UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays PLC
Address: 1 Churchill PlaceL
London, England E14 5HP
Form 13F File Number: 28-826
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
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: Darrell King
Title: Head of Compliance Operations, Barclays PLC
Phone: +44 (0)20 7116 2654
Signature, Place, and Date of Signing:
Darrell King London, England August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Bank PLC
Address: 54 Lombard Street
London, England EC3P 3AH
Form 13F File Number: 28-827
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
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: Patrick Gonsalves
Title: Deputy Secretary, Barclays Bank PLC
Phone: 020-7116-2901
Signature, Place, and Date of Signing:
Patrick Gonsalves London, United Kingdom August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Capital INC
Address: 200 Park Ave
New York, NY 10166
USA
Form 13F File Number: *
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
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: Michael Stern
Title: Director Financial Reporting
Phone: 1 973 576 6949
Signature, Place, and Date of Signing:
Michael Stern New York, USA August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Capital Securities Limited
Address: 5 The North Colonnade
Canary Wharf, London
England, E14 4BB
Form 13F File Number: *
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
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: Oliver Cox
Title: Compliance Officer
Phone: 44 207 773 2598
Signature, Place, and Date of Signing:
Oliver Cox London, United Kingdom August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number: ___
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Bank Trust Company Limited
Address: Eagle Court
Peterborough, PE2 6WY, England
Form 13F File Number: *
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
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: Rose Mead
Title: Head of Operations, Peterborough
Phone: 00 44 1733 412194
Signature, Place, and Date of Signing:
Rose Mead Peterborough, England August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number: ___
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Private Bank & Trust Limited (Isle of Man) Ltd
Address: 4th Floor, Queen Victoria House
Isle of Man, IM99 IDF
Form 13F File Number: *
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
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: Tim McKimmon
Title: Head of Investor Operations
Phone: 01534 813017
Signature, Place, and Date of Signing:
Tim McKimmon Jersey, C.I. August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number: ___
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Private Bank & Trust Limited (Jersey)
Address: 39/41 Broad Street, St. Helier
Jersey, Channel Islands JE4 8PU
Form 13F File Number: *
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
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: Tim McKimmon
Title: Head of Investor Operations
Phone: 01534 813017
Signature, Place, and Date of Signing:
Tim McKimmon Jersey, C.I. August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Private Bank Limited
Address: 59/60 Grosvenor Street
London WIX 9DA, England
Form 13F File Number: *
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
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: Alex Wade
Title: Acting Head of Client Support
Phone: 020 7487 2170
Signature, Place, and Date of Signing:
Alex Wade London, England August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ x ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Bank (Suisse) SA
Address: 10 rue d'Italie
CH-1204 Geneva
Switzerland
Form 13F File Number: *
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
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: Yi-Hsiang Allistone Michelle Etienne
Title: Head of Securities Settlement Assistant Manager
Phone: 41 22 819 5723 41 22 819 5705
Signature, Place, and Date of Signing:
Yi-Hsiang Allistone Michelle Etienne Geneva,Switzerland August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Bronco (Barclays Cayman) Ltd
Address: Walker House, Mary Street, PO Box 908 GT
George Town
Grand Cayman, Cayman Islands
Form 13F File Number: *
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
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: Michael Stern
Title: Director Financial Reporting
Phone: 1 973 576 6949
Signature, Place, and Date of Signing:
Michael Stern New York, USA August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Palomino Ltd
Address: Walkers SPV Ltd
Walker House
Mary Street
PO Box 908 GT
George Town
Grand Cayman
Cayman Islands
Form 13F File Number: *
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
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: Michael Stern
Title: Director Financial Reporting
Phone: 1 973 576 6949
Signature, Place, and Date of Signing:
Michael Stern New York, USA August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: HYMF INC
Address: 200 Park Avenue
New York, New York 10166
Form 13F File Number: *
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
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: Michael Stern
Title: Director Financial Reporting
Phone: 1 973 576 6949
Signature, Place, and Date of Signing:
Michael Stern New York, USA August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Stockbrokers Limited
Address: Tay House, 300 Bath Street
Glasgow
Scotland
Form 13F File Number: *
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
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: Donald Reid
Title: Head of UK Operations
Phone: 0207 114 3336
Signature, Place, and Date of Signing:
Donald Reid Glasgow, Scotland August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Investment Services
Address: 1 Churchill Place
Canary Wharf, London
England
Form 13F File Number: *
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
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: Paul Hopkins
Title: Chief Operating Officer
Phone: 0207 114 8469
Signature, Place, and Date of Signing:
Paul Hopkins London, England August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Barclays Private Bank and Trust Ltd
Address: 10 rue d'italie
Geneva
Switzerland
Form 13F File Number: *
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
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: Bruno Doebeli
Title: COO, Geneva
Phone: 0041228195478
Signature, Place, and Date of Signing:
Bruno Doebeli Geneva, Switzerland August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: IRCB Portugal
Address: Av.Republica, 52
Lisboa
Portugal
Form 13F File Number: *
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
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: Lisa Vaz
Title: Head of Compliance & Governance
Phone: 351210098802
Signature, Place, and Date of Signing:
Lisa Vaz Lisboa, Portugal August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Gerrard Investment Management Limted
Address: 155 St Vincent Street
Glasgow
Scotland
Form 13F File Number: *
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
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: Donald Reid
Title: Head of UK Operations
Phone: 0207 114 3336
Signature, Place, and Date of Signing:
Donald Reid Glasgow, Scotland August 1, 2006
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ X ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-826 Barclays PLC
* File Number not yet available.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 16
Form 13F Information Table Entry Total: 4471
Form 13F Information Table Value Total: $15,357,950 (thousands)
List of Other Included Managers:
No. Form 13F File Number NAME
1 28-827 Barclays Bank PLC
8 * Barclays Capital INC
9 * Barclays Capital Securities Limited
10 * Barclays Bank Trust Company Limited
11 * Barclays Private Bank & Trust Limited (Isle of Man) Ltd
12 * Barclays Private Bank & Trust Limited (Jersey)
17 * Barclays Private Bank Limited
20 * Barclays Bank (Suisse) SA
30 * Bronco (Barclays Cayman) Ltd
31 * Palomino Ltd Walkers SPV Ltd
32 * HYMF INC
50 * Barclays Stockbrokers Limited
51 * Barclays Investment Services
52 * Barclays Private Bank and Trust Ltd
54 * IRCB Portugal
99 * Gerrard Investment Management Limted
* File number not yet available
FORM 13F INFORMATION TABLE
CLASS VALUE SHARES SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
----------------------------- ----- --------- ------------ ------------ --- ---- ------- -- ------------ ------------ ------------
AAR Corp. COM 000361105 11 500 SH D 20 500 0 0
AAR Corp. COM 000361105 1,783 80200 SH D 51 80200 0 0
ABB LTD-SPON ADR COM 000375204 1,059 81700 SH D 31 81700 0 0
ACCO BRANDS CORP COM 00081T108 983 43813 SH D 9 43813 0 0
ACCO BRANDS CORP COM 00081T108 1,178 53800 SH D 31 53800 0 0
ADC TELECOMMUNICATIONS INC COM 000886309 82 4862 SH D 8 4862 0 0
A D C TELECOMMUNICATIONS COM N COM 000886309 1,806 107063 SH D 9 107063 0 0
ADC TELECOMMUNICATIONS INC COM 000886309 2 122 SH D 20 122 0 0
ADC TELECOMMUNICATIONS INC COM 000886309 69 4100 SH D 51 4100 0 0
ADE CORP/MASS COM 00089C107 9,608 296900 SH D 9 296900 0 0
ADE CORP/MASS COM 00089C107 1,469 45200 SH D 31 45200 0 0
ABM INDS INC COM COM 000957100 78 4546 SH D 9 4546 0 0
AFLAC INC COM 001055102 959 20685 SH D 8 20685 0 0
AFLAC INC COM COM 001055102 223 22934 SH D 9 22934 0 0
AFLAC INC COM 001055102 20,116 433999 SH D 31 433999 0 0
AFLAC INC COM 001055102 2,679 57800 SH D 51 57800 0 0
AGCO CORP COM COM 001084102 12 500 SH D 9 500 0 0
AGCO Corp. COM 001084102 10,293 391057 SH D 31 391057 0 0
AES CORP COM 00130H105 503 27237 SH D 8 27237 0 0
AES CORP COM 00130H105 265 14200 SH D 9 14200 0 0
AES CORP COM 00130H105 12,179 660100 SH D 51 660100 0 0
AK Steel Holding Corp. COM 001547108 3,565 257800 SH D 31 257800 0 0
AMB PROPERTY CORP COM 00163T109 8,720 172500 SH D 31 172500 0 0
AMR CORP COM COM 001765106 4,558 180650 SH D 9 180650 0 0
AMR CORP COM 001765106 5 200 SH D 20 200 0 0
AMR CORP COM 001765106 7,608 299310 SH D 31 299310 0 0
ATI TECHNOLOGIES INC COM 001941103 5 348 SH D 8 348 0 0
ATI TECHNOLOGIES INC COM COM 001941103 130 8191 SH D 9 8191 0 0
AT&T INC COM 00206R102 4,519 162015 SH D 8 162015 0 0
AT&T INC COM 00206R102 0 2646976 SH D 9 2646976 0 0
AT&T INC COM 00206R102 195 7000 SH D 12 7000 0 0
AT&T INC COM 00206R102 275 9866 SH D 17 9866 0 0
AT&T INC COM 00206R102 135 4854 SH D 20 4854 0 0
AT&T INC COM 00206R102 22,288 800000 SH D 32 800000 0 0
AU OPTRONICS CORP-ADR COM 002255107 142 10000 SH D 20 10000 0 0
AVX CORP COM 002444107 6 400 SH D 20 400 0 0
AAMES INVESTMENT CORP COM 00253G108 1,570 314000 SH D 9 314000 0 0
AASTROM BIOSCIENCES INC COM 00253U107 40 30000 SH D 54 30000 0 0
Abbott Laboratories COM 002824100 2,786 63888 SH D 8 63888 0 0
ABBOTT LABS COM COM 002824100 18,489 930780 SH D 9 930780 0 0
Abbott Laboratories COM 002824100 121 2784 SH D 20 2784 0 0
Abbott Laboratories COM 002824100 802 18400 SH D 51 18400 0 0
ABER DIAMOND CORPORATION COM 002893105 1,693 54900 SH D 31 54900 0 0
ABERCROMBIE & FITCH CO CL A CL A 002896207 1,297 63178 SH D 9 63178 0 0
Abercrombie & Fitch Co COM 002896207 8,287 149500 SH D 31 149500 0 0
Abercrombie & Fitch Co COM 002896207 22 390 SH D 54 390 0 0
ACACIA RESH CORP ACACIA TCH CO COM 003881307 140 9600 SH D 9 9600 0 0
ABITIBI-CONSOLIDATED INC COM COM 003924107 79 31788 SH D 9 31788 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 3,266 1204100 SH D 31 1204100 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 27 3200 SH D 20 3200 0 0
Accelrys Inc COM 00430U103 606 85000 SH D 51 85000 0 0
Activision Inc COM 004930202 4 347 SH D 8 347 0 0
ACTIVISION INC NEW COM NEW COM 004930202 90 7900 SH D 9 7900 0 0
Activision Inc COM 004930202 2,203 193583 SH D 31 193583 0 0
ACTIVIDENTITY CORP COM 00506P103 5 1000 SH D 17 1000 0 0
ACTIVIDENTITY CORP COM 00506P103 164 36000 SH D 20 36000 0 0
ACTIVIDENTITY CORP COM 00506P103 6 1375 SH D 50 1375 0 0
Acuity Brands, Inc. COM 00508Y102 374 9600 SH D 51 9600 0 0
ACUSPHERE INC COM 00511R870 34 10000 SH D 20 10000 0 0
Acxiom Corp. COM 005125109 1,315 52602 SH D 31 52602 0 0
Acxiom Corp. COM 005125109 155 6200 SH D 51 6200 0 0
Adaptec, Inc. COM 00651F108 703 161966 SH D 31 161966 0 0
ADAPTEC INC NOTE 0.750%12/2 NOTE 00651FAG3 5,264 6000000 SH D 9 6000000 0 0
ADESA INC COM 00686U104 11 500 SH D 17 500 0 0
ADESA INC COM 00686U104 418 18800 SH D 51 18800 0 0
Administaff, Inc. COM 007094105 7,037 196500 SH D 31 196500 0 0
Administaff, Inc. COM 007094105 573 16000 SH D 51 16000 0 0
Adobe Systems Inc. COM 00724F101 26 841 SH D 1 841 0 0
Adobe Systems Inc. COM 00724F101 783 25733 SH D 8 25733 0 0
Adobe Systems Inc. COM 00724F101 2,237 73006 SH D 9 73006 0 0
Adobe Systems Inc. COM 00724F101 23 756 SH D 20 756 0 0
Adobe Systems Inc. COM 00724F101 2 53 SH D 31 53 0 0
Adobe Systems Inc. COM 00724F101 246 8100 SH D 51 8100 0 0
ADTRAN INC COM 00738A106 3,576 159424 SH D 31 159424 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 5,248 181600 SH D 31 181600 0 0
ADVANCED DIGITAL INFORMATION C COM 007525108 7,339 623045 SH D 9 623045 0 0
ADVANCED DIGITAL BROADCAST HLD COM 007525108 617 52400 SH D 31 52400 0 0
ADVANCED MAGNETICS INC COM 00753P103 51 1680 SH D 54 1680 0 0
ADVANTAGE ENERGY INCOME FUND COM 00762L101 1,152 66000 SH D 20 66000 0 0
ADVANTAGE ENERGY INCOME FUND COM 00762L101 341 19400 SH D 31 19400 0 0
ADVANTAGE ENERGY INCOME FUND COM 00762L101 61 3500 SH D 54 3500 0 0
ADVISORY BOARD CO/THE COM 00762W107 10 200 SH D 31 200 0 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 14 276 SH D 20 276 0 0
ADVANCIS PHARMACEUTICAL COM 00764L109 3 1000 SH D 17 1000 0 0
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CSX CORP COM 126408103 0 9010 SH D 9 9010 0 0
CSX CORP COM 126408103 106 1500 SH D 20 1500 0 0
CSX CORP COM 126408103 704 10001 SH D 31 10001 0 0
CSX CORP COM 126408103 5,346 75900 SH D 51 75900 0 0
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CVS CORP COM 126650100 1,042 33939 SH D 8 33939 0 0
CVS CORP COM 126650100 572 18580 SH D 9 18580 0 0
CVS CORP COM 126650100 52 1696 SH D 20 1696 0 0
CVS CORP COM 126650100 107 3500 SH D 51 3500 0 0
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CV Therapeutics Inc. COM 126667104 4,032 285938 SH D 32 285938 0 0
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CA Inc COM 12673P105 493 24021 SH D 9 24021 0 0
CA Inc COM 12673P105 206 10000 SH D 20 10000 0 0
CA Inc COM 12673P105 1,566 76200 SH D 51 76200 0 0
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Cadence Design Systems Inc COM 127387108 7 418 SH D 8 418 0 0
Cadence Design Systems Inc COM 127387108 165 9609 SH D 9 9609 0 0
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CALAMOS ASSET MANAGEMENT-A COM 12811R104 3,152 108725 SH D 31 108725 0 0
CALAMP CORP COM 128126109 4 400 SH D 20 400 0 0
Calgon Carbon Corp. COM 129603106 448 75000 SH D 9 75000 0 0
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 444 16156 SH D 31 16156 0 0
Callaway Golf Co. COM 131193104 348 26600 SH D 9 26600 0 0
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Cambrex Corp. COM 132011107 523 25100 SH D 51 25100 0 0
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CAMBIOR INC CAD NPV COM 13201L103 1,554 568900 SH D 31 568900 0 0
CAMBIOR INC COM 13201L103 41 15000 SH D 54 15000 0 0
CAMDEN NATIONAL CORP COM 133034108 24 600 SH D 51 600 0 0
CAMDEN PROP TR COM 133131102 4,648 63200 SH D 31 63200 0 0
CAMECO CORP COM 13321L108 1,813 45350 SH D 20 45350 0 0
Cameron International Corp COM 13342B105 33 700 SH D 54 700 0 0
CAMPBELL SOUP CO COM 134429109 284 7652 SH D 8 7652 0 0
CAMPBELL SOUP CO COM 134429109 211 5718 SH D 9 5718 0 0
CAMPBELL SOUP CO COM 134429109 24 650 SH D 20 650 0 0
CAMPBELL SOUP CO COM 134429109 1,332 35900 SH D 51 35900 0 0
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CAN IMPERIAL BK OF COMMERCE COM 136069101 0 600 SH D 9 600 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 48 720 SH D 10 720 0 0
CANADIAN NATL RAILWAY CO COM 136375102 60 1380 SH D 17 1380 0 0
CANADIAN NATL RAILWAY CO COM 136375102 34,818 795000 SH D 31 795000 0 0
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CANADIAN NATURAL RESOURCES COM 136385101 476 8600 SH D 20 8600 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 1 15 SH D 20 15 0 0
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CAPITALSOURCE INC COM 14055X102 2,001 85300 SH D 31 85300 0 0
CAPSTONE TURBINE CORP COM 14067D102 5 2000 SH D 20 2000 0 0
