              8            400                  0         0
PHELPS DODGE CORP                             X              8            400                  0         0
PHELPS DODGE CORP                             X              8            764                  0         0
PHELPS DODGE CORP                             X              5            800                  0         0
PHELPS DODGE CORP                             X              8            840                  0         0
PHELPS DODGE CORP                             X              8            867                  0         0
PHELPS DODGE CORP                             X              9          1,350                  0         0
PHELPS DODGE CORP                             X              8          1,476                  0         0
PHELPS DODGE CORP                             X              5          1,500                  0         0
PHELPS DODGE CORP                             X                         1,846                  0         0
PHELPS DODGE CORP                             X              8          2,167                  0         0
PHELPS DODGE CORP                             X              8          3,012                  0         0
PHELPS DODGE CORP                             X              8          4,000                  0         0
PHELPS DODGE CORP                             X              6          5,785                  0         0
PHELPS DODGE CORP                             X              4          7,125                  0         0
PHELPS DODGE CORP                             X              8          8,600                  0         0
PHELPS DODGE CORP                             X              5         30,344                  0         0
PHILIPPINE LONG DISTANCE TEL                  X              7            200                  0         0
PHILIPPINE LONG DISTANCE TEL                  X              7              0                280         0
PHILIPPINE LONG DISTANCE TEL                  X              5              0                  0     1,400
PHILIPPINE LONG DISTANCE TEL                  X              7              0              6,300         0
PHILIPPINE LONG DISTANCE TEL                  X              5         41,731                  0         0
PHILIPPINE LONG DISTANCE TEL                  X              5              0                  0    43,700
PIMCO HIGH INCOME FD                          X              4         25,000                  0         0
PINNACLE WEST CAP CORP                        X              8            670                  0         0
PINNACLE WEST CAP CORP                        X              8            720                  0         0
PINNACLE WEST CAP CORP                        X              8            830                  0         0
PINNACLE WEST CAP CORP                        X              6          1,000                  0         0
PINNACLE WEST CAP CORP                        X              9          1,000                  0         0
PINNACLE WEST CAP CORP                        X              8          1,300                  0         0
PINNACLE WEST CAP CORP                        X              8          4,600                  0         0
PINNACLE WEST CAP CORP                        X              8          7,930                  0         0
PIONEER NAT RES CO                            X              4            250                  0         0
PIONEER NAT RES CO                            X              9          1,800                  0         0
PIONEER NAT RES CO                            X              8          4,800                  0         0
PIONEER NAT RES CO                            X              8         16,860                  0         0
PIONEER NAT RES CO                            X              5         21,950                  0         0
PIONEER NAT RES CO                            X              5         66,560                  0         0
PITNEY BOWES INC                              X              4             50                  0         0
PITNEY BOWES INC                              X              8            500                  0         0
PITNEY BOWES INC                              X              8            700                  0         0
PITNEY BOWES INC                              X              8          1,500                  0         0
PITNEY BOWES INC                              X              6          1,600                  0         0
PITNEY BOWES INC                              X              8          1,600                  0         0
PITNEY BOWES INC                              X              8          1,800                  0         0
PITNEY BOWES INC                              X              8          1,813                  0         0
PITNEY BOWES INC                              X              8          2,030                  0         0
PITNEY BOWES INC                              X              8          2,081                  0         0
PITNEY BOWES INC                              X              9          2,800                  0         0
PITNEY BOWES INC                              X              8          3,251                  0         0
PITNEY BOWES INC                              X              5          3,700                  0         0
PITNEY BOWES INC                              X              8          4,370                  0         0
PITNEY BOWES INC                              X              8          6,717                  0         0
PITNEY BOWES INC                              X              8          9,400                  0         0
PITNEY BOWES INC                              X              8         21,930                  0         0
PITNEY BOWES INC                              X              5         23,108                  0         0
PITNEY BOWES INC                              X              6            200                  0    28,565
PIXAR                                         X              7              0                754         0
PIXAR                                         X              5          1,240                  0         0
PIXAR                                         X              8          1,400                  0         0
PIXAR                                         X              8          3,560                  0         0
PLACER DOME INC                               X              4          1,000                  0         0
PLACER DOME INC                               X              5          2,000                  0         0
PLACER DOME INC                               X              5          2,600                  0         0
PLACER DOME INC                               X              6          3,000                  0         0
PLACER DOME INC                               X              5          3,200                  0         0
PLACER DOME INC                               X              6          7,810                  0         0
PLACER DOME INC                               X              7          9,600                  0         0
PLACER DOME INC                               X              4        136,335                  0         0
PLUM CREEK TIMBER CO INC                      X              7             95                  0         0
PLUM CREEK TIMBER CO INC                      X              8            800                  0         0
PLUM CREEK TIMBER CO INC                      X              8          1,328                  0         0
PLUM CREEK TIMBER CO INC                      X              8          1,550                  0         0
PLUM CREEK TIMBER CO INC                      X              8          1,651                  0         0
PLUM CREEK TIMBER CO INC                      X                         1,690                  0         0
PLUM CREEK TIMBER CO INC                      X              6          2,000                  0         0
PLUM CREEK TIMBER CO INC                      X              9          2,200                  0         0
PLUM CREEK TIMBER CO INC                      X              6          1,422                822         0
PLUM CREEK TIMBER CO INC                      X              8          2,300                  0         0
PLUM CREEK TIMBER CO INC                      X              5          2,300                  0         0
PLUM CREEK TIMBER CO INC                      X              8          2,400                  0         0
PLUM CREEK TIMBER CO INC                      X              8          2,588                  0         0
PLUM CREEK TIMBER CO INC                      X              8          5,060                  0         0
PLUM CREEK TIMBER CO INC                      X              8          6,892                  0         0
PLUM CREEK TIMBER CO INC                      X              8         13,680                  0         0
PLUM CREEK TIMBER CO INC                      X              8         18,340                  0         0
PLUM CREEK TIMBER CO INC                      X              5         50,638                  0         0
POGO PRODUCING CO                             X              9            700                  0         0
POGO PRODUCING CO                             X              8          2,100                  0         0
POGO PRODUCING CO                             X              8          6,420                  0         0
POPULAR INC                                   X              9          3,200                  0         0
POPULAR INC                                   X              8          8,800                  0         0
POPULAR INC                                   X              8         23,360                  0         0
PORTUGAL TELECOM SGPS S A                     X                             0                700         0
PORTUGAL TELECOM SGPS S A                     X              7          1,060                  0         0
PORTUGAL TELECOM SGPS S A                     X              4          3,799                  0         0
PORTUGAL TELECOM SGPS S A                     X              7              0             10,025         0
PRECISION CASTPARTS CORP                      X              9            700                  0         0
PRECISION CASTPARTS CORP                      X              8          2,200                  0         0
PRECISION CASTPARTS CORP                      X              8          5,700                  0         0
PRIMEWEST ENERGY TR                           X              5          1,000                  0         0
PRIMEWEST ENERGY TR                           X              4         31,252                  0         0
PROCTER & GAMBLE CO                           X              3             93                  0         0
PROCTER & GAMBLE CO                           X              2            200                  0         0
PROCTER & GAMBLE CO                           X              8          1,030                  0         0
PROCTER & GAMBLE CO                           X              8          1,300                  0         0
PROCTER & GAMBLE CO                           X              8          1,400                  0         0
PROCTER & GAMBLE CO                           X              7              0              1,540         0
PROCTER & GAMBLE CO                           X              8          1,800                  0         0
PROCTER & GAMBLE CO                           X              8          2,350                  0         0
PROCTER & GAMBLE CO                           X              7              0              5,800         0
PROCTER & GAMBLE CO                           X              5          5,960                  0         0
PROCTER & GAMBLE CO                           X              8          7,000                  0         0
PROCTER & GAMBLE CO                           X              8          7,334                  0         0
PROCTER & GAMBLE CO                           X              8          7,630                  0         0
PROCTER & GAMBLE CO                           X              8          8,340                  0         0
PROCTER & GAMBLE CO                           X                         8,700                  0         0
PROCTER & GAMBLE CO                           X              4          9,788                  0         0
PROCTER & GAMBLE CO                           X              8         10,777                  0         0
PROCTER & GAMBLE CO                           X              8         10,900                  0         0
PROCTER & GAMBLE CO                           X              7         11,125                  0         0
PROCTER & GAMBLE CO                           X              4         13,300                  0         0
PROCTER & GAMBLE CO                           X              8         16,140                  0         0
PROCTER & GAMBLE CO                           X              8         17,748                  0         0
PROCTER & GAMBLE CO                           X              8         20,870                  0         0
PROCTER & GAMBLE CO                           X              8         23,572                  0         0
PROCTER & GAMBLE CO                           X                        25,893                  0         0
PROCTER & GAMBLE CO                           X              9         29,350                  0         0
PROCTER & GAMBLE CO                           X              5         29,785                  0         0
PROCTER & GAMBLE CO                           X              5         32,183                  0         0
PROCTER & GAMBLE CO                           X              8         32,764                  0         0
PROCTER & GAMBLE CO                           X              8         37,104                  0         0
PROCTER & GAMBLE CO                           X              8         37,332                  0         0
PROCTER & GAMBLE CO                           X              8         55,335                  0         0
PROCTER & GAMBLE CO                           X              5         59,358                  0       300
PROCTER & GAMBLE CO                           X              5         73,970                  0         0
PROCTER & GAMBLE CO                           X              8         89,400                  0         0
PROCTER & GAMBLE CO                           X              5        137,549                  0         0
PROCTER & GAMBLE CO                           X              5        153,076                  0         0
PROCTER & GAMBLE CO                           X              6        112,295             27,550    14,050
PROCTER & GAMBLE CO                           X              5        152,704                  0    12,225
PROCTER & GAMBLE CO                           X              6        189,257                  0    22,829
PROCTER & GAMBLE CO                           X              8        239,360                  0         0
PROGRESS ENERGY INC                           X                             0                140         0
PROGRESS ENERGY INC                           X              7            595                  0         0
PROGRESS ENERGY INC                           X              6            757                  0         0
PROGRESS ENERGY INC                           X              6            900                  0         0
PROGRESS ENERGY INC                           X              8          1,600                  0         0
PROGRESS ENERGY INC                           X              8          1,700                  0         0
PROGRESS ENERGY INC                           X              8          1,703                  0         0
PROGRESS ENERGY INC                           X              8          1,732                  0         0
PROGRESS ENERGY INC                           X              8          2,150                  0         0
PROGRESS ENERGY INC                           X              8          2,496                  0         0
PROGRESS ENERGY INC                           X              8          3,540                  0         0
PROGRESS ENERGY INC                           X              8          3,910                  0         0
PROGRESS ENERGY INC                           X              9          3,950                  0         0
PROGRESS ENERGY INC                           X              8          6,290                  0         0
PROGRESS ENERGY INC                           X              8         10,000                  0         0
PROGRESS ENERGY INC                           X              8         22,150                  0         0
PROGRESSIVE CORP OHIO                         X              8            200                  0         0
PROGRESSIVE CORP OHIO                         X              8            200                  0         0
PROGRESSIVE CORP OHIO                         X              8            220                  0         0
PROGRESSIVE CORP OHIO                         X              8            700                  0         0
PROGRESSIVE CORP OHIO                         X              8            820                  0         0
PROGRESSIVE CORP OHIO                         X              8          1,300                  0         0
PROGRESSIVE CORP OHIO                         X              8          1,460                  0         0
PROGRESSIVE CORP OHIO                         X              7              0              1,672         0
PROGRESSIVE CORP OHIO                         X              8          1,680                  0         0
PROGRESSIVE CORP OHIO                         X              8          1,909                  0         0
PROGRESSIVE CORP OHIO                         X              5          2,100                  0         0
PROGRESSIVE CORP OHIO                         X              9          2,300                  0         0
PROGRESSIVE CORP OHIO                         X              8          2,930                  0         0
PROGRESSIVE CORP OHIO                         X              5          3,005                  0         0
PROGRESSIVE CORP OHIO                         X              8          3,280                  0         0
PROGRESSIVE CORP OHIO                         X              8          4,770                  0         0
PROGRESSIVE CORP OHIO                         X              8          7,000                  0         0
PROGRESSIVE CORP OHIO                         X              8         13,600                  0         0
PROGRESSIVE CORP OHIO                         X              8         20,070                  0         0
PROLOGIS                                      X              8            700                  0         0
PROLOGIS                                      X              8          1,300                  0         0
PROLOGIS                                      X              8          1,440                  0         0
PROLOGIS                                      X              8          1,900                  0         0
PROLOGIS                                      X              8          2,640                  0         0
PROLOGIS                                      X              8          2,700                  0         0
PROLOGIS                                      X              8         15,980                  0         0
PROTECTIVE LIFE CORP                          X              9            800                  0         0
PROTECTIVE LIFE CORP                          X              8          2,300                  0         0
PROTECTIVE LIFE CORP                          X              8          6,000                  0         0
PRUDENTIAL FINL INC                           X              7              0                205         0
PRUDENTIAL FINL INC                           X              8            400                  0         0
PRUDENTIAL FINL INC                           X              5            400                  0         0
PRUDENTIAL FINL INC                           X              8            450                  0         0
PRUDENTIAL FINL INC                           X              7              0              1,130         0
PRUDENTIAL FINL INC                           X              4          1,415                  0         0
PRUDENTIAL FINL INC                           X              8          1,500                  0         0
PRUDENTIAL FINL INC                           X              8          1,540                  0         0
PRUDENTIAL FINL INC                           X              8          3,631                  0         0
PRUDENTIAL FINL INC                           X              8          4,310                  0         0
PRUDENTIAL FINL INC                           X              7          4,700                  0         0
PRUDENTIAL FINL INC                           X              8          4,941                  0         0
PRUDENTIAL FINL INC                           X              9          6,150                  0         0
PRUDENTIAL FINL INC                           X              8          7,829                  0         0
PRUDENTIAL FINL INC                           X              8          8,257                  0         0
PRUDENTIAL FINL INC                           X              8          8,355                  0         0
PRUDENTIAL FINL INC                           X              8          9,000                  0         0
PRUDENTIAL FINL INC                           X              5          9,960                  0         0
PRUDENTIAL FINL INC                           X              8         10,706                  0         0
PRUDENTIAL FINL INC                           X              8         12,149                  0         0
PRUDENTIAL FINL INC                           X              8         19,100                  0         0
PRUDENTIAL FINL INC                           X              8         48,100                  0         0
PRUDENTIAL FINL INC                           X              5         58,310                  0     5,000
PUBLIC SVC ENTERPRISE GROUP                   X              8            500                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              6              0                  0       525
PUBLIC SVC ENTERPRISE GROUP                   X              8          1,200                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              8          1,300                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              8          1,711                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              8          2,080                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              8          2,312                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              9          3,450                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              8          3,566                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              8          4,043                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              8          6,203                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              8          9,400                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              8         21,900                  0         0
PUBLIC SVC ENTERPRISE GROUP                   X              5        250,000                  0         0
PUGET ENERGY INC NEW                          X              8          3,300                  0         0
PUGET ENERGY INC NEW                          X              8          8,480                  0         0
PULTE HOMES INC                               X              8            300                  0         0
PULTE HOMES INC                               X              8            700                  0         0
PULTE HOMES INC                               X              8            700                  0         0
PULTE HOMES INC                               X              5            700                  0         0
PULTE HOMES INC                               X              8            910                  0         0
PULTE HOMES INC                               X              8          1,000                  0         0
PULTE HOMES INC                               X              7              0              1,000         0
PULTE HOMES INC                               X              8          1,070                  0         0
PULTE HOMES INC                               X              8          1,600                  0         0
PULTE HOMES INC                               X              9          1,600                  0         0
PULTE HOMES INC                               X              8          1,849                  0         0
PULTE HOMES INC                               X              6          2,700                  0         0
PULTE HOMES INC                               X              8          3,551                  0         0
PULTE HOMES INC                               X              8          5,200                  0         0
PULTE HOMES INC                               X              8         11,170                  0         0
PULTE HOMES INC                               X              5         21,832                  0         0
QLOGIC CORP                                   X              8            637                  0         0
QLOGIC CORP                                   X              8            730                  0         0
QLOGIC CORP                                   X              8          1,000                  0         0
QLOGIC CORP                                   X              9          1,100                  0         0
QLOGIC CORP                                   X              8          1,400                  0         0
QLOGIC CORP                                   X              8          1,500                  0         0
QLOGIC CORP                                   X              8          1,619                  0         0
QLOGIC CORP                                   X              5          2,200                  0         0
QLOGIC CORP                                   X              7          3,000                  0         0
QLOGIC CORP                                   X              8          3,100                  0         0
QLOGIC CORP                                   X              8          9,440                  0         0
QUALCOMM INC                                  X              8            700                  0         0
QUALCOMM INC                                  X              8          1,200                  0         0
QUALCOMM INC                                  X              7              0              1,358         0
QUALCOMM INC                                  X              8          1,550                  0         0
QUALCOMM INC                                  X              4          1,560                  0         0
QUALCOMM INC                                  X              8          1,600                  0         0
QUALCOMM INC                                  X              8          1,800                  0         0
QUALCOMM INC                                  X              7              0              2,183         0
QUALCOMM INC                                  X              8          4,300                  0         0
QUALCOMM INC                                  X              8          4,710                  0         0
QUALCOMM INC                                  X              8          4,827                  0         0
QUALCOMM INC                                  X              7              0              4,900         0
QUALCOMM INC                                  X              8          5,460                  0         0
QUALCOMM INC                                  X              7          5,590                  0         0
QUALCOMM INC                                  X              5          7,800                  0         0
QUALCOMM INC                                  X              6         10,500                  0       160
QUALCOMM INC                                  X              8         11,330                  0         0
QUALCOMM INC                                  X              8         11,700                  0         0
QUALCOMM INC                                  X              8         13,780                  0         0
QUALCOMM INC                                  X              8         15,446                  0         0
QUALCOMM INC                                  X                        15,912                  0         0
QUALCOMM INC                                  X              9         18,750                  0         0
QUALCOMM INC                                  X              5         14,668                  0     5,700
QUALCOMM INC                                  X              8         21,322                  0         0
QUALCOMM INC                                  X              8         24,568                  0         0
QUALCOMM INC                                  X              8         25,088                  0         0
QUALCOMM INC                                  X              5         31,595                  0     1,060
QUALCOMM INC                                  X              6            510                  0    32,611
QUALCOMM INC                                  X              8         38,411                  0         0
QUALCOMM INC                                  X              8         59,100                  0         0
QUALCOMM INC                                  X              8        156,910                  0         0
QUEBECOR WORLD INC                            X              7              0                585         0
QUEBECOR WORLD INC                            X              4         53,989                  0         0
QUESTAR CORP                                  X              7             29                  0         0
QUESTAR CORP                                  X                           776                  0         0
QUESTAR CORP                                  X              9          1,000                  0         0
QUESTAR CORP                                  X              8          1,600                  0         0
QUESTAR CORP                                  X              8          2,800                  0         0
QUESTAR CORP                                  X              8          7,620                  0         0
QWEST COMMUNICATIONS INTL IN                  X              5            250                  0       107
QWEST COMMUNICATIONS INTL IN                  X              7            500                  0         0
QWEST COMMUNICATIONS INTL IN                  X              6            675                  0         0
QWEST COMMUNICATIONS INTL IN                  X              5            709                  0         0
QWEST COMMUNICATIONS INTL IN                  X              5          3,000                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8          3,700                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8          7,800                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8          8,100                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8         11,543                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8         14,360                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8         17,106                  0         0
QWEST COMMUNICATIONS INTL IN                  X              9         21,700                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8         23,656                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8         25,930                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8         45,455                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8         60,600                  0         0
QWEST COMMUNICATIONS INTL IN                  X              5        101,418                  0         0
QWEST COMMUNICATIONS INTL IN                  X              8        191,010                  0         0
RF MICRODEVICES INC                           X              4          2,000                  0         0
RF MICRODEVICES INC                           X              5          4,433                  0         0
RF MICRODEVICES INC                           X              7          4,500                  0         0
RF MICRODEVICES INC                           X              5         10,000                  0         0
RADIAN GROUP INC                              X                             0                100         0
RADIAN GROUP INC                              X              7              0                900         0
RADIAN GROUP INC                              X              9          1,100                  0         0
RADIAN GROUP INC                              X              8          1,500                  0         0
RADIAN GROUP INC                              X              8          3,200                  0         0
RADIAN GROUP INC                              X              8          8,480                  0         0
RADIAN GROUP INC                              X              6              0                  0    27,632
RADIOSHACK CORP                               X              7              0                480         0
RADIOSHACK CORP                               X              8          1,168                  0         0
RADIOSHACK CORP                               X              8          1,260                  0         0
RADIOSHACK CORP                               X              8          1,679                  0         0
RADIOSHACK CORP                               X              9          1,900                  0         0
RADIOSHACK CORP                               X              8          2,359                  0         0
RADIOSHACK CORP                               X              8          2,405                  0         0
RADIOSHACK CORP                               X              8          5,206                  0         0
RADIOSHACK CORP                               X              8          5,300                  0         0
RADIOSHACK CORP                               X              4         13,550                  0         0
RADIOSHACK CORP                               X              8         17,090                  0         0
RAMBUS INC DEL                                X              5              0                  0    20,000
RAMBUS INC DEL                                X              7         20,000                  0         0
RAMBUS INC DEL                                X              5        133,700                  0         0
RAND CAP CORP                                 X              6              0                  0   249,207
RANDGOLD RES LTD                              X              5         10,000                  0         0
RAYTHEON CO                                   X                             0                 90         0
RAYTHEON CO                                   X              7              0                220         0
RAYTHEON CO                                   X              5              0                  0       250
RAYTHEON CO                                   X              4            300                  0         0
RAYTHEON CO                                   X              8            460                  0         0
RAYTHEON CO                                   X              8            500                  0         0
RAYTHEON CO                                   X              8          1,450                  0         0
RAYTHEON CO                                   X              8          1,540                  0         0
RAYTHEON CO                                   X              7          2,000                  0         0
RAYTHEON CO                                   X              8          3,398                  0         0
RAYTHEON CO                                   X              8          3,670                  0         0
RAYTHEON CO                                   X              8          4,378                  0         0
RAYTHEON CO                                   X              9          5,050                  0         0
RAYTHEON CO                                   X              5          5,320                  0         0
RAYTHEON CO                                   X              7          6,600                  0         0
RAYTHEON CO                                   X              8          6,705                  0         0
RAYTHEON CO                                   X              8          6,833                  0         0
RAYTHEON CO                                   X              8         11,548                  0         0
RAYTHEON CO                                   X              8         15,700                  0         0
RAYTHEON CO                                   X              6         26,012              1,713       200
RAYTHEON CO                                   X              8         41,660                  0         0
RAYTHEON CO                                   X              6        275,166                  0    32,404
RED HAT INC                                   X              7          2,000                  0         0
RED HAT INC                                   X              5          2,230                  0         0
RED HAT INC                                   X              5         14,000                  0         0
RED HAT INC                                   X              5         13,000                  0     1,045
REEBOK INTL LTD                               X              8            350                  0         0
REEBOK INTL LTD                               X              8            410                  0         0
REEBOK INTL LTD                               X              8            470                  0         0
REEBOK INTL LTD                               X              8            800                  0         0
REEBOK INTL LTD                               X              4          1,150                  0         0
REEBOK INTL LTD                               X              8          1,255                  0         0
REEBOK INTL LTD                               X              8          9,084                  0         0
REEBOK INTL LTD                               X              9         11,000                  0         0
REEBOK INTL LTD                               X              8         14,580                  0         0
REEBOK INTL LTD                               X              8         16,275                  0         0
REGENCY CTRS CORP                             X              8          5,400                  0         0
REGIS CORP MINN                               X              4            100                  0         0
REGIS CORP MINN                               X              5              0                  0     7,300
RENAL CARE GROUP INC                          X              9         37,100                  0         0
RENAL CARE GROUP INC                          X              9         57,300                  0         0
REPUBLIC SVCS INC                             X              9          1,900                  0         0
REPUBLIC SVCS INC                             X              8          2,000                  0         0
REPUBLIC SVCS INC                             X              8          5,100                  0         0
REPUBLIC SVCS INC                             X              8         17,520                  0         0
RESEARCH IN MOTION LTD                        X              5              0                  0       145
RESEARCH IN MOTION LTD                        X              7              0                158         0
RESEARCH IN MOTION LTD                        X              4          1,275                  0         0
RESEARCH IN MOTION LTD                        X                         2,600                  0         0
RESEARCH IN MOTION LTD                        X              5         23,600                  0         0
RESEARCH IN MOTION LTD                        X              5         26,620                  0         0
RESPIRONICS INC                               X                         9,000                  0         0
REVLON INC                                    X              5         20,500                  0         0
REYNOLDS AMERICAN INC                         X                             0                 75         0
REYNOLDS AMERICAN INC                         X              6            100                  0         0
REYNOLDS AMERICAN INC                         X              5            133                  0         0
REYNOLDS AMERICAN INC                         X              8            830                  0         0
REYNOLDS AMERICAN INC                         X              7            846                  0         0
REYNOLDS AMERICAN INC                         X              8            970                  0         0
REYNOLDS AMERICAN INC                         X              8            990                  0         0
REYNOLDS AMERICAN INC                         X              9          1,700                  0         0
REYNOLDS AMERICAN INC                         X              8          1,750                  0         0
REYNOLDS AMERICAN INC                         X              5          2,000                  0         0
REYNOLDS AMERICAN INC                         X              8          2,800                  0         0
REYNOLDS AMERICAN INC                         X              8          3,700                  0         0
REYNOLDS AMERICAN INC                         X              8         10,360                  0         0
RIO TINTO PLC                                 X                             0                 81         0
RIO TINTO PLC                                 X              5              0                  0     2,980
RIO TINTO PLC                                 X              6              0                  0    10,153
RITCHIE BROS AUCTIONEERS                      X              4            200                  0         0
RITCHIE BROS AUCTIONEERS                      X              4         35,700                  0         0
RITE AID CORP                                 X              5            700                  0         0
RITE AID CORP                                 X              4          8,500                  0         0
RITE AID CORP                                 X              7         10,000                  0         0
ROBERT HALF INTL INC                          X              6              0                  0       112
ROBERT HALF INTL INC                          X              8          1,220                  0         0
ROBERT HALF INTL INC                          X              8          1,360                  0         0
ROBERT HALF INTL INC                          X              8          1,698                  0         0
ROBERT HALF INTL INC                          X              9          2,100                  0         0
ROBERT HALF INTL INC                          X              8          2,500                  0         0
ROBERT HALF INTL INC                          X                         3,804                  0         0
ROBERT HALF INTL INC                          X              8          5,700                  0         0
ROBERT HALF INTL INC                          X              8         18,380                  0         0
ROCKWELL AUTOMATION INC                       X              6              0                  0        86
ROCKWELL AUTOMATION INC                       X              8            270                  0         0
ROCKWELL AUTOMATION INC                       X              8            400                  0         0
ROCKWELL AUTOMATION INC                       X              8            900                  0         0
ROCKWELL AUTOMATION INC                       X              8          1,000                  0         0
ROCKWELL AUTOMATION INC                       X              6          1,142                  0         0
ROCKWELL AUTOMATION INC                       X              8          1,310                  0         0
ROCKWELL AUTOMATION INC                       X              8          1,320                  0         0
ROCKWELL AUTOMATION INC                       X              8          1,560                  0         0
ROCKWELL AUTOMATION INC                       X              8          1,560                  0         0
ROCKWELL AUTOMATION INC                       X              9          2,200                  0         0
ROCKWELL AUTOMATION INC                       X              8          2,631                  0         0
ROCKWELL AUTOMATION INC                       X              8          3,489                  0         0
ROCKWELL AUTOMATION INC                       X              8          6,200                  0         0
ROCKWELL AUTOMATION INC                       X              8         16,810                  0         0
ROCKWELL AUTOMATION INC                       X              5         13,930                  0     7,170
ROCKWELL COLLINS INC                          X              6            692                  0         0
ROCKWELL COLLINS INC                          X              8          1,233                  0         0
ROCKWELL COLLINS INC                          X              8          1,500                  0         0
ROCKWELL COLLINS INC                          X              8          1,607                  0         0
ROCKWELL COLLINS INC                          X              9          2,200                  0         0
ROCKWELL COLLINS INC                          X              8          2,475                  0         0
ROCKWELL COLLINS INC                          X              8          2,923                  0         0
ROCKWELL COLLINS INC                          X              8          4,149                  0         0
ROCKWELL COLLINS INC                          X              8          7,400                  0         0
ROCKWELL COLLINS INC                          X              5         12,415                  0         0
ROCKWELL COLLINS INC                          X              8         18,350                  0         0
ROFIN SINAR TECHNOLOGIES INC                  X              5         59,735                  0         0
ROGERS COMMUNICATIONS INC                     X              4         29,635                  0         0
ROHM & HAAS CO                                X              7            130                  0         0
ROHM & HAAS CO                                X              7              0                280         0
ROHM & HAAS CO                                X              6          1,050                  0         0
ROHM & HAAS CO                                X              8          1,277                  0         0
ROHM & HAAS CO                                X              8          1,680                  0         0
ROHM & HAAS CO                                X              8          1,700                  0         0
ROHM & HAAS CO                                X              8          1,703                  0         0
ROHM & HAAS CO                                X              9          2,000                  0         0
ROHM & HAAS CO                                X              8          2,304                  0         0
ROHM & HAAS CO                                X                         2,433                  0         0
ROHM & HAAS CO                                X              8          3,161                  0         0
ROHM & HAAS CO                                X              8          4,713                  0         0
ROHM & HAAS CO                                X              8          5,600                  0         0
ROHM & HAAS CO                                X              8         16,170                  0         0
ROHM & HAAS CO                                X              5         26,091                  0         0
ROSS STORES INC                               X              7              0                365         0
ROSS STORES INC                               X              9          1,800                  0         0
ROSS STORES INC                               X              8          4,900                  0         0
ROSS STORES INC                               X              8         15,770                  0         0
ROSTELECOM OPEN JT STK LNG D                  X              5              0                  0    26,000
ROSTELECOM OPEN JT STK LNG D                  X              5         50,000                  0         0
ROWAN COS INC                                 X              4             45                  0         0
ROWAN COS INC                                 X              8            750                  0         0
ROWAN COS INC                                 X              8            840                  0         0
ROWAN COS INC                                 X              8            900                  0         0
ROWAN COS INC                                 X              5          1,100                  0         0
ROWAN COS INC                                 X              9          1,200                  0         0
ROWAN COS INC                                 X              8          1,600                  0         0
ROWAN COS INC                                 X              8          3,500                  0         0
ROWAN COS INC                                 X              6          3,800                  0         0
ROWAN COS INC                                 X              8          9,300                  0         0
ROYAL BK CDA MONTREAL QUE                     X              4            550                  0         0
ROYAL BK CDA MONTREAL QUE                     X              5          2,000                  0         0
ROYAL BK CDA MONTREAL QUE                     X              7         32,500                  0         0
ROYAL BK CDA MONTREAL QUE                     X              4        182,077                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X                        10,000                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X              5              0                  0    12,750
ROYAL BK SCOTLAND GROUP PLC                   X              4            300                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X                        10,000                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X              4            700                  0         0
ROYAL BK SCOTLAND GROUP PLC                   X              5              0                  0    40,199
ROYAL DUTCH PETE CO                           X                             0                176         0
ROYAL DUTCH PETE CO                           X              5            320                  0         0
ROYAL DUTCH PETE CO                           X              7              0                350         0
ROYAL DUTCH PETE CO                           X              7            500                  0         0
ROYAL DUTCH PETE CO                           X              5          1,900                  0         0
ROYAL DUTCH PETE CO                           X              4          4,365                  0         0
ROYAL DUTCH PETE CO                           X              7          7,130                  0         0
ROYAL DUTCH PETE CO                           X              5            500                  0    10,610
ROYAL DUTCH PETE CO                           X              6         21,761                200    13,004
ROYAL DUTCH PETE CO                           X              5         82,533                  0         0
ROYAL DUTCH PETE CO                           X              6         89,621                  0     3,263
RYANAIR HLDGS PLC                             X              7              0                348         0
RYANAIR HLDGS PLC                             X              4            410                  0         0
RYANAIR HLDGS PLC                             X              5              0                  0    12,600
RYDER SYS INC                                 X              8            430                  0         0
RYDER SYS INC                                 X              8            510                  0         0
RYDER SYS INC                                 X              8            570                  0         0
RYDER SYS INC                                 X              9            700                  0         0
RYDER SYS INC                                 X              8          1,003                  0         0
RYDER SYS INC                                 X              8          1,597                  0         0
RYDER SYS INC                                 X              5          1,800                  0         0
RYDER SYS INC                                 X              8          2,200                  0         0
RYDER SYS INC                                 X              8          5,600                  0         0
SEI INVESTMENTS CO                            X              9            900                  0         0
SEI INVESTMENTS CO                            X              8          2,600                  0         0
SEI INVESTMENTS CO                            X              8          8,540                  0         0
SPX CORP                                      X              4            110                  0         0
SPX CORP                                      X              9            900                  0         0
SPX CORP                                      X              8          2,500                  0         0
SPX CORP                                      X              8          8,020                  0         0
SABRE HLDGS CORP                              X              7              0                240         0
SABRE HLDGS CORP                              X              8          1,090                  0         0
SABRE HLDGS CORP                              X              8          1,215                  0         0
SABRE HLDGS CORP                              X              8          1,461                  0         0
SABRE HLDGS CORP                              X              9          1,600                  0         0
SABRE HLDGS CORP                              X              8          1,950                  0         0
SABRE HLDGS CORP                              X              5          2,300                  0         0
SABRE HLDGS CORP                              X              8          2,600                  0         0
SABRE HLDGS CORP                              X              8          2,900                  0         0
SABRE HLDGS CORP                              X              8          3,034                  0         0
SABRE HLDGS CORP                              X              8          3,210                  0         0
SABRE HLDGS CORP                              X                         3,653                  0         0
SABRE HLDGS CORP                              X              8          4,500                  0         0
SABRE HLDGS CORP                              X              8         11,410                  0         0
SABRE HLDGS CORP                              X              5         21,063                  0         0
SAFECO CORP                                   X              7              0                148         0
SAFECO CORP                                   X              5            900                  0         0
SAFECO CORP                                   X              8            930                  0         0
SAFECO CORP                                   X              8          1,100                  0         0
SAFECO CORP                                   X              8          1,210                  0         0
SAFECO CORP                                   X              8          1,500                  0         0
SAFECO CORP                                   X              9          1,600                  0         0
SAFECO CORP                                   X              8          2,000                  0         0
SAFECO CORP                                   X              8          2,133                  0         0
SAFECO CORP                                   X              8          4,200                  0         0
SAFECO CORP                                   X              5         12,767                  0         0
SAFECO CORP                                   X              8         13,280                  0         0
SAFEWAY INC                                   X              5          1,450                  0         0
SAFEWAY INC                                   X              8          2,800                  0         0
SAFEWAY INC                                   X              8          2,900                  0         0
SAFEWAY INC                                   X              8          3,194                  0         0
SAFEWAY INC                                   X              8          3,540                  0         0
SAFEWAY INC                                   X              8          4,046                  0         0
SAFEWAY INC                                   X              7              0              4,729         0
SAFEWAY INC                                   X              9          5,300                  0         0
SAFEWAY INC                                   X              7          6,080                  0         0
SAFEWAY INC                                   X              8          6,341                  0         0
SAFEWAY INC                                   X              8          7,992                  0         0
SAFEWAY INC                                   X              8         10,898                  0         0
SAFEWAY INC                                   X              7              0             11,800         0
SAFEWAY INC                                   X              4         12,468                  0         0
SAFEWAY INC                                   X              8         18,000                  0         0
SAFEWAY INC                                   X              8         39,590                  0         0
ST JOE CO                                     X              8            400                  0         0
ST JOE CO                                     X              9            900                  0         0
ST JOE CO                                     X              8          1,100                  0         0
ST JOE CO                                     X              8          1,200                  0         0
ST JOE CO                                     X              8          2,500                  0         0
ST JOE CO                                     X                         4,000                  0         0
ST JOE CO                                     X              6          4,500                  0         0
ST JOE CO                                     X              8          9,070                  0         0
ST JUDE MED INC                               X              6              0                  0       145
ST JUDE MED INC                               X              8            480                  0         0
ST JUDE MED INC                               X              4            500                  0         0
ST JUDE MED INC                               X              8            700                  0         0
ST JUDE MED INC                               X              7              0                800         0
ST JUDE MED INC                               X              8          1,600                  0         0
ST JUDE MED INC                               X              8          1,700                  0         0
ST JUDE MED INC                               X              7          2,000                  0         0
ST JUDE MED INC                               X              8          2,656                  0         0
ST JUDE MED INC                               X              7              0              3,000         0
ST JUDE MED INC                               X              8          3,050                  0         0
ST JUDE MED INC                               X              8          3,554                  0         0
ST JUDE MED INC                               X              9          4,500                  0         0
ST JUDE MED INC                               X              8          5,342                  0         0
ST JUDE MED INC                               X              8          5,430                  0         0
ST JUDE MED INC                               X              8          8,200                  0         0
ST JUDE MED INC                               X              8         13,900                  0         0
ST JUDE MED INC                               X              5         21,900                  0         0
ST JUDE MED INC                               X              6              0                  0    28,360
ST JUDE MED INC                               X              5         32,190                  0         0
ST JUDE MED INC                               X              8         33,200                  0         0
ST PAUL TRAVELERS INC                         X                            65                  0         0
ST PAUL TRAVELERS INC                         X              5            145                  0         0
ST PAUL TRAVELERS INC                         X                             0                170         0
ST PAUL TRAVELERS INC                         X              2            171                  0         0
ST PAUL TRAVELERS INC                         X                           215                  0         0
ST PAUL TRAVELERS INC                         X              8            500                  0         0
ST PAUL TRAVELERS INC                         X              8            690                  0         0
ST PAUL TRAVELERS INC                         X              8            700                  0         0
ST PAUL TRAVELERS INC                         X              5          1,040                  0         0
ST PAUL TRAVELERS INC                         X              8          2,000                  0         0
ST PAUL TRAVELERS INC                         X              4          2,159                  0         0
ST PAUL TRAVELERS INC                         X              8          2,180                  0         0
ST PAUL TRAVELERS INC                         X              8          3,200                  0         0
ST PAUL TRAVELERS INC                         X              8          4,729                  0         0
ST PAUL TRAVELERS INC                         X              8          5,695                  0         0
ST PAUL TRAVELERS INC                         X              8          6,459                  0         0
ST PAUL TRAVELERS INC                         X              9          7,450                  0         0
ST PAUL TRAVELERS INC                         X              6          7,522                442         0
ST PAUL TRAVELERS INC                         X              8          8,280                  0         0
ST PAUL TRAVELERS INC                         X              7          8,468                  0         0
ST PAUL TRAVELERS INC                         X              5          8,774                  0        85
ST PAUL TRAVELERS INC                         X              5          9,687                  0         6
ST PAUL TRAVELERS INC                         X              8          9,941                  0         0
ST PAUL TRAVELERS INC                         X              8          9,969                  0         0
ST PAUL TRAVELERS INC                         X              8         15,843                  0         0
ST PAUL TRAVELERS INC                         X              5         19,499                  0         0
ST PAUL TRAVELERS INC                         X              7              0             20,380         0
ST PAUL TRAVELERS INC                         X              8         23,800                  0         0
ST PAUL TRAVELERS INC                         X              8         61,517                  0         0
ST PAUL TRAVELERS INC                         X              6        114,003                  0     4,522
SANMINA SCI CORP                              X              4            540                  0         0
SANMINA SCI CORP                              X              5              0                  0       816
SANMINA SCI CORP                              X              8          3,945                  0         0
SANMINA SCI CORP                              X              2          4,000                  0         0
SANMINA SCI CORP                              X              5          4,060                  0         0
SANMINA SCI CORP                              X              8          4,120                  0         0
SANMINA SCI CORP                              X              8          5,821                  0         0
SANMINA SCI CORP                              X              9          6,000                  0         0
SANMINA SCI CORP                              X              8          7,700                  0         0
SANMINA SCI CORP                              X              7         13,040                  0         0
SANMINA SCI CORP                              X              8         16,600                  0         0
SANMINA SCI CORP                              X              8         17,300                  0         0
SANMINA SCI CORP                              X              7              0             17,700         0
SANMINA SCI CORP                              X              5         31,763                  0         0
SANMINA SCI CORP                              X              8         46,040                  0         0
SANMINA SCI CORP                              X              5        193,750                  0         0
SANMINA SCI CORP                              X              5        349,710                  0         0
SAP AKTIENGESELLSCHAFT                        X              5              1                  0         0
SAP AKTIENGESELLSCHAFT                        X              7             25                  0         0
SAP AKTIENGESELLSCHAFT                        X              6              0                  0       115
SAP AKTIENGESELLSCHAFT                        X              7              0                310         0
SAP AKTIENGESELLSCHAFT                        X              4            680                  0         0
SAP AKTIENGESELLSCHAFT                        X              5          1,600                  0         0
SAP AKTIENGESELLSCHAFT                        X              6              0                  0    22,610
SARA LEE CORP                                 X              8            800                  0         0
SARA LEE CORP                                 X              8          1,000                  0         0
SARA LEE CORP                                 X              8          1,050                  0         0
SARA LEE CORP                                 X              8          2,750                  0         0
SARA LEE CORP                                 X              8          2,990                  0         0
SARA LEE CORP                                 X              8          5,550                  0         0
SARA LEE CORP                                 X              8          6,480                  0         0
SARA LEE CORP                                 X              8          7,655                  0         0
SARA LEE CORP                                 X              9          9,250                  0         0
SARA LEE CORP                                 X              8         11,492                  0         0
SARA LEE CORP                                 X              8         11,807                  0         0
SARA LEE CORP                                 X              8         19,496                  0         0
SARA LEE CORP                                 X              6         24,982                  0       800
SARA LEE CORP                                 X              8         27,500                  0         0
SARA LEE CORP                                 X              6          8,458                800    28,200
SARA LEE CORP                                 X              8         76,320                  0         0
SASOL LTD                                     X                             0                 51         0
SASOL LTD                                     X              7            115                  0         0
SASOL LTD                                     X                             0                288         0
SASOL LTD                                     X              7              0                309         0
SASOL LTD                                     X              5              0                  0     9,800
SATYAM COMPUTER SERVICES LTD                  X                             0                 52         0
SATYAM COMPUTER SERVICES LTD                  X                             0                102         0
SATYAM COMPUTER SERVICES LTD                  X              7            117                  0         0
SATYAM COMPUTER SERVICES LTD                  X              7              0                315         0
SATYAM COMPUTER SERVICES LTD                  X              2              0                  0     8,000
SATYAM COMPUTER SERVICES LTD                  X              8         30,300                  0         0
SATYAM COMPUTER SERVICES LTD                  X              2         31,798                  0         0
SCHEIN HENRY INC                              X              6              0                  0       119
SCHEIN HENRY INC                              X              9          1,000                  0         0
SCHEIN HENRY INC                              X              8          3,000                  0         0
SCHEIN HENRY INC                              X              4          6,605                  0         0
SCHEIN HENRY INC                              X              8          8,080                  0         0
SCHERING PLOUGH CORP                          X              5            300                  0         0
SCHERING PLOUGH CORP                          X              8            900                  0         0
SCHERING PLOUGH CORP                          X              8          1,290                  0         0
SCHERING PLOUGH CORP                          X              8          1,450                  0         0
SCHERING PLOUGH CORP                          X              7              0              1,600         0
SCHERING PLOUGH CORP                          X              4          3,200                  0         0
SCHERING PLOUGH CORP                          X              7          3,555                  0         0
SCHERING PLOUGH CORP                          X              7              0              3,645         0
SCHERING PLOUGH CORP                          X              5          4,254                  0         0
SCHERING PLOUGH CORP                          X              8          4,300                  0         0
SCHERING PLOUGH CORP                          X              8          4,400                  0         0
SCHERING PLOUGH CORP                          X              8          4,410                  0         0
SCHERING PLOUGH CORP                          X              5          4,550                  0         0
SCHERING PLOUGH CORP                          X              5          5,900                  0         0
SCHERING PLOUGH CORP                          X              8          7,900                  0         0
SCHERING PLOUGH CORP                          X              5          9,503                  0         0
SCHERING PLOUGH CORP                          X              8         10,567                  0         0
SCHERING PLOUGH CORP                          X                        11,484                  0         0
SCHERING PLOUGH CORP                          X              4         11,955                  0         0
SCHERING PLOUGH CORP                          X              8         12,150                  0         0
SCHERING PLOUGH CORP                          X              8         14,290                  0         0
SCHERING PLOUGH CORP                          X              9         16,250                  0         0
SCHERING PLOUGH CORP                          X              8         17,240                  0         0
SCHERING PLOUGH CORP                          X              8         18,240                  0         0
SCHERING PLOUGH CORP                          X                        19,200                  0         0
SCHERING PLOUGH CORP                          X              8         22,053                  0         0
