-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, GD50yauZqH2e1ABUHGsi8/sx90aKU4Vmp6uxF0Jc3SIIey+3lew2B+QcOi+EW0cY PL2CrYRqIneo+LVvKWQGpw== 0000903423-06-000128.txt : 20060213 0000903423-06-000128.hdr.sgml : 20060213 20060213134457 ACCESSION NUMBER: 0000903423-06-000128 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060213 DATE AS OF CHANGE: 20060213 EFFECTIVENESS DATE: 20060213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT AGRICOLE S A CENTRAL INDEX KEY: 0001191672 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11373 FILM NUMBER: 06602371 BUSINESS ADDRESS: STREET 1: 91-93 BD PASTEUR CITY: PARIS STATE: I0 ZIP: 75015 BUSINESS PHONE: 01-43-23-07-30 MAIL ADDRESS: STREET 1: 91-93 BD PASTEUR CITY: PARIS STATE: I0 ZIP: 75015 13F-HR 1 ca-13fhr_0213.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2005 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Credit Agricole S.A. Address: 91-93 bd Pasteur 75015 Paris, France Form 13F File Number: 28-11373 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: Alain Seuge Title: Head of Group Compliance Phone: 33.1.43.23.40.80 Signature, Place, and Date of Signing /s/Alain Seuge Paris, France February 10, 2006 - ---------------------- -------------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE; (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 Form 13F Information Table Entry Total: 2639 Form 13F Information Table Value Total: 12 455 571 (thousands) List of Other Included Managers: Provided a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-11419 Credit Agricole Asset Management 2 28-11417 Credit Agricole Indosuez Luxembourg 3 28-11418 Calyon 4 28-11415 CPR Asset Management 5 28-11416 Credit Agricole Asset Management Group 6 28-11442 Credit Agricole (Suisse) SA - ------------------------------------------------------------------------------------------------------------------------------------ VALUE SHS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ABB LTD SPONSORED ADR 000375204 901 92,000 SH Shared-Defined 5.1 92,000 A D C TELECOMMUNICATIONS COM NEW 000886309 616 27,267 SH Shared-Defined 5.1 27,267 A D C TELECOMMUNICATIONS COM NEW 000886309 179 7,922 SH Shared-Defined 3 7,922 AFLAC INC COM 001055102 3,264 69,764 SH Shared-Defined 5.1 69,764 AFLAC INC COM 001055102 1,584 33,855 SH Shared-Defined 3 33,855 AES CORP COM 00130H105 3,407 214,576 SH Shared-Defined 5.1 214,576 AES CORP COM 00130H105 701 44,143 SH Shared-Defined 3 44,143 AK STL HLDG CORP COM 001547108 50 6,290 SH Shared-Defined 5.1 6,290 AMR CORP COM 001765106 215 9,620 SH Shared-Defined 5.1 9,620 ATI TECHNOLOGIES INC COM 001941103 29,316 1,714,379 SH Shared-Defined 5.1 1,714,379 ATI TECHNOLOGIES INC COM 001941103 224 13,080 SH Shared-Defined 3.2 13,080 ATI TECHNOLOGIES INC COM 001941103 243 14,182 SH Shared-Defined 3 14,182 ATI TECHNOLOGIES INC COM 001941103 1,240 72,500 SH Shared-Defined 5.4 72,500 ATP OIL & GAS CORP COM 00208J108 155 4,200 SH Shared-Defined 5.4 4,200 AU OPTRONICS CORP SPONSORED ADR 002255107 3,194 220,000 SH Shared-Defined 5.1 220,000 AU OPTRONICS CORP SPONSORED ADR 002255107 1,481 102,000 SH Shared-Defined 5.4 102,000 AU OPTRONICS CORP SPONSORED ADR 002255107 1,681 115,750 SH Shared-Defined 115,750 ABBOTT LABS COM 002824100 40,091 1,007,317 SH Shared-Defined 5.1 1,007,317 ABBOTT LABS COM 002824100 5,295 133,040 SH Shared-Defined 3.2 133,040 ABBOTT LABS COM 002824100 47,633 1,196,808 SH Shared-Defined 3 1,196,808 ABBOTT LABS COM 002824100 5,357 134,602 SH Shared-Defined 5.4 134,602 ABBOTT LABS COM 002824100 27 680 SH Shared-Defined 680 ABER DIAMOND CORP COM 002893105 3,505 70,300 SH Shared-Defined 5.1 70,300 ABERCROMBIE & FITCH CO CL A 002896207 1,222 18,700 SH Shared-Defined 5.1 18,700 ABERCROMBIE & FITCH CO CL A 002896207 503 7,698 SH Shared-Defined 7,698 ABITIBI-CONSOLIDATED INC COM 003924107 63 11,500 SH Shared-Defined 3 11,500 ACTIVISION INC NEW COM NEW 004930202 359 25,700 SH Shared-Defined 5.1 25,700 ACTIVISION INC NEW COM NEW 004930202 103 7,400 SH Shared-Defined 3 7,400 ACTIVCARD CORP COM 00506J107 0 95 SH Shared-Defined 95 ADMINISTRADORA FONDOS PENSIO SPONSORED ADR 00709P108 195 7,000 SH Shared-Defined 5.1 7,000 ADOBE SYS INC COM 00724F101 1,151 31,133 SH Shared-Defined 5.1 31,133 ADOBE SYS INC COM 00724F101 4,835 130,738 SH Shared-Defined 3.6 130,738 ADOBE SYS INC COM 00724F101 2,047 55,343 SH Shared-Defined 3 55,343 ADOBE SYS INC COM 00724F101 114 3,080 SH Shared-Defined 3,080 ADOBE SYS INC COM 00724F101 526 14,232 SH Shared-Defined 14,232 ADVO INC COM 007585102 214 7,500 SH Shared-Defined 5.1 7,500 AEROPOSTALE COM 007865108 171 6,500 SH Shared-Defined 5.4 6,500 ADVANCED MICRO DEVICES INC COM 007903107 4,951 162,169 SH Shared-Defined 5.1 162,169 ADVANCED MICRO DEVICES INC COM 007903107 804 26,346 SH Shared-Defined 3 26,346 ADVANCED MICRO DEVICES INC COM 007903107 3,589 117,570 SH Shared-Defined 5.4 117,570 AETNA INC NEW COM 00817Y108 9,514 99,426 SH Shared-Defined 5.1 99,426 AETNA INC NEW COM 00817Y108 1,713 17,900 SH Shared-Defined 5.1 17,900 AETNA INC NEW COM 00817Y108 1,806 18,878 SH Shared-Defined 3 18,878 AETNA INC NEW COM 00817Y108 3,797 39,680 SH Shared-Defined 5.4 39,680 AFFILIATED COMPUTER SERVICES CL A 008190100 494 8,326 SH Shared-Defined 5.1 8,326 AFFILIATED COMPUTER SERVICES CL A 008190100 496 8,368 SH Shared-Defined 3 8,368 AFFILIATED MANAGERS GROUP DBCV 2/2 008252AE8 54 280 PRN Shared-Defined 5.1 280 AGERE SYS INC COM 00845V308 0 16 SH Shared-Defined 3.6 16 AGERE SYS INC COM 00845V308 0 28 SH Shared-Defined 3 28 AGERE SYS INC COM 00845V308 0 15 SH Shared-Defined 15 AGERE SYS INC COM 00845V308 0 15 SH Shared-Defined 15 AGILENT TECHNOLOGIES INC COM 00846U101 1,759 52,557 SH Shared-Defined 5.1 52,557 AGILENT TECHNOLOGIES INC COM 00846U101 930 27,790 SH Shared-Defined 3 27,790 AGILENT TECHNOLOGIES INC COM 00846U101 206 6,150 SH Shared-Defined 5.4 6,150 AGNICO EAGLE MINES LTD COM 008474108 19,774 737,600 SH Shared-Defined 5.1 737,600 AGNICO EAGLE MINES LTD COM 008474108 19 700 SH Shared-Defined 3 700 AGRIUM INC COM 008916108 105 3,500 SH Shared-Defined 3 3,500 AIR PRODS & CHEMS INC COM 009158106 2,270 38,095 SH Shared-Defined 5.1 38,095 AIR PRODS & CHEMS INC COM 009158106 920 15,440 SH Shared-Defined 3 15,440 AKAMAI TECHNOLOGIES INC COM 00971T101 265 13,250 SH Shared-Defined 5.4 13,250 AKAMAI TECHNOLOGIES INC COM 00971T101 227 11,343 SH Shared-Defined 11,343 ALAMOSA HLDGS INC COM 011589108 93 5,000 SH Shared-Defined 5.4 5,000 ALBANY INTL CORP CL A 012348108 203 5,500 SH Shared-Defined 5.1 5,500 ALBANY MOLECULAR RESH INC COM 012423109 234 19,105 SH Shared-Defined 5.1 19,105 ALBERTO CULVER CO COM 013068101 7,715 167,104 SH Shared-Defined 5.1 167,104 ALBERTO CULVER CO COM 013068101 233 5,045 SH Shared-Defined 3 5,045 ALBERTSONS INC COM 013104104 8,592 401,661 SH Shared-Defined 5.1 401,661 ALBERTSONS INC COM 013104104 532 24,886 SH Shared-Defined 3 24,886 ALBERTSONS INC COM 013104104 203 9,500 SH Shared-Defined 5.4 9,500 ALCAN INC COM 013716105 3,397 60,933 SH Shared-Defined 5.1 60,933 ALCAN INC COM 013716105 941 16,870 SH Shared-Defined 3.2 16,870 ALCAN INC COM 013716105 539 9,674 SH Shared-Defined 3 9,674 ALCAN INC COM 013716105 781 14,000 SH Shared-Defined 5.4 14,000 ALCAN INC COM 013716105 153 2,751 SH Shared-Defined 2,751 ALCAN INC COM 013716105 23 415 SH Shared-Defined 415 ALCOA INC COM 013817101 3,735 125,957 SH Shared-Defined 5.1 125,957 ALCOA INC COM 013817101 611 20,600 SH Shared-Defined 3.6 20,600 ALCOA INC COM 013817101 8,241 277,946 SH Shared-Defined 3 277,946 ALCOA INC COM 013817101 111 3,750 SH Shared-Defined 3 3,750 ALCOA INC COM 013817101 2,328 78,500 SH Shared-Defined 78,500 ALCOA INC COM 013817101 7 240 SH Shared-Defined 240 ALDERWOODS GROUP INC COM 014383103 4,007 251,528 SH Shared-Defined 251,528 ALEXION PHARMACEUTICALS INC COM 015351109 1,236 61,088 SH Shared-Defined 5.1 61,088 ALEXION PHARMACEUTICALS INC COM 015351109 69 3,400 SH Shared-Defined 3,400 ALLEGHENY ENERGY INC COM 017361106 342 10,787 SH Shared-Defined 5.1 10,787 ALLEGHENY ENERGY INC COM 017361106 347 10,941 SH Shared-Defined 3 10,941 ALLEGHENY TECHNOLOGIES INC COM 01741R102 182 4,972 SH Shared-Defined 5.1 4,972 ALLEGHENY TECHNOLOGIES INC COM 01741R102 210 5,744 SH Shared-Defined 3 5,744 ALLEGHENY TECHNOLOGIES INC COM 01741R102 9 240 SH Shared-Defined 5.4 240 ALLERGAN INC COM 018490102 901 8,283 SH Shared-Defined 5.1 8,283 ALLERGAN INC COM 018490102 967 8,891 SH Shared-Defined 3 8,891 ALLERGAN INC NOTE 11/0 018490AE2 62 500 PRN Shared-Defined 5.1 500 ALLIED CAP CORP NEW COM 01903Q108 168 5,800 SH Shared-Defined 5.1 5,800 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 112 12,705 SH Shared-Defined 5.1 12,705 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 131 14,757 SH Shared-Defined 3 14,757 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1,220 137,800 SH Shared-Defined 5.4 137,800 ALLSTATE CORP COM 020002101 11,249 207,162 SH Shared-Defined 5.1 207,162 ALLSTATE CORP COM 020002101 2,383 43,886 SH Shared-Defined 3 43,886 ALLTEL CORP COM 020039103 1,601 25,307 SH Shared-Defined 5.1 25,307 ALLTEL CORP COM 020039103 1,636 25,858 SH Shared-Defined 3 25,858 ALLTEL CORP COM 020039103 2,669 42,193 SH Shared-Defined 5.4 42,193 ALPHARMA INC CL A 020813101 44 1,500 SH Shared-Defined 5.1 1,500 ALPHARMA INC CL A 020813101 2,095 72,076 SH Shared-Defined 5.4 72,076 ALTERA CORP COM 021441100 463 24,695 SH Shared-Defined 5.1 24,695 ALTERA CORP COM 021441100 749 39,978 SH Shared-Defined 3 39,978 ALTERA CORP COM 021441100 82 4,380 SH Shared-Defined 4,380 ALTRIA GROUP INC COM 02209S103 23,201 308,939 SH Shared-Defined 5.1 308,939 ALTRIA GROUP INC COM 02209S103 2,043 27,200 SH Shared-Defined 5.1 27,200 ALTRIA GROUP INC COM 02209S103 865 11,518 SH Shared-Defined 3.6 11,518 ALTRIA GROUP INC COM 02209S103 2,755 36,688 SH Shared-Defined 3.2 36,688 ALTRIA GROUP INC COM 02209S103 57,450 764,978 SH Shared-Defined 3 764,978 ALTRIA GROUP INC COM 02209S103 45 600 SH Shared-Defined 3 600 ALTRIA GROUP INC COM 02209S103 7,626 101,541 SH Shared-Defined 5.4 101,541 ALTRIA GROUP INC COM 02209S103 218 2,900 SH Shared-Defined 2,900 ALTRIA GROUP INC COM 02209S103 1,221 16,255 SH Shared-Defined 16,255 ALZA CORP SDCV 7/2 02261WAB5 12,418 14,850 PRN Shared-Defined 5.1 14,850 AMAZON INC COM 023135106 962 20,041 SH Shared-Defined 5.1 20,041 AMAZON INC COM 023135106 5,768 120,198 SH Shared-Defined 3 120,198 AMAZON INC COM 023135106 1,352 28,180 SH Shared-Defined 5.4 28,180 AMAZON INC COM 023135106 104 2,164 SH Shared-Defined 2,164 AMBAC FINL GROUP INC COM 023139108 550 7,090 SH Shared-Defined 5.1 7,090 AMBAC FINL GROUP INC COM 023139108 552 7,116 SH Shared-Defined 3 7,116 AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 521 5,800 PRN Shared-Defined 5.1 5,800 AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 449 5,000 PRN Shared-Defined 3 5,000 AMERADA HESS CORP COM 023551104 7,503 59,695 SH Shared-Defined 5.1 59,695 AMERADA HESS CORP COM 023551104 684 5,442 SH Shared-Defined 3 5,442 AMERADA HESS CORP COM 023551104 314 2,500 SH Shared-Defined 5.4 2,500 AMEREN CORP COM 023608102 881 17,088 SH Shared-Defined 5.1 17,088 AMEREN CORP COM 023608102 709 13,748 SH Shared-Defined 3 13,748 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 22,820 772,000 SH Shared-Defined 5.1 772,000 AMERICAN AXLE & MFG HLDGS IN COM 024061103 41 2,200 SH Shared-Defined 5.1 2,200 AMERICAN ELEC PWR INC COM 025537101 3,071 82,293 SH Shared-Defined 5.1 82,293 AMERICAN ELEC PWR INC COM 025537101 989 26,491 SH Shared-Defined 3 26,491 AMERICAN EXPRESS CO COM 025816109 73,435 1,436,803 SH Shared-Defined 5.1 1,436,803 AMERICAN EXPRESS CO COM 025816109 4,378 85,652 SH Shared-Defined 3.2 85,652 AMERICAN EXPRESS CO COM 025816109 35,904 702,479 SH Shared-Defined 3 702,479 AMERICAN EXPRESS CO COM 025816109 2,108 41,250 SH Shared-Defined 5.4 41,250 AMERICAN EXPRESS CO COM 025816109 138 2,700 SH Shared-Defined 2,700 AMERICAN EXPRESS CO COM 025816109 117 2,289 SH Shared-Defined 2,289 AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS8 5,400 51,025 PRN Shared-Defined 5.1 51,025 AMERICAN GREETINGS CORP CL A 026375105 268 12,000 SH Shared-Defined 5.1 12,000 AMERICAN GREETINGS CORP CL A 026375105 16 700 SH Shared-Defined 700 AMERICAN HOME MTG INVT CORP COM 02660R107 309 9,476 SH Shared-Defined 5.1 9,476 AMERICAN INTL GROUP INC COM 026874107 35,448 512,989 SH Shared-Defined 5.1 512,989 AMERICAN INTL GROUP INC COM 026874107 6,862 99,311 SH Shared-Defined 3.6 99,311 AMERICAN INTL GROUP INC COM 026874107 5,318 76,960 SH Shared-Defined 3.2 76,960 AMERICAN INTL GROUP INC COM 026874107 19,833 287,025 SH Shared-Defined 3 287,025 AMERICAN INTL GROUP INC COM 026874107 86 1,250 SH Shared-Defined 3 1,250 AMERICAN INTL GROUP INC COM 026874107 7,381 106,816 SH Shared-Defined 5.4 106,816 AMERICAN INTL GROUP INC COM 026874107 433 6,269 SH Shared-Defined 6,269 AMERICAN INTL GROUP INC COM 026874107 877 12,695 SH Shared-Defined 12,695 AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 1,898 28,050 PRN Shared-Defined 5.1 28,050 AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 4,313 4,271,250 PRN Shared-Defined 3 4,271,250 AMERICAN PWR CONVERSION CORP COM 029066107 27,170 1,217,312 SH Shared-Defined 5.1 1,217,312 AMERICAN PWR CONVERSION CORP COM 029066107 393 17,590 SH Shared-Defined 3 17,590 AMERICAN STD COS INC DEL COM 029712106 1,243 30,926 SH Shared-Defined 5.1 30,926 AMERICAN STD COS INC DEL COM 029712106 497 12,352 SH Shared-Defined 3 12,352 AMERISOURCEBERGEN CORP COM 03073E105 736 17,736 SH Shared-Defined 5.1 17,736 AMERISOURCEBERGEN CORP COM 03073E105 293 7,058 SH Shared-Defined 3 7,058 AMERISOURCEBERGEN CORP COM 03073E105 5,961 143,704 SH Shared-Defined 5.4 143,704 AMERIPRISE FINL INC COM 03076C106 1,136 27,819 SH Shared-Defined 5.1 27,819 AMERIPRISE FINL INC COM 03076C106 3 72 SH Shared-Defined 3.2 72 AMERIPRISE FINL INC COM 03076C106 679 16,625 SH Shared-Defined 3 16,625 AMERIPRISE FINL INC COM 03076C106 34 840 SH Shared-Defined 840 AMERIPRISE FINL INC COM 03076C106 20 485 SH Shared-Defined 485 AMGEN INC COM 031162100 61,602 779,377 SH Shared-Defined 5.1 779,377 AMGEN INC COM 031162100 47 600 SH Shared-Defined 3.2 600 AMGEN INC COM 031162100 35,050 443,448 SH Shared-Defined 3 443,448 AMGEN INC COM 031162100 6,617 83,720 SH Shared-Defined 5.4 83,720 AMGEN INC COM 031162100 791 10,006 SH Shared-Defined 10,006 AMGEN INC COM 031162100 627 7,937 SH Shared-Defined 7,937 AMGEN INC NOTE 3/0 031162AL4 4,472 57,194 PRN Shared-Defined 5.1 57,194 AMSOUTH BANCORPORATION COM 032165102 588 22,193 SH Shared-Defined 5.1 22,193 AMSOUTH BANCORPORATION COM 032165102 625 23,603 SH Shared-Defined 3 23,603 AMSURG CORP COM 03232P405 46 2,000 SH Shared-Defined 5.1 2,000 ANADARKO PETE CORP COM 032511107 3,887 41,509 SH Shared-Defined 5.1 41,509 ANADARKO PETE CORP COM 032511107 1,529 16,323 SH Shared-Defined 3 16,323 ANADARKO PETE CORP COM 032511107 4,287 45,772 SH Shared-Defined 5.4 45,772 ANADARKO PETE CORP COM 032511107 159 1,700 SH Shared-Defined 1,700 ANALOG DEVICES INC COM 032654105 3,957 109,244 SH Shared-Defined 5.1 109,244 ANALOG DEVICES INC COM 032654105 898 24,802 SH Shared-Defined 3 24,802 ANALOG DEVICES INC COM 032654105 1,272 35,131 SH Shared-Defined 5.4 35,131 ANDREW CORP COM 034425108 91 8,428 SH Shared-Defined 5.1 8,428 ANDREW CORP COM 034425108 119 10,942 SH Shared-Defined 3 10,942 ANDREW CORP COM 034425108 954 88,013 SH Shared-Defined 5.4 88,013 ANDRX CORP DEL ANDRX GROUP 034553107 79 4,800 SH Shared-Defined 5.1 4,800 ANHEUSER BUSCH COS INC COM 035229103 3,041 70,214 SH Shared-Defined 5.1 70,214 ANHEUSER BUSCH COS INC COM 035229103 4,517 104,299 SH Shared-Defined 3 104,299 ANTHRACITE CAP INC COM 037023108 272 25,558 SH Shared-Defined 5.1 25,558 ANWORTH MORTGAGE ASSET CP COM 037347101 242 33,445 SH Shared-Defined 5.1 33,445 AO TATNEFT SPON ADR REG S 03737P306 5,404 82,100 SH Shared-Defined 5.1 82,100 AON CORP COM 037389103 9,321 255,872 SH Shared-Defined 5.1 255,872 AON CORP COM 037389103 786 21,577 SH Shared-Defined 3 21,577 AON CORP DBCV 3.500%11/1 037389AT0 48 280 PRN Shared-Defined 5.1 280 APACHE CORP COM 