CAPSTONE TURBINE CORP COM 14067D102 1,026 450000 SH D 30 450000 0 0
CARACO PHARM LABS LTD COM 14075T107 169 18450 SH D 20 18450 0 0
CAPITAL TITLE GROUP INC COM 140919101 2,508 326109 SH D 9 326109 0 0
CARDINAL HEALTH INC COM 14149Y108 1,127 17521 SH D 8 17521 0 0
CARDINAL HEALTH INC COM 14149Y108 220 30744 SH D 9 30744 0 0
CARDINAL HEALTH INC COM 14149Y108 12,911 200704 SH D 31 200704 0 0
CARDINAL HEALTH INC COM 14149Y108 3,377 52500 SH D 51 52500 0 0
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CARNIVAL CORP CTF 143658300 0 77050 SH D 9 77050 0 0
CARNIVAL CORP COM 143658300 39 929 SH D 12 929 0 0
CARNIVAL CORP COM 143658300 2,501 59914 SH D 17 59914 0 0
CARNIVAL CORP COM 143658300 1,065 25514 SH D 20 25514 0 0
CARNIVAL CORP COM 143658300 16,999 407264 SH D 31 407264 0 0
CARNIVAL CORP COM 143658300 8 200 SH D 51 200 0 0
CARNIVAL PLC-ADR ADR 14365C103 296 7274 SH D 9 7274 0 0
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CARRAMERICA REALTY CORP COM 144418100 8,349 187400 SH D 31 187400 0 0
CARTER'S INC COM 146229109 3,052 115456 SH D 31 115456 0 0
CASCADE CORP COM 147195101 4 100 SH D 9 100 0 0
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Cathay General Bcp COM 149150104 124 3400 SH D 51 3400 0 0
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CAVCO INDUSTRIES INC COM 149568107 67 1500 SH D 20 1500 0 0
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CEMEX SA -SPONS ADR PART CER COM 151290889 11,280 197992 SH D 31 197992 0 0
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CENDANT CORP ORD USD0.01 COM 151313103 0 245688 SH D 9 245688 0 0
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CENDANT CORP ORD USD0.01 COM 151313103 16,720 1026383 SH D 31 1026383 0 0
CENTERPOINT ENERGY INC COM 15189T107 161 12876 SH D 8 12876 0 0
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CENTRAL PACIFIC FINANCIAL CO COM 154760102 731 18900 SH D 51 18900 0 0
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CEVA INC COM 157210105 1 105 SH D 20 105 0 0
CEVA INC COM 157210105 0 84 SH D 50 84 0 0
CEVA INC COM 157210105 0 15 SH D 99 15 0 0
CHAMPION ENTERPRISES INC COM 158496109 1,455 131813 SH D 31 131813 0 0
CHAPARRAL STEEL CO COM 159423102 1,345 19001 SH D 9 19001 0 0
CHAPARRAL STEEL CO COM 159423102 3,983 55302 SH D 31 55302 0 0
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CHEVRON CORP COM 166764100 617 9937 SH D 20 9937 0 0
CHEVRON CORP COM 166764100 11,592 186793 SH D 51 186793 0 0
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CHICO'S FAS INC COM 168615102 2,984 110600 SH D 31 110600 0 0
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CINTAS CORP COM 172908105 28 700 SH D 51 700 0 0
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EMMIS COMMUNICATIONS -CL A COM 291525103 1,508 96433 SH D 31 96433 0 0
Emulex Corp COM 292475209 5,511 338700 SH D 31 338700 0 0
ENCANA CORP COM 292505104 3 55 SH D 9 55 0 0
ENCANA CORP COM 292505104 977 18560 SH D 20 18560 0 0
ENBRIDGE INC COM 29250N105 369 12000 SH D 9 12000 0 0
ENBRIDGE INC COM 29250N105 3,533 115400 SH D 31 115400 0 0
ENBRIDGE ENERGY PARTNERS LP COM 29250R106 2,487 57100 SH D 31 57100 0 0
ENCORE ACQUISITION CO COM 29255W100 819 30964 SH D 9 30964 0 0
ENCORE ACQUISITION CO COM 29255W100 464 17300 SH D 31 17300 0 0
ENCORE WIRE CORP COM 292562105 1,905 52610 SH D 9 52610 0 0
ENCORE WIRE CORP COM 292562105 36 1000 SH D 20 1000 0 0
ENCORE WIRE CORP COM 292562105 83 2300 SH D 51 2300 0 0
ENDEAVOUR INTERNATIONAL CORP COM 29259G101 48 19950 SH D 51 19950 0 0
ENDO PHARMACEUT HLDGS INC COM 29264F205 264 8000 SH D 51 8000 0 0
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Energizer Holdings, Inc. COM 29266R108 14,572 248800 SH D 31 248800 0 0
ENERGY PARTNERS LTD COM 29270U105 0 77200 SH D 9 77200 0 0
ENERGY TRANSFER PARTNERS LP COM 29273R109 3,278 73420 SH D 31 73420 0 0
Enerplus Resources COM 29274D604 910 16100 SH D 20 16100 0 0
ENERPLUS RESOURCES FUND NPV COM 29274D604 79 1400 SH D 31 1400 0 0
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ENGLOBAL CORP COM 293306106 11 1400 SH D 54 1400 0 0
ENPRO INDS INC COM 29355X107 985 29400 SH D 9 29400 0 0
ENPRO INDS INC COM 29355X107 247 7354 SH D 51 7354 0 0
ENTERCOM COMMUNICATIONS CORP COM 293639100 1,196 45700 SH D 31 45700 0 0
Entergy Corp COM 29364G103 611 8630 SH D 8 8630 0 0
Entergy Corp COM 29364G103 1,351 19118 SH D 9 19118 0 0
Entergy Corp COM 29364G103 226 3200 SH D 12 3200 0 0
Entergy Corp COM 29364G103 91 1280 SH D 17 1280 0 0
Entergy Corp COM 29364G103 117 1650 SH D 20 1650 0 0
Entergy Corp COM 29364G103 92 1300 SH D 31 1300 0 0
Entergy Corp COM 29364G103 64 900 SH D 51 900 0 0
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Equitable Resources, Inc. COM 294549100 250 7476 SH D 51 7476 0 0
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EQUITY OFFICE PROPERTIES TR COM 294741103 563 15414 SH D 8 15414 0 0
EQUITY OFFICE PROPERTIES TR COM 294741103 309 8434 SH D 9 8434 0 0
EQUITY OFFICE PROPERTIES TR COM 294741103 55 1500 SH D 51 1500 0 0
EQUITY ONE INC COM 294752100 1,334 63845 SH D 31 63845 0 0
EQUITY RESIDENTIAL COM 29476L107 539 12059 SH D 8 12059 0 0
EQUITY RESIDENTIAL BEN 29476L107 1,509 33905 SH D 9 33905 0 0
EQUITY RESIDENTIAL COM 29476L107 532 11900 SH D 51 11900 0 0
ERESEARCH TECHNOLOGY INC COM 29481V108 356 40000 SH D 9 40000 0 0
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EVERGREEN SOLAR INC COM 30033R108 3,187 250000 SH D 9 250000 0 0
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EXELON CORP COM 30161N101 1,583 27857 SH D 8 27857 0 0
EXELON CORP COM 30161N101 0 57892 SH D 9 57892 0 0
EXELON CORP COM 30161N101 1,631 28700 SH D 51 28700 0 0
EXELIXIS INC COM 30161Q104 8 800 SH D 17 800 0 0
EXELIXIS INC COM 30161Q104 126 12500 SH D 51 12500 0 0
EXPEDIA INC COM 30212P105 7 481 SH D 8 481 0 0
EXPEDIA INC COM 30212P105 1,642 109366 SH D 9 109366 0 0
EXPEDIA INC COM 30212P105 3,513 234650 SH D 51 234650 0 0
EXPEDITORS INTL WASH INC COM 302130109 16 294 SH D 8 294 0 0
EXPEDITORS INTL WASH INC COM 302130109 190 3386 SH D 9 3386 0 0
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EXXON MOBIL CORP COM 30231G102 2,810 1589910 SH D 9 1589910 0 0
EXXON MOBIL CORP COM 30231G102 49 800 SH D 10 800 0 0
EXXON MOBIL CORP COM 30231G102 1,291 21037 SH D 12 21037 0 0
EXXON MOBIL CORP COM 30231G102 3,910 63729 SH D 17 63729 0 0
EXXON MOBIL CORP COM 30231G102 2,393 39006 SH D 20 39006 0 0
EXXON MOBIL CORP COM 30231G102 8,841 144101 SH D 31 144101 0 0
EXXON MOBIL CORP COM 30231G102 8,933 145600 SH D 51 145600 0 0
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FEI COMPANY COM 30241L109 387 17077 SH D 31 17077 0 0
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Fair Isaac & Co Inc COM 303250104 4,709 129700 SH D 31 129700 0 0
FAIRCHILD SEMICON INTERNATIO COM 303726103 484 26616 SH D 51 26616 0 0
FAIRFAX FINANCIAL HOLDINGS LTD COM 303901102 5,257 55200 SH D 31 55200 0 0
FAMILY DOLLAR STORES COM 307000109 158 6447 SH D 8 6447 0 0
FAMILY DOLLAR STORES COM 307000109 747 30513 SH D 9 30513 0 0
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FASTENAL CO COM 311900104 188 4668 SH D 9 4668 0 0
FASTENAL CO COM 311900104 1,371 34030 SH D 31 34030 0 0
FREDDIE MAC COM 313400301 1,636 28692 SH D 8 28692 0 0
FREDDIE MAC COM 313400301 880 5345225 SH D 9 5345225 0 0
FREDDIE MAC COM 313400301 10 180 SH D 20 180 0 0
FREDDIE MAC COM 313400301 71,034 1244900 SH D 32 1244900 0 0
FREDDIE MAC COM 313400301 63 1100 SH D 51 1100 0 0
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Federated Department Stores COM 31410H101 408 11162 SH D 9 11162 0 0
Federated Department Stores COM 31410H101 15,216 415738 SH D 31 415738 0 0
Federated Department Stores COM 31410H101 110,424 3022000 SH D 32 3022000 0 0
Federated Department Stores COM 31410H101 267 7298 SH D 51 7298 0 0
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FEDERATED INVESTORS INC-CL B CL B 314211103 80 2529 SH D 9 2529 0 0
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FEDERATED INVESTORS INC-CL B COM 314211103 1,877 59600 SH D 51 59600 0 0
FEDEX CORP COM 31428X106 1,486 12714 SH D 8 12714 0 0
FEDEX CORP COM 31428X106 1,575 13510 SH D 9 13510 0 0
FEDEX CORP COM 31428X106 103 879 SH D 12 879 0 0
FEDEX CORP COM 31428X106 1,675 14332 SH D 17 14332 0 0
FEDEX CORP COM 31428X106 1,763 15089 SH D 20 15089 0 0
FEDEX CORP COM 31428X106 26,983 230900 SH D 31 230900 0 0
FEDEX CORP COM 31428X106 2,162 18500 SH D 51 18500 0 0
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FIDELITY NATIONAL FINL INC COM 316326107 20,828 534730 SH D 31 534730 0 0
FIDELITY NATIONAL FINL INC COM 316326107 5,924 150000 SH D 32 150000 0 0
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FIRST AMERICAN CORPORATION COM 318522307 888 21000 SH D 51 21000 0 0
FIRST AVENUE NETWORKS INC COM 31865X106 196 17150 SH D 9 17150 0 0
FIRST CITIZENS BCSHS -CL A COM 31946M103 80 400 SH D 51 400 0 0
FIRST COMMUNITY BANCORP /CA COM 31983B101 331 5600 SH D 51 5600 0 0
FIRST DATA CORP COM 319963104 1,435 31851 SH D 8 31851 0 0
FIRST DATA CORP COM 319963104 795 17573 SH D 9 17573 0 0
FIRST DATA CORP COM 319963104 107 2372 SH D 20 2372 0 0
FIRST DATA CORP COM 319963104 10,727 238167 SH D 31 238167 0 0
FIRST DATA CORP COM 319963104 1,919 42600 SH D 51 42600 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 210 5232 SH D 8 5232 0 0
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FIRST NIAGARA FINANCIAL GRP COM 33582V108 1,100 78458 SH D 31 78458 0 0
FIRST REGIONAL BANCORP/CAL COM 33615C101 77 880 SH D 51 880 0 0
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1ST SOURCE CORP COM 336901103 88 2600 SH D 51 2600 0 0
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FirstEnergy Corp COM 337932107 742 13696 SH D 8 13696 0 0
FirstEnergy Corp COM 337932107 467 8592 SH D 9 8592 0 0
FirstEnergy Corp COM 337932107 775 14300 SH D 51 14300 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 374 5123 SH D 8 5123 0 0
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FISHER SCIENTIFIC INTL INC COM 338032204 4,206 57575 SH D 31 57575 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 489 6700 SH D 51 6700 0 0
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FLUOR CORP COM 343412102 335 3605 SH D 8 3605 0 0
FLUOR CORP COM 343412102 164 1765 SH D 9 1765 0 0
FLUOR CORP COM 343412102 65 700 SH D 51 700 0 0
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Flowers Foods, Inc. COM 343498101 1,481 51700 SH D 31 51700 0 0
Flowserve Corp. COM 34354P105 458 8046 SH D 51 8046 0 0
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FOOT LOCKER INC COM 344849104 2,522 103000 SH D 31 103000 0 0
FORD MOTOR CO COM 345370860 536 77400 SH D 8 77400 0 0
FORD MOTOR CO COM 345370860 17,668 5302862 SH D 9 5302862 0 0
FORD MOTOR CO COM 345370860 14 2057 SH D 20 2057 0 0
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FORTUNE BRANDS INC COM 349631101 224 3166 SH D 9 3166 0 0
FORTUNE BRANDS INC COM 349631101 12,832 180700 SH D 31 180700 0 0
FORTUNE BRANDS INC COM 349631101 71 1000 SH D 51 1000 0 0
FORWARD INDUSTRIES INC COM 349862300 0 115 SH D 54 115 0 0
FOUNDATION COAL HOLDINGS INC COM 35039W100 33 700 SH D 17 700 0 0
FOUNDATION COAL HOLDINGS INC COM 35039W100 9,503 202500 SH D 31 202500 0 0
FOUNDRY NETWORKS INC COM 35063R100 4,241 397812 SH D 31 397812 0 0
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FRANKLIN RESOURCES INC COM 354613101 5,530 63700 SH D 31 63700 0 0
FRANKLIN RESOURCES INC COM 354613101 8,282 95400 SH D 51 95400 0 0
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FREEPORT-MCMORAN COPPER-B COM 35671D857 33 600 SH D 20 600 0 0
FREEPORT-MCMORAN COPPER-B COM 35671D857 1,097 19800 SH D 51 19800 0 0
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FREESCALE SEMICONDUCTOR-B CL B 35687M206 0 20616 SH D 9 20616 0 0
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FREESCALE SEMICONDUCTOR-B COM 35687M206 7,797 265200 SH D 31 265200 0 0
FREESCALE SEMICONDUCTOR-B COM 35687M206 516 17549 SH D 51 17549 0 0
FREIGHTCAR AMERICA INC COM 357023100 2,544 45831 SH D 31 45831 0 0
FREIGHTCAR AMERICA INC COM 357023100 672 12100 SH D 51 12100 0 0
FREMONT GENERAL CORP COM 357288109 1,034 55700 SH D 51 55700 0 0
FRIEDMAN BILLINGS RAMSEY-A COM 358434108 8 765 SH D 20 765 0 0
FRIEDMAN BILLINGS RAMSEY-A COM 358434108 1,165 106200 SH D 31 106200 0 0
FRIEDMAN BILLINGS RAMSEY-A COM 358434108 22 2000 SH D 54 2000 0 0
FRONTEER DEVELOPMENT GROUP INC COM 35903Q106 127 28100 SH D 31 28100 0 0
FRONTIER OIL CORP COM 35914P105 48,483 1496400 SH D 31 1496400 0 0
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GAP INC/THE COM 364760108 0 27898 SH D 9 27898 0 0
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GAP INC/THE COM 364760108 6,861 394336 SH D 31 394336 0 0
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GASCO ENERGY INC COM 367220100 1,017 228550 SH D 51 228550 0 0
GASTAR EXPLORATION COM 367299104 22 9436 SH D 17 9436 0 0
Gastar Exploration COM 367299104 804 338050 SH D 51 338050 0 0
Gateway Inc COM 367626108 21 10974 SH D 8 10974 0 0
Gateway Inc COM 367626108 16 8787 SH D 9 8787 0 0
Gateway Inc COM 367626108 749 394321 SH D 31 394321 0 0
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GENENTECH INC COM 368710406 41 500 SH D 20 500 0 0
GENENTECH INC COM 368710406 2,838 34700 SH D 31 34700 0 0
GENERAL CABLE CORP COM 369300108 336 9600 SH D 51 9600 0 0
GENERAL DYNAMICS CORP COM 369550108 1,101 16821 SH D 8 16821 0 0
GENERAL DYNAMICS CORP COM 369550108 580 8840 SH D 9 8840 0 0
GENERAL DYNAMICS CORP COM 369550108 181 2760 SH D 20 2760 0 0
GENERAL DYNAMICS CORP COM 369550108 48,584 742200 SH D 31 742200 0 0
GENERAL DYNAMICS CORP COM 369550108 2,298 35100 SH D 51 35100 0 0
GENERAL ELECTRIC COM 369604103 14,282 433325 SH D 8 433325 0 0
GENERAL ELECTRIC COM 369604103 125,778 3785079 SH D 9 3785079 0 0
GENERAL ELECTRIC COM 369604103 535 16238 SH D 10 16238 0 0
GENERAL ELECTRIC COM 369604103 122 3702 SH D 12 3702 0 0
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GENERAL ELECTRIC COM 369604103 103,013 3100000 SH D 32 3100000 0 0
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GENERAL MOTORS CORP COM 370442105 699 23481 SH D 8 23481 0 0
GENERAL MOTORS CORP COM 370442105 11,741 948338 SH D 9 948338 0 0
GENERAL MOTORS CORP COM 370442105 475 15940 SH D 20 15940 0 0
GENERAL MOTORS CORP COM 370442105 10,724 360000 SH D 31 360000 0 0
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Genesco Inc. COM 371532102 3,973 117300 SH D 31 117300 0 0
GENESEE&WYOMING INC-CL A COM 371559105 35 1000 SH D 20 1000 0 0
Genesis Microchip Inc COM 37184C103 5 400 SH D 20 400 0 0
Genesis Microchip Inc COM 37184C103 692 59888 SH D 31 59888 0 0
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GENWORTH FINANCIAL INC-CL A CL A 37247D106 305 8757 SH D 9 8757 0 0
GENWORTH FINANCIAL INC-CL A COM 37247D106 6,895 197918 SH D 31 197918 0 0
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Genzyme Corp. COM 372917104 686 11242 SH D 8 11242 0 0
Genzyme Corp. COM 372917104 996 16292 SH D 9 16292 0 0
Genzyme Corp. COM 372917104 232 3800 SH D 51 3800 0 0
Genzyme Corp. COM 372917104 2 35 SH D 54 35 0 0
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Geron Corp. COM 374163103 17 2500 SH D 20 2500 0 0
GETTY IMAGES INC COM 374276103 645 10160 SH D 17 10160 0 0
GEVITY HR INC COM 374393106 934 35400 SH D 9 35400 0 0
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Gilead Sciences, Inc. COM 375558103 1,173 19834 SH D 8 19834 0 0
Gilead Sciences, Inc. COM 375558103 0 122524 SH D 9 122524 0 0
Gilead Sciences, Inc. COM 375558103 11,290 190840 SH D 31 190840 0 0
Gilead Sciences, Inc. COM 375558103 5,679 96000 SH D 51 96000 0 0
Gilead Sciences, Inc. COM 375558103 49 825 SH D 54 825 0 0
GILDAN ACTIVEWEAR INC COM 375916103 9 7400 SH D 9 7400 0 0
GILDAN ACTIVEWEAR INC COM 375916103 1,850 38800 SH D 31 38800 0 0
GLAMIS GOLD LTD COM 376775102 548 14534 SH D 9 14534 0 0
GLAMIS GOLD LTD COM 376775102 606 16000 SH D 20 16000 0 0
GLAMIS GOLD LTD COM 376775102 85 2232 SH D 54 2232 0 0
GLAXOSMITHKLINE PLC-ADR ADR 37733W105 52,680 942041 SH D 9 942041 0 0
GLAXOSMITHKLINE PLC-ADR COM 37733W105 3,426 61400 SH D 31 61400 0 0
GLAXOSMITHKLINE PLC-ADR COM 37733W105 3,083 55254 SH D 51 55254 0 0
GLAXOSMITHKLINE PLC-ADR COM 37733W105 17 308 SH D 52 308 0 0
Glimcher Realty Trust COM 379302102 1,585 63900 SH D 31 63900 0 0
GLOBAL INDUSTRIES LTD COM 379336100 569 34100 SH D 51 34100 0 0
Global Payments, Inc. COM 37940X102 9,637 198500 SH D 31 198500 0 0
Global Payments, Inc. COM 37940X102 471 9700 SH D 51 9700 0 0