SCHERING PLOUGH CORP                          X              8         33,908                  0         0
SCHERING PLOUGH CORP                          X              5         37,695                  0         0
SCHERING PLOUGH CORP                          X              6         44,821                  0       150
SCHERING PLOUGH CORP                          X              8         53,500                  0         0
SCHERING PLOUGH CORP                          X              8        138,730                  0         0
SCHLUMBERGER LTD                              X              8            300                  0         0
SCHLUMBERGER LTD                              X              8            500                  0         0
SCHLUMBERGER LTD                              X              8            550                  0         0
SCHLUMBERGER LTD                              X              7              0              1,600         0
SCHLUMBERGER LTD                              X              8          1,650                  0         0
SCHLUMBERGER LTD                              X              4          1,665                  0         0
SCHLUMBERGER LTD                              X              8          1,719                  0         0
SCHLUMBERGER LTD                              X              8          1,810                  0         0
SCHLUMBERGER LTD                              X              5          2,000                  0         0
SCHLUMBERGER LTD                              X              8          2,720                  0         0
SCHLUMBERGER LTD                              X              8          4,238                  0         0
SCHLUMBERGER LTD                              X              8          4,593                  0         0
SCHLUMBERGER LTD                              X              8          4,974                  0         0
SCHLUMBERGER LTD                              X              8          5,577                  0         0
SCHLUMBERGER LTD                              X              8          5,790                  0         0
SCHLUMBERGER LTD                              X                         6,305                  0         0
SCHLUMBERGER LTD                              X              9          6,850                  0         0
SCHLUMBERGER LTD                              X              8          7,245                  0         0
SCHLUMBERGER LTD                              X              8          7,630                  0         0
SCHLUMBERGER LTD                              X              7          8,002                  0         0
SCHLUMBERGER LTD                              X              7          8,500                  0         0
SCHLUMBERGER LTD                              X              8          8,953                  0         0
SCHLUMBERGER LTD                              X              5          9,189                  0         0
SCHLUMBERGER LTD                              X              5         10,948                  0         0
SCHLUMBERGER LTD                              X              8         14,327                  0         0
SCHLUMBERGER LTD                              X              8         15,230                  0         0
SCHLUMBERGER LTD                              X              5         19,360                  0         0
SCHLUMBERGER LTD                              X              8         21,000                  0         0
SCHLUMBERGER LTD                              X                        23,800                  0         0
SCHLUMBERGER LTD                              X              7              0             40,000         0
SCHLUMBERGER LTD                              X              6         45,936              4,800     1,565
SCHLUMBERGER LTD                              X              8         55,730                  0         0
SCHLUMBERGER LTD                              X              5         59,464                  0     1,500
SCHLUMBERGER LTD                              X              6         53,825                  0     9,117
SCHLUMBERGER LTD                              X              5        530,495                  0         0
SCHWAB CHARLES CORP NEW                       X              7          1,000                  0         0
SCHWAB CHARLES CORP NEW                       X              8          1,910                  0         0
SCHWAB CHARLES CORP NEW                       X              7              0              2,600         0
SCHWAB CHARLES CORP NEW                       X              8          2,750                  0         0
SCHWAB CHARLES CORP NEW                       X              6          3,000                  0       205
SCHWAB CHARLES CORP NEW                       X              7          5,673                  0         0
SCHWAB CHARLES CORP NEW                       X              8          5,900                  0         0
SCHWAB CHARLES CORP NEW                       X              8          6,100                  0         0
SCHWAB CHARLES CORP NEW                       X              8          6,983                  0         0
SCHWAB CHARLES CORP NEW                       X              8          8,303                  0         0
SCHWAB CHARLES CORP NEW                       X              8         10,310                  0         0
SCHWAB CHARLES CORP NEW                       X              8         11,123                  0         0
SCHWAB CHARLES CORP NEW                       X              8         17,147                  0         0
SCHWAB CHARLES CORP NEW                       X              9         19,250                  0         0
SCHWAB CHARLES CORP NEW                       X              8         24,550                  0         0
SCHWAB CHARLES CORP NEW                       X              7              0             30,000         0
SCHWAB CHARLES CORP NEW                       X              6              0                  0    40,775
SCHWAB CHARLES CORP NEW                       X              8         51,200                  0         0
SCHWAB CHARLES CORP NEW                       X              8        122,640                  0         0
SCIENTIFIC ATLANTA INC                        X              8          1,030                  0         0
SCIENTIFIC ATLANTA INC                        X              8          1,210                  0         0
SCIENTIFIC ATLANTA INC                        X              8          1,270                  0         0
SCIENTIFIC ATLANTA INC                        X              5          1,500                  0         0
SCIENTIFIC ATLANTA INC                        X              9          1,900                  0         0
SCIENTIFIC ATLANTA INC                        X              8          2,000                  0         0
SCIENTIFIC ATLANTA INC                        X              8          2,300                  0         0
SCIENTIFIC ATLANTA INC                        X              8          2,300                  0         0
SCIENTIFIC ATLANTA INC                        X              8          2,353                  0         0
SCIENTIFIC ATLANTA INC                        X              7          4,275                  0         0
SCIENTIFIC ATLANTA INC                        X              5          4,982                  0         0
SCIENTIFIC ATLANTA INC                        X              8          5,100                  0         0
SCIENTIFIC ATLANTA INC                        X              8         14,780                  0         0
SCRIPPS E W CO OHIO                           X              6            350                  0         0
SCRIPPS E W CO OHIO                           X              9          1,100                  0         0
SCRIPPS E W CO OHIO                           X              7          2,415                  0         0
SCRIPPS E W CO OHIO                           X              4          2,898                  0         0
SCRIPPS E W CO OHIO                           X              8          3,200                  0         0
SCRIPPS E W CO OHIO                           X              5              0                  0     7,100
SCRIPPS E W CO OHIO                           X              8          9,300                  0         0
SCUDDER NEW ASIA FD INC                       X                        12,000                  0         0
SCUDDER NEW ASIA FD INC                       X              7              0             36,000         0
SEARS HLDGS CORP                              X              8            200                  0         0
SEARS HLDGS CORP                              X              8            500                  0         0
SEARS HLDGS CORP                              X              8            500                  0         0
SEARS HLDGS CORP                              X              5            603                  0         0
SEARS HLDGS CORP                              X              8            720                  0         0
SEARS HLDGS CORP                              X              8            850                  0         0
SEARS HLDGS CORP                              X              6            301                  0       550
SEARS HLDGS CORP                              X              8          1,000                  0         0
SEARS HLDGS CORP                              X              8          1,186                  0         0
SEARS HLDGS CORP                              X              8          1,550                  0         0
SEARS HLDGS CORP                              X              6          1,747                  0         0
SEARS HLDGS CORP                              X              7          2,219                  0         0
SEARS HLDGS CORP                              X              8          2,300                  0         0
SEARS HLDGS CORP                              X              9          2,700                  0         0
SEARS HLDGS CORP                              X              8          4,471                  0         0
SEARS HLDGS CORP                              X              8         10,500                  0         0
SEMICONDUCTOR HLDRS TR                        X              5            800                  0         0
SEMICONDUCTOR HLDRS TR                        X              7              0              5,570         0
SEMICONDUCTOR HLDRS TR                        X              7          8,300                  0         0
SEMICONDUCTOR HLDRS TR                        X              5         10,000                  0         0
SEMICONDUCTOR HLDRS TR                        X              5         23,300                  0       600
SEMPRA ENERGY                                 X              4             40                  0         0
SEMPRA ENERGY                                 X                             0                145         0
SEMPRA ENERGY                                 X              7            370                  0         0
SEMPRA ENERGY                                 X              8          1,720                  0         0
SEMPRA ENERGY                                 X              8          2,030                  0         0
SEMPRA ENERGY                                 X              8          2,357                  0         0
SEMPRA ENERGY                                 X              9          2,800                  0         0
SEMPRA ENERGY                                 X              8          3,375                  0         0
SEMPRA ENERGY                                 X              8          3,628                  0         0
SEMPRA ENERGY                                 X              5          3,990                  0         0
SEMPRA ENERGY                                 X              8          6,325                  0         0
SEMPRA ENERGY                                 X              8          9,800                  0         0
SEMPRA ENERGY                                 X              8         11,200                  0         0
SEMPRA ENERGY                                 X              8         21,230                  0         0
SEPRACOR INC                                  X              7              0                273         0
SEPRACOR INC                                  X              8            400                  0         0
SEPRACOR INC                                  X              8            400                  0         0
SEPRACOR INC                                  X              7          1,000                  0         0
SEPRACOR INC                                  X              9          1,200                  0         0
SEPRACOR INC                                  X                         1,242                  0         0
SEPRACOR INC                                  X              8          3,500                  0         0
SEPRACOR INC                                  X              8          9,500                  0         0
SERVICE CORP INTL                             X              7            164                  0         0
SERVICE CORP INTL                             X              7              0              1,700         0
SERVICE CORP INTL                             X              5          5,000                  0         0
SERVICE CORP INTL                             X              6          6,000                  0         0
SERVICE CORP INTL                             X              4          6,990                  0         0
SHELL TRANS & TRADING PLC                     X                         6,778                  0         0
SHERWIN WILLIAMS CO                           X              8          1,014                  0         0
SHERWIN WILLIAMS CO                           X              5          1,100                  0         0
SHERWIN WILLIAMS CO                           X              8          1,130                  0         0
SHERWIN WILLIAMS CO                           X              8          1,156                  0         0
SHERWIN WILLIAMS CO                           X              9          1,700                  0         0
SHERWIN WILLIAMS CO                           X              8          1,896                  0         0
SHERWIN WILLIAMS CO                           X              8          2,050                  0         0
SHERWIN WILLIAMS CO                           X              8          4,700                  0         0
SHERWIN WILLIAMS CO                           X              8         12,670                  0         0
SHERWIN WILLIAMS CO                           X              5         29,513                  0         0
SHINHAN FINANCIAL GROUP CO L                  X              5             32                  0         0
SHINHAN FINANCIAL GROUP CO L                  X              8            960                  0         0
SHINHAN FINANCIAL GROUP CO L                  X              4          1,890                  0         0
SHINHAN FINANCIAL GROUP CO L                  X              5          2,700                  0         0
SHINHAN FINANCIAL GROUP CO L                  X              2              0                  0     5,680
SHINHAN FINANCIAL GROUP CO L                  X              8         12,510                  0         0
SHINHAN FINANCIAL GROUP CO L                  X              2              0                  0    17,600
SIEBEL SYS INC                                X              3            262                  0         0
SIEBEL SYS INC                                X              5            172                  0       126
SIEBEL SYS INC                                X              5          1,500                  0         0
SIEBEL SYS INC                                X              4          3,000                  0         0
SIEBEL SYS INC                                X              8          3,269                  0         0
SIEBEL SYS INC                                X              8          4,000                  0         0
SIEBEL SYS INC                                X              8          4,261                  0         0
SIEBEL SYS INC                                X              7          5,000                  0         0
SIEBEL SYS INC                                X              9          6,000                  0         0
SIEBEL SYS INC                                X              8          7,437                  0         0
SIEBEL SYS INC                                X              8         15,793                  0         0
SIEBEL SYS INC                                X              8         16,800                  0         0
SIEBEL SYS INC                                X              8         49,560                  0         0
SIEMENS A G                                   X              7             52                  0         0
SIEMENS A G                                   X              6             22                  0        47
SIEMENS A G                                   X              7              0                235         0
SIEMENS A G                                   X              5            300                  0         0
SIEMENS A G                                   X                           750                  0         0
SIEMENS A G                                   X              4          1,918                  0         0
SIERRA HEALTH SVCS INC                        X                             0                 77         0
SIERRA HEALTH SVCS INC                        X              5          4,180                  0     2,300
SIGMA ALDRICH CORP                            X              8            500                  0         0
SIGMA ALDRICH CORP                            X              8            550                  0         0
SIGMA ALDRICH CORP                            X              6            600                  0         0
SIGMA ALDRICH CORP                            X              8            610                  0         0
SIGMA ALDRICH CORP                            X              9            800                  0         0
SIGMA ALDRICH CORP                            X              8          1,000                  0         0
SIGMA ALDRICH CORP                            X              5              0                  0     1,000
SIGMA ALDRICH CORP                            X              8          1,300                  0         0
SIGMA ALDRICH CORP                            X                         1,407                  0         0
SIGMA ALDRICH CORP                            X              8          2,300                  0         0
SIGMA ALDRICH CORP                            X              5          6,550                  0         0
SIGMA ALDRICH CORP                            X              8          7,380                  0         0
SILICON GRAPHICS INC                          X              3            136                  0         0
SILICON GRAPHICS INC                          X              5          1,200                  0         0
SILICON GRAPHICS INC                          X              5              0                  0    40,000
SILICONWARE PRECISION INDS L                  X                             0                 64         0
SILICONWARE PRECISION INDS L                  X                             0                229         0
SILICONWARE PRECISION INDS L                  X              7            268                  0         0
SILICONWARE PRECISION INDS L                  X              7              0                392         0
SILICONWARE PRECISION INDS L                  X              2              0                  0   514,137
SILICONWARE PRECISION INDS L                  X              2        439,149                  0   484,000
SIMON PPTY GROUP INC NEW                      X              6            190                  0         0
SIMON PPTY GROUP INC NEW                      X              8            500                  0         0
SIMON PPTY GROUP INC NEW                      X              9            650                  0         0
SIMON PPTY GROUP INC NEW                      X              8          1,497                  0         0
SIMON PPTY GROUP INC NEW                      X              8          1,750                  0         0
SIMON PPTY GROUP INC NEW                      X              8          2,125                  0         0
SIMON PPTY GROUP INC NEW                      X              8          2,584                  0         0
SIMON PPTY GROUP INC NEW                      X              8          3,201                  0         0
SIMON PPTY GROUP INC NEW                      X              8          6,449                  0         0
SIMON PPTY GROUP INC NEW                      X              5          4,359                  0     3,840
SIMON PPTY GROUP INC NEW                      X              8         20,990                  0         0
SMART & FINAL INC                             X              5              0                  0   240,000
SMITH INTL INC                                X              7              0                150         0
SMITH INTL INC                                X              7              0                355         0
SMITH INTL INC                                X              9          1,200                  0         0
SMITH INTL INC                                X                         2,449                  0         0
SMITH INTL INC                                X              8          3,500                  0         0
SMITH INTL INC                                X              8         10,670                  0         0
SMITHFIELD FOODS INC                          X              4            500                  0         0
SMITHFIELD FOODS INC                          X              5            625                  0         0
SMITHFIELD FOODS INC                          X              9          1,300                  0         0
SMITHFIELD FOODS INC                          X              8          3,700                  0         0
SMITHFIELD FOODS INC                          X              8          9,600                  0         0
SMUCKER J M CO                                X              2              2                  0         0
SMUCKER J M CO                                X              6              0                  0         3
SMUCKER J M CO                                X              7             64                  0         0
SMUCKER J M CO                                X              4          1,222                  0         0
SMUCKER J M CO                                X              6          4,048                  0         0
SMURFIT-STONE CONTAINER CORP                  X              4            345                  0         0
SMURFIT-STONE CONTAINER CORP                  X              7              0              1,350         0
SMURFIT-STONE CONTAINER CORP                  X              9          2,200                  0         0
SMURFIT-STONE CONTAINER CORP                  X              8          6,300                  0         0
SMURFIT-STONE CONTAINER CORP                  X              7              0              9,900         0
SMURFIT-STONE CONTAINER CORP                  X              5          7,632                  0     3,608
SMURFIT-STONE CONTAINER CORP                  X              8         17,760                  0         0
SOLECTRON CORP                                X              7              0              4,435         0
SOLECTRON CORP                                X              8          5,478                  0         0
SOLECTRON CORP                                X              8          5,700                  0         0
SOLECTRON CORP                                X              8          6,000                  0         0
SOLECTRON CORP                                X              8          7,610                  0         0
SOLECTRON CORP                                X              7          9,590                  0         0
SOLECTRON CORP                                X              4          9,656                  0         0
SOLECTRON CORP                                X              8         10,356                  0         0
SOLECTRON CORP                                X              9         11,500                  0         0
SOLECTRON CORP                                X              8         12,987                  0         0
SOLECTRON CORP                                X              8         15,054                  0         0
SOLECTRON CORP                                X              8         20,053                  0         0
SOLECTRON CORP                                X              8         32,100                  0         0
SOLECTRON CORP                                X              5         58,925                  0         0
SOLECTRON CORP                                X              8         93,280                  0         0
SONY CORP                                     X              5             60                  0         0
SONY CORP                                     X              6            600                  0         0
SONY CORP                                     X              5            675                  0       175
SONY CORP                                     X              7          1,300                  0         0
SONY CORP                                     X                         3,600                  0         0
SONY CORP                                     X              7              0              3,699         0
SONY CORP                                     X              4         68,807                  0         0
SONY CORP                                     X              5        130,650                  0         0
SOUTHERN CO                                   X              4             85                  0         0
SOUTHERN CO                                   X              5            700                  0         0
SOUTHERN CO                                   X              8            700                  0         0
SOUTHERN CO                                   X              8            700                  0         0
SOUTHERN CO                                   X              8            790                  0         0
SOUTHERN CO                                   X              8          2,200                  0         0
SOUTHERN CO                                   X              8          2,500                  0         0
SOUTHERN CO                                   X              4          4,000                  0         0
SOUTHERN CO                                   X              8          5,361                  0         0
SOUTHERN CO                                   X              8          6,120                  0         0
SOUTHERN CO                                   X              8          6,140                  0         0
SOUTHERN CO                                   X              8          7,128                  0         0
SOUTHERN CO                                   X              9          8,450                  0         0
SOUTHERN CO                                   X              5          8,597                  0         0
SOUTHERN CO                                   X              8          9,881                  0         0
SOUTHERN CO                                   X              8         11,324                  0         0
SOUTHERN CO                                   X              7         13,500                  0         0
SOUTHERN CO                                   X              8         18,684                  0         0
SOUTHERN CO                                   X              8         26,100                  0         0
SOUTHERN CO                                   X              8         69,720                  0         0
SOUTHERN CO                                   X              6         77,425             14,881    17,900
SOUTHERN CO                                   X              6        122,471              1,000    11,140
SOUTHERN CO                                   X              5      3,954,924                  0         0
SOUTHWEST AIRLS CO                            X              7            140                  0         0
SOUTHWEST AIRLS CO                            X              8          1,100                  0         0
SOUTHWEST AIRLS CO                            X              8          1,230                  0         0
SOUTHWEST AIRLS CO                            X              8          1,750                  0         0
SOUTHWEST AIRLS CO                            X              8          3,900                  0         0
SOUTHWEST AIRLS CO                            X              8          4,000                  0         0
SOUTHWEST AIRLS CO                            X              6          5,062                  0         0
SOUTHWEST AIRLS CO                            X              8          5,254                  0         0
SOUTHWEST AIRLS CO                            X              8          6,150                  0         0
SOUTHWEST AIRLS CO                            X              8          6,486                  0         0
SOUTHWEST AIRLS CO                            X              8         11,102                  0         0
SOUTHWEST AIRLS CO                            X              9         11,500                  0         0
SOUTHWEST AIRLS CO                            X              8         15,674                  0         0
SOUTHWEST AIRLS CO                            X              8         31,100                  0         0
SOUTHWEST AIRLS CO                            X              8         72,790                  0         0
SOUTHWEST AIRLS CO                            X              5        186,845                  0         0
SOVEREIGN BANCORP INC                         X              6            225                  0         0
SOVEREIGN BANCORP INC                         X              8          2,360                  0         0
SOVEREIGN BANCORP INC                         X              8          3,000                  0         0
SOVEREIGN BANCORP INC                         X              8          3,100                  0         0
SOVEREIGN BANCORP INC                         X              8          3,140                  0         0
SOVEREIGN BANCORP INC                         X              8          3,320                  0         0
SOVEREIGN BANCORP INC                         X              9          4,200                  0         0
SOVEREIGN BANCORP INC                         X              8          4,250                  0         0
SOVEREIGN BANCORP INC                         X              8          5,300                  0         0
SOVEREIGN BANCORP INC                         X              4         10,000                  0         0
SOVEREIGN BANCORP INC                         X              8         15,200                  0         0
SOVEREIGN BANCORP INC                         X              8         31,780                  0         0
SPEEDUS CORP                                  X              5              0                  0    20,000
SPRINT CORP                                   X              4            115                  0         0
SPRINT CORP                                   X                             0                165         0
SPRINT CORP                                   X              5            300                  0         0
SPRINT CORP                                   X              7            375                  0         0
SPRINT CORP                                   X              7              0                375         0
SPRINT CORP                                   X              5            625                  0         0
SPRINT CORP                                   X              8            700                  0         0
SPRINT CORP                                   X              8            800                  0         0
SPRINT CORP                                   X              8          1,000                  0         0
SPRINT CORP                                   X              8          1,100                  0         0
SPRINT CORP                                   X              8          1,250                  0         0
SPRINT CORP                                   X              5          2,000                  0         0
SPRINT CORP                                   X              7              0              2,900         0
SPRINT CORP                                   X              8          3,800                  0         0
SPRINT CORP                                   X              8          4,080                  0         0
SPRINT CORP                                   X              8          5,700                  0         0
SPRINT CORP                                   X              6          7,000                  0         0
SPRINT CORP                                   X              5          7,000                  0         0
SPRINT CORP                                   X              8         10,528                  0         0
SPRINT CORP                                   X              7         11,395                  0         0
SPRINT CORP                                   X              8         12,280                  0         0
SPRINT CORP                                   X              8         12,500                  0         0
SPRINT CORP                                   X              8         14,057                  0         0
SPRINT CORP                                   X              9         15,600                  0         0
SPRINT CORP                                   X              8         21,600                  0         0
SPRINT CORP                                   X              8         22,450                  0         0
SPRINT CORP                                   X              8         34,301                  0         0
SPRINT CORP                                   X              5         51,839                  0         0
SPRINT CORP                                   X              8         52,100                  0         0
SPRINT CORP                                   X              6            500                  0    53,525
SPRINT CORP                                   X              8        128,985                  0         0
SPRINT CORP                                   X              5        430,000                  0         0
STANDARD MTR PRODS INC                        X              6              0                  0   975,502
STANLEY WKS                                   X                             0                130         0
STANLEY WKS                                   X              7            320                  0         0
STANLEY WKS                                   X              8            580                  0         0
STANLEY WKS                                   X              8            650                  0         0
STANLEY WKS                                   X              8            800                  0         0
STANLEY WKS                                   X              9            900                  0         0
STANLEY WKS                                   X              8          1,200                  0         0
STANLEY WKS                                   X              8          1,300                  0         0
STANLEY WKS                                   X              8          2,700                  0         0
STANLEY WKS                                   X                         4,338                  0         0
STANLEY WKS                                   X              6              0              7,000         0
STANLEY WKS                                   X              8          7,950                  0         0
STAPLES INC                                   X              7              0                574         0
STAPLES INC                                   X              8            600                  0         0
STAPLES INC                                   X              8            970                  0         0
STAPLES INC                                   X              6          1,330                  0         0
STAPLES INC                                   X              8          1,400                  0         0
STAPLES INC                                   X              8          3,000                  0         0
STAPLES INC                                   X              8          3,150                  0         0
STAPLES INC                                   X              4          4,250                  0         0
STAPLES INC                                   X              8          5,499                  0         0
STAPLES INC                                   X              8          6,160                  0         0
STAPLES INC                                   X              8          7,186                  0         0
STAPLES INC                                   X                         7,860                  0         0
STAPLES INC                                   X              9         10,575                  0         0
STAPLES INC                                   X              8         10,657                  0         0
STAPLES INC                                   X              8         11,089                  0         0
STAPLES INC                                   X              8         17,706                  0         0
STAPLES INC                                   X              8         28,870                  0         0
STAPLES INC                                   X              5         45,079                  0         0
STAPLES INC                                   X              5         45,298                  0         0
STAPLES INC                                   X              8         69,135                  0         0
STARBUCKS CORP                                X              6             80                  0        50
STARBUCKS CORP                                X              8            300                  0         0
STARBUCKS CORP                                X              8            400                  0         0
STARBUCKS CORP                                X              8            450                  0         0
STARBUCKS CORP                                X              4            520                  0         0
STARBUCKS CORP                                X              7          1,000                  0         0
STARBUCKS CORP                                X              8          1,200                  0         0
STARBUCKS CORP                                X              8          1,270                  0         0
STARBUCKS CORP                                X              8          2,300                  0         0
STARBUCKS CORP                                X              8          2,763                  0         0
STARBUCKS CORP                                X              8          3,350                  0         0
STARBUCKS CORP                                X                         3,597                  0         0
STARBUCKS CORP                                X              8          3,755                  0         0
STARBUCKS CORP                                X              9          4,500                  0         0
STARBUCKS CORP                                X              7              0              4,752         0
STARBUCKS CORP                                X              8          4,902                  0         0
STARBUCKS CORP                                X              8          5,850                  0         0
STARBUCKS CORP                                X              8          6,131                  0         0
STARBUCKS CORP                                X              5          7,130                  0         0
STARBUCKS CORP                                X              8          9,219                  0         0
STARBUCKS CORP                                X              8         14,100                  0         0
STARBUCKS CORP                                X              5         24,250                  0         0
STARBUCKS CORP                                X              8         36,300                  0         0
STATE STR CORP                                X              7             40                  0         0
STATE STR CORP                                X              8            510                  0         0
STATE STR CORP                                X              4            600                  0         0
STATE STR CORP                                X              8            750                  0         0
STATE STR CORP                                X              8          1,600                  0         0
STATE STR CORP                                X              8          1,600                  0         0
STATE STR CORP                                X              8          1,700                  0         0
STATE STR CORP                                X              6          1,745                  0         0
STATE STR CORP                                X              8          2,339                  0         0
STATE STR CORP                                X              8          2,760                  0         0
STATE STR CORP                                X              6          3,104                  0        87
STATE STR CORP                                X              8          3,216                  0         0
STATE STR CORP                                X              8          3,259                  0         0
STATE STR CORP                                X              9          4,350                  0         0
STATE STR CORP                                X              8          4,791                  0         0
STATE STR CORP                                X              8          6,911                  0         0
STATE STR CORP                                X              8         12,900                  0         0
STATE STR CORP                                X              8         30,170                  0         0
STATION CASINOS INC                           X              7              0                293         0
STATION CASINOS INC                           X              9            600                  0         0
STATION CASINOS INC                           X              8          1,700                  0         0
STATION CASINOS INC                           X              8          4,300                  0         0
STERLING BANCORP                              X              6         31,507                  0         0
STMICROELECTRONICS N V                        X              7            290                  0         0
STMICROELECTRONICS N V                        X              5            800                  0         0
STMICROELECTRONICS N V                        X                         2,000                  0         0
STMICROELECTRONICS N V                        X              4          3,795                  0         0
STMICROELECTRONICS N V                        X              7              0             12,785         0
STORAGE TECHNOLOGY CORP                       X              3             55                  0         0
STORAGE TECHNOLOGY CORP                       X              8          2,300                  0         0
STORAGE TECHNOLOGY CORP                       X              8          3,700                  0         0
STORAGE TECHNOLOGY CORP                       X              8         10,820                  0         0
STORAGE TECHNOLOGY CORP                       X              9         39,900                  0         0
STORAGE TECHNOLOGY CORP                       X              9         77,200                  0         0
STRYKER CORP                                  X              5            255                  0         0
STRYKER CORP                                  X              8            550                  0         0
STRYKER CORP                                  X              4            845                  0         0
STRYKER CORP                                  X              8          1,300                  0         0
STRYKER CORP                                  X              8          1,400                  0         0
STRYKER CORP                                  X              8          2,658                  0         0
STRYKER CORP                                  X              5          2,800                  0         0
STRYKER CORP                                  X              7              0              2,900         0
STRYKER CORP                                  X              8          3,180                  0         0
STRYKER CORP                                  X              8          3,634                  0         0
STRYKER CORP                                  X              8          4,084                  0         0
STRYKER CORP                                  X              9          4,300                  0         0
STRYKER CORP                                  X              8          5,770                  0         0
STRYKER CORP                                  X              8          8,430                  0         0
STRYKER CORP                                  X              8         12,200                  0         0
STRYKER CORP                                  X              5         13,746                  0         0
STRYKER CORP                                  X              5         14,000                  0         0
STRYKER CORP                                  X              6         14,668              1,015       782
STRYKER CORP                                  X              5         22,738                  0         0
STRYKER CORP                                  X              8         27,820                  0         0
STRYKER CORP                                  X              6        198,245                  0    20,503
SUN LIFE FINL INC                             X              5          3,900                  0         0
SUN LIFE FINL INC                             X              4        119,022                  0         0
SUN MICROSYSTEMS INC                          X              3            278                  0         0
SUN MICROSYSTEMS INC                          X              7              0                660         0
SUN MICROSYSTEMS INC                          X              8          2,600                  0         0
SUN MICROSYSTEMS INC                          X              8          4,310                  0         0
SUN MICROSYSTEMS INC                          X              5          4,720                  0         0
SUN MICROSYSTEMS INC                          X              6          1,560                  0     3,200
SUN MICROSYSTEMS INC                          X              8          6,400                  0         0
SUN MICROSYSTEMS INC                          X              6         13,030                  0         0
SUN MICROSYSTEMS INC                          X              8         13,800                  0         0
SUN MICROSYSTEMS INC                          X              8         14,300                  0         0
SUN MICROSYSTEMS INC                          X              4         16,600                  0         0
SUN MICROSYSTEMS INC                          X              8         20,600                  0         0
SUN MICROSYSTEMS INC                          X                        22,804                  0         0
SUN MICROSYSTEMS INC                          X              8         25,046                  0         0
SUN MICROSYSTEMS INC                          X              8         27,320                  0         0
SUN MICROSYSTEMS INC                          X              8         28,460                  0         0
SUN MICROSYSTEMS INC                          X              8         33,175                  0         0
SUN MICROSYSTEMS INC                          X              5         37,687                  0     2,650
SUN MICROSYSTEMS INC                          X                        44,613                  0         0
SUN MICROSYSTEMS INC                          X              9         47,600                  0         0
SUN MICROSYSTEMS INC                          X              5          8,452                  0    39,303
SUN MICROSYSTEMS INC                          X              8         51,023                  0         0
SUN MICROSYSTEMS INC                          X              8         78,166                  0         0
SUN MICROSYSTEMS INC                          X              7        100,117                  0         0
SUN MICROSYSTEMS INC                          X              8        144,600                  0         0
SUN MICROSYSTEMS INC                          X              5        204,976                  0         0
SUN MICROSYSTEMS INC                          X              8        304,960                  0         0
SUNCOR ENERGY INC                             X              5          3,900                  0         0
SUNCOR ENERGY INC                             X                        15,000                  0         0
SUNCOR ENERGY INC                             X              4         47,302                  0         0
SUNCOR ENERGY INC                             X              5        152,500                  0         0
SUNGARD DATA SYS INC                          X              6            450                  0         0
SUNGARD DATA SYS INC                          X              6          1,200                  0         0
SUNGARD DATA SYS INC                          X              5          1,400                  0         0
SUNGARD DATA SYS INC                          X              8          2,000                  0         0
SUNGARD DATA SYS INC                          X              8          2,064                  0         0
SUNGARD DATA SYS INC                          X              8          2,100                  0         0
SUNGARD DATA SYS INC                          X              8          2,280                  0         0
SUNGARD DATA SYS INC                          X              8          2,565                  0         0
SUNGARD DATA SYS INC                          X              8          4,126                  0         0
SUNGARD DATA SYS INC                          X              8          4,434                  0         0
SUNGARD DATA SYS INC                          X              4          5,930                  0         0
SUNGARD DATA SYS INC                          X              8          6,924                  0         0
SUNGARD DATA SYS INC                          X              8         11,526                  0         0
SUNGARD DATA SYS INC                          X              8         27,300                  0         0
SUNGARD DATA SYS INC                          X              9         49,300                  0         0
SUNGARD DATA SYS INC                          X              9         91,900                  0         0
SUNTRUST BKS INC                              X              4             25                  0         0
SUNTRUST BKS INC                              X              8            300                  0         0
SUNTRUST BKS INC                              X              8            360                  0         0
SUNTRUST BKS INC                              X              8            400                  0         0
SUNTRUST BKS INC                              X              8          1,080                  0         0
SUNTRUST BKS INC                              X              8          1,100                  0         0
SUNTRUST BKS INC                              X              8          2,449                  0         0
SUNTRUST BKS INC                              X              8          2,940                  0         0
SUNTRUST BKS INC                              X              8          3,246                  0         0
SUNTRUST BKS INC                              X              6          2,206                  0     1,085
SUNTRUST BKS INC                              X              9          4,150                  0         0
SUNTRUST BKS INC                              X              5          5,182                  0         0
SUNTRUST BKS INC                              X              8          5,262                  0         0
SUNTRUST BKS INC                              X              8          5,812                  0         0
SUNTRUST BKS INC                              X              8          8,415                  0         0
SUNTRUST BKS INC                              X              8         12,700                  0         0
SUNTRUST BKS INC                              X              6         14,586                  0         0
SUNTRUST BKS INC                              X              5         25,365                  0         0
SUNTRUST BKS INC                              X              8         33,493                  0         0
SUPERVALU INC                                 X              4             30                  0         0
SUPERVALU INC                                 X              8            960                  0         0
SUPERVALU INC                                 X              8          1,080                  0         0
SUPERVALU INC                                 X              8          1,135                  0         0
SUPERVALU INC                                 X              9          1,700                  0         0
SUPERVALU INC                                 X              8          2,016                  0         0
SUPERVALU INC                                 X              8          3,284                  0         0
SUPERVALU INC                                 X              8          4,500                  0         0
SUPERVALU INC                                 X              8         12,080                  0         0
SYMANTEC CORP                                 X              8            400                  0         0
SYMANTEC CORP                                 X              8            630                  0         0
SYMANTEC CORP                                 X              7              0                942         0
SYMANTEC CORP                                 X              8            950                  0         0
SYMANTEC CORP                                 X              8          2,200                  0         0
SYMANTEC CORP                                 X              8          2,300                  0         0
SYMANTEC CORP                                 X              7          2,660                  0         0
SYMANTEC CORP                                 X              5          2,710                  0         0
SYMANTEC CORP                                 X              8          3,400                  0         0
SYMANTEC CORP                                 X              5          3,400                  0       400
SYMANTEC CORP                                 X              5          3,550                  0       425
SYMANTEC CORP                                 X              4          5,000                  0         0
SYMANTEC CORP                                 X              8          5,090                  0         0
SYMANTEC CORP                                 X              8          5,980                  0         0
SYMANTEC CORP                                 X                         6,514                  0         0
SYMANTEC CORP                                 X              8          6,900                  0         0
SYMANTEC CORP                                 X                         5,000              3,620         0
SYMANTEC CORP                                 X              9          8,850                  0         0
SYMANTEC CORP                                 X              8          9,490                  0         0
SYMANTEC CORP                                 X              7         10,100                  0         0
SYMANTEC CORP                                 X              8         10,896                  0         0
SYMANTEC CORP                                 X              8         15,204                  0         0
SYMANTEC CORP                                 X              6         13,878              1,170     1,528
SYMANTEC CORP                                 X              4         22,075                  0         0
SYMANTEC CORP                                 X                        22,200                  0         0
SYMANTEC CORP                                 X              8         24,900                  0         0
SYMANTEC CORP                                 X              7              0             34,000         0
SYMANTEC CORP                                 X              2         42,865                  0         0
SYMANTEC CORP                                 X              5         43,055                  0         0
SYMANTEC CORP                                 X              8         57,360                  0         0
SYMANTEC CORP                                 X              5        100,220                  0         0
SYMANTEC CORP                                 X              6        175,126                  0    69,037
SYMANTEC CORP                                 X              5        294,800                  0         0
SYMBOL TECHNOLOGIES INC                       X              5            675                  0         0
SYMBOL TECHNOLOGIES INC                       X              8          1,470                  0         0
SYMBOL TECHNOLOGIES INC                       X              8          1,890                  0         0
SYMBOL TECHNOLOGIES INC                       X              8          2,750                  0         0
SYMBOL TECHNOLOGIES INC                       X              9          2,900                  0         0
SYMBOL TECHNOLOGIES INC                       X              8          3,400                  0         0
SYMBOL TECHNOLOGIES INC                       X              8          3,700                  0         0
SYMBOL TECHNOLOGIES INC                       X              5          4,300                  0         0
SYMBOL TECHNOLOGIES INC                       X                         6,808                  0         0
SYMBOL TECHNOLOGIES INC                       X              8          8,000                  0         0
SYMBOL TECHNOLOGIES INC                       X              8         20,900                  0         0
SYNOPSYS INC                                  X              7              0              1,095         0
SYNOPSYS INC                                  X              8          2,460                  0         0
SYNOPSYS INC                                  X              8          4,400                  0         0
SYNOPSYS INC                                  X              8          5,100                  0         0
SYNOPSYS INC                                  X              4         13,475                  0         0
SYNOPSYS INC                                  X              8         14,090                  0         0
SYSCO CORP                                    X              4            200                  0         0
SYSCO CORP                                    X              8            740                  0         0
SYSCO CORP                                    X              8            800                  0         0
SYSCO CORP                                    X                         1,500                  0         0
SYSCO CORP                                    X              8          2,250                  0         0
SYSCO CORP                                    X              7          2,345                  0         0
SYSCO CORP                                    X              8          2,450                  0         0
SYSCO CORP                                    X              5          3,780                  0         0
SYSCO CORP                                    X              8          4,336                  0         0
SYSCO CORP                                    X              8          5,150                  0         0
SYSCO CORP                                    X              8          5,456                  0         0
SYSCO CORP                                    X              8          6,070                  0         0
SYSCO CORP                                    X                         6,200                  0         0
SYSCO CORP                                    X              4          6,650                  0         0
SYSCO CORP                                    X              9          7,400                  0         0
SYSCO CORP                                    X              5          8,883                  0         0
SYSCO CORP                                    X              8          9,601                  0         0
SYSCO CORP                                    X              8         10,979                  0         0
SYSCO CORP                                    X              5         12,846                  0         0
SYSCO CORP                                    X              8         13,416                  0         0
SYSCO CORP                                    X              8         22,700                  0         0
SYSCO CORP                                    X              6         33,511                  0       109
SYSCO CORP                                    X              2         34,869                  0         0
SYSCO CORP                                    X              8         60,260                  0         0
SYSCO CORP                                    X              5         66,310                  0         0
SYSCO CORP                                    X              5        143,967                  0         0
TCF FINL CORP                                 X              9          1,600                  0         0
TCF FINL CORP                                 X              8          2,300                  0         0
TCF FINL CORP                                 X              8          4,600                  0         0
TCF FINL CORP                                 X              8         12,280                  0         0
TECO ENERGY INC                               X              6          1,202                  0         0
TECO ENERGY INC                               X              8          1,400                  0         0
TECO ENERGY INC                               X              8          1,570                  0         0
TECO ENERGY INC                               X              8          2,204                  0         0
TECO ENERGY INC                               X              9          2,300                  0         0
TECO ENERGY INC                               X              8          2,800                  0         0
TECO ENERGY INC                               X              8          6,600                  0         0
TECO ENERGY INC                               X              8         15,470                  0         0
TJX COS INC NEW                               X              7            230                  0         0
TJX COS INC NEW                               X              6              0                  0       259
TJX COS INC NEW                               X              8          2,300                  0         0
TJX COS INC NEW                               X              8          2,400                  0         0
TJX COS INC NEW                               X              8          3,334                  0         0
TJX COS INC NEW                               X              8          4,266                  0         0
TJX COS INC NEW                               X              8          4,279                  0         0
TJX COS INC NEW                               X              8          5,579                  0         0
TJX COS INC NEW                               X              4          5,875                  0         0
TJX COS INC NEW                               X              8          6,843                  0         0
TJX COS INC NEW                               X              9          7,200                  0         0
TJX COS INC NEW                               X                         7,614                  0         0
TJX COS INC NEW                               X              8         11,439                  0         0
TJX COS INC NEW                               X              8         19,000                  0         0
TJX COS INC NEW                               X              5         29,241                  0         0
TJX COS INC NEW                               X              8         46,910                  0         0
TXU CORP                                      X              6             52                  0         0
TXU CORP                                      X              5            178                  0         0
TXU CORP                                      X              8            240                  0         0
TXU CORP                                      X              8            250                  0         0
TXU CORP                                      X              8            300                  0         0
TXU CORP                                      X              6            500                  0         0
TXU CORP                                      X              8            950                  0         0
TXU CORP                                      X              5            965                  0         0
TXU CORP                                      X              8          1,090                  0         0
TXU CORP                                      X              8          1,200                  0         0
TXU CORP                                      X              8          1,678                  0         0
TXU CORP                                      X              8          2,050                  0         0
TXU CORP                                      X              8          2,324                  0         0
TXU CORP                                      X              5          2,400                  0         0
TXU CORP                                      X              9          3,150                  0         0
TXU CORP                                      X              7          2,300                  0     1,000
TXU CORP                                      X              8          3,634                  0         0
TXU CORP                                      X              8          4,580                  0         0
TXU CORP                                      X              8          4,972                  0         0
TXU CORP                                      X              8          6,469                  0         0
TXU CORP                                      X              8          8,500                  0         0
TXU CORP                                      X              5          9,888                  0         0
TXU CORP                                      X              8         22,640                  0         0
TAIWAN FD INC                                 X              7         13,100                  0         0
TAIWAN GREATER CHINA FD                       X              5         12,600                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X                             0                125         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              7              0              2,240         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              5          2,623                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              5              0                  0     2,661
TAIWAN SEMICONDUCTOR MFG LTD                  X              5          3,370                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              5              0                  0     4,056
TAIWAN SEMICONDUCTOR MFG LTD                  X              7              0              8,399         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              8          9,088                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X                         9,300                282         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              8          9,664                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              7         12,978                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              4         20,043                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              7         25,724                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              8         46,073                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              8         86,282                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              5        103,722                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              2        320,989                  0    18,374
TAIWAN SEMICONDUCTOR MFG LTD                  X              5        395,629                  0         0
TAIWAN SEMICONDUCTOR MFG LTD                  X              2              0                  0   847,821
TAIWAN SEMICONDUCTOR MFG LTD                  X              5      3,499,796                  0         0
TECHNITROL INC                                X              6         28,800                  0         0
TECUMSEH PRODS CO                             X              4          9,091                  0         0
TEKTRONIX INC                                 X              7              0                 50         0
TEKTRONIX INC                                 X              8            500                  0         0
TEKTRONIX INC                                 X              8            630                  0         0
TEKTRONIX INC                                 X              8            730                  0         0
TEKTRONIX INC                                 X              8          1,200                  0         0
TEKTRONIX INC                                 X              8          3,000                  0         0
TEKTRONIX INC                                 X                         3,005                  0         0
TEKTRONIX INC                                 X              8          7,530                  0         0
TELE NORTE LESTE PART S A                     X                             0                 19         0
TELE NORTE LESTE PART S A                     X                             0                 35         0
TELE NORTE LESTE PART S A                     X              7             42                  0         0
TELE NORTE LESTE PART S A                     X              4            300                  0         0
TELE NORTE LESTE PART S A                     X              7              0                642         0
TELE NORTE LESTE PART S A                     X              8         37,100                  0         0
TELECOM ARGENTINA S A                         X              7              0              1,530         0
TELECOM ARGENTINA S A                         X              3        922,225                  0         0
TELECOMUNICACOES BRASILEIRAS                  X              7            485                  0         0
TELECOMUNICACOES BRASILEIRAS                  X              4          1,058                  0         0
TELECOMUNICACOES BRASILEIRAS                  X              7              0              1,090         0
TELECOMUNICACOES BRASILEIRAS                  X              5              0                  0    10,000
TELEFONICA S A                                X              4              1                  0         0
TELEFONICA S A                                X                             0                398         0
TELEFONICA S A                                X              7            649                  0         0
TELEFONICA S A                                X              5          1,144                  0         0
TELEFONICA S A                                X              5              0                  0     1,613
TELEFONICA S A                                X              4          1,884                  0         0
TELEFONICA S A                                X              7              0              5,188         0
TELEFONICA S A                                X              3        371,396                  0         0
TELEFONOS DE MEXICO S A                       X              6             60                  0         0
TELEFONOS DE MEXICO S A                       X              5            120                  0         0
TELEFONOS DE MEXICO S A                       X              5            400                  0         0
TELEFONOS DE MEXICO S A                       X              5              0                  0       400