037411105 18,335 269,390 SH Shared-Defined 5.1 269,390 APACHE CORP COM 037411105 1,536 22,563 SH Shared-Defined 3 22,563 APACHE CORP COM 037411105 142 2,086 SH Shared-Defined 2,086 APARTMENT INVT & MGMT CO CL A 03748R101 192 5,007 SH Shared-Defined 5.1 5,007 APARTMENT INVT & MGMT CO CL A 03748R101 248 6,471 SH Shared-Defined 3 6,471 APOLLO GROUP INC CL A 037604105 555 9,205 SH Shared-Defined 5.1 9,205 APOLLO GROUP INC CL A 037604105 914 15,156 SH Shared-Defined 3 15,156 APOLLO GROUP INC CL A 037604105 1,650 27,363 SH Shared-Defined 5.4 27,363 APOLLO GROUP INC CL A 037604105 52 867 SH Shared-Defined 867 APPLEPUTER INC COM 037833100 56,123 785,491 SH Shared-Defined 5.1 785,491 APPLEPUTER INC COM 037833100 1,286 18,000 SH Shared-Defined 5.1 18,000 APPLEPUTER INC COM 037833100 79,129 1,107,473 SH Shared-Defined 3 1,107,473 APPLEPUTER INC COM 037833100 7,596 106,317 SH Shared-Defined 5.4 106,317 APPLEPUTER INC COM 037833100 384 5,373 SH Shared-Defined 5,373 APPLEPUTER INC COM 037833100 853 11,937 SH Shared-Defined 11,937 APPLEBEES INTL INC COM 037899101 1,102 48,300 SH Shared-Defined 5.1 48,300 APPLERA CORP COM AP BIO GRP 038020103 347 12,948 SH Shared-Defined 5.1 12,948 APPLERA CORP COM AP BIO GRP 038020103 341 12,723 SH Shared-Defined 3 12,723 APPLIED MATLS INC COM 038222105 65,120 3,605,756 SH Shared-Defined 5.1 3,605,756 APPLIED MATLS INC COM 038222105 253 14,000 SH Shared-Defined 3.6 14,000 APPLIED MATLS INC COM 038222105 3,079 170,470 SH Shared-Defined 3.2 170,470 APPLIED MATLS INC COM 038222105 2,489 137,794 SH Shared-Defined 3 137,794 APPLIED MATLS INC COM 038222105 208 11,501 SH Shared-Defined 5.4 11,501 APPLIED MATLS INC COM 038222105 83 4,600 SH Shared-Defined 4,600 APPLIED MICRO CIRCUITS CORP COM 03822W109 160 61,543 SH Shared-Defined 5.1 61,543 APPLIED MICRO CIRCUITS CORP COM 03822W109 53 20,204 SH Shared-Defined 3 20,204 APPLIED MICRO CIRCUITS CORP COM 03822W109 221 85,000 SH Shared-Defined 5.4 85,000 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 1,598 39,600 SH Shared-Defined 5.1 39,600 ARCH COAL INC COM 039380100 24 300 SH Shared-Defined 300 ARCHER DANIELS MIDLAND CO COM 039483102 3,607 143,291 SH Shared-Defined 5.1 143,291 ARCHER DANIELS MIDLAND CO COM 039483102 1,110 44,104 SH Shared-Defined 3 44,104 ARCHSTONE SMITH TR COM 039583109 565 13,410 SH Shared-Defined 5.1 13,410 ARCHSTONE SMITH TR COM 039583109 601 14,268 SH Shared-Defined 3 14,268 ARGONAUT GROUP INC COM 040157109 531 16,000 SH Shared-Defined 5.4 16,000 ARIBA INC COM NEW 04033V203 91 12,228 SH Shared-Defined 5.1 12,228 ARRIS GROUP INC COM 04269Q100 1 100 SH Shared-Defined 3 100 ARROW ELECTRS INC COM 042735100 11,518 356,600 SH Shared-Defined 356,600 ARROW ELECTRS INC DBCV 2/2 042735AY6 433 7,900 PRN Shared-Defined 5.1 7,900 ARROW ELECTRS INC DBCV 2/2 042735AY6 548 10,000 PRN Shared-Defined 3 10,000 ASHFORD HOSPITALITY TR INC COM SHS 044103109 2,217 209,577 SH Shared-Defined 5.4 209,577 ASHLAND INC NEW COM 044209104 281 4,823 SH Shared-Defined 3 4,823 ASIA PAC FD INC COM 044901106 48 2,861 SH Shared-Defined 3.2 2,861 ASPECT MED SYS INC COM 045235108 53 1,516 SH Shared-Defined 1,516 ASSURANT INC COM 04621X108 3,936 90,100 SH Shared-Defined 5.1 90,100 ASTRAZENECA PLC SPONSORED ADR 046353108 5,300 107,806 SH Shared-Defined 3 107,806 ATHEROGENICS INC COM 047439104 239 11,900 SH Shared-Defined 11,900 ATMEL CORP COM 049513104 140 45,000 SH Shared-Defined 5.4 45,000 AURIZON MINES LTD COM 05155P106 532 260,852 SH Shared-Defined 3 260,852 AUTODESK INC COM 052769106 640 14,465 SH Shared-Defined 5.1 14,465 AUTODESK INC COM 052769106 1,009 22,800 SH Shared-Defined 3 22,800 AUTODESK INC COM 052769106 33 750 SH Shared-Defined 750 AUTOMATIC DATA PROCESSING IN COM 053015103 7,448 160,484 SH Shared-Defined 5.1 160,484 AUTOMATIC DATA PROCESSING IN COM 053015103 1,797 38,718 SH Shared-Defined 3 38,718 AUTONATION INC COM 05329W102 260 11,822 SH Shared-Defined 5.1 11,822 AUTONATION INC COM 05329W102 270 12,283 SH Shared-Defined 3 12,283 AUTOZONE INC COM 053332102 1,283 13,891 SH Shared-Defined 5.1 13,891 AUTOZONE INC COM 053332102 348 3,767 SH Shared-Defined 3 3,767 AVAYA INC COM 053499109 3,659 338,188 SH Shared-Defined 5.1 338,188 AVAYA INC COM 053499109 305 28,218 SH Shared-Defined 3 28,218 AVAYA INC COM 053499109 223 20,650 SH Shared-Defined 20,650 AVERY DENNISON CORP COM 053611109 813 14,480 SH Shared-Defined 5.1 14,480 AVERY DENNISON CORP COM 053611109 417 7,438 SH Shared-Defined 3 7,438 AVERY DENNISON CORP COM 053611109 337 6,000 SH Shared-Defined 5.4 6,000 AVIGEN INC COM 053690103 120 39,364 SH Shared-Defined 39,364 AVNET INC COM 053807103 1,505 62,250 SH Shared-Defined 5.4 62,250 AVON PRODS INC COM 054303102 1,904 66,514 SH Shared-Defined 5.1 66,514 AVON PRODS INC COM 054303102 855 29,867 SH Shared-Defined 3 29,867 AVON PRODS INC COM 054303102 54 1,900 SH Shared-Defined 1,900 BB&T CORP COM 054937107 1,834 43,430 SH Shared-Defined 5.1 43,430 BB&T CORP COM 054937107 1,549 36,668 SH Shared-Defined 3 36,668 BCE INC COM 05534B109 8,755 268,458 SH Shared-Defined 5.1 268,458 BCE INC COM 05534B109 1,110 34,021 SH Shared-Defined 3.2 34,021 BCE INC COM 05534B109 793 24,300 SH Shared-Defined 3 24,300 BCE INC COM 05534B109 65 2,000 SH Shared-Defined 5.4 2,000 BJ SVCS CO COM 055482103 870 23,716 SH Shared-Defined 5.1 23,716 BJ SVCS CO COM 055482103 798 21,752 SH Shared-Defined 3 21,752 BJ SVCS CO COM 055482103 2,371 64,625 SH Shared-Defined 5.4 64,625 BP PLC SPONSORED ADR 055622104 70 1,090 SH Shared-Defined 3.6 1,090 BP PLC SPONSORED ADR 055622104 29 450 SH Shared-Defined 450 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 930 14,000 SH Shared-Defined 3 14,000 BMC SOFTWARE INC COM 055921100 579 27,644 SH Shared-Defined 5.1 27,644 BMC SOFTWARE INC COM 055921100 306 14,613 SH Shared-Defined 3 14,613 BAKER HUGHES INC COM 057224107 4,358 71,875 SH Shared-Defined 5.1 71,875 BAKER HUGHES INC COM 057224107 1,357 22,380 SH Shared-Defined 3 22,380 BALL CORP COM 058498106 229 5,756 SH Shared-Defined 5.1 5,756 BALL CORP COM 058498106 278 6,994 SH Shared-Defined 3 6,994 BALLARD PWR SYS INC COM 05858H104 40 9,300 SH Shared-Defined 5.1 9,300 BALLARD PWR SYS INC COM 05858H104 774 178,443 SH Shared-Defined 5.4 178,443 BANCO BRADESCO S A SP ADR PFD NEW 059460303 13,401 457,200 SH Shared-Defined 5.1 457,200 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 50 2,063 SH Shared-Defined 3 2,063 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,449 32,300 SH Shared-Defined 5.1 32,300 BANCOLOMBIA S A SPON ADR PREF 05968L102 3,790 131,600 SH Shared-Defined 5.1 131,600 BANK OF AMERICA CORPORATION COM 060505104 171,330 3,709,245 SH Shared-Defined 5.1 3,709,245 BANK OF AMERICA CORPORATION COM 060505104 4,340 93,952 SH Shared-Defined 3.2 93,952 BANK OF AMERICA CORPORATION COM 060505104 8,329 180,315 SH Shared-Defined 5.4 180,315 BANK OF AMERICA CORPORATION COM 060505104 838 18,150 SH Shared-Defined 18,150 BANK OF AMERICA CORPORATION COM 060505104 217 4,690 SH Shared-Defined 4,690 BANK MONTREAL QUE COM 063671101 5,821 76,457 SH Shared-Defined 5.1 76,457 BANK MONTREAL QUE COM 063671101 1,374 18,050 SH Shared-Defined 3.2 18,050 BANK MONTREAL QUE COM 063671101 1,001 13,152 SH Shared-Defined 3 13,152 BANK NEW YORK INC COM 064057102 2,332 72,927 SH Shared-Defined 5.1 72,927 BANK NEW YORK INC COM 064057102 544 17,000 SH Shared-Defined 3.6 17,000 BANK NEW YORK INC COM 064057102 1,719 53,744 SH Shared-Defined 3 53,744 BANK NEW YORK INC COM 064057102 96 3,000 SH Shared-Defined 5.4 3,000 BANK NEW YORK INC COM 064057102 979 30,622 SH Shared-Defined 30,622 BANK NOVA SCOTIA HALIFAX COM 064149107 30,027 748,609 SH Shared-Defined 5.1 748,609 BANK NOVA SCOTIA HALIFAX COM 064149107 1,047 26,106 SH Shared-Defined 3 26,106 BANK NOVA SCOTIA HALIFAX COM 064149107 489 12,200 SH Shared-Defined 12,200 BARD C R INC COM 067383109 463 6,979 SH Shared-Defined 5.1 6,979 BARD C R INC COM 067383109 468 7,061 SH Shared-Defined 3 7,061 BARRICK GOLD CORP COM 067901108 67,573 1,753,570 SH Shared-Defined 5.1 1,753,570 BARRICK GOLD CORP COM 067901108 112 2,900 SH Shared-Defined 3.6 2,900 BARRICK GOLD CORP COM 067901108 2,057 53,370 SH Shared-Defined 3.2 53,370 BARRICK GOLD CORP COM 067901108 686 17,800 SH Shared-Defined 3 17,800 BARRICK GOLD CORP COM 067901108 31 800 SH Shared-Defined 800 BARRICK GOLD CORP COM 067901108 162 4,200 SH Shared-Defined 4,200 BASSETT FURNITURE INDS INC COM 070203104 20 1,100 SH Shared-Defined 5.1 1,100 BAUSCH & LOMB INC COM 071707103 1,958 29,131 SH Shared-Defined 5.1 29,131 BAUSCH & LOMB INC COM 071707103 243 3,610 SH Shared-Defined 3 3,610 BAXTER INTL INC COM 071813109 6,727 178,285 SH Shared-Defined 5.1 178,285 BAXTER INTL INC COM 071813109 3,575 94,740 SH Shared-Defined 3.2 94,740 BAXTER INTL INC COM 071813109 1,605 42,540 SH Shared-Defined 3 42,540 BAXTER INTL INC COM 071813109 1,426 37,788 SH Shared-Defined 5.4 37,788 BAXTER INTL INC COM 071813109 161 4,280 SH Shared-Defined 4,280 BAXTER INTL INC COM 071813109 180 4,770 SH Shared-Defined 4,770 BAYER A G SPONSORED ADR 072730302 21 500 SH Shared-Defined 3.2 500 BEA SYS INC COM 073325102 103 10,968 SH Shared-Defined 3 10,968 BEA SYS INC COM 073325102 94 10,000 SH Shared-Defined 5.4 10,000 BEA SYS INC COM 073325102 487 51,610 SH Shared-Defined 51,610 BEAR STEARNS COS INC COM 073902108 828 7,123 SH Shared-Defined 5.1 7,123 BEAR STEARNS COS INC COM 073902108 1,251 10,767 SH Shared-Defined 3 10,767 BEAR STEARNS COS INC COM 073902108 349 3,000 SH Shared-Defined 5.4 3,000 BEARINGPOINT INC COM 074002106 71 9,261 SH Shared-Defined 9,261 BEAZER HOMES USA INC COM 07556Q105 87 1,200 SH Shared-Defined 5.1 1,200 BECTON DICKINSON & CO COM 075887109 1,625 26,933 SH Shared-Defined 5.1 26,933 BECTON DICKINSON & CO COM 075887109 1,321 21,907 SH Shared-Defined 3 21,907 BED BATH & BEYOND INC COM 075896100 684 18,729 SH Shared-Defined 5.1 18,729 BED BATH & BEYOND INC COM 075896100 1,177 32,244 SH Shared-Defined 3 32,244 BED BATH & BEYOND INC COM 075896100 61 1,680 SH Shared-Defined 1,680 BELLSOUTH CORP COM 079860102 4,102 150,374 SH Shared-Defined 5.1 150,374 BELLSOUTH CORP COM 079860102 9,556 350,291 SH Shared-Defined 3 350,291 BELLSOUTH CORP COM 079860102 674 24,700 SH Shared-Defined 5.4 24,700 BELLSOUTH CORP COM 079860102 109 3,980 SH Shared-Defined 3,980 BEMA GOLD CORP COM 08135F107 4 1,000 SH Shared-Defined 1,000 BEMIS INC COM 081437105 157 5,604 SH Shared-Defined 5.1 5,604 BEMIS INC COM 081437105 198 7,091 SH Shared-Defined 3 7,091 BEST BUY INC COM 086516101 3,539 80,549 SH Shared-Defined 5.1 80,549 BEST BUY INC COM 086516101 1,185 26,962 SH Shared-Defined 3 26,962 BEST BUY INC COM 086516101 264 6,000 SH Shared-Defined 5.4 6,000 BIG LOTS INC COM 089302103 91 7,422 SH Shared-Defined 5.1 7,422 BIG LOTS INC COM 089302103 94 7,673 SH Shared-Defined 3 7,673 BIOMET INC COM 090613100 579 15,805 SH Shared-Defined 5.1 15,805 BIOMET INC COM 090613100 989 26,997 SH Shared-Defined 3 26,997 BIOMET INC COM 090613100 48 1,320 SH Shared-Defined 1,320 BIOGEN IDEC INC COM 09062X103 1,993 44,627 SH Shared-Defined 5.1 44,627 BIOGEN IDEC INC COM 09062X103 7,086 158,658 SH Shared-Defined 3 158,658 BIOGEN IDEC INC COM 09062X103 40 900 SH Shared-Defined 900 BIOGEN IDEC INC COM 09062X103 4 92 SH Shared-Defined 92 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 331 1,650 SH Shared-Defined 3 1,650 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 2 8 SH Shared-Defined 8 BIOVAIL CORP COM 09067J109 1,039 32,090 SH Shared-Defined 3.2 32,090 BIOVAIL CORP COM 09067J109 136 4,200 SH Shared-Defined 3 4,200 BLACK & DECKER CORP COM 091797100 464 5,333 SH Shared-Defined 5.1 5,333 BLACK & DECKER CORP COM 091797100 539 6,200 SH Shared-Defined 5.1 6,200 BLACK & DECKER CORP COM 091797100 465 5,341 SH Shared-Defined 3 5,341 BLACK & DECKER CORP COM 091797100 435 5,000 SH Shared-Defined 5.4 5,000 BLOCK H & R INC COM 093671105 4,707 192,930 SH Shared-Defined 5.1 192,930 BLOCK H & R INC COM 093671105 540 22,126 SH Shared-Defined 3 22,126 BLUE COAT SYSTEMS INC COM NEW 09534T508 425 9,200 SH Shared-Defined 5.4 9,200 BOEING CO COM 097023105 58,416 820,684 SH Shared-Defined 5.1 820,684 BOEING CO COM 097023105 1,125 15,800 SH Shared-Defined 5.1 15,800 BOEING CO COM 097023105 356 5,000 SH Shared-Defined 3.6 5,000 BOEING CO COM 097023105 4,649 65,310 SH Shared-Defined 3 65,310 BOEING CO COM 097023105 1,757 24,680 SH Shared-Defined 5.4 24,680 BOEING CO COM 097023105 31 440 SH Shared-Defined 440 BOOKHAM INC COM 09856E105 105 18,138 SH Shared-Defined 18,138 BORLAND SOFTWARE CORP COM 099849101 66 10,000 SH Shared-Defined 3 10,000 BOSTON SCIENTIFIC CORP COM 101137107 2,112 85,360 SH Shared-Defined 5.1 85,360 BOSTON SCIENTIFIC CORP COM 101137107 3,727 150,650 SH Shared-Defined 3.2 150,650 BOSTON SCIENTIFIC CORP COM 101137107 996 40,268 SH Shared-Defined 3 40,268 BOSTON SCIENTIFIC CORP COM 101137107 52 2,100 SH Shared-Defined 2,100 BOWATER INC COM 102183100 7,246 231,935 SH Shared-Defined 5.1 231,935 BRADLEY PHARMACEUTICALS INC COM 104576103 169 17,500 SH Shared-Defined 5.1 17,500 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 3,429 91,200 SH Shared-Defined 5.1 91,200 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 2,129 56,630 SH Shared-Defined 5.4 56,630 BRASKEM S A SP ADR PFD A 105532105 2,469 151,000 SH Shared-Defined 5.1 151,000 BRASKEM S A SP ADR PFD A 105532105 1,153 70,500 SH Shared-Defined 5.4 70,500 BRASIL TELECOM SA SPONS ADR PFD 10553M101 1,380 108,300 SH Shared-Defined 5.1 108,300 BRIGHTPOINT INC COM NEW 109473405 28 1,500 SH Shared-Defined 5.1 1,500 BRISTOL MYERS SQUIBB CO COM 110122108 5,759 248,978 SH Shared-Defined 5.1 248,978 BRISTOL MYERS SQUIBB CO COM 110122108 13 580 SH Shared-Defined 3.6 580 BRISTOL MYERS SQUIBB CO COM 110122108 4,515 195,197 SH Shared-Defined 3.2 195,197 BRISTOL MYERS SQUIBB CO COM 110122108 35,310 1,526,569 SH Shared-Defined 3 1,526,569 BRISTOL MYERS SQUIBB CO COM 110122108 2,394 103,520 SH Shared-Defined 5.4 103,520 BRISTOL MYERS SQUIBB CO COM 110122108 114 4,950 SH Shared-Defined 4,950 BRISTOL MYERS SQUIBB CO COM 110122108 22 933 SH Shared-Defined 933 BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 1,325 13,400 PRN Shared-Defined 5.1 13,400 BROADCOM CORP CL A 111320107 34,989 746,024 SH Shared-Defined 5.1 746,024 BROADCOM CORP CL A 111320107 1,301 27,741 SH Shared-Defined 3 27,741 BROADCOM CORP CL A 111320107 2,588 55,172 SH Shared-Defined 5.4 55,172 BROADCOM CORP CL A 111320107 38 820 SH Shared-Defined 820 BROADWING CORP COM 11161E101 0 12 SH Shared-Defined 12 BROCADEMUNICATIONS SYS I COM 111621108 46 11,200 SH Shared-Defined 11,200 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 3,081 44,500 SH Shared-Defined 5.1 44,500 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 395 5,711 SH Shared-Defined 3 5,711 BROOKLINE BANCORP INC DEL COM 11373M107 171 11,990 SH Shared-Defined 5.1 11,990 BROOKS AUTOMATION INC COM 114340102 47 3,765 SH Shared-Defined 5.1 3,765 BROWN FORMAN CORP CL B 115637209 330 4,719 SH Shared-Defined 5.1 4,719 BROWN FORMAN CORP CL B 115637209 395 5,656 SH Shared-Defined 3 5,656 BRUNSWICK CORP COM 117043109 206 5,072 SH Shared-Defined 5.1 5,072 BRUNSWICK CORP COM 117043109 263 6,490 SH Shared-Defined 3 6,490 BURLINGTON NORTHN SANTA FE C COM 12189T104 8,923 125,727 SH Shared-Defined 5.1 125,727 BURLINGTON NORTHN SANTA FE C COM 12189T104 1,844 25,980 SH Shared-Defined 3.2 25,980 BURLINGTON NORTHN SANTA FE C COM 12189T104 1,786 25,159 SH Shared-Defined 3 25,159 BURLINGTON NORTHN SANTA FE C COM 12189T104 1,826 25,730 SH Shared-Defined 5.4 25,730 BURLINGTON RES INC COM 122014103 4,320 50,258 SH Shared-Defined 5.1 50,258 BURLINGTON RES INC COM 122014103 9,338 108,643 SH Shared-Defined 3 108,643 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 431 10,500 SH Shared-Defined 5.1 10,500 CBRL GROUP INC NOTE 4/0 12489VAB2 11,682 25,000,000 PRN Shared-Defined 3 25,000,000 C D W CORP COM 12512N105 144 2,496 SH Shared-Defined 3 2,496 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 195 5,110 SH Shared-Defined 3 5,110 CIGNA CORP COM 125509109 7,123 62,752 SH Shared-Defined 5.1 62,752 CIGNA CORP COM 125509109 963 8,488 