GLOBAL SIGNAL INC COM 37944Q103 1,705 36800 SH D 31 36800 0 0
GLOBETEL COMMUNICATIONS CORP COM 37958F209 152 125397 SH D 12 125397 0 0
GOAMERICA INC COM 38020R304 0 148 SH D 20 148 0 0
GOLD FIELDS LTD-SPONS ADR ADR 38059T106 492 21637 SH D 9 21637 0 0
GOLD FIELDS LTD-SPONS ADR COM 38059T106 401 17500 SH D 20 17500 0 0
GOLD FIELDS LTD-SPONS ADR COM 38059T106 1,468 64100 SH D 31 64100 0 0
GOLDCORP INC COM 380956409 653 21758 SH D 9 21758 0 0
GOLDCORP INC COM 380956409 740 24500 SH D 17 24500 0 0
GOLDCORP INC COM 380956409 201 6639 SH D 20 6639 0 0
GOLDEN STAR RESOURCES LTD COM 38119T104 4 1500 SH D 20 1500 0 0
GOLDEN STAR RESOURCES LTD COM 38119T104 1 200 SH D 31 200 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 789 10631 SH D 8 10631 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 39,345 530538 SH D 9 530538 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 163 2200 SH D 51 2200 0 0
The Goldman Sachs Group, Inc. COM 38141G104 2,724 18106 SH D 8 18106 0 0
The Goldman Sachs Group, Inc. COM 38141G104 3,071 80672 SH D 9 80672 0 0
The Goldman Sachs Group, Inc. COM 38141G104 30 200 SH D 12 200 0 0
The Goldman Sachs Group, Inc. COM 38141G104 654 4350 SH D 17 4350 0 0
The Goldman Sachs Group, Inc. COM 38141G104 429 2850 SH D 20 2850 0 0
The Goldman Sachs Group, Inc. COM 38141G104 23,046 153200 SH D 31 153200 0 0
The Goldman Sachs Group, Inc. COM 38141G104 1,865 12400 SH D 51 12400 0 0
The Goldman Sachs Group, Inc. COM 38141G104 181 1205 SH D 54 1205 0 0
Goodrich Corporation COM 382388106 206 5124 SH D 8 5124 0 0
Goodrich Corporation COM 382388106 85 2119 SH D 9 2119 0 0
Goodrich Corporation COM 382388106 3,723 92400 SH D 31 92400 0 0
Goodrich Corporation COM 382388106 36 900 SH D 51 900 0 0
GOODYEAR TIRE&RUBBER CO COM 382550101 82 7348 SH D 8 7348 0 0
GOODYEAR TIRE&RUBBER CO COM 382550101 504 126950 SH D 9 126950 0 0
GOODYEAR TIRE&RUBBER CO COM 382550101 58 5200 SH D 17 5200 0 0
GOODYEAR TIRE&RUBBER CO COM 382550101 2,285 205884 SH D 31 205884 0 0
GOOGLE INC-CL A COM 38259P508 3,678 8772 SH D 8 8772 0 0
GOOGLE INC-CL A CL A 38259P508 0 24076 SH D 9 24076 0 0
GOOGLE INC-CL A COM 38259P508 1,153 2750 SH D 20 2750 0 0
GOOGLE INC-CL A COM 38259P508 14,718 35100 SH D 51 35100 0 0
GOOGLE INC-CL A COM 38259P508 42 100 SH D 52 100 0 0
GOOGLE INC-CL A COM 38259P508 182 433 SH D 54 433 0 0
WR GRACE&CO COM 38388F108 178 15000 SH D 9 15000 0 0
WR GRACE&CO COM 38388F108 3,171 271000 SH D 31 271000 0 0
GRAFTECH INTERNATIONAL LTD COM 384313102 229 40000 SH D 9 40000 0 0
W.W. Grainger, Inc. COM 384802104 239 3175 SH D 8 3175 0 0
W.W. Grainger, Inc. COM 384802104 771 10365 SH D 9 10365 0 0
W.W. Grainger, Inc. COM 384802104 1,572 20900 SH D 31 20900 0 0
W.W. Grainger, Inc. COM 384802104 1,557 20700 SH D 51 20700 0 0
GRAMERCY CAPITAL CORP COM 384871109 140 5400 SH D 51 5400 0 0
GRANT PRIDECO INC COM 38821G101 9 200 SH D 17 200 0 0
GRANT PRIDECO INC COM 38821G101 2,148 48000 SH D 31 48000 0 0
GREAT ATLANTIC&PAC TEA CO COM 390064103 231 10103 SH D 9 10103 0 0
GREAT ATLANTIC&PAC TEA CO COM 390064103 4,860 213900 SH D 31 213900 0 0
GREAT ATLANTIC&PAC TEA CO COM 390064103 127 5600 SH D 51 5600 0 0
GREAT BASIN GOLD LTD CAD NPV COM 390124105 69 40000 SH D 31 40000 0 0
GREATBATCH INC COM 39153L106 2,575 109100 SH D 31 109100 0 0
GREATBATCH INC COM 39153L106 101 4300 SH D 51 4300 0 0
Greater Bay Bancorp COM 391648102 78 2700 SH D 51 2700 0 0
GREIF INC-CL A COM 397624107 2,136 28500 SH D 31 28500 0 0
Grey Wolf, Inc. COM 397888108 0 531660 SH D 9 531660 0 0
Grey Wolf, Inc. COM 397888108 52 6700 SH D 20 6700 0 0
GREY WOLF INC FRNT 4/0 NOTE 397888AF5 10,655 7500000 SH D 9 7500000 0 0
Group 1 Automotive Inc. COM 398905109 845 15000 SH D 51 15000 0 0
CGI GROUP INC - CL A COM 39945C109 6 1000 SH D 20 1000 0 0
CGI GROUP INC - CL A COM 39945C109 45 7200 SH D 31 7200 0 0
GRUPO TELEVISA SA-SPONS ADR COM 40049J206 8,626 446700 SH D 31 446700 0 0
GRUPO AEROPORTUARIO DEL-ADR COM 400506101 16 510 SH D 20 510 0 0
GTECH HOLDINGS CORP COM 400518106 16,755 483400 SH D 9 483400 0 0
GRUPO TMM SA ADR COM 40051D105 160 39200 SH D 51 39200 0 0
GUESS? INC COM 401617105 109 2600 SH D 9 2600 0 0
GUESS? INC COM 401617105 1,413 33850 SH D 31 33850 0 0
GUESS? INC COM 401617105 389 9322 SH D 51 9322 0 0
GULF ISLAND FABRICATION INC COM 402307102 1,322 65950 SH D 51 65950 0 0
The Gymboree Corp. COM 403777105 3,286 94546 SH D 31 94546 0 0
The Gymboree Corp. COM 403777105 973 28000 SH D 51 28000 0 0
HCA INC COM 404119109 731 16940 SH D 8 16940 0 0
HCA INC COM 404119109 170 19908 SH D 9 19908 0 0
HCA INC COM 404119109 505 11700 SH D 51 11700 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 5,517 187400 SH D 31 187400 0 0
HDFC BANK LTD-ADR COM 40415F101 2 35 SH D 31 35 0 0
HNI CORP COM 404251100 3,537 77991 SH D 31 77991 0 0
HRPT Properties Trust COM 40426W101 2,141 185200 SH D 31 185200 0 0
HSBC HOLDINGS PLC ADR 404280406 9,716 289434 SH D 9 289434 0 0
HSBC Holdings PLC COM 404280604 1,813 78000 SH D 20 78000 0 0
Haemonetics Corp. COM 405024100 5,232 112500 SH D 31 112500 0 0
Haemonetics Corp. COM 405024100 158 3400 SH D 51 3400 0 0
Halliburton Co. COM 406216101 1,591 21434 SH D 8 21434 0 0
Halliburton Co. COM 406216101 10,936 277918 SH D 9 277918 0 0
Halliburton Co. COM 406216101 223 3000 SH D 20 3000 0 0
Halliburton Co. COM 406216101 48,640 655432 SH D 31 655432 0 0
Halliburton Co. COM 406216101 1,098 14800 SH D 51 14800 0 0
Halliburton Co. COM 406216101 9 120 SH D 54 120 0 0
HANMI FINANCIAL CORPORATION COM 410495105 237 12200 SH D 51 12200 0 0
HANOVER COMPRESSOR CO COM 410768105 460 25000 SH D 9 25000 0 0
Hanover Insurance Group COM 410867105 465 9800 SH D 31 9800 0 0
HANSEN NATURAL CORP COM 411310105 95 500 SH D 20 500 0 0
HANSEN NATURAL CORP COM 411310105 46,771 245684 SH D 31 245684 0 0
HANSEN NATURAL CORP COM 411310105 1,011 5311 SH D 51 5311 0 0
Harley-Davidson, Inc. COM 412822108 621 11317 SH D 8 11317 0 0
Harley-Davidson, Inc. COM 412822108 1,496 27136 SH D 9 27136 0 0
Harley-Davidson, Inc. COM 412822108 55,120 1000000 SH D 32 1000000 0 0
Harley-Davidson, Inc. COM 412822108 104 1900 SH D 51 1900 0 0
Harman International Industrie COM 413086109 233 2726 SH D 8 2726 0 0
Harman International Industrie COM 413086109 110 1296 SH D 9 1296 0 0
Harman International Industrie COM 413086109 6,070 71100 SH D 31 71100 0 0
Harman International Industrie COM 413086109 1,451 17000 SH D 51 17000 0 0
Harmonic Inc. COM 413160102 4 786 SH D 17 786 0 0
HARMONY GOLD MNG-SPON ADR ADR 413216300 1,040 65000 SH D 9 65000 0 0
HARMONY GOLD MNG-SPON ADR COM 413216300 277 17000 SH D 20 17000 0 0
HARMONY GOLD MNG-SPON ADR COM 413216300 125 7700 SH D 31 7700 0 0
Harrah's Entertainment, Inc. COM 413619107 544 7643 SH D 8 7643 0 0
Harrah's Entertainment, Inc. COM 413619107 291 4117 SH D 9 4117 0 0
Harrah's Entertainment, Inc. COM 413619107 3,751 52700 SH D 31 52700 0 0
Harrah's Entertainment, Inc. COM 413619107 36 500 SH D 51 500 0 0
Harris Corp. COM 413875105 10,469 252200 SH D 31 252200 0 0
HARTE-HANKS INC COM 416196103 2,215 86400 SH D 31 86400 0 0
The Hartford Financial Service COM 416515104 1,062 12558 SH D 8 12558 0 0
The Hartford Financial Service COM 416515104 578 6833 SH D 9 6833 0 0
The Hartford Financial Service COM 416515104 14 170 SH D 20 170 0 0
The Hartford Financial Service COM 416515104 14,619 172800 SH D 31 172800 0 0
The Hartford Financial Service COM 416515104 355 4200 SH D 51 4200 0 0
HARVEST ENERGY TST COM 41752X101 89 3000 SH D 54 3000 0 0
Hasbro, Inc. COM 418056107 134 7391 SH D 8 7391 0 0
Hasbro, Inc. COM 418056107 73 4028 SH D 9 4028 0 0
Hasbro, Inc. COM 418056107 15,257 842458 SH D 31 842458 0 0
Hawaiian Electric Industries, COM 419870100 1,834 65700 SH D 31 65700 0 0
Health Care Property Investors COM 421915109 2,096 78400 SH D 31 78400 0 0
HEALTH MGMT ASSOCIATES INC-A COM 421933102 197 9993 SH D 8 9993 0 0
HEALTH MGMT ASSOCIATES INC-A CL A 421933102 114 5851 SH D 9 5851 0 0
HEALTH MGMT ASSOCIATES INC-A COM 421933102 49 2500 SH D 51 2500 0 0
HEADWATERS INC COM 42210P102 5,207 203700 SH D 31 203700 0 0
Health Care REIT, Inc. COM 42217K106 5,860 167677 SH D 31 167677 0 0
HEARTLAND EXPRESS INC COM 422347104 1,369 76504 SH D 31 76504 0 0
Hecla Mining Co. COM 422704106 47 9000 SH D 20 9000 0 0
Hecla Mining Co. COM 422704106 42 8000 SH D 54 8000 0 0
HJ HEINZ CO COM 423074103 573 13911 SH D 8 13911 0 0
HJ HEINZ CO COM 423074103 1,756 42531 SH D 9 42531 0 0
HJ HEINZ CO COM 423074103 313 7605 SH D 17 7605 0 0
HJ HEINZ CO COM 423074103 8,342 202366 SH D 31 202366 0 0
HJ HEINZ CO COM 423074103 1,006 24400 SH D 51 24400 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 364 107232 SH D 9 107232 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 40 1000 SH D 20 1000 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 100 2484 SH D 51 2484 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 20 495 SH D 54 495 0 0
HELLENIC TELECOM ORG-ADR ADR 423325307 357 31776 SH D 9 31776 0 0
Helmerich & Payne, Inc. COM 423452101 307 5100 SH D 31 5100 0 0
Hercules Inc COM 427056106 72 4687 SH D 8 4687 0 0
Hercules Inc COM 427056106 34 2215 SH D 9 2215 0 0
Hercules Inc COM 427056106 39 2540 SH D 20 2540 0 0
Hercules Inc COM 427056106 624 40900 SH D 51 40900 0 0
HERCULES OFFSHORE INC COM 427093109 35 1000 SH D 17 1000 0 0
HERITAGE PROPERTY INVESTMENT COM 42725M107 117 3364 SH D 31 3364 0 0
Hershey Foods Corp. COM 427866108 410 7441 SH D 8 7441 0 0
Hershey Foods Corp. COM 427866108 244 4409 SH D 9 4409 0 0
Hershey Foods Corp. COM 427866108 55 1000 SH D 17 1000 0 0
Hershey Foods Corp. COM 427866108 11 200 SH D 20 200 0 0
Hershey Foods Corp. COM 427866108 325 5900 SH D 51 5900 0 0
HESS CORP COM 42809H107 527 9969 SH D 8 9969 0 0
HESS CORP COM 42809H107 86 1627 SH D 9 1627 0 0
HESS CORP COM 42809H107 238 4500 SH D 20 4500 0 0
HESS CORP COM 42809H107 423 8000 SH D 51 8000 0 0
HEWITT ASSOCIATES INC-CL A COM 42822Q100 1,956 87000 SH D 31 87000 0 0
HEWLETT-PACKARD CO COM 428236103 3,683 116247 SH D 8 116247 0 0
HEWLETT-PACKARD CO COM 428236103 15,574 844891 SH D 9 844891 0 0
HEWLETT-PACKARD CO COM 428236103 4,970 156888 SH D 20 156888 0 0
HEWLETT-PACKARD CO COM 428236103 27,363 863732 SH D 31 863732 0 0
HEWLETT-PACKARD CO COM 428236103 4,141 130700 SH D 51 130700 0 0
HEWLETT-PACKARD CO COM 428236103 10 310 SH D 54 310 0 0
HEXCEL CORP COM 428291108 773 49500 SH D 9 49500 0 0
HEXCEL CORP COM 428291108 1,499 95409 SH D 31 95409 0 0
HI-TECH PHARMACAL CO INC COM 42840B101 131 7900 SH D 51 7900 0 0
HIBBETT SPORTING GOODS INC COM 428565105 1,773 74185 SH D 31 74185 0 0
Highwoods Properties, Inc. COM 431284108 181 5000 SH D 20 5000 0 0
Highwoods Properties, Inc. COM 431284108 1,158 32000 SH D 31 32000 0 0
HILB ROGAL&HOBBS CO COM 431294107 1,841 49400 SH D 31 49400 0 0
HILLENBRAND INDUSTRIES COM 431573104 77 1592 SH D 9 1592 0 0
Hilton Hotels Corp. COM 432848109 387 13683 SH D 8 13683 0 0
Hilton Hotels Corp. COM 432848109 191 6840 SH D 9 6840 0 0
Hilton Hotels Corp. COM 432848109 79 2800 SH D 10 2800 0 0
Hilton Hotels Corp. COM 432848109 331 11700 SH D 51 11700 0 0
HIMAX TECHNOLOGIES COM 43289P106 29 5000 SH D 17 5000 0 0
HITACHI LTD -SPONS ADR COM 433578507 3,535 53500 SH D 31 53500 0 0
HOLLY CORP COM 435758305 48 1000 SH D 20 1000 0 0
Hologic, Inc. COM 436440101 84 1700 SH D 51 1700 0 0
HOME DEPOT INC COM 437076102 3,083 86131 SH D 8 86131 0 0
HOME DEPOT INC COM 437076102 10,069 280856 SH D 9 280856 0 0
HOME DEPOT INC COM 437076102 72 2001 SH D 17 2001 0 0
HOME DEPOT INC COM 437076102 1,356 37897 SH D 20 37897 0 0
HOME DEPOT INC COM 437076102 17,925 500000 SH D 32 500000 0 0
HOME DEPOT INC COM 437076102 4,581 128000 SH D 51 128000 0 0
HOME SOLUTIONS OF AMERICA IN COM 437355100 701 113600 SH D 20 113600 0 0
HONDA MOTOR CO LTD-SPONS ADR COM 438128308 2,848 89500 SH D 31 89500 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 1,390 34490 SH D 8 34490 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 4,266 106336 SH D 9 106336 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 15 360 SH D 20 360 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 20 500 SH D 51 500 0 0
HORIZON LINES INC-CL A COM 44044K101 1,476 92150 SH D 51 92150 0 0
HORMEL FOODS CORP COM 440452100 4,108 110600 SH D 31 110600 0 0
HORNBECK OFFSHORE SERVICES COM 440543106 1,781 50150 SH D 51 50150 0 0
HOSPIRA INC COM 441060100 287 6679 SH D 8 6679 0 0
HOSPIRA INC COM 441060100 1,549 35895 SH D 9 35895 0 0
HOSPIRA INC COM 441060100 2 56 SH D 20 56 0 0
HOSPIRA INC COM 441060100 3,594 83700 SH D 51 83700 0 0
Hospitality Properties Trust COM 44106M102 2,126 48400 SH D 31 48400 0 0
Host Marriott Corp. COM 44107P104 0 1 SH D 9 1 0 0
Houston Exploration Co COM 442120101 3,629 59300 SH D 31 59300 0 0
HOVNANIAN ENTERPRISES-A CL A 442487203 317 10400 SH D 9 10400 0 0
HOVNANIAN ENTERPRISES-A COM 442487203 26 865 SH D 20 865 0 0
HUB GROUP INC-CL A COM 443320106 501 20411 SH D 31 20411 0 0
HUB GROUP INC-CL A COM 443320106 626 25500 SH D 51 25500 0 0
HUBBELL INC -CL B COM 443510201 2,249 47200 SH D 31 47200 0 0
HUGOTON ROYALTY TRUST UNIT 444717102 235 8002 SH D 9 8002 0 0
HUGOTON ROYALTY TRUST COM 444717102 1 29 SH D 20 29 0 0
HUGOTON ROYALTY TRUST COM 444717102 312 10500 SH D 31 10500 0 0
HUGOTON ROYALTY TRUST COM 444717102 30 1000 SH D 54 1000 0 0
Humana Inc. COM 444859102 365 6788 SH D 8 6788 0 0
Humana Inc. COM 444859102 179 3335 SH D 9 3335 0 0
Humana Inc. COM 444859102 27 500 SH D 20 500 0 0
Humana Inc. COM 444859102 6,664 124100 SH D 51 124100 0 0
Human Genome Sciences, Inc. COM 444903108 5 490 SH D 20 490 0 0
Human Genome Sciences, Inc. COM 444903108 2,058 192290 SH D 31 192290 0 0
Human Genome Sciences, Inc. COM 444903108 1 80 SH D 54 80 0 0
Huntington Bancshares Inc,OH COM 446150104 243 10328 SH D 8 10328 0 0
Huntington Bancshares Inc,OH COM 446150104 146 6168 SH D 9 6168 0 0
Hydril Company COM 448774109 22 280 SH D 20 280 0 0
Hydril Company COM 448774109 586 7464 SH D 31 7464 0 0
IDT CORP-CL B CL B 448947309 274 20000 SH D 9 20000 0 0
IDT CORP-CL B COM 448947309 936 67900 SH D 31 67900 0 0
HYPERCOM CORP COM 44913M105 1,266 135450 SH D 51 135450 0 0
Hyperion Solutions Corp. COM 44914M104 4,712 170730 SH D 31 170730 0 0
IAC/INTERACTIVE CORP COM 44919P300 12 469 SH D 8 469 0 0
IAC/INTERACTIVE CORP COM 44919P300 495 18695 SH D 9 18695 0 0
IAC/INTERACTIVE CORP COM 44919P300 32 1220 SH D 17 1220 0 0
IAC/INTERACTIVE CORP COM 44919P300 38 1450 SH D 20 1450 0 0
IAC/INTERACTIVE CORP COM 44919P300 5,824 219850 SH D 51 219850 0 0
Icos Corp. COM 449295104 338 15385 SH D 31 15385 0 0
IHOP CORP COM 449623107 370 7700 SH D 31 7700 0 0
IPCS INC COM 44980Y305 332 6650 SH D 9 6650 0 0
IMS Health Inc. COM 449934108 222 8274 SH D 8 8274 0 0
IMS Health Inc. COM 449934108 4,884 181376 SH D 9 181376 0 0
IMS Health Inc. COM 449934108 365 13600 SH D 51 13600 0 0
ISTAR FINANCIAL INC COM 45031U101 4,526 119900 SH D 31 119900 0 0
IXIA COM 45071R109 546 60691 SH D 31 60691 0 0
ITT Industries, Inc. COM 450911102 380 7670 SH D 8 7670 0 0
ITT Industries, Inc. COM 450911102 205 4128 SH D 9 4128 0 0
ITT Industries, Inc. COM 450911102 29,606 598100 SH D 31 598100 0 0
ITT Industries, Inc. COM 450911102 1,668 33700 SH D 51 33700 0 0
IAMGOLD CORPORATION COM 450913108 1,076 120400 SH D 9 120400 0 0
ICICI BANK LTD-SPON ADR COM 45104G104 95 4000 SH D 17 4000 0 0
ICICI BANK LTD-SPON ADR COM 45104G104 2,685 113510 SH D 20 113510 0 0
ICICI BANK LTD-SPON ADR COM 45104G104 1,664 70357 SH D 52 70357 0 0
ICONIX BRAND GROUP INC COM 451055107 250 15100 SH D 9 15100 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 51 5400 SH D 20 5400 0 0
IDEX CORP COM 45167R104 83 1762 SH D 10 1762 0 0
IDEX CORP COM 45167R104 5,010 106150 SH D 31 106150 0 0
IKON Office Solutions, Inc. COM 451713101 1,127 89468 SH D 51 89468 0 0
IDENTIX INC COM 451906101 17 2380 SH D 17 2380 0 0
ILLINOIS TOOL WORKS COM 452308109 820 17258 SH D 8 17258 0 0
ILLINOIS TOOL WORKS COM 452308109 451 9517 SH D 9 9517 0 0
ILLINOIS TOOL WORKS COM 452308109 40,693 856700 SH D 31 856700 0 0
ILLINOIS TOOL WORKS COM 452308109 23,720 500000 SH D 32 500000 0 0
ILLINOIS TOOL WORKS COM 452308109 40 840 SH D 52 840 0 0
Illumina, Inc COM 452327109 706 23795 SH D 31 23795 0 0
Illumina, Inc COM 452327109 335 11300 SH D 51 11300 0 0
Imation Corp. COM 45245A107 6,121 149100 SH D 31 149100 0 0
ImClone Systems Inc. COM 45245W109 221 5655 SH D 9 5655 0 0
ImClone Systems Inc. COM 45245W109 3,720 96286 SH D 31 96286 0 0
IMERGENT INC COM 45247Q100 7 510 SH D 17 510 0 0
Immucor, Inc. COM 452526106 612 31806 SH D 31 31806 0 0
Immucor, Inc. COM 452526106 562 29250 SH D 51 29250 0 0