TELEFONOS DE MEXICO S A                       X              7            415                  0         0
TELEFONOS DE MEXICO S A                       X              5          1,000                  0         0
TELEFONOS DE MEXICO S A                       X              5          3,000                  0         0
TELEFONOS DE MEXICO S A                       X              4          3,086                  0         0
TELEFONOS DE MEXICO S A                       X              7              0              8,945         0
TELEFONOS DE MEXICO S A                       X              8         36,200                  0         0
TELEPHONE & DATA SYS INC                      X              6              8                  0         0
TELEPHONE & DATA SYS INC                      X              9            600                  0         0
TELEPHONE & DATA SYS INC                      X              8            800                  0         0
TELEPHONE & DATA SYS INC                      X              8            900                  0         0
TELEPHONE & DATA SYS INC                      X              8            900                  0         0
TELEPHONE & DATA SYS INC                      X              8          1,100                  0         0
TELEPHONE & DATA SYS INC                      X              8          1,500                  0         0
TELEPHONE & DATA SYS INC                      X              8          1,700                  0         0
TELEPHONE & DATA SYS INC                      X              8          5,170                  0         0
TELEPHONE & DATA SYS INC                      X              6              8                  0         0
TELEPHONE & DATA SYS INC                      X              9            600                  0         0
TELEPHONE & DATA SYS INC                      X              8            800                  0         0
TELEPHONE & DATA SYS INC                      X              8            900                  0         0
TELEPHONE & DATA SYS INC                      X              8            900                  0         0
TELEPHONE & DATA SYS INC                      X              8          1,700                  0         0
TELEPHONE & DATA SYS INC                      X              8          5,170                  0         0
TELKONET INC                                  X              5        633,700                  0         0
TELLABS INC                                   X              8          2,638                  0         0
TELLABS INC                                   X              8          3,912                  0         0
TELLABS INC                                   X              8          4,090                  0         0
TELLABS INC                                   X              9          5,300                  0         0
TELLABS INC                                   X              7              0              5,700         0
TELLABS INC                                   X              8          6,081                  0         0
TELLABS INC                                   X              8          6,200                  0         0
TELLABS INC                                   X              8         11,307                  0         0
TELLABS INC                                   X              8         15,300                  0         0
TELLABS INC                                   X              5         28,035                  0         0
TELLABS INC                                   X              8         39,870                  0         0
TELLABS INC                                   X              5         61,143                  0       400
TEMPLE INLAND INC                             X              4             40                  0         0
TEMPLE INLAND INC                             X              8            830                  0         0
TEMPLE INLAND INC                             X              8          1,080                  0         0
TEMPLE INLAND INC                             X              9          1,200                  0         0
TEMPLE INLAND INC                             X              8          1,236                  0         0
TEMPLE INLAND INC                             X              8          1,600                  0         0
TEMPLE INLAND INC                             X              8          3,600                  0         0
TEMPLE INLAND INC                             X              8         11,200                  0         0
TERADYNE INC                                  X              7          1,200                  0         0
TERADYNE INC                                  X              8          1,208                  0         0
TERADYNE INC                                  X              8          1,540                  0         0
TERADYNE INC                                  X              9          2,200                  0         0
TERADYNE INC                                  X              8          2,234                  0         0
TERADYNE INC                                  X              8          2,900                  0         0
TERADYNE INC                                  X                         2,965                  0         0
TERADYNE INC                                  X              4          6,199                  0         0
TERADYNE INC                                  X              8          6,500                  0         0
TERADYNE INC                                  X              8         17,560                  0         0
TESORO CORP                                   X              7             30                  0         0
TESORO CORP                                   X              5         13,550                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X                             0                 24         0
TEVA PHARMACEUTICAL INDS LTD                  X                             0                 48         0
TEVA PHARMACEUTICAL INDS LTD                  X              5          1,000                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X              7          2,789                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X              4          4,500                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X              7              0              4,500         0
TEVA PHARMACEUTICAL INDS LTD                  X              7              0              4,600         0
TEVA PHARMACEUTICAL INDS LTD                  X              7              0              4,856         0
TEVA PHARMACEUTICAL INDS LTD                  X              4          5,600                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X              6          6,140                  0       195
TEVA PHARMACEUTICAL INDS LTD                  X              6            800                  0    38,885
TEVA PHARMACEUTICAL INDS LTD                  X              8         41,500                  0         0
TEVA PHARMACEUTICAL INDS LTD                  X              5         30,595                  0    15,500
TEVA PHARMACEUTICAL INDS LTD                  X              5         53,630                  0         0
TEXAS INSTRS INC                              X              3            197                  0         0
TEXAS INSTRS INC                              X              5            200                  0         0
TEXAS INSTRS INC                              X              4            440                  0         0
TEXAS INSTRS INC                              X              5            660                  0         0
TEXAS INSTRS INC                              X                             0                770         0
TEXAS INSTRS INC                              X              8            900                  0         0
TEXAS INSTRS INC                              X                         1,248                  0         0
TEXAS INSTRS INC                              X              8          1,340                  0         0
TEXAS INSTRS INC                              X              4          1,373                  0         0
TEXAS INSTRS INC                              X              8          1,550                  0         0
TEXAS INSTRS INC                              X              7              0              2,080         0
TEXAS INSTRS INC                              X              5          2,157                  0         0
TEXAS INSTRS INC                              X              8          4,300                  0         0
TEXAS INSTRS INC                              X              8          4,750                  0         0
TEXAS INSTRS INC                              X              8          5,079                  0         0
TEXAS INSTRS INC                              X              8          5,170                  0         0
TEXAS INSTRS INC                              X              8          5,300                  0         0
TEXAS INSTRS INC                              X              8          5,600                  0         0
TEXAS INSTRS INC                              X              8          6,770                  0         0
TEXAS INSTRS INC                              X              5          9,500                  0         0
TEXAS INSTRS INC                              X              6          8,411                340     1,200
TEXAS INSTRS INC                              X              8         12,042                  0         0
TEXAS INSTRS INC                              X              8         14,230                  0         0
TEXAS INSTRS INC                              X              8         14,300                  0         0
TEXAS INSTRS INC                              X              8         15,757                  0         0
TEXAS INSTRS INC                              X                        17,907                  0         0
TEXAS INSTRS INC                              X              8         19,366                  0         0
TEXAS INSTRS INC                              X              9         20,150                  0         0
TEXAS INSTRS INC                              X              8         20,620                  0         0
TEXAS INSTRS INC                              X              8         22,964                  0         0
TEXAS INSTRS INC                              X              7         23,545                  0         0
TEXAS INSTRS INC                              X              8         25,055                  0         0
TEXAS INSTRS INC                              X              8         26,866                  0         0
TEXAS INSTRS INC                              X              8         33,394                  0         0
TEXAS INSTRS INC                              X              5         33,618                  0         0
TEXAS INSTRS INC                              X              8         38,053                  0         0
TEXAS INSTRS INC                              X              6         56,349                  0       500
TEXAS INSTRS INC                              X              8         61,900                  0         0
TEXAS INSTRS INC                              X              5        104,452                  0         0
TEXAS INSTRS INC                              X              5        146,062                  0     5,778
TEXAS INSTRS INC                              X              8        163,940                  0         0
TEXTRON INC                                   X              4            265                  0         0
TEXTRON INC                                   X              8            300                  0         0
TEXTRON INC                                   X              8            800                  0         0
TEXTRON INC                                   X              8            800                  0         0
TEXTRON INC                                   X              8            949                  0         0
TEXTRON INC                                   X              8          1,197                  0         0
TEXTRON INC                                   X              8          1,342                  0         0
TEXTRON INC                                   X              8          2,009                  0         0
TEXTRON INC                                   X              9          2,050                  0         0
TEXTRON INC                                   X              8          2,315                  0         0
TEXTRON INC                                   X              7              0              2,700         0
TEXTRON INC                                   X              8          2,741                  0         0
TEXTRON INC                                   X              8          5,900                  0         0
TEXTRON INC                                   X              8         13,160                  0         0
TEXTRON INC                                   X              6         34,275                  0     5,946
TEXTRON INC                                   X              6         55,818             26,315     4,000
THERMO ELECTRON CORP                          X              5              0                  0       315
THERMO ELECTRON CORP                          X              6            850                  0         0
THERMO ELECTRON CORP                          X              8            890                  0         0
THERMO ELECTRON CORP                          X              8          1,053                  0         0
THERMO ELECTRON CORP                          X              8          1,200                  0         0
THERMO ELECTRON CORP                          X              8          1,290                  0         0
THERMO ELECTRON CORP                          X              8          1,359                  0         0
THERMO ELECTRON CORP                          X              9          1,900                  0         0
THERMO ELECTRON CORP                          X              8          2,420                  0         0
THERMO ELECTRON CORP                          X              8          2,520                  0         0
THERMO ELECTRON CORP                          X              8          4,890                  0         0
THERMO ELECTRON CORP                          X              8          5,300                  0         0
THERMO ELECTRON CORP                          X                         8,908                  0         0
THERMO ELECTRON CORP                          X              8         15,320                  0         0
THERMO ELECTRON CORP                          X              8         17,530                  0         0
THOMSON CORP                                  X              4            850                  0         0
THOMSON CORP                                  X              5          1,300                  0         0
THOMSON CORP                                  X              4        111,041                  0         0
3COM CORP                                     X              3            196                  0         0
3COM CORP                                     X              5              0                  0       600
3COM CORP                                     X              4          3,750                  0         0
3COM CORP                                     X              7              0              4,460         0
3COM CORP                                     X              5         10,000                  0         0
3COM CORP                                     X              8         12,700                  0         0
3COM CORP                                     X              7         13,000                  0         0
3COM CORP                                     X              5              0                  0    20,000
3COM CORP                                     X              8         29,490                  0         0
TIFFANY & CO NEW                              X              8            500                  0         0
TIFFANY & CO NEW                              X              8            911                  0         0
TIFFANY & CO NEW                              X              8          1,160                  0         0
TIFFANY & CO NEW                              X              8          1,202                  0         0
TIFFANY & CO NEW                              X              8          1,600                  0         0
TIFFANY & CO NEW                              X              8          1,700                  0         0
TIFFANY & CO NEW                              X              9          1,800                  0         0
TIFFANY & CO NEW                              X              8          2,200                  0         0
TIFFANY & CO NEW                              X              7              0              4,300         0
TIFFANY & CO NEW                              X              8          4,900                  0         0
TIFFANY & CO NEW                              X              7          7,200                  0         0
TIFFANY & CO NEW                              X              8         15,080                  0         0
TIFFANY & CO NEW                              X              5              0                  0    32,300
TIME WARNER INC                               X              4             81                  0         0
TIME WARNER INC                               X              5            276                  0         0
TIME WARNER INC                               X              8          1,900                  0         0
TIME WARNER INC                               X                         1,400                875         0
TIME WARNER INC                               X              5          3,000                  0         0
TIME WARNER INC                               X              8          3,180                  0         0
TIME WARNER INC                               X              5          4,000                  0         0
TIME WARNER INC                               X              7          4,090                  0         0
TIME WARNER INC                               X              8          4,100                  0         0
TIME WARNER INC                               X                         4,600                  0         0
TIME WARNER INC                               X              8          5,400                  0         0
TIME WARNER INC                               X              8          6,900                  0         0
TIME WARNER INC                               X              5          8,742                  0         0
TIME WARNER INC                               X              8          9,500                  0         0
TIME WARNER INC                               X              8         11,100                  0         0
TIME WARNER INC                               X              8         11,450                  0         0
TIME WARNER INC                               X              4         11,505                  0         0
TIME WARNER INC                               X              7              0             11,840         0
TIME WARNER INC                               X                        12,900                  0         0
TIME WARNER INC                               X              8         13,100                  0         0
TIME WARNER INC                               X              8         14,510                  0         0
TIME WARNER INC                               X              5         14,710                  0         0
TIME WARNER INC                               X              5         16,040                  0         0
TIME WARNER INC                               X              8         28,460                  0         0
TIME WARNER INC                               X              7              0             28,800         0
TIME WARNER INC                               X              8         33,879                  0         0
TIME WARNER INC                               X              8         39,430                  0         0
TIME WARNER INC                               X              7         40,185                  0         0
TIME WARNER INC                               X              8         44,366                  0         0
TIME WARNER INC                               X              8         68,234                  0         0
TIME WARNER INC                               X              8         70,458                  0         0
TIME WARNER INC                               X              9         89,250                  0         0
TIME WARNER INC                               X              8        104,468                  0         0
TIME WARNER INC                               X              6        101,783              1,300    13,522
TIME WARNER INC                               X              5        149,321                  0     6,880
TIME WARNER INC                               X              8        157,000                  0         0
TIME WARNER INC                               X              8        413,030                  0         0
TIME WARNER INC                               X              5        407,952                  0    36,940
TIME WARNER INC                               X              6        450,679                  0    14,865
TIME WARNER INC                               X              5      4,137,113                  0         0
TITAN CORP                                    X                             0                356         0
TITAN CORP                                    X              9         17,500                  0         0
TITAN CORP                                    X              9         63,200                  0         0
TOLL BROTHERS INC                             X              8          1,000                  0         0
TOLL BROTHERS INC                             X              8          1,900                  0         0
TOLL BROTHERS INC                             X              8          4,900                  0         0
TOLL BROTHERS INC                             X              9          8,500                  0         0
TOOTSIE ROLL INDS INC                         X              6         10,089                  0         0
TORCHMARK CORP                                X              8            770                  0         0
TORCHMARK CORP                                X              8            851                  0         0
TORCHMARK CORP                                X              8            870                  0         0
TORCHMARK CORP                                X              5            900                  0         0
TORCHMARK CORP                                X              9          1,200                  0         0
TORCHMARK CORP                                X              8          1,600                  0         0
TORCHMARK CORP                                X              8          1,600                  0         0
TORCHMARK CORP                                X              7              0              3,100         0
TORCHMARK CORP                                X              8          3,600                  0         0
TORCHMARK CORP                                X              7              0             10,000         0
TORCHMARK CORP                                X              8         11,500                  0         0
TORONTO DOMINION BK ONT                       X              4          1,000                  0         0
TORONTO DOMINION BK ONT                       X              5          1,500                  0         0
TORONTO DOMINION BK ONT                       X              4        172,498                  0         0
TOYOTA MOTOR CORP                             X              5              0                  0        90
TOYOTA MOTOR CORP                             X                             0                152         0
TOYOTA MOTOR CORP                             X              7              0                235         0
TOYOTA MOTOR CORP                             X              4            540                  0         0
TOYOTA MOTOR CORP                             X                         1,128                  0         0
TOYOTA MOTOR CORP                             X                         1,600                  0         0
TOYOTA MOTOR CORP                             X              5         42,570                  0         0
TOYS R US INC                                 X                             0                195         0
TOYS R US INC                                 X              6            200                  0         0
TOYS R US INC                                 X              7            360                  0         0
TOYS R US INC                                 X              8          1,490                  0         0
TOYS R US INC                                 X              7              0              1,630         0
TOYS R US INC                                 X              8          1,800                  0         0
TOYS R US INC                                 X              8          1,890                  0         0
TOYS R US INC                                 X              8          3,000                  0         0
TOYS R US INC                                 X              8          3,178                  0         0
TOYS R US INC                                 X              4          5,249                  0         0
TOYS R US INC                                 X              8          5,618                  0         0
TOYS R US INC                                 X              8          7,100                  0         0
TOYS R US INC                                 X              8         22,970                  0         0
TOYS R US INC                                 X              9         28,500                  0         0
TOYS R US INC                                 X              9         56,300                  0         0
TRANSATLANTIC HLDGS INC                       X              7              0                517         0
TRANSATLANTIC HLDGS INC                       X              8            900                  0         0
TRANSATLANTIC HLDGS INC                       X              8          2,362                  0         0
TRANSATLANTIC HLDGS INC                       X              8          9,000                  0         0
TRANSKARYOTIC THERAPIES INC                   X              9         28,600                  0         0
TRANSKARYOTIC THERAPIES INC                   X              9         61,700                  0         0
TRI CONTL CORP                                X              8          4,000                  0         0
TRI CONTL CORP                                X              8         12,950                  0         0
TRIBUNE CO NEW                                X              7             35                  0         0
TRIBUNE CO NEW                                X              4            110                  0         0
TRIBUNE CO NEW                                X              8          2,003                  0         0
TRIBUNE CO NEW                                X              8          2,520                  0         0
TRIBUNE CO NEW                                X              8          2,685                  0         0
TRIBUNE CO NEW                                X              9          2,900                  0         0
TRIBUNE CO NEW                                X              8          3,249                  0         0
TRIBUNE CO NEW                                X              8          4,517                  0         0
TRIBUNE CO NEW                                X              8          6,035                  0         0
TRIBUNE CO NEW                                X              8          8,000                  0         0
TRIBUNE CO NEW                                X              8         23,120                  0         0
TRUSTCO BK CORP N Y                           X              6         15,450                  0         0
TUPPERWARE CORP                               X              7          4,000                  0         0
TUPPERWARE CORP                               X              5        239,000                  0         0
TURKCELL ILETISIM HIZMETLERI                  X                             0                 90         0
TURKCELL ILETISIM HIZMETLERI                  X                             0                157         0
TURKCELL ILETISIM HIZMETLERI                  X              7            182                  0         0
TURKCELL ILETISIM HIZMETLERI                  X              7              0                551         0
TURKCELL ILETISIM HIZMETLERI                  X              5              0                  0       750
TURKCELL ILETISIM HIZMETLERI                  X              8         32,992                  0         0
TURKCELL ILETISIM HIZMETLERI                  X              8         38,993                  0         0
TURKCELL ILETISIM HIZMETLERI                  X              8         39,099                  0         0
TURKCELL ILETISIM HIZMETLERI                  X              8         54,716                  0         0
TYCO INTERNATIONAL                            X              1             16                  0         0
TYCO INTL LTD NEW                             X              7              0                500         0
TYCO INTL LTD NEW                             X              8            900                  0         0
TYCO INTL LTD NEW                             X              8          1,440                  0         0
TYCO INTL LTD NEW                             X              7          1,771                  0         0
TYCO INTL LTD NEW                             X              8          1,850                  0         0
TYCO INTL LTD NEW                             X              5          2,660                  0         0
TYCO INTL LTD NEW                             X              5          4,599                  0         0
TYCO INTL LTD NEW                             X              8          5,000                  0         0
TYCO INTL LTD NEW                             X              7              0              5,030         0
TYCO INTL LTD NEW                             X              8          5,350                  0         0
TYCO INTL LTD NEW                             X              8          5,890                  0         0
TYCO INTL LTD NEW                             X                         6,667                  0         0
TYCO INTL LTD NEW                             X              8          6,850                  0         0
TYCO INTL LTD NEW                             X                         6,905                 90         0
TYCO INTL LTD NEW                             X              4          7,420                  0         0
TYCO INTL LTD NEW                             X              4          9,190                  0         0
TYCO INTL LTD NEW                             X              7         11,392                  0         0
TYCO INTL LTD NEW                             X              5         13,900                  0         0
TYCO INTL LTD NEW                             X              8         14,000                  0         0
TYCO INTL LTD NEW                             X              8         14,634                  0         0
TYCO INTL LTD NEW                             X                        14,800                  0         0
TYCO INTL LTD NEW                             X              8         17,050                  0         0
TYCO INTL LTD NEW                             X              8         19,091                  0         0
TYCO INTL LTD NEW                             X                        19,733                  0         0
TYCO INTL LTD NEW                             X              8         27,467                  0         0
TYCO INTL LTD NEW                             X              8         30,778                  0         0
TYCO INTL LTD NEW                             X              5         35,110                  0         0
TYCO INTL LTD NEW                             X              6         37,834              1,450     1,725
TYCO INTL LTD NEW                             X              8         45,336                  0         0
TYCO INTL LTD NEW                             X              8         65,800                  0         0
TYCO INTL LTD NEW                             X              8         71,700                  0         0
TYCO INTL LTD NEW                             X              9         75,290                  0         0
TYCO INTL LTD NEW                             X              5         95,363                  0     3,350
TYCO INTL LTD NEW                             X              8        188,940                  0         0
TYCO INTL LTD NEW                             X              6        391,089                  0     8,952
TYSON FOODS INC                               X              9          3,000                  0         0
TYSON FOODS INC                               X              8          3,500                  0         0
TYSON FOODS INC                               X              5          7,800                  0         0
TYSON FOODS INC                               X              8          8,300                  0         0
TYSON FOODS INC                               X              8         21,460                  0         0
UST INC                                       X              4             35                  0         0
UST INC                                       X              8            340                  0         0
UST INC                                       X              8            450                  0         0
UST INC                                       X              8          1,000                  0         0
UST INC                                       X              8          1,100                  0         0
UST INC                                       X              5          1,100                  0         0
UST INC                                       X              8          1,188                  0         0
UST INC                                       X              8          1,310                  0         0
UST INC                                       X              8          1,680                  0         0
UST INC                                       X              8          2,398                  0         0
UST INC                                       X              9          2,600                  0         0
UST INC                                       X              8          3,636                  0         0
UST INC                                       X              8          5,600                  0         0
UST INC                                       X              8         16,490                  0         0
UST INC                                       X              5        600,000                  0         0
US BANCORP DEL                                X              4            495                  0         0
US BANCORP DEL                                X              6            803                  0         0
US BANCORP DEL                                X              8            900                  0         0
US BANCORP DEL                                X              6          1,075                  0       172
US BANCORP DEL                                X              8          1,400                  0         0
US BANCORP DEL                                X              8          1,650                  0         0
US BANCORP DEL                                X              7              0              2,309         0
US BANCORP DEL                                X                         4,180                  0         0
US BANCORP DEL                                X              8          5,000                  0         0
US BANCORP DEL                                X              8          5,440                  0         0
US BANCORP DEL                                X              8          7,230                  0         0
US BANCORP DEL                                X              8         13,304                  0         0
US BANCORP DEL                                X              8         14,940                  0         0
US BANCORP DEL                                X              8         15,470                  0         0
US BANCORP DEL                                X              8         17,359                  0         0
US BANCORP DEL                                X              5         18,901                  0         0
US BANCORP DEL                                X              9         21,650                  0         0
US BANCORP DEL                                X                        27,100                  0         0
US BANCORP DEL                                X              8         27,667                  0         0
US BANCORP DEL                                X              8         27,876                  0         0
US BANCORP DEL                                X              5         27,730                  0     5,000
US BANCORP DEL                                X              8         41,997                  0         0
US BANCORP DEL                                X              8         68,300                  0         0
US BANCORP DEL                                X              8        178,890                  0         0
ULTRA PETROLEUM CORP                          X              7            104                  0         0
ULTRA PETROLEUM CORP                          X              5            360                  0         0
ULTRA PETROLEUM CORP                          X              9          1,800                  0         0
ULTRA PETROLEUM CORP                          X              8          5,000                  0         0
ULTRA PETROLEUM CORP                          X              8         13,000                  0         0
UNILEVER N V                                  X                             0                170         0
UNILEVER N V                                  X              7            600                  0         0
UNILEVER N V                                  X              5          1,100                  0         0
UNILEVER N V                                  X              4          2,321                  0         0
UNILEVER N V                                  X              4          4,500                  0         0
UNILEVER N V                                  X              7              0              5,265         0
UNION PAC CORP                                X              5            300                  0         0
UNION PAC CORP                                X              8            390                  0         0
UNION PAC CORP                                X              8            400                  0         0
UNION PAC CORP                                X              8          1,180                  0         0
UNION PAC CORP                                X              8          1,300                  0         0
UNION PAC CORP                                X              8          1,932                  0         0
UNION PAC CORP                                X              8          2,150                  0         0
UNION PAC CORP                                X                         2,308                  0         0
UNION PAC CORP                                X              8          2,532                  0         0
UNION PAC CORP                                X              8          2,900                  0         0
UNION PAC CORP                                X              9          3,050                  0         0
UNION PAC CORP                                X              8          3,732                  0         0
UNION PAC CORP                                X              8          3,989                  0         0
UNION PAC CORP                                X              5          4,810                  0         0
UNION PAC CORP                                X              8          7,112                  0         0
UNION PAC CORP                                X              8          9,100                  0         0
UNION PAC CORP                                X              6          9,500                200         0
UNION PAC CORP                                X              8         23,820                  0         0
UNION PAC CORP                                X              6          9,550                  0    16,498
UNIONBANCAL CORP                              X              9            700                  0         0
UNIONBANCAL CORP                              X              8          1,700                  0         0
UNIONBANCAL CORP                              X              8          2,000                  0         0
UNIONBANCAL CORP                              X              8          5,710                  0         0
UNISYS CORP                                   X              6          1,669                  0         0
UNISYS CORP                                   X              7          1,700                  0         0
UNISYS CORP                                   X              6          2,000                  0         0
UNISYS CORP                                   X              8          2,220                  0         0
UNISYS CORP                                   X              8          2,650                  0         0
UNISYS CORP                                   X              9          3,900                  0         0
UNISYS CORP                                   X              8          4,000                  0         0
UNISYS CORP                                   X              8          4,884                  0         0
UNISYS CORP                                   X              8          6,201                  0         0
UNISYS CORP                                   X              7              0              6,355         0
UNISYS CORP                                   X              8         11,200                  0         0
UNISYS CORP                                   X              4         11,872                  0         0
UNISYS CORP                                   X              8         27,740                  0         0
UNITED MICROELECTRONICS CORP                  X                             0                310         0
UNITED MICROELECTRONICS CORP                  X                             0                738         0
UNITED MICROELECTRONICS CORP                  X              7              0              1,865         0
UNITED MICROELECTRONICS CORP                  X              7          5,288                  0         0
UNITED MICROELECTRONICS CORP                  X              8          6,423                  0         0
UNITED MICROELECTRONICS CORP                  X              8         32,240                  0         0
UNITED MICROELECTRONICS CORP                  X              5              0                  0   100,000
UNITED MICROELECTRONICS CORP                  X              2        151,777                  0         0
UNITED MICROELECTRONICS CORP                  X              2              0                  0 1,031,484
UNITED PARCEL SERVICE INC                     X              4             10                  0         0
UNITED PARCEL SERVICE INC                     X              7              0                240         0
UNITED PARCEL SERVICE INC                     X              8            300                  0         0
UNITED PARCEL SERVICE INC                     X              8            500                  0         0
UNITED PARCEL SERVICE INC                     X              5            700                  0         0
UNITED PARCEL SERVICE INC                     X              8          1,300                  0         0
UNITED PARCEL SERVICE INC                     X              6          1,388                  0        25
UNITED PARCEL SERVICE INC                     X              7              0              1,500         0
UNITED PARCEL SERVICE INC                     X              8          1,686                  0         0
UNITED PARCEL SERVICE INC                     X              7              0              1,800         0
UNITED PARCEL SERVICE INC                     X              8          1,810                  0         0
UNITED PARCEL SERVICE INC                     X              7          2,566                  0         0
UNITED PARCEL SERVICE INC                     X              8          3,900                  0         0
UNITED PARCEL SERVICE INC                     X                         5,000                  0         0
UNITED PARCEL SERVICE INC                     X              6            400                  0     4,970
UNITED PARCEL SERVICE INC                     X              8          7,384                  0         0
UNITED PARCEL SERVICE INC                     X              8          7,974                  0         0
UNITED PARCEL SERVICE INC                     X              8          8,522                  0         0
UNITED PARCEL SERVICE INC                     X              5          8,631                  0         0
UNITED PARCEL SERVICE INC                     X              8          9,400                  0         0
UNITED PARCEL SERVICE INC                     X              9         10,150                  0         0
UNITED PARCEL SERVICE INC                     X              8         10,561                  0         0
UNITED PARCEL SERVICE INC                     X              8         16,778                  0         0
UNITED PARCEL SERVICE INC                     X              8         23,000                  0         0
UNITED PARCEL SERVICE INC                     X              5         24,420                  0         0
UNITED PARCEL SERVICE INC                     X              8         25,198                  0         0
UNITED PARCEL SERVICE INC                     X              8         56,670                  0         0
UNITED PARCEL SERVICE INC                     X              5        577,083                  0         0
UNITED STATES STL CORP NEW                    X              4             35                  0         0
UNITED STATES STL CORP NEW                    X                             0                 60         0
UNITED STATES STL CORP NEW                    X              8            800                  0         0
UNITED STATES STL CORP NEW                    X              8            900                  0         0
UNITED STATES STL CORP NEW                    X              8            970                  0         0
UNITED STATES STL CORP NEW                    X              5          1,100                  0         0
UNITED STATES STL CORP NEW                    X              9          1,400                  0         0
UNITED STATES STL CORP NEW                    X              8          1,700                  0         0
UNITED STATES STL CORP NEW                    X              8          2,000                  0         0
UNITED STATES STL CORP NEW                    X              8          3,800                  0         0
UNITED STATES STL CORP NEW                    X              5          9,000                  0         0
UNITED STATES STL CORP NEW                    X              8         10,300                  0         0
UNITED TECHNOLOGIES CORP                      X              3            230                  0         0
UNITED TECHNOLOGIES CORP                      X              5            600                  0         0
UNITED TECHNOLOGIES CORP                      X              8            600                  0         0
UNITED TECHNOLOGIES CORP                      X              8            760                  0         0
UNITED TECHNOLOGIES CORP                      X              8            900                  0         0
UNITED TECHNOLOGIES CORP                      X              4          1,370                  0         0
UNITED TECHNOLOGIES CORP                      X              8          2,040                  0         0
UNITED TECHNOLOGIES CORP                      X              7              0              2,206         0
UNITED TECHNOLOGIES CORP                      X              4          2,700                  0         0
UNITED TECHNOLOGIES CORP                      X              8          2,794                  0         0
UNITED TECHNOLOGIES CORP                      X              8          2,800                  0         0
UNITED TECHNOLOGIES CORP                      X              8          3,080                  0         0
UNITED TECHNOLOGIES CORP                      X              7          4,215                  0         0
UNITED TECHNOLOGIES CORP                      X              8          4,340                  0         0
UNITED TECHNOLOGIES CORP                      X              7              0              4,800         0
UNITED TECHNOLOGIES CORP                      X              7          4,900                  0         0
UNITED TECHNOLOGIES CORP                      X                         5,400                  0         0
UNITED TECHNOLOGIES CORP                      X              7              0              6,547         0
UNITED TECHNOLOGIES CORP                      X              8          7,318                  0         0
UNITED TECHNOLOGIES CORP                      X              8          8,400                  0         0
UNITED TECHNOLOGIES CORP                      X              8          8,680                  0         0
UNITED TECHNOLOGIES CORP                      X              8          8,700                  0         0
UNITED TECHNOLOGIES CORP                      X              8          9,732                  0         0
UNITED TECHNOLOGIES CORP                      X              5         10,284                  0         0
UNITED TECHNOLOGIES CORP                      X              8         11,000                  0         0
UNITED TECHNOLOGIES CORP                      X              9         11,900                  0         0
UNITED TECHNOLOGIES CORP                      X                        12,300                  0         0
UNITED TECHNOLOGIES CORP                      X              8         12,566                  0         0
UNITED TECHNOLOGIES CORP                      X              8         15,270                  0         0
UNITED TECHNOLOGIES CORP                      X              8         15,684                  0         0
UNITED TECHNOLOGIES CORP                      X              8         22,650                  0         0
UNITED TECHNOLOGIES CORP                      X              2         26,224                  0         0
UNITED TECHNOLOGIES CORP                      X              6         31,570                  0       600
UNITED TECHNOLOGIES CORP                      X              8         37,600                  0         0
UNITED TECHNOLOGIES CORP                      X              5         54,120                  0         0
UNITED TECHNOLOGIES CORP                      X              5         62,158                  0         0
UNITED TECHNOLOGIES CORP                      X              8         97,260                  0         0
UNITED TECHNOLOGIES CORP                      X              5        106,704                  0       360
UNITED TECHNOLOGIES CORP                      X              6        109,748                  0       784
UNITED TECHNOLOGIES CORP                      X              5        147,420                  0         0
UNITED TECHNOLOGIES CORP                      X              5        394,758                  0         0
UNITRIN INC                                   X              8          1,700                  0         0
UNITRIN INC                                   X              8          6,060                  0         0
UNIVERSAL HLTH SVCS INC                       X              8          1,800                  0         0
UNIVERSAL HLTH SVCS INC                       X              8          5,660                  0         0
UNIVISION COMMUNICATIONS INC                  X              6              0                  0        64
UNIVISION COMMUNICATIONS INC                  X              9          2,300                  0         0
UNIVISION COMMUNICATIONS INC                  X              8          2,354                  0         0
UNIVISION COMMUNICATIONS INC                  X              8          2,500                  0         0
UNIVISION COMMUNICATIONS INC                  X              8          2,750                  0         0
UNIVISION COMMUNICATIONS INC                  X              8          2,895                  0         0
UNIVISION COMMUNICATIONS INC                  X              8          4,583                  0         0
UNIVISION COMMUNICATIONS INC                  X              7              0              5,200         0
UNIVISION COMMUNICATIONS INC                  X              8          6,300                  0         0
UNIVISION COMMUNICATIONS INC                  X              8          6,367                  0         0
UNIVISION COMMUNICATIONS INC                  X              5         14,000                  0         0
UNIVISION COMMUNICATIONS INC                  X              8         18,290                  0         0
UNOCAL CORP                                   X              8            360                  0         0
UNOCAL CORP                                   X              8            400                  0         0
UNOCAL CORP                                   X              8            550                  0         0
UNOCAL CORP                                   X              7          1,000                  0         0
UNOCAL CORP                                   X              8          1,600                  0         0
UNOCAL CORP                                   X              8          1,600                  0         0
UNOCAL CORP                                   X              8          1,899                  0         0
UNOCAL CORP                                   X              8          2,298                  0         0
UNOCAL CORP                                   X              8          2,688                  0         0
UNOCAL CORP                                   X              6          2,974                  0         0
UNOCAL CORP                                   X              6          2,000              1,000         0
UNOCAL CORP                                   X              9          3,750                  0         0
UNOCAL CORP                                   X              8          4,105                  0         0
UNOCAL CORP                                   X              5          6,000                  0         0
UNOCAL CORP                                   X              8          6,244                  0         0
UNOCAL CORP                                   X              8         10,500                  0         0
UNOCAL CORP                                   X              8         24,130                  0         0
URBAN OUTFITTERS INC                          X              6              0                  0        95
URBAN OUTFITTERS INC                          X              8          2,000                  0         0
URBAN OUTFITTERS INC                          X              8          5,300                  0         0
UTILITIES HOLDRS TR                           X              5            200                  0         0
UTILITIES HOLDRS TR                           X              5            400                  0         0
UTILITIES HOLDRS TR                           X                         2,300                  0         0
UTILITIES HOLDRS TR                           X              7              0              3,800         0
UTILITIES HOLDRS TR                           X              5          9,500                  0         0
V F CORP                                      X                             0                100         0
V F CORP                                      X              7            250                  0         0
V F CORP                                      X              8            770                  0         0
V F CORP                                      X              8            827                  0         0
V F CORP                                      X              8            970                  0         0
V F CORP                                      X              8          1,300                  0         0
V F CORP                                      X              9          1,400                  0         0
V F CORP                                      X              5          1,400                  0         0
V F CORP                                      X              8          1,605                  0         0
V F CORP                                      X              8          3,195                  0         0
V F CORP                                      X              8          3,700                  0         0
V F CORP                                      X              8         10,040                  0         0
VALLEY NATL BANCORP                           X              8          3,465                  0         0
VALLEY NATL BANCORP                           X              6          6,726                  0         0
VALLEY NATL BANCORP                           X              8         11,013                  0         0
VANGUARD INDEX TR                             X              6              0                  0    85,451
VERITAS SOFTWARE CO                           X              6              0                  0       129
VERITAS SOFTWARE CO                           X              3            217                  0         0
VERITAS SOFTWARE CO                           X              4            300                  0         0
VERITAS SOFTWARE CO                           X              7            470                  0         0
VERITAS SOFTWARE CO                           X              8            530                  0         0
VERITAS SOFTWARE CO                           X              8            750                  0         0
VERITAS SOFTWARE CO                           X              5            900                  0         0
VERITAS SOFTWARE CO                           X              8          1,800                  0         0
VERITAS SOFTWARE CO                           X              8          1,800                  0         0
VERITAS SOFTWARE CO                           X              8          2,330                  0         0
VERITAS SOFTWARE CO                           X              8          2,946                  0         0
VERITAS SOFTWARE CO                           X              8          3,064                  0         0
VERITAS SOFTWARE CO                           X              5          3,380                  0         0
VERITAS SOFTWARE CO                           X                         3,470                  0         0
VERITAS SOFTWARE CO                           X              8          3,524                  0         0
VERITAS SOFTWARE CO                           X              6          3,629                  0         0
VERITAS SOFTWARE CO                           X              8          3,730                  0         0
VERITAS SOFTWARE CO                           X                         3,785                  0         0
VERITAS SOFTWARE CO                           X              8          5,998                  0         0
VERITAS SOFTWARE CO                           X              5          8,308                  0       178
VERITAS SOFTWARE CO                           X              8          9,031                  0         0
VERITAS SOFTWARE CO                           X              5         13,297                  0         0
VERITAS SOFTWARE CO                           X              8         17,182                  0         0
VERITAS SOFTWARE CO                           X              5         25,616                  0         0
VERITAS SOFTWARE CO                           X              8         38,560                  0         0
VERITAS SOFTWARE CO                           X              9         64,534                  0         0
VERITAS SOFTWARE CO                           X              9        113,293                  0         0
VIACOM INC                                    X              6            300                  0         0
VIACOM INC                                    X              5            900                  0         0
VIACOM INC                                    X              7          1,800                  0         0
VIACOM INC                                    X              6         10,820                  0         0
VIACOM INC                                    X              7              0                250         0
VIACOM INC                                    X              8            700                  0         0
VIACOM INC                                    X                           700                 80         0
VIACOM INC                                    X              5          1,085                  0         0
VIACOM INC                                    X              2          1,130                  0         0
VIACOM INC                                    X              8          1,190                  0         0
VIACOM INC                                    X              8          1,450                  0         0
VIACOM INC                                    X              8          1,500                  0         0
VIACOM INC                                    X              8          1,700                  0         0
VIACOM INC                                    X              7          1,810                  0         0
VIACOM INC                                    X                         1,900                  0         0
VIACOM INC                                    X              5          3,579                  0         0
VIACOM INC                                    X              8          4,100                  0         0
VIACOM INC                                    X              8          4,100                  0         0
VIACOM INC                                    X              5          4,450                  0         0
VIACOM INC                                    X              8          4,490                  0         0
VIACOM INC                                    X              8          5,910                  0         0
VIACOM INC                                    X              4          6,092                  0         0
VIACOM INC                                    X                         9,009                  0         0
VIACOM INC                                    X              8         11,370                  0         0
VIACOM INC                                    X              8         11,555                  0         0
VIACOM INC                                    X              7              0             11,621         0
VIACOM INC                                    X              8         13,530                  0         0
VIACOM INC                                    X              8         15,275                  0         0
VIACOM INC                                    X              8         23,815                  0         0
VIACOM INC                                    X              8         24,302                  0         0
VIACOM INC                                    X              4         32,180                  0         0
VIACOM INC                                    X              8         36,335                  0         0
VIACOM INC                                    X              5         36,530                  0         0
VIACOM INC                                    X              6         28,496              4,550     6,350
VIACOM INC                                    X              9         40,700                  0         0
VIACOM INC                                    X              5         44,726                  0       542
VIACOM INC                                    X              5         45,750                  0         0
VIACOM INC                                    X              8         54,700                  0         0
VIACOM INC                                    X              5        141,540                  0         0
VIACOM INC                                    X              8        144,970                  0         0
VIACOM INC                                    X              5        157,489                  0     2,749
VIACOM INC                                    X              6        239,829                  0    57,837
VION PHARMACEUTICALS INC                      X              7          1,900                  0         0
VION PHARMACEUTICALS INC                      X              5              0                  0    10,000
VORNADO RLTY TR                               X              6              0                  0       100
VORNADO RLTY TR                               X              8          1,520                  0         0
VORNADO RLTY TR                               X              5              0                  0     2,560
VORNADO RLTY TR                               X              8          8,190                  0         0
VULCAN MATLS CO                               X              4             30                  0         0
VULCAN MATLS CO                               X              7              0                320         0
VULCAN MATLS CO                               X              8            710                  0         0
VULCAN MATLS CO                               X              8            810                  0         0
VULCAN MATLS CO                               X              8          1,042                  0         0
VULCAN MATLS CO                               X              9          1,200                  0         0
VULCAN MATLS CO                               X              8          1,326                  0         0
VULCAN MATLS CO                               X                         1,339                  0         0
VULCAN MATLS CO                               X              8          1,547                  0         0
VULCAN MATLS CO                               X              8          1,853                  0         0
VULCAN MATLS CO                               X              8          3,400                  0         0
VULCAN MATLS CO                               X              8          4,900                  0         0
VULCAN MATLS CO                               X              8          9,820                  0         0
WPP GROUP PLC                                 X              6              0                  0        63
WPP GROUP PLC                                 X              4          1,325                  0         0
WPP GROUP PLC                                 X              5         12,022                  0         0
WACHOVIA CORP 2ND NEW                         X              7              0                250         0
WACHOVIA CORP 2ND NEW                         X              8            700                  0         0
WACHOVIA CORP 2ND NEW                         X              5            750                  0         0
WACHOVIA CORP 2ND NEW                         X              4          1,000                  0         0
WACHOVIA CORP 2ND NEW                         X              7              0              1,065         0
WACHOVIA CORP 2ND NEW                         X              8          1,110                  0         0
WACHOVIA CORP 2ND NEW                         X              8          1,500                  0         0
WACHOVIA CORP 2ND NEW                         X              4          3,136                  0         0
WACHOVIA CORP 2ND NEW                         X              7              0              3,600         0
WACHOVIA CORP 2ND NEW                         X              8          4,200                  0         0
WACHOVIA CORP 2ND NEW                         X              8          4,620                  0         0
WACHOVIA CORP 2ND NEW                         X              6          4,896                  0         0
WACHOVIA CORP 2ND NEW                         X              8          4,930                  0         0
WACHOVIA CORP 2ND NEW                         X              7          5,000                  0         0
WACHOVIA CORP 2ND NEW                         X              6          6,072                  0     1,687
WACHOVIA CORP 2ND NEW                         X              8          8,800                  0         0
WACHOVIA CORP 2ND NEW                         X              8         10,000                  0         0
WACHOVIA CORP 2ND NEW                         X              8         10,880                  0         0
WACHOVIA CORP 2ND NEW                         X              8         11,460                  0         0
WACHOVIA CORP 2ND NEW                         X              8         13,243                  0         0
WACHOVIA CORP 2ND NEW                         X              8         14,899                  0         0
WACHOVIA CORP 2ND NEW                         X              5         17,253                  0         0
WACHOVIA CORP 2ND NEW                         X              9         18,450                  0         0
WACHOVIA CORP 2ND NEW                         X              8         22,411                  0         0
WACHOVIA CORP 2ND NEW                         X              8         23,787                  0         0
WACHOVIA CORP 2ND NEW                         X              8         35,278                  0         0
WACHOVIA CORP 2ND NEW                         X              8         56,700                  0         0
WACHOVIA CORP 2ND NEW                         X              5         87,325                  0         0
WACHOVIA CORP 2ND NEW                         X              8        151,176                  0         0
WAL MART STORES INC                           X              3            100                  0         0
WAL MART STORES INC                           X              7              0                200         0
WAL MART STORES INC                           X              5            500                  0         0
WAL MART STORES INC                           X              2            600                  0         0
WAL MART STORES INC                           X                         1,000                  0         0
WAL MART STORES INC                           X                         1,000                  0         0
WAL MART STORES INC                           X              8          1,300                  0         0
WAL MART STORES INC                           X              8          2,200                  0         0
WAL MART STORES INC                           X              8          2,800                  0         0
WAL MART STORES INC                           X              8          3,000                  0         0
WAL MART STORES INC                           X              8          4,500                  0         0
WAL MART STORES INC                           X              5          6,240                  0         0
WAL MART STORES INC                           X              4          6,516                  0         0
WAL MART STORES INC                           X              7              0              6,523         0
WAL MART STORES INC                           X              5          7,235                  0         0
WAL MART STORES INC                           X                         8,000                  0         0
WAL MART STORES INC                           X              8          8,750                  0         0
WAL MART STORES INC                           X              5          9,220                  0         0
WAL MART STORES INC                           X              8          9,600                  0         0
WAL MART STORES INC                           X              8         10,000                  0         0
WAL MART STORES INC                           X              8         18,190                  0         0
WAL MART STORES INC                           X              4         23,722                  0         0
WAL MART STORES INC                           X              8         24,022                  0         0
WAL MART STORES INC                           X              8         28,170                  0         0
WAL MART STORES INC                           X                        30,932                  0         0
WAL MART STORES INC                           X              8         31,769                  0         0
WAL MART STORES INC                           X              8         38,489                  0         0