SH Shared-Defined 3 8,488 CIT GROUP INC COM 125581108 691 13,370 SH Shared-Defined 5.1 13,370 CIT GROUP INC COM 125581108 698 13,514 SH Shared-Defined 3 13,514 CMGI INC COM 125750109 38 25,000 SH Shared-Defined 5.4 25,000 CMS ENERGY CORP COM 125896100 205 14,295 SH Shared-Defined 5.1 14,295 CMS ENERGY CORP COM 125896100 213 14,804 SH Shared-Defined 3 14,804 CMS ENERGY CORP COM 125896100 43 3,000 SH Shared-Defined 3,000 CNA FINL CORP COM 126117100 425 12,830 SH Shared-Defined 5.4 12,830 CSX CORP COM 126408103 3,012 58,948 SH Shared-Defined 5.1 58,948 CSX CORP COM 126408103 749 14,669 SH Shared-Defined 3 14,669 CSX CORP COM 126408103 1,124 22,000 SH Shared-Defined 5.4 22,000 CVS CORP COM 126650100 1,941 73,027 SH Shared-Defined 5.1 73,027 CVS CORP COM 126650100 1,458 54,864 SH Shared-Defined 3 54,864 CVS CORP COM 126650100 532 20,000 SH Shared-Defined 5.4 20,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 677 28,889 SH Shared-Defined 5.1 28,889 CACI INTL INC CL A 127190304 52 900 SH Shared-Defined 5.1 900 CADENCE DESIGN SYSTEM INC COM 127387108 28,394 1,657,533 SH Shared-Defined 5.1 1,657,533 CADENCE DESIGN SYSTEM INC COM 127387108 154 9,000 SH Shared-Defined 3 9,000 CADENCE DESIGN SYSTEM INC COM 127387108 43 2,500 SH Shared-Defined 2,500 CAMBIOR INC COM 13201L103 2,821 742,400 SH Shared-Defined 5.1 742,400 CAMECO CORP COM 13321L108 13,292 152,130 SH Shared-Defined 5.1 152,130 CAMECO CORP COM 13321L108 1,294 14,810 SH Shared-Defined 3.2 14,810 CAMECO CORP COM 13321L108 393 4,500 SH Shared-Defined 3 4,500 CAMECO CORP COM 13321L108 238 2,725 SH Shared-Defined 2,725 CAMPBELL SOUP CO COM 134429109 1,108 36,844 SH Shared-Defined 5.1 36,844 CAMPBELL SOUP CO COM 134429109 380 12,637 SH Shared-Defined 3 12,637 CAMPBELL SOUP CO COM 134429109 30 1,000 SH Shared-Defined 1,000 CDN IMPERIAL BK OFMERCE COM 136069101 12,492 139,496 SH Shared-Defined 5.1 139,496 CDN IMPERIAL BK OFMERCE COM 136069101 957 10,690 SH Shared-Defined 3.2 10,690 CDN IMPERIAL BK OFMERCE COM 136069101 782 8,737 SH Shared-Defined 3 8,737 CANADIAN NATL RY CO COM 136375102 10,397 94,700 SH Shared-Defined 5.1 94,700 CANADIAN NATL RY CO COM 136375102 790 7,200 SH Shared-Defined 3 7,200 CANADIAN NATL RY CO COM 136375102 1,095 9,975 SH Shared-Defined 9,975 CANADIAN NAT RES LTD COM 136385101 55,328 820,666 SH Shared-Defined 5.1 820,666 CANADIAN NAT RES LTD COM 136385101 876 13,000 SH Shared-Defined 5.1 13,000 CANADIAN NAT RES LTD COM 136385101 951 14,100 SH Shared-Defined 3 14,100 CANADIAN PAC RY LTD COM 13645T100 3,412 80,739 SH Shared-Defined 5.1 80,739 CANADIAN PAC RY LTD COM 13645T100 779 18,430 SH Shared-Defined 3.2 18,430 CANADIAN PAC RY LTD COM 13645T100 177 4,200 SH Shared-Defined 3 4,200 CANADIAN PAC RY LTD COM 13645T100 10 230 SH Shared-Defined 230 CANON INC ADR 138006309 35 600 SH Shared-Defined 3.6 600 CAPITAL ONE FINL CORP COM 14040H105 48,047 554,113 SH Shared-Defined 5.1 554,113 CAPITAL ONE FINL CORP COM 14040H105 1,786 20,597 SH Shared-Defined 3 20,597 CAPITAL ONE FINL CORP COM 14040H105 2,156 24,868 SH Shared-Defined 5.4 24,868 CARDINAL HEALTH INC COM 14149Y108 8,825 127,868 SH Shared-Defined 5.1 127,868 CARDINAL HEALTH INC COM 14149Y108 2,604 37,725 SH Shared-Defined 3 37,725 CARDINAL HEALTH INC COM 14149Y108 345 5,000 SH Shared-Defined 5.4 5,000 CARDINAL HEALTH INC COM 14149Y108 58 834 SH Shared-Defined 834 CARDINAL HEALTH INC COM 14149Y108 24 350 SH Shared-Defined 350 CAREER EDUCATION CORP COM 141665109 1,805 53,883 SH Shared-Defined 5.1 53,883 CAREMARK RX INC COM 141705103 53,825 1,036,499 SH Shared-Defined 5.1 1,036,499 CAREMARK RX INC COM 141705103 1,523 29,334 SH Shared-Defined 3 29,334 CAREMARK RX INC COM 141705103 1,449 27,900 SH Shared-Defined 5.4 27,900 CARNIVAL CORP PAIRED CTF 143658300 3,036 56,727 SH Shared-Defined 5.1 56,727 CARNIVAL CORP PAIRED CTF 143658300 1,566 29,255 SH Shared-Defined 3 29,255 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 2,154 15,570 PRN Shared-Defined 5.1 15,570 CARPENTER TECHNOLOGY CORP COM 144285103 82 1,150 SH Shared-Defined 5.1 1,150 CATERPILLAR INC DEL COM 149123101 11,491 197,640 SH Shared-Defined 5.1 197,640 CATERPILLAR INC DEL COM 149123101 599 10,300 SH Shared-Defined 5.1 10,300 CATERPILLAR INC DEL COM 149123101 3,009 51,760 SH Shared-Defined 3.2 51,760 CATERPILLAR INC DEL COM 149123101 3,317 57,056 SH Shared-Defined 3 57,056 CATERPILLAR INC DEL COM 149123101 3,674 63,194 SH Shared-Defined 5.4 63,194 CATERPILLAR INC DEL COM 149123101 280 4,812 SH Shared-Defined 4,812 CELESTICA INC SUB VTG SHS 15101Q108 77 5,300 SH Shared-Defined 3 5,300 CELGENE CORP COM 151020104 3,288 50,695 SH Shared-Defined 5.1 50,695 CELGENE CORP COM 151020104 331 5,103 SH Shared-Defined 3 5,103 CELGENE CORP COM 151020104 3,148 48,550 SH Shared-Defined 5.4 48,550 CELGENE CORP COM 151020104 65 1,000 SH Shared-Defined 1,000 CEMEX S A SPON ADR 5 ORD 151290889 15,869 264,712 SH Shared-Defined 5.1 264,712 CENDANT CORP COM 151313103 4,249 252,787 SH Shared-Defined 5.1 252,787 CENDANT CORP COM 151313103 1,172 69,739 SH Shared-Defined 3 69,739 CENDANT CORP COM 151313103 378 22,500 SH Shared-Defined 5.4 22,500 CENTERPOINT ENERGY INC COM 15189T107 1,084 83,890 SH Shared-Defined 5.1 83,890 CENTERPOINT ENERGY INC COM 15189T107 271 20,952 SH Shared-Defined 3 20,952 CENTEX CORP COM 152312104 3,591 49,966 SH Shared-Defined 5.1 49,966 CENTEX CORP COM 152312104 615 8,554 SH Shared-Defined 3 8,554 CENTURYTEL INC COM 156700106 236 7,045 SH Shared-Defined 5.1 7,045 CENTURYTEL INC COM 156700106 297 8,855 SH Shared-Defined 3 8,855 CEPHALON INC COM 156708109 3,223 50,000 SH Shared-Defined 5.1 50,000 CEPHALON INC COM 156708109 97 1,500 SH Shared-Defined 5.4 1,500 CERADYNE INC COM 156710105 190 4,253 SH Shared-Defined 5.1 4,253 CHARLES RIV LABS INTL INC COM 159864107 847 19,800 SH Shared-Defined 5.4 19,800 CHARTER COMMUNICATIONS INC D CL A 16117M107 52 42,356 SH Shared-Defined 42,356 CHECKFREE CORP NEW COM 162813109 120 2,588 SH Shared-Defined 3 2,588 CHECKFREE CORP NEW COM 162813109 42 900 SH Shared-Defined 900 CHESAPEAKE ENERGY CORP COM 165167107 4,547 144,770 SH Shared-Defined 5.1 144,770 CHESAPEAKE ENERGY CORP COM 165167107 1,413 45,000 SH Shared-Defined 5.4 45,000 CHESAPEAKE ENERGY CORP COM 165167107 50 1,600 SH Shared-Defined 1,600 CHEVRON CORP NEW COM 166764100 31,170 551,971 SH Shared-Defined 5.1 551,971 CHEVRON CORP NEW COM 166764100 491 8,700 SH Shared-Defined 5.1 8,700 CHEVRON CORP NEW COM 166764100 5,261 93,166 SH Shared-Defined 3.2 93,166 CHEVRON CORP NEW COM 166764100 25,144 445,256 SH Shared-Defined 3 445,256 CHEVRON CORP NEW COM 166764100 2,237 39,610 SH Shared-Defined 5.4 39,610 CHEVRON CORP NEW COM 166764100 442 7,819 SH Shared-Defined 7,819 CHEVRON CORP NEW COM 166764100 339 6,000 SH Shared-Defined 6,000 CHICAGO MERCANTILE HLDGS INC CL A 167760107 15,280 41,520 SH Shared-Defined 3 41,520 CHICOS FAS INC COM 168615102 33,280 748,200 SH Shared-Defined 5.1 748,200 CHICOS FAS INC COM 168615102 2,404 54,040 SH Shared-Defined 5.4 54,040 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 816 33,400 SH Shared-Defined 5.1 33,400 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 24 1,000 SH Shared-Defined 3 1,000 CHINA UNICOM LTD SPONSORED ADR 16945R104 358 42,700 SH Shared-Defined 42,700 CHIQUITA BRANDS INTL INC COM 170032809 217 10,782 SH Shared-Defined 5.1 10,782 CHIRON CORP COM 170040109 343 7,727 SH Shared-Defined 5.1 7,727 CHIRON CORP COM 170040109 1,780 40,043 SH Shared-Defined 3 40,043 CHIRON CORP COM 170040109 160 3,600 SH Shared-Defined 5.4 3,600 CHIRON CORP COM 170040109 45 1,014 SH Shared-Defined 1,014 CHIRON CORP DBCV 2.750% 6/3 170040AJ8 198 2,000 PRN Shared-Defined 5.1 2,000 CHUBB CORP COM 171232101 53,452 545,202 SH Shared-Defined 5.1 545,202 CHUBB CORP COM 171232101 1,313 13,390 SH Shared-Defined 3 13,390 CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 150 8,200 SH Shared-Defined 5.1 8,200 CIENA CORP COM 171779101 323 107,429 SH Shared-Defined 5.1 107,429 CIENA CORP COM 171779101 118 39,037 SH Shared-Defined 3 39,037 CIENA CORP COM 171779101 90 30,000 SH Shared-Defined 5.4 30,000 CIMAREX ENERGY CO COM 171798101 898 21,000 SH Shared-Defined 5.4 21,000 CINCINNATI BELL INC NEW COM 171871106 71 20,000 SH Shared-Defined 5.1 20,000 CINCINNATI FINL CORP COM 172062101 496 11,070 SH Shared-Defined 5.1 11,070 CINCINNATI FINL CORP COM 172062101 526 11,726 SH Shared-Defined 3 11,726 CINERGY CORP COM 172474108 896 21,026 SH Shared-Defined 5.1 21,026 CINERGY CORP COM 172474108 573 13,453 SH Shared-Defined 3 13,453 CIRCUIT CITY STORE INC COM 172737108 221 9,579 SH Shared-Defined 5.1 9,579 CIRCUIT CITY STORE INC COM 172737108 244 10,589 SH Shared-Defined 3 10,589 CISCO SYS INC COM 17275R102 84,935 4,929,492 SH Shared-Defined 5.1 4,929,492 CISCO SYS INC COM 17275R102 6 350 SH Shared-Defined 3.6 350 CISCO SYS INC COM 17275R102 6,304 365,878 SH Shared-Defined 3.2 365,878 CISCO SYS INC COM 17275R102 15,866 920,820 SH Shared-Defined 3 920,820 CISCO SYS INC COM 17275R102 41 2,395 SH Shared-Defined 3 2,395 CISCO SYS INC COM 17275R102 8,705 505,203 SH Shared-Defined 5.4 505,203 CISCO SYS INC COM 17275R102 1,403 81,417 SH Shared-Defined 81,417 CISCO SYS INC COM 17275R102 167 9,716 SH Shared-Defined 9,716 CINTAS CORP COM 172908105 324 7,821 SH Shared-Defined 5.1 7,821 CINTAS CORP COM 172908105 638 15,402 SH Shared-Defined 3 15,402 CINTAS CORP COM 172908105 26 626 SH Shared-Defined 626 CITIGROUP INC COM 172967101 192,998 3,972,797 SH Shared-Defined 5.1 3,972,797 CITIGROUP INC COM 172967101 704 14,490 SH Shared-Defined 3.6 14,490 CITIGROUP INC COM 172967101 5,307 109,243 SH Shared-Defined 3.2 109,243 CITIGROUP INC COM 172967101 74,083 1,524,979 SH Shared-Defined 3 1,524,979 CITIGROUP INC COM 172967101 244 5,030 SH Shared-Defined 3 5,030 CITIGROUP INC COM 172967101 10,432 214,747 SH Shared-Defined 5.4 214,747 CITIGROUP INC COM 172967101 557 11,461 SH Shared-Defined 11,461 CITIGROUP INC COM 172967101 380 7,827 SH Shared-Defined 7,827 CITIZENS BKG CORP MICH COM 174420109 112 4,000 SH Shared-Defined 5.1 4,000 CITIZENSMUNICATIONS CO COM 17453B101 278 22,747 SH Shared-Defined 5.1 22,747 CITIZENSMUNICATIONS CO COM 17453B101 276 22,531 SH Shared-Defined 3 22,531 CITRIX SYS INC COM 177376100 327 11,294 SH Shared-Defined 5.1 11,294 CITRIX SYS INC COM 177376100 523 18,093 SH Shared-Defined 3 18,093 CITRIX SYS INC COM 177376100 53 1,840 SH Shared-Defined 1,840 CLEAR CHANNELMUNICATIONS COM 184502102 1,332 42,032 SH Shared-Defined 5.1 42,032 CLEAR CHANNELMUNICATIONS COM 184502102 1,153 36,381 SH Shared-Defined 3 36,381 CLEVELAND CLIFFS INC COM 185896107 260 2,906 SH Shared-Defined 5.1 2,906 CLOROX CO DEL COM 189054109 577 10,056 SH Shared-Defined 5.1 10,056 CLOROX CO DEL COM 189054109 585 10,208 SH Shared-Defined 3 10,208 COACH INC COM 189754104 64,367 1,917,383 SH Shared-Defined 5.1 1,917,383 COACH INC COM 189754104 168 5,000 SH Shared-Defined 3.6 5,000 COACH INC COM 189754104 862 25,668 SH Shared-Defined 3 25,668 COACH INC COM 189754104 1,143 34,060 SH Shared-Defined 5.4 34,060 COACH INC COM 189754104 363 10,800 SH Shared-Defined 10,800 COACH INC COM 189754104 269 8,000 SH Shared-Defined 8,000 COCA COLA CO COM 191216100 9,848 242,566 SH Shared-Defined 5.1 242,566 COCA COLA CO COM 191216100 82 2,030 SH Shared-Defined 3.6 2,030 COCA COLA CO COM 191216100 3,782 93,150 SH Shared-Defined 3.2 93,150 COCA COLA CO COM 191216100 114,376 2,817,149 SH Shared-Defined 3 2,817,149 COCA COLA CO COM 191216100 165 4,075 SH Shared-Defined 3 4,075 COCA COLA CO COM 191216100 5,374 132,372 SH Shared-Defined 5.4 132,372 COCA COLA CO COM 191216100 20 490 SH Shared-Defined 490 COCA COLA CO COM 191216100 20 490 SH Shared-Defined 490 COCA COLA ENTERPRISES INC COM 191219104 385 19,965 SH Shared-Defined 5.1 19,965 COCA COLA ENTERPRISES INC COM 191219104 395 20,512 SH Shared-Defined 3 20,512 COEUR D ALENE MINES CORP IDA COM 192108108 2,913 533,985 SH Shared-Defined 3 533,985 COGENT INC COM 19239Y108 959 41,500 SH Shared-Defined 5.1 41,500 COGENT INC COM 19239Y108 44 1,925 SH Shared-Defined 3 1,925 COGENT INC COM 19239Y108 81 3,500 SH Shared-Defined 5.4 3,500 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 211 4,163 SH Shared-Defined 3 4,163 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,140 42,200 SH Shared-Defined 5.4 42,200 COGNOS INC COM 19244C109 2,660 55,933 SH Shared-Defined 5.1 55,933 COGNOS INC COM 19244C109 114 2,400 SH Shared-Defined 3 2,400 COGNOS INC COM 19244C109 128 2,700 SH Shared-Defined 5.4 2,700 COGNOS INC COM 19244C109 799 16,810 SH Shared-Defined 16,810 COINSTAR INC COM 19259P300 35 1,500 SH Shared-Defined 5.1 1,500 COLGATE PALMOLIVE CO COM 194162103 1,937 35,030 SH Shared-Defined 5.1 35,030 COLGATE PALMOLIVE CO COM 194162103 5,264 95,195 SH Shared-Defined 3 95,195 COLGATE PALMOLIVE CO COM 194162103 936 16,920 SH Shared-Defined 5.4 16,920 COLGATE PALMOLIVE CO COM 194162103 121 2,180 SH Shared-Defined 2,180 COLGATE PALMOLIVE CO COM 194162103 667 12,059 SH Shared-Defined 12,059 COLONIAL PPTYS TR COM SH BEN INT 195872106 203 4,817 SH Shared-Defined 5.1 4,817 COMCAST CORP NEW CL A 20030N101 7,537 288,760 SH Shared-Defined 5.1 288,760 COMCAST CORP NEW CL A 20030N101 9,029 345,940 SH Shared-Defined 3 345,940 COMCAST CORP NEW CL A 20030N101 4,918 188,433 SH Shared-Defined 5.4 188,433 COMCAST CORP NEW CL A 20030N101 98 3,740 SH Shared-Defined 3,740 COMCAST CORP NEW CL A 20030N101 16 599 SH Shared-Defined 599 COMCAST CORP NEW CL A SPL 20030N200 7,541 291,614 SH Shared-Defined 5.1 291,614 COMCAST CORP NEW CL A SPL 20030N200 147 5,700 SH Shared-Defined 3 5,700 COMCAST CORP NEW CL A SPL 20030N200 7 270 SH Shared-Defined 5.4 270 COMERICA INC COM 200340107 604 10,593 SH Shared-Defined 5.1 10,593 COMERICA INC COM 200340107 633 11,103 SH Shared-Defined 3 11,103 COMMERCIAL CAP BANCORP INC COM 20162L105 113 6,617 SH Shared-Defined 5.1 6,617 COMMSCOPE INC COM 203372107 161 8,000 SH Shared-Defined 5.4 8,000 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 4,972 131,200 SH Shared-Defined 5.1 131,200 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 1,502 45,400 SH Shared-Defined 5.1 45,400 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 1,654 50,000 SH Shared-Defined 5.4 50,000 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 3,816 177,400 SH Shared-Defined 5.1 177,400 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 284 13,200 SH Shared-Defined 3 13,200 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 20,851 576,000 SH Shared-Defined 5.1 576,000 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 1,282 31,000 SH Shared-Defined 5.1 31,000 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 4,263 256,200 SH Shared-Defined 5.1 256,200 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 153 20,000 SH Shared-Defined 5.1 20,000 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 2,141 280,228 SH Shared-Defined 5.4 280,228 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 1,290 39,340 SH Shared-Defined 5.1 39,340 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 44 1,338 SH Shared-Defined 3 1,338 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 13,025 342,500 SH Shared-Defined 5.1 342,500 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 732 52,500 SH Shared-Defined 5.1 52,500 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 11,233 387,200 SH Shared-Defined 5.1 387,200 COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 985 110,900 SH Shared-Defined 5.1 110,900 COMPASS BANCSHARES INC COM 20449H109 560 11,519 SH Shared-Defined 5.1 11,519 COMPASS BANCSHARES INC COM 20449H109 407 8,370 SH Shared-Defined 3 8,370 COMPUTER ASSOC INTL INC COM 204912109 3,719 131,364 SH Shared-Defined 5.1 131,364 COMPUTER ASSOC INTL INC COM 204912109 859 30,326 SH Shared-Defined 3 30,326 COMPUTER ASSOC INTL INC COM 204912109 13 450 SH Shared-Defined 5.4 450 COMPUTER SCIENCES CORP COM 205363104 7,461 147,749 SH Shared-Defined 5.1 147,749 COMPUTER SCIENCES CORP COM 205363104 3,891 77,040 SH Shared-Defined 3.2 77,040 COMPUTER SCIENCES CORP COM 205363104 633 12,536 SH Shared-Defined 3 12,536 COMPUWARE CORP COM 205638109 1,050 