Impac Mortgage Holdings Inc COM 45254P102 104 9300 SH D 54 9300 0 0
IMPERIAL INDUSTRIES INC COM 452848401 33 2000 SH D 54 2000 0 0
Imperial oil Ltd COM 453038408 330 9018 SH D 20 9018 0 0
Inco Ltd COM 453258402 653 10000 SH D 9 10000 0 0
Inco Ltd COM 453258402 122 1855 SH D 10 1855 0 0
Inco Ltd COM 453258402 20 300 SH D 20 300 0 0
INCYTE CORP. COM 45337C102 798 180100 SH D 9 180100 0 0
INCYTE CORP. COM 45337C102 1 300 SH D 20 300 0 0
INCYTE CORP NOTE 5.500% 2/0 NOTE 45337CAC6 18,454 18500000 SH D 9 18500000 0 0
INFINEON TECHNOLOGIES-ADR ADR 45662N103 105 9467 SH D 9 9467 0 0
InFocus Corp. COM 45665B106 112 39081 SH D 51 39081 0 0
INFOSYS TECHNOLOGIES-SP ADR COM 456788108 289 3780 SH D 20 3780 0 0
INFOSYS TECHNOLOGIES-SP ADR COM 456788108 3,121 40842 SH D 31 40842 0 0
InfoSpace Inc COM 45678T201 0 11 SH D 20 11 0 0
InfoSpace Inc COM 45678T201 177 7800 SH D 51 7800 0 0
InfoUSA Inc. COM 456818301 1,025 99027 SH D 9 99027 0 0
INFRASOURCE SERVICES INC COM 45684P102 55 3000 SH D 17 3000 0 0
Input/Output, Inc. COM 457652105 437 46200 SH D 51 46200 0 0
Insight Enterprises, Inc. COM 45765U103 133 6993 SH D 31 6993 0 0
Insituform Technologies, Inc. COM 457667103 1,392 60800 SH D 51 60800 0 0
Innospec Inc COM 45768S105 802 31550 SH D 17 31550 0 0
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Integrated Device Technology, COM 458118106 33 2300 SH D 54 2300 0 0
INTAC INTL COM 45811T100 71 10000 SH D 20 10000 0 0
INTEL CORP COM 458140100 4,661 245313 SH D 8 245313 0 0
INTEL CORP COM 458140100 63,295 3327807 SH D 9 3327807 0 0
INTEL CORP COM 458140100 34 1787 SH D 12 1787 0 0
INTEL CORP COM 458140100 743 39212 SH D 17 39212 0 0
INTEL CORP COM 458140100 6,875 362799 SH D 20 362799 0 0
INTEL CORP COM 458140100 534 28200 SH D 51 28200 0 0
INTEL CORP COM 458140100 1,124 59320 SH D 52 59320 0 0
INTEL CORP COM 458140100 1,668 88042 SH D 54 88042 0 0
Inter Tel Inc COM 458372109 0 8 SH D 31 8 0 0
INTERACTIVE DATA CORP COM 45840J107 16 800 SH D 20 800 0 0
INTERCONTINENTAL HOTELS-ADR COM 45857P202 21 1212 SH D 20 1212 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 120 2068 SH D 51 2068 0 0
Intergraph Corp. COM 458683109 790 25100 SH D 51 25100 0 0
INTERMAGNETICS GENERAL CORP COM 458771102 497 18413 SH D 31 18413 0 0
INTERMEC INC COM 458786100 997 43363 SH D 9 43363 0 0
Intermune Inc. COM 45884X103 18 1079 SH D 31 1079 0 0
INTERNAP NETWORK SERVICES COM 45885A102 53 50800 SH D 20 50800 0 0
INTL BUSINESS MACHINES CORP COM 459200101 4,963 64607 SH D 8 64607 0 0
INTL BUSINESS MACHINES CORP COM 459200101 27,693 762388 SH D 9 762388 0 0
INTL BUSINESS MACHINES CORP COM 459200101 304 3955 SH D 12 3955 0 0
INTL BUSINESS MACHINES CORP COM 459200101 173 2255 SH D 17 2255 0 0
INTL BUSINESS MACHINES CORP COM 459200101 5,270 68599 SH D 20 68599 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,294 16839 SH D 31 16839 0 0
INTL BUSINESS MACHINES CORP COM 459200101 5,016 65300 SH D 51 65300 0 0
INTL BUSINESS MACHINES CORP COM 459200101 274 3570 SH D 52 3570 0 0
INTERNATIONAL COAL GROUP INC COM 45928H106 390 52450 SH D 9 52450 0 0
INTERNATIONAL DISPLAYWORKS I COM 459412102 603 116000 SH D 20 116000 0 0
International Flavors & Fragra COM 459506101 116 3278 SH D 8 3278 0 0
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Ivanhoe Energy Inc COM 465790103 804 329450 SH D 51 329450 0 0
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Johnson Controls Inc COM 478366107 65 790 SH D 1 790 0 0
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LINEAR TECHNOLOGY CORP COM 535678106 8 235 SH D 20 235 0 0
LINEAR TECHNOLOGY CORP COM 535678106 131 3900 SH D 51 3900 0 0
LITHIA MOTORS INC-CL A COM 536797103 570 18800 SH D 51 18800 0 0
LIVE NATION INC COM 538034109 993 45611 SH D 9 45611 0 0
Liz Claiborne Inc COM 539320101 162 4366 SH D 8 4366 0 0
Liz Claiborne Inc COM 539320101 83 2229 SH D 9 2229 0 0
Liz Claiborne Inc COM 539320101 11 300 SH D 51 300 0 0
LLOYDS TSB GROUP PLC -SP ADR ADR 539439109 1,621 41070 SH D 9 41070 0 0
LLOYDS TSB GROUP PLC -SP ADR COM 539439109 66 1675 SH D 20 1675 0 0
LOCKHEED MARTIN CORP COM 539830109 1,067 14875 SH D 8 14875 0 0
LOCKHEED MARTIN CORP COM 539830109 581 8092 SH D 9 8092 0 0
LOCKHEED MARTIN CORP COM 539830109 68 945 SH D 20 945 0 0
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LOCKHEED MARTIN CORP COM 539830109 395 5500 SH D 51 5500 0 0
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LOEWS CORP COM 540424108 599 16902 SH D 8 16902 0 0
LOEWS CORP COM 540424108 327 9231 SH D 9 9231 0 0
LOEWS CORP COM 540424108 21 600 SH D 20 600 0 0
LOEWS CORP COM 540424108 80,691 2276202 SH D 31 2276202 0 0
LOEWS CORP COM 540424108 1,234 34800 SH D 51 34800 0 0
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LOEWS CORP - CAROLINA GROUP COM 540424207 11,974 233100 SH D 31 233100 0 0
LOEWS CORP - CAROLINA GROUP COM 540424207 112,026 2275000 SH D 32 2275000 0 0
LOGITECH INTERNATIONAL-ADR COM 541419107 501 12909 SH D 31 12909 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 1,487 27700 SH D 9 27700 0 0
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Longview Fibre Co. COM 543213102 2,914 152640 SH D 31 152640 0 0
Louisiana-Pacific Corp COM 546347105 96 4403 SH D 8 4403 0 0
Louisiana-Pacific Corp COM 546347105 957 46018 SH D 9 46018 0 0
Louisiana-Pacific Corp COM 546347105 184 8400 SH D 51 8400 0 0
Lowe's Cos Inc COM 548661107 1,970 32467 SH D 8 32467 0 0
Lowe's Cos Inc COM 548661107 2,471 40832 SH D 9 40832 0 0
Lowe's Cos Inc COM 548661107 20 333 SH D 12 333 0 0
Lowe's Cos Inc COM 548661107 1,564 25776 SH D 17 25776 0 0
Lowe's Cos Inc COM 548661107 280 4620 SH D 20 4620 0 0
Lowe's Cos Inc COM 548661107 19,026 313600 SH D 31 313600 0 0
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Lucent Technologies Inc. COM 549463107 175 72165 SH D 17 72165 0 0
Lucent Technologies Inc. COM 549463107 13,882 5736224 SH D 20 5736224 0 0
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Lucent Technologies Inc. COM 549463107 16 6800 SH D 54 6800 0 0
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Luminex Corp COM 55027E102 80 4600 SH D 51 4600 0 0
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Lyondell Chemical Co. COM 552078107 4 168 SH D 10 168 0 0
Lyondell Chemical Co. COM 552078107 5 206 SH D 20 206 0 0
M&F WORLDWIDE CORP COM 552541104 137 8500 SH D 51 8500 0 0
M&T BANK CORP COM 55261F104 389 3295 SH D 8 3295 0 0
M&T BANK CORP COM 55261F104 865 7353 SH D 9 7353 0 0
M&T BANK CORP COM 55261F104 74 625 SH D 20 625 0 0
M&T BANK CORP COM 55261F104 6 53 SH D 31 53 0 0
M&T BANK CORP COM 55261F104 566 4800 SH D 51 4800 0 0
MBIA INC COM 55262C100 326 5564 SH D 8 5564 0 0
MBIA INC COM 55262C100 194 3314 SH D 9 3314 0 0
MBIA INC COM 55262C100 23 400 SH D 51 400 0 0
MDC HOLDINGS INC COM 552676108 29 550 SH D 20 550 0 0
MDS INC COM 55269P302 428 81800 SH D 9 81800 0 0
MEMC ELECTRONIC MATERIALS COM 552715104 19 500 SH D 54 500 0 0
MFA MORTGAGE INVESTMENTS INC COM 55272X102 44 6400 SH D 20 6400 0 0
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MGM MIRAGE COM 552953101 139 3400 SH D 31 3400 0 0
MGP INGREDIENTS INC COM 55302G103 529 22778 SH D 31 22778 0 0
MI DEVELOPMENTS INC-CLASS A COM 55304X104 58 1700 SH D 31 1700 0 0
MKS INSTRUMENTS INC COM 55306N104 377 18737 SH D 31 18737 0 0
MPS GROUP INC COM 553409103 328 21800 SH D 51 21800 0 0
MRV COMMUNICATIONS INC COM 553477100 0 129 SH D 20 129 0 0
MTR GAMING GROUP INC COM 553769100 270 28800 SH D 9 28800 0 0
MTS SYSTEMS CORP COM 553777103 295 7477 SH D 51 7477 0 0
MACATAWA BANK CORP COM 554225102 16 694 SH D 51 694 0 0
The Macerich Co. COM 554382101 4,935 70300 SH D 31 70300 0 0
Mack-Cali Realty Corp. COM 554489104 473 10300 SH D 31 10300 0 0
MACROVISION CORP COM 555904101 787 36566 SH D 31 36566 0 0
MACRONIX INTL CO LTD-SP ADR ADR 556103760 0 43 SH D 9 43 0 0
MAGELLAN HEALTH SERVICES INC COM 559079207 372 8200 SH D 51 8200 0 0
MAGELLAN MIDSTREAM PARTNERS COM 559080106 93 2733 SH D 20 2733 0 0
MAGELLAN MIDSTREAM PARTNERS COM 559080106 2,837 83500 SH D 31 83500 0 0
MAGNA INTERNATIONAL INC-CL A CL A 559222401 0 600 SH D 9 600 0 0
MAGNA INTERNATIONAL INC-CL A COM 559222401 11,510 160200 SH D 31 160200 0 0
MAGUIRE PROPERTIES INC COM 559775101 3,137 89200 SH D 31 89200 0 0
MATAV RT-SPONSORED ADR COM 559776109 906 47829 SH D 17 47829 0 0
MAMMA COM INC COM 56150Q102 3 2000 SH D 17 2000 0 0
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Manor Care, Inc. COM 564055101 154 3283 SH D 8 3283 0 0
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Manor Care, Inc. COM 564055101 1,628 34700 SH D 51 34700 0 0
MANPOWER INC COM 56418H100 7,158 110800 SH D 31 110800 0 0
MANPOWER INC COM 56418H100 162 2500 SH D 51 2500 0 0
MANUGISTICS GROUP INC COM 565011103 2,185 874068 SH D 9 874068 0 0
MANULIFE FINANCIAL CORP COM 56501R106 32,337 1008800 SH D 9 1008800 0 0
MANULIFE FINANCIAL CORP COM 56501R106 91 2872 SH D 17 2872 0 0
MANULIFE FINANCIAL CORP COM 56501R106 717 22580 SH D 20 22580 0 0
MANULIFE FINANCIAL CORP COM 56501R106 979 29880 SH D 31 29880 0 0
MANULIFE FINANCIAL CORP COM 56501R106 127 4000 SH D 52 4000 0 0
MARATHON OIL CORP ORD USD1.0 COM 565849106 1,269 15231 SH D 8 15231 0 0
MARATHON OIL CORP ORD USD1.0 COM 565849106 0 16846 SH D 9 16846 0 0
MARATHON OIL CORP ORD USD1.0 COM 565849106 3,049 36600 SH D 31 36600 0 0
MARATHON OIL CORP ORD USD1.0 COM 565849106 860 10325 SH D 51 10325 0 0
MARINER ENERGY INC COM 56845T305 1,981 105436 SH D 9 105436 0 0
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Marsh & McLennan Companies, In COM 571748102 0 23866 SH D 9 23866 0 0
Marsh & McLennan Companies, In COM 571748102 131 4870 SH D 10 4870 0 0
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MARSHALL&ILSLEY CORP COM 571834100 110 2400 SH D 51 2400 0 0
Marriott International Inc COM 571903202 514 13472 SH D 8 13472 0 0
Marriott International Inc CL A 571903202 968 64606 SH D 9 64606 0 0
Marriott International Inc COM 571903202 61 1600 SH D 20 1600 0 0
Marriott International Inc COM 571903202 17,971 471445 SH D 31 471445 0 0
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Martek Biosciences Corp. COM 572901106 364 12557 SH D 31 12557 0 0
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MASTERCARD INC-CL A COM 57636Q104 959 20100 SH D 9 20100 0 0
MATSUSHITA ELEC IND-SPON ADR COM 576879209 6,734 318700 SH D 31 318700 0 0
MATTEL INC COM 577081102 267 16144 SH D 8 16144 0 0
MATTEL INC COM 577081102 152 9191 SH D 9 9191 0 0
MATTHEWS INTL CORP-CL A COM 577128101 17 500 SH D 54 500 0 0
MATTSON TECHNOLOGY INC COM 577223100 373 38153 SH D 31 38153 0 0
MAXTOR CORP NOTE 2.375% 8/1 AD NOTE 577729AE6 39,358 27500000 SH D 9 27500000 0 0
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MAXIMUS INC COM 577933104 607 26200 SH D 31 26200 0 0
MCAFEE INC COM 579064106 1,325 53985 SH D 9 53985 0 0
MCAFEE INC COM 579064106 8,558 352600 SH D 31 352600 0 0
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McData Corporation CL B 580031102 1,099 300400 SH D 9 300400 0 0
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McDATA Corp - CLASS A COM 580031201 1,297 317868 SH D 31 317868 0 0
McDermott International Inc COM 580037109 49,158 1081100 SH D 31 1081100 0 0
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MCDONALD'S CORP COM 580135101 280,639 8327580 SH D 9 8327580 0 0
MCDONALD'S CORP COM 580135101 118 3500 SH D 12 3500 0 0
MCDONALD'S CORP COM 580135101 394 11724 SH D 20 11724 0 0
MCDONALD'S CORP COM 580135101 44,735 1331400 SH D 31 1331400 0 0
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MEDCO HEALTH SOLUTIONS INC COM 58405U102 724 12640 SH D 8 12640 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 379 13224 SH D 9 13224 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 54 937 SH D 20 937 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 4,256 74300 SH D 51 74300 0 0
MEDIA GENERAL INC -CL A COM 584404107 1,747 41700 SH D 31 41700 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 104 9400 SH D 51 9400 0 0
Medicis Pharmaceutical Corp COM 584690309 4,745 197710 SH D 31 197710 0 0
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MEDTRONIC INC DBCV 1.250% 9/1 NOTE 585055AD8 66,464 67000000 SH D 9 67000000 0 0
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MEREDITH CORP ORD USD1.0 COM 589433101 61 1257 SH D 9 1257 0 0
MEREDITH CORP ORD USD1.0 COM 589433101 1,386 27981 SH D 31 27981 0 0
MEREDITH CORP ORD USD1.0 COM 589433101 912 18400 SH D 51 18400 0 0
MERIDIAN GOLD INC COM 589975101 6,379 201275 SH D 31 201275 0 0
MERGE TECHNOLOGIES INC COM 589981109 301 24417 SH D 51 24417 0 0
MERITAGE HOMES CORP COM 59001A102 1,677 34799 SH D 9 34799 0 0
MERITAGE HOMES CORP COM 59001A102 24 500 SH D 54 500 0 0
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Merrill Lynch & Co Inc COM 590188108 10,576 152039 SH D 31 152039 0 0
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MESA AIR GROUP INC COM 590479101 99 10000 SH D 20 10000 0 0
MESA AIR GROUP INC COM 590479101 1 84 SH D 31 84 0 0
Metal Management Inc COM 591097209 3,795 123953 SH D 31 123953 0 0
METHANEX CORP COM 59151K108 99 1100 SH D 9 1100 0 0
Metlife, Inc COM 59156R108 1,619 31613 SH D 8 31613 0 0
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Metlife, Inc COM 59156R108 81 1574 SH D 12 1574 0 0
Metlife, Inc COM 59156R108 48,251 942212 SH D 31 942212 0 0
Metlife, Inc COM 59156R108 3,201 62500 SH D 51 62500 0 0
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MICHAELS STORES INC COM 594087108 3,705 90300 SH D 9 90300 0 0
MICHAELS STORES INC COM 594087108 27,841 675100 SH D 31 675100 0 0
MICREL INC COM 594793101 133 13283 SH D 31 13283 0 0
MICROS SYSTEMS INC COM 594901100 2,033 46547 SH D 31 46547 0 0
MICROSOFT CORP COM 594918104 8,635 370613 SH D 8 370613 0 0
MICROSOFT CORP COM 594918104 55,241 2345697 SH D 9 2345697 0 0
MICROSOFT CORP COM 594918104 186 7972 SH D 12 7972 0 0
MICROSOFT CORP COM 594918104 22 930 SH D 17 930 0 0
MICROSOFT CORP COM 594918104 8,163 350364 SH D 20 350364 0 0
MICROSOFT CORP COM 594918104 13,954 598900 SH D 51 598900 0 0
MICROSOFT CORP COM 594918104 599 25700 SH D 52 25700 0 0
MICROSOFT CORP COM 594918104 161 6900 SH D 54 6900 0 0
MICROSTRATEGY INC-CL A COM 594972408 88 900 SH D 20 900 0 0
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MICRON TECHNOLOGY INC COM 595112103 15 1000 SH D 17 1000 0 0
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MICRON TECHNOLOGY INC COM 595112103 45,221 3002734 SH D 31 3002734 0 0
MICRON TECHNOLOGY INC COM 595112103 300 19900 SH D 51 19900 0 0
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Minefinders Corp C COM 602900102 937 114850 SH D 51 114850 0 0
MIRANT CORP COM 60467R100 10 361 SH D 1 361 0 0
MIRANT CORP COM 60467R100 11,834 447059 SH D 9 447059 0 0
MIRANT CORP COM 60467R100 0 2 SH D 20 2 0 0
MIRANT CORP COM 60467R100 7 271 SH D 54 271 0 0
MITSUBISHI UFJ FINANCIAL GROUP COM 606822104 0 30 SH D 31 30 0 0
MOBILE TELESYSTEMS-SP ADR COM 607409109 177 6000 SH D 20 6000 0 0
MODINE MANUFACTURING CO COM 607828100 2,075 88838 SH D 31 88838 0 0
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Molecular Devices Corp. COM 60851C107 162 5300 SH D 51 5300 0 0
MOLEX INC COM 608554101 199 5917 SH D 8 5917 0 0
MOLEX INC COM 608554101 117 3501 SH D 9 3501 0 0
MOLEX INC COM 608554101 1,296 38620 SH D 31 38620 0 0
MOLEX INC COM 608554101 1,141 34000 SH D 51 34000 0 0
MOLEX INC -CL A COM 608554200 331 11510 SH D 31 11510 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,183 31100 SH D 31 31100 0 0
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MOLSON COORS BREWING CO -B COM 60871R209 162 2383 SH D 8 2383 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 81 1187 SH D 9 1187 0 0
MOLSON COORS BREWING CO -B COM 60871R209 972 14326 SH D 51 14326 0 0
MONACO COACH CORP COM 60886R103 29 2300 SH D 31 2300 0 0
MONEYGRAM INTERNATIONAL INC COM 60935Y109 1,422 45000 SH D 9 45000 0 0
MONEYGRAM INTERNATIONAL INC COM 60935Y109 170 5000 SH D 31 5000 0 0
MONRO MUFFLER BRAKE INC COM 610236101 1,097 33700 SH D 51 33700 0 0
MONSANTO CO COM 61166W101 949 11275 SH D 8 11275 0 0
MONSANTO CO COM 61166W101 504 5996 SH D 9 5996 0 0
MONSANTO CO COM 61166W101 80 945 SH D 20 945 0 0
MONSANTO CO COM 61166W101 488 5800 SH D 31 5800 0 0
MONSANTO CO COM 61166W101 230 2726 SH D 51 2726 0 0
MONSTER WORLDWIDE INC COM 611742107 232 5438 SH D 8 5438 0 0
MONSTER WORLDWIDE INC COM 611742107 289 6732 SH D 9 6732 0 0
MONSTER WORLDWIDE INC COM 611742107 4,601 107844 SH D 31 107844 0 0
MONSTER WORLDWIDE INC COM 611742107 1,241 29100 SH D 51 29100 0 0
Moody's Corporation COM 615369105 550 10101 SH D 8 10101 0 0