WAL MART STORES INC                           X              5         48,762                  0         0
WAL MART STORES INC                           X              8         50,395                  0         0
WAL MART STORES INC                           X              7         53,253                  0         0
WAL MART STORES INC                           X              9         59,100                  0         0
WAL MART STORES INC                           X              5         68,730                  0         0
WAL MART STORES INC                           X              8         73,942                  0         0
WAL MART STORES INC                           X              5         87,313                  0     5,445
WAL MART STORES INC                           X              6         50,579             27,906    15,925
WAL MART STORES INC                           X              8        115,305                  0         0
WAL MART STORES INC                           X              5        205,583                  0         0
WAL MART STORES INC                           X              6        225,350                  0     3,291
WAL MART STORES INC                           X              5        227,210                  0     7,657
WAL MART STORES INC                           X              8        301,560                  0         0
WALGREEN CO                                   X              4            100                  0         0
WALGREEN CO                                   X              6            380                  0        76
WALGREEN CO                                   X              8            600                  0         0
WALGREEN CO                                   X              8            790                  0         0
WALGREEN CO                                   X              8            900                  0         0
WALGREEN CO                                   X              8          2,850                  0         0
WALGREEN CO                                   X              8          3,023                  0         0
WALGREEN CO                                   X              8          3,080                  0         0
WALGREEN CO                                   X              6              0              4,000         0
WALGREEN CO                                   X              8          5,010                  0         0
WALGREEN CO                                   X              7              0              5,273         0
WALGREEN CO                                   X              5          7,250                  0         0
WALGREEN CO                                   X                         7,322                  0         0
WALGREEN CO                                   X              8          7,338                  0         0
WALGREEN CO                                   X              8          8,610                  0         0
WALGREEN CO                                   X              4          9,483                  0         0
WALGREEN CO                                   X              8          9,884                  0         0
WALGREEN CO                                   X              8         10,340                  0         0
WALGREEN CO                                   X              9         11,850                  0         0
WALGREEN CO                                   X              8         13,253                  0         0
WALGREEN CO                                   X              8         14,173                  0         0
WALGREEN CO                                   X              8         15,304                  0         0
WALGREEN CO                                   X              8         23,792                  0         0
WALGREEN CO                                   X              5         34,800                  0         0
WALGREEN CO                                   X              8         37,300                  0         0
WALGREEN CO                                   X              5         61,979                  0         0
WALGREEN CO                                   X              5         64,542                  0     6,200
WALGREEN CO                                   X              5         88,679                  0         0
WALGREEN CO                                   X              8         96,180                  0         0
WASHINGTON MUT INC                            X              7              0                240         0
WASHINGTON MUT INC                            X                             0                285         0
WASHINGTON MUT INC                            X              8            500                  0         0
WASHINGTON MUT INC                            X              8            720                  0         0
WASHINGTON MUT INC                            X              8            800                  0         0
WASHINGTON MUT INC                            X                         1,500                  0         0
WASHINGTON MUT INC                            X              5          2,200                  0         0
WASHINGTON MUT INC                            X              8          2,400                  0         0
WASHINGTON MUT INC                            X              8          2,610                  0         0
WASHINGTON MUT INC                            X              6          1,743              1,000         0
WASHINGTON MUT INC                            X              8          3,840                  0         0
WASHINGTON MUT INC                            X              4          5,290                  0         0
WASHINGTON MUT INC                            X              8          6,257                  0         0
WASHINGTON MUT INC                            X              7          6,975                  0         0
WASHINGTON MUT INC                            X              8          7,400                  0         0
WASHINGTON MUT INC                            X              8          8,369                  0         0
WASHINGTON MUT INC                            X              8          9,420                  0         0
WASHINGTON MUT INC                            X              9          9,800                  0         0
WASHINGTON MUT INC                            X              8         12,484                  0         0
WASHINGTON MUT INC                            X              6         12,870                  0         0
WASHINGTON MUT INC                            X              8         13,372                  0         0
WASHINGTON MUT INC                            X              8         20,830                  0         0
WASHINGTON MUT INC                            X              8         30,800                  0         0
WASHINGTON MUT INC                            X              5         75,000                  0         0
WASHINGTON MUT INC                            X              8         82,000                  0         0
WASHINGTON MUT INC                            X              5         79,931                  0     2,190
WASHINGTON POST CO                            X              8             80                  0         0
WASHINGTON POST CO                            X              8            100                  0         0
WASHINGTON POST CO                            X              8            290                  0         0
WATERS CORP                                   X              8            700                  0         0
WATERS CORP                                   X              8            700                  0         0
WATERS CORP                                   X              8            900                  0         0
WATERS CORP                                   X              8            980                  0         0
WATERS CORP                                   X              8          1,040                  0         0
WATERS CORP                                   X              9          1,500                  0         0
WATERS CORP                                   X              8          1,763                  0         0
WATERS CORP                                   X              8          1,900                  0         0
WATERS CORP                                   X              4          2,106                  0         0
WATERS CORP                                   X                         2,796                  0         0
WATERS CORP                                   X              8          4,000                  0         0
WATERS CORP                                   X              8          4,037                  0         0
WATERS CORP                                   X              5          4,605                  0         0
WATERS CORP                                   X              8         11,950                  0         0
WATSON PHARMACEUTICALS INC                    X              8            770                  0         0
WATSON PHARMACEUTICALS INC                    X              5            778                  0         0
WATSON PHARMACEUTICALS INC                    X              8            870                  0         0
WATSON PHARMACEUTICALS INC                    X              8            930                  0         0
WATSON PHARMACEUTICALS INC                    X              9          1,300                  0         0
WATSON PHARMACEUTICALS INC                    X              8          1,616                  0         0
WATSON PHARMACEUTICALS INC                    X              8          2,384                  0         0
WATSON PHARMACEUTICALS INC                    X              5              0                  0     2,500
WATSON PHARMACEUTICALS INC                    X              8          3,600                  0         0
WATSON PHARMACEUTICALS INC                    X              8         10,940                  0         0
WEIGHT WATCHERS INTL INC NEW                  X              6            675                  0         0
WEIGHT WATCHERS INTL INC NEW                  X              8          1,400                  0         0
WEIGHT WATCHERS INTL INC NEW                  X              4          2,479                  0         0
WEIGHT WATCHERS INTL INC NEW                  X              8          4,300                  0         0
WEINGARTEN RLTY INVS                          X              6            310                  0         0
WEINGARTEN RLTY INVS                          X              5              0                  0     3,437
WEINGARTEN RLTY INVS                          X              8          7,700                  0         0
WELLCHOICE INC                                X              9          1,000                  0         0
WELLCHOICE INC                                X              8          2,800                  0         0
WELLCHOICE INC                                X              8          7,600                  0         0
WELLS FARGO & CO NEW                          X              7            140                  0         0
WELLS FARGO & CO NEW                          X              8            700                  0         0
WELLS FARGO & CO NEW                          X              5            740                  0         0
WELLS FARGO & CO NEW                          X              8          1,100                  0         0
WELLS FARGO & CO NEW                          X              8          1,550                  0         0
WELLS FARGO & CO NEW                          X              8          2,300                  0         0
WELLS FARGO & CO NEW                          X              5          2,330                  0         0
WELLS FARGO & CO NEW                          X                         4,200                  0         0
WELLS FARGO & CO NEW                          X              8          4,700                  0         0
WELLS FARGO & CO NEW                          X              8          5,100                  0         0
WELLS FARGO & CO NEW                          X              8          5,760                  0         0
WELLS FARGO & CO NEW                          X              8         10,810                  0         0
WELLS FARGO & CO NEW                          X              4         11,850                  0         0
WELLS FARGO & CO NEW                          X              8         12,012                  0         0
WELLS FARGO & CO NEW                          X              8         14,260                  0         0
WELLS FARGO & CO NEW                          X              8         15,967                  0         0
WELLS FARGO & CO NEW                          X              8         19,600                  0         0
WELLS FARGO & CO NEW                          X              9         19,600                  0         0
WELLS FARGO & CO NEW                          X              5         20,195                  0         0
WELLS FARGO & CO NEW                          X              4         20,554                  0         0
WELLS FARGO & CO NEW                          X              8         25,418                  0         0
WELLS FARGO & CO NEW                          X              8         25,971                  0         0
WELLS FARGO & CO NEW                          X              7              0             36,595         0
WELLS FARGO & CO NEW                          X              8         38,692                  0         0
WELLS FARGO & CO NEW                          X              5         44,730                  0         0
WELLS FARGO & CO NEW                          X              5         47,754                  0         0
WELLS FARGO & CO NEW                          X              8         61,900                  0         0
WELLS FARGO & CO NEW                          X              6         42,316              9,046    16,200
WELLS FARGO & CO NEW                          X              5        154,157                  0     1,661
WELLS FARGO & CO NEW                          X              8        162,320                  0         0
WELLS FARGO & CO NEW                          X              6        223,196                  0    30,362
WENDYS INTL INC                               X              8            750                  0         0
WENDYS INTL INC                               X              8            800                  0         0
WENDYS INTL INC                               X              8            900                  0         0
WENDYS INTL INC                               X              8            964                  0         0
WENDYS INTL INC                               X              9          1,400                  0         0
WENDYS INTL INC                               X              8          1,700                  0         0
WENDYS INTL INC                               X              8          1,700                  0         0
WENDYS INTL INC                               X              7          2,010                  0         0
WENDYS INTL INC                               X              5              0                  0     2,170
WENDYS INTL INC                               X              8          3,800                  0         0
WENDYS INTL INC                               X              8         12,300                  0         0
WENDYS INTL INC                               X              4         46,270                  0         0
WEST MARINE INC                               X              7             63                  0         0
WEST MARINE INC                               X              5              0                  0    17,900
WESTAIM CORP                                  X              4         14,000                  0         0
WESTERN SILVER CORP                           X              4         11,825                  0         0
WEYERHAEUSER CO                               X              7              0                400         0
WEYERHAEUSER CO                               X                           701                  0         0
WEYERHAEUSER CO                               X              7            840                  0         0
WEYERHAEUSER CO                               X              8            900                  0         0
WEYERHAEUSER CO                               X              8            910                  0         0
WEYERHAEUSER CO                               X              8          1,779                  0         0
WEYERHAEUSER CO                               X              8          1,994                  0         0
WEYERHAEUSER CO                               X              8          2,377                  0         0
WEYERHAEUSER CO                               X              9          2,500                  0         0
WEYERHAEUSER CO                               X              8          3,465                  0         0
WEYERHAEUSER CO                               X              8          3,666                  0         0
WEYERHAEUSER CO                               X              8          6,742                  0         0
WEYERHAEUSER CO                               X              8          8,400                  0         0
WEYERHAEUSER CO                               X              6          8,647                  0       815
WEYERHAEUSER CO                               X              6          9,136              2,900       800
WEYERHAEUSER CO                               X              8         22,640                  0         0
WHIRLPOOL CORP                                X                             0                185         0
WHIRLPOOL CORP                                X              8            300                  0         0
WHIRLPOOL CORP                                X              7            465                  0         0
WHIRLPOOL CORP                                X              8            502                  0         0
WHIRLPOOL CORP                                X              8            520                  0         0
WHIRLPOOL CORP                                X              8            700                  0         0
WHIRLPOOL CORP                                X              9            800                  0         0
WHIRLPOOL CORP                                X              8            917                  0         0
WHIRLPOOL CORP                                X              8          1,110                  0         0
WHIRLPOOL CORP                                X              8          1,808                  0         0
WHIRLPOOL CORP                                X              5          2,168                  0         0
WHIRLPOOL CORP                                X              8          2,200                  0         0
WHIRLPOOL CORP                                X              8          2,200                  0         0
WHIRLPOOL CORP                                X              8          7,170                  0         0
WHOLE FOODS MKT INC                           X              6             50                  0         0
WHOLE FOODS MKT INC                           X              4            250                  0         0
WHOLE FOODS MKT INC                           X              8            300                  0         0
WHOLE FOODS MKT INC                           X              7              0                400         0
WHOLE FOODS MKT INC                           X              7              0                500         0
WHOLE FOODS MKT INC                           X              9            700                  0         0
WHOLE FOODS MKT INC                           X              7          1,000                  0         0
WHOLE FOODS MKT INC                           X              8          2,743                  0         0
WHOLE FOODS MKT INC                           X              8          4,514                  0         0
WHOLE FOODS MKT INC                           X              8          4,973                  0         0
WHOLE FOODS MKT INC                           X              8          5,328                  0         0
WHOLE FOODS MKT INC                           X              8          5,520                  0         0
WILLIAMS COS INC DEL                          X              8            520                  0         0
WILLIAMS COS INC DEL                          X              8            800                  0         0
WILLIAMS COS INC DEL                          X              5          1,687                  0         0
WILLIAMS COS INC DEL                          X              8          2,100                  0         0
WILLIAMS COS INC DEL                          X              8          2,100                  0         0
WILLIAMS COS INC DEL                          X                         3,270                  0         0
WILLIAMS COS INC DEL                          X              8          3,850                  0         0
WILLIAMS COS INC DEL                          X              8          4,800                  0         0
WILLIAMS COS INC DEL                          X              5              0                  0     5,000
WILLIAMS COS INC DEL                          X              7          5,535                  0         0
WILLIAMS COS INC DEL                          X              8          5,610                  0         0
WILLIAMS COS INC DEL                          X              9          7,200                  0         0
WILLIAMS COS INC DEL                          X              8          8,552                  0         0
WILLIAMS COS INC DEL                          X              8         11,478                  0         0
WILLIAMS COS INC DEL                          X              8         23,000                  0         0
WILLIAMS COS INC DEL                          X              8         51,840                  0         0
WILLIAMS COS INC DEL                          X              6         49,383                  0     4,400
WILLIAMS COS INC DEL                          X              6        779,366                  0    16,538
WILLIAMS SONOMA INC                           X              6              0                  0        50
WILLIAMS SONOMA INC                           X              7              0                422         0
WILLIAMS SONOMA INC                           X              9          1,300                  0         0
WILLIAMS SONOMA INC                           X              8          3,900                  0         0
WILLIAMS SONOMA INC                           X              8          9,520                  0         0
WILLIAMS SONOMA INC                           X              6              0                  0    10,590
WINNEBAGO INDS INC                            X              7              0                117         0
WINNEBAGO INDS INC                            X              5              0                  0    11,500
WISCONSIN ENERGY CORP                         X              9          1,300                  0         0
WISCONSIN ENERGY CORP                         X              7              0              2,900         0
WISCONSIN ENERGY CORP                         X              8          3,900                  0         0
WISCONSIN ENERGY CORP                         X              6          8,875                  0         0
WISCONSIN ENERGY CORP                         X              6          2,755              1,600     5,100
WISCONSIN ENERGY CORP                         X              8          9,490                  0         0
WOORI FIN HLDGS CO LTD                        X              8         15,961                  0         0
WOORI FIN HLDGS CO LTD                        X              8         17,000                  0         0
WRIGLEY WM JR CO                              X                             0                 40         0
WRIGLEY WM JR CO                              X              7              0                240         0
WRIGLEY WM JR CO                              X              6            459                  0         0
WRIGLEY WM JR CO                              X              7            535                  0         0
WRIGLEY WM JR CO                              X              8          1,397                  0         0
WRIGLEY WM JR CO                              X              7              0              1,600         0
WRIGLEY WM JR CO                              X              8          1,680                  0         0
WRIGLEY WM JR CO                              X              9          1,700                  0         0
WRIGLEY WM JR CO                              X              8          1,911                  0         0
WRIGLEY WM JR CO                              X              8          2,250                  0         0
WRIGLEY WM JR CO                              X              8          3,165                  0         0
WRIGLEY WM JR CO                              X              8          4,635                  0         0
WRIGLEY WM JR CO                              X              8          5,800                  0         0
WRIGLEY WM JR CO                              X              6         12,400                  0         0
WRIGLEY WM JR CO                              X              8         14,370                  0         0
WRIGLEY WM JR CO                              X              4         19,850                  0         0
WRIGLEY WM JR CO                              X              5         30,100                  0         0
WYETH                                         X              5            368                  0         0
WYETH                                         X              8            700                  0         0
WYETH                                         X              8          1,000                  0         0
WYETH                                         X              8          1,250                  0         0
WYETH                                         X              7              0              1,452         0
WYETH                                         X              7          2,305                  0         0
WYETH                                         X              4          2,400                  0         0
WYETH                                         X              8          3,100                  0         0
WYETH                                         X              7          3,520                  0         0
WYETH                                         X              8          3,550                  0         0
WYETH                                         X              8          3,850                  0         0
WYETH                                         X              8          3,882                  0         0
WYETH                                         X              8          4,900                  0         0
WYETH                                         X              4          6,533                  0         0
WYETH                                         X              5          8,000                  0         0
WYETH                                         X              8          9,785                  0         0
WYETH                                         X              7              0             10,320         0
WYETH                                         X              8         10,870                  0         0
WYETH                                         X              8         11,300                  0         0
WYETH                                         X              8         12,841                  0         0
WYETH                                         X              5         14,000                  0         0
WYETH                                         X                        15,589                  0         0
WYETH                                         X                        15,700                  0         0
WYETH                                         X              7              0             16,700         0
WYETH                                         X              8         17,246                  0         0
WYETH                                         X              8         20,442                  0         0
WYETH                                         X              8         20,671                  0         0
WYETH                                         X              5         22,240                  0         0
WYETH                                         X              5         23,270                  0         0
WYETH                                         X              8         30,539                  0         0
WYETH                                         X              8         48,800                  0         0
WYETH                                         X              9         50,850                  0         0
WYETH                                         X              5         81,075                  0         0
WYETH                                         X              5         86,439                  0     2,420
WYETH                                         X              8        126,170                  0         0
WYETH                                         X              6         94,774             20,150    29,350
WYETH                                         X              6        267,666              4,900     2,793
WYNN RESORTS LTD                              X              7            635                  0         0
WYNN RESORTS LTD                              X              5            700                  0         0
WYNN RESORTS LTD                              X              8          1,000                  0         0
WYNN RESORTS LTD                              X              8          2,600                  0         0
XM SATELLITE RADIO HLDGS INC                  X              6              0                  0        30
XM SATELLITE RADIO HLDGS INC                  X              7             55                  0         0
XM SATELLITE RADIO HLDGS INC                  X              7              0                997         0
XM SATELLITE RADIO HLDGS INC                  X              9          1,900                  0         0
XM SATELLITE RADIO HLDGS INC                  X              8          2,600                  0         0
XM SATELLITE RADIO HLDGS INC                  X              8          5,100                  0         0
XM SATELLITE RADIO HLDGS INC                  X              6          1,665                  0     6,315
XM SATELLITE RADIO HLDGS INC                  X              8         13,800                  0         0
XILINX INC                                    X              5            100                  0         0
XILINX INC                                    X              4            100                  0         0
XILINX INC                                    X              8            490                  0         0
XILINX INC                                    X              8            700                  0         0
XILINX INC                                    X              5              0                  0     1,176
XILINX INC                                    X              7              0              1,477         0
XILINX INC                                    X              8          1,500                  0         0
XILINX INC                                    X              8          1,600                  0         0
XILINX INC                                    X              7          2,000                  0         0
XILINX INC                                    X                         2,140                  0         0
XILINX INC                                    X              8          2,220                  0         0
XILINX INC                                    X                         2,439                  0         0
XILINX INC                                    X              8          2,503                  0         0
XILINX INC                                    X              8          2,950                  0         0
XILINX INC                                    X              8          3,158                  0         0
XILINX INC                                    X              8          4,980                  0         0
XILINX INC                                    X              9          5,100                  0         0
XILINX INC                                    X              8          5,407                  0         0
XILINX INC                                    X              8          6,890                  0         0
XILINX INC                                    X              6          7,529                  0     1,000
XILINX INC                                    X              8          8,661                  0         0
XILINX INC                                    X              7         14,000                  0         0
XILINX INC                                    X              8         14,303                  0         0
XILINX INC                                    X              6         19,054                  0       510
XILINX INC                                    X              8         32,430                  0         0
XEROX CORP                                    X              5            150                  0         0
XEROX CORP                                    X              5            492                  0         0
XEROX CORP                                    X              8            700                  0         0
XEROX CORP                                    X              8            950                  0         0
XEROX CORP                                    X              8          1,450                  0         0
XEROX CORP                                    X              6          1,606                  0         0
XEROX CORP                                    X                         2,000                  0         0
XEROX CORP                                    X              5          2,010                  0         0
XEROX CORP                                    X              7          2,155                  0         0
XEROX CORP                                    X              5          2,000                  0       365
XEROX CORP                                    X              8          3,100                  0         0
XEROX CORP                                    X              8          3,300                  0         0
XEROX CORP                                    X              8          4,600                  0         0
XEROX CORP                                    X                         6,000                  0         0
XEROX CORP                                    X              8          6,200                  0         0
XEROX CORP                                    X              8          6,384                  0         0
XEROX CORP                                    X              5          5,500                  0       900
XEROX CORP                                    X              8          7,840                  0         0
XEROX CORP                                    X              8          9,364                  0         0
XEROX CORP                                    X              4          9,393                  0         0
XEROX CORP                                    X              9         11,800                  0         0
XEROX CORP                                    X              8         12,645                  0         0
XEROX CORP                                    X              8         13,220                  0         0
XEROX CORP                                    X              8         15,020                  0         0
XEROX CORP                                    X              8         20,147                  0         0
XEROX CORP                                    X              7              0             37,605         0
XEROX CORP                                    X              8         37,800                  0         0
XEROX CORP                                    X              5         58,094                  0         0
XEROX CORP                                    X              6         20,480                  0    44,280
XEROX CORP                                    X              8         90,250                  0         0
YPF SOCIEDAD ANONIMA                          X              3         13,600                  0         0
YAHOO INC                                     X              6              0                  0       185
YAHOO INC                                     X              3            196                  0         0
YAHOO INC                                     X              4            440                  0         0
YAHOO INC                                     X              8            500                  0         0
YAHOO INC                                     X              5            562                  0         0
YAHOO INC                                     X              8            700                  0         0
YAHOO INC                                     X              8            790                  0         0
YAHOO INC                                     X              8            900                  0         0
YAHOO INC                                     X              8            950                  0         0
YAHOO INC                                     X              8          1,000                  0         0
YAHOO INC                                     X              7              0              1,985         0
YAHOO INC                                     X              7          2,000                  0         0
YAHOO INC                                     X              7              0              2,400         0
YAHOO INC                                     X              8          2,750                  0         0
YAHOO INC                                     X                         2,948                  0         0
YAHOO INC                                     X              8          3,130                  0         0
YAHOO INC                                     X              8          3,700                  0         0
YAHOO INC                                     X              5          6,962                  0         0
YAHOO INC                                     X                         7,200                  0         0
YAHOO INC                                     X              8          8,130                  0         0
YAHOO INC                                     X              8          9,422                  0         0
YAHOO INC                                     X              8         11,070                  0         0
YAHOO INC                                     X              9         12,000                  0         0
YAHOO INC                                     X                        12,288                  0         0
YAHOO INC                                     X              8         12,472                  0         0
YAHOO INC                                     X              8         16,900                  0         0
YAHOO INC                                     X              8         19,994                  0         0
YAHOO INC                                     X              8         25,213                  0         0
YAHOO INC                                     X              8         29,285                  0         0
YAHOO INC                                     X              7         29,622                  0         0
YAHOO INC                                     X              8         29,670                  0         0
YAHOO INC                                     X              8         31,474                  0         0
YAHOO INC                                     X              8         38,700                  0         0
YAHOO INC                                     X              6              0                  0    41,612
YAHOO INC                                     X              5         79,126                  0         0
YAHOO INC                                     X              8         98,340                  0         0
YAHOO INC                                     X              5        115,889                  0     5,110
YUM BRANDS INC                                X              4             40                  0         0
YUM BRANDS INC                                X              4             70                  0         0
YUM BRANDS INC                                X              5            100                  0         0
YUM BRANDS INC                                X              7            280                  0         0
YUM BRANDS INC                                X              5            360                  0         0
YUM BRANDS INC                                X              8            400                  0         0
YUM BRANDS INC                                X              8            600                  0         0
YUM BRANDS INC                                X              6            830                 40         0
YUM BRANDS INC                                X              6            950                  0       316
YUM BRANDS INC                                X              8          1,400                  0         0
YUM BRANDS INC                                X              8          1,400                  0         0
YUM BRANDS INC                                X                         1,600                  0         0
YUM BRANDS INC                                X              5          1,890                  0         0
YUM BRANDS INC                                X              5          2,100                  0         0
YUM BRANDS INC                                X              8          2,149                  0         0
YUM BRANDS INC                                X              8          2,398                  0         0
YUM BRANDS INC                                X              8          2,836                  0         0
YUM BRANDS INC                                X              9          4,150                  0         0
YUM BRANDS INC                                X              8          4,438                  0         0
YUM BRANDS INC                                X              8          4,542                  0         0
YUM BRANDS INC                                X              5          6,086                  0         0
YUM BRANDS INC                                X              8          7,510                  0         0
YUM BRANDS INC                                X              8         11,300                  0         0
YUM BRANDS INC                                X              8         28,410                  0         0
ZARLINK SEMICONDUCTOR INC                     X              7          2,000                  0         0
ZARLINK SEMICONDUCTOR INC                     X              4         49,915                  0         0
ZEBRA TECHNOLOGIES CORP                       X              9            800                  0         0
ZEBRA TECHNOLOGIES CORP                       X              8          2,400                  0         0
ZEBRA TECHNOLOGIES CORP                       X              4          2,600                  0         0
ZEBRA TECHNOLOGIES CORP                       X              5          2,600                  0         0
ZEBRA TECHNOLOGIES CORP                       X              8          6,200                  0         0
ZEBRA TECHNOLOGIES CORP                       X              5         40,000                  0         0
ZIONS BANCORPORATION                          X              6            350                  0         0
ZIONS BANCORPORATION                          X              8            665                  0         0
ZIONS BANCORPORATION                          X              8            710                  0         0
ZIONS BANCORPORATION                          X              8            729                  0         0
ZIONS BANCORPORATION                          X              9          1,000                  0         0
ZIONS BANCORPORATION                          X              8          1,241                  0         0
ZIONS BANCORPORATION                          X              8          1,400                  0         0
ZIONS BANCORPORATION                          X              8          3,000                  0         0
ZIONS BANCORPORATION                          X              5          3,800                  0         0
ZIONS BANCORPORATION                          X              8          8,320                  0         0
ZIONS BANCORPORATION                          X              6         24,000                  0         0
DEX MEDIA INC                                 X              9          1,300                  0         0
DEX MEDIA INC                                 X              4          2,095                  0         0
DEX MEDIA INC                                 X              8          3,800                  0         0
DEX MEDIA INC                                 X              8          9,800                  0         0
DUN & BRADSTREET CORP DEL NE                  X              7              0                175         0
DUN & BRADSTREET CORP DEL NE                  X              6            200                  0         0
DUN & BRADSTREET CORP DEL NE                  X              5            200                  0         0
DUN & BRADSTREET CORP DEL NE                  X              5            450                  0         0
DUN & BRADSTREET CORP DEL NE                  X              9            800                  0         0
DUN & BRADSTREET CORP DEL NE                  X              8          1,000                  0         0
DUN & BRADSTREET CORP DEL NE                  X              6          1,500                  0         0
DUN & BRADSTREET CORP DEL NE                  X              8          2,300                  0         0
DUN & BRADSTREET CORP DEL NE                  X              8          7,030                  0         0
EON LABS INC                                  X              9         17,000                  0         0
BT GROUP PLC                                  X                             0                220         0
BT GROUP PLC                                  X              7            483                  0         0
BT GROUP PLC                                  X              4          1,494                  0         0
BT GROUP PLC                                  X              8          1,700                  0         0
BT GROUP PLC                                  X              7              0              5,855         0
BT GROUP PLC                                  X              4         36,325                  0         0
PETROCHINA CO LTD                             X                             0                 95         0
PETROCHINA CO LTD                             X              4            200                  0         0
PETROCHINA CO LTD                             X              7            225                  0         0
PETROCHINA CO LTD                             X              5              0                  0       800
PETROCHINA CO LTD                             X              6          1,000                  0         0
PETROCHINA CO LTD                             X              2              0                  0    20,000
PETROCHINA CO LTD                             X              2          2,500                  0    36,600
PETRO-CDA                                     X              5            500                  0         0
PETRO-CDA                                     X              4            600                  0         0
PETRO-CDA                                     X              5          3,300                  0         0
PETRO-CDA                                     X              4         34,465                  0         0
VERISIGN INC                                  X              6            100                  0         0
VERISIGN INC                                  X              5            175                  0         0
VERISIGN INC                                  X              7            340                  0         0
VERISIGN INC                                  X              5              0                  0       500
VERISIGN INC                                  X              8            550                  0         0
VERISIGN INC                                  X              7              0                633         0
VERISIGN INC                                  X              8          1,300                  0         0
VERISIGN INC                                  X              8          1,300                  0         0
VERISIGN INC                                  X                         2,254                  0         0
VERISIGN INC                                  X              9          2,900                  0         0
VERISIGN INC                                  X              5              0                  0     3,060
VERISIGN INC                                  X              8          3,600                  0         0
VERISIGN INC                                  X              8         10,717                  0         0
VERISIGN INC                                  X              8         25,010                  0         0
TALISMAN ENERGY INC                           X                         2,671                  0         0
TALISMAN ENERGY INC                           X                         9,000                  0         0
TALISMAN ENERGY INC                           X              4         91,795                  0         0
AMERISOURCEBERGEN CORP                        X              4             10                  0         0
AMERISOURCEBERGEN CORP                        X              7             34                  0         0
AMERISOURCEBERGEN CORP                        X              7              0                250         0
AMERISOURCEBERGEN CORP                        X              5            700                  0         0
AMERISOURCEBERGEN CORP                        X              8            765                  0         0
AMERISOURCEBERGEN CORP                        X              8            854                  0         0
AMERISOURCEBERGEN CORP                        X              8            890                  0         0
AMERISOURCEBERGEN CORP                        X              9          1,400                  0         0
AMERISOURCEBERGEN CORP                        X              8          1,483                  0         0
AMERISOURCEBERGEN CORP                        X              8          1,746                  0         0
AMERISOURCEBERGEN CORP                        X              8          3,117                  0         0
AMERISOURCEBERGEN CORP                        X              8          3,700                  0         0
AMERISOURCEBERGEN CORP                        X              8         10,580                  0         0
NEWS CORP                                     X              6             82                  0       364
NEWS CORP                                     X              8            900                  0         0
NEWS CORP                                     X              8          1,200                  0         0
NEWS CORP                                     X              8          1,400                  0         0
NEWS CORP                                     X              8          1,660                  0         0
NEWS CORP                                     X              8          2,550                  0         0
NEWS CORP                                     X              8          4,300                  0         0
NEWS CORP                                     X              7              0             12,400         0
NEWS CORP                                     X              8         20,600                  0         0
NEWS CORP                                     X              9         22,754                  0         0
NEWS CORP                                     X              8         24,400                  0         0
NEWS CORP                                     X              5         26,285                  0         0
NEWS CORP                                     X              8         27,350                  0         0
NEWS CORP                                     X              8         28,970                  0         0
NEWS CORP                                     X              8         43,700                  0         0
NEWS CORP                                     X              8         62,684                  0         0
NEWS CORP                                     X              8         64,335                  0         0
NEWS CORP                                     X              5        134,000                  0       228
NEWS CORP                                     X              8        160,159                  0         0
AMERICAN EAGLE OUTFITTERS NE                  X              4             70                  0         0
AMERICAN EAGLE OUTFITTERS NE                  X              9          1,200                  0         0
AMERICAN EAGLE OUTFITTERS NE                  X              8          3,600                  0         0
AMERICAN EAGLE OUTFITTERS NE                  X              8          9,600                  0         0
TARGET CORP                                   X              4             45                  0         0
TARGET CORP                                   X              7              0                110         0
TARGET CORP                                   X              5            350                  0         0
TARGET CORP                                   X              7            490                  0         0
TARGET CORP                                   X              8            500                  0         0
TARGET CORP                                   X              5            700                  0         0
TARGET CORP                                   X              8            710                  0         0
TARGET CORP                                   X              8            800                  0         0
TARGET CORP                                   X              8          2,400                  0         0
TARGET CORP                                   X              8          2,720                  0         0
TARGET CORP                                   X              8          4,120                  0         0
TARGET CORP                                   X              8          6,383                  0         0
TARGET CORP                                   X              7              0              6,700         0
TARGET CORP                                   X              8          7,450                  0         0
TARGET CORP                                   X                         7,520                  0         0
TARGET CORP                                   X              8          8,352                  0         0
TARGET CORP                                   X              8          8,370                  0         0
TARGET CORP                                   X                         9,200                  0         0
TARGET CORP                                   X              8         13,293                  0         0
TARGET CORP                                   X              8         13,660                  0         0
TARGET CORP                                   X              5         14,394                  0         0
TARGET CORP                                   X              8         19,831                  0         0
TARGET CORP                                   X              9         23,900                  0         0
TARGET CORP                                   X              8         33,000                  0         0
TARGET CORP                                   X              6         25,230                500    26,455
TARGET CORP                                   X              5         54,335                  0         0
TARGET CORP                                   X              8         84,890                  0         0
TARGET CORP                                   X              5         90,544                  0     2,434
TARGET CORP                                   X              6         78,696                  0    14,437
NSTAR                                         X              9          1,200                  0         0
NSTAR                                         X              6              0              2,520         0
NSTAR                                         X              6          3,200                  0         0
NSTAR                                         X              8          3,600                  0         0
NSTAR                                         X              8          8,160                  0         0
EDWARDS LIFESCIENCES CORP                     X              7              0                 66         0
EDWARDS LIFESCIENCES CORP                     X              6          1,500              3,500         0
NCR CORP NEW                                  X              8            300                  0         0
NCR CORP NEW                                  X              8            550                  0         0
NCR CORP NEW                                  X              7              0                600         0
NCR CORP NEW                                  X              8          1,320                  0         0
NCR CORP NEW                                  X              8          1,480                  0         0
NCR CORP NEW                                  X              8          1,522                  0         0
NCR CORP NEW                                  X              9          2,200                  0         0
NCR CORP NEW                                  X              5          2,200                  0         0
NCR CORP NEW                                  X              8          2,700                  0         0
NCR CORP NEW                                  X              8          8,000                  0         0
NCR CORP NEW                                  X              7          9,000                  0         0
NCR CORP NEW                                  X              5         12,704                  0         0
NCR CORP NEW                                  X              8         18,880                  0         0
NCR CORP NEW                                  X              7              0             32,300         0
NCR CORP NEW                                  X                        33,500                  0         0
NAVISTAR INTL CORP NEW                        X              7              0                 70         0
NAVISTAR INTL CORP NEW                        X              8            400                  0         0
NAVISTAR INTL CORP NEW                        X              8            500                  0         0
NAVISTAR INTL CORP NEW                        X              8            550                  0         0
NAVISTAR INTL CORP NEW                        X              8            991                  0         0
NAVISTAR INTL CORP NEW                        X              8          1,509                  0         0
NAVISTAR INTL CORP NEW                        X              6          2,000                  0         0
NAVISTAR INTL CORP NEW                        X              5         39,000                  0         0
USEC INC                                      X              5        248,365                  0         0
TOTAL S A                                     X                             0                109         0
TOTAL S A                                     X              5            200                  0         0
TOTAL S A                                     X              6            400                  0        56
TOTAL S A                                     X              5            658                  0         0
TOTAL S A                                     X              7              0                737         0
TOTAL S A                                     X              7          1,315                  0         0
TOTAL S A                                     X              8          2,300                  0         0
TOTAL S A                                     X              5         15,635                  0         0
TOTAL S A                                     X              4         24,375                  0         0
GRUPO AEROPORTUARIO DEL SURE                  X                             0                 23         0
GRUPO AEROPORTUARIO DEL SURE                  X                             0                 35         0
GRUPO AEROPORTUARIO DEL SURE                  X              7             51                  0         0
GRUPO AEROPORTUARIO DEL SURE                  X              7              0                135         0
GRUPO AEROPORTUARIO DEL SURE                  X              8         16,100                  0         0
NEWS CORP                                     X              8            900                  0         0
NEWS CORP                                     X              6          2,000                  0         0
NEWS CORP                                     X              8          2,400                  0         0
NEWS CORP                                     X              8          4,500                  0         0
NEWS CORP                                     X              8          9,000                  0         0
NEWS CORP                                     X              9          9,400                  0         0
NEWS CORP                                     X              7              0              9,485         0
NEWS CORP                                     X              7         13,442                  0         0
NEWS CORP                                     X              8         30,900                  0         0
NEWS CORP                                     X              8         74,700                  0         0
BARCLAYS PLC                                  X              7            250                  0         0
BARCLAYS PLC                                  X              6            100                  0       184
BARCLAYS PLC                                  X              7              0                885         0
BARCLAYS PLC                                  X              4          3,395                  0         0
BARCLAYS PLC                                  X              5              0                  0    12,000
AES CORP                                      X              5            280                  0         0
AES CORP                                      X              7            500                  0         0
AES CORP                                      X              8            660                  0         0
AES CORP                                      X              8          1,000                  0         0
AES CORP                                      X              8          2,700                  0         0
AES CORP                                      X              8          2,800                  0         0
AES CORP                                      X              5          3,200                  0         0
AES CORP                                      X              8          4,890                  0         0
AES CORP                                      X              8          5,620                  0         0
AES CORP                                      X              8          6,460                  0         0
AES CORP                                      X              5          8,654                  0         0
AES CORP                                      X              9          8,850                  0         0
AES CORP                                      X              8          9,274                  0         0
AES CORP                                      X              8         13,400                  0         0
AES CORP                                      X              8         17,840                  0         0
AES CORP                                      X              8         26,500                  0         0
AES CORP                                      X              8         57,500                  0         0
AES CORP                                      X              5        460,630                  0         0
AMB PROPERTY CORP                             X              8          1,260                  0         0
AMB PROPERTY CORP                             X              8          1,650                  0         0
AMB PROPERTY CORP                             X              8          6,390                  0         0
ABGENIX INC                                   X              5              0                  0    17,500
ACCREDO HEALTH INC                            X              9         68,300                  0         0
ACCREDO HEALTH INC                            X              9         74,401                  0         0
ACTIVE POWER INC                              X              7         16,400                  0         0
ACTIVCARD CORP                                X              5            772                  0         0
ACTIVCARD CORP                                X              7          1,025                  0         0
ACTIVCARD CORP                                X              5          2,000                  0     1,080
ACTIVCARD CORP                                X                        20,000                  0         0
ADOBE SYS INC                                 X              4            186                  0         0
ADOBE SYS INC                                 X              3            250                  0         0
ADOBE SYS INC                                 X              8            400                  0         0
ADOBE SYS INC                                 X              7              0                424         0
ADOBE SYS INC                                 X              8            500                  0         0
ADOBE SYS INC                                 X              6            600                  0         0
ADOBE SYS INC                                 X              8            700                  0         0
ADOBE SYS INC                                 X                         1,000                  0         0
ADOBE SYS INC                                 X              7          1,700                  0         0
ADOBE SYS INC                                 X              8          1,800                  0         0
ADOBE SYS INC                                 X              8          1,800                  0         0
ADOBE SYS INC                                 X              8          2,600                  0         0
ADOBE SYS INC                                 X              8          2,800                  0         0
ADOBE SYS INC                                 X              8          3,000                  0         0
ADOBE SYS INC                                 X              8          3,590                  0         0
ADOBE SYS INC                                 X              8          4,000                  0         0
ADOBE SYS INC                                 X                         4,374                  0         0
ADOBE SYS INC                                 X              6          4,620                  0         0
ADOBE SYS INC                                 X              8          4,760                  0         0
ADOBE SYS INC                                 X              9          6,500                  0         0
ADOBE SYS INC                                 X              8          6,920                  0         0
ADOBE SYS INC                                 X              5          7,120                  0         0
ADOBE SYS INC                                 X              8          7,330                  0         0
ADOBE SYS INC                                 X              8          7,862                  0         0
ADOBE SYS INC                                 X              8         11,470                  0         0
ADOBE SYS INC                                 X              8         16,074                  0         0
ADOBE SYS INC                                 X              8         17,346                  0         0
ADOBE SYS INC                                 X              8         19,096                  0         0
ADOBE SYS INC                                 X              8         20,874                  0         0
ADOBE SYS INC                                 X              8         46,820                  0         0
ADOBE SYS INC                                 X              5        113,946                  0       400
AETNA INC NEW                                 X                             0                 66         0
AETNA INC NEW                                 X              5            100                  0         0
AETNA INC NEW                                 X              8            200                  0         0
AETNA INC NEW                                 X              4            200                  0         0
AETNA INC NEW                                 X              7              0                230         0
AETNA INC NEW                                 X              8            280                  0         0
AETNA INC NEW                                 X              8            300                  0         0
AETNA INC NEW                                 X              8          1,050                  0         0
AETNA INC NEW                                 X              8          1,090                  0         0
AETNA INC NEW                                 X              8          2,084                  0         0
AETNA INC NEW                                 X              8          2,540                  0         0
AETNA INC NEW                                 X              8          2,806                  0         0
AETNA INC NEW                                 X              9          3,500                  0         0
AETNA INC NEW                                 X              8          4,220                  0         0
AETNA INC NEW                                 X              8          4,478                  0         0
AETNA INC NEW                                 X              7          4,700                  0         0
AETNA INC NEW                                 X              8          4,892                  0         0
AETNA INC NEW                                 X              7          5,800                  0         0
AETNA INC NEW                                 X              5          6,678                  0         0
AETNA INC NEW                                 X              8          7,024                  0         0
AETNA INC NEW                                 X              8         10,900                  0         0
AETNA INC NEW                                 X              5         11,000                  0         0
AETNA INC NEW                                 X              6              0                  0    13,434
AETNA INC NEW                                 X                        14,600                  0         0
AETNA INC NEW                                 X              7              0             18,000         0
AETNA INC NEW                                 X              8         28,520                  0         0
AGERE SYS INC                                 X              6              5                  0         0
AGERE SYS INC                                 X              5              7                  0         0
AGERE SYS INC                                 X              5              0                  0        13
AGERE SYS INC                                 X              5             25                  0         0
AGERE SYS INC                                 X                            55                  0         0
AGERE SYS INC                                 X              7             87                  0         0
AGERE SYS INC                                 X              5            106                  0         0
AGERE SYS INC                                 X              4            125                  0         0
AGERE SYS INC                                 X              5            307                  0         0
AGERE SYS INC                                 X              5            149                  0       564
AGERE SYS INC                                 X              7            999                  0         0
AGERE SYS INC                                 X              7              0              1,042         0
AGERE SYS INC                                 X              4          1,845                  0         0