114,805 SH Shared-Defined 5.1 114,805 COMPUWARE CORP COM 205638109 240 26,193 SH Shared-Defined 3 26,193 COMPUWARE CORP COM 205638109 5 500 SH Shared-Defined 500 COMSTOCK RES INC COM NEW 205768203 160 5,200 SH Shared-Defined 5.4 5,200 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 27 866 SH Shared-Defined 5.1 866 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 355 13,343 SH Shared-Defined 5.1 13,343 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 529 19,925 SH Shared-Defined 3 19,925 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 704 26,500 SH Shared-Defined 5.4 26,500 CONAGRA FOODS INC COM 205887102 8,484 418,758 SH Shared-Defined 5.1 418,758 CONAGRA FOODS INC COM 205887102 3,821 188,580 SH Shared-Defined 3.2 188,580 CONAGRA FOODS INC COM 205887102 710 35,063 SH Shared-Defined 3 35,063 CONAGRA FOODS INC COM 205887102 486 24,000 SH Shared-Defined 5.4 24,000 CONCEPTUS INC COM 206016107 84 6,400 SH Shared-Defined 5.1 6,400 CONCUR TECHNOLOGIES INC COM 206708109 625 48,600 SH Shared-Defined 5.4 48,600 CONNETICS CORP COM 208192104 97 6,692 SH Shared-Defined 5.1 6,692 CONOCOPHILLIPS COM 20825C104 73,034 1,265,760 SH Shared-Defined 5.1 1,265,760 CONOCOPHILLIPS COM 20825C104 537 9,300 SH Shared-Defined 5.1 9,300 CONOCOPHILLIPS COM 20825C104 1,993 34,538 SH Shared-Defined 3 34,538 CONOCOPHILLIPS COM 20825C104 6,355 110,133 SH Shared-Defined 5.4 110,133 CONOCOPHILLIPS COM 20825C104 1,806 31,297 SH Shared-Defined 31,297 CONSECO INC COM NEW 208464883 32,459 1,390,700 SH Shared-Defined 5.1 1,390,700 CONSOL ENERGY INC COM 20854P109 355 5,500 SH Shared-Defined 5.1 5,500 CONSOL ENERGY INC COM 20854P109 84 1,300 SH Shared-Defined 1,300 CONSOLIDATED EDISON INC COM 209115104 3,459 74,286 SH Shared-Defined 5.1 74,286 CONSOLIDATED EDISON INC COM 209115104 2,193 47,092 SH Shared-Defined 3 47,092 CONSTELLATION BRANDS INC CL A 21036P108 3,571 137,518 SH Shared-Defined 5.1 137,518 CONSTELLATION BRANDS INC CL A 21036P108 345 13,300 SH Shared-Defined 3 13,300 CONSTELLATION ENERGY GROUP I COM 210371100 3,695 64,194 SH Shared-Defined 5.1 64,194 CONSTELLATION ENERGY GROUP I COM 210371100 692 12,030 SH Shared-Defined 3 12,030 CONSTELLATION ENERGY GROUP I COM 210371100 3,826 66,464 SH Shared-Defined 5.4 66,464 CONSTELLATION ENERGY GROUP I COM 210371100 52 900 SH Shared-Defined 900 CONVERGYS CORP COM 212485106 2,455 151,900 SH Shared-Defined 5.1 151,900 CONVERGYS CORP COM 212485106 153 9,439 SH Shared-Defined 3 9,439 COOPER CAMERON CORP COM 216640102 120 2,900 SH Shared-Defined 5.1 2,900 COOPER CAMERON CORP COM 216640102 1,908 46,294 SH Shared-Defined 5.4 46,294 COOPER TIRE & RUBR CO COM 216831107 223 14,320 SH Shared-Defined 5.1 14,320 COOPER TIRE & RUBR CO COM 216831107 93 5,972 SH Shared-Defined 3 5,972 COPANO ENERGY L L C COM UNITS 217202100 78 2,000 SH Shared-Defined 3 2,000 CORNING INC COM 219350105 59,441 2,986,975 SH Shared-Defined 5.1 2,986,975 CORNING INC COM 219350105 2,040 102,489 SH Shared-Defined 3 102,489 CORNING INC COM 219350105 4,302 216,179 SH Shared-Defined 5.4 216,179 CORNING INC COM 219350105 147 7,400 SH Shared-Defined 7,400 CORNING INC COM 219350105 217 10,895 SH Shared-Defined 10,895 COSTCO WHSL CORP NEW COM 22160K105 4,460 89,263 SH Shared-Defined 5.1 89,263 COSTCO WHSL CORP NEW COM 22160K105 1,961 39,242 SH Shared-Defined 3 39,242 COSTCO WHSL CORP NEW COM 22160K105 119 2,390 SH Shared-Defined 2,390 COTT CORP QUE COM 22163N106 38 1,900 SH Shared-Defined 3 1,900 COUNTRYWIDE FINANCIAL CORP COM 222372104 5,283 155,116 SH Shared-Defined 5.1 155,116 COUNTRYWIDE FINANCIAL CORP COM 222372104 1,399 41,072 SH Shared-Defined 3 41,072 COUNTRYWIDE FINANCIAL CORP COM 222372104 3,820 112,159 SH Shared-Defined 5.4 112,159 COVENTRY HEALTH CARE INC COM 222862104 9,905 174,135 SH Shared-Defined 5.1 174,135 COVENTRY HEALTH CARE INC COM 222862104 626 11,000 SH Shared-Defined 3 11,000 CREE INC COM 225447101 221 8,500 SH Shared-Defined 5.1 8,500 CRESUD S A C I F Y A SPONSORED ADR 226406106 665 61,600 SH Shared-Defined 5.1 61,600 CROSSTEX ENERGY L P COM 22765U102 20 590 SH Shared-Defined 3 590 CROSSTEX ENERGY L P COM 22765U102 1,323 38,750 SH Shared-Defined 5.4 38,750 CUBIST PHARMACEUTICALS INC COM 229678107 63 2,972 SH Shared-Defined 5.1 2,972 CUBIST PHARMACEUTICALS INC COM 229678107 373 17,500 SH Shared-Defined 5.4 17,500 CUMMINS INC COM 231021106 282 3,081 SH Shared-Defined 5.1 3,081 CUMMINS INC COM 231021106 288 3,143 SH Shared-Defined 3 3,143 CYBERONICS INC COM 23251P102 254 7,814 SH Shared-Defined 5.1 7,814 CYTYC CORP COM 232946103 868 30,700 SH Shared-Defined 5.4 30,700 DHB INDS INC COM 23321E103 46 10,000 SH Shared-Defined 5.1 10,000 DRS TECHNOLOGIES INC COM 23330X100 105 2,035 SH Shared-Defined 5.1 2,035 D R HORTON INC COM 23331A109 5,481 151,380 SH Shared-Defined 5.1 151,380 D R HORTON INC COM 23331A109 666 18,400 SH Shared-Defined 3 18,400 DTE ENERGY CO COM 233331107 4,823 111,213 SH Shared-Defined 5.1 111,213 DTE ENERGY CO COM 233331107 518 11,942 SH Shared-Defined 3 11,942 DANA CORP COM 235811106 56 7,861 SH Shared-Defined 5.1 7,861 DANA CORP COM 235811106 72 10,168 SH Shared-Defined 3 10,168 DANAHER CORP DEL COM 235851102 2,003 35,786 SH Shared-Defined 5.1 35,786 DANAHER CORP DEL COM 235851102 84 1,500 SH Shared-Defined 3.6 1,500 DANAHER CORP DEL COM 235851102 935 16,709 SH Shared-Defined 3 16,709 DANAHER CORP DEL NOTE 1/2 235851AF9 1,791 21,510 PRN Shared-Defined 5.1 21,510 DARDEN RESTAURANTS INC COM 237194105 306 7,822 SH Shared-Defined 5.1 7,822 DARDEN RESTAURANTS INC COM 237194105 348 8,883 SH Shared-Defined 3 8,883 DAVITA INC COM 23918K108 304 5,981 SH Shared-Defined 5.1 5,981 DEAN FOODS CO NEW COM 242370104 41,732 1,097,635 SH Shared-Defined 5.1 1,097,635 DEAN FOODS CO NEW COM 242370104 21 560 SH Shared-Defined 560 DEAN FOODS CO NEW COM 242370104 21 560 SH Shared-Defined 560 DEERE & CO COM 244199105 6,343 92,376 SH Shared-Defined 5.1 92,376 DEERE & CO COM 244199105 1,088 15,850 SH Shared-Defined 3 15,850 DEL MONTE FOODS CO COM 24522P103 244 23,500 SH Shared-Defined 5.1 23,500 DELL INC COM 24702R101 50,900 1,681,537 SH Shared-Defined 5.1 1,681,537 DELL INC COM 24702R101 9 300 SH Shared-Defined 3.6 300 DELL INC COM 24702R101 209 6,914 SH Shared-Defined 3.2 6,914 DELL INC COM 24702R101 22,027 727,677 SH Shared-Defined 3 727,677 DELL INC COM 24702R101 8,581 283,484 SH Shared-Defined 5.4 283,484 DELL INC COM 24702R101 719 23,745 SH Shared-Defined 23,745 DELL INC COM 24702R101 35 1,155 SH Shared-Defined 1,155 DELTA PETE CORP COM NEW 247907207 261 11,940 SH Shared-Defined 5.4 11,940 DENDRITE INTL INC COM 248239105 153 10,377 SH Shared-Defined 5.1 10,377 DENTSPLY INTL INC NEW COM 249030107 121 2,236 SH Shared-Defined 3 2,236 DEVELOPERS DIVERSIFIED RLTY COM 251591103 81 1,730 SH Shared-Defined 5.1 1,730 DEVON ENERGY CORP NEW COM 25179M103 12,021 192,617 SH Shared-Defined 5.1 192,617 DEVON ENERGY CORP NEW COM 25179M103 1,870 29,964 SH Shared-Defined 3 29,964 DEVON ENERGY CORP NEW COM 25179M103 5,773 92,506 SH Shared-Defined 5.4 92,506 DEVON ENERGY CORP NEW COM 25179M103 37 600 SH Shared-Defined 600 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 1,034 9,000 PRN Shared-Defined 5.1 9,000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 69 1,000 SH Shared-Defined 5.1 1,000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,258 18,220 SH Shared-Defined 5.4 18,220 DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC6 821 13,840 PRN Shared-Defined 5.1 13,840 DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE2 3,583 25,000 PRN Shared-Defined 3 25,000 DICKS SPORTING GOODS INC COM 253393102 1,062 31,651 SH Shared-Defined 5.1 31,651 DIGITAL INSIGHT CORP COM 25385P106 130 4,000 SH Shared-Defined 5.4 4,000 DIGITAL RIV INC COM 25388B104 96 3,213 SH Shared-Defined 5.1 3,213 DIME CMNTY BANCSHARES COM 253922108 67 4,500 SH Shared-Defined 5.1 4,500 DILLARDS INC CL A 254067101 105 4,197 SH Shared-Defined 5.1 4,197 DILLARDS INC CL A 254067101 103 4,128 SH Shared-Defined 3 4,128 DILLARDS INC CL A 254067101 752 30,000 SH Shared-Defined 5.4 30,000 DIODES INC COM 254543101 175 5,438 SH Shared-Defined 5.1 5,438 DISNEY WALT CO COM DISNEY 254687106 45,906 1,899,290 SH Shared-Defined 5.1 1,899,290 DISNEY WALT CO COM DISNEY 254687106 1,626 67,293 SH Shared-Defined 3.2 67,293 DISNEY WALT CO COM DISNEY 254687106 9,128 377,659 SH Shared-Defined 3 377,659 DISNEY WALT CO COM DISNEY 254687106 1,178 48,750 SH Shared-Defined 5.4 48,750 DISNEY WALT CO COM DISNEY 254687106 36 1,507 SH Shared-Defined 1,507 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 3,319 33,000 PRN Shared-Defined 5.1 33,000 DISCOVERY HOLDING CO CL A COM 25468Y107 111 7,300 SH Shared-Defined 3 7,300 DISCOVERY HOLDING CO CL A COM 25468Y107 7 453 SH Shared-Defined 453 DOLLAR GEN CORP COM 256669102 409 21,277 SH Shared-Defined 5.1 21,277 DOLLAR GEN CORP COM 256669102 410 21,320 SH Shared-Defined 3 21,320 DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q108 774 16,000 SH Shared-Defined 3 16,000 DOMINION RES INC VA NEW COM 25746U109 2,249 29,075 SH Shared-Defined 5.1 29,075 DOMINION RES INC VA NEW COM 25746U109 72 930 SH Shared-Defined 3.6 930 DOMINION RES INC VA NEW COM 25746U109 1,818 23,506 SH Shared-Defined 3 23,506 DOMINION RES INC VA NEW COM 25746U109 65 834 SH Shared-Defined 834 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 1,645 15,000 PRN Shared-Defined 3 15,000 DOMTAR INC COM 257561100 47 6,000 SH Shared-Defined 3 6,000 DONNELLEY R R & SONS CO COM 257867101 6,799 196,433 SH Shared-Defined 5.1 196,433 DONNELLEY R R & SONS CO COM 257867101 508 14,685 SH Shared-Defined 3 14,685 DORAL FINL CORP COM 25811P100 129 12,300 SH Shared-Defined 5.1 12,300 DORAL FINL CORP COM 25811P100 1 50 SH Shared-Defined 50 DOVER CORP COM 260003108 5,117 125,422 SH Shared-Defined 5.1 125,422 DOVER CORP COM 260003108 558 13,676 SH Shared-Defined 3 13,676 DOW CHEM CO COM 260543103 6,730 152,372 SH Shared-Defined 5.1 152,372 DOW CHEM CO COM 260543103 12,443 281,701 SH Shared-Defined 3 281,701 DOW CHEM CO COM 260543103 4,725 106,968 SH Shared-Defined 5.4 106,968 DOW CHEM CO COM 260543103 1,436 32,500 SH Shared-Defined 32,500 DOW CHEM CO COM 260543103 103 2,342 SH Shared-Defined 2,342 DOW JONES & CO INC COM 260561105 132 3,696 SH Shared-Defined 5.1 3,696 DOW JONES & CO INC COM 260561105 144 4,011 SH Shared-Defined 3 4,011 DRDGOLD LTD SPONSORED ADR 26152H103 1 1,000 SH Shared-Defined 1,000 DREAMWORKS ANIMATION SKG INC CL A 26153C103 684 27,700 SH Shared-Defined 5.1 27,700 DRESSER-RAND GROUP INC COM 261608103 20,328 834,120 SH Shared-Defined 5.1 834,120 DU PONT E I DE NEMOURS & CO COM 263534109 9,267 215,414 SH Shared-Defined 5.1 215,414 DU PONT E I DE NEMOURS & CO COM 263534109 4,135 96,116 SH Shared-Defined 3.2 96,116 DU PONT E I DE NEMOURS & CO COM 263534109 5,440 126,460 SH Shared-Defined 3 126,460 DU PONT E I DE NEMOURS & CO COM 263534109 16 381 SH Shared-Defined 5.4 381 DU PONT E I DE NEMOURS & CO COM 263534109 33 758 SH Shared-Defined 758 DU PONT E I DE NEMOURS & CO COM 263534109 6 150 SH Shared-Defined 150 DUKE ENERGY CORP COM 264399106 4,146 150,714 SH Shared-Defined 5.1 150,714 DUKE ENERGY CORP COM 264399106 591 21,500 SH Shared-Defined 5.1 21,500 DUKE ENERGY CORP COM 264399106 1,840 66,876 SH Shared-Defined 3 66,876 DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ1 2,238 19,100 PRN Shared-Defined 5.1 19,100 DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ1 5,859 5,000,000 PRN Shared-Defined 3 5,000,000 DUKE REALTY CORP COM NEW 264411505 409 12,087 SH Shared-Defined 5.1 12,087 DUN & BRADSTREET CORP DEL NE COM 26483E100 3,213 47,723 SH Shared-Defined 5.1 47,723 DUN & BRADSTREET CORP DEL NE COM 26483E100 417 6,200 SH Shared-Defined 6,200 DUQUESNE LT HLDGS INC COM 266233105 222 13,400 SH Shared-Defined 5.1 13,400 DYNEGY INC NEW CL A 26816Q101 81 16,680 SH Shared-Defined 5.1 16,680 DYNEGY INC NEW CL A 26816Q101 5 1,000 SH Shared-Defined 3.6 1,000 DYNEGY INC NEW CL A 26816Q101 100 20,390 SH Shared-Defined 3 20,390 DYNEGY INC NEW CL A 26816Q101 439 90,000 SH Shared-Defined 5.4 90,000 DYNEGY INC NEW CL A 26816Q101 2 500 SH Shared-Defined 500 EDAP TMS S A SPONSORED ADR 268311107 7 1,500 SH Shared-Defined 1,500 E M C CORP MASS COM 268648102 73,510 5,353,942 SH Shared-Defined 5.1 5,353,942 E M C CORP MASS COM 268648102 2,647 192,790 SH Shared-Defined 3 192,790 E M C CORP MASS COM 268648102 8 600 SH Shared-Defined 3 600 E M C CORP MASS COM 268648102 163 11,900 SH Shared-Defined 11,900 ENSCO INTL INC COM 26874Q100 1,782 40,740 SH Shared-Defined 5.4 40,740 ENSCO INTL INC COM 26874Q100 13 300 SH Shared-Defined 300 ENI S P A SPONSORED ADR 26874R108 178 3,200 SH Shared-Defined 3,200 EOG RES INC COM 26875P101 5,180 70,606 SH Shared-Defined 5.1 70,606 EOG RES INC COM 26875P101 1,200 16,357 SH Shared-Defined 3 16,357 EOG RES INC COM 26875P101 29 400 SH Shared-Defined 400 E TRADE FINANCIAL CORP COM 269246104 523 24,565 SH Shared-Defined 5.1 24,565 E TRADE FINANCIAL CORP COM 269246104 589 27,660 SH Shared-Defined 3 27,660 EASTMAN CHEM CO COM 277432100 282 5,401 SH Shared-Defined 5.1 5,401 EASTMAN CHEM CO COM 277432100 4 75 SH Shared-Defined 3.2 75 EASTMAN CHEM CO COM 277432100 288 5,529 SH Shared-Defined 3 5,529 EASTMAN CHEM CO COM 277432100 0 7 SH Shared-Defined 7 EASTMAN KODAK CO COM 277461109 3,477 147,697 SH Shared-Defined 5.1 147,697 EASTMAN KODAK CO COM 277461109 3,730 158,456 SH Shared-Defined 3.2 158,456 EASTMAN KODAK CO COM 277461109 8,573 364,179 SH Shared-Defined 3 364,179 EASTMAN KODAK CO COM 277461109 3 142 SH Shared-Defined 142 EATON CORP COM 278058102 57,674 854,308 SH Shared-Defined 5.1 854,308 EATON CORP COM 278058102 674 9,991 SH Shared-Defined 3 9,991 EATON CORP COM 278058102 303 4,489 SH Shared-Defined 4,489 EBAY INC COM 278642103 9,428 215,500 SH Shared-Defined 5.1 215,500 EBAY INC COM 278642103 8 180 SH Shared-Defined 3.6 180 EBAY INC COM 278642103 4,839 110,616 SH Shared-Defined 3 110,616 EBAY INC COM 278642103 6,413 146,573 SH Shared-Defined 5.4 146,573 EBAY INC COM 278642103 1,045 23,880 SH Shared-Defined 23,880 EBAY INC COM 278642103 22 500 SH Shared-Defined 500 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 4,526 166,648 SH Shared-Defined 5.1 166,648 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 181 6,679 SH Shared-Defined 3 6,679 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 33 1,200 SH Shared-Defined 1,200 ECOLAB INC COM 278865100 423 11,560 SH Shared-Defined 5.1 11,560 ECOLAB INC COM 278865100 456 12,458 SH Shared-Defined 3 12,458 EDISON INTL COM 281020107 3,187 72,556 SH Shared-Defined 5.1 72,556 EDISON INTL COM 281020107 2,845 64,770 SH Shared-Defined 3 64,770 EDISON INTL COM 281020107 67 1,516 SH Shared-Defined 1,516 EFUNDS CORP COM 28224R101 5 230 SH Shared-Defined 3 230 EL PASO CORP COM 28336L109 5,965 489,338 SH Shared-Defined 5.1 489,338 EL PASO CORP COM 28336L109 557 45,688 SH Shared-Defined 3 45,688 EL PASO CORP COM 28336L109 588 48,240 SH Shared-Defined 5.4 48,240 ELAN PLC ADR 284131208 54 4,000 SH Shared-Defined 4,000 ELDORADO GOLD CORP NEW COM 284902103 21,082 3,145,600 SH Shared-Defined 5.1 3,145,600 ELECTRO SCIENTIFIC INDS COM 285229100 5,821 235,000 SH Shared-Defined 235,000 ELECTRONIC ARTS INC COM 285512109 1,469 28,022 SH Shared-Defined 5.1 28,022 ELECTRONIC ARTS INC COM 285512109 1,637 31,229 SH Shared-Defined 3 31,229 ELECTRONIC ARTS INC COM 285512109 56 1,060 SH Shared-Defined 1,060 ELECTRONIC ARTS INC COM 285512109 31 600 SH Shared-Defined 600 ELECTRONIC DATA SYS NEW COM 285661104 4,880 200,758 SH Shared-Defined 5.1 200,758 ELECTRONIC DATA SYS NEW COM 285661104 11 455 SH Shared-Defined 3.2 455 ELECTRONIC DATA SYS NEW COM 285661104 4,985 205,053 SH Shared-Defined 3 205,053 ELECTRONIC DATA SYS NEW COM 285661104 681 28,000 SH Shared-Defined 5.4 28,000 ELKCORP COM 287456107 81 2,400 SH Shared-Defined 5.1 2,400 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 1,336 33,800 SH Shared-Defined 5.1 33,800 EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N209 160 11,000 SH Shared-Defined 5.1 11,000 EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N209 1,599 110,000 SH Shared-Defined 5.4 