Moody's Corporation COM 615369105 320 5885 SH D 9 5885 0 0
Moody's Corporation COM 615369105 4,662 85600 SH D 51 85600 0 0
MOOG INC -CL A COM 615394202 292 8523 SH D 10 8523 0 0
MORGAN STANLEY COM 617446448 2,818 44586 SH D 8 44586 0 0
MORGAN STANLEY COM 617446448 4,667 179634 SH D 9 179634 0 0
MORGAN STANLEY COM 617446448 1,822 28829 SH D 20 28829 0 0
MORGAN STANLEY COM 617446448 15,221 240800 SH D 31 240800 0 0
MORGAN STANLEY COM 617446448 499 7900 SH D 51 7900 0 0
MORGAN STANLEY COM 617446448 25 400 SH D 52 400 0 0
MORGAN STANLEY INDIA INVEST COM 61745C105 113 2600 SH D 11 2600 0 0
Motorola, Inc. COM 620076109 2,074 102922 SH D 8 102922 0 0
Motorola, Inc. COM 620076109 12,585 627062 SH D 9 627062 0 0
Motorola, Inc. COM 620076109 221 10950 SH D 12 10950 0 0
Motorola, Inc. COM 620076109 843 41830 SH D 20 41830 0 0
Motorola, Inc. COM 620076109 22,583 1120726 SH D 31 1120726 0 0
Motorola, Inc. COM 620076109 667 33100 SH D 51 33100 0 0
Movie Gallery, Inc. COM 624581104 206 35000 SH D 9 35000 0 0
MUELLER WATER PRODUCTS INC-A COM 624758108 1,154 64550 SH D 9 64550 0 0
MUELLER WATER PRODUCTS INC-A COM 624758108 17 1000 SH D 17 1000 0 0
MULTI-FINELINE ELECTRONIX IN COM 62541B101 17 500 SH D 20 500 0 0
Multimedia Games, Inc. COM 625453105 198 20000 SH D 9 20000 0 0
Multimedia Games, Inc. COM 625453105 988 97512 SH D 31 97512 0 0
Murphy Oil Corp. COM 626717102 383 6856 SH D 8 6856 0 0
Murphy Oil Corp. COM 626717102 1,028 18428 SH D 9 18428 0 0
Mylan Laboratories Inc. COM 628530107 182 9076 SH D 8 9076 0 0
Mylan Laboratories Inc. COM 628530107 2,309 114487 SH D 9 114487 0 0
Mylan Laboratories Inc. COM 628530107 140 7000 SH D 20 7000 0 0
Mylan Laboratories Inc. COM 628530107 3,803 190174 SH D 31 190174 0 0
Mylan Laboratories Inc. COM 628530107 2,910 145500 SH D 51 145500 0 0
Mylan Laboratories Inc. COM 628530107 51 2550 SH D 54 2550 0 0
Myriad Genetics, Inc. COM 62855J104 530 20980 SH D 51 20980 0 0
MYOGEN INC COM 62856E104 0 2 SH D 9 2 0 0
MYOGEN INC COM 62856E104 15 510 SH D 54 510 0 0
NBTY INC COM 628782104 170 7100 SH D 31 7100 0 0
NCI Building Systems, Inc. COM 628852105 1,452 27300 SH D 31 27300 0 0
NCO GROUP INC COM 628858102 3,691 139809 SH D 9 139809 0 0
NCR Corporation COM 62886E108 277 7557 SH D 8 7557 0 0
NCR Corporation COM 62886E108 158 4302 SH D 9 4302 0 0
NCR Corporation COM 62886E108 528 14400 SH D 51 14400 0 0
NDS GROUP PLC-SPONS ADR COM 628891103 44 950 SH D 20 950 0 0
NS Group, Inc. COM 628916108 2,363 43144 SH D 9 43144 0 0
NS Group, Inc. COM 628916108 10,146 184200 SH D 31 184200 0 0
NII HOLDINGS INC COM 62913F201 12 208 SH D 8 208 0 0
NII HOLDINGS INC CL B 62913F201 266 4752 SH D 9 4752 0 0
NRG ENERGY INC COM 629377508 5,126 106400 SH D 31 106400 0 0
NTL INC COM 62941W101 11 436 SH D 8 436 0 0
NTL INC COM 62941W101 250 10014 SH D 9 10014 0 0
NTL INC COM 62941W101 0 1 SH D 12 1 0 0
NTL INC COM 62941W101 0 6 SH D 17 6 0 0
NTL INC COM 62941W101 13 510 SH D 20 510 0 0
NVR COM 62944T105 1,440 2852 SH D 9 2852 0 0
NYSE GROUP INC COM 62949W103 782 152850 SH D 9 152850 0 0
NYSE GROUP INC COM 62949W103 112 1640 SH D 20 1640 0 0
Nabi Biopharmaceuticals COM 629519109 6 1000 SH D 20 1000 0 0
NACCO INDUSTRIES-CL A COM 629579103 1,127 8200 SH D 51 8200 0 0
NALCO HOLDING CO COM 62985Q101 1,653 96000 SH D 9 96000 0 0
NALCO HOLDING CO COM 62985Q101 693 39300 SH D 31 39300 0 0
NAM TAI ELECTRONICS INC COM 629865205 803 36500 SH D 9 36500 0 0
NAM TAI ELECTRONICS INC COM 629865205 2,752 123000 SH D 31 123000 0 0
Nanophase Technologies Corp. COM 630079101 14 2000 SH D 20 2000 0 0
Napster Inc COM 630797108 15 5000 SH D 20 5000 0 0
NARA BANCORP INC COM 63080P105 83 4409 SH D 51 4409 0 0
NASDAQ-100 INDEX TRCKNG STCK UNIT 631100104 15,493 872867 SH D 9 872867 0 0
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NASDAQ-100 INDEX TRCKNG STCK COM 631100104 7,990 206128 SH D 20 206128 0 0
NASH FINCH CO FRNT 1.631% 3/1 NOTE 631158AD4 14,849 39737000 SH D 9 39737000 0 0
Natco Group, Inc. CL A 63227W203 495 12000 SH D 9 12000 0 0
NATIONAL BANK OF GREECE -ADR ADR 633643408 647 81060 SH D 9 81060 0 0
NATIONAL CITY CORP COM 635405103 823 22729 SH D 8 22729 0 0
NATIONAL CITY CORP COM 635405103 456 12531 SH D 9 12531 0 0
NATIONAL CITY CORP COM 635405103 344 9500 SH D 51 9500 0 0
NATIONAL FINANCIAL PARTNERS COM 63607P208 1,998 45100 SH D 31 45100 0 0
National Fuel Gas Co. COM 636180101 146 4136 SH D 9 4136 0 0
NATL HEALTH INVESTORS INC COM 63633D104 75 2800 SH D 51 2800 0 0
NATIONAL OILWELL VARCO INC COM 637071101 459 7255 SH D 8 7255 0 0
NATIONAL OILWELL VARCO INC COM 637071101 240 3795 SH D 9 3795 0 0
NATIONAL OILWELL VARCO INC COM 637071101 538 8500 SH D 51 8500 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 581 29100 SH D 51 29100 0 0
National Semiconductor Corp. COM 637640103 334 14014 SH D 8 14014 0 0
National Semiconductor Corp. COM 637640103 598 25132 SH D 9 25132 0 0
National Semiconductor Corp. COM 637640103 20,804 872303 SH D 31 872303 0 0
National Semiconductor Corp. COM 637640103 1,133 47500 SH D 51 47500 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 1,975 87738 SH D 31 87738 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 30 2000 SH D 20 2000 0 0
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NEENAH PAPER INC COM 640079109 1,071 35384 SH D 9 35384 0 0
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NEENAH PAPER INC COM 640079109 0 1 SH D 30 1 0 0
NEOWARE INC COM 64065P102 152 12300 SH D 9 12300 0 0
NET 1 UEPS TECHNOLOGIES INC COM 64107N206 303 10500 SH D 9 10500 0 0
NET 1 UEPS TECHNOLOGIES INC COM 64107N206 598 21860 SH D 31 21860 0 0
NETFLIX INC COM 64110L106 5,544 203733 SH D 31 203733 0 0
NETFLIX INC COM 64110L106 1,121 41200 SH D 51 41200 0 0
NETEASE.COM INC -ADR COM 64110W102 6,317 282883 SH D 31 282883 0 0
NETIQ CORP COM 64115P102 160 13100 SH D 9 13100 0 0
NETIQ CORP COM 64115P102 1 62 SH D 20 62 0 0
NETLOGIC MICROSYSTEMS INC COM 64118B100 65 2000 SH D 20 2000 0 0
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NETWORK APPLIANCE INC COM 64120L104 568 16086 SH D 8 16086 0 0
NETWORK APPLIANCE INC COM 64120L104 741 20891 SH D 9 20891 0 0
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NETWORK APPLIANCE INC COM 64120L104 378 10700 SH D 51 10700 0 0
NEUROMETRIX INC COM 641255104 30 1000 SH D 20 1000 0 0
Neurocrine Biosciences, Inc. COM 64125C109 155 14953 SH D 9 14953 0 0
Neurocrine Biosciences, Inc. COM 64125C109 82 7700 SH D 51 7700 0 0
NEUROCHEM INC COM 64125K101 13 1200 SH D 31 1200 0 0
NEUSTAR INC-CLASS A COM 64126X201 34 1000 SH D 17 1000 0 0
NEVSUN RESOURCES L COM 64156L101 115 40000 SH D 17 40000 0 0
Nevsun Resources L COM 64156L101 12 4000 SH D 20 4000 0 0
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NEW CENTURY FINANCIAL CORP COM 6435EV108 408 8894 SH D 1 8894 0 0
NEW CENTURY FINANCIAL CORP COM 6435EV108 320 7000 SH D 20 7000 0 0
NEW CENTURY FINANCIAL CORP COM 6435EV108 1,830 40000 SH D 51 40000 0 0
New Germany Fund COM 644465106 448 36156 SH D 20 36156 0 0
New Gold COM 644535106 36 4000 SH D 20 4000 0 0
NEW GOLD INC CAD NPV COM 644535106 31 3500 SH D 31 3500 0 0
NEW PLAN EXCEL REALTY TRUST COM 648053106 1,237 50100 SH D 31 50100 0 0
NEW RIVER PHARMACEUTICALS COM 648468205 107 3752 SH D 51 3752 0 0
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NEW YORK&CO COM 649295102 598 61200 SH D 31 61200 0 0
NEW YORK TIMES CO -CL A COM 650111107 148 6029 SH D 8 6029 0 0
NEW YORK TIMES CO -CL A CL A 650111107 73 3016 SH D 9 3016 0 0
NEW YORK TIMES CO -CL A COM 650111107 9,724 400000 SH D 32 400000 0 0
NEWCASTLE INVT CORP COM 65105M108 800 31600 SH D 31 31600 0 0
Newell Rubbermaid Inc. COM 651229106 294 11398 SH D 8 11398 0 0
Newell Rubbermaid Inc. COM 651229106 136 5259 SH D 9 5259 0 0
Newell Rubbermaid Inc. COM 651229106 475 18400 SH D 51 18400 0 0
NEWMARKET CORP COM 651587107 652 13300 SH D 31 13300 0 0
Newmont Mining Corp. (Holding COM 651639106 990 18706 SH D 8 18706 0 0
Newmont Mining Corp. (Holding COM 651639106 6,867 128794 SH D 9 128794 0 0
Newmont Mining Corp. (Holding COM 651639106 637 12040 SH D 20 12040 0 0
Newmont Mining Corp. (Holding COM 651639106 1,879 35500 SH D 51 35500 0 0
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NEWPORT CORPORATION USD 0.1167 COM 651824104 0 15 SH D 31 15 0 0
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NEWS CORP-CL A COM 65248E104 1,615 84190 SH D 17 84190 0 0
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NEWS CORP-CLASS B COM 65248E203 255 12612 SH D 20 12612 0 0
NICE SYSTEMS LTD-SPONS ADR COM 653656108 2,992 106316 SH D 31 106316 0 0
Nicor Inc. COM 654086107 76 1835 SH D 8 1835 0 0
Nicor Inc. COM 654086107 62 1505 SH D 9 1505 0 0
Nicor Inc. COM 654086107 560 13500 SH D 31 13500 0 0
Nicor Inc. COM 654086107 87 2100 SH D 51 2100 0 0
NIKE INC -CL B COM 654106103 637 7859 SH D 8 7859 0 0
NIKE INC -CL B CL B 654106103 0 64215 SH D 9 64215 0 0
NIKE INC -CL B COM 654106103 160 1980 SH D 20 1980 0 0
NIKE INC -CL B COM 654106103 29,192 360400 SH D 31 360400 0 0
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NIKE INC -CL B COM 654106103 24 300 SH D 52 300 0 0
99 CENTS ONLY STORES COM 65440K106 605 57800 SH D 31 57800 0 0
NIPPON TELEGRAPH&TELE-ADR COM 654624105 12 500 SH D 20 500 0 0
NIPPON TELEGRAPH&TELE-ADR COM 654624105 4,539 185500 SH D 31 185500 0 0
NiSource Inc. COM 65473P105 247 11320 SH D 8 11320 0 0
NiSource Inc. COM 65473P105 109 4976 SH D 9 4976 0 0
NISSAN MOTOR CO LTD-SPON ADR COM 654744408 33 1480 SH D 20 1480 0 0
NITROMED INC COM 654798503 29 6000 SH D 54 6000 0 0
NOKIA CORP-SPON ADR ADR 654902204 51,034 5193176 SH D 9 5193176 0 0
NOKIA CORP-SPON ADR COM 654902204 193 9550 SH D 12 9550 0 0
NOKIA CORP-SPON ADR COM 654902204 53 2636 SH D 17 2636 0 0
NOKIA CORP-SPON ADR COM 654902204 237 11709 SH D 20 11709 0 0
NOKIA CORP-SPON ADR COM 654902204 4,551 224640 SH D 31 224640 0 0
Noble Energy, Inc. COM 655044105 2,165 46001 SH D 9 46001 0 0
Nomura Holding Inc - Adr COM 65535H208 5,420 288300 SH D 31 288300 0 0
NORDSTROM INC COM 655664100 331 9076 SH D 8 9076 0 0
NORDSTROM INC COM 655664100 3,264 89795 SH D 9 89795 0 0
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Nortel Networks Corp COM 656568102 6 2763 SH D 17 2763 0 0
Nortel Networks Corp COM 656568102 20,683 9233473 SH D 20 9233473 0 0
Nortel Networks Corp COM 656568102 284 127000 SH D 54 127000 0 0
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NORTH FORK BANCORPORATION COM 659424105 136 4500 SH D 20 4500 0 0
Northeast Utilities COM 664397106 1,276 61708 SH D 31 61708 0 0
NORTHERN ORION RESOURCES INC C COM 665575106 443 89600 SH D 31 89600 0 0
Northern Trust Corp. COM 665859104 425 7692 SH D 8 7692 0 0
Northern Trust Corp. COM 665859104 250 4513 SH D 9 4513 0 0
Northern Trust Corp. COM 665859104 26 475 SH D 20 475 0 0
Northern Trust Corp. COM 665859104 7,948 143727 SH D 31 143727 0 0
Northern Trust Corp. COM 665859104 1,797 32500 SH D 51 32500 0 0
NORTHGATE MINERALS CORP COM 666416102 2,209 595492 SH D 9 595492 0 0
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Northrop Grumman Corp COM 666807102 933 14563 SH D 8 14563 0 0
Northrop Grumman Corp COM 666807102 515 8032 SH D 9 8032 0 0
Northrop Grumman Corp COM 666807102 974 15200 SH D 51 15200 0 0
Northwest Natural Gas Co. COM 667655104 163 4466 SH D 9 4466 0 0
NORTHWESTERN CORP COM 668074305 6,779 198849 SH D 9 198849 0 0
NORTHWESTERN CORP COM 668074305 38 1116 SH D 31 1116 0 0
NORTHWESTERN CORP COM 668074305 924 26900 SH D 51 26900 0 0
NOVATEL WIRELESS INC COM 66987M604 10 1000 SH D 20 1000 0 0
NOVARTIS AG-ADR COM 66987V109 2,647 49100 SH D 31 49100 0 0
Nu Horizons Electronics Corp. COM 669908105 1 75 SH D 20 75 0 0
NOVASTAR FINANCIAL INC COM 669947400 95 3000 SH D 20 3000 0 0
NOVATEL INC COM 669954109 2,048 59869 SH D 9 59869 0 0
Novavax, Inc. COM 670002104 5 1000 SH D 20 1000 0 0
Novell, Inc. COM 670006105 107 16168 SH D 8 16168 0 0
Novell, Inc. COM 670006105 0 75810 SH D 9 75810 0 0
Novell, Inc. COM 670006105 17 2500 SH D 20 2500 0 0
NOVELL INC DBCV 0.500% 7/1 NOTE 670006AC9 4,462 5000000 SH D 9 5000000 0 0
NOVELLUS SYSTEMS INC COM 670008101 137 5538 SH D 8 5538 0 0
NOVELLUS SYSTEMS INC COM 670008101 85 3423 SH D 9 3423 0 0
NOVELLUS SYSTEMS INC COM 670008101 5 193 SH D 20 193 0 0
NOVELLUS SYSTEMS INC COM 670008101 22 900 SH D 51 900 0 0
NOVELIS INC COM 67000X106 1,437 66300 SH D 9 66300 0 0
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NOVELIS INC COM 67000X106 237 11000 SH D 31 11000 0 0
NOVO-NORDISK A/S-SPONS ADR COM 670100205 10 154 SH D 20 154 0 0
NOVOGEN LIMITED-SPONS ADR COM 67010F103 60 6570 SH D 17 6570 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 443 30000 SH D 9 30000 0 0
NU SKIN ENTERPRISES INC - A COM 67018T105 59 4000 SH D 20 4000 0 0
NU SKIN ENTERPRISES INC - A COM 67018T105 198 13300 SH D 31 13300 0 0
NTELOS HOLDINGS CORP COM 67020Q107 313 21650 SH D 51 21650 0 0
Nucor Corp. COM 670346105 700 12906 SH D 8 12906 0 0
Nucor Corp. COM 670346105 1,377 25160 SH D 9 25160 0 0
Nucor Corp. COM 670346105 92 1700 SH D 17 1700 0 0
Nucor Corp. COM 670346105 56 1040 SH D 20 1040 0 0
Nucor Corp. COM 670346105 25,259 465600 SH D 31 465600 0 0
Nucor Corp. COM 670346105 2,447 45100 SH D 51 45100 0 0
NVIDIA CORP COM 67066G104 323 15160 SH D 8 15160 0 0
NVIDIA CORP COM 67066G104 394 18465 SH D 9 18465 0 0
NVIDIA CORP COM 67066G104 149 7000 SH D 20 7000 0 0
NVIDIA CORP COM 67066G104 3,376 158586 SH D 51 158586 0 0
NVIDIA CORP COM 67066G104 21 1000 SH D 54 1000 0 0
NUTRI/SYSTEM INC COM 67069D108 3,908 62900 SH D 31 62900 0 0
OM Group, Inc. COM 670872100 5,343 173200 SH D 31 173200 0 0
OM Group, Inc. COM 670872100 170 5500 SH D 51 5500 0 0
OSI Systems, Inc. COM 671044105 27 1500 SH D 17 1500 0 0
OCCIDENTAL PETROLEUM CORP ORD COM 674599105 1,834 17886 SH D 8 17886 0 0
OCCIDENTAL PETROLEUM CORP ORD COM 674599105 2,511 75330 SH D 9 75330 0 0
OCCIDENTAL PETROLEUM CORP ORD COM 674599105 51 500 SH D 20 500 0 0
OCCIDENTAL PETROLEUM CORP ORD COM 674599105 133 1300 SH D 51 1300 0 0
Oceaneering International, Inc COM 675232102 46 1000 SH D 17 1000 0 0
Oceaneering International, Inc COM 675232102 10,335 225408 SH D 31 225408 0 0
Odyssey Healthcare, Inc. COM 67611V101 221 12600 SH D 31 12600 0 0
Odyssey Healthcare, Inc. COM 67611V101 72 4100 SH D 51 4100 0 0
Office Depot, Inc. COM 676220106 61 1602 SH D 1 1602 0 0
Office Depot, Inc. COM 676220106 467 12279 SH D 8 12279 0 0
Office Depot, Inc. COM 676220106 285 7496 SH D 9 7496 0 0
Office Depot, Inc. COM 676220106 4,788 126000 SH D 51 126000 0 0
OFFICEMAX INC COM 67622P101 120 2942 SH D 8 2942 0 0
OFFICEMAX INC COM 67622P101 51 1248 SH D 9 1248 0 0
OFFICEMAX INC COM 67622P101 5,950 146000 SH D 31 146000 0 0
OFFICEMAX INC COM 67622P101 86 2100 SH D 51 2100 0 0
OIL SERVICE HOLDRS TRUST Trus 678002106 10,411 157700 SH D 9 157700 0 0
OIL SERVICE HOLDRS TRUST COM 678002106 1,838 12300 SH D 20 12300 0 0
Olin Corp COM 680665205 192 10700 SH D 31 10700 0 0
OMNICOM GROUP COM 681919106 633 7109 SH D 8 7109 0 0
OMNICOM GROUP COM 681919106 349 3911 SH D 9 3911 0 0
OMNICOM GROUP COM 681919106 523 5867 SH D 10 5867 0 0
OMNICOM GROUP COM 681919106 33 370 SH D 17 370 0 0
OMNICOM GROUP COM 681919106 184 2065 SH D 20 2065 0 0
OMNICOM GROUP COM 681919106 1,051 11800 SH D 51 11800 0 0
Omnivision Technologies, Inc. COM 682128103 251 12000 SH D 9 12000 0 0
Omnivision Technologies, Inc. COM 682128103 8,234 389847 SH D 31 389847 0 0
Omnivision Technologies, Inc. COM 682128103 34 1600 SH D 54 1600 0 0
OMNICELL INC COM 68213N109 93 6650 SH D 9 6650 0 0
ON SEMICONDUCTOR CORPORATION COM 682189105 35 6000 SH D 20 6000 0 0
1-800-FLOWERS.COM INC-CL A COM 68243Q106 77 13300 SH D 51 13300 0 0
ONYX PHARMACEUTICALS INC COM 683399109 199 11849 SH D 31 11849 0 0
VIMPELCOM-SP ADR COM 68370R109 34 750 SH D 17 750 0 0
VIMPELCOM-SP ADR COM 68370R109 435 9500 SH D 20 9500 0 0
VIMPELCOM-SP ADR COM 68370R109 6,172 134700 SH D 31 134700 0 0
OPEN TEXT CORP COM 683715106 0 1200 SH D 9 1200 0 0
OPEN SOLUTIONS INC COM 68371P102 6 237 SH D 31 237 0 0
OPSWARE INC COM 68383A101 777 94300 SH D 51 94300 0 0
Oracle Corp. COM 68389X105 2,410 165299 SH D 8 165299 0 0
Oracle Corp. COM 68389X105 0 653300 SH D 9 653300 0 0
Oracle Corp. COM 68389X105 88 6044 SH D 17 6044 0 0
Oracle Corp. COM 68389X105 1,360 93887 SH D 20 93887 0 0
Oracle Corp. COM 68389X105 1 64 SH D 31 64 0 0
Oracle Corp. COM 68389X105 1,269 87561 SH D 51 87561 0 0
Oracle Corp. COM 68389X105 177 12200 SH D 52 12200 0 0
OPTION CARE INC COM 683948103 180 15000 SH D 20 15000 0 0
OPTIONSXPRESS HOLDINGS INC COM 684010101 5 220 SH D 54 220 0 0