AGERE SYS INC                                 X              8          5,700                  0         0
AGERE SYS INC                                 X              8         17,491                  0         0
AGILENT TECHNOLOGIES INC                      X                             0                220         0
AGILENT TECHNOLOGIES INC                      X              8            580                  0         0
AGILENT TECHNOLOGIES INC                      X              8            850                  0         0
AGILENT TECHNOLOGIES INC                      X              5          1,143                  0         0
AGILENT TECHNOLOGIES INC                      X              5          1,000                  0       500
AGILENT TECHNOLOGIES INC                      X              8          2,000                  0         0
AGILENT TECHNOLOGIES INC                      X              8          2,100                  0         0
AGILENT TECHNOLOGIES INC                      X              6          2,152                  0         0
AGILENT TECHNOLOGIES INC                      X              8          2,684                  0         0
AGILENT TECHNOLOGIES INC                      X              8          2,950                  0         0
AGILENT TECHNOLOGIES INC                      X              7          3,610                  0         0
AGILENT TECHNOLOGIES INC                      X              8          3,640                  0         0
AGILENT TECHNOLOGIES INC                      X              8          3,839                  0         0
AGILENT TECHNOLOGIES INC                      X              4          4,826                  0         0
AGILENT TECHNOLOGIES INC                      X                         5,500                  0         0
AGILENT TECHNOLOGIES INC                      X              9          5,800                  0         0
AGILENT TECHNOLOGIES INC                      X              8          6,884                  0         0
AGILENT TECHNOLOGIES INC                      X              8         11,295                  0         0
AGILENT TECHNOLOGIES INC                      X              5          9,066                  0     3,905
AGILENT TECHNOLOGIES INC                      X              8         19,400                  0         0
AGILENT TECHNOLOGIES INC                      X              5         26,228                  0         0
AGILENT TECHNOLOGIES INC                      X              8         44,520                  0         0
AGILENT TECHNOLOGIES INC                      X              6          3,312                  0    81,105
AKAMAI TECHNOLOGIES INC                       X              5              0                  0       330
AKAMAI TECHNOLOGIES INC                       X              7          7,000                  0         0
AKAMAI TECHNOLOGIES INC                       X              6         20,000                  0         0
AKAMAI TECHNOLOGIES INC                       X              8         36,341                  0         0
AKAMAI TECHNOLOGIES INC                       X              8         39,670                  0         0
AKAMAI TECHNOLOGIES INC                       X              8         42,432                  0         0
ALLIANCE CAP MGMT HLDG L P                    X              5              0                  0       400
ALLIANCE CAP MGMT HLDG L P                    X              6          2,500                  0         0
ALLIANCE CAP MGMT HLDG L P                    X              7              0             21,800         0
ALLIED CAP CORP NEW                           X              8            950                  0         0
ALLIED CAP CORP NEW                           X              8          1,300                  0         0
ALLIED CAP CORP NEW                           X              9          1,500                  0         0
ALLIED CAP CORP NEW                           X              8          4,300                  0         0
ALLIED CAP CORP NEW                           X              8         11,000                  0         0
ALLIED CAP CORP NEW                           X              6         18,000                  0         0
ALLIED CAP CORP NEW                           X              6         18,400                  0         0
ALTRIA GROUP INC                              X              3             93                  0         0
ALTRIA GROUP INC                              X              8            900                  0         0
ALTRIA GROUP INC                              X              2          1,100                  0         0
ALTRIA GROUP INC                              X                         1,194                  0         0
ALTRIA GROUP INC                              X              8          1,420                  0         0
ALTRIA GROUP INC                              X              8          1,600                  0         0
ALTRIA GROUP INC                              X              8          1,900                  0         0
ALTRIA GROUP INC                              X              7              0              2,514         0
ALTRIA GROUP INC                              X                         2,400                180         0
ALTRIA GROUP INC                              X              7          3,400                  0         0
ALTRIA GROUP INC                              X              4          3,854                  0         0
ALTRIA GROUP INC                              X                         4,100                  0         0
ALTRIA GROUP INC                              X              8          5,650                  0         0
ALTRIA GROUP INC                              X              8          6,140                  0         0
ALTRIA GROUP INC                              X              8          6,620                  0         0
ALTRIA GROUP INC                              X              7          7,500                  0         0
ALTRIA GROUP INC                              X                         8,900                  0         0
ALTRIA GROUP INC                              X              8         12,780                  0         0
ALTRIA GROUP INC                              X              5         12,850                  0         0
ALTRIA GROUP INC                              X                        14,460                  0         0
ALTRIA GROUP INC                              X              8         14,825                  0         0
ALTRIA GROUP INC                              X              7         15,055                  0         0
ALTRIA GROUP INC                              X              8         15,631                  0         0
ALTRIA GROUP INC                              X              8         16,306                  0         0
ALTRIA GROUP INC                              X              8         17,440                  0         0
ALTRIA GROUP INC                              X              8         19,643                  0         0
ALTRIA GROUP INC                              X              7              0             21,203         0
ALTRIA GROUP INC                              X              6         21,500                  0       700
ALTRIA GROUP INC                              X              7              0             23,400         0
ALTRIA GROUP INC                              X              8         31,069                  0         0
ALTRIA GROUP INC                              X              8         32,472                  0         0
ALTRIA GROUP INC                              X              8         33,400                  0         0
ALTRIA GROUP INC                              X              4         37,145                  0         0
ALTRIA GROUP INC                              X              9         39,800                  0         0
ALTRIA GROUP INC                              X              8         45,653                  0         0
ALTRIA GROUP INC                              X              6         18,417                  0    36,261
ALTRIA GROUP INC                              X              5         55,893                  0         0
ALTRIA GROUP INC                              X              8         75,300                  0         0
ALTRIA GROUP INC                              X              5         87,350                  0         0
ALTRIA GROUP INC                              X              8        195,060                  0         0
ALTRIA GROUP INC                              X              5        169,267                  0    37,250
ALTRIA GROUP INC                              X              5        309,293                  0         0
ALTRIA GROUP INC                              X              5      4,800,000                  0         0
AMERICA MOVIL S A DE C V                      X              6             60                  0         0
AMERICA MOVIL S A DE C V                      X              5              0                  0        60
AMERICA MOVIL S A DE C V                      X              5              0                  0       200
AMERICA MOVIL S A DE C V                      X              8          1,000                  0         0
AMERICA MOVIL S A DE C V                      X              7              0              2,000         0
AMERICA MOVIL S A DE C V                      X              7              0              2,500         0
AMERICA MOVIL S A DE C V                      X              5          3,000                  0         0
AMERICA MOVIL S A DE C V                      X              4          8,000                  0         0
AMERICA MOVIL S A DE C V                      X              8         10,523                  0         0
AMERICA MOVIL S A DE C V                      X              8         12,000                  0         0
AMERICA MOVIL S A DE C V                      X              5         20,200                  0         0
AMERICA MOVIL S A DE C V                      X              8         24,661                  0         0
AMERICA MOVIL S A DE C V                      X              5         26,820                  0         0
AMERICREDIT CORP                              X                             0                165         0
AMERICREDIT CORP                              X              9          1,800                  0         0
AMERICREDIT CORP                              X              8          5,200                  0         0
AMERICREDIT CORP                              X              8         13,500                  0         0
AMERITRADE HLDG CORP NEW                      X              7            180                  0         0
AMERITRADE HLDG CORP NEW                      X              8          2,300                  0         0
AMERITRADE HLDG CORP NEW                      X              8          2,400                  0         0
AMERITRADE HLDG CORP NEW                      X              9          4,900                  0         0
AMERITRADE HLDG CORP NEW                      X              8         13,600                  0         0
AMERITRADE HLDG CORP NEW                      X              8         38,650                  0         0
ANGLO AMERN PLC                               X                             0                 89         0
ANGLO AMERN PLC                               X              7            104                  0         0
ANGLO AMERN PLC                               X              5              0                  0     5,887
ANGLO AMERN PLC                               X              5          7,700                  0    32,700
AO TATNEFT                                    X              5              0                  0     2,350
AO TATNEFT                                    X              5              0                  0    10,000
APARTMENT INVT & MGMT CO                      X              8            680                  0         0
APARTMENT INVT & MGMT CO                      X              8            750                  0         0
APARTMENT INVT & MGMT CO                      X              8            800                  0         0
APARTMENT INVT & MGMT CO                      X              8          1,400                  0         0
APARTMENT INVT & MGMT CO                      X              8          1,466                  0         0
APARTMENT INVT & MGMT CO.                     X              1          2,000                  0         0
APARTMENT INVT & MGMT CO                      X              8          9,910                  0         0
APPLIED MICRO CIRCUITS CORP                   X              5              0                  0       100
APPLIED MICRO CIRCUITS CORP                   X              8          1,780                  0         0
APPLIED MICRO CIRCUITS CORP                   X              4          2,000                  0         0
APPLIED MICRO CIRCUITS CORP                   X              8          2,200                  0         0
APPLIED MICRO CIRCUITS CORP                   X              8          2,480                  0         0
APPLIED MICRO CIRCUITS CORP                   X              8          4,576                  0         0
APPLIED MICRO CIRCUITS CORP                   X              8         16,410                  0         0
ARCHIPELAGO HLDG INC                          X              5         11,868                  0         0
ARIBA INC                                     X              4             50                  0         0
ARIBA INC                                     X              5             83                  0         0
ARIBA INC                                     X              4            383                  0         0
ARIBA INC                                     X              5             18                  0       442
ARIBA INC                                     X              7          1,500                  0         0
ARIBA INC                                     X              5         30,104                  0         0
ASIAINFO HLDGS INC                            X              5              0                  0     5,000
ASIAINFO HLDGS INC                            X              7         47,847                  0         0
ASSURANT INC                                  X              9          1,700                  0         0
ASSURANT INC                                  X              8          6,300                  0         0
ASSURANT INC                                  X              8         13,200                  0         0
AUTONATION INC                                X              5          1,000                  0         0
AUTONATION INC                                X              8          1,620                  0         0
AUTONATION INC                                X              8          2,110                  0         0
AUTONATION INC                                X              8          2,300                  0         0
AUTONATION INC                                X              9          2,300                  0         0
AUTONATION INC                                X              5          2,400                  0         0
AUTONATION INC                                X              8          3,900                  0         0
AUTONATION INC                                X              8          5,800                  0         0
AUTONATION INC                                X              8          6,600                  0         0
AUTONATION INC                                X              8         20,970                  0         0
BCE INC                                       X              4          1,500                  0         0
BCE INC                                       X              5          2,500                  0         0
BCE INC                                       X              5          3,400                  0         0
BCE INC                                       X              5          9,000                  0         0
BCE INC                                       X              7         22,000                  0         0
BCE INC                                       X              4        212,974                  0         0
BJS WHOLESALE CLUB INC                        X              5              0                  0    10,000
BALLARD PWR SYS INC                           X              5            635                  0         0
BALLARD PWR SYS INC                           X              5          1,000                  0         0
BALLARD PWR SYS INC                           X              5            300                  0       800
BALLARD PWR SYS INC                           X              4          2,895                  0         0
BALLARD PWR SYS INC                           X              7          7,200                  0         0
BANCO BILBAO VIZCAYA ARGENTA                  X                             0                440         0
BANCO BILBAO VIZCAYA ARGENTA                  X              7            985                  0         0
BANCO BILBAO VIZCAYA ARGENTA                  X              4          5,445                  0         0
BANCO BILBAO VIZCAYA ARGENTA                  X              7              0              9,685         0
BANCO SANTANDER CENT HISPANO                  X              7            680                  0         0
BANCO SANTANDER CENT HISPANO                  X              5              0                  0     1,224
BANCO SANTANDER CENT HISPANO                  X                             0              1,358         0
BANCO SANTANDER CENT HISPANO                  X              7              0              1,590         0
BANCO SANTANDER CENT HISPANO                  X              4          5,738                  0         0
BANCO SANTANDER CENT HISPANO                  X                         8,253                  0         0
BANCO SANTANDER CENT HISPANO                  X              3         42,011                  0         0
BANCO SANTANDER CHILE NEW                     X              8         22,300                  0         0
BBVA BANCO FRANCES S A                        X              3        702,563                  0         0
BEMA GOLD CORP                                X              5          4,900                  0         0
BEMA GOLD CORP                                X              4         18,600                  0         0
BEST BUY INC                                  X              7          4,000                  0         0
BEST BUY INC                                  X              7              0             38,000         0
BIOGEN IDEC INC                               X                             0                  0       100
BIOGEN IDEC INC                               X              8            200                  0         0
BIOGEN IDEC INC                               X              8            320                  0         0
BIOGEN IDEC INC                               X                             0                325         0
BIOGEN IDEC INC                               X              5            172                  0       230
BIOGEN IDEC INC                               X              8            500                  0         0
BIOGEN IDEC INC                               X              8          1,100                  0         0
BIOGEN IDEC INC                               X              8          1,100                  0         0
BIOGEN IDEC INC                               X              8          1,400                  0         0
BIOGEN IDEC INC                               X              8          2,442                  0         0
BIOGEN IDEC INC                               X              5          2,500                  0         0
BIOGEN IDEC INC                               X              8          3,073                  0         0
BIOGEN IDEC INC                               X              8          3,355                  0         0
BIOGEN IDEC INC                               X              7          3,400                  0         0
BIOGEN IDEC INC                               X              8          3,464                  0         0
BIOGEN IDEC INC                               X              8          3,510                  0         0
BIOGEN IDEC INC                               X                         4,000                  0         0
BIOGEN IDEC INC                               X              5          4,382                  0         0
BIOGEN IDEC INC                               X              9          4,600                  0         0
BIOGEN IDEC INC                               X              8          5,206                  0         0
BIOGEN IDEC INC                               X              6          8,449                  0         0
BIOGEN IDEC INC                               X              8          8,649                  0         0
BIOGEN IDEC INC                               X              8         13,100                  0         0
BIOGEN IDEC INC                               X              8         30,734                  0         0
BIOGEN IDEC INC                               X              6        131,863                  0     3,484
BIOTECH HOLDERS TR                            X              5             50                  0         0
BIOTECH HOLDERS TR                            X                           300                  0         0
BIOTECH HOLDERS TR                            X              4            500                  0         0
BIOTECH HOLDERS TR                            X              5          2,300                  0         0
BIOTECH HOLDERS TR                            X              5          2,200                  0     1,700
BIOVAIL CORP                                  X              5            100                  0         0
BIOVAIL CORP                                  X              7            146                  0         0
BIOVAIL CORP                                  X              5            630                  0         0
BIOVAIL CORP                                  X              6          2,000                  0         0
BIOVAIL CORP                                  X              4         35,167                  0         0
BRASCAN CORP                                  X                         5,000                  0         0
BRASCAN CORP                                  X              4         49,598                  0         0
BURLINGTON NORTHN SANTA FE C                  X              4             35                  0         0
BURLINGTON NORTHN SANTA FE C                  X              7              0                195         0
BURLINGTON NORTHN SANTA FE C                  X              8            400                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8            500                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8            550                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8          1,450                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8          1,540                  0         0
BURLINGTON NORTHN SANTA FE C                  X                             0              1,900         0
BURLINGTON NORTHN SANTA FE C                  X              8          2,645                  0         0
BURLINGTON NORTHN SANTA FE C                  X              6          2,956                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8          3,250                  0         0
BURLINGTON NORTHN SANTA FE C                  X              5          3,400                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8          3,640                  0         0
BURLINGTON NORTHN SANTA FE C                  X              6          4,160                  0         0
BURLINGTON NORTHN SANTA FE C                  X              9          4,350                  0         0
BURLINGTON NORTHN SANTA FE C                  X              5          5,066                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8          5,701                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8          6,137                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8         10,178                  0         0
BURLINGTON NORTHN SANTA FE C                  X              4         10,875                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8         13,300                  0         0
BURLINGTON NORTHN SANTA FE C                  X              8         36,040                  0         0
BURLINGTON NORTHN SANTA FE C                  X              5         56,610                  0         0
BURLINGTON NORTHN SANTA FE C                  X              5        156,735                  0         0
CBRL GROUP INC                                X              7              0             45,000         0
C D W CORP                                    X              9            700                  0         0
C D W CORP                                    X              8          1,100                  0         0
C D W CORP                                    X              8          1,100                  0         0
C D W CORP                                    X              8          1,600                  0         0
C D W CORP                                    X              8          2,100                  0         0
C D W CORP                                    X                         3,500                  0         0
C D W CORP                                    X              8          6,880                  0         0
C D W CORP                                    X              4          8,650                  0         0
C D W CORP                                    X              2         20,334                  0         0
C D W CORP                                    X              5         26,040                  0         0
C D W CORP                                    X              5         31,300                  0         0
C H ROBINSON WORLDWIDE INC                    X              9          1,000                  0         0
C H ROBINSON WORLDWIDE INC                    X              8          2,800                  0         0
C H ROBINSON WORLDWIDE INC                    X              8          7,610                  0         0
CKX INC                                       X              5              0                  0    10,000
CABLEVISION SYS CORP                          X                             0                110         0
CABLEVISION SYS CORP                          X              7            541                  0         0
CABLEVISION SYS CORP                          X              8            700                  0         0
CABLEVISION SYS CORP                          X              6            900                  0         0
CABLEVISION SYS CORP                          X              8          1,300                  0         0
CABLEVISION SYS CORP                          X              8          1,400                  0         0
CABLEVISION SYS CORP                          X              9          2,900                  0         0
CABLEVISION SYS CORP                          X              8          8,000                  0         0
CABLEVISION SYS CORP                          X              8         28,010                  0         0
CADENCE DESIGN SYSTEM INC                     X              7          4,000                  0         0
CADENCE DESIGN SYSTEM INC                     X              7              0             30,000         0
CAMECO CORP                                   X              4            700                  0         0
CAMECO CORP                                   X              4         10,755                  0         0
CAMECO CORP                                   X              5         77,530                  0     2,700
CANADIAN PAC RY LTD                           X              6              0                  0       100
CANADIAN PAC RY LTD                           X              7          1,587                  0         0
CANADIAN PAC RY LTD                           X              5          4,650                  0         0
CANADIAN PAC RY LTD                           X              4        129,753                  0         0
CAPITAL ONE FINL CORP                         X              4             90                  0         0
CAPITAL ONE FINL CORP                         X              8            200                  0         0
CAPITAL ONE FINL CORP                         X              8            230                  0         0
CAPITAL ONE FINL CORP                         X              8            250                  0         0
CAPITAL ONE FINL CORP                         X              8            700                  0         0
CAPITAL ONE FINL CORP                         X              8            820                  0         0
CAPITAL ONE FINL CORP                         X                         1,000                  0         0
CAPITAL ONE FINL CORP                         X              8          1,200                  0         0
CAPITAL ONE FINL CORP                         X              8          1,300                  0         0
CAPITAL ONE FINL CORP                         X              4          1,615                  0         0
CAPITAL ONE FINL CORP                         X              8          1,800                  0         0
CAPITAL ONE FINL CORP                         X              8          2,110                  0         0
CAPITAL ONE FINL CORP                         X              5          2,200                  0         0
CAPITAL ONE FINL CORP                         X              8          2,448                  0         0
CAPITAL ONE FINL CORP                         X              8          3,440                  0         0
CAPITAL ONE FINL CORP                         X              8          3,808                  0         0
CAPITAL ONE FINL CORP                         X              8          4,300                  0         0
CAPITAL ONE FINL CORP                         X              6          4,221                  0       395
CAPITAL ONE FINL CORP                         X              5          3,949                  0       791
CAPITAL ONE FINL CORP                         X              8          5,994                  0         0
CAPITAL ONE FINL CORP                         X              8          9,700                  0         0
CAPITAL ONE FINL CORP                         X              9          9,750                  0         0
CAPITAL ONE FINL CORP                         X              8         22,360                  0         0
CAPITAL ONE FINL CORP                         X              6         59,902                  0     1,429
CAPSTONE TURBINE CORP                         X              7         52,000                  0         0
CARDINAL HEALTH INC                           X              8            300                  0         0
CARDINAL HEALTH INC                           X              8            400                  0         0
CARDINAL HEALTH INC                           X              7              0                435         0
CARDINAL HEALTH INC                           X              8            450                  0         0
CARDINAL HEALTH INC                           X              5          1,200                  0         0
CARDINAL HEALTH INC                           X              8          1,300                  0         0
CARDINAL HEALTH INC                           X              8          1,311                  0         0
CARDINAL HEALTH INC                           X              8          1,450                  0         0
CARDINAL HEALTH INC                           X              5          1,485                  0         0
CARDINAL HEALTH INC                           X              8          2,000                  0         0
CARDINAL HEALTH INC                           X              8          2,170                  0         0
CARDINAL HEALTH INC                           X              8          3,122                  0         0
CARDINAL HEALTH INC                           X              8          3,610                  0         0
CARDINAL HEALTH INC                           X              8          4,090                  0         0
CARDINAL HEALTH INC                           X                         4,230                  0         0
CARDINAL HEALTH INC                           X              9          4,850                  0         0
CARDINAL HEALTH INC                           X              5          4,859                  0         0
CARDINAL HEALTH INC                           X              8          5,180                  0         0
CARDINAL HEALTH INC                           X              8          5,285                  0         0
CARDINAL HEALTH INC                           X              8          5,580                  0         0
CARDINAL HEALTH INC                           X              7          6,275                  0         0
CARDINAL HEALTH INC                           X              4          6,347                  0         0
CARDINAL HEALTH INC                           X              8          6,576                  0         0
CARDINAL HEALTH INC                           X              4          7,636                  0         0
CARDINAL HEALTH INC                           X              8          8,500                  0         0
CARDINAL HEALTH INC                           X              5          8,691                  0         0
CARDINAL HEALTH INC                           X              8         11,450                  0         0
CARDINAL HEALTH INC                           X              6         11,757                250       600
CARDINAL HEALTH INC                           X              8         15,400                  0         0
CARDINAL HEALTH INC                           X              6         17,856                  0       602
CARDINAL HEALTH INC                           X              8         41,100                  0         0
CARDIOTECH INTL INC                           X              7         12,000                  0         0
CARNIVAL CORP                                 X              7          2,000                  0         0
CARNIVAL CORP                                 X              7              0             20,000         0
CARNIVAL CORP                                 X              7              0             16,000         0
CELESTICA INC                                 X              7            109                  0         0
CELESTICA INC                                 X              7              0              1,520         0
CELESTICA INC                                 X              4          9,290                  0         0
CENTERPOINT ENERGY INC                        X              5            800                  0         0
CENTERPOINT ENERGY INC                        X              8          2,092                  0         0
CENTERPOINT ENERGY INC                        X              8          2,430                  0         0
CENTERPOINT ENERGY INC                        X              8          3,143                  0         0
CENTERPOINT ENERGY INC                        X              9          3,500                  0         0
CENTERPOINT ENERGY INC                        X              5          3,900                  0         0
CENTERPOINT ENERGY INC                        X              8          4,500                  0         0
CENTERPOINT ENERGY INC                        X              8         10,200                  0         0
CENTERPOINT ENERGY INC                        X              8         10,500                  0         0
CENTERPOINT ENERGY INC                        X              8         15,600                  0         0
CENTERPOINT ENERGY INC                        X              8         32,010                  0         0
CEPHALON INC                                  X              7          4,000                  0         0
CEPHALON INC                                  X              7              0             14,000         0
CEPHALON INC                                  X              7              0             14,000         0
CHARTERED SEMICONDUCTOR MFG                   X              7        350,000                  0         0
CHINA MOBILE HONG KONG LTD                    X              7            250                  0         0
CHINA MOBILE HONG KONG LTD                    X              5            320                  0         0
CHINA MOBILE HONG KONG LTD                    X              5            500                  0         0
CHINA MOBILE HONG KONG LTD                    X              4            905                  0         0
CHINA MOBILE HONG KONG LTD                    X              5          1,000                  0         0
CHINA MOBILE HONG KONG LTD                    X              5          4,300                  0         0
CHINA MOBILE HONG KONG LTD                    X              5          8,100                  0         0
CHUNGHWA TELECOM CO LTD                       X                             0                 51         0
CHUNGHWA TELECOM CO LTD                       X              7              0                440         0
CHUNGHWA TELECOM CO LTD                       X              8          2,100                  0         0
CHUNGHWA TELECOM CO LTD                       X              7          2,659                  0         0
CHUNGHWA TELECOM CO LTD                       X              5              0                  0    16,500
CHUNGHWA TELECOM CO LTD                       X              2         15,600                  0    84,800
CIBER INC                                     X              6         40,000                  0         0
CISCO SYS INC                                 X              3            334                  0         0
CISCO SYS INC                                 X                             0                855         0
CISCO SYS INC                                 X              5          1,495                  0         0
CISCO SYS INC                                 X              8          2,700                  0         0
CISCO SYS INC                                 X                         3,000                  0         0
CISCO SYS INC                                 X              2          3,200                  0         0
CISCO SYS INC                                 X              8          3,600                  0         0
CISCO SYS INC                                 X              8          4,540                  0         0
CISCO SYS INC                                 X              8          5,950                  0         0
CISCO SYS INC                                 X              5          7,300                  0         0
CISCO SYS INC                                 X              8          7,800                  0         0
CISCO SYS INC                                 X              7          9,950                  0         0
CISCO SYS INC                                 X              4         11,808                  0         0
CISCO SYS INC                                 X              5         12,420                  0         0
CISCO SYS INC                                 X              8         15,100                  0         0
CISCO SYS INC                                 X              8         15,200                  0         0
CISCO SYS INC                                 X              8         17,850                  0         0
CISCO SYS INC                                 X              8         19,157                  0         0
CISCO SYS INC                                 X              8         19,400                  0         0
CISCO SYS INC                                 X              8         20,790                  0         0
CISCO SYS INC                                 X              4         22,023                  0         0
CISCO SYS INC                                 X              7              0             26,258         0
CISCO SYS INC                                 X              8         32,318                  0         0
CISCO SYS INC                                 X                        33,864                  0         0
CISCO SYS INC                                 X              5         35,160                  0         0
CISCO SYS INC                                 X              8         40,600                  0         0
CISCO SYS INC                                 X              5         41,393                  0         0
CISCO SYS INC                                 X              8         45,791                  0         0
CISCO SYS INC                                 X              8         47,690                  0         0
CISCO SYS INC                                 X                        52,700                  0         0
CISCO SYS INC                                 X              8         53,983                  0         0
CISCO SYS INC                                 X              8         54,110                  0         0
CISCO SYS INC                                 X              8         60,734                  0         0
CISCO SYS INC                                 X                        63,259                  0         0
CISCO SYS INC                                 X              9         75,200                  0         0
CISCO SYS INC                                 X              8         85,548                  0         0
CISCO SYS INC                                 X              8         96,419                  0         0
CISCO SYS INC                                 X              8        100,181                  0         0
CISCO SYS INC                                 X              5        106,467                  0         0
CISCO SYS INC                                 X              8        147,607                  0         0
CISCO SYS INC                                 X              7        177,218                  0         0
CISCO SYS INC                                 X              8        232,428                  0         0
CISCO SYS INC                                 X              6        189,387              9,156    50,050
CISCO SYS INC                                 X              5        355,348                  0         0
CISCO SYS INC                                 X              5        392,244                  0         0
CISCO SYS INC                                 X              5        394,264                  0    71,120
CISCO SYS INC                                 X              6        518,042                  0    14,868
CISCO SYS INC                                 X              8        603,860                  0         0
CISCO SYS INC                                 X              5        697,393                  0   588,691
CITIZENS COMMUNICATIONS CO                    X              5          2,000                  0         0
CITIZENS COMMUNICATIONS CO                    X              8          2,360                  0         0
CITIZENS COMMUNICATIONS CO                    X              8          2,620                  0         0
CITIZENS COMMUNICATIONS CO                    X              9          3,600                  0         0
CITIZENS COMMUNICATIONS CO                    X              8          3,601                  0         0
CITIZENS COMMUNICATIONS CO                    X              8          5,000                  0         0
CITIZENS COMMUNICATIONS CO                    X              8         15,800                  0         0
CITIZENS COMMUNICATIONS CO                    X              8         24,520                  0         0
CITIZENS COMMUNICATIONS CO                    X              4        134,100                  0         0
CITIZENS COMMUNICATIONS CO                    X              5        196,450                  0         0
CITIZENS COMMUNICATIONS CO                    X              5        294,240                  0         0
COMCAST CORP NEW                              X              8            900                  0         0
COMCAST CORP NEW                              X              8            900                  0         0
COMCAST CORP NEW                              X                           900                  0         0
COMCAST CORP NEW                              X              8          1,000                  0         0
COMCAST CORP NEW                              X              8          1,350                  0         0
COMCAST CORP NEW                              X              8          1,480                  0         0
COMCAST CORP NEW                              X              5          1,732                  0         0
COMCAST CORP NEW                              X                         2,123                  0         0
COMCAST CORP NEW                              X              5          2,687                  0         0
COMCAST CORP NEW                              X              8          3,450                  0         0
COMCAST CORP NEW                              X              8          3,810                  0         0
COMCAST CORP NEW                              X              4          4,041                  0         0
COMCAST CORP NEW                              X              5          7,250                  0         0
COMCAST CORP NEW                              X              8          7,470                  0         0
COMCAST CORP NEW                              X              7          7,572                  0         0
COMCAST CORP NEW                              X              6         11,764              1,876         0
COMCAST CORP NEW                              X              8         13,810                  0         0
COMCAST CORP NEW                              X              5         14,542                  0       194
COMCAST CORP NEW                              X              8         15,842                  0         0
COMCAST CORP NEW                              X              9         16,750                  0         0
COMCAST CORP NEW                              X              8         18,486                  0         0
COMCAST CORP NEW                              X              8         19,262                  0         0
COMCAST CORP NEW                              X              8         20,831                  0         0
COMCAST CORP NEW                              X              6         25,804                  0       106
COMCAST CORP NEW                              X              8         33,250                  0         0
COMCAST CORP NEW                              X              8         49,400                  0         0
COMCAST CORP NEW                              X              8         49,999                  0         0
COMCAST CORP NEW                              X              8        126,430                  0         0
COMCAST CORP NEW                              X              5        140,987                  0       803
COMCAST CORP NEW                              X              5      1,684,234                  0         0
COMCAST CORP NEW                              X                             0                 85         0
COMCAST CORP NEW                              X              7            500                  0         0
COMCAST CORP NEW                              X              8            600                  0         0
COMCAST CORP NEW                              X              8            700                  0         0
COMCAST CORP NEW                              X              8            900                  0         0
COMCAST CORP NEW                              X              4          1,135                  0         0
COMCAST CORP NEW                              X              5          1,500                  0         0
COMCAST CORP NEW                              X              8          2,250                  0         0
COMCAST CORP NEW                              X              7              0              2,440         0
COMCAST CORP NEW                              X              8          2,450                  0         0
COMCAST CORP NEW                              X              9          8,000                  0         0
COMCAST CORP NEW                              X              7              0             12,000         0
COMCAST CORP NEW                              X              8         14,931                  0         0
COMCAST CORP NEW                              X              6         16,539              2,474     4,180
COMCAST CORP NEW                              X              8         30,300                  0         0
COMCAST CORP NEW                              X              8         47,900                  0         0
COMCAST CORP NEW                              X              6         59,985                  0     1,890
COMCAST CORP NEW                              X              8         81,090                  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              7             44                  0         0
COMPANHIA DE BEBIDAS DAS AME                  X              7              0                118         0
COMPANHIA DE BEBIDAS DAS AME                  X              5            800                  0         0
COMPANHIA DE BEBIDAS DAS AME                  X              5              0                  0     9,000
COMPANHIA DE BEBIDAS DAS AME                  X              8         34,800                  0         0
COMPASS BANCSHARES INC                        X              8            880                  0         0
COMPASS BANCSHARES INC                        X              8          1,000                  0         0
COMPASS BANCSHARES INC                        X              8          1,300                  0         0
COMPASS BANCSHARES INC                        X              9          1,500                  0         0
COMPASS BANCSHARES INC                        X              8          1,700                  0         0
COMPASS BANCSHARES INC                        X              8          1,831                  0         0
COMPASS BANCSHARES INC                        X              8          2,000                  0         0
COMPASS BANCSHARES INC                        X              8          4,100                  0         0
COMPASS BANCSHARES INC                        X              8         11,120                  0         0
COMVERSE TECHNOLOGY INC                       X              7          4,000                  0         0
COMVERSE TECHNOLOGY INC                       X              7              0             38,000         0
CONOCOPHILLIPS                                X                             0                 55         0
CONOCOPHILLIPS                                X              7              0                200         0
CONOCOPHILLIPS                                X              5            560                  0         0
CONOCOPHILLIPS                                X              8            800                  0         0
CONOCOPHILLIPS                                X              7            800                  0         0
CONOCOPHILLIPS                                X              7              0                942         0
CONOCOPHILLIPS                                X              8          1,000                  0         0
CONOCOPHILLIPS                                X              5          1,000                  0         0
CONOCOPHILLIPS                                X              8          1,300                  0         0
CONOCOPHILLIPS                                X              4          2,090                  0         0
CONOCOPHILLIPS                                X              7          2,975                  0         0
CONOCOPHILLIPS                                X              8          3,600                  0         0
CONOCOPHILLIPS                                X              8          3,980                  0         0
CONOCOPHILLIPS                                X              8          5,760                  0         0
CONOCOPHILLIPS                                X              5          7,320                  0         0
CONOCOPHILLIPS                                X              7              0              7,400         0
CONOCOPHILLIPS                                X              7              0              8,645         0
CONOCOPHILLIPS                                X                         8,864                  0         0
CONOCOPHILLIPS                                X              8          9,976                  0         0
CONOCOPHILLIPS                                X              8         10,900                  0         0
CONOCOPHILLIPS                                X              8         11,696                  0         0
CONOCOPHILLIPS                                X              8         13,146                  0         0
CONOCOPHILLIPS                                X              6         15,306                  0       200
CONOCOPHILLIPS                                X              9         15,800                  0         0
CONOCOPHILLIPS                                X              8         20,994                  0         0
CONOCOPHILLIPS                                X              8         22,200                  0         0
CONOCOPHILLIPS                                X              5         27,100                  0         0
CONOCOPHILLIPS                                X              8         30,624                  0         0
CONOCOPHILLIPS                                X              6         21,564                  0    17,658
CONOCOPHILLIPS                                X              8         49,800                  0         0
CONOCOPHILLIPS                                X              5         84,174                  0       480
CONOCOPHILLIPS                                X              8        131,820                  0         0
CONSOL ENERGY INC                             X              7             68                  0         0
CONSOL ENERGY INC                             X              9          1,000                  0         0
CONSOL ENERGY INC                             X              5          2,300                  0         0
CONSOL ENERGY INC                             X              8          3,000                  0         0
CONSOL ENERGY INC                             X              8          7,900                  0         0
CONSTELLATION BRANDS INC                      X              8            800                  0         0
CONSTELLATION BRANDS INC                      X              9          2,200                  0         0
CONSTELLATION BRANDS INC                      X              8          2,400                  0         0
CONSTELLATION BRANDS INC                      X              8          2,600                  0         0
CONSTELLATION BRANDS INC                      X              8          2,900                  0         0
CONSTELLATION BRANDS INC                      X              4          3,000                  0         0
CONSTELLATION BRANDS INC                      X              8          6,400                  0         0
CONSTELLATION BRANDS INC                      X              8         16,600                  0         0
CONSTELLATION BRANDS INC                      X              6         24,524              1,480     2,200
CONSTELLATION BRANDS INC                      X              6        357,740                  0    10,094
COSTCO WHSL CORP NEW                          X              8            300                  0         0
COSTCO WHSL CORP NEW                          X              8            470                  0         0
COSTCO WHSL CORP NEW                          X              8            500                  0         0
COSTCO WHSL CORP NEW                          X              8          1,450                  0         0
COSTCO WHSL CORP NEW                          X              6          1,525                  0         0
COSTCO WHSL CORP NEW                          X              4          1,535                  0         0
COSTCO WHSL CORP NEW                          X              8          1,540                  0         0
COSTCO WHSL CORP NEW                          X              8          3,000                  0         0
COSTCO WHSL CORP NEW                          X              6          3,050                  0         0
COSTCO WHSL CORP NEW                          X              8          3,380                  0         0
COSTCO WHSL CORP NEW                          X              8          4,000                  0         0
COSTCO WHSL CORP NEW                          X              8          4,602                  0         0
COSTCO WHSL CORP NEW                          X              9          5,150                  0         0
COSTCO WHSL CORP NEW                          X              7              0              5,340         0
COSTCO WHSL CORP NEW                          X                         5,500                  0         0
COSTCO WHSL CORP NEW                          X              8          6,630                  0         0
COSTCO WHSL CORP NEW                          X              8          6,978                  0         0
COSTCO WHSL CORP NEW                          X              8          7,209                  0         0
COSTCO WHSL CORP NEW                          X              8          9,841                  0         0
COSTCO WHSL CORP NEW                          X              8         18,211                  0         0
COSTCO WHSL CORP NEW                          X              8         19,700                  0         0
COSTCO WHSL CORP NEW                          X              5         20,108                  0       910
COSTCO WHSL CORP NEW                          X              5         28,663                  0         0
COSTCO WHSL CORP NEW                          X              8         31,100                  0         0
COSTCO WHSL CORP NEW                          X              8         48,530                  0         0
CP SHIPS LTD                                  X              7            793                  0         0
CP SHIPS LTD                                  X              5              0                  0     9,000
CP SHIPS LTD                                  X              4         26,935                  0         0
CRYSTALLEX INTL CORP                          X              5         10,000                  0         0
CRYSTALLEX INTL CORP                          X              4         16,800                  0         0
CYBERONICS INC                                X              5          8,500                  0         0
DNP SELECT INCOME FD                          X              6              0                  0     2,295
DNP SELECT INCOME FD                          X              8          7,300                  0         0
DNP SELECT INCOME FD                          X              8         19,360                  0         0
D R HORTON INC                                X              6              0                  0        20
D R HORTON INC                                X              8            530                  0         0
D R HORTON INC                                X              8            750                  0         0
D R HORTON INC                                X              8          1,600                  0         0
D R HORTON INC                                X              8          1,733                  0         0
D R HORTON INC                                X              9          3,733                  0         0
D R HORTON INC                                X              8          4,000                  0         0
D R HORTON INC                                X              6              0                  0     4,602
D R HORTON INC                                X              8          9,273                  0         0
D R HORTON INC                                X              8         12,400                  0         0
D R HORTON INC                                X              8         29,593                  0         0
DST SYS INC DEL                               X              7              0             10,000         0
DAVITA INC                                    X              5              0                  0       650
DAVITA INC                                    X              9          1,100                  0         0
DAVITA INC                                    X              8          3,300                  0         0
DAVITA INC                                    X              8          8,500                  0         0
DEL MONTE FOODS CO                            X              5              0                  0        44
DEL MONTE FOODS CO                            X              4             65                  0         0
DEL MONTE FOODS CO                            X              5            223                  0         0
DEL MONTE FOODS CO                            X              6            467                  0         0
DEL MONTE FOODS CO                            X              6              0              1,004         0
DEL MONTE FOODS CO                            X              7              0              1,170         0
DEL MONTE FOODS CO                            X              8          7,000                  0         0
DEL MONTE FOODS CO                            X              8         22,430                  0         0
DELL INC                                      X              3            214                  0         0
DELL INC                                      X              7          1,000                  0         0
DELL INC                                      X              8          1,050                  0         0
DELL INC                                      X              5          1,745                  0         0
DELL INC                                      X              8          1,760                  0         0
DELL INC                                      X              4          1,845                  0         0
DELL INC                                      X              7              0              1,877         0
DELL INC                                      X              8          2,300                  0         0
DELL INC                                      X              8          3,300                  0         0
DELL INC                                      X              7              0              4,000         0
DELL INC                                      X              8          4,100                  0         0
DELL INC                                      X                         4,400                  0         0
DELL INC                                      X              7              0              5,403         0
DELL INC                                      X                         5,500                  0         0
DELL INC                                      X              8          5,600                  0         0
DELL INC                                      X              8          6,100                  0         0
DELL INC                                      X                         3,930              2,475         0
DELL INC                                      X              8          6,448                  0         0
DELL INC                                      X              8          6,850                  0         0
DELL INC                                      X              8          7,450                  0         0
DELL INC                                      X              8          8,800                  0         0
DELL INC                                      X              8         15,350                  0         0
DELL INC                                      X              8         17,615                  0         0
DELL INC                                      X              7         19,350                  0         0
DELL INC                                      X              8         20,560                  0         0
DELL INC                                      X                        21,124                  0         0
DELL INC                                      X              8         23,209                  0         0
DELL INC                                      X              8         28,423                  0         0
DELL INC                                      X              2         30,472                  0         0
DELL INC                                      X              8         35,828                  0         0
DELL INC                                      X              8         36,664                  0         0
DELL INC                                      X              5         39,060                  0         0
DELL INC                                      X              9         46,500                  0         0
DELL INC                                      X              4         52,346                  0         0
DELL INC                                      X              8         54,610                  0         0
DELL INC                                      X              6         66,128              6,100     8,477
DELL INC                                      X              8         89,680                  0         0
DELL INC                                      X              5         90,451                  0         0
DELL INC                                      X              5         90,211                  0     3,050
DELL INC                                      X              5        105,550                  0         0
DELL INC                                      X              5        220,210                  0     1,908
DELL INC                                      X              8        236,650                  0         0
DELL INC                                      X              5        262,596                  0         0
DELL INC                                      X              6        322,073                400    50,365
DELL INC                                      X              5      4,725,783                  0         0
DEVON ENERGY CORP NEW                         X              6            502                  0         0
DEVON ENERGY CORP NEW                         X              5            630                  0         0
DEVON ENERGY CORP NEW                         X              7              0              1,115         0
DEVON ENERGY CORP NEW                         X                         1,450                  0         0
DEVON ENERGY CORP NEW                         X              8          1,550                  0         0
DEVON ENERGY CORP NEW                         X              8          1,720                  0         0
DEVON ENERGY CORP NEW                         X              4          1,800                  0         0
DEVON ENERGY CORP NEW                         X              8          3,536                  0         0
DEVON ENERGY CORP NEW                         X              8          4,020                  0         0
DEVON ENERGY CORP NEW                         X              5          4,200                  0         0
DEVON ENERGY CORP NEW                         X              8          4,538                  0         0
DEVON ENERGY CORP NEW                         X              9          5,300                  0         0
DEVON ENERGY CORP NEW                         X              8          7,250                  0         0
DEVON ENERGY CORP NEW                         X              8          9,650                  0         0
DEVON ENERGY CORP NEW                         X              5          9,642                  0     1,406
DEVON ENERGY CORP NEW                         X              8         17,300                  0         0
DEVON ENERGY CORP NEW                         X              8         46,400                  0         0
DIAGEO P L C                                  X              7            230                  0         0
DIAGEO P L C                                  X              5            500                  0         0
DIAGEO P L C                                  X              6          1,267                  0        99
DIAGEO P L C                                  X              7              0              1,650         0
DIAGEO P L C                                  X              4          2,115                  0         0
DIAMOND OFFSHORE DRILLING IN                  X              4             30                  0         0
DIAMOND OFFSHORE DRILLING IN                  X              9            700                  0         0
DIAMOND OFFSHORE DRILLING IN                  X              5          1,150                  0         0
DIAMOND OFFSHORE DRILLING IN                  X              8          2,200                  0         0
DIAMOND OFFSHORE DRILLING IN                  X                         2,904                  0         0
DIAMOND OFFSHORE DRILLING IN                  X              6          3,000                  0         0
DIAMOND OFFSHORE DRILLING IN                  X              8          6,010                  0         0
DIAMOND OFFSHORE DRILLING IN                  X              7          4,000                  0         0
DIAMOND OFFSHORE DRILLING IN                  X              7              0             42,000         0
DIRECTV GROUP INC                             X              5              0                  0       628
DIRECTV GROUP INC                             X              5            823                  0         0
DIRECTV GROUP INC                             X              7          1,810                  0         0
DIRECTV GROUP INC                             X              8          3,500                  0         0
DIRECTV GROUP INC                             X              8          3,700                  0         0
DIRECTV GROUP INC                             X              4          4,869                  0         0
DIRECTV GROUP INC                             X              9         10,700                  0         0
DIRECTV GROUP INC                             X              8         10,716                  0         0
DIRECTV GROUP INC                             X              8         40,400                  0         0
DIRECTV GROUP INC                             X              8        100,480                  0         0
DIRECTV GROUP INC                             X              5        136,202                  0         0
DISNEY WALT CO                                X              7          6,000                  0         0
DISNEY WALT CO                                X              7              0             59,000         0
DOMINION RES INC VA NEW                       X              7             40                  0         0
DOMINION RES INC VA NEW                       X              5            260                  0         0
DOMINION RES INC VA NEW                       X              8            300                  0         0
DOMINION RES INC VA NEW                       X              8            360                  0         0
DOMINION RES INC VA NEW                       X              8            400                  0         0
DOMINION RES INC VA NEW                       X              5            480                  0         0
DOMINION RES INC VA NEW                       X              6            500                  0         0
DOMINION RES INC VA NEW                       X              8          1,020                  0         0
DOMINION RES INC VA NEW                       X              8          1,200                  0         0
DOMINION RES INC VA NEW                       X              8          2,404                  0         0
DOMINION RES INC VA NEW                       X              8          2,800                  0         0
DOMINION RES INC VA NEW                       X              8          2,810                  0         0
DOMINION RES INC VA NEW                       X              8          3,246                  0         0
DOMINION RES INC VA NEW                       X              5          3,717                  0         0
DOMINION RES INC VA NEW                       X              9          3,800                  0         0
DOMINION RES INC VA NEW                       X              8          4,537                  0         0
DOMINION RES INC VA NEW                       X              8          5,093                  0         0
DOMINION RES INC VA NEW                       X              5          5,853                  0         0
DOMINION RES INC VA NEW                       X              8          7,517                  0         0
DOMINION RES INC VA NEW                       X              8         12,000                  0         0
DOMINION RES INC VA NEW                       X              6          6,933                  0    11,392