110,000 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 919 68,000 SH Shared-Defined 5.1 68,000 EMDEON CORP COM 290849108 0 1 SH Shared-Defined 3.6 1 EMERSON ELEC CO COM 291011104 7,778 103,118 SH Shared-Defined 5.1 103,118 EMERSON ELEC CO COM 291011104 18 240 SH Shared-Defined 3.2 240 EMERSON ELEC CO COM 291011104 2,092 27,731 SH Shared-Defined 3 27,731 EMPIRE DIST ELEC CO COM 291641108 180 8,803 SH Shared-Defined 5.1 8,803 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 1,839 59,600 SH Shared-Defined 5.1 59,600 EMULEX CORP COM NEW 292475209 157 7,853 SH Shared-Defined 5.1 7,853 ENCANA CORP COM 292505104 4,245 69,714 SH Shared-Defined 5.1 69,714 ENCANA CORP COM 292505104 2,660 43,690 SH Shared-Defined 3.2 43,690 ENCANA CORP COM 292505104 1,431 23,500 SH Shared-Defined 3 23,500 ENBRIDGE INC COM 29250N105 3,772 88,200 SH Shared-Defined 5.1 88,200 ENBRIDGE INC COM 29250N105 391 9,133 SH Shared-Defined 3 9,133 ENDESA S A SPONSORED ADR 29258N107 32 1,210 SH Shared-Defined 1,210 ENERGY CONVERSION DEVICES IN COM 292659109 111 2,800 SH Shared-Defined 5.1 2,800 ENERGY EAST CORP COM 29266M109 638 28,000 SH Shared-Defined 5.1 28,000 ENERGIZER HLDGS INC COM 29266R108 4,858 96,739 SH Shared-Defined 5.1 96,739 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 173 5,000 SH Shared-Defined 3 5,000 ENERSIS S A SPONSORED ADR 29274F104 3,985 366,300 SH Shared-Defined 5.1 366,300 ENERSIS S A SPONSORED ADR 29274F104 2,008 184,523 SH Shared-Defined 5.4 184,523 ENGELHARD CORP COM 292845104 194 6,396 SH Shared-Defined 5.1 6,396 ENGELHARD CORP COM 292845104 245 8,073 SH Shared-Defined 3 8,073 ENTERGY CORP NEW COM 29364G103 53,427 775,879 SH Shared-Defined 5.1 775,879 ENTERGY CORP NEW COM 29364G103 968 14,052 SH Shared-Defined 3 14,052 ENTERGY CORP NEW COM 29364G103 337 4,900 SH Shared-Defined 4,900 ENTERPRISE PRODS PARTNERS L COM 293792107 236 10,000 SH Shared-Defined 3 10,000 ENZON PHARMACEUTICALS INC COM 293904108 6 800 SH Shared-Defined 3 800 EQUIFAX INC COM 294429105 271 7,072 SH Shared-Defined 5.1 7,072 EQUIFAX INC COM 294429105 339 8,844 SH Shared-Defined 3 8,844 EQUITABLE RES INC COM 294549100 4,394 120,100 SH Shared-Defined 5.1 120,100 EQUITABLE RES INC COM 294549100 285 7,800 SH Shared-Defined 7,800 EQUITY OFFICE PROPERTIES TRU COM 294741103 5,259 172,328 SH Shared-Defined 5.1 172,328 EQUITY OFFICE PROPERTIES TRU COM 294741103 9,264 303,543 SH Shared-Defined 3 303,543 EQUITY RESIDENTIAL SH BEN INT 29476L107 813 20,685 SH Shared-Defined 5.1 20,685 EQUITY RESIDENTIAL SH BEN INT 29476L107 935 23,803 SH Shared-Defined 3 23,803 ERICSSON L M TEL CO ADR B SEK 10 294821608 137 4,005 SH Shared-Defined 3 4,005 ERICSSON L M TEL CO ADR B SEK 10 294821608 26 750 SH Shared-Defined 750 EVERGREEN SOLAR INC COM 30033R108 206 18,777 SH Shared-Defined 5.1 18,777 EVERGREEN SOLAR INC COM 30033R108 110 10,000 SH Shared-Defined 10,000 EXELON CORP COM 30161N101 37,442 701,945 SH Shared-Defined 5.1 701,945 EXELON CORP COM 30161N101 336 6,300 SH Shared-Defined 5.1 6,300 EXELON CORP COM 30161N101 3,404 63,814 SH Shared-Defined 3 63,814 EXELON CORP COM 30161N101 2,473 46,370 SH Shared-Defined 5.4 46,370 EXELON CORP COM 30161N101 379 7,100 SH Shared-Defined 7,100 EXPEDIA INC DEL COM 30212P105 13 550 SH Shared-Defined 5.1 550 EXPEDIA INC DEL COM 30212P105 248 10,400 SH Shared-Defined 3 10,400 EXPEDITORS INTL WASH INC COM 302130109 215 3,130 SH Shared-Defined 3 3,130 EXPEDITORS INTL WASH INC COM 302130109 17 250 SH Shared-Defined 250 EXPRESS SCRIPTS INC COM 302182100 795 9,413 SH Shared-Defined 5.1 9,413 EXPRESS SCRIPTS INC COM 302182100 1,171 13,867 SH Shared-Defined 3 13,867 EXPRESS SCRIPTS INC COM 302182100 2,364 28,000 SH Shared-Defined 5.4 28,000 EXXON MOBIL CORP COM 30231G102 240,745 4,280,665 SH Shared-Defined 5.1 4,280,665 EXXON MOBIL CORP COM 30231G102 484 8,600 SH Shared-Defined 5.1 8,600 EXXON MOBIL CORP COM 30231G102 64 1,140 SH Shared-Defined 3.6 1,140 EXXON MOBIL CORP COM 30231G102 5,395 95,924 SH Shared-Defined 3.2 95,924 EXXON MOBIL CORP COM 30231G102 50,068 890,254 SH Shared-Defined 3 890,254 EXXON MOBIL CORP COM 30231G102 17,775 316,052 SH Shared-Defined 5.4 316,052 EXXON MOBIL CORP COM 30231G102 398 7,082 SH Shared-Defined 7,082 EXXON MOBIL CORP COM 30231G102 172 3,060 SH Shared-Defined 3,060 FPL GROUP INC COM 302571104 62,636 1,501,353 SH Shared-Defined 5.1 1,501,353 FPL GROUP INC COM 302571104 78 1,880 SH Shared-Defined 3.6 1,880 FPL GROUP INC COM 302571104 1,111 26,635 SH Shared-Defined 3 26,635 FPL GROUP INC COM 302571104 1,325 31,750 SH Shared-Defined 5.4 31,750 FTI CONSULTING INC COM 302941109 191 6,900 SH Shared-Defined 5.1 6,900 FAIR ISAAC CORP COM 303250104 36 800 SH Shared-Defined 800 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 2,702 158,300 SH Shared-Defined 5.1 158,300 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 154 9,000 SH Shared-Defined 5.4 9,000 FAIRMONT HOTELS RESORTS INC COM 305204109 110 1,900 SH Shared-Defined 3 1,900 FALCONBRIDGE LTD NEW 2005 COM 306104100 15,978 397,900 SH Shared-Defined 5.1 397,900 FALCONBRIDGE LTD NEW 2005 COM 306104100 386 9,620 SH Shared-Defined 3 9,620 FAMILY DLR STORES INC COM 307000109 219 8,780 SH Shared-Defined 5.1 8,780 FAMILY DLR STORES INC COM 307000109 261 10,470 SH Shared-Defined 3 10,470 FASTENAL CO COM 311900104 171 4,348 SH Shared-Defined 3 4,348 FEDERAL HOME LN MTG CORP COM 313400301 9,567 146,737 SH Shared-Defined 5.1 146,737 FEDERAL HOME LN MTG CORP COM 313400301 3,624 55,585 SH Shared-Defined 3 55,585 FEDERAL HOME LN MTG CORP COM 313400301 2,849 43,697 SH Shared-Defined 5.4 43,697 FEDERAL NATL MTG ASSN COM 313586109 13,816 287,955 SH Shared-Defined 5.1 287,955 FEDERAL NATL MTG ASSN COM 313586109 9,577 199,604 SH Shared-Defined 3 199,604 FEDERAL NATL MTG ASSN COM 313586109 730 15,210 SH Shared-Defined 5.4 15,210 FEDERATED DEPT STORES INC DE COM 31410H101 55,334 832,586 SH Shared-Defined 5.1 832,586 FEDERATED DEPT STORES INC DE COM 31410H101 11 160 SH Shared-Defined 3.2 160 FEDERATED DEPT STORES INC DE COM 31410H101 1,217 18,311 SH Shared-Defined 3 18,311 FEDERATED DEPT STORES INC DE COM 31410H101 6 87 SH Shared-Defined 5.4 87 FEDERATED INVS INC PA CL B 314211103 185 4,981 SH Shared-Defined 5.1 4,981 FEDERATED INVS INC PA CL B 314211103 213 5,758 SH Shared-Defined 3 5,758 FEDEX CORP COM 31428X106 8,919 85,985 SH Shared-Defined 5.1 85,985 FEDEX CORP COM 31428X106 2,127 20,506 SH Shared-Defined 3 20,506 FEDEX CORP COM 31428X106 2,556 24,643 SH Shared-Defined 5.4 24,643 FEDEX CORP COM 31428X106 342 3,300 SH Shared-Defined 3,300 FERRO CORP COM 315405100 93 4,950 SH Shared-Defined 5.1 4,950 F5 NETWORKS INC COM 315616102 586 10,100 SH Shared-Defined 5.4 10,100 FIDELITY NATL TITLE GROUP IN CL A 31620R105 2 73 SH Shared-Defined 3 73 FIDELITY NATL FINL INC COM 316326107 2,369 64,235 SH Shared-Defined 5.1 64,235 FIDELITY NATL FINL INC COM 316326107 16 421 SH Shared-Defined 3 421 FIFTH THIRD BANCORP COM 316773100 71 1,863 SH Shared-Defined 5.1 1,863 FIFTH THIRD BANCORP COM 316773100 1,435 37,825 SH Shared-Defined 3 37,825 FIFTH THIRD BANCORP COM 316773100 1,115 29,400 SH Shared-Defined 29,400 FILENET CORP COM 316869106 32 1,219 SH Shared-Defined 5.1 1,219 FIRST DATA CORP COM 319963104 7,300 169,364 SH Shared-Defined 5.1 169,364 FIRST DATA CORP COM 319963104 2,266 52,567 SH Shared-Defined 3 52,567 FIRST DATA CORP COM 319963104 237 5,500 SH Shared-Defined 5.4 5,500 FIRST DATA CORP COM 319963104 444 10,291 SH Shared-Defined 10,291 FIRST HORIZON NATL CORP COM 320517105 1,665 42,967 SH Shared-Defined 5.1 42,967 FIRST HORIZON NATL CORP COM 320517105 328 8,461 SH Shared-Defined 3 8,461 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 83 2,143 SH Shared-Defined 5.1 2,143 FIRST NIAGARA FINL GP INC COM 33582V108 87 6,000 SH Shared-Defined 5.1 6,000 FISERV INC COM 337738108 7,887 179,484 SH Shared-Defined 5.1 179,484 FISERV INC COM 337738108 859 19,548 SH Shared-Defined 3 19,548 FISERV INC COM 337738108 44 1,000 SH Shared-Defined 1,000 FLAGSTAR BANCORP INC COM 337930101 186 13,000 SH Shared-Defined 5.1 13,000 FIRSTENERGY CORP COM 337932107 1,028 20,889 SH Shared-Defined 5.1 20,889 FIRSTENERGY CORP COM 337932107 1,094 22,222 SH Shared-Defined 3 22,222 FIRSTENERGY CORP COM 337932107 864 17,550 SH Shared-Defined 5.4 17,550 FIRSTENERGY CORP COM 337932107 39 800 SH Shared-Defined 800 FISHER SCIENTIFIC INTL INC COM NEW 338032204 6,892 111,914 SH Shared-Defined 5.1 111,914 FISHER SCIENTIFIC INTL INC COM NEW 338032204 508 8,244 SH Shared-Defined 3 8,244 FLUOR CORP NEW COM 343412102 448 5,749 SH Shared-Defined 5.1 5,749 FLUOR CORP NEW COM 343412102 461 5,906 SH Shared-Defined 3 5,906 FLOWERS FOODS INC COM 343498101 2,392 86,700 SH Shared-Defined 5.1 86,700 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 9,618 132,577 SH Shared-Defined 5.1 132,577 FOOT LOCKER INC COM 344849104 1,957 83,300 SH Shared-Defined 5.1 83,300 FORD MTR CO DEL COM PAR $0.01 345370860 2,827 362,000 SH Shared-Defined 5.1 362,000 FORD MTR CO DEL COM PAR $0.01 345370860 8 1,000 SH Shared-Defined 3.6 1,000 FORD MTR CO DEL COM PAR $0.01 345370860 65,103 8,335,826 SH Shared-Defined 3 8,335,826 FORD MTR CO DEL COM PAR $0.01 345370860 811 103,851 SH Shared-Defined 5.4 103,851 FORD MTR CO DEL COM PAR $0.01 345370860 35 4,500 SH Shared-Defined 4,500 FOREST LABS INC COM 345838106 981 23,869 SH Shared-Defined 5.1 23,869 FOREST LABS INC COM 345838106 2,171 52,822 SH Shared-Defined 3 52,822 FOREST LABS INC COM 345838106 11 275 SH Shared-Defined 3 275 FOREST OIL CORP COM PAR $0.01 346091705 445 9,800 SH Shared-Defined 5.4 9,800 FORTUNE BRANDS INC COM 349631101 1,414 17,945 SH Shared-Defined 5.1 17,945 FORTUNE BRANDS INC COM 349631101 781 9,918 SH Shared-Defined 3 9,918 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 1,758 26,000 SH Shared-Defined 5.1 26,000 FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE4 779 8,000 PRN Shared-Defined 3 8,000 FRANKLIN RES INC COM 354613101 930 9,840 SH Shared-Defined 5.1 9,840 FRANKLIN RES INC COM 354613101 1,027 10,869 SH Shared-Defined 3 10,869 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 17,856 323,834 SH Shared-Defined 5.1 323,834 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 758 13,746 SH Shared-Defined 3 13,746 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 66 1,200 SH Shared-Defined 1,200 FREESCALE SEMICONDUCTOR INC COM CL A 35687M107 857 34,000 SH Shared-Defined 5.4 34,000 FREESCALE SEMICONDUCTOR INC CL B 35687M206 4,865 191,908 SH Shared-Defined 5.1 191,908 FREESCALE SEMICONDUCTOR INC CL B 35687M206 703 27,733 SH Shared-Defined 3 27,733 FREESCALE SEMICONDUCTOR INC CL B 35687M206 0 16 SH Shared-Defined 3 16 FREESCALE SEMICONDUCTOR INC CL B 35687M206 0 1 SH Shared-Defined 5.4 1 FREESCALE SEMICONDUCTOR INC CL B 35687M206 1 22 SH Shared-Defined 22 FREMONT GEN CORP COM 357288109 90 3,799 SH Shared-Defined 5.1 3,799 FUELCELL ENERGY INC COM 35952H106 21 2,400 SH Shared-Defined 5.1 2,400 FUELCELL ENERGY INC COM 35952H106 33 3,790 SH Shared-Defined 3,790 FUTUREMEDIA PLC SPONSORED ADR 360912109 126 371,006 SH Shared-Defined 371,006 FURNITURE BRANDS INTL INC COM 360921100 154 6,731 SH Shared-Defined 5.1 6,731 GATX CORP COM 361448103 264 7,200 SH Shared-Defined 5.1 7,200 GANNETT INC COM 364730101 4,220 69,129 SH Shared-Defined 5.1 69,129 GANNETT INC COM 364730101 12 200 SH Shared-Defined 3.6 200 GANNETT INC COM 364730101 4,078 66,800 SH Shared-Defined 3 66,800 GANNETT INC COM 364730101 16 260 SH Shared-Defined 260 GAP INC DEL COM 364760108 1,955 109,780 SH Shared-Defined 5.1 109,780 GAP INC DEL COM 364760108 686 38,506 SH Shared-Defined 3 38,506 GAP INC DEL COM 364760108 607 34,075 SH Shared-Defined 5.4 34,075 GAP INC DEL COM 364760108 14 800 SH Shared-Defined 800 GATEWAY INC COM 367626108 39 15,650 SH Shared-Defined 5.1 15,650 GATEWAY INC COM 367626108 45 17,881 SH Shared-Defined 3 17,881 GEMSTAR-TV GUIDE INTL INC COM 36866W106 3 1,000 SH Shared-Defined 3.6 1,000 GENENTECH INC COM NEW 368710406 61,865 672,007 SH Shared-Defined 5.1 672,007 GENENTECH INC COM NEW 368710406 5,710 62,030 SH Shared-Defined 3.6 62,030 GENENTECH INC COM NEW 368710406 2,530 27,480 SH Shared-Defined 3 27,480 GENENTECH INC COM NEW 368710406 267 2,900 SH Shared-Defined 5.4 2,900 GENENTECH INC COM NEW 368710406 18 200 SH Shared-Defined 200 GENERAL DYNAMICS CORP COM 369550108 1,670 14,585 SH Shared-Defined 5.1 14,585 GENERAL DYNAMICS CORP COM 369550108 870 7,600 SH Shared-Defined 3.6 7,600 GENERAL DYNAMICS CORP COM 369550108 1,818 15,880 SH Shared-Defined 3.2 15,880 GENERAL DYNAMICS CORP COM 369550108 1,600 13,973 SH Shared-Defined 3 13,973 GENERAL DYNAMICS CORP COM 369550108 2,116 18,480 SH Shared-Defined 5.4 18,480 GENERAL DYNAMICS CORP COM 369550108 2,352 20,540 SH Shared-Defined 20,540 GENERAL ELECTRIC CO COM 369604103 151,499 4,305,184 SH Shared-Defined 5.1 4,305,184 GENERAL ELECTRIC CO COM 369604103 1,021 29,000 SH Shared-Defined 5.1 29,000 GENERAL ELECTRIC CO COM 369604103 1,894 53,810 SH Shared-Defined 3.6 53,810 GENERAL ELECTRIC CO COM 369604103 3,122 88,731 SH Shared-Defined 3.2 88,731 GENERAL ELECTRIC CO COM 369604103 62,416 1,773,676 SH Shared-Defined 3 1,773,676 GENERAL ELECTRIC CO COM 369604103 56 1,600 SH Shared-Defined 3 1,600 GENERAL ELECTRIC CO COM 369604103 18,913 537,458 SH Shared-Defined 5.4 537,458 GENERAL ELECTRIC CO COM 369604103 979 27,831 SH Shared-Defined 27,831 GENERAL ELECTRIC CO COM 369604103 1,171 33,280 SH Shared-Defined 33,280 GENERAL MLS INC COM 370334104 2,412 48,330 SH Shared-Defined 5.1 48,330 GENERAL MLS INC COM 370334104 4,174 83,625 SH Shared-Defined 3 83,625 GENERAL MTRS CORP COM 370442105 1,960 103,123 SH Shared-Defined 5.1 103,123 GENERAL MTRS CORP COM 370442105 18,068 950,446 SH Shared-Defined 3 950,446 GENERAL MTRS CORP COM 370442105 247 13,000 SH Shared-Defined 5.4 13,000 GENERAL MTRS CORP DEB SR CONV A 370442741 4,485 215,000 SH Shared-Defined 3 215,000 GENESIS MICROCHIP INC DEL COM 37184C103 403 21,900 SH Shared-Defined 5.4 21,900 GENUINE PARTS CO COM 372460105 1,039 23,538 SH Shared-Defined 5.1 23,538 GENUINE PARTS CO COM 372460105 517 11,725 SH Shared-Defined 3 11,725 GENWORTH FINL INC COM CL A 37247D106 55,683 1,602,855 SH Shared-Defined 5.1 1,602,855 GENWORTH FINL INC COM CL A 37247D106 882 25,400 SH Shared-Defined 3 25,400 GENZYME CORP COM 372917104 3,454 48,440 SH Shared-Defined 5.1 48,440 GENZYME CORP COM 372917104 1,070 15,000 SH Shared-Defined 3.6 15,000 GENZYME CORP COM 372917104 1,973 27,667 SH Shared-Defined 3 27,667 GENZYME CORP COM 372917104 87 1,220 SH Shared-Defined 1,220 GENZYME CORP NOTE 1.250%12/0 372917AN4 1,765 15,500 PRN Shared-Defined 5.1 15,500 GENZYME CORP NOTE 1.250%12/0 372917AN4 1,708 15,000 PRN Shared-Defined 3 15,000 GEORGIA PAC CORP COM 373298108 58 1,200 SH Shared-Defined 3 1,200 GERDAU S A SPONSORED ADR 373737105 1,967 117,800 SH Shared-Defined 5.1 117,800 GEVITY HR INC COM 374393106 237 9,074 SH Shared-Defined 5.1 9,074 GIANT INDS INC COM 374508109 69 1,300 SH Shared-Defined 5.1 1,300 GILEAD SCIENCES INC COM 375558103 21,515 407,176 SH Shared-Defined 5.1 407,176 GILEAD SCIENCES INC COM 375558103 2,375 44,943 SH Shared-Defined 3 44,943 GILEAD SCIENCES INC COM 375558103 4,796 90,760 SH Shared-Defined 5.4 90,760 GILEAD SCIENCES INC COM 375558103 125 2,360 SH Shared-Defined 2,360 GILDAN ACTIVEWEAR INC COM 375916103 593 10,178 SH Shared-Defined 5.1 10,178 GLAMIS GOLD LTD COM 376775102 39,636 1,053,425 SH Shared-Defined 5.1 1,053,425 GLAMIS GOLD LTD COM 376775102 2,740 72,818 SH Shared-Defined 3 72,818 GLAMIS GOLD LTD COM 376775102 188 5,000 SH Shared-Defined 5,000 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 214 4,200 SH Shared-Defined 3.6 4,200 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 10,230 200,976 SH Shared-Defined 3 200,976 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 16 320 SH Shared-Defined 3 320 GLIMCHER RLTY TR SH BEN INT 379302102 50 2,000 SH Shared-Defined 5.1 2,000 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,171 65,798 SH Shared-Defined 3 65,798 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,301 73,119 SH Shared-Defined 5.4 73,119 