Orbital Sciences Corp. COM 685564106 2,245 139100 SH D 31 139100 0 0
OREZONE RESOURCES INC CAD NPV COM 685921108 54 36400 SH D 31 36400 0 0
Oregon Steel Mills, Inc. COM 686079104 4,640 91600 SH D 31 91600 0 0
ORIGEN FINANCIAL INC COM 68619E208 6 1000 SH D 17 1000 0 0
ORMAT TECHNOLOGIES INC COM 686688102 298 7800 SH D 51 7800 0 0
ORTHOVITA INC COM 68750U102 5 1130 SH D 20 1130 0 0
OSCIENT PHARMACEUTICALS CORP COM 68812R105 7 7800 SH D 20 7800 0 0
Oshkosh Truck Corp COM 688239201 378 8000 SH D 9 8000 0 0
Oshkosh Truck Corp COM 688239201 8 160 SH D 54 160 0 0
Overseas Shipholding Group, In COM 690368105 1,007 17000 SH D 9 17000 0 0
Overseas Shipholding Group, In COM 690368105 313 5284 SH D 17 5284 0 0
Overseas Shipholding Group, In COM 690368105 39 660 SH D 20 660 0 0
Overseas Shipholding Group, In COM 690368105 12,149 205400 SH D 31 205400 0 0
Overseas Shipholding Group, In COM 690368105 349 5900 SH D 51 5900 0 0
Owens & Minor, Inc. COM 690732102 1,021 35700 SH D 31 35700 0 0
OXFORD INDUSTRIES INC COM 691497309 969 24600 SH D 51 24600 0 0
OXIGENE INC COM 691828107 48 12800 SH D 31 12800 0 0
P.A.M. TRANSPORTATION SVCS COM 693149106 84 2900 SH D 51 2900 0 0
PG&E Corp COM 69331C108 563 14338 SH D 8 14338 0 0
PG&E Corp COM 69331C108 278 7117 SH D 9 7117 0 0
PG&E Corp COM 69331C108 405 10300 SH D 51 10300 0 0
PHH CORP COM 693320202 1,435 52988 SH D 9 52988 0 0
PHI INC-NON VOTING COM 69336T205 65 1900 SH D 9 1900 0 0
PMC-Sierra, Inc. COM 69344F106 79 8713 SH D 8 8713 0 0
PMC-Sierra, Inc. COM 69344F106 42 4795 SH D 9 4795 0 0
PMC-Sierra, Inc. COM 69344F106 1 54 SH D 17 54 0 0
PMC-Sierra, Inc. COM 69344F106 3 300 SH D 20 300 0 0
PMC-Sierra, Inc. COM 69344F106 24 2500 SH D 54 2500 0 0
The PMI Group, Inc. COM 69344M101 1,959 44000 SH D 9 44000 0 0
PNC Financial Services Group, COM 693475105 865 12334 SH D 8 12334 0 0
PNC Financial Services Group, COM 693475105 474 6760 SH D 9 6760 0 0
PNC Financial Services Group, COM 693475105 351 5000 SH D 51 5000 0 0
POSCO-ADR ADR 693483109 156 2350 SH D 9 2350 0 0
POSCO-ADR COM 693483109 308 4600 SH D 20 4600 0 0
POSCO-ADR COM 693483109 910 13600 SH D 31 13600 0 0
PPG Industries, Inc. COM 693506107 453 6865 SH D 8 6865 0 0
PPG Industries, Inc. COM 693506107 1,082 16498 SH D 9 16498 0 0
PPG Industries, Inc. COM 693506107 132 2000 SH D 20 2000 0 0
PPL CORPORATION COM 69351T106 510 15788 SH D 8 15788 0 0
PPL CORPORATION COM 69351T106 260 8189 SH D 9 8189 0 0
PPL CORPORATION COM 69351T106 31 950 SH D 20 950 0 0
PPL CORPORATION COM 69351T106 2,653 82147 SH D 31 82147 0 0
PPL CORPORATION COM 69351T106 52 1600 SH D 51 1600 0 0
PW EAGLE INC COM 69366Y108 2,278 74778 SH D 9 74778 0 0
PW EAGLE INC COM 69366Y108 2,112 69857 SH D 31 69857 0 0
Paccar Inc. COM 693718108 601 7295 SH D 8 7295 0 0
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PACER INTERNATIONAL INC COM 69373H106 109 3342 SH D 31 3342 0 0
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PACIFIC ENERGY PARTNERS LP COM 69422R105 489 15000 SH D 31 15000 0 0
PACIFIC ETHANOL INC COM 69423U107 28 1200 SH D 20 1200 0 0
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PACIFIC ETHANOL INC COM 69423U107 3,966 171551 SH D 31 171551 0 0
PACIFICNET INC COM 69511V207 15 2000 SH D 20 2000 0 0
PACKAGING CORP OF AMERICA COM 695156109 19 850 SH D 20 850 0 0
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Pall Corp COM 696429307 997 35600 SH D 51 35600 0 0
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PEPCO HOLDINGS INC COM 713291102 14,178 600000 SH D 32 600000 0 0
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PEPSICO INC COM 713448108 106 1763 SH D 20 1763 0 0
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PETROCHINA CO LTD -ADR COM 71646E100 207 1915 SH D 17 1915 0 0
PETROFUND ENERGY TRUST TR UNIT UNIT 71648W108 0 30000 SH D 9 30000 0 0
PETROHAWK ENERGY CORP COM 716495106 0 2 SH D 9 2 0 0
PETROLEO BRASILEIRO S.A.-ADR COM 71654V101 4 56 SH D 20 56 0 0
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PROLOGIS BEN 743410102 272 5201 SH D 9 5201 0 0
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Rentech, Inc. COM 760112102 183 37550 SH D 9 37550 0 0
REPSOL YPF SA -SPONSORED ADR COM 76026T205 54 1933 SH D 20 1933 0 0
REPSOL YPF SA -SPONSORED ADR COM 76026T205 4,346 154900 SH D 31 154900 0 0
REPUBLIC SERVICES INC COM 760759100 1,553 38586 SH D 9 38586 0 0
REPUBLIC SERVICES INC COM 760759100 8,439 209200 SH D 31 209200 0 0
RESEARCH IN MOTION COM 760975102 18 260 SH D 8 260 0 0
RESEARCH IN MOTION COM 760975102 1,180 17061 SH D 9 17061 0 0
Respironics, Inc. COM 761230101 1,737 50753 SH D 31 50753 0 0
RETAIL VENTURES INC COM 76128Y102 1,812 101700 SH D 31 101700 0 0
RETAIL VENTURES INC COM 76128Y102 1,786 100200 SH D 51 100200 0 0
REVLON INC-CL A CL A 761525500 1,524 1146200 SH D 9 1146200 0 0
Reynolds & Reynolds Co. (The) CL A 761695105 921 30000 SH D 9 30000 0 0
REYNOLDS AMERICAN INC COM 761713106 410 3552 SH D 8 3552 0 0
REYNOLDS AMERICAN INC COM 761713106 218 1898 SH D 9 1898 0 0
REYNOLDS AMERICAN INC COM 761713106 11,760 101995 SH D 51 101995 0 0
RIO TINTO PLC-SPON ADR ADR 767204100 54,229 513128 SH D 9 513128 0 0
RIO TINTO PLC-SPON ADR COM 767204100 20,614 98300 SH D 31 98300 0 0
RITCHIE BROS. AUCTIONEERS COM 767744105 2,276 42500 SH D 31 42500 0 0
RITE AID CORP COM 767754104 2,353 557600 SH D 9 557600 0 0
ROBBINS&MYERS INC COM 770196103 329 12600 SH D 51 12600 0 0
ROBERT HALF INTL INC COM 770323103 299 7120 SH D 8 7120 0 0
ROBERT HALF INTL INC COM 770323103 181 4339 SH D 9 4339 0 0
ROBERT HALF INTL INC COM 770323103 2,877 68496 SH D 31 68496 0 0
ROBERT HALF INTL INC COM 770323103 2,751 65500 SH D 51 65500 0 0
ROCKWELL AUTOMATION INC COM 773903109 530 7359 SH D 8 7359 0 0
ROCKWELL AUTOMATION INC COM 773903109 408 5649 SH D 9 5649 0 0
ROCKWELL AUTOMATION INC COM 773903109 598 8300 SH D 51 8300 0 0
Rockwell Collins, Inc. COM 774341101 400 7154 SH D 8 7154 0 0
Rockwell Collins, Inc. COM 774341101 213 3822 SH D 9 3822 0 0
Rockwell Collins, Inc. COM 774341101 2,732 48900 SH D 51 48900 0 0
Rofin-Sinar Technologies, Inc. COM 775043102 54 942 SH D 31 942 0 0
ROGERS COMMUNICATIONS -CL B COM 775109200 6,776 167450 SH D 31 167450 0 0
Rogers Corp. COM 775133101 569 10100 SH D 31 10100 0 0
Rohm and Haas Co. COM 775371107 300 5980 SH D 8 5980 0 0
Rohm and Haas Co. COM 775371107 894 17835 SH D 9 17835 0 0
Rohm and Haas Co. COM 775371107 2,949 58836 SH D 31 58836 0 0
ROSS STORES INC COM 778296103 6 200 SH D 8 200 0 0
ROSS STORES INC COM 778296103 131 4607 SH D 9 4607 0 0
ROSTELECOM-SPONSORED ADR ADR 778529107 64 2243 SH D 9 2243 0 0
Rowan Companies, Inc. COM 779382100 162 4539 SH D 8 4539 0 0
Rowan Companies, Inc. COM 779382100 64 1807 SH D 9 1807 0 0
Rowan Companies, Inc. COM 779382100 27 750 SH D 20 750 0 0
ROYAL GROUP TECHNOLOGIES LTD COM 779915107 10 900 SH D 31 900 0 0
ROYAL BANK OF CANADA COM 780087102 246 6040 SH D 17 6040 0 0
ROYAL BANK OF CANADA COM 780087102 8 200 SH D 20 200 0 0
Royal Bank of Scot COM 780097820 38 1500 SH D 20 1500 0 0
Royal Bank of Scot COM 780097887 295 11700 SH D 20 11700 0 0
ROYAL DUTCH SHELL PLC-ADR COM 780259107 24 344 SH D 20 344 0 0
ROYAL DUTCH SHELL PLC-ADR COM 780259107 969 13864 SH D 31 13864 0 0
ROYAL DUTCH SHELL PLC-ADR A SPON 780259206 95,098 1415362 SH D 9 1415362 0 0
ROYAL DUTCH SHELL PLC-ADR A COM 780259206 1,000 14925 SH D 20 14925 0 0
ROYAL DUTCH SHELL PLC-ADR A COM 780259206 2,592 38700 SH D 31 38700 0 0
RUBY TUESDAY INC COM 781182100 1,255 51414 SH D 31 51414 0 0
Russell Corp. COM 782352108 381 21000 SH D 31 21000 0 0
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 325 52408 SH D 9 52408 0 0
RYANAIR HOLDINGS PLC-SP ADR COM 783513104 1,210 22954 SH D 31 22954 0 0
Ryder Sys Inc COM 783549108 148 2527 SH D 8 2527 0 0
Ryder Sys Inc COM 783549108 81 1394 SH D 9 1394 0 0
Ryder Sys Inc COM 783549108 789 13500 SH D 51 13500 0 0
Ryerson Tull, Inc. COM 78375P107 3,421 126700 SH D 31 126700 0 0
Ryerson Tull, Inc. COM 78375P107 467 17300 SH D 51 17300 0 0
The Ryland Group, Inc. COM 783764103 3,257 165712 SH D 9 165712 0 0
The Ryland Group, Inc. COM 783764103 1,054 24200 SH D 51 24200 0 0
SEI Investment Company COM 784117103 6,001 122764 SH D 31 122764 0 0
SK TELECOM CO LTD-ADR ADR 78440P108 0 1 SH D 9 1 0 0
SLM CORP COM 78442P106 917 17327 SH D 8 17327 0 0
SLM CORP COM 78442P106 512 7009666 SH D 9 7009666 0 0
SLM CORP COM 78442P106 18,305 345894 SH D 31 345894 0 0
SLM CORP COM 78442P106 238,590 4500000 SH D 32 4500000 0 0
SLM CORP COM 78442P106 3,064 57900 SH D 51 57900 0 0
SPDR TRUST SERIES 1 UNIT 78462F103 0 1000000 SH D 9 1000000 0 0
SPDR TRUST SERIES 1 COM 78462F103 13,860 108895 SH D 12 108895 0 0
SPDR TRUST SERIES 1 COM 78462F103 22,570 177325 SH D 20 177325 0 0
SPDR TRUST SERIES 1 COM 78462f103 152,616 1200000 SH D 32 1200000 0 0
SPX Corp. COM 784635104 15,538 277704 SH D 31 277704 0 0
S1 CORPORATION COM 78463B101 238 50000 SH D 9 50000 0 0
SSA GLOBAL TECHNOLOGIES INC COM 78465P108 6,732 347535 SH D 9 347535 0 0
SVB Financial Group COM 78486Q101 2 41 SH D 31 41 0 0
SABRE HOLDINGS CORP ORD USD0.0 COM 785905100 120 5475 SH D 8 5475 0 0
SABRE HOLDINGS CORP ORD USD0.0 CL A 785905100 56 2522 SH D 9 2522 0 0
SABRE HOLDINGS CORP ORD USD0.0 COM 785905100 1,596 72561 SH D 31 72561 0 0
SABRE HOLDINGS CORP ORD USD0.0 COM 785905100 260 11800 SH D 51 11800 0 0
SAFECO CORP COM 786429100 288 5118 SH D 8 5118 0 0
SAFECO CORP COM 786429100 162 2892 SH D 9 2892 0 0
SAFECO CORP COM 786429100 394 7000 SH D 51 7000 0 0
Safeguard Scientifics, Inc. COM 786449108 0 190 SH D 20 190 0 0
SAFENET INC COM 78645R107 343 19379 SH D 31 19379 0 0
SAFEWAY INC COM 786514208 485 18673 SH D 8 18673 0 0
SAFEWAY INC COM 786514208 220 19666 SH D 9 19666 0 0
SAFEWAY INC COM 786514208 16 600 SH D 20 600 0 0
SAFEWAY INC COM 786514208 595 22900 SH D 51 22900 0 0
SAFLINK CORP COM 786578302 1 4050 SH D 17 4050 0 0
St. Jude Medical, Inc. COM 790849103 493 15221 SH D 8 15221 0 0
St. Jude Medical, Inc. COM 790849103 277 8523 SH D 9 8523 0 0
St. Jude Medical, Inc. COM 790849103 45,751 1411200 SH D 31 1411200 0 0
St. Jude Medical, Inc. COM 790849103 1,050 32400 SH D 51 32400 0 0
St. Mary Land & Exploration Co COM 792228108 3,671 91200 SH D 31 91200 0 0
ST PAUL TRAVELERS COS INC/THE COM 792860108 1,288 28895 SH D 8 28895 0 0
ST PAUL TRAVELERS COS INC/THE COM 792860108 689 15427 SH D 9 15427 0 0
ST PAUL TRAVELERS COS INC/THE COM 792860108 5 112 SH D 10 112 0 0
ST PAUL TRAVELERS COS INC/THE COM 792860108 65 1460 SH D 17 1460 0 0
ST PAUL TRAVELERS COS INC/THE COM 792860108 5 122 SH D 20 122 0 0
ST PAUL TRAVELERS COS INC/THE COM 792860108 14,511 325000 SH D 32 325000 0 0
ST PAUL TRAVELERS COS INC/THE COM 792860108 6,928 155400 SH D 51 155400 0 0
ST PAUL TRAVELERS COS INC/THE COM 792860108 42 935 SH D 52 935 0 0
Saks Incorporated COM 79377W108 79 4900 SH D 51 4900 0 0
SALESFORCE.COM INC COM 79466L302 13 500 SH D 20 500 0 0
Salton Inc COM 795757103 0 50 SH D 20 50 0 0
SAN JUAN BASIN ROYALTY TR COM 798241105 4,035 103600 SH D 31 103600 0 0
Sandisk Corp. COM 80004C101 431 8437 SH D 8 8437 0 0
Sandisk Corp. COM 80004C101 8,615 167537 SH D 9 167537 0 0
Sandisk Corp. COM 80004C101 109 2140 SH D 20 2140 0 0
Sandisk Corp. COM 80004C101 3,176 62300 SH D 51 62300 0 0
Sandisk Corp. COM 80004C101 36 700 SH D 54 700 0 0
JOHN B. SANFILIPPO&SON COM 800422107 637 50137 SH D 9 50137 0 0
Sanmina-SCI Corp. COM 800907107 102 22095 SH D 8 22095 0 0
Sanmina-SCI Corp. COM 800907107 50 10833 SH D 9 10833 0 0
Sanmina-SCI Corp. COM 800907107 1 150 SH D 20 150 0 0
SANOFI-AVENTIS-ADR ADR 80105N105 610 12525 SH D 9 12525 0 0
SAP AG-SPONSORED ADR ADR 803054204 23,664 1348794 SH D 9 1348794 0 0
SAPIENT CORPORATION COM 803062108 90 17000 SH D 20 17000 0 0
Sara Lee Corp. COM 803111103 506 31562 SH D 8 31562 0 0
Sara Lee Corp. COM 803111103 0 34956 SH D 9 34956 0 0
Sara Lee Corp. COM 803111103 7 423 SH D 20 423 0 0
Sara Lee Corp. COM 803111103 21,590 1347700 SH D 31 1347700 0 0
SASOL LTD-SPONSORED ADR COM 803866300 6,689 173100 SH D 31 173100 0 0
SATYAM COMPUTER SERVICES-ADR COM 804098101 60 1800 SH D 12 1800 0 0
SATYAM COMPUTER SERVICES-ADR COM 804098101 27 800 SH D 20 800 0 0
SATYAM COMPUTER SERVICES-ADR COM 804098101 60 1800 SH D 52 1800 0 0
SATYAM COMPUTER SERVICES-ADR COM 804098101 76 2300 SH D 54 2300 0 0
SCANA CORP COM 80589M102 5,960 154491 SH D 31 154491 0 0
SCANSOURCE INC COM 806037107 0 2 SH D 31 2 0 0
Schering-Plough Corp. COM 806605101 1,169 61429 SH D 8 61429 0 0
Schering-Plough Corp. COM 806605101 3,950 208327 SH D 9 208327 0 0
Schering-Plough Corp. COM 806605101 8,980 471894 SH D 31 471894 0 0
Schering-Plough Corp. COM 806605101 755 39700 SH D 51 39700 0 0
Schering-Plough Corp. COM 806605101 3 176 SH D 52 176 0 0
SCHLUMBERGER LTD COM 806857108 3,195 49068 SH D 8 49068 0 0
SCHLUMBERGER LTD COM 806857108 14,598 223857 SH D 9 223857 0 0
SCHLUMBERGER LTD COM 806857108 1,441 22136 SH D 20 22136 0 0
SCHLUMBERGER LTD COM 806857108 4,187 64300 SH D 51 64300 0 0
SCHNITZER STEEL INDS INC-A COM 806882106 1,738 48995 SH D 31 48995 0 0
SCHOLASTIC CORP COM 807066105 1,691 65132 SH D 31 65132 0 0
SCHOLASTIC CORP COM 807066105 473 18227 SH D 51 18227 0 0
SCHOOL SPECIALTY INC COM 807863105 561 17711 SH D 9 17711 0 0
SCHWAB (CHARLES) CORP COM 808513105 682 42844 SH D 8 42844 0 0
SCHWAB (CHARLES) CORP COM 808513105 934 59065 SH D 9 59065 0 0
SCHWAB (CHARLES) CORP COM 808513105 33 2061 SH D 17 2061 0 0
SCHWAB (CHARLES) CORP COM 808513105 22 1350 SH D 20 1350 0 0
SCHWAB (CHARLES) CORP COM 808513105 5,999 375385 SH D 31 375385 0 0
SCHWAB (CHARLES) CORP COM 808513105 1,881 117700 SH D 51 117700 0 0
SCOTTISH POWER PLC-ADR COM 81013T804 15 337 SH D 20 337 0 0
EW SCRIPPS CO COM 811054204 152 3532 SH D 8 3532 0 0
EW SCRIPPS CO CL A 811054204 86 1983 SH D 9 1983 0 0
EW SCRIPPS CO COM 811054204 11,506 266713 SH D 31 266713 0 0
EW SCRIPPS CO COM 811054204 224 5200 SH D 51 5200 0 0
SCS Transportation, Inc. COM 81111T102 704 25744 SH D 9 25744 0 0
SEA CONTAINERS LTD-CL A CL A 811371707 137 29100 SH D 9 29100 0 0
SEA CONTAINERS LTD-CL A COM 811371707 103 21680 SH D 17 21680 0 0
SEABOARD CORP COM 811543107 648 506 SH D 51 506 0 0
SEABRIGHT INSURANCE HOLDINGS COM 811656107 85 5300 SH D 51 5300 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 346 49700 SH D 51 49700 0 0
SEALED AIR CORP COM 81211K100 176 3379 SH D 8 3379 0 0
SEALED AIR CORP COM 81211K100 84 1607 SH D 9 1607 0 0
SEALED AIR CORP COM 81211K100 73 1400 SH D 51 1400 0 0
SEARS HOLDINGS CORP COM 812350106 664 4278 SH D 8 4278 0 0
SEARS HOLDINGS CORP COM 812350106 1,160 7431 SH D 9 7431 0 0
SEARS HOLDINGS CORP COM 812350106 5 31 SH D 20 31 0 0
SEARS HOLDINGS CORP COM 812350106 37,141 239865 SH D 31 239865 0 0
SEARS HOLDINGS CORP COM 812350106 9,275 59898 SH D 51 59898 0 0
SELECT SECTOR SPDR TR SBI HEAL Trus 81369Y209 6,099 517000 SH D 9 517000 0 0
ENERGY SELECT SECTOR SPDR COM 81369Y506 0 10401 SH D 20 10401 0 0
FINANCIAL SELECT SECTOR SPDR INT 81369Y605 0 38368 SH D 9 38368 0 0
FINANCIAL SELECT SECTOR SPDR COM 81369Y605 0 27492 SH D 12 27492 0 0
Secure Computing Corp. COM 813705100 0 37 SH D 20 37 0 0
Secure Computing Corp. COM 813705100 1,084 126030 SH D 31 126030 0 0
Selective Insurance Group, Inc COM 816300107 2,222 39767 SH D 31 39767 0 0
SEMICONDUCTOR HOLD COM 816636203 3,764 112900 SH D 12 112900 0 0
Semiconductor Hold COM 816636203 7 200 SH D 20 200 0 0
Semtech Corp. COM 816850101 2,518 174283 SH D 31 174283 0 0
Sempra Energy COM 816851109 488 10730 SH D 8 10730 0 0
Sempra Energy COM 816851109 260 5709 SH D 9 5709 0 0
Sempra Energy COM 816851109 9,215 202622 SH D 31 202622 0 0
Sempra Energy COM 816851109 373 8200 SH D 51 8200 0 0
Senior Housing Properties Trus COM 81721M109 464 25900 SH D 31 25900 0 0
Senior Housing Properties Trus COM 81721M109 821 45824 SH D 51 45824 0 0
Sensient Technologies Corp COM 81725T100 1,230 58800 SH D 31 58800 0 0
Sepracor Inc. COM 817315104 8 145 SH D 8 145 0 0
Sepracor Inc. COM 817315104 769 13419 SH D 9 13419 0 0
SEROLOGICALS CORP COM COM 817523103 12,580 400141 SH D 9 400141 0 0
SEROLOGICALS CORP USD 0.01 COM 817523103 2,368 75315 SH D 31 75315 0 0
Service Corporation Internatio COM 817565104 244 30000 SH D 20 30000 0 0
Service Corporation Internatio COM 817565104 1,832 225100 SH D 31 225100 0 0
The Servicemaster Company COM 81760N109 1,829 177100 SH D 31 177100 0 0
Sharper Image Corp. COM 820013100 0 60604 SH D 9 60604 0 0
The Shaw Group Inc. COM 820280105 28 1000 SH D 20 1000 0 0
The Sherwin-Williams Co. COM 824348106 219 4605 SH D 8 4605 0 0
The Sherwin-Williams Co. COM 824348106 784 16606 SH D 9 16606 0 0
The Sherwin-Williams Co. COM 824348106 5 100 SH D 20 100 0 0