DOMINION RES INC VA NEW                       X              8         33,640                  0         0
DORAL FINL CORP                               X              9          1,200                  0         0
DORAL FINL CORP                               X              8          3,600                  0         0
DORAL FINL CORP                               X              8          9,765                  0         0
DRDGOLD LTD                                   X              5              0                  0   355,260
DYNEGY INC NEW                                X              7            745                  0         0
DYNEGY INC NEW                                X              8          2,180                  0         0
DYNEGY INC NEW                                X              8          2,670                  0         0
DYNEGY INC NEW                                X              8          3,000                  0         0
DYNEGY INC NEW                                X              5          4,000                  0         0
DYNEGY INC NEW                                X              8          5,570                  0         0
DYNEGY INC NEW                                X              5         10,100                  0         0
DYNEGY INC NEW                                X              8         12,807                  0         0
DYNEGY INC NEW                                X              4         25,360                  0         0
DYNEGY INC NEW                                X              6         61,467                  0         0
DYNEGY INC NEW                                X              6        864,006                  0     6,711
ENSCO INTL INC                                X              4             35                  0         0
ENSCO INTL INC                                X                         1,395                  0         0
ENSCO INTL INC                                X              9          1,800                  0         0
ENSCO INTL INC                                X              8          5,000                  0         0
ENSCO INTL INC                                X              5          6,046                  0       835
ENSCO INTL INC                                X                        10,200                  0         0
ENSCO INTL INC                                X              8         14,360                  0         0
ENSCO INTL INC                                X              5        204,987                  0         0
ENI S P A                                     X              7             70                  0         0
ENI S P A                                     X              6             30                  0        55
ENI S P A                                     X              7              0                255         0
ENI S P A                                     X              4            740                  0         0
ENI S P A                                     X              8            900                  0         0
ENI S P A                                     X              4          7,475                  0         0
EOG RES INC                                   X              8            310                  0         0
EOG RES INC                                   X              8            450                  0         0
EOG RES INC                                   X              6            600                  0         0
EOG RES INC                                   X              5            900                  0         0
EOG RES INC                                   X              8          1,200                  0         0
EOG RES INC                                   X              8          1,200                  0         0
EOG RES INC                                   X              8          1,786                  0         0
EOG RES INC                                   X                         1,834                  0         0
EOG RES INC                                   X              8          2,010                  0         0
EOG RES INC                                   X              8          2,352                  0         0
EOG RES INC                                   X              9          2,900                  0         0
EOG RES INC                                   X              8          3,474                  0         0
EOG RES INC                                   X              7              0              4,796         0
EOG RES INC                                   X              8          5,326                  0         0
EOG RES INC                                   X              8          9,400                  0         0
EOG RES INC                                   X              8         17,100                  0         0
EOG RES INC                                   X              8         23,120                  0         0
EOG RES INC                                   X              5         23,160                  0         0
EATON VANCE LTD DUR INCOME F                  X              6              0                  0    11,000
EL PASO CORP                                  X              5            150                  0         0
EL PASO CORP                                  X              5          1,490                  0         0
EL PASO CORP                                  X              6          2,618                  0         0
EL PASO CORP                                  X              7          2,875                  0         0
EL PASO CORP                                  X              8          3,100                  0         0
EL PASO CORP                                  X              8          3,200                  0         0
EL PASO CORP                                  X              8          4,150                  0         0
EL PASO CORP                                  X              7              0              4,425         0
EL PASO CORP                                  X              8          5,670                  0         0
EL PASO CORP                                  X              8          5,867                  0         0
EL PASO CORP                                  X              9          7,700                  0         0
EL PASO CORP                                  X              8          9,227                  0         0
EL PASO CORP                                  X              5         10,600                  0         0
EL PASO CORP                                  X              4         14,052                  0         0
EL PASO CORP                                  X              8         16,021                  0         0
EL PASO CORP                                  X              8         21,500                  0         0
EL PASO CORP                                  X              8         60,780                  0         0
EMBRAER-EMPRESA BRASILEIRA D                  X              5              0                  0    10,100
ENBRIDGE INC                                  X              5        112,000                  0         0
ENBRIDGE INC                                  X              4        197,355                  0         0
ENBRIDGE ENERGY MANAGEMENT L                  X                         5,198                  0         0
ENERGY EAST CORP                              X              9          1,700                  0         0
ENERGY EAST CORP                              X              8          4,900                  0         0
ENERGY EAST CORP                              X              8         13,110                  0         0
ENERGY EAST CORP                              X              6         13,951                  0         0
ENERGIZER HLDGS INC                           X              9            900                  0         0
ENERGIZER HLDGS INC                           X              8          1,800                  0         0
ENERGIZER HLDGS INC                           X              8          2,600                  0         0
ENERGIZER HLDGS INC                           X              8          7,590                  0         0
ENERPLUS RES FD                               X              5          2,000                  0         0
ENERPLUS RES FD                               X              4        136,811                  0         0
ENERSIS S A                                   X              8         86,300                  0         0
ENTERGY CORP NEW                              X              4             25                  0         0
ENTERGY CORP NEW                              X              8            300                  0         0
ENTERGY CORP NEW                              X              8            350                  0         0
ENTERGY CORP NEW                              X              8          1,000                  0         0
ENTERGY CORP NEW                              X              8          1,000                  0         0
ENTERGY CORP NEW                              X              8          1,443                  0         0
ENTERGY CORP NEW                              X              8          1,700                  0         0
ENTERGY CORP NEW                              X              8          2,049                  0         0
ENTERGY CORP NEW                              X              9          2,300                  0         0
ENTERGY CORP NEW                              X              5          3,082                  0         0
ENTERGY CORP NEW                              X              8          3,232                  0         0
ENTERGY CORP NEW                              X              8          3,823                  0         0
ENTERGY CORP NEW                              X              8          5,577                  0         0
ENTERGY CORP NEW                              X              8          7,800                  0         0
ENTERGY CORP NEW                              X              8         21,100                  0         0
EQUITY RESIDENTIAL                            X              6          1,000                  0         0
EQUITY RESIDENTIAL                            X              8          2,152                  0         0
EQUITY RESIDENTIAL                            X              8          2,420                  0         0
EQUITY RESIDENTIAL                            X              8          2,514                  0         0
EQUITY RESIDENTIAL                            X              8          4,291                  0         0
EQUITY RESIDENTIAL                            X              8          4,396                  0         0
EQUITY RESIDENTIAL                            X              8          9,254                  0         0
EQUITY RESIDENTIAL                            X              8         26,160                  0         0
ETABLISSEMENTS DELHAIZE FRER                  X              5            300                  0         0
ETABLISSEMENTS DELHAIZE FRER                  X              7            333                  0         0
ETABLISSEMENTS DELHAIZE FRER                  X              4          1,240                  0         0
ETABLISSEMENTS DELHAIZE FRER                  X              6          5,851                  0         0
EXELON CORP                                   X              7             60                  0         0
EXELON CORP                                   X              4            327                  0         0
EXELON CORP                                   X              8            500                  0         0
EXELON CORP                                   X              8            600                  0         0
EXELON CORP                                   X              8            650                  0         0
EXELON CORP                                   X              8          1,980                  0         0
EXELON CORP                                   X              8          2,050                  0         0
EXELON CORP                                   X              8          4,620                  0         0
EXELON CORP                                   X              8          4,794                  0         0
EXELON CORP                                   X              4          4,820                  0         0
EXELON CORP                                   X              8          5,620                  0         0
EXELON CORP                                   X              7          6,000                  0         0
EXELON CORP                                   X              8          6,354                  0         0
EXELON CORP                                   X              9          7,750                  0         0
EXELON CORP                                   X              8         10,109                  0         0
EXELON CORP                                   X              8         10,726                  0         0
EXELON CORP                                   X              8         16,101                  0         0
EXELON CORP                                   X              8         25,000                  0         0
EXELON CORP                                   X              5         40,341                  0         0
EXELON CORP                                   X              5         46,000                  0         0
EXELON CORP                                   X              5         51,290                  0         0
EXELON CORP                                   X              8         60,940                  0         0
EXELON CORP                                   X              6         51,642              2,850    15,900
EXELON CORP                                   X              5        110,160                  0     4,280
EXELON CORP                                   X              5        129,735                  0         0
EXELON CORP                                   X              6        235,284                  0     7,992
EXXON MOBIL CORP                              X                             0                 40         0
EXXON MOBIL CORP                              X              3            110                  0         0
EXXON MOBIL CORP                              X              2            259                  0         0
EXXON MOBIL CORP                              X              5            425                  0         0
EXXON MOBIL CORP                              X              8          2,650                  0         0
EXXON MOBIL CORP                              X              5          4,120                  0         0
EXXON MOBIL CORP                              X              8          4,400                  0         0
EXXON MOBIL CORP                              X                         4,800                  0         0
EXXON MOBIL CORP                              X              8          5,500                  0         0
EXXON MOBIL CORP                              X              8          6,050                  0         0
EXXON MOBIL CORP                              X              7          8,700                  0         0
EXXON MOBIL CORP                              X              7              0             11,075         0
EXXON MOBIL CORP                              X              4         12,897                  0         0
EXXON MOBIL CORP                              X              7              0             13,100         0
EXXON MOBIL CORP                              X              7         13,193                  0         0
EXXON MOBIL CORP                              X                        16,200                  0         0
EXXON MOBIL CORP                              X              8         17,428                  0         0
EXXON MOBIL CORP                              X              8         18,000                  0         0
EXXON MOBIL CORP                              X              5         18,560                  0         0
EXXON MOBIL CORP                              X              8         18,560                  0         0
EXXON MOBIL CORP                              X              8         19,200                  0         0
EXXON MOBIL CORP                              X              5         21,470                  0         0
EXXON MOBIL CORP                              X              4         23,210                  0         0
EXXON MOBIL CORP                              X              5         26,840                  0         0
EXXON MOBIL CORP                              X              7         28,022                  0         0
EXXON MOBIL CORP                              X              8         32,099                  0         0
EXXON MOBIL CORP                              X              8         32,316                  0         0
EXXON MOBIL CORP                              X              8         37,050                  0         0
EXXON MOBIL CORP                              X              8         45,764                  0         0
EXXON MOBIL CORP                              X              8         53,730                  0         0
EXXON MOBIL CORP                              X              8         60,535                  0         0
EXXON MOBIL CORP                              X                        61,525                  0         0
EXXON MOBIL CORP                              X              5         64,970                  0         0
EXXON MOBIL CORP                              X              8         77,596                  0         0
EXXON MOBIL CORP                              X              8         95,766                  0         0
EXXON MOBIL CORP                              X              9        109,900                  0         0
EXXON MOBIL CORP                              X              8        141,250                  0         0
EXXON MOBIL CORP                              X              8        230,700                  0         0
EXXON MOBIL CORP                              X              5        272,434                  0     9,220
EXXON MOBIL CORP                              X              5        387,475                  0         0
EXXON MOBIL CORP                              X              5        584,640                  0    12,953
EXXON MOBIL CORP                              X              8        605,140                  0         0
EXXON MOBIL CORP                              X              6        689,528              5,300    22,339
EXXON MOBIL CORP                              X              6        599,285             96,786   168,471
FMC TECHNOLOGIES INC                          X              6            859                  0         0
FMC TECHNOLOGIES INC                          X              7              0              6,000         0
FAIR ISAAC CORP                               X              7          3,000                  0         0
FAIR ISAAC CORP                               X              7              0             32,000         0
FEDERATED DEPT STORES INC DE                  X              4             25                  0         0
FEDERATED DEPT STORES INC DE                  X              7              0                 52         0
FEDERATED DEPT STORES INC DE                  X              8            250                  0         0
FEDERATED DEPT STORES INC DE                  X              7              0                284         0
FEDERATED DEPT STORES INC DE                  X              8            350                  0         0
FEDERATED DEPT STORES INC DE                  X              8            900                  0         0
FEDERATED DEPT STORES INC DE                  X              8            900                  0         0
FEDERATED DEPT STORES INC DE                  X              8          1,197                  0         0
FEDERATED DEPT STORES INC DE                  X              7              0              1,300         0
FEDERATED DEPT STORES INC DE                  X              8          1,518                  0         0
FEDERATED DEPT STORES INC DE                  X              8          1,649                  0         0
FEDERATED DEPT STORES INC DE                  X              5          2,500                  0         0
FEDERATED DEPT STORES INC DE                  X              9          2,550                  0         0
FEDERATED DEPT STORES INC DE                  X              8          2,568                  0         0
FEDERATED DEPT STORES INC DE                  X              8          2,878                  0         0
FEDERATED DEPT STORES INC DE                  X              8          3,682                  0         0
FEDERATED DEPT STORES INC DE                  X              8          6,700                  0         0
FEDERATED DEPT STORES INC DE                  X              8         17,340                  0         0
FEDERATED DEPT STORES INC DE                  X              5         22,684                  0     1,395
FEDEX CORP                                    X              6            200                  0         0
FEDEX CORP                                    X              8            200                  0         0
FEDEX CORP                                    X              8            250                  0         0
FEDEX CORP                                    X              8            320                  0         0
FEDEX CORP                                    X              7              0                480         0
FEDEX CORP                                    X              5            600                  0         0
FEDEX CORP                                    X              8            777                  0         0
FEDEX CORP                                    X              5              0                  0       800
FEDEX CORP                                    X              8            950                  0         0
FEDEX CORP                                    X              8          1,000                  0         0
FEDEX CORP                                    X              5          1,050                  0         0
FEDEX CORP                                    X              8          2,100                  0         0
FEDEX CORP                                    X              8          2,186                  0         0
FEDEX CORP                                    X              8          2,480                  0         0
FEDEX CORP                                    X                         2,700                  0         0
FEDEX CORP                                    X              8          2,902                  0         0
FEDEX CORP                                    X              9          3,550                  0         0
FEDEX CORP                                    X              8          3,703                  0         0
FEDEX CORP                                    X                         4,132                  0         0
FEDEX CORP                                    X              8          4,507                  0         0
FEDEX CORP                                    X              8          4,598                  0         0
FEDEX CORP                                    X              5          5,864                  0         0
FEDEX CORP                                    X              8          6,486                  0         0
FEDEX CORP                                    X              8         11,200                  0         0
FEDEX CORP                                    X              8         28,310                  0         0
FEDEX CORP                                    X              5         30,350                  0         0
FEDEX CORP                                    X              5         35,665                  0         0
FISHER SCIENTIFIC INTL INC                    X              7          4,000                  0         0
FISHER SCIENTIFIC INTL INC                    X              7              0             40,000         0
FLEXIBLE SOLUTIONS INTL INC                   X              5         94,500                  0         0
FOUNDATION COAL HLDGS INC                     X                             0                177         0
FOUNDATION COAL HLDGS INC                     X              5          3,000                  0         0
FOUNDATION COAL HLDGS INC                     X              5         10,000                  0         0
FRANCE TELECOM                                X                             0                140         0
FRANCE TELECOM                                X              7            620                  0         0
FRANCE TELECOM                                X              4          2,480                  0         0
FRANCE TELECOM                                X              7              0              4,853         0
FRANKLIN RES INC                              X              7          6,000                  0         0
FRANKLIN RES INC                              X              7              0             64,000         0
FREEPORT-MCMORAN COPPER & GO                  X              4            175                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              6            668                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              5            800                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              5            842                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              8            900                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              8            900                  0         0
FREEPORT-MCMORAN COPPER & GO                  X                         1,000                160         0
FREEPORT-MCMORAN COPPER & GO                  X              8          1,380                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              7              0              1,483         0
FREEPORT-MCMORAN COPPER & GO                  X              8          1,500                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              8          1,610                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              9          2,200                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              8          2,513                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              8          2,600                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              8          3,537                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              8          6,100                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              5          6,670                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              7          8,452                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              8         18,130                  0         0
FREEPORT-MCMORAN COPPER & GO                  X              5         35,000                  0         0
FREESCALE SEMICONDUCTOR INC                   X                             0                205         0
FREESCALE SEMICONDUCTOR INC                   X              8          6,800                  0         0
FREESCALE SEMICONDUCTOR INC                   X              8         12,200                  0         0
FREESCALE SEMICONDUCTOR INC                   X              5            106                  0         0
FREESCALE SEMICONDUCTOR INC                   X              5            231                  0         0
FREESCALE SEMICONDUCTOR INC                   X              7            253                  0         0
FREESCALE SEMICONDUCTOR INC                   X              5            407                  0         0
FREESCALE SEMICONDUCTOR INC                   X              5            458                  0         0
FREESCALE SEMICONDUCTOR INC                   X                           458                  0         0
FREESCALE SEMICONDUCTOR INC                   X              6            277                  0       228
FREESCALE SEMICONDUCTOR INC                   X              4            781                  0         0
FREESCALE SEMICONDUCTOR INC                   X              8            874                  0         0
FREESCALE SEMICONDUCTOR INC                   X              7          2,650                  0         0
FREESCALE SEMICONDUCTOR INC                   X              8          2,828                  0         0
FREESCALE SEMICONDUCTOR INC                   X              8          3,265                  0         0
FREESCALE SEMICONDUCTOR INC                   X              8          3,377                  0         0
FREESCALE SEMICONDUCTOR INC                   X              5          3,166                  0       734
FREESCALE SEMICONDUCTOR INC                   X              6          1,519                320     2,085
FREESCALE SEMICONDUCTOR INC                   X              8          6,050                  0         0
FREESCALE SEMICONDUCTOR INC                   X              8          8,400                  0         0
FREESCALE SEMICONDUCTOR INC                   X              8          8,982                  0         0
FREESCALE SEMICONDUCTOR INC                   X              5         24,366                  0         0
FREESCALE SEMICONDUCTOR INC                   X              8         24,740                  0         0
FREESCALE SEMICONDUCTOR INC                   X              5         79,568                  0       164
FUELCELL ENERGY INC                           X              4          5,000                  0         0
FUELCELL ENERGY INC                           X                         5,757                  0         0
GENAERA CORP                                  X              5              0                  0    20,000
GENTA INC                                     X                             0                  0       300
GENTA INC                                     X              7         16,000                  0         0
GENWORTH FINL INC                             X              4             50                  0         0
GENWORTH FINL INC                             X              9          1,700                  0         0
GENWORTH FINL INC                             X              8          4,500                  0         0
GENWORTH FINL INC                             X              8          9,700                  0         0
GENWORTH FINL INC                             X              8         21,400                  0         0
GENWORTH FINL INC                             X              6              0                  0    45,811
GLAXOSMITHKLINE PLC                           X              5              0                  0       290
GLAXOSMITHKLINE PLC                           X              5            368                  0         0
GLAXOSMITHKLINE PLC                           X              5            450                  0         0
GLAXOSMITHKLINE PLC                           X              4            500                  0         0
GLAXOSMITHKLINE PLC                           X                             0                567         0
GLAXOSMITHKLINE PLC                           X              6            700                  0       134
GLAXOSMITHKLINE PLC                           X              6          1,200                  0         0
GLAXOSMITHKLINE PLC                           X              7          2,673                  0         0
GLAXOSMITHKLINE PLC                           X              7              0              4,919         0
GLAXOSMITHKLINE PLC                           X              4          7,246                  0         0
GOL LINHAS AEREAS INTLG S A                   X              8         14,455                  0         0
GOLD FIELDS LTD NEW                           X              5            500                  0         0
GOLD FIELDS LTD NEW                           X              5              0                  0     1,100
GOLD FIELDS LTD NEW                           X              4          1,220                  0         0
GOLD FIELDS LTD NEW                           X              6          3,000                  0         0
GOLD FIELDS LTD NEW                           X              5         71,920                  0     5,400
GOLD FIELDS LTD NEW                           X              5        175,970                  0         0
GOLDEN STAR RES LTD CDA                       X              5         10,000                  0         0
GOLDEN STAR RES LTD CDA                       X              5         30,000                  0         0
GOLDMAN SACHS GROUP INC                       X              4             25                  0         0
GOLDMAN SACHS GROUP INC                       X              7              0                 90         0
GOLDMAN SACHS GROUP INC                       X              8            260                  0         0
GOLDMAN SACHS GROUP INC                       X              8            350                  0         0
GOLDMAN SACHS GROUP INC                       X              8            350                  0         0
GOLDMAN SACHS GROUP INC                       X                           500                  0         0
GOLDMAN SACHS GROUP INC                       X              7              0                500         0
GOLDMAN SACHS GROUP INC                       X              6          1,092                  0       292
GOLDMAN SACHS GROUP INC                       X              8          1,410                  0         0
GOLDMAN SACHS GROUP INC                       X                           666                750         0
GOLDMAN SACHS GROUP INC                       X              8          1,600                  0         0
GOLDMAN SACHS GROUP INC                       X              5          2,303                  0         0
GOLDMAN SACHS GROUP INC                       X              8          3,239                  0         0
GOLDMAN SACHS GROUP INC                       X              8          3,750                  0         0
GOLDMAN SACHS GROUP INC                       X              7              0              3,800         0
GOLDMAN SACHS GROUP INC                       X              8          4,140                  0         0
GOLDMAN SACHS GROUP INC                       X              8          4,213                  0         0
GOLDMAN SACHS GROUP INC                       X              8          6,679                  0         0
GOLDMAN SACHS GROUP INC                       X              8          6,818                  0         0
GOLDMAN SACHS GROUP INC                       X              5          7,108                  0         0
GOLDMAN SACHS GROUP INC                       X              8         10,103                  0         0
GOLDMAN SACHS GROUP INC                       X              9         13,400                  0         0
GOLDMAN SACHS GROUP INC                       X              2         13,879                  0         0
GOLDMAN SACHS GROUP INC                       X              4         15,065                  0         0
GOLDMAN SACHS GROUP INC                       X              8         17,600                  0         0
GOLDMAN SACHS GROUP INC                       X              5         25,392                  0       792
GOLDMAN SACHS GROUP INC                       X              5         26,410                  0         0
GOLDMAN SACHS GROUP INC                       X              6         28,363                  0     8,863
GOLDMAN SACHS GROUP INC                       X              8         45,440                  0         0
GOLDMAN SACHS GROUP INC                       X              5         76,648                  0         0
GOLDMAN SACHS GROUP INC                       X              7        187,348                  0         0
GOOGLE INC                                    X              6              0                  0        23
GOOGLE INC                                    X              4             25                  0         0
GOOGLE INC                                    X              8            100                  0         0
GOOGLE INC                                    X              8            100                  0         0
GOOGLE INC                                    X              7              0                139         0
GOOGLE INC                                    X              8            220                  0         0
GOOGLE INC                                    X              8            240                  0         0
GOOGLE INC                                    X                           333                  0         0
GOOGLE INC                                    X              7            800                  0         0
GOOGLE INC                                    X                           980                  0         0
GOOGLE INC                                    X              9          1,050                  0         0
GOOGLE INC                                    X              7          2,000                  0         0
GOOGLE INC                                    X              8          2,500                  0         0
GOOGLE INC                                    X                         3,600                  0         0
GOOGLE INC                                    X              7              0              3,600         0
GOOGLE INC                                    X              6            400                  0     4,229
GOOGLE INC                                    X              8          7,670                  0         0
GOOGLE INC                                    X              5          9,200                  0        45
GOOGLE INC                                    X              8         20,000                  0         0
GRACE W R & CO DEL NEW                        X              6              0                216         0
GRACE W R & CO DEL NEW                        X              7              0              9,000         0
GRACE W R & CO DEL NEW                        X              9         10,000                  0         0
GRACE W R & CO DEL NEW                        X              6         40,750                  0         0
GROUPE CGI INC                                X              4         41,570                  0         0
GRUPO TELEVISA SA DE CV                       X              8          9,964                  0         0
GRUPO TELEVISA SA DE CV                       X              8         12,000                  0         0
GRUPO TELEVISA SA DE CV                       X              8         15,800                  0         0
HDFC BANK LTD                                 X              5         10,000                  0         0
HALLIBURTON CO                                X              7          5,000                  0         0
HALLIBURTON CO                                X              7              0             35,000         0
HANCOCK JOHN PATRIOT PREM DI                  X              6              0                  0    21,307
HANGER ORTHOPEDIC GROUP INC                   X              5              0                  0    10,500
HEALTH MGMT ASSOC INC NEW                     X              7          4,000                  0         0
HEALTH MGMT ASSOC INC NEW                     X              7              0             38,000         0
HEALTH CARE REIT INC                          X              6          9,000                  0         0
HEALTH NET INC                                X              9          1,300                  0         0
HEALTH NET INC                                X              8          1,800                  0         0
HEALTH NET INC                                X              8          2,300                  0         0
HEALTH NET INC                                X              8          3,700                  0         0
HEALTH NET INC                                X              8         12,030                  0         0
HEALTH NET INC                                X              5         15,000                  0         0
HEALTH NET INC                                X              5         85,000                  0         0
HILTON HOTELS CORP                            X              7          5,000                  0         0
HILTON HOTELS CORP                            X              7              0             47,000         0
HOSPITALITY PPTYS TR                          X              8          5,800                  0         0
HOST MARRIOTT CORP NEW                        X              7              0                493         0
HOST MARRIOTT CORP NEW                        X              8          4,500                  0         0
HOST MARRIOTT CORP NEW                        X              7          5,339                  0         0
HOST MARRIOTT CORP NEW                        X              8         39,780                  0         0
HUTCHISON TELECOMM INTL LTD                   X              2      7,134,900                  0   139,200
IAC INTERACTIVECORP                           X              6              0                  0        90
IAC INTERACTIVECORP                           X                             0                645         0
IAC INTERACTIVECORP                           X              4          1,020                  0         0
IAC INTERACTIVECORP                           X              5          1,314                  0         0
IAC INTERACTIVECORP                           X              9          2,300                  0         0
IAC INTERACTIVECORP                           X              7          2,550                  0         0
IAC INTERACTIVECORP                           X              6          3,331                  0         0
IAC INTERACTIVECORP                           X              8          6,400                  0         0
IAC INTERACTIVECORP                           X              8          7,276                  0         0
IAC INTERACTIVECORP                           X              8          7,600                  0         0
IAC INTERACTIVECORP                           X                         7,820                  0         0
IAC INTERACTIVECORP                           X              8         16,580                  0         0
IAC INTERACTIVECORP                           X              5        180,920                  0         0
IPIX CORP                                     X              7         20,000                  0         0
ISTAR FINL INC                                X                         5,000                  0         0
ISTAR FINL INC                                X              8          7,550                  0         0
ICICI BK LTD                                  X                             0                 26         0
ICICI BK LTD                                  X                             0                 53         0
ICICI BK LTD                                  X              7             58                  0         0
ICICI BK LTD                                  X              6              0                  0       100
ICICI BK LTD                                  X              7              0                156         0
ICICI BK LTD                                  X              4          1,700                  0         0
ICICI BK LTD                                  X              2         84,073                  0         0
IMATION CORP                                  X              5         11,000                  0         0
IMCLONE SYS INC                               X              5              0                  0       200
IMCLONE SYS INC                               X              7          2,005                  0         0
IMCLONE SYS INC                               X              8          2,100                  0         0
IMCLONE SYS INC                               X              8          5,400                  0         0
INCO LTD                                      X              7          3,000                  0         0
INCO LTD                                      X              7              0             32,000         0
INTEGRATED CIRCUIT SYS INC                    X              9         29,500                  0         0
INTEGRATED CIRCUIT SYS INC                    X              9        119,000                  0         0
INTERNET CAP GROUP INC                        X              5              5                  0         0
INTERNET CAP GROUP INC                        X              5             50                  0       110
INTERNET CAP GROUP INC                        X              5              3                  0    12,024
INTERNET HOLDRS TR                            X              5              0                  0        50
INTERNET HOLDRS TR                            X              5            200                  0         0
INTERNET HOLDRS TR                            X              7          4,000                  0         0
INTERNET HOLDRS TR                            X              5         26,800                  0         0
INTERSIL CORP                                 X              7              0                166         0
INTERSIL CORP                                 X              5              0                  0       409
INTERSIL CORP                                 X              5         10,300                  0         0
INTERSIL CORP                                 X              5         72,000                  0         0
INVITROGEN CORP                               X              9            600                  0         0
INVITROGEN CORP                               X              8          1,300                  0         0
INVITROGEN CORP                               X              8          1,700                  0         0
INVITROGEN CORP                               X              8          4,400                  0         0
INVITROGEN CORP                               X              8         10,661                  0         0
INVITROGEN CORP                               X              8         11,573                  0         0
INVITROGEN CORP                               X              8         13,266                  0         0
ISCO INTL INC                                 X              5          1,750                  0         0
ISCO INTL INC                                 X              5              0                  0    11,800
IVANHOE MINES LTD                             X              4          6,400                  0         0
IVANHOE MINES LTD                             X              5         29,650                  0         0
JDS UNIPHASE CORP                             X              6            100                  0         0
JDS UNIPHASE CORP                             X              7              0                100         0
JDS UNIPHASE CORP                             X              4            200                  0         0
JDS UNIPHASE CORP                             X              4            360                  0         0
JDS UNIPHASE CORP                             X                         5,959                  0         0
JDS UNIPHASE CORP                             X              7          7,300                  0         0
JDS UNIPHASE CORP                             X              8          9,873                  0         0
JDS UNIPHASE CORP                             X              5         10,000                  0         0
JDS UNIPHASE CORP                             X              8         11,400                  0         0
JDS UNIPHASE CORP                             X              9         15,900                  0         0
JDS UNIPHASE CORP                             X              8         16,862                  0         0
JDS UNIPHASE CORP                             X              8         19,142                  0         0
JDS UNIPHASE CORP                             X              8         21,145                  0         0
JDS UNIPHASE CORP                             X              5         20,800                  0     4,000
JDS UNIPHASE CORP                             X              8         46,000                  0         0
JDS UNIPHASE CORP                             X              8         48,571                  0         0
JDS UNIPHASE CORP                             X              7         54,500                  0         0
JDS UNIPHASE CORP                             X              5         87,667                  0         0
JDS UNIPHASE CORP                             X              8        117,500                  0         0
JDS UNIPHASE CORP                             X              5        317,406                  0     5,040
JPMORGAN & CHASE & CO                         X              3            100                  0         0
JPMORGAN & CHASE & CO                         X              4            200                  0         0
JPMORGAN & CHASE & CO                         X                             0                225         0
JPMORGAN & CHASE & CO                         X              8          1,500                  0         0
JPMORGAN & CHASE & CO                         X              7          2,000                  0         0
JPMORGAN & CHASE & CO                         X              5          2,220                  0         0
JPMORGAN & CHASE & CO                         X              8          2,440                  0         0
JPMORGAN & CHASE & CO                         X              5          3,285                  0         0
JPMORGAN & CHASE & CO                         X              8          3,300                  0         0
JPMORGAN & CHASE & CO                         X              5          5,277                  0         0
JPMORGAN & CHASE & CO                         X              7              0              7,800         0
JPMORGAN & CHASE & CO                         X                         7,945                  0         0
JPMORGAN & CHASE & CO                         X              5          8,115                  0         0
JPMORGAN & CHASE & CO                         X              8          9,850                  0         0
JPMORGAN & CHASE & CO                         X              8         10,710                  0         0
JPMORGAN & CHASE & CO                         X              7              0             12,600         0
JPMORGAN & CHASE & CO                         X              8         12,905                  0         0
JPMORGAN & CHASE & CO                         X                        15,000                  0         0
JPMORGAN & CHASE & CO                         X              8         21,773                  0         0
JPMORGAN & CHASE & CO                         X                        22,128                  0         0
JPMORGAN & CHASE & CO                         X              8         25,446                  0         0
JPMORGAN & CHASE & CO                         X              7              0             28,295         0
JPMORGAN & CHASE & CO                         X              8         29,786                  0         0
JPMORGAN & CHASE & CO                         X              8         33,430                  0         0
JPMORGAN & CHASE & CO                         X              5         38,398                  0         0
JPMORGAN & CHASE & CO                         X              9         41,450                  0         0
JPMORGAN & CHASE & CO                         X              8         48,500                  0         0
JPMORGAN & CHASE & CO                         X              4         48,504                  0         0
JPMORGAN & CHASE & CO                         X              8         52,001                  0         0
JPMORGAN & CHASE & CO                         X              8         52,983                  0         0
JPMORGAN & CHASE & CO                         X              5         55,340                  0         0
JPMORGAN & CHASE & CO                         X              8         78,035                  0         0
JPMORGAN & CHASE & CO                         X              7         79,685                  0         0
JPMORGAN & CHASE & CO                         X              5         95,213                  0         0
JPMORGAN & CHASE & CO                         X              5        112,440                  0         0
JPMORGAN & CHASE & CO                         X              8        128,000                  0         0
JPMORGAN & CHASE & CO                         X              6        120,203             19,331    44,998
JPMORGAN & CHASE & CO                         X              5        276,760                  0    13,271
JPMORGAN & CHASE & CO                         X              8        332,320                  0         0
JPMORGAN & CHASE & CO                         X              6        357,856              5,450    60,815
JANUS CAP GROUP INC                           X              8          1,700                  0         0
JANUS CAP GROUP INC                           X              8          1,890                  0         0
JANUS CAP GROUP INC                           X              8          2,450                  0         0
JANUS CAP GROUP INC                           X              9          2,700                  0         0
JANUS CAP GROUP INC                           X              8          3,500                  0         0
JANUS CAP GROUP INC                           X              6              0              6,000         0
JANUS CAP GROUP INC                           X              8          7,900                  0         0
JANUS CAP GROUP INC                           X              8         19,210                  0         0
JUNIPER NETWORKS INC                          X              7            155                  0         0
JUNIPER NETWORKS INC                          X              6              0                  0       280
JUNIPER NETWORKS INC                          X              7              0                666         0
JUNIPER NETWORKS INC                          X              8          1,600                  0         0
JUNIPER NETWORKS INC                          X              5          1,614                  0       925
JUNIPER NETWORKS INC                          X              5          3,257                  0         0
JUNIPER NETWORKS INC                          X              7              0              4,000         0
JUNIPER NETWORKS INC                          X              5          4,600                  0         0
JUNIPER NETWORKS INC                          X                         5,274                  0         0
JUNIPER NETWORKS INC                          X              9          6,500                  0         0
JUNIPER NETWORKS INC                          X              8          6,800                  0         0
JUNIPER NETWORKS INC                          X              7         11,600                  0         0
JUNIPER NETWORKS INC                          X              8         21,100                  0         0
JUNIPER NETWORKS INC                          X                        36,400                  0         0
JUNIPER NETWORKS INC                          X              7              0             48,800         0
JUNIPER NETWORKS INC                          X              8         48,810                  0         0
JUNIPER NETWORKS INC                          X              6              0                  0    56,245
JUNIPER NETWORKS INC                          X              7          3,000                  0         0
JUNIPER NETWORKS INC                          X              7              0             14,000         0
KT CORP                                       X                             0                 54         0
KT CORP                                       X                             0                 77         0
KT CORP                                       X              4          2,292                  0         0
KT CORP                                       X              7              0              2,823         0
KT CORP                                       X              7          8,909                  0         0
KT CORP                                       X              5              0                  0    10,400
KT CORP                                       X              2        450,000                  0    12,500
KANBAY INTERNATIONAL                          X              1      4,532,240                  0         0
KEANE INC                                     X              7              0             12,000         0
KB HOME                                       X              8            670                  0         0
KB HOME                                       X              8            710                  0         0
KB HOME                                       X              8            740                  0         0
KB HOME                                       X              5            800                  0         0
KB HOME                                       X              9          1,000                  0         0
KB HOME                                       X              8          1,400                  0         0
KB HOME                                       X              8          2,000                  0         0
KB HOME                                       X              5          2,834                  0         0
KB HOME                                       X              8          4,100                  0         0
KB HOME                                       X              8         10,240                  0         0
KEYSPAN CORP                                  X                             0                155         0
KEYSPAN CORP                                  X              7            370                  0         0
KEYSPAN CORP                                  X              8          1,300                  0         0
KEYSPAN CORP                                  X              8          1,318                  0         0
KEYSPAN CORP                                  X              8          1,391                  0         0
KEYSPAN CORP                                  X              8          1,470                  0         0
KEYSPAN CORP                                  X              8          1,492                  0         0
KEYSPAN CORP                                  X              9          1,900                  0         0
KEYSPAN CORP                                  X              6          2,460                  0         0
KEYSPAN CORP                                  X              8          2,786                  0         0
KEYSPAN CORP                                  X              8          5,300                  0         0
KEYSPAN CORP                                  X              8          8,914                  0         0
KEYSPAN CORP                                  X              8         13,700                  0         0
KIMCO REALTY CORP                             X              4            200                  0         0
KIMCO REALTY CORP                             X              8          1,500                  0         0
KIMCO REALTY CORP                             X              5              0                  0     2,550
KIMCO REALTY CORP                             X              8          6,000                  0         0
KIMCO REALTY CORP                             X              8         11,820                  0         0
KINDER MORGAN INC KANS                        X              8            814                  0         0
KINDER MORGAN INC KANS                        X              8            930                  0         0
KINDER MORGAN INC KANS                        X              8            944                  0         0
KINDER MORGAN INC KANS                        X              9          1,100                  0         0
KINDER MORGAN INC KANS                        X              8          1,773                  0         0
KINDER MORGAN INC KANS                        X              8          2,727                  0         0
KINDER MORGAN INC KANS                        X                         3,000                  0         0
KINDER MORGAN INC KANS                        X              8          3,100                  0         0
KINDER MORGAN INC KANS                        X              5          6,328                  0         0
KINDER MORGAN INC KANS                        X              8          9,070                  0         0
KINDER MORGAN INC KANS                        X              5         38,300                  0         0
KINETIC CONCEPTS INC                          X              7              0                205         0
KINETIC CONCEPTS INC                          X              6            325                  0         0
KINETIC CONCEPTS INC                          X              9            600                  0         0
KINETIC CONCEPTS INC                          X              8          1,700                  0         0
KINETIC CONCEPTS INC                          X              8          4,300                  0         0
KOOKMIN BK NEW                                X                             0                 37         0
KOOKMIN BK NEW                                X                             0                 39         0
KOOKMIN BK NEW                                X              7             43                  0         0
KOOKMIN BK NEW                                X              7              0                231         0
KOOKMIN BK NEW                                X              2              0                  0     1,464
KOOKMIN BK NEW                                X              4          1,810                  0         0
KOOKMIN BK NEW                                X              7              0              8,900         0
KOOKMIN BK NEW                                X              5              0                  0     9,300
KOOKMIN BK NEW                                X              2              0                  0     9,900
KOOKMIN BK NEW                                X              4         12,100                  0         0
KOOKMIN BK NEW                                X              5         25,650                  0         0
KOOKMIN BK NEW                                X              5         33,450                  0         0
KOOKMIN BK NEW                                X              5         34,675                  0         0
KRAFT FOODS INC                               X              4            200                  0         0
KRAFT FOODS INC                               X              7              0                500         0
KRAFT FOODS INC                               X              6            600                  0         0
KRAFT FOODS INC                               X                         1,000                  0         0
KRAFT FOODS INC                               X              8          1,200                  0         0
KRAFT FOODS INC                               X              6          2,709                  0         0
KRAFT FOODS INC                               X              7          3,000                  0         0
KRAFT FOODS INC                               X              9          4,800                  0         0
KRAFT FOODS INC                               X              8          5,057                  0         0
KRAFT FOODS INC                               X              8         15,700                  0         0
KRAFT FOODS INC                               X              5         19,350                  0         0
KRAFT FOODS INC                               X              8         39,300                  0         0
LABORATORY CORP AMER HLDGS                    X              7             25                  0         0
LABORATORY CORP AMER HLDGS                    X              8            800                  0         0
LABORATORY CORP AMER HLDGS                    X              8            800                  0         0
LABORATORY CORP AMER HLDGS                    X              5            900                  0         0
LABORATORY CORP AMER HLDGS                    X              8            940                  0         0
LABORATORY CORP AMER HLDGS                    X              8          1,150                  0         0
LABORATORY CORP AMER HLDGS                    X              8          1,200                  0         0
LABORATORY CORP AMER HLDGS                    X              9          1,700                  0         0
LABORATORY CORP AMER HLDGS                    X              8          1,950                  0         0
LABORATORY CORP AMER HLDGS                    X              8          2,260                  0         0
LABORATORY CORP AMER HLDGS                    X                         2,808                  0         0
LABORATORY CORP AMER HLDGS                    X              8          4,700                  0         0
LABORATORY CORP AMER HLDGS                    X              6          2,980              2,745       600
LABORATORY CORP AMER HLDGS                    X              5          6,817                  0         0
LABORATORY CORP AMER HLDGS                    X              8         12,520                  0         0
LABORATORY CORP AMER HLDGS                    X              6         30,868                  0       150
LABORATORY CORP AMER HLDGS                    X              7          6,000                  0         0
LABORATORY CORP AMER HLDGS                    X              7              0             58,000         0
LEVEL 3 COMMUNICATIONS INC                    X              5          2,000                  0         0
LEVEL 3 COMMUNICATIONS INC                    X              5         18,000                  0         0
LEVEL 3 COMMUNICATIONS INC                    X              8         22,600                  0         0
LEVEL 3 COMMUNICATIONS INC                    X              7         40,000                  0         0
LEVEL 3 COMMUNICATIONS INC                    X              5         45,000                  0       450
LEVEL 3 COMMUNICATIONS INC                    X              8         89,310                  0         0
LEVEL 3 COMMUNICATIONS INC                    X              5              0                  0   100,000
LIBERTY MEDIA CORP NEW                        X              7          5,000                  0         0
LIBERTY MEDIA CORP NEW                        X              7              0              8,000         0
LOWES COS INC                                 X              7          1,000                  0         0
LOWES COS INC                                 X              7              0             39,000         0
M & T BK CORP                                 X              5            300                  0         0
M & T BK CORP                                 X              8            500                  0         0
M & T BK CORP                                 X              8            680                  0         0
M & T BK CORP                                 X              8            800                  0         0
M & T BK CORP                                 X              8            800                  0         0
M & T BK CORP                                 X              8            830                  0         0
M & T BK CORP                                 X              8            950                  0         0
M & T BK CORP                                 X              6          1,190                  0         0
M & T BK CORP                                 X              9          1,400                  0         0
M & T BK CORP                                 X              8          1,456                  0         0
M & T BK CORP                                 X              8          2,374                  0         0
M & T BK CORP                                 X              8          3,900                  0         0
M & T BK CORP                                 X              6          8,600                  0         0
M & T BK CORP                                 X              8         10,850                  0         0
MBIA INC                                      X              6            165                  0         0
MBIA INC                                      X              8            380                  0         0
MBIA INC                                      X              8            550                  0         0
MBIA INC                                      X              8            800                  0         0
MBIA INC                                      X              8            900                  0         0
MBIA INC                                      X              8            945                  0         0
MBIA INC                                      X              8          1,141                  0         0
MBIA INC                                      X              8          1,230                  0         0
MBIA INC                                      X              9          1,700                  0         0
MBIA INC                                      X              8          2,044                  0         0
MBIA INC                                      X              8          2,380                  0         0
MBIA INC                                      X              8          3,907                  0         0
MBIA INC                                      X              8          4,700                  0         0
MBIA INC                                      X              8         13,470                  0         0
MBNA CORP                                     X              5            320                  0         0
MBNA CORP                                     X              7              0                425         0
MBNA CORP                                     X                           800                  0         0
MBNA CORP                                     X              8            900                  0         0
MBNA CORP                                     X              8          1,300                  0         0
MBNA CORP                                     X              8          1,450                  0         0
MBNA CORP                                     X              8          3,700                  0         0
MBNA CORP                                     X              8          4,080                  0         0
MBNA CORP                                     X              8          4,200                  0         0
MBNA CORP                                     X              7          5,710                  0         0
MBNA CORP                                     X              8          6,900                  0         0
MBNA CORP                                     X                         6,975                310         0
MBNA CORP                                     X              8          9,076                  0         0
MBNA CORP                                     X              8         10,810                  0         0
MBNA CORP                                     X              8         12,115                  0         0
MBNA CORP                                     X              6         13,192                  0       102
MBNA CORP                                     X              4         14,615                  0         0
MBNA CORP                                     X              9         15,000                  0         0
MBNA CORP                                     X              5         15,442                  0         0
MBNA CORP                                     X              8         18,890                  0         0
MBNA CORP                                     X              8         19,511                  0         0
MBNA CORP                                     X              8         28,021                  0         0
MBNA CORP                                     X              5         36,901                  0         0
MBNA CORP                                     X              8         48,200                  0         0
MBNA CORP                                     X              8        123,090                  0         0
MDS INC                                       X              4        199,261                  0         0
MANPOWER INC                                  X              8            400                  0         0
MANPOWER INC                                  X              9          1,000                  0         0
MANPOWER INC                                  X              5          1,100                  0         0
MANPOWER INC                                  X              8          1,300                  0         0
MANPOWER INC                                  X              8          1,400                  0         0
MANPOWER INC                                  X              8          1,400                  0         0
MANPOWER INC                                  X              6          2,000                  0         0