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 4 220 SH Shared-Defined 220 GOLDCORP INC NEW COM 380956409 35,276 1,149,436 SH Shared-Defined 5.1 1,149,436 GOLDCORP INC NEW COM 380956409 3,587 116,862 SH Shared-Defined 3 116,862 GOLDCORP INC NEW COM 380956409 206 6,700 SH Shared-Defined 6,700 GOLDEN STAR RES LTD CDA COM 38119T104 1,637 601,887 SH Shared-Defined 3 601,887 GOLDEN WEST FINL CORP DEL COM 381317106 25,052 376,837 SH Shared-Defined 5.1 376,837 GOLDEN WEST FINL CORP DEL COM 381317106 1,143 17,195 SH Shared-Defined 3 17,195 GOLDMAN SACHS GROUP INC COM 38141G104 47,092 367,851 SH Shared-Defined 5.1 367,851 GOLDMAN SACHS GROUP INC COM 38141G104 6,754 52,760 SH Shared-Defined 3 52,760 GOLDMAN SACHS GROUP INC COM 38141G104 3,868 30,216 SH Shared-Defined 5.4 30,216 GOLDMAN SACHS GROUP INC COM 38141G104 973 7,600 SH Shared-Defined 7,600 GOODRICH CORP COM 382388106 334 8,058 SH Shared-Defined 5.1 8,058 GOODRICH CORP COM 382388106 341 8,217 SH Shared-Defined 3 8,217 GOODRICH CORP COM 382388106 3 70 SH Shared-Defined 70 GOODYEAR TIRE & RUBR CO COM 382550101 162 9,202 SH Shared-Defined 5.1 9,202 GOODYEAR TIRE & RUBR CO COM 382550101 208 11,822 SH Shared-Defined 3 11,822 GOODYEAR TIRE & RUBR CO COM 382550101 2 100 SH Shared-Defined 100 GOOGLE INC CL A 38259P508 9,190 21,873 SH Shared-Defined 5.1 21,873 GOOGLE INC CL A 38259P508 1,513 3,600 SH Shared-Defined 3 3,600 GOOGLE INC CL A 38259P508 3,828 9,111 SH Shared-Defined 5.4 9,111 GOOGLE INC CL A 38259P508 44 105 SH Shared-Defined 105 GOOGLE INC CL A 38259P508 29 70 SH Shared-Defined 70 GRACE W R & CO DEL NEW COM 38388F108 0 5 SH Shared-Defined 5 GRAINGER W W INC COM 384802104 313 4,367 SH Shared-Defined 5.1 4,367 GRAINGER W W INC COM 384802104 368 5,134 SH Shared-Defined 3 5,134 GRAINGER W W INC COM 384802104 8 105 SH Shared-Defined 105 GREATER BAY BANCORP COM 391648102 75 2,915 SH Shared-Defined 5.1 2,915 GREY WOLF INC COM 397888108 2,804 360,909 SH Shared-Defined 5.4 360,909 GROUPE CGI INC CL A SUB VTG 39945C109 2,205 205,660 SH Shared-Defined 5.1 205,660 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 10,219 126,300 SH Shared-Defined 5.1 126,300 GUIDANT CORP COM 401698105 1,569 24,201 SH Shared-Defined 5.1 24,201 GUIDANT CORP COM 401698105 1,630 25,142 SH Shared-Defined 3 25,142 GUIDANT CORP COM 401698105 4,540 70,000 SH Shared-Defined 70,000 HCA INC COM 404119109 15,232 299,555 SH Shared-Defined 5.1 299,555 HCA INC COM 404119109 2,176 42,785 SH Shared-Defined 3.2 42,785 HCA INC COM 404119109 1,747 34,348 SH Shared-Defined 3 34,348 HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,570 50,000 SH Shared-Defined 5.4 50,000 HRPT PPTYS TR COM SH BEN INT 40426W101 2 200 SH Shared-Defined 3 200 HALLIBURTON CO COM 406216101 11,263 183,324 SH Shared-Defined 5.1 183,324 HALLIBURTON CO COM 406216101 10,235 166,578 SH Shared-Defined 3 166,578 HALLIBURTON CO COM 406216101 1,453 23,650 SH Shared-Defined 5.4 23,650 HALLIBURTON CO COM 406216101 472 7,688 SH Shared-Defined 7,688 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 1,901 11,000 PRN Shared-Defined 5.1 11,000 HANDLEMAN CO DEL COM 410252100 58 4,600 SH Shared-Defined 5.1 4,600 HANOVER INS GROUP INC COM 410867105 93 2,202 SH Shared-Defined 5.1 2,202 HARLAND JOHN H CO COM 412693103 172 4,500 SH Shared-Defined 5.1 4,500 HARLEY DAVIDSON INC COM 412822108 1,184 22,689 SH Shared-Defined 5.1 22,689 HARLEY DAVIDSON INC COM 412822108 965 18,496 SH Shared-Defined 3 18,496 HARLEY DAVIDSON INC COM 412822108 502 9,627 SH Shared-Defined 9,627 HARMONIC INC COM 413160102 2 426 SH Shared-Defined 426 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 733 54,944 SH Shared-Defined 3 54,944 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 135 10,100 SH Shared-Defined 10,100 HARRAHS ENTMT INC COM 413619107 3,157 43,973 SH Shared-Defined 5.1 43,973 HARRAHS ENTMT INC COM 413619107 894 12,447 SH Shared-Defined 3 12,447 HARRAHS ENTMT INC COM 413619107 549 7,653 SH Shared-Defined 7,653 HARRIS & HARRIS GROUP INC COM 413833104 77 5,519 SH Shared-Defined 5.1 5,519 HARTFORD FINL SVCS GROUP INC COM 416515104 11,351 131,363 SH Shared-Defined 5.1 131,363 HARTFORD FINL SVCS GROUP INC COM 416515104 2,232 25,836 SH Shared-Defined 3 25,836 HARTFORD FINL SVCS GROUP INC COM 416515104 2,351 27,205 SH Shared-Defined 5.4 27,205 HARTFORD FINL SVCS GROUP INC COM 416515104 29 341 SH Shared-Defined 341 HASBRO INC COM 418056107 240 11,865 SH Shared-Defined 5.1 11,865 HASBRO INC COM 418056107 242 11,983 SH Shared-Defined 3 11,983 HEALTH MGMT ASSOC INC NEW CL A 421933102 805 36,385 SH Shared-Defined 5.1 36,385 HEALTH MGMT ASSOC INC NEW CL A 421933102 371 16,750 SH Shared-Defined 3 16,750 HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF9 745 7,400 PRN Shared-Defined 5.1 7,400 HEADWATERS INC COM 42210P102 71 2,000 SH Shared-Defined 5.1 2,000 HEADWATERS INC COM 42210P102 2,895 81,723 SH Shared-Defined 5.4 81,723 HEALTH NET INC COM 42222G108 11,175 215,156 SH Shared-Defined 5.1 215,156 HEINZ H J CO COM 423074103 5,188 152,411 SH Shared-Defined 5.1 152,411 HEINZ H J CO COM 423074103 9,919 291,387 SH Shared-Defined 3 291,387 HEINZ H J CO COM 423074103 2,516 73,900 SH Shared-Defined 73,900 HERCULES INC COM 427056106 72 6,220 SH Shared-Defined 5.1 6,220 HERCULES INC COM 427056106 88 7,643 SH Shared-Defined 3 7,643 HERCULES OFFSHORE INC COM 427093109 2,538 90,000 SH Shared-Defined 5.1 90,000 HERSHEY CO COM 427866108 674 12,153 SH Shared-Defined 5.1 12,153 HERSHEY CO COM 427866108 679 12,230 SH Shared-Defined 3 12,230 HEWLETT PACKARD CO COM 428236103 26,927 936,922 SH Shared-Defined 5.1 936,922 HEWLETT PACKARD CO COM 428236103 14 500 SH Shared-Defined 3.6 500 HEWLETT PACKARD CO COM 428236103 4,153 144,497 SH Shared-Defined 3.2 144,497 HEWLETT PACKARD CO COM 428236103 13,364 465,006 SH Shared-Defined 3 465,006 HEWLETT PACKARD CO COM 428236103 2,334 81,223 SH Shared-Defined 5.4 81,223 HEWLETT PACKARD CO COM 428236103 251 8,720 SH Shared-Defined 8,720 HEWLETT PACKARD CO COM 428236103 396 13,784 SH Shared-Defined 13,784 HEWLETT PACKARD CO NOTE 10/1 428236AC7 779 13,100 PRN Shared-Defined 5.1 13,100 HILLENBRAND INDS INC COM 431573104 208 4,200 SH Shared-Defined 5.1 4,200 HILTON HOTELS CORP COM 432848109 651 27,140 SH Shared-Defined 5.1 27,140 HILTON HOTELS CORP COM 432848109 531 22,129 SH Shared-Defined 3 22,129 HILTON HOTELS CORP COM 432848109 806 33,586 SH Shared-Defined 5.4 33,586 HILTON HOTELS CORP COM 432848109 16 660 SH Shared-Defined 660 HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ2 351 3,000 PRN Shared-Defined 5.1 3,000 HOLLINGER INTL INC CL A 435569108 9,050 1,000,000 SH Shared-Defined 3 1,000,000 HOME DEPOT INC COM 437076102 18,604 456,661 SH Shared-Defined 5.1 456,661 HOME DEPOT INC COM 437076102 4,577 112,336 SH Shared-Defined 3.2 112,336 HOME DEPOT INC COM 437076102 11,406 279,973 SH Shared-Defined 3 279,973 HOME DEPOT INC COM 437076102 6,224 152,777 SH Shared-Defined 5.4 152,777 HOME DEPOT INC COM 437076102 1,890 46,400 SH Shared-Defined 46,400 HOME DEPOT INC COM 437076102 72 1,770 SH Shared-Defined 1,770 HONEYWELL INTL INC COM 438516106 44,222 1,176,422 SH Shared-Defined 5.1 1,176,422 HONEYWELL INTL INC COM 438516106 18 470 SH Shared-Defined 3.6 470 HONEYWELL INTL INC COM 438516106 3,857 102,620 SH Shared-Defined 3.2 102,620 HONEYWELL INTL INC COM 438516106 2,150 57,199 SH Shared-Defined 3 57,199 HONEYWELL INTL INC COM 438516106 19 510 SH Shared-Defined 5.4 510 HONEYWELL INTL INC COM 438516106 46 1,213 SH Shared-Defined 1,213 HONEYWELL INTL INC COM 438516106 14 360 SH Shared-Defined 360 HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG9 2,322 5,000,000 PRN Shared-Defined 3 5,000,000 HOSPIRA INC COM 441060100 457 10,598 SH Shared-Defined 5.1 10,598 HOSPIRA INC COM 441060100 469 10,885 SH Shared-Defined 3 10,885 HOSPIRA INC COM 441060100 862 20,000 SH Shared-Defined 5.4 20,000 HOST MARRIOTT CORP NEW COM 44107P104 189 10,000 SH Shared-Defined 5.1 10,000 HUMANA INC COM 444859102 593 10,766 SH Shared-Defined 5.1 10,766 HUMANA INC COM 444859102 2,886 52,426 SH Shared-Defined 3.6 52,426 HUMANA INC COM 444859102 414 7,525 SH Shared-Defined 3 7,525 HUMANA INC COM 444859102 3,693 67,088 SH Shared-Defined 5.4 67,088 HUNTINGTON BANCSHARES INC COM 446150104 723 30,300 SH Shared-Defined 5.1 30,300 HUNTINGTON BANCSHARES INC COM 446150104 366 15,320 SH Shared-Defined 3 15,320 HUTCHINSON TECHNOLOGY INC COM 448407106 43 1,500 SH Shared-Defined 5.1 1,500 IAC INTERACTIVECORP COM NEW 44919P300 288 10,202 SH Shared-Defined 3 10,202 IAC INTERACTIVECORP COM NEW 44919P300 38 1,350 SH Shared-Defined 1,350 ICOS CORP COM 449295104 17 600 SH Shared-Defined 3 600 ICT GROUP INC COM 44929Y101 4 230 SH Shared-Defined 3 230 IMS HEALTH INC COM 449934108 373 14,965 SH Shared-Defined 5.1 14,965 IMS HEALTH INC COM 449934108 299 12,000 SH Shared-Defined 3.6 12,000 IMS HEALTH INC COM 449934108 390 15,631 SH Shared-Defined 3 15,631 IMS HEALTH INC COM 449934108 5,944 238,256 SH Shared-Defined 238,256 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 668 56,600 SH Shared-Defined 5.1 56,600 ISTAR FINL INC COM 45031U101 4,523 127,185 SH Shared-Defined 5.1 127,185 ITT EDUCATIONAL SERVICES INC COM 45068B109 100 1,702 SH Shared-Defined 5.1 1,702 IXIA COM 45071R109 698 46,664 SH Shared-Defined 5.4 46,664 ITT INDS INC IND COM 450911102 5,857 56,629 SH Shared-Defined 5.1 56,629 ITT INDS INC IND COM 450911102 648 6,261 SH Shared-Defined 3 6,261 ITT INDS INC IND COM 450911102 248 2,400 SH Shared-Defined 2,400 ITT INDS INC IND COM 450911102 4 39 SH Shared-Defined 39 IAMGOLD CORP COM 450913108 4,388 411,400 SH Shared-Defined 5.1 411,400 IAMGOLD CORP COM 450913108 566 53,114 SH Shared-Defined 3 53,114 ICICI BK LTD ADR 45104G104 2,414 81,900 SH Shared-Defined 5.1 81,900 ICICI BK LTD ADR 45104G104 2,888 98,000 SH Shared-Defined 5.4 98,000 ICICI BK LTD ADR 45104G104 209 7,100 SH Shared-Defined 7,100 ICAGEN INC COM 45104P104 1,406 216,318 SH Shared-Defined 216,318 IDACORP INC COM 451107106 140 4,770 SH Shared-Defined 5.1 4,770 ILLINOIS TOOL WKS INC COM 452308109 1,232 13,838 SH Shared-Defined 5.1 13,838 ILLINOIS TOOL WKS INC COM 452308109 1,245 13,976 SH Shared-Defined 3 13,976 IMATION CORP COM 45245A107 5 100 SH Shared-Defined 100 IMCLONE SYS INC COM 45245W109 1,519 44,200 SH Shared-Defined 5.1 44,200 IMPAC MTG HLDGS INC COM 45254P102 208 21,947 SH Shared-Defined 5.1 21,947 IMPERIAL OIL LTD COM NEW 453038408 364 2,702 SH Shared-Defined 3 2,702 IMPERIAL OIL LTD COM NEW 453038408 12 90 SH Shared-Defined 90 INCO LTD COM 453258402 9,136 155,300 SH Shared-Defined 5.1 155,300 INCO LTD COM 453258402 294 5,000 SH Shared-Defined 5.1 5,000 INCO LTD COM 453258402 288 4,900 SH Shared-Defined 3 4,900 INCO LTD COM 453258402 1,824 31,000 SH Shared-Defined 5.4 31,000 INCO LTD COM 453258402 447 7,600 SH Shared-Defined 7,600 INDIA FD INC COM 454089103 255 6,379 SH Shared-Defined 6,379 INERGY L P UNIT LTD PTNR 456615103 95 3,746 SH Shared-Defined 3 3,746 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 1,205 15,000 SH Shared-Defined 5.4 15,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 241 3,000 SH Shared-Defined 3,000 INFOSPACE INC COM NEW 45678T201 0 2 SH Shared-Defined 3.6 2 INFOSPACE INC COM NEW 45678T201 1,574 59,884 SH Shared-Defined 5.4 59,884 INSIGHT ENTERPRISES INC COM 45765U103 154 7,851 SH Shared-Defined 5.1 7,851 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 10 747 SH Shared-Defined 5.1 747 INNOVO GROUP INC COM PAR $0.01 457954600 17 17,000 SH Shared-Defined 3 17,000 INTEL CORP COM 458140100 79,368 3,165,871 SH Shared-Defined 5.1 3,165,871 INTEL CORP COM 458140100 599 23,900 SH Shared-Defined 5.1 23,900 INTEL CORP COM 458140100 5,064 202,006 SH Shared-Defined 3.6 202,006 INTEL CORP COM 458140100 4,283 170,854 SH Shared-Defined 3.2 170,854 INTEL CORP COM 458140100 47,638 1,900,199 SH Shared-Defined 3 1,900,199 INTEL CORP COM 458140100 10 400 SH Shared-Defined 3 400 INTEL CORP COM 458140100 10,550 420,803 SH Shared-Defined 5.4 420,803 INTEL CORP COM 458140100 549 21,905 SH Shared-Defined 21,905 INTEL CORP COM 458140100 170 6,784 SH Shared-Defined 6,784 INTER TEL INC COM 458372109 161 8,113 SH Shared-Defined 5.1 8,113 INTERCONTINENTALEXCHANGE INC COM 45865V100 651 18,009 SH Shared-Defined 5.1 18,009 INTERNATIONAL BUSINESS MACHS COM 459200101 102,886 1,248,612 SH Shared-Defined 5.1 1,248,612 INTERNATIONAL BUSINESS MACHS COM 459200101 437 5,300 SH Shared-Defined 5.1 5,300 INTERNATIONAL BUSINESS MACHS COM 459200101 464 5,630 SH Shared-Defined 3.6 5,630 INTERNATIONAL BUSINESS MACHS COM 459200101 6,013 72,979 SH Shared-Defined 3.2 72,979 INTERNATIONAL BUSINESS MACHS COM 459200101 59,022 716,291 SH Shared-Defined 3 716,291 INTERNATIONAL BUSINESS MACHS COM 459200101 58 700 SH Shared-Defined 3 700 INTERNATIONAL BUSINESS MACHS COM 459200101 5,609 68,066 SH Shared-Defined 5.4 68,066 INTERNATIONAL BUSINESS MACHS COM 459200101 1,000 12,134 SH Shared-Defined 12,134 INTERNATIONAL BUSINESS MACHS COM 459200101 1,546 18,767 SH Shared-Defined 18,767 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 157 4,637 SH Shared-Defined 5.1 4,637 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 185 5,472 SH Shared-Defined 3 5,472 INTERNATIONAL GAME TECHNOLOG COM 459902102 671 21,600 SH Shared-Defined 5.1 21,600 INTERNATIONAL GAME TECHNOLOG COM 459902102 708 22,797 SH Shared-Defined 3 22,797 INTERNATIONAL GAME TECHNOLOG COM 459902102 7 210 SH Shared-Defined 210 INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL6 1,654 24,720 PRN Shared-Defined 5.1 24,720 INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL6 5,364 8,017,000 PRN Shared-Defined 3 8,017,000 INTL PAPER CO COM 460146103 1,628 47,564 SH Shared-Defined 5.1 47,564 INTL PAPER CO COM 460146103 10 300 SH Shared-Defined 3.6 300 INTL PAPER CO COM 460146103 2,293 67,010 SH Shared-Defined 3.2 67,010 INTL PAPER CO COM 460146103 1,414 41,330 SH Shared-Defined 3 41,330 INTL PAPER CO COM 460146103 55 1,595 SH Shared-Defined 3 1,595 INTL PAPER CO COM 460146103 395 11,530 SH Shared-Defined 11,530 INTL PAPER CO COM 460146103 35 1,035 SH Shared-Defined 1,035 INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A107 1 30 SH Shared-Defined 3.6 30 INTERNET SEC SYS INC COM 46060X107 379 17,700 SH Shared-Defined 5.4 17,700 INTERPUBLIC GROUP COS INC COM 460690100 215 22,139 SH Shared-Defined 5.1 22,139 INTERPUBLIC GROUP COS INC COM 460690100 282 29,063 SH Shared-Defined 3 29,063 INTERSIL CORP CL A 46069S109 31 1,220 SH Shared-Defined 1,220 INTRAWEST CORPORATION COM NEW 460915200 1,798 47,111 SH Shared-Defined 5.4 47,111 INTRADO INC COM 46117A100 104 4,556 SH Shared-Defined 5.1 4,556 INTUIT COM 461202103 645 12,014 SH Shared-Defined 5.1 12,014 INTUIT COM 461202103 1,003 18,697 SH Shared-Defined 3 18,697 INTUIT COM 461202103 54 1,000 SH Shared-Defined 1,000 INVITROGEN CORP COM 46185R100 574 8,488 SH Shared-Defined 5.1 8,488 INVITROGEN CORP COM 46185R100 1,306 19,326 SH Shared-Defined 5.4 19,326 INVITROGEN CORP COM 46185R100 23 340 SH Shared-Defined 340 IPSCO INC COM 462622101 147 1,300 SH Shared-Defined 5.1 1,300 ISHARES INC MSCI BRAZIL 464286400 522 15,605 SH Shared-Defined 3.2 15,605 ISHARES INC MSCI BRAZIL 464286400 502 15,000 SH Shared-Defined 15,000 ISHARES INC MSCI CDA INDEX 464286509 440 20,013 SH Shared-Defined 5.1 20,013 ISHARES INC MSCI PAC J IDX 464286665 396 4,000 SH Shared-Defined 5.1 4,000 ISHARES INC MSCI PAC J IDX 464286665 194 1,960 SH Shared-Defined 3.2 1,960 ISHARES INC MSCI PAC J IDX 464286665 1,187 12,000 SH Shared-Defined 3 12,000 ISHARES INC MSCI TAIWAN 464286731 1,271 101,500 SH Shared-Defined 5.1 101,500 ISHARES INC MSCI TAIWAN 464286731 579 46,250 SH Shared-Defined 3.2 46,250 ISHARES INC MSCI MALAYSIA 464286830 1,113 163,000 SH Shared-Defined 163,000 ISHARES INC MSCI JAPAN 464286848 1,150 84,500 SH Shared-Defined 5.1 84,500 ISHARES INC MSCI JAPAN 464286848 10 720 SH Shared-Defined 720 ISHARES TR DJ SEL DIV INX 464287168 123 2,000 SH Shared-Defined 3.6 2,000 ISHARES TR S&P 500 INDEX 464287200 7,649 61,044 SH Shared-Defined 5.1 61,044 ISHARES TR MSCI EMERG MKT 464287234 1,422 16,100 SH Shared-Defined 16,100 ISHARES TR MSCI