The Sherwin-Williams Co. COM 824348106 688 14500 SH D 51 14500 0 0
SHIRE PHARMACEUTICALS-ADR ADR 82481R106 4,888 243704 SH D 9 243704 0 0
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Shurgard Storage Centers, Inc. COM 82567D104 45,095 725700 SH D 9 725700 0 0
Shurgard Storage Centers, Inc. COM 82567D104 8,594 137500 SH D 31 137500 0 0
SIEMENS AG-SPONS ADR ADR 826197501 6,678 153760 SH D 9 153760 0 0
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Sierra Health Services, Inc. COM 826322109 414 9200 SH D 51 9200 0 0
SIERRA WIRELESS INC COM 826516106 1,009 55798 SH D 31 55798 0 0
Sigma-Aldrich Corp. COM 826552101 208 2868 SH D 8 2868 0 0
Sigma-Aldrich Corp. COM 826552101 940 12987 SH D 9 12987 0 0
Sigma-Aldrich Corp. COM 826552101 400 5500 SH D 51 5500 0 0
SIGMATEL INC COM 82661W107 25 6700 SH D 9 6700 0 0
SIGNET GROUP PLC-SPONS ADR ADR 82668L872 0 3771216 SH D 9 3771216 0 0
SIGNET GROUP PLC-SPONS ADR COM 82668L872 190 10679 SH D 17 10679 0 0
SIGNET GROUP PLC-SPONS ADR COM 82668L872 62,053 3492037 SH D 50 3492037 0 0
SIGNET GROUP PLC-SPONS ADR COM 82668L872 38,787 2182708 SH D 51 2182708 0 0
SIGNET GROUP PLC-SPONS ADR COM 82668L872 5,068 285217 SH D 99 285217 0 0
SILICON LABORATORIES INC COM 826919102 56 1579 SH D 31 1579 0 0
Silicon Storage Technology, In COM 827057100 0 52 SH D 31 52 0 0
SILVER STANDART RE COM 82823L106 26 1300 SH D 54 1300 0 0
SILVER WHEATON CORP COM 828336107 40 4200 SH D 20 4200 0 0
SILVER WHEATON CORP COM 828336107 66 7000 SH D 54 7000 0 0
SIMON PROPERTY GROUP INC COM 828806109 630 7596 SH D 8 7596 0 0
SIMON PROPERTY GROUP INC COM 828806109 1,167 14065 SH D 9 14065 0 0
SIMON PROPERTY GROUP INC COM 828806109 18,180 219200 SH D 31 219200 0 0
SIMON PROPERTY GROUP INC COM 828806109 124 1500 SH D 51 1500 0 0
Simpson Manufacturing Co., Inc COM 829073105 4,492 124600 SH D 31 124600 0 0
Sirius Satellite Radio, Inc. COM 82966U103 10 2025 SH D 8 2025 0 0
Sirius Satellite Radio, Inc. COM 82966U103 15,132 3205837 SH D 9 3205837 0 0
Sirius Satellite Radio, Inc. COM 82966U103 401 84508 SH D 20 84508 0 0
Sirius Satellite Radio, Inc. COM 82966U103 5,700 1200000 SH D 30 1200000 0 0
Sirius Satellite Radio, Inc. COM 82966U103 36 7660 SH D 54 7660 0 0
SIRF TECHNOLOGY HOLDINGS INC COM 82967H101 64 2000 SH D 20 2000 0 0
SIRVA INC COM 82967Y104 430 64100 SH D 9 64100 0 0
Six Flags, Inc. COM 83001P109 2,090 371800 SH D 31 371800 0 0
Six Flags, Inc. COM 83001P109 64 11443 SH D 51 11443 0 0
SKECHERS USA INC-CL A COM 830566105 627 26000 SH D 51 26000 0 0
Skyworks Solutions, Inc. COM 83088M102 673 122100 SH D 51 122100 0 0
SMITH (A.O.) CORP COM 831865209 473 10200 SH D 31 10200 0 0
SMITH (A.O.) CORP COM 831865209 997 21500 SH D 51 21500 0 0
JM Smucker Co COM 832696405 4 98 SH D 17 98 0 0
JM Smucker Co COM 832696405 0 4 SH D 20 4 0 0
JM Smucker Co COM 832696405 4,014 89803 SH D 31 89803 0 0
Snap-on Incorporated COM 833034101 98 2421 SH D 8 2421 0 0
Snap-on Incorporated COM 833034101 41 1016 SH D 9 1016 0 0
Snap-on Incorporated COM 833034101 7,926 196099 SH D 31 196099 0 0
Snap-on Incorporated COM 833034101 194 4800 SH D 51 4800 0 0
QUIMICA Y MINERA CHIL-SP ADR COM 833635105 1,489 14300 SH D 31 14300 0 0
SOCKET COMMUNICATIONS INC COM 833672108 26 21150 SH D 20 21150 0 0
SoftBrands Inc COM 83402A107 1 734 SH D 20 734 0 0
SOFTWARE HOLDERS T COM 83404B103 210 6008 SH D 12 6008 0 0
Software Holdrs Tr COM 83404B103 137 3906 SH D 20 3906 0 0
Solectron Corp. COM 834182107 130 37974 SH D 8 37974 0 0
Solectron Corp. COM 834182107 57 16958 SH D 9 16958 0 0
Solectron Corp. COM 834182107 175 51100 SH D 20 51100 0 0
Solectron Corp. COM 834182107 1,611 471181 SH D 31 471181 0 0
Solectron Corp. COM 834182107 615 179900 SH D 51 179900 0 0
SOLEXA INC COM 83420X105 1 120 SH D 20 120 0 0
SONIC AUTOMOTIVE COM 83545G102 566 25500 SH D 51 25500 0 0
SONICWALL INC COM 835470105 880 97900 SH D 51 97900 0 0
SONOCO PRODUCTS CO COM 835495102 24 750 SH D 17 750 0 0
Sonosite Inc. COM 83568G104 572 14650 SH D 51 14650 0 0
SONY CORP-SPONSORED ADR COM 835699307 3 64 SH D 17 64 0 0
SONY CORP-SPONSORED ADR COM 835699307 41 930 SH D 20 930 0 0
SONY CORP-SPONSORED ADR COM 835699307 4,827 109600 SH D 31 109600 0 0
SOTHEBY'S HOLDINGS -CL A COM 835898107 1 50 SH D 20 50 0 0
SOTHEBY'S HOLDINGS -CL A COM 835898107 144 5500 SH D 51 5500 0 0
SONUS NETWORKS INC COM 835916107 60 12205 SH D 20 12205 0 0
SOURCE INTERLINK COS INC COM 836151209 178 15000 SH D 9 15000 0 0
SourceCorp COM 836167106 3,147 127556 SH D 9 127556 0 0
SOUTH FINANCIAL INC COM 837841105 1 25 SH D 31 25 0 0
SOUTHERN CO COM 842587107 987 30798 SH D 8 30798 0 0
SOUTHERN CO COM 842587107 4,538 141368 SH D 9 141368 0 0
SOUTHERN CO COM 842587107 205 6400 SH D 51 6400 0 0
SOUTHERN COPPER CORP COM 84265V105 639 7175 SH D 9 7175 0 0
SOUTHERN COPPER CORP COM 84265V105 27,042 303400 SH D 31 303400 0 0
SOUTHERN UNION CO COM 844030106 758 28000 SH D 51 28000 0 0
SOUTHWEST AIRLINES CO COM 844741108 481 29400 SH D 8 29400 0 0
SOUTHWEST AIRLINES CO COM 844741108 0 30840 SH D 9 30840 0 0
SOUTHWEST AIRLINES CO COM 844741108 2,303 140700 SH D 51 140700 0 0
Southwest Bancorp, Inc. COM 844767103 122 4800 SH D 51 4800 0 0
Southwestern Energy Co. COM 845467109 1,823 58550 SH D 9 58550 0 0
Southwestern Energy Co. COM 845467109 137 4400 SH D 20 4400 0 0
Sovereign Bancorp, Inc. COM 845905108 316 15570 SH D 8 15570 0 0
Sovereign Bancorp, Inc. COM 845905108 1,072 52770 SH D 9 52770 0 0
SPANSION INC-CLASS A COM 84649R101 67 4200 SH D 51 4200 0 0
SPARTAN STORES INC COM 846822104 65 4423 SH D 51 4423 0 0
Spartech Corp. COM 847220209 1,948 86200 SH D 31 86200 0 0
Spherion Corp COM 848420105 409 44900 SH D 51 44900 0 0
SPIRIT FINANCE CORP COM 848568309 184 16300 SH D 51 16300 0 0
Sprint Corp. COM 852061100 2,481 124134 SH D 8 124134 0 0
Sprint Corp. COM 852061100 2,682 433156 SH D 9 433156 0 0
Sprint Corp. COM 852061100 34 1689 SH D 17 1689 0 0
Sprint Corp. COM 852061100 20 1000 SH D 20 1000 0 0
Sprint Corp. COM 852061100 16,173 809048 SH D 31 809048 0 0
Sprint Corp. COM 852061100 13,476 674144 SH D 51 674144 0 0
Standard Microsystems Corp. COM 853626109 656 30055 SH D 31 30055 0 0
STANDARD-PACIFIC CORP COM 85375C101 311 12000 SH D 9 12000 0 0
The Stanley Works COM 854616109 142 3008 SH D 8 3008 0 0
The Stanley Works COM 854616109 775 16474 SH D 9 16474 0 0
The Stanley Works COM 854616109 57 1200 SH D 51 1200 0 0
STANTEC INC COM 85472N109 72 3800 SH D 31 3800 0 0
STAPLES INC COM 855030102 755 30944 SH D 8 30944 0 0
STAPLES INC COM 855030102 806 32808 SH D 9 32808 0 0
STAPLES INC COM 855030102 316 13000 SH D 51 13000 0 0
STARBUCKS CORP COM 855244109 1,267 33473 SH D 8 33473 0 0
STARBUCKS CORP COM 855244109 2,851 75399 SH D 9 75399 0 0
STARBUCKS CORP COM 855244109 45 1200 SH D 17 1200 0 0
STARBUCKS CORP COM 855244109 11 300 SH D 20 300 0 0
STARBUCKS CORP COM 855244109 3,228 85500 SH D 51 85500 0 0
Starwood Hotels & Resorts Worl COM 85590A401 541 8962 SH D 8 8962 0 0
Starwood Hotels & Resorts Worl COM 85590A401 290 4824 SH D 9 4824 0 0
Starwood Hotels & Resorts Worl COM 85590A401 169 2800 SH D 51 2800 0 0
STATE NATIONAL BANCSHARES IN COM 857124101 441 11800 SH D 9 11800 0 0
State Street Corp. (Boston) COM 857477103 803 13825 SH D 8 13825 0 0
State Street Corp. (Boston) COM 857477103 491 35652 SH D 9 35652 0 0
State Street Corp. (Boston) COM 857477103 26,967 464221 SH D 31 464221 0 0
State Street Corp. (Boston) COM 857477103 2,916 50200 SH D 51 50200 0 0
STATOIL ASA-SPON ADR COM 85771P102 3,343 117200 SH D 31 117200 0 0
STEEL DYNAMICS INC ORD USD0.01 COM 858119100 140 2130 SH D 20 2130 0 0
STEEL DYNAMICS INC ORD USD0.01 COM 858119100 10,330 157136 SH D 31 157136 0 0
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Stewart Enterprises, Inc. COM 860370105 201 35000 SH D 20 35000 0 0
STEWART INFORMATION SERVICES COM 860372101 2,229 61400 SH D 31 61400 0 0
STEWART INFORMATION SERVICES COM 860372101 817 22500 SH D 51 22500 0 0
Stillwater Mining Co. COM 86074Q102 77 6101 SH D 20 6101 0 0
Stillwater Mining Co. COM 86074Q102 373 29400 SH D 31 29400 0 0
STMICROELECTRONICS NV-NY SHS NY R 861012102 1,923 119393 SH D 9 119393 0 0
STMICROELECTRONICS NV-NY SHS COM 861012102 7,097 441600 SH D 31 441600 0 0
STOLT-NIELSEN S.A.-SPON ADR COM 861565109 347 14750 SH D 20 14750 0 0
Stone Energy Corp COM 861642106 9,539 204700 SH D 9 204700 0 0
Stone Energy Corp COM 861642106 838 18000 SH D 31 18000 0 0
STRATEGIC HOTELS&RESORTS I COM 86272T106 873 42100 SH D 31 42100 0 0
STRATEX NETWORKS INC COM 86279T109 117 30400 SH D 9 30400 0 0
STRAYER EDUCATION INC COM 863236105 1,765 18175 SH D 31 18175 0 0
STREETTRACKS GOLD TRUST SHS 863307104 957 36000 SH D 9 36000 0 0
STREETTRACKS GOLD TRUST COM 863307104 306 5000 SH D 12 5000 0 0
STRYKER CORP COM 863667101 511 12132 SH D 8 12132 0 0
STRYKER CORP COM 863667101 288 6781 SH D 9 6781 0 0
STRYKER CORP COM 863667101 25 600 SH D 51 600 0 0
STURM RUGER & CO INC COM 864159108 363 58000 SH D 20 58000 0 0
SUEZ-ADR ADR 864686100 125 3000 SH D 9 3000 0 0
SULPHCO INC COM 865378103 43 6000 SH D 20 6000 0 0
SULPHCO INC COM 865378103 7 1000 SH D 54 1000 0 0
SUN LIFE FINANCIAL INC COM 866796105 52 1309 SH D 10 1309 0 0
SUN LIFE FINANCIAL INC COM 866796105 18 454 SH D 20 454 0 0
SUN LIFE FINANCIAL INC COM 866796105 5,408 135400 SH D 31 135400 0 0
Sun Microsystems, Inc. COM 866810104 611 147857 SH D 8 147857 0 0
Sun Microsystems, Inc. COM 866810104 4,141 1005196 SH D 9 1005196 0 0
Sun Microsystems, Inc. COM 866810104 246 59330 SH D 20 59330 0 0
Sun Microsystems, Inc. COM 866810104 3,546 854473 SH D 31 854473 0 0
Sun Microsystems, Inc. COM 866810104 139 33400 SH D 52 33400 0 0
Sun Microsystems, Inc. COM 866810104 6 1500 SH D 54 1500 0 0
SUNCOR ENERGY INC COM 867229106 33 400 SH D 9 400 0 0
SUNCOR ENERGY INC COM 867229106 639 7890 SH D 20 7890 0 0
SUNCOM WIRELESS HOLDING-CL A CL A 86722Q108 1,394 954700 SH D 9 954700 0 0
Sunoco, Inc. COM 86764P109 383 5530 SH D 8 5530 0 0
Sunoco, Inc. COM 86764P109 195 6280 SH D 9 6280 0 0
Sunoco, Inc. COM 86764P109 680 9820 SH D 20 9820 0 0
Sunoco, Inc. COM 86764P109 13,075 188700 SH D 31 188700 0 0
Sunoco, Inc. COM 86764P109 610 8800 SH D 51 8800 0 0
SUNPOWER CORP-CLASS A COM 867652109 19,054 680000 SH D 30 680000 0 0
SUNPOWER CORP-CLASS A COM 867652109 48 1700 SH D 51 1700 0 0
Sunrise Senior Living Inc. COM 86768K106 3,025 109400 SH D 31 109400 0 0
Sunrise Senior Living Inc. COM 86768K106 282 10200 SH D 51 10200 0 0
SUNOPTA INC COM 8676EP108 261 28100 SH D 31 28100 0 0
SUNTRUST BANKS INC COM 867914103 1,155 15151 SH D 8 15151 0 0
SUNTRUST BANKS INC COM 867914103 616 8074 SH D 9 8074 0 0
SUNTRUST BANKS INC COM 867914103 168 2200 SH D 51 2200 0 0
SUPERCONDUCTOR TECHNOLOGIES COM 867931305 3 1500 SH D 54 1500 0 0
SUPERIOR ESSEX INC COM 86815V105 911 30450 SH D 51 30450 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 2,133 116600 SH D 31 116600 0 0
SUPERTEX INC COM 868532102 2 50 SH D 51 50 0 0
SuperValu Inc COM 868536103 259 8441 SH D 8 8441 0 0
SuperValu Inc COM 868536103 722 51114 SH D 9 51114 0 0
SuperValu Inc COM 868536103 0 11 SH D 20 11 0 0
SuperValu Inc COM 868536103 72 2347 SH D 51 2347 0 0
Surmodics, Inc. COM 868873100 1,914 53004 SH D 31 53004 0 0
Surmodics, Inc. COM 868873100 112 3100 SH D 51 3100 0 0
Swift Energy Co. COM 870738101 1,829 42600 SH D 31 42600 0 0
Swift Energy Co. COM 870738101 794 18500 SH D 51 18500 0 0
SWIFT TRANSPORTATION CO INC COM 870756103 6,565 206715 SH D 31 206715 0 0
Sybase, Inc. COM 871130100 408 20000 SH D 9 20000 0 0
Sybase, Inc. COM 871130100 3,337 172000 SH D 31 172000 0 0
SYCAMORE NETWORKS INC COM 871206108 3 800 SH D 20 800 0 0
SYCAMORE NETWORKS INC COM 871206108 1,882 463478 SH D 31 463478 0 0
SYKES ENTERPRISES INC COM 871237103 1 50 SH D 20 50 0 0
SYKES ENTERPRISES INC COM 871237103 499 30900 SH D 51 30900 0 0
Symantec Corp. COM 871503108 697 44858 SH D 8 44858 0 0
Symantec Corp. COM 871503108 4,936 802240 SH D 9 802240 0 0
Symantec Corp. COM 871503108 8 533 SH D 20 533 0 0
Symantec Corp. COM 871503108 7,627 490818 SH D 31 490818 0 0
Symantec Corp. COM 871503108 417 26844 SH D 51 26844 0 0
Symantec Corp. COM 871503108 23 1500 SH D 52 1500 0 0
Symbol Technologies, Inc. COM 871508107 113 10504 SH D 8 10504 0 0
Symbol Technologies, Inc. COM 871508107 59 5439 SH D 9 5439 0 0
SYMYX TECHNOLOGIES INC COM 87155S108 169 7000 SH D 51 7000 0 0
SYNAPTICS INC COM 87157D109 902 42136 SH D 31 42136 0 0
Synopsys, Inc. COM 871607107 4,093 218068 SH D 31 218068 0 0
Synopsys, Inc. COM 871607107 135 7200 SH D 51 7200 0 0
SYNGENTA AG-ADR COM 87160A100 3,936 148200 SH D 31 148200 0 0
Synovus Financial Corp. COM 87161C105 360 13449 SH D 8 13449 0 0
Synovus Financial Corp. COM 87161C105 193 7245 SH D 9 7245 0 0
Synovus Financial Corp. COM 87161C105 2 66 SH D 31 66 0 0
Synovus Financial Corp. COM 87161C105 206 7700 SH D 51 7700 0 0
Syntroleum Corp. COM 871630109 402 66160 SH D 20 66160 0 0
SYSCO Corporation COM 871829107 786 25715 SH D 8 25715 0 0
SYSCO Corporation COM 871829107 2,068 67686 SH D 9 67686 0 0
SYSCO Corporation COM 871829107 3 100 SH D 51 100 0 0
TD BANKNORTH INC COM 87235A101 1,358 46875 SH D 9 46875 0 0
TD BANKNORTH INC COM 87235A101 592 20100 SH D 31 20100 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 517 34900 SH D 20 34900 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 11 740 SH D 54 740 0 0
TECO Energy, Inc. COM 872375100 129 8651 SH D 8 8651 0 0
TECO Energy, Inc. COM 872375100 49 3291 SH D 9 3291 0 0
TECO Energy, Inc. COM 872375100 23 1570 SH D 20 1570 0 0
TECO Energy, Inc. COM 872375100 5,124 343000 SH D 31 343000 0 0
TECO Energy, Inc. COM 872375100 18 1200 SH D 51 1200 0 0
TEL OFFSHORE TRUST UNIT 872382106 55 9122 SH D 9 9122 0 0
TEPPCO PARTNERS LP COM 872384102 1,956 55500 SH D 31 55500 0 0
THQ Inc COM 872443403 780 36096 SH D 31 36096 0 0
TJX COMPANIES INC COM 872540109 437 19128 SH D 8 19128 0 0
TJX COMPANIES INC COM 872540109 260 11389 SH D 9 11389 0 0
TJX COMPANIES INC COM 872540109 6,865 300300 SH D 31 300300 0 0
TLC LASER EYE CENTERS INC CAD COM 872549100 1 300 SH D 31 300 0 0
TRM CORPORATION COM 872636105 264 41024 SH D 9 41024 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 4,338 159000 SH D 31 159000 0 0
TXU Corp. COM 873168108 1,149 19218 SH D 8 19218 0 0
TXU Corp. COM 873168108 0 179896 SH D 9 179896 0 0
TXU Corp. COM 873168108 33 560 SH D 10 560 0 0
TXU Corp. COM 873168108 5,686 95100 SH D 31 95100 0 0
TXU Corp. COM 873168108 235,381 3950000 SH D 32 3950000 0 0
TXU Corp. COM 873168108 2,625 43900 SH D 51 43900 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 1,365 150822 SH D 9 150822 0 0
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 195 21215 SH D 17 21215 0 0
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 443 48300 SH D 20 48300 0 0
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 16,806 1830707 SH D 31 1830707 0 0
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 271 29500 SH D 52 29500 0 0
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 77 8400 SH D 54 8400 0 0
TALBOTS INC COM 874161102 6,070 329000 SH D 31 329000 0 0
TALISMAN ENERGY INC COM 87425E103 54 600 SH D 9 600 0 0
TALISMAN ENERGY INC COM 87425E103 23 1290 SH D 52 1290 0 0
TALK AMERICA HOLDINGS INC COM 87426R202 85 13700 SH D 51 13700 0 0
TALX CORP COM 874918105 1,069 48879 SH D 31 48879 0 0
Tanzanian Royalty Exploration COM 87600U104 532 65950 SH D 20 65950 0 0
Target Corporation COM 87612E106 1,758 35978 SH D 8 35978 0 0
Target Corporation COM 87612E106 2,064 41891 SH D 9 41891 0 0
Target Corporation COM 87612E106 15 300 SH D 20 300 0 0
Target Corporation COM 87612E106 1,583 32400 SH D 51 32400 0 0
TASER INTERNATIONAL INC COM 87651B104 1,337 169929 SH D 9 169929 0 0
TASER INTERNATIONAL INC COM 87651B104 1,300 164300 SH D 51 164300 0 0
TATA MOTORS LTD - SPON ADR ADR 876568502 1,206 70100 SH D 9 70100 0 0
TATA MOTORS LTD - SPON ADR COM 876568502 155 9000 SH D 20 9000 0 0
TATA MOTORS LTD - SPON ADR COM 876568502 235 13600 SH D 31 13600 0 0
Taubman Centers In COM 876664103 9,955 243400 SH D 31 243400 0 0
TAYLOR CAPITAL GROUP INC COM 876851106 65 1600 SH D 51 1600 0 0
TECH DATA CORP COM 878237106 2,626 68558 SH D 31 68558 0 0
TECHNE CORP COM 878377100 1,905 37412 SH D 31 37412 0 0
Tecumseh Products Co CL A COM 878895200 514 26768 SH D 51 26768 0 0
Tekelec COM 879101103 564 45700 SH D 51 45700 0 0
Tektronix, Inc. COM 879131100 100 3389 SH D 8 3389 0 0
Tektronix, Inc. COM 879131100 58 1960 SH D 9 1960 0 0
Tektronix, Inc. COM 879131100 4,954 168402 SH D 31 168402 0 0
TELE NORTE LESTE PART-ADR COM 879246106 0 23 SH D 20 23 0 0