MANPOWER INC                                  X              4          2,165                  0         0
MANPOWER INC                                  X              8          3,000                  0         0
MANPOWER INC                                  X              8          7,380                  0         0
MANPOWER INC                                  X              8          9,500                  0         0
MANULIFE FINL CORP                            X              6            393                  0         0
MANULIFE FINL CORP                            X              4            500                  0         0
MANULIFE FINL CORP                            X              6          2,791                  0         0
MANULIFE FINL CORP                            X              7          6,500                  0         0
MANULIFE FINL CORP                            X              4        114,623                  0         0
MARVEL ENTERPRISES INC                        X              4            325                  0         0
MARVEL ENTERPRISES INC                        X              5              0                  0     3,000
MARVEL ENTERPRISES INC                        X              5        750,000                  0         0
MASCO CORP                                    X              7              0            115,000         0
MAXIM INTEGRATED PRODS INC                    X              7              0                300         0
MAXIM INTEGRATED PRODS INC                    X              5              0                  0       375
MAXIM INTEGRATED PRODS INC                    X              8            400                  0         0
MAXIM INTEGRATED PRODS INC                    X              6            450                  0         0
MAXIM INTEGRATED PRODS INC                    X              8            460                  0         0
MAXIM INTEGRATED PRODS INC                    X              8            650                  0         0
MAXIM INTEGRATED PRODS INC                    X              8          1,500                  0         0
MAXIM INTEGRATED PRODS INC                    X              8          1,500                  0         0
MAXIM INTEGRATED PRODS INC                    X                         1,858                  0         0
MAXIM INTEGRATED PRODS INC                    X              8          2,170                  0         0
MAXIM INTEGRATED PRODS INC                    X              8          2,325                  0         0
MAXIM INTEGRATED PRODS INC                    X              8          2,670                  0         0
MAXIM INTEGRATED PRODS INC                    X              8          2,933                  0         0
MAXIM INTEGRATED PRODS INC                    X              8          3,261                  0         0
MAXIM INTEGRATED PRODS INC                    X              7              0              4,781         0
MAXIM INTEGRATED PRODS INC                    X              9          4,800                  0         0
MAXIM INTEGRATED PRODS INC                    X              8          4,916                  0         0
MAXIM INTEGRATED PRODS INC                    X              8          6,660                  0         0
MAXIM INTEGRATED PRODS INC                    X              8          8,354                  0         0
MAXIM INTEGRATED PRODS INC                    X              8         12,900                  0         0
MAXIM INTEGRATED PRODS INC                    X              8         31,090                  0         0
MCKESSON CORP                                 X              8            100                  0         0
MCKESSON CORP                                 X              5            435                  0         0
MCKESSON CORP                                 X              8            600                  0         0
MCKESSON CORP                                 X              7          1,000                  0         0
MCKESSON CORP                                 X              8          1,500                  0         0
MCKESSON CORP                                 X              8          1,600                  0         0
MCKESSON CORP                                 X              8          1,779                  0         0
MCKESSON CORP                                 X              8          2,078                  0         0
MCKESSON CORP                                 X              8          2,625                  0         0
MCKESSON CORP                                 X              8          2,906                  0         0
MCKESSON CORP                                 X              8          4,232                  0         0
MCKESSON CORP                                 X              8          8,927                  0         0
MCKESSON CORP                                 X              8         11,700                  0         0
MCKESSON CORP                                 X              9         18,150                  0         0
MCKESSON CORP                                 X              8         27,200                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              5             13                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              4             36                  0         0
MEDCO HEALTH SOLUTIONS INC                    X                             0                242         0
MEDCO HEALTH SOLUTIONS INC                    X              8            280                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              4            320                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              8            400                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              7            859                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              8          1,100                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              8          1,200                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              5          1,363                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              8          1,966                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              8          2,352                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              7              0              2,600         0
MEDCO HEALTH SOLUTIONS INC                    X              8          2,695                  0         0
MEDCO HEALTH SOLUTIONS INC                    X                         2,845                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              9          3,700                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              8          4,145                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              8          4,422                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              5          6,054                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              8          7,262                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              8         10,900                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              6          9,967                  0     4,036
MEDCO HEALTH SOLUTIONS INC                    X              6         15,148              1,943     3,555
MEDCO HEALTH SOLUTIONS INC                    X              8         26,851                  0         0
MEDCO HEALTH SOLUTIONS INC                    X              5         61,879                  0         0
MEDTRONIC INC                                 X              7          4,000                  0         0
MEDTRONIC INC                                 X              7              0             46,000         0
MELLON FINL CORP                              X              4             50                  0         0
MELLON FINL CORP                              X                         1,000                  0         0
MELLON FINL CORP                              X              8          1,100                  0         0
MELLON FINL CORP                              X              8          2,350                  0         0
MELLON FINL CORP                              X              8          2,450                  0         0
MELLON FINL CORP                              X              8          3,070                  0         0
MELLON FINL CORP                              X              8          3,850                  0         0
MELLON FINL CORP                              X              8          4,172                  0         0
MELLON FINL CORP                              X              9          5,100                  0         0
MELLON FINL CORP                              X              8          6,078                  0         0
MELLON FINL CORP                              X              8          6,711                  0         0
MELLON FINL CORP                              X              8         10,100                  0         0
MELLON FINL CORP                              X              4         14,925                  0         0
MELLON FINL CORP                              X              8         16,800                  0         0
MELLON FINL CORP                              X              6         25,249                  0     6,100
MELLON FINL CORP                              X              6         32,798                  0       125
MELLON FINL CORP                              X              8         40,750                  0         0
METLIFE INC                                   X              6            500                  0         0
METLIFE INC                                   X              8            700                  0         0
METLIFE INC                                   X              8            800                  0         0
METLIFE INC                                   X              4            985                  0         0
METLIFE INC                                   X              7              0              1,240         0
METLIFE INC                                   X              8          2,250                  0         0
METLIFE INC                                   X              8          2,260                  0         0
METLIFE INC                                   X              7              0              2,700         0
METLIFE INC                                   X              8          5,370                  0         0
METLIFE INC                                   X              8          6,190                  0         0
METLIFE INC                                   X              8          7,015                  0         0
METLIFE INC                                   X              9          7,600                  0         0
METLIFE INC                                   X              8         10,993                  0         0
METLIFE INC                                   X              8         12,121                  0         0
METLIFE INC                                   X              5         15,061                  0         0
METLIFE INC                                   X              8         17,419                  0         0
METLIFE INC                                   X              8         23,661                  0         0
METLIFE INC                                   X              8         24,291                  0         0
METLIFE INC                                   X              8         26,940                  0         0
METLIFE INC                                   X              8         27,900                  0         0
METLIFE INC                                   X              8         70,500                  0         0
METLIFE INC                                   X              5         56,523                  0    18,730
MILLEA HOLDINGS INC                           X                             0                 99         0
MILLEA HOLDINGS INC                           X              7            385                  0         0
MILLEA HOLDINGS INC                           X              4          1,124                  0         0
MILLEA HOLDINGS INC                           X              7              0              2,360         0
MILLEA HOLDINGS INC                           X              6              0              7,717         0
MITTAL STEEL CO N V                           X              9          3,539                  0         0
MITTAL STEEL CO N V                           X              8         10,590                  0         0
MOLSON COORS BREWING CO                       X              6            200                  0         0
MOLSON COORS BREWING CO                       X              4            420                  0         0
MOLSON COORS BREWING CO                       X              8            550                  0         0
MOLSON COORS BREWING CO                       X              8            610                  0         0
MOLSON COORS BREWING CO                       X              8            700                  0         0
MOLSON COORS BREWING CO                       X              8          1,100                  0         0
MOLSON COORS BREWING CO                       X              8          3,700                  0         0
MOLSON COORS BREWING CO                       X              8          5,700                  0         0
MOLSON COORS BREWING CO                       X              8          7,624                  0         0
MONEYGRAM INTL INC                            X              8          2,900                  0         0
MONEYGRAM INTL INC                            X              8          8,140                  0         0
MONSANTO CO NEW                               X              4              1                  0         0
MONSANTO CO NEW                               X              7             20                  0         0
MONSANTO CO NEW                               X              4             55                  0         0
MONSANTO CO NEW                               X              8            300                  0         0
MONSANTO CO NEW                               X              8            450                  0         0
MONSANTO CO NEW                               X              5            600                  0         0
MONSANTO CO NEW                               X              8          1,100                  0         0
MONSANTO CO NEW                               X              7              0              1,130         0
MONSANTO CO NEW                               X              8          1,200                  0         0
MONSANTO CO NEW                               X              6          1,325                  0       122
MONSANTO CO NEW                               X              8          1,826                  0         0
MONSANTO CO NEW                               X                         1,913                  0         0
MONSANTO CO NEW                               X              8          2,210                  0         0
MONSANTO CO NEW                               X              8          2,604                  0         0
MONSANTO CO NEW                               X              6          1,097                  0     1,838
MONSANTO CO NEW                               X              7          3,564                  0         0
MONSANTO CO NEW                               X              9          3,650                  0         0
MONSANTO CO NEW                               X              8          3,863                  0         0
MONSANTO CO NEW                               X              8          4,051                  0         0
MONSANTO CO NEW                               X              8          6,627                  0         0
MONSANTO CO NEW                               X              5          6,933                  0         0
MONSANTO CO NEW                               X              8         10,400                  0         0
MONSANTO CO NEW                               X              5         10,642                  0         0
MONSANTO CO NEW                               X                        11,304                  0         0
MONSANTO CO NEW                               X              8         14,782                  0         0
MONSANTO CO NEW                               X              8         15,084                  0         0
MONSANTO CO NEW                               X              7              0             18,474         0
MONSANTO CO NEW                               X              8         19,125                  0         0
MONSANTO CO NEW                               X              8         23,800                  0         0
MORGAN STANLEY INDIA INVS FD                  X              4            400                  0         0
MORGAN STANLEY INDIA INVS FD                  X              5        100,000                  0         0
NII HLDGS INC                                 X              9            800                  0         0
NII HLDGS INC                                 X              8          1,200                  0         0
NII HLDGS INC                                 X              8          2,300                  0         0
NII HLDGS INC                                 X              8          6,100                  0         0
NTL INC DEL                                   X              8            400                  0         0
NTL INC DEL                                   X              8            400                  0         0
NTL INC DEL                                   X              8            600                  0         0
NTL INC DEL                                   X              9          1,000                  0         0
NTL INC DEL                                   X              8          1,200                  0         0
NTL INC DEL                                   X              8          2,900                  0         0
NTL INC DEL                                   X              8          7,900                  0         0
NVR INC                                       X              9             75                  0         0
NVR INC                                       X              8            200                  0         0
NVR INC                                       X              8            200                  0         0
NVR INC                                       X              8            620                  0         0
NABORS INDS INC                               X              7              0             43,000         0
NAVTEQ CORP                                   X              8          4,500                  0         0
NAVTEQ CORP                                   X              8          5,700                  0         0
NET2PHONE                                     X              7         38,000                  0         0
NETEASE COM INC                               X              7              0              3,800         0
NETEASE COM INC                               X              2          3,853                  0    13,396
NETEASE COM INC                               X              2              0                  0   662,233
NETRATINGS INC                                X                        10,000                  0         0
NETWORK APPLIANCE INC                         X              4             80                  0         0
NETWORK APPLIANCE INC                         X              6              0                  0       120
NETWORK APPLIANCE INC                         X              7            120                  0         0
NETWORK APPLIANCE INC                         X              8            200                  0         0
NETWORK APPLIANCE INC                         X              8            390                  0         0
NETWORK APPLIANCE INC                         X              8            600                  0         0
NETWORK APPLIANCE INC                         X              8          1,200                  0         0
NETWORK APPLIANCE INC                         X              8          1,300                  0         0
NETWORK APPLIANCE INC                         X              7              0              1,958         0
NETWORK APPLIANCE INC                         X              8          2,871                  0         0
NETWORK APPLIANCE INC                         X              7              0              2,900         0
NETWORK APPLIANCE INC                         X              8          3,230                  0         0
NETWORK APPLIANCE INC                         X                         3,635                  0         0
NETWORK APPLIANCE INC                         X              8          3,653                  0         0
NETWORK APPLIANCE INC                         X              9          5,000                  0         0
NETWORK APPLIANCE INC                         X              8          5,043                  0         0
NETWORK APPLIANCE INC                         X              8          5,155                  0         0
NETWORK APPLIANCE INC                         X              8          8,842                  0         0
NETWORK APPLIANCE INC                         X              8         14,735                  0         0
NETWORK APPLIANCE INC                         X              5         22,219                  0         0
NETWORK APPLIANCE INC                         X              6              0                  0    24,478
NETWORK APPLIANCE INC                         X              8         35,560                  0         0
NEVSUN RES LTD                                X              4         21,000                  0         0
NEXTEL COMMUNICATIONS INC                     X              6              0                  0       138
NEXTEL COMMUNICATIONS INC                     X              5            410                  0         0
NEXTEL COMMUNICATIONS INC                     X              8            500                  0         0
NEXTEL COMMUNICATIONS INC                     X              7              0                500         0
NEXTEL COMMUNICATIONS INC                     X              8            700                  0         0
NEXTEL COMMUNICATIONS INC                     X              8            810                  0         0
NEXTEL COMMUNICATIONS INC                     X              8            950                  0         0
NEXTEL COMMUNICATIONS INC                     X              4          1,635                  0         0
NEXTEL COMMUNICATIONS INC                     X              7          2,900                  0         0
NEXTEL COMMUNICATIONS INC                     X              8          2,950                  0         0
NEXTEL COMMUNICATIONS INC                     X              8          3,170                  0         0
NEXTEL COMMUNICATIONS INC                     X              8          3,900                  0         0
NEXTEL COMMUNICATIONS INC                     X              7          6,200                  0         0
NEXTEL COMMUNICATIONS INC                     X              8          8,058                  0         0
NEXTEL COMMUNICATIONS INC                     X              8          9,140                  0         0
NEXTEL COMMUNICATIONS INC                     X              8          9,310                  0         0
NEXTEL COMMUNICATIONS INC                     X              5          8,822                  0       800
NEXTEL COMMUNICATIONS INC                     X                        10,170                  0         0
NEXTEL COMMUNICATIONS INC                     X              8         10,688                  0         0
NEXTEL COMMUNICATIONS INC                     X              5         10,753                  0         0
NEXTEL COMMUNICATIONS INC                     X              9         12,250                  0         0
NEXTEL COMMUNICATIONS INC                     X              8         15,325                  0         0
NEXTEL COMMUNICATIONS INC                     X              8         17,066                  0         0
NEXTEL COMMUNICATIONS INC                     X                        18,500                  0         0
NEXTEL COMMUNICATIONS INC                     X              7              0             25,000         0
NEXTEL COMMUNICATIONS INC                     X              8         25,031                  0         0
NEXTEL COMMUNICATIONS INC                     X              8         40,890                  0         0
NEXTEL COMMUNICATIONS INC                     X              5         68,371                  0         0
NEXTEL COMMUNICATIONS INC                     X              8         98,780                  0         0
NEXTEL PARTNERS INC                           X              7            124                  0         0
NEXTEL PARTNERS INC                           X              7              0                790         0
NEXTEL PARTNERS INC                           X              5          1,100                  0         0
NEXTEL PARTNERS INC                           X              9          1,600                  0         0
NEXTEL PARTNERS INC                           X              8          4,500                  0         0
NEXTEL PARTNERS INC                           X              8         12,700                  0         0
NEXEN INC                                     X              5            108                  0         0
NEXEN INC                                     X                         1,053                  0         0
NEXEN INC                                     X              4         82,513                  0         0
NISOURCE INC                                  X              7              0                304         0
NISOURCE INC                                  X              8          1,874                  0         0
NISOURCE INC                                  X              8          2,380                  0         0
NISOURCE INC                                  X              8          2,741                  0         0
NISOURCE INC                                  X              9          3,200                  0         0
NISOURCE INC                                  X              8          3,900                  0         0
NISOURCE INC                                  X              8          4,541                  0         0
NISOURCE INC                                  X              8          9,000                  0         0
NISOURCE INC                                  X              8         25,150                  0         0
NORTHERN DYNASTY MINERALS LT                  X              4          1,000                  0         0
NORTHERN DYNASTY MINERALS LT                  X              5         55,000                  0         0
NOVA CHEMICALS CORP                           X              4         20,419                  0         0
NOVARTIS A G                                  X              6              0                  0       400
NOVARTIS A G                                  X              7              0                595         0
NOVARTIS A G                                  X              5            600                  0         0
NOVARTIS A G                                  X              6          1,135                  0        74
NOVARTIS A G                                  X              4          1,380                  0         0
NOVARTIS A G                                  X              8          2,900                  0         0
NOVARTIS A G                                  X              7          3,760                  0         0
NOVARTIS A G                                  X              4         17,625                  0         0
NOVELIS INC                                   X              6              0                  0        30
NOVELIS INC                                   X              5            101                  0         0
NOVELIS INC                                   X              5              0                  0       370
NOVELIS INC                                   X              4            803                  0         0
NOVELIS INC                                   X              8            963                  0         0
NOVELIS INC                                   X              8          6,574                  0         0
NVIDIA CORP                                   X              5              0                  0       100
NVIDIA CORP                                   X              4            150                  0         0
NVIDIA CORP                                   X              7            250                  0         0
NVIDIA CORP                                   X              8          1,170                  0         0
NVIDIA CORP                                   X              8          1,320                  0         0
NVIDIA CORP                                   X              8          1,430                  0         0
NVIDIA CORP                                   X              8          2,100                  0         0
NVIDIA CORP                                   X              5          2,100                  0         0
NVIDIA CORP                                   X              8          2,400                  0         0
NVIDIA CORP                                   X              8          2,500                  0         0
NVIDIA CORP                                   X              8          5,300                  0         0
NVIDIA CORP                                   X              5          5,650                  0         0
NVIDIA CORP                                   X              8         23,369                  0         0
NVIDIA CORP                                   X              8         23,827                  0         0
NVIDIA CORP                                   X              8         26,642                  0         0
OFFICEMAX INC DEL                             X              7              0                146         0
OFFICEMAX INC DEL                             X              8            600                  0         0
OFFICEMAX INC DEL                             X              8            640                  0         0
OFFICEMAX INC DEL                             X              8            700                  0         0
OFFICEMAX INC DEL                             X              8          1,300                  0         0
OFFICEMAX INC DEL                             X              8          2,900                  0         0
OFFICEMAX INC DEL                             X              4          4,245                  0         0
OFFICEMAX INC DEL                             X              8          7,600                  0         0
OMNICOM GROUP INC                             X              7          2,000                  0         0
OMNICOM GROUP INC                             X              7              0             14,000         0
OMNICOM GROUP INC                             X              7          4,000                  0         0
OMNICOM GROUP INC                             X              7              0             31,000         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              7             17                  0         0
OPEN JT STK CO-VIMPEL COMMUN                  X              7              0                 47         0
OPEN JT STK CO-VIMPEL COMMUN                  X              8         14,900                  0         0
ORACLE CORP                                   X              3            527                  0         0
ORACLE CORP                                   X              5          1,125                  0         0
ORACLE CORP                                   X              5          1,796                  0         0
ORACLE CORP                                   X              8          2,200                  0         0
ORACLE CORP                                   X              7              0              2,810         0
ORACLE CORP                                   X              8          3,760                  0         0
ORACLE CORP                                   X              8          4,900                  0         0
ORACLE CORP                                   X                         5,500                  0         0
ORACLE CORP                                   X              4          6,830                  0         0
ORACLE CORP                                   X              8          7,000                  0         0
ORACLE CORP                                   X              7              0              8,800         0
ORACLE CORP                                   X              7          9,045                  0         0
ORACLE CORP                                   X              8          9,100                  0         0
ORACLE CORP                                   X              8         11,617                  0         0
ORACLE CORP                                   X              8         12,600                  0         0
ORACLE CORP                                   X              8         12,900                  0         0
ORACLE CORP                                   X              5         13,033                  0         0
ORACLE CORP                                   X              8         13,750                  0         0
ORACLE CORP                                   X              8         15,050                  0         0
ORACLE CORP                                   X              4         17,348                  0         0
ORACLE CORP                                   X              8         18,650                  0         0
ORACLE CORP                                   X                             0             29,000         0
ORACLE CORP                                   X              8         31,622                  0         0
ORACLE CORP                                   X              8         35,690                  0         0
ORACLE CORP                                   X              8         37,320                  0         0
ORACLE CORP                                   X              7              0             39,849         0
ORACLE CORP                                   X                        40,396                  0         0
ORACLE CORP                                   X              8         42,042                  0         0
ORACLE CORP                                   X              8         51,617                  0         0
ORACLE CORP                                   X              8         60,866                  0         0
ORACLE CORP                                   X              8         67,272                  0         0
ORACLE CORP                                   X              9         97,200                  0         0
ORACLE CORP                                   X              8        103,352                  0         0
ORACLE CORP                                   X              6         98,513             11,124     8,348
ORACLE CORP                                   X              7        128,070                  0         0
ORACLE CORP                                   X              5        141,104                  0         0
ORACLE CORP                                   X              8        185,700                  0         0
ORACLE CORP                                   X              5        272,666                  0         0
ORACLE CORP                                   X              6        295,237                  0     9,861
ORACLE CORP                                   X              5        335,604                  0    20,565
ORACLE CORP                                   X              8        492,000                  0         0
PG&E CORP                                     X              6            200                  0         0
PG&E CORP                                     X              8            300                  0         0
PG&E CORP                                     X              5            350                  0         0
PG&E CORP                                     X              8            400                  0         0
PG&E CORP                                     X              8            600                  0         0
PG&E CORP                                     X              8          1,600                  0         0
PG&E CORP                                     X              8          1,700                  0         0
PG&E CORP                                     X              8          2,465                  0         0
PG&E CORP                                     X              8          3,270                  0         0
PG&E CORP                                     X              8          3,589                  0         0
PG&E CORP                                     X              9          4,700                  0         0
PG&E CORP                                     X              5          4,900                  0         0
PG&E CORP                                     X              5          5,011                  0         0
PG&E CORP                                     X              8          5,712                  0         0
PG&E CORP                                     X              8          7,180                  0         0
PG&E CORP                                     X              8          7,312                  0         0
PG&E CORP                                     X              8          9,447                  0         0
PG&E CORP                                     X              8         14,600                  0         0
PG&E CORP                                     X              8         36,860                  0         0
PG&E CORP                                     X              5         65,045                  0         0
PMC-SIERRA INC                                X              4             85                  0         0
PMC-SIERRA INC                                X              5            300                  0       390
PMC-SIERRA INC                                X              8            990                  0         0
PMC-SIERRA INC                                X              8          1,230                  0         0
PMC-SIERRA INC                                X              8          1,400                  0         0
PMC-SIERRA INC                                X              8          2,600                  0         0
PMC-SIERRA INC                                X              7         16,500                  0         0
PMI GROUP INC                                 X              7             50                  0         0
PMI GROUP INC                                 X              7              0                128         0
PMI GROUP INC                                 X              7              0                820         0
PMI GROUP INC                                 X              8          2,500                  0         0
PMI GROUP INC                                 X              8          8,320                  0         0
PPL CORP                                      X              6            150                  0         0
PPL CORP                                      X              8          1,000                  0         0
PPL CORP                                      X              8          1,100                  0         0
PPL CORP                                      X              8          1,200                  0         0
PPL CORP                                      X              8          1,310                  0         0
PPL CORP                                      X              8          1,600                  0         0
PPL CORP                                      X              8          1,688                  0         0
PPL CORP                                      X              9          2,300                  0         0
PPL CORP                                      X              8          2,785                  0         0
PPL CORP                                      X              8          2,958                  0         0
PPL CORP                                      X              5          4,155                  0         0
PPL CORP                                      X              8          4,792                  0         0
PPL CORP                                      X              8          7,600                  0         0
PPL CORP                                      X              8         19,400                  0         0
PARTNER COMMUNICATIONS CO LT                  X                             0                 33         0
PARTNER COMMUNICATIONS CO LT                  X                             0                 69         0
PARTNER COMMUNICATIONS CO LT                  X              7              0                202         0
PARTNER COMMUNICATIONS CO LT                  X              7         20,075                  0         0
PEPSIAMERICAS INC                             X              8          3,400                  0         0
PEPSIAMERICAS INC                             X              8         12,990                  0         0
PETROBRAS ENERGIA PARTCPTNS                   X              3      1,416,001                  0         0
PETROFUND ENERGY TRUST                        X              4         21,092                  0         0
PETROKAZAKHSTAN INC                           X              4          8,155                  0         0
PETROLEO BRASILEIRO SA PETRO                  X                             0                 36         0
PETROLEO BRASILEIRO SA PETRO                  X                             0                 70         0
PETROLEO BRASILEIRO SA PETRO                  X              7             80                  0         0
PETROLEO BRASILEIRO SA PETRO                  X              7              0                215         0
PETROLEO BRASILEIRO SA PETRO                  X              4          1,000                  0         0
PETROLEO BRASILEIRO SA PETRO                  X              4          2,035                  0         0
PETROLEO BRASILEIRO SA PETRO                  X              7              0              9,600         0
PETROLEO BRASILEIRO SA PETRO                  X              5              0                  0    18,200
PETROLEO BRASILEIRO SA PETRO                  X              7            340                  0         0
PETROLEO BRASILEIRO SA PETRO                  X              5              0                  0     2,300
PETROLEO BRASILEIRO SA PETRO                  X              5          2,500                  0         0
PETROLEO BRASILEIRO SA PETRO                  X              8          7,300                  0         0
PETROLEO BRASILEIRO SA PETRO                  X              5              0                  0     7,800
PETROLEO BRASILEIRO SA PETRO                  X              5         11,900                  0         0
PETROLEO BRASILEIRO SA PETRO                  X              8         58,002                  0         0
PHARMACEUTICAL HLDRS TR                       X              7            300                  0         0
PHARMACEUTICAL HLDRS TR                       X              5            400                  0         0
PHARMACEUTICAL HLDRS TR                       X              4            400                  0         0
PHARMACEUTICAL HLDRS TR                       X              7          1,000                  0         0
PHARMACEUTICAL HLDRS TR                       X                         1,792                  0         0
PHARMACEUTICAL HLDRS TR                       X                         2,000                  0         0
PHARMACEUTICAL HLDRS TR                       X              5          2,500                  0         0
PHARMACEUTICAL HLDRS TR                       X              5              0                  0     5,000
PHARMACEUTICAL HLDRS TR                       X              7              0              7,900         0
PHARMACEUTICAL HLDRS TR                       X              5        192,035                  0         0
PIMCO MUN INCOME FD II                        X              6              0                  0    14,330
PIMCO MUN INCOME FD III                       X              6              0                  0    14,490
POTASH CORP SASK INC                          X              7              0                 79         0
POTASH CORP SASK INC                          X              5            600                  0         0
POTASH CORP SASK INC                          X              4         14,902                  0         0
PRAXAIR INC                                   X              7            240                  0         0
PRAXAIR INC                                   X              8            570                  0         0
PRAXAIR INC                                   X              8            800                  0         0
PRAXAIR INC                                   X              7              0              1,255         0
PRAXAIR INC                                   X              8          1,700                  0         0
PRAXAIR INC                                   X              8          1,800                  0         0
PRAXAIR INC                                   X              5          2,150                  0         0
PRAXAIR INC                                   X              8          2,308                  0         0
PRAXAIR INC                                   X              8          2,670                  0         0
PRAXAIR INC                                   X              6          2,835                  0         0
PRAXAIR INC                                   X              4          3,075                  0         0
PRAXAIR INC                                   X              8          3,160                  0         0
PRAXAIR INC                                   X                         3,905                  0         0
PRAXAIR INC                                   X              9          4,350                  0         0
PRAXAIR INC                                   X              8          4,370                  0         0
PRAXAIR INC                                   X              8          4,858                  0         0
PRAXAIR INC                                   X              8          7,968                  0         0
PRAXAIR INC                                   X              8         12,700                  0         0
PRAXAIR INC                                   X              5         13,124                  0         0
PRAXAIR INC                                   X              6         18,378                  0        63
PRAXAIR INC                                   X              8         30,650                  0         0
PRECISION DRILLING CORP                       X              4         21,430                  0         0
PREMCOR INC                                   X              8          2,200                  0         0
PREMCOR INC                                   X              8          5,800                  0         0
PREMCOR INC                                   X              9         19,000                  0         0
PREMCOR INC                                   X              9         21,800                  0         0
PRICE T ROWE GROUP INC                        X              6              0                  0        67
PRICE T ROWE GROUP INC                        X              8            400                  0         0
PRICE T ROWE GROUP INC                        X              8            480                  0         0
PRICE T ROWE GROUP INC                        X              8            650                  0         0
PRICE T ROWE GROUP INC                        X              8            910                  0         0
PRICE T ROWE GROUP INC                        X              8          1,010                  0         0
PRICE T ROWE GROUP INC                        X              8          1,111                  0         0
PRICE T ROWE GROUP INC                        X              8          1,200                  0         0
PRICE T ROWE GROUP INC                        X              8          1,200                  0         0
PRICE T ROWE GROUP INC                        X              9          1,600                  0         0
PRICE T ROWE GROUP INC                        X              8          1,780                  0         0
PRICE T ROWE GROUP INC                        X              8          1,782                  0         0
PRICE T ROWE GROUP INC                        X              8          2,603                  0         0
PRICE T ROWE GROUP INC                        X              8          3,400                  0         0
PRICE T ROWE GROUP INC                        X              8          5,500                  0         0
PRICE T ROWE GROUP INC                        X              8          7,880                  0         0
PRICE T ROWE GROUP INC                        X              8         13,350                  0         0
PRIDE INTL INC DEL                            X              7             53                  0         0
PRIDE INTL INC DEL                            X              7              0                316         0
PRIDE INTL INC DEL                            X              9          1,600                  0         0
PRIDE INTL INC DEL                            X              5          7,500                  0         0
PRIDE INTL INC DEL                            X              8          7,600                  0         0
PRIDE INTL INC DEL                            X              8         11,170                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              4             85                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              6            475                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              8          2,067                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              8          2,480                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              8          2,865                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              8          3,500                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              9          3,600                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              8          4,332                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              8          6,668                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              8         10,200                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              5         23,879                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              8         29,930                  0         0
PRINCIPAL FINANCIAL GROUP IN                  X              7         35,800                  0         0
PROTEIN DESIGN LABS INC                       X                             0                142         0
PROTEIN DESIGN LABS INC                       X              5          4,500                  0    19,200
PROVIDENT BANCORP INC DEL                     X              6              0            170,386         0
PROVIDENT ENERGY TR                           X              4         17,998                  0         0
PROVIDIAN FINL CORP                           X              8          2,060                  0         0
PROVIDIAN FINL CORP                           X              8          2,320                  0         0
PROVIDIAN FINL CORP                           X              5          2,800                  0         0
PROVIDIAN FINL CORP                           X              8          3,100                  0         0
PROVIDIAN FINL CORP                           X              9          3,500                  0         0
PROVIDIAN FINL CORP                           X              8          4,304                  0         0
PROVIDIAN FINL CORP                           X              8          4,500                  0         0
PROVIDIAN FINL CORP                           X              8          4,832                  0         0
PROVIDIAN FINL CORP                           X              8          6,100                  0         0
PROVIDIAN FINL CORP                           X              8          9,800                  0         0
PROVIDIAN FINL CORP                           X              8         26,400                  0         0
PROVIDIAN FINL CORP                           X              8         41,431                  0         0
PROVIDIAN FINL CORP                           X              5         41,619                  0         0
PROVIDIAN FINL CORP                           X              8         65,347                  0         0
PROVIDIAN FINL CORP                           X              7              0             18,000         0
PUBLIC STORAGE INC                            X                           795                  0         0
PUBLIC STORAGE INC                            X              8          1,400                  0         0
PUBLIC STORAGE                                X              1          2,000                  0         0
PUBLIC STORAGE INC                            X              8          8,640                  0         0
QUANTA SVCS INC                               X              7          2,000                  0         0
QUANTA SVCS INC                               X              7              0             14,000         0
QUEST DIAGNOSTICS INC                         X              7             55                  0         0
QUEST DIAGNOSTICS INC                         X              6            300                  0        84
QUEST DIAGNOSTICS INC                         X              8            800                  0         0
QUEST DIAGNOSTICS INC                         X              8            800                  0         0
QUEST DIAGNOSTICS INC                         X              8          1,160                  0         0
QUEST DIAGNOSTICS INC                         X              6          1,400                  0         0
QUEST DIAGNOSTICS INC                         X              8          1,520                  0         0
QUEST DIAGNOSTICS INC                         X              8          1,800                  0         0
QUEST DIAGNOSTICS INC                         X              9          1,800                  0         0
QUEST DIAGNOSTICS INC                         X                         2,000                  0         0
QUEST DIAGNOSTICS INC                         X              7              0              2,200         0
QUEST DIAGNOSTICS INC                         X              8          2,800                  0         0
QUEST DIAGNOSTICS INC                         X              5          3,000                  0         0
QUEST DIAGNOSTICS INC                         X              8          3,748                  0         0
QUEST DIAGNOSTICS INC                         X              8          4,800                  0         0
QUEST DIAGNOSTICS INC                         X              5              0                  0     6,240
QUEST DIAGNOSTICS INC                         X              8          6,300                  0         0
QUEST DIAGNOSTICS INC                         X              8         15,100                  0         0
QUIKSILVER INC                                X                             0                129         0
QUIKSILVER INC                                X              5        100,000                  0         0
QUILMES INDL QUINSA SOCIETE                   X              5            125                  0     8,405
REGIONS FINANCIAL CORP NEW                    X                             0                355         0
REGIONS FINANCIAL CORP NEW                    X              7            910                  0         0
REGIONS FINANCIAL CORP NEW                    X              8          1,300                  0         0
REGIONS FINANCIAL CORP NEW                    X              8          1,380                  0         0
REGIONS FINANCIAL CORP NEW                    X              8          2,600                  0         0
REGIONS FINANCIAL CORP NEW                    X              8          3,189                  0         0
REGIONS FINANCIAL CORP NEW                    X              8          3,760                  0         0
REGIONS FINANCIAL CORP NEW                    X              8          4,531                  0         0
REGIONS FINANCIAL CORP NEW                    X              8          4,690                  0         0
REGIONS FINANCIAL CORP NEW                    X              9          6,350                  0         0
REGIONS FINANCIAL CORP NEW                    X              8          6,800                  0         0
REGIONS FINANCIAL CORP NEW                    X              8          6,953                  0         0
REGIONS FINANCIAL CORP NEW                    X              8         11,090                  0         0
REGIONS FINANCIAL CORP NEW                    X              6         12,778                  0         0
REGIONS FINANCIAL CORP NEW                    X              8         18,000                  0         0
REGIONS FINANCIAL CORP NEW                    X              8         42,962                  0         0
REGIONS FINANCIAL CORP NEW                    X              5        481,520                  0         0
REPSOL YPF S A                                X              4          5,115                  0         0
REPSOL YPF S A                                X              3        227,700                  0         0
ROME BANCORP INC NEW                          X              6              0             74,264         0
ROYAL & SUN ALLIANCE INS                      X              7              0             12,145         0
SBC COMMUNICATIONS INC                        X              3             56                  0         0
SBC COMMUNICATIONS INC                        X              5            600                  0         0
SBC COMMUNICATIONS INC                        X              8          1,400                  0         0
SBC COMMUNICATIONS INC                        X              7              0              1,645         0
SBC COMMUNICATIONS INC                        X              8          2,350                  0         0
SBC COMMUNICATIONS INC                        X              5          2,720                  0         0
SBC COMMUNICATIONS INC                        X              8          3,100                  0         0
SBC COMMUNICATIONS INC                        X              5          3,345                  0         0
SBC COMMUNICATIONS INC                        X              8          4,100                  0         0
SBC COMMUNICATIONS INC                        X              8          4,800                  0         0
SBC COMMUNICATIONS INC                        X              8          8,600                  0         0
SBC COMMUNICATIONS INC                        X              4          9,332                  0         0
SBC COMMUNICATIONS INC                        X              7          9,762                  0         0
SBC COMMUNICATIONS INC                        X              8          9,773                  0         0
SBC COMMUNICATIONS INC                        X              8          9,900                  0         0
SBC COMMUNICATIONS INC                        X              8         10,450                  0         0
SBC COMMUNICATIONS INC                        X              8         21,760                  0         0
SBC COMMUNICATIONS INC                        X              8         23,442                  0         0
SBC COMMUNICATIONS INC                        X              8         27,870                  0         0
SBC COMMUNICATIONS INC                        X              8         31,178                  0         0
SBC COMMUNICATIONS INC                        X              9         38,150                  0         0
SBC COMMUNICATIONS INC                        X                        42,231                  0         0
SBC COMMUNICATIONS INC                        X              8         42,959                  0         0
SBC COMMUNICATIONS INC                        X              8         49,669                  0         0
SBC COMMUNICATIONS INC                        X              8         52,199                  0         0
SBC COMMUNICATIONS INC                        X              5         74,678                  0         0
SBC COMMUNICATIONS INC                        X              8         76,297                  0         0
SBC COMMUNICATIONS INC                        X              8        119,000                  0         0
SBC COMMUNICATIONS INC                        X              6        128,224                  0    10,995
SBC COMMUNICATIONS INC                        X              6         69,403             30,070    45,593
SBC COMMUNICATIONS INC                        X              5        247,599                  0     2,932
SBC COMMUNICATIONS INC                        X              8        314,530                  0         0
SK TELECOM LTD                                X                             0                 13         0
SK TELECOM LTD                                X                             0                 26         0
SK TELECOM LTD                                X              7              0                 83         0
SK TELECOM LTD                                X              8          1,550                  0         0
SK TELECOM LTD                                X              5          3,800                  0         0
SK TELECOM LTD                                X              2              0                  0     4,000
SK TELECOM LTD                                X              8          4,000                  0         0
SK TELECOM LTD                                X              7          4,330                  0         0
SK TELECOM LTD                                X              2              0                  0     9,906
SK TELECOM LTD                                X              5              0                  0    11,500
SK TELECOM LTD                                X              8         14,000                  0         0
SK TELECOM LTD                                X              8         20,220                  0         0
SLM CORP                                      X              5            369                  0         0
SLM CORP                                      X              8            450                  0         0
SLM CORP                                      X              8            480                  0         0
SLM CORP                                      X              6            775                  0         0
SLM CORP                                      X              5          1,000                  0         0
SLM CORP                                      X              8          1,400                  0         0
SLM CORP                                      X              8          1,450                  0         0
SLM CORP                                      X              6          1,500                  0         0
SLM CORP                                      X              8          2,847                  0         0
SLM CORP                                      X              8          3,500                  0         0
SLM CORP                                      X              8          4,015                  0         0
SLM CORP                                      X              9          4,800                  0         0
SLM CORP                                      X                         5,000                  0         0
SLM CORP                                      X              8          5,850                  0         0
SLM CORP                                      X              8          6,164                  0         0
SLM CORP                                      X              8          9,486                  0         0
SLM CORP                                      X              8         15,100                  0         0
SLM CORP                                      X              7              0             24,000         0
SLM CORP                                      X              8         41,310                  0         0
SPDR TR                                       X              6              0                  0       570
SPDR TR                                       X              7              0              1,100         0
SPDR TR                                       X                         1,205                  0         0
SPDR TR                                       X              5          2,350                  0         0
SPDR TR                                       X              4          3,015                  0         0
SPDR TR                                       X              7              0              6,770         0
SPDR TR                                       X              7          9,510                  0         0
SPDR TR                                       X              6              0                  0     9,649
SPDR TR                                       X                        23,900                  0         0
SPDR TR                                       X              5         45,470                  0         0
SPDR TR                                       X              5          4,136                  0    48,916
SPDR TR                                       X              5         60,265                  0         0
SPDR TR                                       X                        61,360                  0         0
SPDR TR                                       X              5        474,456                  0         0
SAMARITAN PHARMACEUTICALS                     X              6         25,000                  0         0
SANDISK CORP                                  X                             0                 50         0
SANDISK CORP                                  X              7            955                  0         0
SANDISK CORP                                  X              2          1,400                  0         0
SANDISK CORP                                  X              9          1,900                  0         0
SANDISK CORP                                  X              8          2,500                  0         0
SANDISK CORP                                  X              8          2,600                  0         0
SANDISK CORP                                  X              8          5,900                  0         0
SANDISK CORP                                  X              5          7,000                  0         0
SANDISK CORP                                  X              8          8,400                  0         0
SANDISK CORP                                  X              8         14,100                  0         0
SANOFI AVENTIS                                X              6            100                  0       125
SANOFI AVENTIS                                X              7            598                  0         0
SANOFI AVENTIS                                X              7              0              2,723         0
SANOFI AVENTIS                                X              4          7,210                  0         0
SCANA CORP NEW                                X              6            100                  0         0
SCANA CORP NEW                                X              9          1,400                  0         0
SCANA CORP NEW                                X              6          2,400                  0         0
SCANA CORP NEW                                X              8          3,700                  0         0
SCANA CORP NEW                                X              8          7,500                  0         0
SCANA CORP NEW                                X              8         11,630                  0         0
SEALED AIR CORP NEW                           X              6              0                115         0
SEALED AIR CORP NEW                           X              8            590                  0         0
SEALED AIR CORP NEW                           X              8            660                  0         0
SEALED AIR CORP NEW                           X              8            890                  0         0
SEALED AIR CORP NEW                           X              9          1,000                  0         0
SEALED AIR CORP NEW                           X              8          1,215                  0         0
SEALED AIR CORP NEW                           X              7              0              1,215         0
SEALED AIR CORP NEW                           X              5          2,706                  0         0
SEALED AIR CORP NEW                           X              8          2,800                  0         0
SEALED AIR CORP NEW                           X              8          3,280                  0         0
SEALED AIR CORP NEW                           X              8          8,210                  0         0
SEALED AIR CORP NEW                           X              6         13,982                  0         0
SEALED AIR CORP NEW                           X              8         20,900                  0         0
SELECT SECTOR SPDR TR                         X              7          1,530                  0         0
SELECT SECTOR SPDR TR                         X                         3,265                  0         0
SELECT SECTOR SPDR TR                         X              6              0                  0     4,889
SELECT SECTOR SPDR TR                         X                         1,140                  0         0
SELECT SECTOR SPDR TR                         X              6              0                  0     3,505
SELECT SECTOR SPDR TR                         X              7          5,200                  0         0
SELECT SECTOR SPDR TR                         X              5              0                  0    36,950
SELECT SECTOR SPDR TR                         X                         3,150                  0         0
SELECT SECTOR SPDR TR                         X              6              0                  0     6,649
SELECT SECTOR SPDR TR                         X              5            490                  0         0
SELECT SECTOR SPDR TR                         X              5            900                  0         0
SELECT SECTOR SPDR TR                         X                         2,460                  0         0
SELECT SECTOR SPDR TR                         X              6              0                  0     4,467
SELECT SECTOR SPDR TR                         X              4            500                  0         0
SELECT SECTOR SPDR TR                         X              7            600                  0         0
SELECT SECTOR SPDR TR                         X                         4,305                  0         0
SELECT SECTOR SPDR TR                         X              6              0                  0     9,211
SELECT SECTOR SPDR TR                         X              6              0                  0     1,046
SELECT SECTOR SPDR TR                         X                         1,350                  0         0
SELECT SECTOR SPDR TR                         X              7          7,700                  0         0
SERVICEMASTER CO                              X              9          3,300                  0         0
SERVICEMASTER CO                              X                         3,738                  0         0
SERVICEMASTER CO                              X              8          7,159                  0         0
SERVICEMASTER CO                              X              8          9,700                  0         0
SERVICEMASTER CO                              X              8         27,970                  0         0
SHAW COMMUNICATIONS INC                       X              4          1,250                  0         0
SHAW COMMUNICATIONS INC                       X              4         47,299                  0         0
SILVER STD RES INC                            X              5              0                  0       750
SILVER STD RES INC                            X              5         15,000                  0         0
SIRIUS SATELLITE RADIO INC                    X              5          1,000                  0         0
SIRIUS SATELLITE RADIO INC                    X              4          5,000                  0         0
SIRIUS SATELLITE RADIO INC                    X              8          5,100                  0         0
SIRIUS SATELLITE RADIO INC                    X              8          5,300                  0         0
SIRIUS SATELLITE RADIO INC                    X              4          5,900                  0         0