EMERG MKT 464287234 18 205 SH Shared-Defined 205 ISHARES TR RUSSELL1000GRW 464287614 29 560 SH Shared-Defined 560 I2 TECHNOLOGIES INC COM NEW 465754208 0 13 SH Shared-Defined 13 IVANHOE MINES LTD COM 46579N103 49 5,000 SH Shared-Defined 5,000 IVILLAGE INC COM 46588H105 238 29,284 SH Shared-Defined 5.1 29,284 IXYS CORP COM 46600W106 2,379 199,406 SH Shared-Defined 5.4 199,406 JDS UNIPHASE CORP COM 46612J101 324 134,246 SH Shared-Defined 5.1 134,246 JDS UNIPHASE CORP COM 46612J101 408 169,128 SH Shared-Defined 3 169,128 JDS UNIPHASE CORP COM 46612J101 60 25,000 SH Shared-Defined 5.4 25,000 JDS UNIPHASE CORP COM 46612J101 0 200 SH Shared-Defined 200 JDS UNIPHASE CORP COM 46612J101 1 500 SH Shared-Defined 500 JP MORGAN CHASE & CO COM 46625H100 17,780 446,056 SH Shared-Defined 5.1 446,056 JP MORGAN CHASE & CO COM 46625H100 3,880 97,350 SH Shared-Defined 3.6 97,350 JP MORGAN CHASE & CO COM 46625H100 6,094 152,891 SH Shared-Defined 3.2 152,891 JP MORGAN CHASE & CO COM 46625H100 110,619 2,775,189 SH Shared-Defined 3 2,775,189 JP MORGAN CHASE & CO COM 46625H100 52 1,310 SH Shared-Defined 3 1,310 JP MORGAN CHASE & CO COM 46625H100 8,106 203,360 SH Shared-Defined 5.4 203,360 JP MORGAN CHASE & CO COM 46625H100 92 2,300 SH Shared-Defined 2,300 JP MORGAN CHASE & CO COM 46625H100 122 3,055 SH Shared-Defined 3,055 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 114 2,592 SH Shared-Defined 5.1 2,592 JABIL CIRCUIT INC COM 466313103 1,451 38,922 SH Shared-Defined 5.1 38,922 JABIL CIRCUIT INC COM 466313103 435 11,664 SH Shared-Defined 3 11,664 JABIL CIRCUIT INC COM 466313103 2,113 56,683 SH Shared-Defined 5.4 56,683 JAKKS PAC INC COM 47012E106 70 3,313 SH Shared-Defined 5.1 3,313 JANUS CAP GROUP INC COM 47102X105 232 12,370 SH Shared-Defined 5.1 12,370 JANUS CAP GROUP INC COM 47102X105 273 14,552 SH Shared-Defined 3 14,552 JEFFERSON PILOT CORP COM 475070108 510 8,933 SH Shared-Defined 5.1 8,933 JEFFERSON PILOT CORP COM 475070108 631 11,040 SH Shared-Defined 3 11,040 JETBLUE AWYS CORP COM 477143101 564 36,000 SH Shared-Defined 5.1 36,000 JETBLUE AWYS CORP COM 477143101 118 7,500 SH Shared-Defined 3 7,500 JETBLUE AWYS CORP COM 477143101 736 46,950 SH Shared-Defined 5.4 46,950 JOHNSON & JOHNSON COM 478160104 162,658 2,699,724 SH Shared-Defined 5.1 2,699,724 JOHNSON & JOHNSON COM 478160104 7,074 117,411 SH Shared-Defined 3.6 117,411 JOHNSON & JOHNSON COM 478160104 3,170 52,622 SH Shared-Defined 3.2 52,622 JOHNSON & JOHNSON COM 478160104 33,841 561,679 SH Shared-Defined 3 561,679 JOHNSON & JOHNSON COM 478160104 34 560 SH Shared-Defined 3 560 JOHNSON & JOHNSON COM 478160104 7,044 116,919 SH Shared-Defined 5.4 116,919 JOHNSON & JOHNSON COM 478160104 1,223 20,300 SH Shared-Defined 20,300 JOHNSON & JOHNSON COM 478160104 291 4,835 SH Shared-Defined 4,835 JOHNSON CTLS INC COM 478366107 2,082 28,425 SH Shared-Defined 5.1 28,425 JOHNSON CTLS INC COM 478366107 956 13,052 SH Shared-Defined 3 13,052 JONES APPAREL GROUP INC COM 480074103 965 31,408 SH Shared-Defined 5.1 31,408 JONES APPAREL GROUP INC COM 480074103 549 17,861 SH Shared-Defined 3 17,861 JUNIPER NETWORKS INC COM 48203R104 56,613 2,540,988 SH Shared-Defined 5.1 2,540,988 JUNIPER NETWORKS INC COM 48203R104 376 16,867 SH Shared-Defined 3 16,867 JUNIPER NETWORKS INC COM 48203R104 9 425 SH Shared-Defined 3 425 JUNIPER NETWORKS INC COM 48203R104 982 44,067 SH Shared-Defined 5.4 44,067 JUNIPER NETWORKS INC COM 48203R104 43 1,950 SH Shared-Defined 1,950 K & F INDS HLDGS INC COM 482241106 549 36,000 SH Shared-Defined 5.1 36,000 KFX INC COM 48245L107 67 4,350 SH Shared-Defined 5.1 4,350 KLA-TENCOR CORP COM 482480100 809 16,213 SH Shared-Defined 5.1 16,213 KLA-TENCOR CORP COM 482480100 1,032 20,691 SH Shared-Defined 3 20,691 KLA-TENCOR CORP COM 482480100 40 810 SH Shared-Defined 810 K SEA TRANSN PARTNERS LP COM 48268Y101 258 7,400 SH Shared-Defined 3 7,400 K2 INC COM 482732104 349 34,700 SH Shared-Defined 5.4 34,700 KB HOME COM 48666K109 6,054 82,795 SH Shared-Defined 5.1 82,795 KB HOME COM 48666K109 387 5,293 SH Shared-Defined 3 5,293 KELLOGG CO COM 487836108 738 16,980 SH Shared-Defined 5.1 16,980 KELLOGG CO COM 487836108 12,254 281,822 SH Shared-Defined 3 281,822 KEMET CORP COM 488360108 3,216 440,000 SH Shared-Defined 440,000 KERR MCGEE CORP COM 492386107 5,832 64,656 SH Shared-Defined 5.1 64,656 KERR MCGEE CORP COM 492386107 451 5,000 SH Shared-Defined 3.6 5,000 KERR MCGEE CORP COM 492386107 706 7,826 SH Shared-Defined 3 7,826 KEYCORP NEW COM 493267108 3,295 99,366 SH Shared-Defined 5.1 99,366 KEYCORP NEW COM 493267108 65 1,960 SH Shared-Defined 3.6 1,960 KEYCORP NEW COM 493267108 925 27,888 SH Shared-Defined 3 27,888 KEYSPAN CORP COM 49337W100 1,417 39,934 SH Shared-Defined 5.1 39,934 KEYSPAN CORP COM 49337W100 3,861 108,830 SH Shared-Defined 3.2 108,830 KEYSPAN CORP COM 49337W100 595 16,758 SH Shared-Defined 3 16,758 KIMBERLY CLARK CORP COM 494368103 9,698 161,654 SH Shared-Defined 5.1 161,654 KIMBERLY CLARK CORP COM 494368103 600 10,000 SH Shared-Defined 3.6 10,000 KIMBERLY CLARK CORP COM 494368103 5,548 92,490 SH Shared-Defined 3.2 92,490 KIMBERLY CLARK CORP COM 494368103 1,887 31,450 SH Shared-Defined 3 31,450 KIMBERLY CLARK CORP COM 494368103 3,132 52,212 SH Shared-Defined 5.4 52,212 KIMCO REALTY CORP COM 49446R109 97 3,000 SH Shared-Defined 5.1 3,000 KINDER MORGAN INC KANS COM 49455P101 722 7,866 SH Shared-Defined 5.1 7,866 KINDER MORGAN INC KANS COM 49455P101 655 7,138 SH Shared-Defined 3 7,138 KINDRED HEALTHCARE INC COM 494580103 154 5,974 SH Shared-Defined 5.1 5,974 KINETIC CONCEPTS INC COM NEW 49460W208 51 1,300 SH Shared-Defined 1,300 KING PHARMACEUTICALS INC COM 495582108 368 21,646 SH Shared-Defined 5.1 21,646 KING PHARMACEUTICALS INC COM 495582108 559 32,924 SH Shared-Defined 3 32,924 KING PHARMACEUTICALS INC COM 495582108 781 46,000 SH Shared-Defined 5.4 46,000 KINROSS GOLD CORP COM NO PAR 496902404 18,937 1,476,945 SH Shared-Defined 5.1 1,476,945 KINROSS GOLD CORP COM NO PAR 496902404 1,644 128,212 SH Shared-Defined 3 128,212 KNIGHT CAPITAL GROUP INC CL A 499005106 59 6,000 SH Shared-Defined 5.1 6,000 KNIGHT RIDDER INC COM 499040103 1,931 30,448 SH Shared-Defined 5.1 30,448 KNIGHT RIDDER INC COM 499040103 293 4,615 SH Shared-Defined 3 4,615 KOHLS CORP COM 500255104 41,343 847,019 SH Shared-Defined 5.1 847,019 KOHLS CORP COM 500255104 1,127 23,096 SH Shared-Defined 3 23,096 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 7,167 227,800 SH Shared-Defined 5.1 227,800 KOREA ELECTRIC PWR SPONSORED ADR 500631106 967 50,000 SH Shared-Defined 5.4 50,000 KRAFT FOODS INC CL A 50075N104 5,073 179,117 SH Shared-Defined 5.1 179,117 KRAFT FOODS INC CL A 50075N104 5,805 204,985 SH Shared-Defined 3 204,985 KROGER CO COM 501044101 9,444 499,134 SH Shared-Defined 5.1 499,134 KROGER CO COM 501044101 921 48,655 SH Shared-Defined 3 48,655 KROGER CO COM 501044101 378 20,000 SH Shared-Defined 5.4 20,000 KRONOS INC COM 501052104 63 1,500 SH Shared-Defined 5.1 1,500 KULICKE & SOFFA INDS INC COM 501242101 118 13,200 SH Shared-Defined 5.1 13,200 KYOCERA CORP ADR 501556203 133 1,800 SH Shared-Defined 3 1,800 KYPHON INC COM 501577100 17 400 SH Shared-Defined 3.6 400 LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 4,691 219,200 SH Shared-Defined 5.1 219,200 LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 98 4,600 SH Shared-Defined 5.1 4,600 LSI LOGIC CORP COM 502161102 3,394 419,469 SH Shared-Defined 5.1 419,469 LSI LOGIC CORP COM 502161102 214 26,452 SH Shared-Defined 3 26,452 LSI LOGIC CORP COM 502161102 61 7,579 SH Shared-Defined 7,579 L-3MUNICATIONS HLDGS INC COM 502424104 563 7,516 SH Shared-Defined 5.1 7,516 L-3MUNICATIONS HLDGS INC COM 502424104 608 8,115 SH Shared-Defined 3 8,115 L-3MUNICATIONS HLDGS INC COM 502424104 2,045 27,287 SH Shared-Defined 5.4 27,287 LABORATORY CORP AMER HLDGS COM NEW 50540R409 483 8,956 SH Shared-Defined 5.1 8,956 LABORATORY CORP AMER HLDGS COM NEW 50540R409 486 9,021 SH Shared-Defined 3 9,021 LAM RESEARCH CORP COM 512807108 156 4,267 SH Shared-Defined 3 4,267 LAMAR ADVERTISING CO CL A 512815101 1,014 21,900 SH Shared-Defined 5.1 21,900 LAMAR ADVERTISING CO CL A 512815101 123 2,663 SH Shared-Defined 3 2,663 LANDRYS RESTAURANTS INC COM 51508L103 173 6,500 SH Shared-Defined 5.1 6,500 LAS VEGAS SANDS CORP COM 517834107 332 8,400 SH Shared-Defined 8,400 LAUDER ESTEE COS INC CL A 518439104 2,330 69,505 SH Shared-Defined 5.1 69,505 LAUDER ESTEE COS INC CL A 518439104 428 12,780 SH Shared-Defined 12,780 LAUDER ESTEE COS INC CL A 518439104 50 1,500 SH Shared-Defined 1,500 LEAR CORP COM 521865105 2,468 87,283 SH Shared-Defined 5.1 87,283 LEGGETT & PLATT INC COM 524660107 233 9,991 SH Shared-Defined 5.1 9,991 LEGGETT & PLATT INC COM 524660107 291 12,473 SH Shared-Defined 3 12,473 LEGG MASON INC COM 524901105 26,384 218,100 SH Shared-Defined 5.1 218,100 LEHMAN BROS HLDGS INC COM 524908100 4,157 32,490 SH Shared-Defined 5.1 32,490 LEHMAN BROS HLDGS INC COM 524908100 1,685 13,170 SH Shared-Defined 3 13,170 LEHMAN BROS HLDGS INC COM 524908100 19 150 SH Shared-Defined 3 150 LEHMAN BROS HLDGS INC COM 524908100 2,954 23,089 SH Shared-Defined 5.4 23,089 LEHMAN BROS HLDGS INC COM 524908100 26 200 SH Shared-Defined 200 LEHMAN BROS HLDGS INC COM 524908100 15 120 SH Shared-Defined 120 LENNAR CORP CL A 526057104 8,321 135,418 SH Shared-Defined 5.1 135,418 LENNAR CORP CL A 526057104 3,778 61,478 SH Shared-Defined 3.6 61,478 LENNAR CORP CL A 526057104 571 9,300 SH Shared-Defined 3 9,300 LEVITT CORP CL A 52742P108 76 3,280 SH Shared-Defined 5.1 3,280 LEXAR MEDIA INC COM 52886P104 123 15,000 SH Shared-Defined 5.1 15,000 LEXAR MEDIA INC COM 52886P104 14 1,750 SH Shared-Defined 1,750 LEXAR MEDIA INC COM 52886P104 14 1,750 SH Shared-Defined 1,750 LEXMARK INTL NEW CL A 529771107 1,536 33,943 SH Shared-Defined 5.1 33,943 LEXMARK INTL NEW CL A 529771107 246 5,445 SH Shared-Defined 3 5,445 LEXMARK INTL NEW CL A 529771107 247 5,460 SH Shared-Defined 5,460 LIBERTY GLOBAL INC COM SER A 530555101 165 7,322 SH Shared-Defined 3 7,322 LIBERTY GLOBAL INC COM SER A 530555101 23 1,000 SH Shared-Defined 1,000 LIBERTY GLOBAL INC COM SER C 530555309 667 31,402 SH Shared-Defined 5.1 31,402 LIBERTY GLOBAL INC COM SER C 530555309 0 6 SH Shared-Defined 3 6 LIBERTY MEDIA CORP NEW COM SER A 530718105 36 4,536 SH Shared-Defined 4,536 LIBERTY PPTY TR SH BEN INT 531172104 406 9,523 SH Shared-Defined 5.1 9,523 LIFECELL CORP COM 531927101 718 38,086 SH Shared-Defined 5.4 38,086 LIFEPOINT HOSPITALS INC COM 53219L109 2,314 61,767 SH Shared-Defined 5.1 61,767 LILLY ELI & CO COM 532457108 70,365 1,224,592 SH Shared-Defined 5.1 1,224,592 LILLY ELI & CO COM 532457108 29,206 508,290 SH Shared-Defined 3 508,290 LILLY ELI & CO COM 532457108 2,601 45,270 SH Shared-Defined 5.4 45,270 LILLY ELI & CO COM 532457108 20 343 SH Shared-Defined 343 LIMITED BRANDS INC COM 532716107 1,986 88,560 SH Shared-Defined 5.1 88,560 LIMITED BRANDS INC COM 532716107 528 23,523 SH Shared-Defined 3 23,523 LINCARE HLDGS INC COM 532791100 123 2,901 SH Shared-Defined 3 2,901 LINCOLN NATL CORP IND COM 534187109 912 17,083 SH Shared-Defined 5.1 17,083 LINCOLN NATL CORP IND COM 534187109 538 10,088 SH Shared-Defined 3 10,088 LINEAR TECHNOLOGY CORP COM 535678106 915 25,229 SH Shared-Defined 5.1 25,229 LINEAR TECHNOLOGY CORP COM 535678106 1,200 33,082 SH Shared-Defined 3 33,082 LINEAR TECHNOLOGY CORP COM 535678106 36 1,000 SH Shared-Defined 1,000 LIZ CLAIBORNE INC COM 539320101 204 5,683 SH Shared-Defined 5.1 5,683 LIZ CLAIBORNE INC COM 539320101 257 7,172 SH Shared-Defined 3 7,172 LOCKHEED MARTIN CORP COM 539830109 6,400 100,748 SH Shared-Defined 5.1 100,748 LOCKHEED MARTIN CORP COM 539830109 133 2,100 SH Shared-Defined 3.6 2,100 LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 2,676 25,150 PRN Shared-Defined 5.1 25,150 LOEWS CORP COM 540424108 854 8,985 SH Shared-Defined 5.1 8,985 LOEWS CORP COM 540424108 873 9,185 SH Shared-Defined 3 9,185 LOEWS CORP COM 540424108 1,306 13,735 SH Shared-Defined 5.4 13,735 LOEWS CORP CAROLNA GP STK 540424207 121 2,767 SH Shared-Defined 5.1 2,767 LOOKSMART LTD COM NEW 543442503 26 6,920 SH Shared-Defined 5.4 6,920 LOUISIANA PAC CORP COM 546347105 179 6,455 SH Shared-Defined 5.1 6,455 LOUISIANA PAC CORP COM 546347105 199 7,175 SH Shared-Defined 3 7,175 LOWES COS INC COM 548661107 10,058 149,783 SH Shared-Defined 5.1 149,783 LOWES COS INC COM 548661107 3,812 56,764 SH Shared-Defined 3 56,764 LOWES COS INC COM 548661107 4,416 65,757 SH Shared-Defined 5.4 65,757 LOWES COS INC COM 548661107 34 500 SH Shared-Defined 500 LOWES COS INC COM 548661107 15 225 SH Shared-Defined 225 LOWES COS INC NOTE 2/1 548661CF2 1,290 11,330 PRN Shared-Defined 5.1 11,330 LUCENT TECHNOLOGIES INC COM 549463107 2,274 842,393 SH Shared-Defined 5.1 842,393 LUCENT TECHNOLOGIES INC COM 549463107 2 600 SH Shared-Defined 3.6 600 LUCENT TECHNOLOGIES INC COM 549463107 0 100 SH Shared-Defined 3.2 100 LUCENT TECHNOLOGIES INC COM 549463107 971 359,613 SH Shared-Defined 3 359,613 LUCENT TECHNOLOGIES INC COM 549463107 14 5,085 SH Shared-Defined 3 5,085 LUCENT TECHNOLOGIES INC COM 549463107 97 36,000 SH Shared-Defined 5.4 36,000 LUCENT TECHNOLOGIES INC COM 549463107 79 29,291 SH Shared-Defined 29,291 LUCENT TECHNOLOGIES INC COM 549463107 6 2,370 SH Shared-Defined 2,370 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 127 5,000 SH Shared-Defined 5.1 5,000 LYONDELL CHEMICAL CO COM 552078107 6,283 261,788 SH Shared-Defined 5.1 261,788 LYONDELL CHEMICAL CO COM 552078107 958 39,917 SH Shared-Defined 5.4 39,917 M & T BK CORP COM 55261F104 565 5,148 SH Shared-Defined 5.1 5,148 M & T BK CORP COM 55261F104 593 5,406 SH Shared-Defined 3 5,406 MBIA INC COM 55262C100 539 8,885 SH Shared-Defined 5.1 8,885 MBIA INC COM 55262C100 551 9,076 SH Shared-Defined 3 9,076 MBNA CORP COM 55262L100 8,438 310,810 SH Shared-Defined 5.1 310,810 MBNA CORP COM 55262L100 86,537 3,187,372 SH Shared-Defined 3 3,187,372 MBNA CORP COM 55262L100 805 29,661 SH Shared-Defined 5.4 29,661 MBNA CORP COM 55262L100 6,380 235,000 SH Shared-Defined 235,000 MCI INC COM 552691107 215 10,895 SH Shared-Defined 3 10,895 MDS INC COM 55269P302 119 5,000 SH Shared-Defined 5.1 5,000 MDS INC COM 55269P302 88 3,703 SH Shared-Defined 3 3,703 MEMC ELECTR MATLS INC COM 552715104 23,299 1,044,800 SH Shared-Defined 5.1 1,044,800 MEMC ELECTR MATLS INC COM 552715104 1,413 63,374 SH Shared-Defined 5.4 63,374 MFA MTG INVTS INC COM 55272X102 269 46,615 SH Shared-Defined 5.1 46,615 MGIC INVT CORP WIS COM 552848103 407 6,167 SH Shared-Defined 5.1 6,167 MGIC INVT CORP WIS COM 552848103 407 6,159 SH Shared-Defined 3 6,159 MGI PHARMA INC COM 552880106 692 40,316 SH Shared-Defined 5.4 40,316 MGI PHARMA INC COM 552880106 395 23,000 SH Shared-Defined 23,000 MGM MIRAGE COM 552953101 840 23,138 SH Shared-Defined 5.1 23,138 MAGNA INTL INC CL A 559222401 1,299 13,400 SH Shared-Defined 5.1 13,400 MAGNA INTL INC CL A 559222401 282 2,907 SH Shared-Defined 3 2,907 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 367 53,700 SH Shared-Defined 5.4 53,700 MAIDENFORM BRANDS INC COM 560305104 20 1,508 SH Shared-Defined 5.1 1,508 MANHATTAN ASSOCS INC COM 562750109 27 1,289 SH Shared-Defined 1,289 MANITOWOC INC COM 563571108 4,032 79,027 SH Shared-Defined 5.4 79,027 MANOR CARE INC NEW COM 564055101 184 4,605 SH Shared-Defined 5.1 4,605 MANOR CARE INC NEW COM 564055101 215 5,367 SH Shared-Defined 3 5,367 MANPOWER INC COM 56418H100 2,051 43,400 SH Shared-Defined 5.1 43,400 MANPOWER INC COM 56418H100 4,787 101,300 SH Shared-Defined 3.2 101,300 MANPOWER INC COM 56418H100 236 5,000 SH Shared-Defined 5.4 5,000 MANPOWER INC COM 56418H100 15 310 SH Shared-Defined 310 MANTECH INTL CORP CL A 564563104 56 2,000 SH Shared-Defined 5.1 2,000 MANULIFE FINL CORP COM 56501R106 58,038 728,704 SH Shared-Defined 5.1 728,704 MANULIFE FINL CORP COM 56501R106 1,322 16,600 SH Shared-Defined 5.1 16,600 MANULIFE FINL CORP COM 56501R106 737 9,250 SH Shared-Defined 3.2 9,250 MANULIFE FINL CORP COM 56501R106 1,816 22,800 SH Shared-Defined 3 22,800 MANULIFE FINL CORP COM 56501R106 398 5,000 SH Shared-Defined 5.4 5,000 MANULIFE FINL CORP COM 56501R106 