TELE NORTE LESTE PART-ADR COM 879246106 10,765 844300 SH D 31 844300 0 0
TELECOM ARGENTINA SA-SP ADR COM 879273209 9 740 SH D 20 740 0 0
TELECOM NEW ZEALAND-SP ADR COM 879278208 2,260 113600 SH D 31 113600 0 0
TELECOMUNICACOES DE S.P.-ADR COM 87929A102 15 700 SH D 20 700 0 0
Teledyne Technologies, Inc. COM 879360105 1,301 39700 SH D 31 39700 0 0
Teledyne Technologies, Inc. COM 879360105 357 10912 SH D 51 10912 0 0
Teleflex Inc. COM 879369106 11,193 207200 SH D 31 207200 0 0
TELEFONICA SA-SPON ADR COM 879382208 149 2999 SH D 20 2999 0 0
TELEFONOS DE MEXICO-SP ADR L COM 879403780 4,135 198500 SH D 31 198500 0 0
TELLABS INC COM 879664100 254 19060 SH D 8 19060 0 0
TELLABS INC COM 879664100 222 16684 SH D 9 16684 0 0
TELLABS INC COM 879664100 705 53000 SH D 51 53000 0 0
TELUS CORP COM 87971M202 1,149 28300 SH D 31 28300 0 0
Temple-Inland Inc. COM 879868107 197 4604 SH D 8 4604 0 0
Temple-Inland Inc. COM 879868107 96 2266 SH D 9 2266 0 0
Temple-Inland Inc. COM 879868107 133 3100 SH D 51 3100 0 0
TELETECH HOLDINGS INC COM 879939106 135 10700 SH D 51 10700 0 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 14 1000 SH D 17 1000 0 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 10,362 767000 SH D 30 767000 0 0
TENARIS SA-ADR ADR 88031M109 216 5350 SH D 9 5350 0 0
TENARIS SA-ADR COM 88031M109 40 1000 SH D 20 1000 0 0
TENARIS SA-ADR COM 88031M109 13,629 336600 SH D 31 336600 0 0
TENET HEALTHCARE CORP COM 88033G100 136 19528 SH D 8 19528 0 0
TENET HEALTHCARE CORP COM COM 88033G100 69 9647 SH D 9 9647 0 0
Tenneco Automotive Inc COM 880349105 677 26100 SH D 9 26100 0 0
Teradyne, Inc. COM 880770102 115 8225 SH D 8 8225 0 0
Teradyne, Inc. COM 880770102 45 3219 SH D 9 3219 0 0
Teradyne, Inc. COM 880770102 21 1500 SH D 51 1500 0 0
TEREX CORP COM 880779103 28,968 293500 SH D 31 293500 0 0
TERNIUM SA-SPONSORED ADR COM 880890108 145 6000 SH D 20 6000 0 0
TERRA INDUSTRIES INC COM 880915103 722 115000 SH D 9 115000 0 0
TESCO CORP COM 88157K101 1,517 73200 SH D 51 73200 0 0
Tesoro Ptlm Corp COM 881609101 74 1000 SH D 20 1000 0 0
Tesoro Ptlm Corp COM 881609101 12,522 168400 SH D 31 168400 0 0
TEVA PHARMACEUTICAL IND COM 881624209 22 695 SH D 8 695 0 0
TEVA PHARMACEUTICAL IND ADR 881624209 1,392 44047 SH D 9 44047 0 0
TEVA PHARMACEUTICAL IND COM 881624209 24 750 SH D 20 750 0 0
TEVA PHARMACEUTICAL IND COM 881624209 750 23756 SH D 31 23756 0 0
Texas Industries, Inc. COM 882491103 69 1300 SH D 20 1300 0 0
Texas Industries, Inc. COM 882491103 2,618 49300 SH D 31 49300 0 0
Texas Instruments Inc. COM 882508104 1,967 64926 SH D 8 64926 0 0
Texas Instruments Inc. COM 882508104 3,452 114450 SH D 9 114450 0 0
Texas Instruments Inc. COM 882508104 31 1030 SH D 17 1030 0 0
Texas Instruments Inc. COM 882508104 386 12745 SH D 20 12745 0 0
Texas Instruments Inc. COM 882508104 2,020 66700 SH D 51 66700 0 0
Texas Instruments Inc. COM 882508104 76 2500 SH D 52 2500 0 0
TEXAS REGIONAL BANCSHARES-A CL A 882673106 1,419 37577 SH D 9 37577 0 0
Textron Inc. COM 883203101 507 5496 SH D 8 5496 0 0
Textron Inc. COM 883203101 272 2969 SH D 9 2969 0 0
Textron Inc. COM 883203101 21 233 SH D 20 233 0 0
Textron Inc. COM 883203101 65 700 SH D 51 700 0 0
THE9 LTD-ADR COM 88337K104 72 3088 SH D 31 3088 0 0
THERAVANCE INC COM 88338T104 868 37950 SH D 20 37950 0 0
THERAVANCE INC COM 88338T104 11 500 SH D 54 500 0 0
Thermo Electron Corp. COM 883556102 244 6734 SH D 8 6734 0 0
Thermo Electron Corp. COM 883556102 124 3438 SH D 9 3438 0 0
Thermo Electron Corp. COM 883556102 1,732 47800 SH D 51 47800 0 0
THOMAS&BETTS CORP COM 884315102 3,935 76700 SH D 31 76700 0 0
THOMAS WEISEL PARTNERS GROUP COM 884481102 152 8000 SH D 51 8000 0 0
THOMSON CORP COM 884903105 5 140 SH D 20 140 0 0
THOMSON CORP COM 884903105 5,675 146400 SH D 31 146400 0 0
THOMSON CORP COM 884903105 71 1832 SH D 50 1832 0 0
THOR INDUSTRIES INC COM 885160101 7,856 162145 SH D 31 162145 0 0
THOR INDUSTRIES INC COM 885160101 48 1000 SH D 51 1000 0 0
Thoratec Corp COM 885175307 2,074 149497 SH D 31 149497 0 0
Thoratec Corp COM 885175307 262 18900 SH D 51 18900 0 0
3com Corp. COM 885535104 25 4825 SH D 17 4825 0 0
3com Corp. COM 885535104 10 2000 SH D 20 2000 0 0
3com Corp. COM 885535104 1,203 234949 SH D 31 234949 0 0
3M CO COM 88579Y101 65 800 SH D 1 800 0 0
3M CO COM 88579Y101 2,532 31349 SH D 8 31349 0 0
3M CO COM 88579Y101 0 72378 SH D 9 72378 0 0
3M CO COM 88579Y101 58 715 SH D 10 715 0 0
3M CO COM 88579Y101 77 952 SH D 12 952 0 0
3M CO COM 88579Y101 286 3544 SH D 17 3544 0 0
3M CO COM 88579Y101 129 1591 SH D 20 1591 0 0
3M CO COM 88579Y101 380 4700 SH D 51 4700 0 0
3M CO COM 88579Y101 73 900 SH D 52 900 0 0
3M CO COM 88579Y101 6 75 SH D 54 75 0 0
TIBCO Software, Inc. COM 88632Q103 14 2000 SH D 17 2000 0 0
TIBCO Software, Inc. COM 88632Q103 2 300 SH D 20 300 0 0
TIBCO Software, Inc. COM 88632Q103 968 137342 SH D 31 137342 0 0
TIBCO Software, Inc. COM 88632Q103 651 92400 SH D 51 92400 0 0
Tidewater Inc. COM 886423102 74 1500 SH D 20 1500 0 0
Tidewater Inc. COM 886423102 3,995 81200 SH D 31 81200 0 0
TIERONE CORP COM 88650R108 74 2200 SH D 51 2200 0 0
Tiffany & Co. COM 886547108 195 5907 SH D 8 5907 0 0
Tiffany & Co. COM 886547108 255 7695 SH D 9 7695 0 0
Tiffany & Co. COM 886547108 7 200 SH D 20 200 0 0
Tiffany & Co. COM 886547108 18,262 553073 SH D 31 553073 0 0
Tiffany & Co. COM 886547108 373 11300 SH D 51 11300 0 0
TIM HORTONS INC COM 88706M103 284 10900 SH D 9 10900 0 0
TIM HORTONS INC COM 88706M103 171 6654 SH D 17 6654 0 0
TIM PARTICIPACOES SA-ADR COM 88706P106 2 64 SH D 20 64 0 0
TIME WARNER INC COM 887317105 3,087 178462 SH D 8 178462 0 0
TIME WARNER INC COM 887317105 17,932 2081636 SH D 9 2081636 0 0
TIME WARNER INC COM 887317105 526 30426 SH D 17 30426 0 0
TIME WARNER INC COM 887317105 333 19276 SH D 20 19276 0 0
TIME WARNER INC COM 887317105 26,025 1500000 SH D 32 1500000 0 0
TIME WARNER INC COM 887317105 6,209 358900 SH D 51 358900 0 0
TIME WARNER TELECOM-CLASS A COM 887319101 2,835 190914 SH D 31 190914 0 0
TIMKEN CO COM 887389104 843 25142 SH D 51 25142 0 0
TITANIUM METALS CORP COM 888339207 6,845 206791 SH D 9 206791 0 0
TITANIUM METALS CORP COM 888339207 29,749 865300 SH D 31 865300 0 0
TiVo Inc. COM 888706108 246 34775 SH D 9 34775 0 0
TODCO-CL A COM 88889T107 18,444 451500 SH D 31 451500 0 0
TODCO-CL A COM 88889T107 25 600 SH D 54 600 0 0
Toll Brothers, Inc. COM 889478103 5,345 207990 SH D 9 207990 0 0
TOM ONLINE INC-ADR ADR 889728200 1,443 75000 SH D 9 75000 0 0
TOM ONLINE INC-ADR COM 889728200 38 1948 SH D 17 1948 0 0
TOM ONLINE INC-ADR COM 889728200 612 31696 SH D 31 31696 0 0
Too, Inc. COM 890333107 4,699 122400 SH D 31 122400 0 0
TOOTSIE ROLL INDS COM 890516107 265 9100 SH D 31 9100 0 0
Torch Energy Roylt COM 891013104 21 2500 SH D 20 2500 0 0
TORCHMARK CORP COM 891027104 261 4300 SH D 8 4300 0 0
TORCHMARK CORP COM 891027104 164 2718 SH D 9 2718 0 0
TORCHMARK CORP COM 891027104 1,725 28417 SH D 31 28417 0 0
TORCHMARK CORP COM 891027104 1,057 17400 SH D 51 17400 0 0
Toreador Resources Corp. COM 891050106 1,066 37900 SH D 51 37900 0 0
TORONTO-DOMINION BANK COM 891160509 319 6300 SH D 31 6300 0 0
TOTAL SA-SPON ADR ADR 89151E109 24,444 923920 SH D 9 923920 0 0
TOTAL SA-SPON ADR COM 89151E109 52 800 SH D 17 800 0 0
TOTAL SA-SPON ADR COM 89151E109 131 2000 SH D 20 2000 0 0
TOWER GROUP INC COM 891777104 94 3100 SH D 51 3100 0 0
TOYOTA MOTOR CORP -SPON ADR COM 892331307 0 4 SH D 9 4 0 0
TOYOTA MOTOR CORP -SPON ADR COM 892331307 217 2070 SH D 20 2070 0 0
TOYOTA MOTOR CORP -SPON ADR COM 892331307 15,427 147500 SH D 31 147500 0 0
TOYOTA MOTOR CORP -SPON ADR COM 892331307 54 520 SH D 54 520 0 0
TRADESTATION GROUP INC COM 89267P105 3,738 295061 SH D 31 295061 0 0
TRANSACTION SYSTEMS ARCHITEC COM 893416107 242 5814 SH D 31 5814 0 0
TRANSALTA CORP COM 89346D107 3,342 160800 SH D 31 160800 0 0
TRANSCANADA CORP COM 89353D107 135 1500 SH D 9 1500 0 0
TRANSCANADA CORP COM 89353D107 5,439 189500 SH D 31 189500 0 0
TRANSMERIDIAN EXPLORATION COM 89376N108 115 20250 SH D 20 20250 0 0
TRANSMERIDIAN EXPLORATION COM 89376N108 1,621 284450 SH D 51 284450 0 0
Transmeta Corporation COM 89376R109 7 4400 SH D 54 4400 0 0
TRANSMONTAIGNE INC COM 893934109 497 44500 SH D 9 44500 0 0
TRAVELZOO INC COM 89421Q106 276 9101 SH D 31 9101 0 0
TREEHOUSE FOODS INC COM 89469A104 1,327 53000 SH D 9 53000 0 0
Trident Microsystems, Inc. COM 895919108 19 1000 SH D 20 1000 0 0
Trident Microsystems, Inc. COM 895919108 2,026 106765 SH D 31 106765 0 0
TRIBUNE CO NEW COM 896047107 296 9121 SH D 8 9121 0 0
TRIBUNE CO NEW COM COM 896047107 161 33344 SH D 9 33344 0 0
TriCo Bancshares COM 896095106 28 1006 SH D 51 1006 0 0
TRICO MARINE SERVICES INC COM 896106200 211 6200 SH D 9 6200 0 0
TRIMERIS INC COM 896263100 92 8000 SH D 20 8000 0 0
TriQuint Semiconductor, Inc. COM 89674K103 1,050 235429 SH D 31 235429 0 0
TriQuint Semiconductor, Inc. COM 89674K103 266 59600 SH D 51 59600 0 0
TRIUMPH GROUP INC COM 896818101 115 2400 SH D 51 2400 0 0
TRIZEC PROPERTIES INC COM 89687P107 14,214 497000 SH D 9 497000 0 0
Trizetto Group Inc COM 896882107 428 29300 SH D 51 29300 0 0
TRONOX INC-CLASS B CL B 897051207 28 2135 SH D 9 2135 0 0
TRUE RELIGION APPAREL INC COM 89784N104 13 760 SH D 54 760 0 0
TRUMP ENTERTAINMENT RESORTS COM 89816T103 210 10550 SH D 9 10550 0 0
TRUMP ENTERTAINMENT RESORTS COM 89816T103 937 46500 SH D 51 46500 0 0
Tupperware Corp. COM 899896104 494 25000 SH D 9 25000 0 0
Tupperware Corp. COM 899896104 3,257 165400 SH D 31 165400 0 0
24/7 REAL MEDIA INC COM 901314203 306 34600 SH D 9 34600 0 0
TYCO INTERNATIONAL LTD COM 902124106 2,334 84865 SH D 8 84865 0 0
TYCO INTERNATIONAL LTD COM 902124106 7,892 367621 SH D 9 367621 0 0
TYCO INTERNATIONAL LTD COM 902124106 219 7975 SH D 17 7975 0 0
TYCO INTERNATIONAL LTD COM 902124106 392 14238 SH D 20 14238 0 0
TYCO INTERNATIONAL LTD COM 902124106 12,081 439300 SH D 51 439300 0 0
TYSON FOODS INC -CL A COM 902494103 155 10462 SH D 8 10462 0 0
TYSON FOODS INC -CL A CL A 902494103 135 9127 SH D 9 9127 0 0
TYSON FOODS INC -CL A COM 902494103 58 3900 SH D 51 3900 0 0
UAL CORP COM 902549807 6,272 202980 SH D 9 202980 0 0
UAL CORP COM 902549807 20 659 SH D 20 659 0 0
UST INC ORD USD0.5 COM 902911106 307 6792 SH D 8 6792 0 0
UST INC ORD USD0.5 COM 902911106 163 3580 SH D 9 3580 0 0
UST INC ORD USD0.5 COM 902911106 108 2400 SH D 51 2400 0 0
US Bancorp,Minneapolis,MN COM 902973304 2,290 74170 SH D 8 74170 0 0
US Bancorp,Minneapolis,MN COM 902973304 5,315 363778 SH D 9 363778 0 0
US Bancorp,Minneapolis,MN COM 902973304 516 16700 SH D 51 16700 0 0
URS CORP COM 903236107 3,625 86300 SH D 31 86300 0 0
USANA HEALTH SCIENCES INC COM 90328M107 916 24171 SH D 31 24171 0 0
USG Corp COM 903293405 27,655 379200 SH D 31 379200 0 0
USEC Inc. COM 90333E108 211 17800 SH D 20 17800 0 0
U.S. Concrete, Inc. COM 90333L102 149 13550 SH D 9 13550 0 0
U.S. XPRESS ENTERPRISES-A COM 90338N103 186 6900 SH D 51 6900 0 0
USA MOBILITY INC COM 90341G103 382 406504 SH D 9 406504 0 0
USA MOBILITY INC COM 90341G103 3,158 191652 SH D 32 191652 0 0
US AIRWAYS GROUP INC COM 90341W108 978 19850 SH D 9 19850 0 0
US AIRWAYS GROUP INC COM 90341W108 11,185 221312 SH D 31 221312 0 0
UBIQUITEL INC COM 903474302 186 17989 SH D 9 17989 0 0
UBIQUITEL INC COM 903474302 5,396 521863 SH D 31 521863 0 0
ULTRA PETROLEUM CORP COM 903914109 107 1800 SH D 9 1800 0 0
Ultratech Inc. COM 904034105 320 20300 SH D 51 20300 0 0
UMPQUA HOLDINGS CORP COM 904214103 215 8364 SH D 51 8364 0 0
UNDER ARMOUR INC-CLASS A COM 904311107 707 16578 SH D 31 16578 0 0
UNIBANCO-ADR 0 90458E107 3,068 46275 SH D 9 46275 0 0
UNILEVER PLC-SPONSORED ADR COM 904767704 5,430 240894 SH D 31 240894 0 0
UNILEVER N V -NY SHARES SHS 904784709 5,830 726718 SH D 9 726718 0 0
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UNION PACIFIC CORP COM 907818108 688 7400 SH D 51 7400 0 0
UniSource Energy Corp. COM 909205106 5,179 166268 SH D 31 166268 0 0
Unisys Corp. COM 909214108 89 14199 SH D 8 14199 0 0
Unisys Corp. COM 909214108 37 5905 SH D 9 5905 0 0
Unisys Corp. COM 909214108 778 123900 SH D 51 123900 0 0
Unit Corporation COM 909218109 1,962 34942 SH D 9 34942 0 0
Unit Corporation COM 909218109 20 350 SH D 20 350 0 0
Unit Corporation COM 909218109 2,793 49100 SH D 31 49100 0 0
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UNITED MICROELECTRONICS-ADR COM 910873207 2,502 804536 SH D 31 804536 0 0
United Online, Inc. COM 911268100 1,055 87945 SH D 31 87945 0 0
United Online, Inc. COM 911268100 445 37100 SH D 51 37100 0 0
UNITED PARCEL SERVICE-CL B COM 911312106 3,734 45348 SH D 8 45348 0 0
UNITED PARCEL SERVICE-CL B CL B 911312106 0 68098 SH D 9 68098 0 0
UNITED PARCEL SERVICE-CL B COM 911312106 211 2562 SH D 10 2562 0 0
UNITED PARCEL SERVICE-CL B COM 911312106 62 756 SH D 20 756 0 0
UNITED PARCEL SERVICE-CL B COM 911312106 6,322 76789 SH D 31 76789 0 0
UNITED PARCEL SERVICE-CL B COM 911312106 2,066 25100 SH D 51 25100 0 0
United Rentals, Inc. COM 911363109 784 24500 SH D 51 24500 0 0
U-STORE-IT TRUST COM 91274F104 1,684 89300 SH D 31 89300 0 0
United States Steel Corp. COM 912909108 365 5200 SH D 8 5200 0 0
United States Steel Corp. COM 912909108 192 5686 SH D 9 5686 0 0
United States Steel Corp. COM 912909108 715 10200 SH D 51 10200 0 0
United States Steel Corp. COM 912909108 11 150 SH D 54 150 0 0
United Stationers Inc. COM 913004107 6,448 130736 SH D 31 130736 0 0
United Stationers Inc. COM 913004107 74 1500 SH D 51 1500 0 0
UNITED TECHNOLOGIES CORP COM 913017109 67 1063 SH D 1 1063 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,674 42162 SH D 8 42162 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,364 49284 SH D 9 49284 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,417 22341 SH D 20 22341 0 0
UNITED TECHNOLOGIES CORP COM 913017109 19,965 314813 SH D 31 314813 0 0
UNITED TECHNOLOGIES CORP COM 913017109 387 6100 SH D 51 6100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 140 2200 SH D 52 2200 0 0
United Therapeutics Corp. COM 91307C102 1,376 23826 SH D 31 23826 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,522 56316 SH D 8 56316 0 0
UNITEDHEALTH GROUP INC COM 91324P102 11,522 473811 SH D 9 473811 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 13 280 SH D 54 280 0 0
Unitrin, Inc. COM 913275103 1,622 37200 SH D 31 37200 0 0
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Universal Corp. COM 913456109 2,825 75900 SH D 31 75900 0 0
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VF Corp. COM 918204108 249 3660 SH D 8 3660 0 0
VF Corp. COM 918204108 980 14507 SH D 9 14507 0 0
VF Corp. COM 918204108 129 1900 SH D 51 1900 0 0
VAALCO ENERGY INC COM 91851C201 3,761 366596 SH D 9 366596 0 0
VAIL RESORTS INC COM 91879Q109 2,697 72700 SH D 31 72700 0 0
Valassis Commns Co COM 918866104 367 15569 SH D 51 15569 0 0
Valeant Pharmaceuticals Intl. COM 91911X104 102 6000 SH D 20 6000 0 0
VALERO LP COM 91913W104 1,989 40300 SH D 31 40300 0 0
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Valero Energy Corp. COM 91913Y100 982 14762 SH D 20 14762 0 0
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Valmont Industries, Inc. COM 920253101 888 19100 SH D 31 19100 0 0
Valmont Industries, Inc. COM 920253101 79 1700 SH D 51 1700 0 0
VALOR COMMUNICATIONS GROUP COM 920255106 551 48100 SH D 31 48100 0 0
ValueClick, Inc. COM 92046N102 15 1000 SH D 17 1000 0 0
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Varian Medical Systems Inc COM 92220P105 3,655 77200 SH D 31 77200 0 0
Vectren Corp. COM 92240G101 180 6643 SH D 9 6643 0 0
VENTAS INC COM 92276F100 1,450 42800 SH D 31 42800 0 0
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VeriSign Inc COM 92343E102 243 10483 SH D 8 10483 0 0
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VeriSign Inc COM 92343E102 152 6575 SH D 20 6575 0 0
VeriSign Inc COM 92343E102 16 700 SH D 54 700 0 0
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Veritas DGC Inc. COM 92343P107 14,963 290100 SH D 31 290100 0 0
Veritas DGC Inc. COM 92343P107 665 12900 SH D 51 12900 0 0
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Viasys Healthcare Inc COM 92553Q209 846 33050 SH D 51 33050 0 0
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VOLCOM INC COM 92864N101 1,094 34200 SH D 51 34200 0 0
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VOXWARE INC COM ST COM 92906L501 1 153 SH D 17 153 0 0
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Walgreen Co COM 931422109 3,215 71700 SH D 51 71700 0 0
Walgreen Co COM 931422109 66 1470 SH D 54 1470 0 0
WARNER MUSIC GROUP CORP COM 934550104 8,711 295500 SH D 31 295500 0 0
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