SIRIUS SATELLITE RADIO INC                    X              9         15,100                  0         0
SIRIUS SATELLITE RADIO INC                    X              8         55,500                  0         0
SIRIUS SATELLITE RADIO INC                    X              8        113,900                  0         0
STARTEK INC                                   X              6         15,300                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8            300                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8            360                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8            500                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              4            525                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8          1,100                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8          1,200                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8          1,538                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8          1,730                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8          1,850                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8          2,119                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8          3,100                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              9          3,100                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              4          3,150                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8          3,250                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8          5,700                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8          8,200                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              5         11,536                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              8         19,530                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              6         29,838              3,794       675
STARWOOD HOTELS&RESORTS WRLD                  X              5         36,600                  0         0
STARWOOD HOTELS&RESORTS WRLD                  X              6        175,540                  0     2,981
STATOIL ASA                                   X              4          1,460                  0         0
STATOIL ASA                                   X              5         10,000                  0         0
SUNOCO INC                                    X              8            520                  0         0
SUNOCO INC                                    X              8            600                  0         0
SUNOCO INC                                    X              8            650                  0         0
SUNOCO INC                                    X              8            700                  0         0
SUNOCO INC                                    X              8            700                  0         0
SUNOCO INC                                    X              9            800                  0         0
SUNOCO INC                                    X              8            900                  0         0
SUNOCO INC                                    X              8          1,036                  0         0
SUNOCO INC                                    X              5          1,121                  0         0
SUNOCO INC                                    X              8          1,864                  0         0
SUNOCO INC                                    X              8          2,400                  0         0
SUNOCO INC                                    X              6              0              2,847         0
SUNOCO INC                                    X              8          4,200                  0         0
SUNOCO INC                                    X              8          7,330                  0         0
SUNOCO INC                                    X              5         29,500                  0         0
SUNRISE SENIOR LIVING INC                     X              4            450                  0         0
SUNRISE SENIOR LIVING INC                     X              5              0                  0     5,520
SYNOVUS FINL CORP                             X              8          2,188                  0         0
SYNOVUS FINL CORP                             X              8          2,400                  0         0
SYNOVUS FINL CORP                             X              8          2,500                  0         0
SYNOVUS FINL CORP                             X              8          2,650                  0         0
SYNOVUS FINL CORP                             X              8          2,801                  0         0
SYNOVUS FINL CORP                             X              8          3,640                  0         0
SYNOVUS FINL CORP                             X              9          3,700                  0         0
SYNOVUS FINL CORP                             X              8          4,454                  0         0
SYNOVUS FINL CORP                             X              8          7,646                  0         0
SYNOVUS FINL CORP                             X              8         10,300                  0         0
SYNOVUS FINL CORP                             X              8         14,240                  0         0
SYNOVUS FINL CORP                             X              8         28,850                  0         0
TD BANKNORTH INC                              X              9          1,029                  0         0
TD BANKNORTH INC                              X              8          2,842                  0         0
TD BANKNORTH INC                              X              8          8,011                  0         0
TELE CENTRO OESTE CELULAR S                   X              7             72                  0         0
TELE CENTRO OESTE CELULAR S                   X              4            155                  0         0
TELE CENTRO OESTE CELULAR S                   X              7              0                781         0
TELE CENTRO OESTE CELULAR S                   X              5              0                  0     9,033
TELECOM HLDRS TR                              X              5            700                  0       700
TELECOM HLDRS TR                              X                        19,000                  0         0
TELECOM HLDRS TR                              X              5        145,500                  0         0
TELECOM HLDRS TR                              X              5        153,500                  0         0
TELEWEST GLOBAL INC                           X              5              5                  0         0
TELEWEST GLOBAL INC                           X              5              6                  0         0
TELEWEST GLOBAL INC                           X              5             10                  0         0
TELEWEST GLOBAL INC                           X              7             91                  0         0
TELEWEST GLOBAL INC                           X              8          2,800                  0         0
TELEWEST GLOBAL INC                           X              9          2,900                  0         0
TELEWEST GLOBAL INC                           X              8          8,100                  0         0
TELEWEST GLOBAL INC                           X              8         21,300                  0         0
TENARIS S A                                   X              8         10,800                  0         0
TENARIS S A                                   X              3        580,947                  0         0
TENET HEALTHCARE CORP                         X              6            200                  0         0
TENET HEALTHCARE CORP                         X              7          1,770                  0         0
TENET HEALTHCARE CORP                         X              8          3,267                  0         0
TENET HEALTHCARE CORP                         X              8          3,690                  0         0
TENET HEALTHCARE CORP                         X              8          4,800                  0         0
TENET HEALTHCARE CORP                         X              7              0              5,100         0
TENET HEALTHCARE CORP                         X              9          5,500                  0         0
TENET HEALTHCARE CORP                         X              8          6,849                  0         0
TENET HEALTHCARE CORP                         X              8         14,851                  0         0
TENET HEALTHCARE CORP                         X              8         15,400                  0         0
TENET HEALTHCARE CORP                         X              5              0                  0    19,100
TENET HEALTHCARE CORP                         X              4         26,050                  0         0
TENET HEALTHCARE CORP                         X              5         28,418                  0         0
TENET HEALTHCARE CORP                         X              8         45,430                  0         0
TEVA PHARMACEUTICAL FIN II L                  X              7              0             17,000         0
TEVA PHARMACEUTICAL FIN II L                  X              7          4,000                  0         0
TEVA PHARMACEUTICAL FIN II L                  X              7              0             27,000         0
THERAVANCE INC                                X                             0                  0    33,276
3M CO                                         X              8            400                  0         0
3M CO                                         X              8            400                  0         0
3M CO                                         X              8            560                  0         0
3M CO                                         X              4            645                  0         0
3M CO                                         X                           649                  0         0
3M CO                                         X              8            700                  0         0
3M CO                                         X              3            950                  0         0
3M CO                                         X                         1,200                  0         0
3M CO                                         X                         1,200                  0         0
3M CO                                         X              8          2,094                  0         0
3M CO                                         X              8          2,150                  0         0
3M CO                                         X              8          2,360                  0         0
3M CO                                         X              5          2,660                  0         0
3M CO                                         X              8          3,180                  0         0
3M CO                                         X              7          4,000                  0         0
3M CO                                         X              7          4,225                  0         0
3M CO                                         X              8          5,516                  0         0
3M CO                                         X              8          6,070                  0         0
3M CO                                         X              8          6,490                  0         0
3M CO                                         X              5          7,235                  0         0
3M CO                                         X              8          7,378                  0         0
3M CO                                         X              5          8,920                  0         0
3M CO                                         X              9          9,050                  0         0
3M CO                                         X              8          9,481                  0         0
3M CO                                         X                         9,500                  0         0
3M CO                                         X              8         10,290                  0         0
3M CO                                         X              8         11,542                  0         0
3M CO                                         X              5         13,123                  0         0
3M CO                                         X              8         16,910                  0         0
3M CO                                         X              5         22,408                  0         0
3M CO                                         X              8         27,600                  0         0
3M CO                                         X              5         28,955                  0         0
3M CO                                         X              5         46,872                  0         0
3M CO                                         X              6         64,505                  0     1,947
3M CO                                         X              8         73,170                  0         0
3M CO                                         X              5         71,050                  0     4,570
3M CO                                         X              6         51,856             27,760    14,400
TRANSALTA CORP                                X              4        121,466                  0         0
TRANSCANADA CORP                              X              6              0                  0       100
TRANSCANADA CORP                              X              4          1,250                  0         0
TRANSCANADA CORP                              X              5              0                  0     5,300
TRANSCANADA CORP                              X              4        195,922                  0         0
TRIAD HOSPITALS INC                           X              6            132                  0         0
TRIAD HOSPITALS INC                           X              9            900                  0         0
TRIAD HOSPITALS INC                           X              8          2,000                  0         0
TRIAD HOSPITALS INC                           X              8          2,500                  0         0
TRIAD HOSPITALS INC                           X              8          6,210                  0         0
TRIZEC PROPERTIES INC                         X                         3,650                  0         0
TRIZEC PROPERTIES INC                         X              8         13,980                  0         0
TYCO INTL GROUP S A                           X              7              0             27,000         0
UNITEDHEALTH GROUP INC                        X                             0                110         0
UNITEDHEALTH GROUP INC                        X              5            164                  0         0
UNITEDHEALTH GROUP INC                        X              7              0                180         0
UNITEDHEALTH GROUP INC                        X              7            370                  0         0
UNITEDHEALTH GROUP INC                        X              4            400                  0         0
UNITEDHEALTH GROUP INC                        X              8            600                  0         0
UNITEDHEALTH GROUP INC                        X                           745                  0         0
UNITEDHEALTH GROUP INC                        X              8            940                  0         0
UNITEDHEALTH GROUP INC                        X              8          1,200                  0         0
UNITEDHEALTH GROUP INC                        X              7              0              2,000         0
UNITEDHEALTH GROUP INC                        X              5          2,280                  0         0
UNITEDHEALTH GROUP INC                        X              8          3,400                  0         0
UNITEDHEALTH GROUP INC                        X              8          3,800                  0         0
UNITEDHEALTH GROUP INC                        X              8          3,818                  0         0
UNITEDHEALTH GROUP INC                        X              7              0              5,800         0
UNITEDHEALTH GROUP INC                        X              8          6,020                  0         0
UNITEDHEALTH GROUP INC                        X                         8,200                  0         0
UNITEDHEALTH GROUP INC                        X              8          9,172                  0         0
UNITEDHEALTH GROUP INC                        X                        10,034                  0         0
UNITEDHEALTH GROUP INC                        X              8         10,620                  0         0
UNITEDHEALTH GROUP INC                        X              8         10,720                  0         0
UNITEDHEALTH GROUP INC                        X              8         11,972                  0         0
UNITEDHEALTH GROUP INC                        X              9         15,000                  0         0
UNITEDHEALTH GROUP INC                        X              8         16,956                  0         0
UNITEDHEALTH GROUP INC                        X              5         19,000                  0         0
UNITEDHEALTH GROUP INC                        X              8         19,364                  0         0
UNITEDHEALTH GROUP INC                        X              6         18,980                990     1,690
UNITEDHEALTH GROUP INC                        X              8         22,292                  0         0
UNITEDHEALTH GROUP INC                        X              8         29,180                  0         0
UNITEDHEALTH GROUP INC                        X              8         46,000                  0         0
UNITEDHEALTH GROUP INC                        X              8        119,654                  0         0
UNITEDHEALTH GROUP INC                        X              5        118,509                  0     6,000
UNITEDHEALTH GROUP INC                        X              5        146,678                  0         0
UNITEDHEALTH GROUP INC                        X              6        203,788                  0    22,372
UNIVERSAL HLTH SVCS INC                       X              7          4,000                  0         0
UNIVERSAL HLTH SVCS INC                       X              7              0             34,000         0
UNIZAN FINANCIAL CORP                         X              9         86,276                  0         0
UNIZAN FINANCIAL CORP                         X              9         90,100                  0         0
UNUMPROVIDENT CORP                            X              8          2,208                  0         0
UNUMPROVIDENT CORP                            X              8          2,350                  0         0
UNUMPROVIDENT CORP                            X              8          3,075                  0         0
UNUMPROVIDENT CORP                            X              9          3,500                  0         0
UNUMPROVIDENT CORP                            X              8          4,389                  0         0
UNUMPROVIDENT CORP                            X              8          4,400                  0         0
UNUMPROVIDENT CORP                            X              8          9,080                  0         0
UNUMPROVIDENT CORP                            X              8          9,900                  0         0
UNUMPROVIDENT CORP                            X              4         14,266                  0         0
UNUMPROVIDENT CORP                            X              6         19,422                  0         0
UNUMPROVIDENT CORP                            X              8         26,480                  0         0
UNUMPROVIDENT CORP                            X              6        245,567                  0     2,103
VALERO ENERGY CORP NEW                        X              7              0                155         0
VALERO ENERGY CORP NEW                        X              8            240                  0         0
VALERO ENERGY CORP NEW                        X              8            250                  0         0
VALERO ENERGY CORP NEW                        X              5            435                  0         0
VALERO ENERGY CORP NEW                        X              4            685                  0         0
VALERO ENERGY CORP NEW                        X              8            950                  0         0
VALERO ENERGY CORP NEW                        X              8          1,090                  0         0
VALERO ENERGY CORP NEW                        X                         1,115                  0         0
VALERO ENERGY CORP NEW                        X              8          1,830                  0         0
VALERO ENERGY CORP NEW                        X              5          2,100                  0         0
VALERO ENERGY CORP NEW                        X              8          2,120                  0         0
VALERO ENERGY CORP NEW                        X              8          2,450                  0         0
VALERO ENERGY CORP NEW                        X              9          2,850                  0         0
VALERO ENERGY CORP NEW                        X              8          3,886                  0         0
VALERO ENERGY CORP NEW                        X              8          4,360                  0         0
VALERO ENERGY CORP NEW                        X              8          5,914                  0         0
VALERO ENERGY CORP NEW                        X              8          9,100                  0         0
VALERO ENERGY CORP NEW                        X              8         23,900                  0         0
VALERO ENERGY CORP NEW                        X              5         27,978                  0     9,352
VALERO ENERGY CORP NEW                        X              5         64,256                  0         0
VARIAN MED SYS INC                            X              6              0              1,400         0
VARIAN MED SYS INC                            X              9          1,700                  0         0
VARIAN MED SYS INC                            X              8          2,200                  0         0
VARIAN MED SYS INC                            X              7              0              3,500         0
VARIAN MED SYS INC                            X              8          4,500                  0         0
VARIAN MED SYS INC                            X                         5,282                  0         0
VARIAN MED SYS INC                            X              8         11,090                  0         0
VARIAN MED SYS INC                            X              8         13,060                  0         0
VECTREN CORP                                  X              6              0             12,128         0
VERIZON COMMUNICATIONS                        X                             0                170         0
VERIZON COMMUNICATIONS                        X              3            540                  0         0
VERIZON COMMUNICATIONS                        X                         1,000                  0         0
VERIZON COMMUNICATIONS                        X              8          1,100                  0         0
VERIZON COMMUNICATIONS                        X              7              0              1,215         0
VERIZON COMMUNICATIONS                        X              5          1,220                  0         0
VERIZON COMMUNICATIONS                        X              7              0              1,448         0
VERIZON COMMUNICATIONS                        X              8          1,900                  0         0
VERIZON COMMUNICATIONS                        X              5          2,378                  0         0
VERIZON COMMUNICATIONS                        X              7          2,412                  0         0
VERIZON COMMUNICATIONS                        X              8          2,550                  0         0
VERIZON COMMUNICATIONS                        X              8          3,000                  0         0
VERIZON COMMUNICATIONS                        X              8          3,700                  0         0
VERIZON COMMUNICATIONS                        X              4          4,289                  0         0
VERIZON COMMUNICATIONS                        X              8          4,300                  0         0
VERIZON COMMUNICATIONS                        X                         5,010                  0         0
VERIZON COMMUNICATIONS                        X              8          5,100                  0         0
VERIZON COMMUNICATIONS                        X              4          5,840                  0         0
VERIZON COMMUNICATIONS                        X              8          7,600                  0         0
VERIZON COMMUNICATIONS                        X              8          8,250                  0         0
VERIZON COMMUNICATIONS                        X              8          8,560                  0         0
VERIZON COMMUNICATIONS                        X              5         13,855                  0         0
VERIZON COMMUNICATIONS                        X              8         16,870                  0         0
VERIZON COMMUNICATIONS                        X              8         19,659                  0         0
VERIZON COMMUNICATIONS                        X              8         23,360                  0         0
VERIZON COMMUNICATIONS                        X              8         26,366                  0         0
VERIZON COMMUNICATIONS                        X              9         40,450                  0         0
VERIZON COMMUNICATIONS                        X              8         41,446                  0         0
VERIZON COMMUNICATIONS                        X              8         42,711                  0         0
VERIZON COMMUNICATIONS                        X              8         62,007                  0         0
VERIZON COMMUNICATIONS                        X              5         74,320                  0         0
VERIZON COMMUNICATIONS                        X              8        100,300                  0         0
VERIZON COMMUNICATIONS                        X              5        118,340                  0         0
VERIZON COMMUNICATIONS                        X              6         87,815             25,882    51,118
VERIZON COMMUNICATIONS                        X              5        187,642                  0         0
VERIZON COMMUNICATIONS                        X              5        198,302                  0     6,239
VERIZON COMMUNICATIONS                        X              8        263,110                  0         0
VERIZON COMMUNICATIONS                        X              6        398,451                500    51,002
VIDESH SANCHAR NIGAM LTD                      X              4          3,900                  0         0
VIDESH SANCHAR NIGAM LTD                      X              2        350,000                  0    34,900
VIISAGE TECHNOLOGY INC                        X              7         10,000                  0         0
VISTEON CORP                                  X              5              0                  0       131
VISTEON CORP                                  X              8            910                  0         0
VISTEON CORP                                  X              8          1,020                  0         0
VISTEON CORP                                  X              8          1,919                  0         0
VISTEON CORP                                  X              8          2,060                  0         0
VISTEON CORP                                  X              7              0              2,835         0
VISTEON CORP                                  X              4          2,855                  0         0
VISTEON CORP                                  X              8          4,895                  0         0
VISTEON CORP                                  X              5          7,000                  0         0
VIVENDI UNIVERSAL                             X              4             96                  0         0
VIVENDI UNIVERSAL                             X              6              0                  0       116
VIVENDI UNIVERSAL                             X              7            140                  0         0
VIVENDI UNIVERSAL                             X              5            200                  0       124
VIVENDI UNIVERSAL                             X              7              0                894         0
VIVENDI UNIVERSAL                             X              7          4,425                  0         0
VIVENDI UNIVERSAL                             X              5         19,920                  0         0
VODAFONE GROUP PLC NEW                        X              5              0                  0       250
VODAFONE GROUP PLC NEW                        X              7            587                  0         0
VODAFONE GROUP PLC NEW                        X              5          1,460                  0       150
VODAFONE GROUP PLC NEW                        X              6          1,960                  0         0
VODAFONE GROUP PLC NEW                        X              5          2,500                  0         0
VODAFONE GROUP PLC NEW                        X              7              0              3,587         0
VODAFONE GROUP PLC NEW                        X              8          4,300                  0         0
VODAFONE GROUP PLC NEW                        X                         7,500                  0         0
VODAFONE GROUP PLC NEW                        X              5          7,520                  0         0
VODAFONE GROUP PLC NEW                        X              6          8,920                  0       280
VODAFONE GROUP PLC NEW                        X              4         13,400                  0         0
VODAFONE GROUP PLC NEW                        X              4         36,825                  0         0
WASTE MGMT INC DEL                            X              7            290                  0         0
WASTE MGMT INC DEL                            X              6            100                  0       232
WASTE MGMT INC DEL                            X              5            362                  0         0
WASTE MGMT INC DEL                            X              8            680                  0         0
WASTE MGMT INC DEL                            X              8            700                  0         0
WASTE MGMT INC DEL                            X              4            899                  0         0
WASTE MGMT INC DEL                            X              7          1,300                  0         0
WASTE MGMT INC DEL                            X              5          1,740                  0         0
WASTE MGMT INC DEL                            X              8          2,050                  0         0
WASTE MGMT INC DEL                            X              8          2,180                  0         0
WASTE MGMT INC DEL                            X              8          3,040                  0         0
WASTE MGMT INC DEL                            X              8          4,063                  0         0
WASTE MGMT INC DEL                            X              8          4,690                  0         0
WASTE MGMT INC DEL                            X              8          5,549                  0         0
WASTE MGMT INC DEL                            X              8          6,181                  0         0
WASTE MGMT INC DEL                            X              9          6,600                  0         0
WASTE MGMT INC DEL                            X              8          8,172                  0         0
WASTE MGMT INC DEL                            X              5         12,314                  0         0
WASTE MGMT INC DEL                            X              8         13,517                  0         0
WASTE MGMT INC DEL                            X              8         20,200                  0         0
WASTE MGMT INC DEL                            X              8         54,090                  0         0
WEBMD CORP                                    X              4             46                  0         0
WEBMD CORP                                    X              4            300                  0         0
WEBMD CORP                                    X              5              0                  0       500
WEBMD CORP                                    X              6          4,750                  0         0
WEBMD CORP                                    X                         6,036                  0         0
WEBMD CORP                                    X              8         10,400                  0         0
WEBMD CORP                                    X              8         29,390                  0         0
WELLPOINT INC                                 X              2             36                  0         0
WELLPOINT INC                                 X              6              0                  0        76
WELLPOINT INC                                 X              7            100                  0         0
WELLPOINT INC                                 X              5            200                  0         0
WELLPOINT INC                                 X              8            400                  0         0
WELLPOINT INC                                 X              8            500                  0         0
WELLPOINT INC                                 X              8            600                  0         0
WELLPOINT INC                                 X              4            710                  0         0
WELLPOINT INC                                 X              7              0              1,000         0
WELLPOINT INC                                 X              8          1,200                  0         0
WELLPOINT INC                                 X              8          1,700                  0         0
WELLPOINT INC                                 X              8          1,820                  0         0
WELLPOINT INC                                 X                         4,200                  0         0
WELLPOINT INC                                 X              8          4,472                  0         0
WELLPOINT INC                                 X              8          5,180                  0         0
WELLPOINT INC                                 X              5          5,286                  0         0
WELLPOINT INC                                 X              7              0              5,400         0
WELLPOINT INC                                 X              8          5,798                  0         0
WELLPOINT INC                                 X              8          9,194                  0         0
WELLPOINT INC                                 X              8          9,318                  0         0
WELLPOINT INC                                 X              8         12,030                  0         0
WELLPOINT INC                                 X              9         12,700                  0         0
WELLPOINT INC                                 X              8         14,794                  0         0
WELLPOINT INC                                 X              6              0                  0    15,244
WELLPOINT INC                                 X              8         15,348                  0         0
WELLPOINT INC                                 X              4         19,800                  0         0
WELLPOINT INC                                 X              8         20,167                  0         0
WELLPOINT INC                                 X              8         22,700                  0         0
WELLPOINT INC                                 X              5         35,574                  0     4,240
WELLPOINT INC                                 X              5         49,600                  0         0
WELLPOINT INC                                 X              8         58,620                  0         0
WELLPOINT INC                                 X              5        120,000                  0         0
WELLPOINT INC                                 X              5        142,430                  0         0
WIPRO LTD                                     X              5              0                  0       750
WIPRO LTD                                     X              5          6,000                  0         0
WIPRO LTD                                     X              5         10,000                  0         0
WYETH                                         X              5              0                  0     3,500
WYETH                                         X              7          4,000                  0         0
WYETH                                         X              7              0             30,000         0
XTO ENERGY INC                                X              7              0                 30         0
XTO ENERGY INC                                X              4            196                  0         0
XTO ENERGY INC                                X              8            380                  0         0
XTO ENERGY INC                                X              8            600                  0         0
XTO ENERGY INC                                X              8          1,466                  0         0
XTO ENERGY INC                                X              8          1,600                  0         0
XTO ENERGY INC                                X              8          2,430                  0         0
XTO ENERGY INC                                X              8          3,050                  0         0
XTO ENERGY INC                                X                         3,162                  0         0
XTO ENERGY INC                                X              8          3,550                  0         0
XTO ENERGY INC                                X              9          4,783                  0         0
XTO ENERGY INC                                X              8          5,433                  0         0
XTO ENERGY INC                                X              8          8,200                  0         0
XTO ENERGY INC                                X              8         14,400                  0         0
XTO ENERGY INC                                X              8         31,300                  0         0
XTO ENERGY INC                                X              5         73,421                  0         0
XCEL ENERGY INC                               X              6            589                  0         0
XCEL ENERGY INC                               X              8          2,000                  0         0
XCEL ENERGY INC                               X              8          2,100                  0         0
XCEL ENERGY INC                               X              6          3,022                  0         0
XCEL ENERGY INC                               X              8          3,209                  0         0
XCEL ENERGY INC                               X              8          3,410                  0         0
XCEL ENERGY INC                               X              8          3,632                  0         0
XCEL ENERGY INC                               X              8          3,910                  0         0
XCEL ENERGY INC                               X              9          4,800                  0         0
XCEL ENERGY INC                               X              8          5,750                  0         0
XCEL ENERGY INC                               X              8         16,900                  0         0
XCEL ENERGY INC                               X              8         37,430                  0         0
XCEL ENERGY INC                               X              5      1,250,000                  0         0
ZIMMER HLDGS INC                              X              5            130                  0         0
ZIMMER HLDGS INC                              X              4            150                  0         0
ZIMMER HLDGS INC                              X              8            200                  0         0
ZIMMER HLDGS INC                              X              8            300                  0         0
ZIMMER HLDGS INC                              X                           720                  0         0
ZIMMER HLDGS INC                              X              8            950                  0         0
ZIMMER HLDGS INC                              X              8          1,000                  0         0
ZIMMER HLDGS INC                              X              8          1,100                  0         0
ZIMMER HLDGS INC                              X              7              0              1,500         0
ZIMMER HLDGS INC                              X              8          1,763                  0         0
ZIMMER HLDGS INC                              X              7              0              1,870         0
ZIMMER HLDGS INC                              X              8          2,040                  0         0
ZIMMER HLDGS INC                              X              8          2,417                  0         0
ZIMMER HLDGS INC                              X              5          2,500                  0         0
ZIMMER HLDGS INC                              X              9          2,850                  0         0
ZIMMER HLDGS INC                              X              7          3,265                  0         0
ZIMMER HLDGS INC                              X              8          3,757                  0         0
ZIMMER HLDGS INC                              X              8          3,770                  0         0
ZIMMER HLDGS INC                              X              8          6,380                  0         0
ZIMMER HLDGS INC                              X              8          8,700                  0         0
ZIMMER HLDGS INC                              X              5         12,818                  0         0
ZIMMER HLDGS INC                              X              8         22,290                  0         0
ZIMMER HLDGS INC                              X              6          5,641                  0    20,810
ZIMMER HLDGS INC                              X              6         60,971             17,390     3,668
DAIMLERCHRYSLER AG                            X                             0                 40         0
DAIMLERCHRYSLER AG                            X              6            374                  0         0
DAIMLERCHRYSLER AG                            X              7            595                  0         0
DAIMLERCHRYSLER AG                            X              4          1,845                  0         0
DAIMLERCHRYSLER AG                            X              7              0              5,455         0
DAIMLERCHRYSLER AG                            X              5      2,337,397                  0   191,419
DEUTSCHE BANK AG NAMEN                        X                           200                  0         0
DEUTSCHE BANK AG NAMEN                        X              4            330                  0         0
DEUTSCHE BANK AG NAMEN                        X              5      1,431,446                  0   105,168
ACE LTD                                       X              4             20                  0         0
ACE LTD                                       X              8            450                  0         0
ACE LTD                                       X              8            650                  0         0
ACE LTD                                       X              8          1,400                  0         0
ACE LTD                                       X              8          1,400                  0         0
ACE LTD                                       X              8          2,062                  0         0
ACE LTD                                       X              8          2,550                  0         0
ACE LTD                                       X              8          2,829                  0         0
ACE LTD                                       X              7              0              3,000         0
ACE LTD                                       X              9          3,400                  0         0
ACE LTD                                       X              5          4,000                  0         0
ACE LTD                                       X              8          4,321                  0         0
ACE LTD                                       X              8          6,100                  0         0
ACE LTD                                       X              8          6,679                  0         0
ACE LTD                                       X                         8,150                  0         0
ACE LTD                                       X              8         11,200                  0         0
ACE LTD                                       X              8         25,700                  0         0
AMDOCS LTD                                    X              7              0                380         0
AMDOCS LTD                                    X              4            645                  0         0
AMDOCS LTD                                    X              7              0              1,285         0
AMDOCS LTD                                    X              9          2,400                  0         0
AMDOCS LTD                                    X              8          6,700                  0         0
AMDOCS LTD                                    X              8         17,700                  0         0
AXIS CAPITAL HOLDINGS                         X              9          1,900                  0         0
AXIS CAPITAL HOLDINGS                         X              7              0              4,200         0
AXIS CAPITAL HOLDINGS                         X              8          5,200                  0         0
AXIS CAPITAL HOLDINGS                         X              8         13,400                  0         0
ACCENTURE LTD BERMUDA                         X              8            890                  0         0
ACCENTURE LTD BERMUDA                         X              8          1,200                  0         0
ACCENTURE LTD BERMUDA                         X              6          2,030                  0         0
ACCENTURE LTD BERMUDA                         X              8          2,800                  0         0
ACCENTURE LTD BERMUDA                         X              8          2,900                  0         0
ACCENTURE LTD BERMUDA                         X              7              0              3,018         0
ACCENTURE LTD BERMUDA                         X              4          3,070                  0         0
ACCENTURE LTD BERMUDA                         X              8          3,100                  0         0
ACCENTURE LTD BERMUDA                         X              8          3,200                  0         0
ACCENTURE LTD BERMUDA                         X              8          3,500                  0         0
ACCENTURE LTD BERMUDA                         X              7          4,930                  0         0
ACCENTURE LTD BERMUDA                         X              9          6,900                  0         0
ACCENTURE LTD BERMUDA                         X              7              0              8,880         0
ACCENTURE LTD BERMUDA                         X              8          9,800                  0         0
ACCENTURE LTD BERMUDA                         X              5         14,140                  0         0
ACCENTURE LTD BERMUDA                         X              8         22,600                  0         0
ACCENTURE LTD BERMUDA                         X              8         51,700                  0         0
BUNGE LIMITED                                 X              5            300                  0         0
BUNGE LIMITED                                 X              4            325                  0         0
BUNGE LIMITED                                 X              9          1,400                  0         0
BUNGE LIMITED                                 X              8          2,800                  0         0
BUNGE LIMITED                                 X              8          4,700                  0         0
BUNGE LIMITED                                 X              4          8,100                  0         0
BUNGE LIMITED                                 X              8         10,300                  0         0
BUNGE LIMITED                                 X              5         50,350                  0         0
BUNGE LIMITED                                 X              5         84,666                  0         0
COOPER INDS LTD                               X              4             10                  0         0
COOPER INDS LTD                               X              6              0                  0       500
COOPER INDS LTD                               X              8            710                  0         0
COOPER INDS LTD                               X              8            750                  0         0
COOPER INDS LTD                               X              8            846                  0         0
COOPER INDS LTD                               X              8            872                  0         0
COOPER INDS LTD                               X              9          1,100                  0         0
COOPER INDS LTD                               X              8          1,266                  0         0
COOPER INDS LTD                               X              8          1,894                  0         0
COOPER INDS LTD                               X              8          3,100                  0         0
COOPER INDS LTD                               X              8          9,990                  0         0
EVEREST RE GROUP LTD                          X              9            600                  0         0
EVEREST RE GROUP LTD                          X              8          1,000                  0         0
EVEREST RE GROUP LTD                          X              7              0              1,090         0
EVEREST RE GROUP LTD                          X              8          1,900                  0         0
EVEREST RE GROUP LTD                          X              8          5,100                  0         0
GARMIN LTD                                    X              9            900                  0         0
GARMIN LTD                                    X              8          2,700                  0         0
GARMIN LTD                                    X              8          7,300                  0         0
GLOBALSANTAFE CORP                            X              7             75                  0         0
GLOBALSANTAFE CORP                            X              7              0                231         0
GLOBALSANTAFE CORP                            X              8            420                  0         0
GLOBALSANTAFE CORP                            X              4            455                  0         0
GLOBALSANTAFE CORP                            X              8            600                  0         0
GLOBALSANTAFE CORP                            X                           700                  0         0
GLOBALSANTAFE CORP                            X              6            850                  0         0
GLOBALSANTAFE CORP                            X              8          1,400                  0         0
GLOBALSANTAFE CORP                            X              8          1,400                  0         0
GLOBALSANTAFE CORP                            X              9          2,800                  0         0
GLOBALSANTAFE CORP                            X              5          2,850                  0         0
GLOBALSANTAFE CORP                            X              7              0              6,800         0
GLOBALSANTAFE CORP                            X              8          9,800                  0         0
GLOBALSANTAFE CORP                            X              8         23,850                  0         0
GLOBALSANTAFE CORP                            X              5        213,225                  0         0
INGERSOLL-RAND COMPANY LTD                    X              4             20                  0         0
INGERSOLL-RAND COMPANY LTD                    X                             0                 40         0
INGERSOLL-RAND COMPANY LTD                    X              8            250                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8            350                  0         0
INGERSOLL-RAND COMPANY LTD                    X              5            385                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8            800                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8            900                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8          1,234                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8          1,470                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8          1,627                  0         0
INGERSOLL-RAND COMPANY LTD                    X              5          2,100                  0         0
INGERSOLL-RAND COMPANY LTD                    X              9          2,200                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8          2,506                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8          2,957                  0         0
INGERSOLL-RAND COMPANY LTD                    X              5          3,371                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8          3,798                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8          4,550                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8          6,700                  0         0
INGERSOLL-RAND COMPANY LTD                    X              8         17,320                  0         0
INGERSOLL-RAND COMPANY LTD                    X              6          1,990              4,500    13,642
INGERSOLL-RAND COMPANY LTD                    X              6          9,304                  0    16,206
MARVELL TECHNOLOGY GROUP LTD                  X              6              0                  0       200
MARVELL TECHNOLOGY GROUP LTD                  X              8            350                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X              8            800                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X              8            900                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X              8          1,800                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X                         1,992                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X              8          2,100                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X              9          2,400                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X              7              0              3,700         0
MARVELL TECHNOLOGY GROUP LTD                  X              7          4,039                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X              8          5,100                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X              8          8,700                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X              8         18,500                  0         0
MARVELL TECHNOLOGY GROUP LTD                  X              6              0                  0    40,205
NABORS INDUSTRIES LTD                         X              7             55                  0         0
NABORS INDUSTRIES LTD                         X              8            220                  0         0
NABORS INDUSTRIES LTD                         X              8            350                  0         0
NABORS INDUSTRIES LTD                         X              5            648                  0         0
NABORS INDUSTRIES LTD                         X              8            800                  0         0
NABORS INDUSTRIES LTD                         X              8            800                  0         0
NABORS INDUSTRIES LTD                         X              8          1,115                  0         0
NABORS INDUSTRIES LTD                         X              8          1,280                  0         0
NABORS INDUSTRIES LTD                         X              8          1,300                  0         0
NABORS INDUSTRIES LTD                         X              8          1,317                  0         0
NABORS INDUSTRIES LTD                         X              2          1,400                  0         0
NABORS INDUSTRIES LTD                         X              9          1,800                  0         0
NABORS INDUSTRIES LTD                         X              8          2,123                  0         0
NABORS INDUSTRIES LTD                         X              4          3,200                  0         0
NABORS INDUSTRIES LTD                         X              8          3,822                  0         0
NABORS INDUSTRIES LTD                         X                         4,000                  0         0
NABORS INDUSTRIES LTD                         X              6          4,902                  0       610
NABORS INDUSTRIES LTD                         X              8          6,500                  0         0
NABORS INDUSTRIES LTD                         X              7              0              6,500         0
NABORS INDUSTRIES LTD                         X              8         11,113                  0         0
NABORS INDUSTRIES LTD                         X              5         13,113                  0         0
NABORS INDUSTRIES LTD                         X              8         13,500                  0         0
NABORS INDUSTRIES LTD                         X              8         16,019                  0         0
NABORS INDUSTRIES LTD                         X              8         17,386                  0         0
NABORS INDUSTRIES LTD                         X              6         25,659                  0     8,025
NOBLE CORPORATION                             X              4             30                  0         0
NOBLE CORPORATION                             X              7            400                  0         0
NOBLE CORPORATION                             X              8            800                  0         0
NOBLE CORPORATION                             X              8            800                  0         0
NOBLE CORPORATION                             X              8            891                  0         0
NOBLE CORPORATION                             X              8          1,160                  0         0
NOBLE CORPORATION                             X              8          1,353                  0         0
NOBLE CORPORATION                             X              9          1,600                  0         0
NOBLE CORPORATION                             X              8          1,900                  0         0
NOBLE CORPORATION                             X              8          4,500                  0         0
NOBLE CORPORATION                             X              5          5,402                  0         0
NOBLE CORPORATION                             X              8         11,520                  0         0
NOBLE CORPORATION                             X              6         13,581                  0         0
NOBLE CORPORATION                             X              6        125,697                  0       966
OPENTV CORP                                   X              4            333                  0         0
OPENTV CORP                                   X              5        186,319                  0         0
PARTNERRE LTD                                 X              7              0                123         0
PARTNERRE LTD                                 X              9            600                  0         0
PARTNERRE LTD                                 X              8          1,800                  0         0
PARTNERRE LTD                                 X              7              0              3,700         0
PARTNERRE LTD                                 X              8          4,600                  0         0
RENAISSANCERE HOLDINGS LTD                    X              9            800                  0         0
RENAISSANCERE HOLDINGS LTD                    X              8          2,400                  0         0
RENAISSANCERE HOLDINGS LTD                    X              8          6,200                  0         0
RENAISSANCERE HOLDINGS LTD                    X                         6,300                  0         0
SEAGATE TECHNOLOGY                            X                             0                315         0
SEAGATE TECHNOLOGY                            X              7            770                  0         0
SEAGATE TECHNOLOGY                            X              9          2,700                  0         0
SEAGATE TECHNOLOGY                            X              8          3,100                  0         0
SEAGATE TECHNOLOGY                            X              8          3,300                  0         0
SEAGATE TECHNOLOGY                            X              8          7,800                  0         0
SEAGATE TECHNOLOGY                            X              8          8,300                  0         0
SEAGATE TECHNOLOGY                            X              8         20,200                  0         0
TRANSOCEAN INC                                X              8            300                  0         0
TRANSOCEAN INC                                X              8            350                  0         0
TRANSOCEAN INC                                X              8            550                  0         0
TRANSOCEAN INC                                X              7          1,000                  0         0
TRANSOCEAN INC                                X              5          1,100                  0         0
TRANSOCEAN INC                                X              8          1,300                  0         0
TRANSOCEAN INC                                X              8          1,400                  0         0
TRANSOCEAN INC                                X                         2,377                  0         0
TRANSOCEAN INC                                X              8          2,412                  0         0
TRANSOCEAN INC                                X              8          2,640                  0         0
TRANSOCEAN INC                                X              8          3,175                  0         0
TRANSOCEAN INC                                X              6          3,236                  0         0
TRANSOCEAN INC                                X              7          3,887                  0         0
TRANSOCEAN INC                                X              8          4,940                  0         0
TRANSOCEAN INC                                X              8          5,660                  0         0
TRANSOCEAN INC                                X              8          6,300                  0         0
TRANSOCEAN INC                                X              6          6,649                  0       157
TRANSOCEAN INC                                X              5          7,635                  0         0
TRANSOCEAN INC                                X              8          8,810                  0         0
TRANSOCEAN INC                                X              8         12,400                  0         0
TRANSOCEAN INC                                X              5         13,154                  0         0
TRANSOCEAN INC                                X              9         16,100                  0         0
TRANSOCEAN INC                                X              8         29,790                  0         0
WEATHERFORD INTERNATIONAL LT                  X                             0                 60         0
WEATHERFORD INTERNATIONAL LT                  X              8            350                  0         0
WEATHERFORD INTERNATIONAL LT                  X              6            410                  0         0
WEATHERFORD INTERNATIONAL LT                  X              7            600                  0         0
WEATHERFORD INTERNATIONAL LT                  X              7              0                630         0
WEATHERFORD INTERNATIONAL LT                  X              9          1,600                  0         0
WEATHERFORD INTERNATIONAL LT                  X              7          4,150                  0         0
WEATHERFORD INTERNATIONAL LT                  X              8          5,800                  0         0
WEATHERFORD INTERNATIONAL LT                  X              8         12,270                  0         0
WHITE MTNS INS GROUP LTD                      X              9            100                  0         0
WHITE MTNS INS GROUP LTD                      X                           500                  0         0
WHITE MTNS INS GROUP LTD                      X              8            500                  0         0
WHITE MTNS INS GROUP LTD                      X              8            870                  0         0
WILLIS GROUP HOLDINGS LTD                     X              9          1,400                  0         0
WILLIS GROUP HOLDINGS LTD                     X              8          3,900                  0         0
WILLIS GROUP HOLDINGS LTD                     X              8         10,500                  0         0
WILLIS GROUP HOLDINGS LTD                     X              5         17,000                  0         0
XL CAP LTD                                    X              7             35                  0         0
XL CAP LTD                                    X              6            100                  0         0
XL CAP LTD                                    X              8            400                  0         0
XL CAP LTD                                    X              8            700                  0         0
XL CAP LTD                                    X              8            700                  0         0
XL CAP LTD                                    X              8          1,050                  0         0
XL CAP LTD                                    X              4          1,106                  0         0
XL CAP LTD                                    X              8          1,190                  0         0
XL CAP LTD                                    X              8          1,238                  0         0
XL CAP LTD                                    X              5          1,529                  0         0
XL CAP LTD                                    X              9          1,700                  0         0
XL CAP LTD                                    X              8          2,083                  0         0
XL CAP LTD                                    X              8          2,295                  0         0
XL CAP LTD                                    X              7              0              3,195         0
XL CAP LTD                                    X              8          3,217                  0         0
XL CAP LTD                                    X              7              0              3,500         0
XL CAP LTD                                    X              8          5,700                  0         0
XL CAP LTD                                    X              8         12,500                  0         0
ALCON INC                                     X              6              0              1,000        40
ALCON INC                                     X              9          1,100                  0         0
ALCON INC                                     X              7              0              2,000         0
ALCON INC                                     X              8          3,800                  0         0
ALCON INC                                     X              5          4,220                  0         0
ALCON INC                                     X              8          8,300                  0         0
ALCON INC                                     X              6              0                  0     8,380
ALCON INC                                     X              5         14,500                  0         0
UBS AG                                        X              6             40                  0        83
UBS AG                                        X              4            310                  0         0
UBS AG                                        X              5        385,967                  0    25,410
CHECK POINT SOFTWARE TECH LT                  X                             0                 38         0
CHECK POINT SOFTWARE TECH LT                  X                             0                 69         0
CHECK POINT SOFTWARE TECH LT                  X              7             87                  0         0
CHECK POINT SOFTWARE TECH LT                  X              7              0                235         0
CHECK POINT SOFTWARE TECH LT                  X              5            360                  0         0
CHECK POINT SOFTWARE TECH LT                  X              6          1,200                  0         0
CHECK POINT SOFTWARE TECH LT                  X              9          2,300                  0         0
CHECK POINT SOFTWARE TECH LT                  X                         5,200                  0         0
CHECK POINT SOFTWARE TECH LT                  X              8          6,200                  0         0
CHECK POINT SOFTWARE TECH LT                  X              8         13,770                  0         0
QIAGEN N V                                    X              5        738,401                  0    21,200
KERZNER INTERNATIONAL LTD                     X              5          4,250                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X              8            600                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X              8            600                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X              9          1,800                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X              8          5,000                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X              8         13,350                  0         0
ROYAL CARIBBEAN CRUISES LTD                   X              5        229,706                  0         0
FLEXTRONICS INTL LTD                          X              8          1,200                  0         0
FLEXTRONICS INTL LTD                          X              6          1,450                  0       145
FLEXTRONICS INTL LTD                          X              7              0              2,360         0
FLEXTRONICS INTL LTD                          X              8          2,500                  0         0
FLEXTRONICS INTL LTD                          X              8          2,600                  0         0
FLEXTRONICS INTL LTD                          X              5          2,700                  0         0
FLEXTRONICS INTL LTD                          X              4          4,240                  0         0
FLEXTRONICS INTL LTD                          X              9          6,700                  0         0
FLEXTRONICS INTL LTD                          X              8          8,170                  0         0
FLEXTRONICS INTL LTD                          X                        15,000                  0         0
FLEXTRONICS INTL LTD                          X              7              0             15,100         0
FLEXTRONICS INTL LTD                          X              8         23,831                  0         0
FLEXTRONICS INTL LTD                          X              5         45,399                  0         0
FLEXTRONICS INTL LTD                          X              8         50,170                  0         0
FLEXTRONICS INTL LTD                          X                       150,000                  0         0
TEEKAY SHIPPING MARSHALL ISL                  X              9            700                  0         0
TEEKAY SHIPPING MARSHALL ISL                  X              4            800                  0         0
TEEKAY SHIPPING MARSHALL ISL                  X              8          2,000                  0         0
TEEKAY SHIPPING MARSHALL ISL                  X              8          5,300                  0         0