733 9,200 SH Shared-Defined 9,200 MARATHON OIL CORP COM 565849106 12,386 204,045 SH Shared-Defined 5.1 204,045 MARATHON OIL CORP COM 565849106 1,516 24,976 SH Shared-Defined 3 24,976 MARATHON OIL CORP COM 565849106 3,523 58,042 SH Shared-Defined 5.4 58,042 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 91 2,000 SH Shared-Defined 3 2,000 MARSH & MCLENNAN COS INC COM 571748102 2,360 73,899 SH Shared-Defined 5.1 73,899 MARSH & MCLENNAN COS INC COM 571748102 1,185 37,110 SH Shared-Defined 3 37,110 MARSH & MCLENNAN COS INC COM 571748102 799 25,000 SH Shared-Defined 5.4 25,000 MARSH & MCLENNAN COS INC COM 571748102 12 384 SH Shared-Defined 384 MARSH & MCLENNAN COS INC COM 571748102 2 48 SH Shared-Defined 48 MARSHALL & ILSLEY CORP COM 571834100 569 13,122 SH Shared-Defined 5.1 13,122 MARSHALL & ILSLEY CORP COM 571834100 613 14,133 SH Shared-Defined 3 14,133 MARSHALL & ILSLEY CORP COM 571834100 2,412 55,635 SH Shared-Defined 5.4 55,635 MARRIOTT INTL INC NEW CL A 571903202 2,376 35,062 SH Shared-Defined 5.1 35,062 MARRIOTT INTL INC NEW CL A 571903202 749 11,060 SH Shared-Defined 3 11,060 MARRIOTT INTL INC NEW CL A 571903202 441 6,506 SH Shared-Defined 6,506 MARTEK BIOSCIENCES CORP COM 572901106 88 3,500 SH Shared-Defined 5.1 3,500 MARTEK BIOSCIENCES CORP COM 572901106 78 3,100 SH Shared-Defined 3,100 MARTHA STEWART LIVING OMNIME CL A 573083102 68 3,866 SH Shared-Defined 5.1 3,866 MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 59 2,000 SH Shared-Defined 3 2,000 MASCO CORP COM 574599106 2,787 92,964 SH Shared-Defined 5.1 92,964 MASCO CORP COM 574599106 913 30,455 SH Shared-Defined 3 30,455 MASCO CORP NOTE 7/2 574599BB1 1,460 32,100 PRN Shared-Defined 5.1 32,100 MASSEY ENERGY CORP COM 576206106 567 15,000 SH Shared-Defined 5.1 15,000 MASSEY ENERGY CORP COM 576206106 189 5,000 SH Shared-Defined 3 5,000 MASSEY ENERGY CORP COM 576206106 352 9,300 SH Shared-Defined 5.4 9,300 MATRIA HEALTHCARE INC COM NEW 576817209 2,557 64,768 SH Shared-Defined 5.1 64,768 MATSUSHITA ELEC INDL ADR 576879209 33 1,700 SH Shared-Defined 3.6 1,700 MATTEL INC COM 577081102 425 26,759 SH Shared-Defined 5.1 26,759 MATTEL INC COM 577081102 56 3,500 SH Shared-Defined 3.6 3,500 MATTEL INC COM 577081102 434 27,293 SH Shared-Defined 3 27,293 MATTEL INC COM 577081102 37 2,323 SH Shared-Defined 2,323 MAXIM INTEGRATED PRODS INC COM 57772K101 961 26,166 SH Shared-Defined 5.1 26,166 MAXIM INTEGRATED PRODS INC COM 57772K101 1,300 35,394 SH Shared-Defined 3 35,394 MAXIM INTEGRATED PRODS INC COM 57772K101 48 1,300 SH Shared-Defined 5.4 1,300 MAXIM INTEGRATED PRODS INC COM 57772K101 55 1,490 SH Shared-Defined 1,490 MAVERICK TUBE CORP COM 577914104 101 2,552 SH Shared-Defined 5.1 2,552 MAYTAG CORP COM 578592107 98 5,207 SH Shared-Defined 5.1 5,207 MAYTAG CORP COM 578592107 972 51,800 SH Shared-Defined 3 51,800 MCAFEE INC COM 579064106 3 125 SH Shared-Defined 125 MCCORMICK & CO INC COM NON VTG 579780206 1,097 35,609 SH Shared-Defined 5.1 35,609 MCCORMICK & CO INC COM NON VTG 579780206 281 9,105 SH Shared-Defined 3 9,105 MCDATA CORP CL A 580031201 0 8 SH Shared-Defined 3.6 8 MCDONALDS CORP COM 580135101 15,137 443,368 SH Shared-Defined 5.1 443,368 MCDONALDS CORP COM 580135101 492 14,400 SH Shared-Defined 5.1 14,400 MCDONALDS CORP COM 580135101 4,300 125,950 SH Shared-Defined 3.2 125,950 MCDONALDS CORP COM 580135101 5,183 151,806 SH Shared-Defined 3 151,806 MCDONALDS CORP COM 580135101 4,190 122,729 SH Shared-Defined 5.4 122,729 MCDONALDS CORP COM 580135101 7,081 207,400 SH Shared-Defined 207,400 MCDONALDS CORP COM 580135101 43 1,252 SH Shared-Defined 1,252 MCGRAW HILL COS INC COM 580645109 1,347 25,673 SH Shared-Defined 5.1 25,673 MCGRAW HILL COS INC COM 580645109 1,307 24,920 SH Shared-Defined 3 24,920 MCGRAW HILL COS INC COM 580645109 1,815 34,600 SH Shared-Defined 34,600 MCKESSON CORP COM 58155Q103 8,575 163,903 SH Shared-Defined 5.1 163,903 MCKESSON CORP COM 58155Q103 1,087 20,784 SH Shared-Defined 3 20,784 MEADWESTVACO CORP COM 583334107 300 10,609 SH Shared-Defined 5.1 10,609 MEADWESTVACO CORP COM 583334107 526 18,643 SH Shared-Defined 3 18,643 MECHEL OAO SPONSORED ADR 583840103 1,198 49,400 SH Shared-Defined 5.1 49,400 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8,474 149,238 SH Shared-Defined 5.1 149,238 MEDCO HEALTH SOLUTIONS INC COM 58405U102 3 60 SH Shared-Defined 3.6 60 MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,740 48,258 SH Shared-Defined 3.2 48,258 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,182 20,816 SH Shared-Defined 3 20,816 MEDCO HEALTH SOLUTIONS INC COM 58405U102 602 10,600 SH Shared-Defined 10,600 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8 136 SH Shared-Defined 136 MEDIMMUNE INC COM 584699102 547 15,600 SH Shared-Defined 5.1 15,600 MEDIMMUNE INC COM 584699102 862 24,610 SH Shared-Defined 3 24,610 MEDIMMUNE INC COM 584699102 35 994 SH Shared-Defined 994 MEDTRONIC INC COM 585055106 83,369 1,442,377 SH Shared-Defined 5.1 1,442,377 MEDTRONIC INC COM 585055106 786 13,600 SH Shared-Defined 3.6 13,600 MEDTRONIC INC COM 585055106 42 735 SH Shared-Defined 3.2 735 MEDTRONIC INC COM 585055106 4,787 82,819 SH Shared-Defined 3 82,819 MEDTRONIC INC COM 585055106 2,152 37,230 SH Shared-Defined 5.4 37,230 MEDTRONIC INC COM 585055106 289 5,000 SH Shared-Defined 5,000 MEDTRONIC INC DBCV 1.250% 9/1 585055AD8 5,029 49,500 PRN Shared-Defined 5.1 49,500 MELLON FINL CORP COM 58551A108 916 26,483 SH Shared-Defined 5.1 26,483 MELLON FINL CORP COM 58551A108 951 27,503 SH Shared-Defined 3 27,503 MELLON FINL CORP COM 58551A108 15 440 SH Shared-Defined 440 MELLON FINL CORP COM 58551A108 28 810 SH Shared-Defined 810 MENTOR CORP MINN COM 587188103 113 2,430 SH Shared-Defined 5.1 2,430 MENTOR GRAPHICS CORP COM 587200106 61 5,889 SH Shared-Defined 5.1 5,889 MENTOR GRAPHICS CORP COM 587200106 51 5,000 SH Shared-Defined 3 5,000 MENTOR GRAPHICS CORP COM 587200106 30 2,960 SH Shared-Defined 2,960 MERCANTILE BANKSHARES CORP COM 587405101 483 8,500 SH Shared-Defined 5.1 8,500 MERCK & CO INC COM 589331107 18,132 560,496 SH Shared-Defined 5.1 560,496 MERCK & CO INC COM 589331107 16 500 SH Shared-Defined 3.6 500 MERCK & CO INC COM 589331107 5,016 155,060 SH Shared-Defined 3.2 155,060 MERCK & CO INC COM 589331107 63,588 1,965,630 SH Shared-Defined 3 1,965,630 MERCK & CO INC COM 589331107 47 1,450 SH Shared-Defined 3 1,450 MERCK & CO INC COM 589331107 2,079 64,280 SH Shared-Defined 5.4 64,280 MERCK & CO INC COM 589331107 147 4,557 SH Shared-Defined 4,557 MERCK & CO INC COM 589331107 172 5,302 SH Shared-Defined 5,302 MERCURY INTERACTIVE CORP COM 589405109 243 8,711 SH Shared-Defined 5.1 8,711 MERCURY INTERACTIVE CORP COM 589405109 243 8,731 SH Shared-Defined 3 8,731 MERCURY INTERACTIVE CORP COM 589405109 11 397 SH Shared-Defined 397 MEREDITH CORP COM 589433101 1,099 20,981 SH Shared-Defined 5.1 20,981 MEREDITH CORP COM 589433101 148 2,821 SH Shared-Defined 3 2,821 MERIDIAN GOLD INC COM 589975101 13,301 605,685 SH Shared-Defined 5.1 605,685 MERIDIAN GOLD INC COM 589975101 1,236 56,274 SH Shared-Defined 3 56,274 MERRILL LYNCH & CO INC COM 590188108 14,143 208,143 SH Shared-Defined 5.1 208,143 MERRILL LYNCH & CO INC COM 590188108 5,976 87,940 SH Shared-Defined 3.2 87,940 MERRILL LYNCH & CO INC COM 590188108 5,406 79,561 SH Shared-Defined 3 79,561 MERRILL LYNCH & CO INC COM 590188108 4,359 64,156 SH Shared-Defined 5.4 64,156 MERRILL LYNCH & CO INC COM 590188108 91 1,334 SH Shared-Defined 1,334 MERRILL LYNCH & CO INC NOTE 5/2 590188A65 18,899 339,000 PRN Shared-Defined 3 339,000 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 5,973 56,500 PRN Shared-Defined 5.1 56,500 METLIFE INC COM 59156R108 4,864 99,121 SH Shared-Defined 5.1 99,121 METLIFE INC COM 59156R108 2,563 52,230 SH Shared-Defined 3.2 52,230 METLIFE INC COM 59156R108 2,512 51,188 SH Shared-Defined 3 51,188 METLIFE INC COM 59156R108 580 11,810 SH Shared-Defined 5.4 11,810 METLIFE INC COM 59156R108 1,394 28,400 SH Shared-Defined 28,400 MICROSOFT CORP COM 594918104 176,692 6,726,006 SH Shared-Defined 5.1 6,726,006 MICROSOFT CORP COM 594918104 578 22,000 SH Shared-Defined 5.1 22,000 MICROSOFT CORP COM 594918104 577 21,958 SH Shared-Defined 3.6 21,958 MICROSOFT CORP COM 594918104 7,598 289,217 SH Shared-Defined 3.2 289,217 MICROSOFT CORP COM 594918104 57,657 2,194,775 SH Shared-Defined 3 2,194,775 MICROSOFT CORP COM 594918104 93 3,540 SH Shared-Defined 3 3,540 MICROSOFT CORP COM 594918104 12,364 470,659 SH Shared-Defined 5.4 470,659 MICROSOFT CORP COM 594918104 1,753 66,716 SH Shared-Defined 66,716 MICROSOFT CORP COM 594918104 458 17,420 SH Shared-Defined 17,420 MICROCHIP TECHNOLOGY INC COM 595017104 172 5,304 SH Shared-Defined 3 5,304 MICRON TECHNOLOGY INC COM 595112103 4,176 314,674 SH Shared-Defined 5.1 314,674 MICRON TECHNOLOGY INC COM 595112103 577 43,447 SH Shared-Defined 3 43,447 MICRON TECHNOLOGY INC COM 595112103 2,205 166,128 SH Shared-Defined 5.4 166,128 MIDCAP SPDR TR UNIT SER 1 595635103 487 3,603 SH Shared-Defined 5.1 3,603 MIDWAY GAMES INC COM 598148104 83 4,122 SH Shared-Defined 5.1 4,122 MILLENNIUM PHARMACEUTICALS I COM 599902103 441 45,000 SH Shared-Defined 5.4 45,000 MILLENNIUM PHARMACEUTICALS I COM 599902103 51 5,233 SH Shared-Defined 5,233 MILLIPORE CORP COM 601073109 172 2,603 SH Shared-Defined 5.1 2,603 MILLIPORE CORP COM 601073109 232 3,523 SH Shared-Defined 3 3,523 MINDSPEED TECHNOLOGIES INC COM 602682106 52 22,000 SH Shared-Defined 5.1 22,000 MINERALS TECHNOLOGIES INC COM 603158106 113 2,000 SH Shared-Defined 5.1 2,000 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 9,503 269,500 SH Shared-Defined 5.1 269,500 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 592 16,800 SH Shared-Defined 16,800 MOHAWK INDS INC COM 608190104 1,753 20,009 SH Shared-Defined 5.1 20,009 MOLEX INC COM 608554101 230 8,779 SH Shared-Defined 5.1 8,779 MOLEX INC COM 608554101 255 9,745 SH Shared-Defined 3 9,745 MOLSON COORS BREWING CO CL B 60871R209 2,400 35,808 SH Shared-Defined 5.1 35,808 MOLSON COORS BREWING CO CL B 60871R209 253 3,782 SH Shared-Defined 3 3,782 MOMENTA PHARMACEUTICALS INC COM 60877T100 1,618 71,700 SH Shared-Defined 5.1 71,700 MONSANTO CO NEW COM 61166W101 1,317 17,013 SH Shared-Defined 5.1 17,013 MONSANTO CO NEW COM 61166W101 728 9,400 SH Shared-Defined 5.1 9,400 MONSANTO CO NEW COM 61166W101 1,406 18,159 SH Shared-Defined 3 18,159 MONSANTO CO NEW COM 61166W101 1,557 20,120 SH Shared-Defined 5.4 20,120 MONSTER WORLDWIDE INC COM 611742107 334 8,073 SH Shared-Defined 5.1 8,073 MONSTER WORLDWIDE INC COM 611742107 495 11,960 SH Shared-Defined 3 11,960 MOODYS CORP COM 615369105 987 16,007 SH Shared-Defined 5.1 16,007 MOODYS CORP COM 615369105 1,035 16,785 SH Shared-Defined 3 16,785 MORGAN STANLEY COM NEW 617446448 44,488 778,714 SH Shared-Defined 5.1 778,714 MORGAN STANLEY COM NEW 617446448 2,689 47,074 SH Shared-Defined 3.6 47,074 MORGAN STANLEY COM NEW 617446448 3,262 57,090 SH Shared-Defined 3 57,090 MORGAN STANLEY COM NEW 617446448 4,981 87,193 SH Shared-Defined 5.4 87,193 MORGAN STANLEY COM NEW 617446448 2,034 35,603 SH Shared-Defined 35,603 MOTOROLA INC COM 620076109 13,682 600,095 SH Shared-Defined 5.1 600,095 MOTOROLA INC COM 620076109 2,000 87,707 SH Shared-Defined 3.6 87,707 MOTOROLA INC COM 620076109 19,793 868,099 SH Shared-Defined 3 868,099 MOTOROLA INC COM 620076109 3 150 SH Shared-Defined 3 150 MOTOROLA INC COM 620076109 5,539 242,950 SH Shared-Defined 5.4 242,950 MOTOROLA INC COM 620076109 91 4,000 SH Shared-Defined 4,000 MOTOROLA INC COM 620076109 483 21,203 SH Shared-Defined 21,203 MOVIE GALLERY INC COM 624581104 96 16,832 SH Shared-Defined 5.1 16,832 MURPHY OIL CORP COM 626717102 523 9,746 SH Shared-Defined 5.1 9,746 MURPHY OIL CORP COM 626717102 596 11,100 SH Shared-Defined 3 11,100 MYLAN LABS INC COM 628530107 408 20,295 SH Shared-Defined 5.1 20,295 MYLAN LABS INC COM 628530107 297 14,746 SH Shared-Defined 3 14,746 MYRIAD GENETICS INC COM 62855J104 35 1,653 SH Shared-Defined 5.1 1,653 NCI BUILDING SYS INC COM 628852105 243 5,600 SH Shared-Defined 5.1 5,600 NCR CORP NEW COM 62886E108 420 12,316 SH Shared-Defined 5.1 12,316 NCR CORP NEW COM 62886E108 425 12,465 SH Shared-Defined 3 12,465 NII HLDGS INC CL B NEW 62913F201 707 16,026 SH Shared-Defined 5.1 16,026 NII HLDGS INC CL B NEW 62913F201 198 4,496 SH Shared-Defined 3 4,496 NTL INC DEL COM 62940M104 183 2,758 SH Shared-Defined 3 2,758 NABI BIOPHARMACEUTICALS COM 629519109 14 4,235 SH Shared-Defined 5.1 4,235 NABI BIOPHARMACEUTICALS COM 629519109 11 3,200 SH Shared-Defined 3.6 3,200 NABORS INDS INC DBCV 2/0 629568AF3 342 5,000 PRN Shared-Defined 5.1 5,000 NABORS INDS INC DBCV 2/0 629568AF3 26,875 39,290,000 PRN Shared-Defined 3 39,290,000 NASDAQ 100 TR UNIT SER 1 631100104 387 9,500 SH Shared-Defined 5.1 9,500 NASDAQ 100 TR UNIT SER 1 631100104 8 200 SH Shared-Defined 3.6 200 NASDAQ 100 TR UNIT SER 1 631100104 8,493 208,576 SH Shared-Defined 3.2 208,576 NASDAQ 100 TR UNIT SER 1 631100104 12,185 299,242 SH Shared-Defined 3 299,242 NASDAQ 100 TR UNIT SER 1 631100104 36 890 SH Shared-Defined 890 NATIONAL CITY CORP COM 635405103 4,564 135,100 SH Shared-Defined 5.1 135,100 NATIONAL CITY CORP COM 635405103 1,935 57,292 SH Shared-Defined 3 57,292 NATIONAL CITY CORP COM 635405103 61 1,800 SH Shared-Defined 1,800 NATIONAL OILWELL VARCO INC COM 637071101 56,702 907,091 SH Shared-Defined 5.1 907,091 NATIONAL OILWELL VARCO INC COM 637071101 735 11,760 SH Shared-Defined 3 11,760 NATIONAL OILWELL VARCO INC COM 637071101 744 11,900 SH Shared-Defined 5.4 11,900 NATIONAL OILWELL VARCO INC COM 637071101 250 4,000 SH Shared-Defined 4,000 NATIONAL OILWELL VARCO INC COM 637071101 175 2,800 SH Shared-Defined 2,800 NATIONAL SEMICONDUCTOR CORP COM 637640103 895 34,193 SH Shared-Defined 5.1 34,193 NATIONAL SEMICONDUCTOR CORP COM 637640103 607 23,193 SH Shared-Defined 3 23,193 NAUTILUS INC COM 63910B102 116 6,085 SH Shared-Defined 5.1 6,085 NAVISTAR INTL CORP NEW COM 63934E108 99 3,443 SH Shared-Defined 5.1 3,443 NAVISTAR INTL CORP NEW COM 63934E108 119 4,126 SH Shared-Defined 3 4,126 NAVTEQ CORP COM 63936L100 27,255 608,783 SH Shared-Defined 5.1 608,783 NEENAH PAPER INC COM 640079109 5 181 SH Shared-Defined 3 181 NEENAH PAPER INC COM 640079109 3 118 SH Shared-Defined 5.4 118 NETFLIX INC COM 64110L106 231 8,469 SH Shared-Defined 5.1 8,469 NETWORK APPLIANCE INC COM 64120L104 641 23,301 SH Shared-Defined 5.1 23,301 NETWORK APPLIANCE INC COM 64120L104 4 160 SH Shared-Defined 3.2 160 NETWORK APPLIANCE INC COM 64120L104 1,017 36,989 SH Shared-Defined 3 36,989 NETWORK APPLIANCE INC COM 64120L104 1,572 57,158 SH Shared-Defined 5.4 57,158 NETWORK APPLIANCE INC COM 64120L104 54 1,966 SH Shared-Defined 1,966 NEUROCRINE BIOSCIENCES INC COM 64125C109 3,153 50,000 SH Shared-Defined 5.1 50,000 NEUROCHEM INC COM 64125K101 98 5,000 SH Shared-Defined 5.1 5,000 NEUROCHEM INC COM 64125K101 153 7,800 SH Shared-Defined 3 7,800 NEW YORK CMNTY BANCORP INC COM 649445103 620 37,253 SH Shared-Defined 5.1 37,253 NEW YORK CMNTY BANCORP INC COM 649445103 166 10,000 SH Shared-Defined 3 10,000 NEW YORK TIMES CO CL A 650111107 202 7,631 SH Shared-Defined 5.1 7,631 NEW YORK TIMES CO CL A 650111107 260 9,815 SH Shared-Defined 3 9,815 NEWELL RUBBERMAID INC COM 651229106 1,157 48,248 SH Shared-Defined 5.1 48,248 NEWELL RUBBERMAID INC COM 651229106 444 18,531 SH Shared-Defined 3 18,531 NEWFIELD EXPL CO COM 651290108 2,030 40,762 SH Shared-Defined 5.1 40,762 NEWMONT MINING CORP COM 651639106 141,941 2,643,705 SH Shared-Defined 5.1 2,643,705 NEWMONT MINING CORP COM 651639106 5,015 93,410 SH Shared-Defined 3.6 93,410 NEWMONT MINING CORP COM 651639106 4,103 76,415 SH Shared-Defined 3 76,415 NEWMONT MINING CORP COM 651639106 4,932 91,864 SH Shared-Defined 5.4 91,864 NEWMONT MINING CORP COM 651639106 2,012 37,470 SH Shared-Defined 37,470 NEWMONT MINING CORP COM 651639106 3,519 65,542 SH Shared-Defined 65,542 NEWPORT CORP COM 651824104 137 10,000 SH Shared-Defined 5.1 10,000 NEWS AMER INC NOTE 2/2 652482AZ3 1,233 21,000 PRN Shared-Defined 5.1 21,000 NEWS CORP CL A 65248E104 4,267 272,322 SH Shared-Defined 5.1 272,322 NEWS CORP CL A 65248E104 2,574 164,277 SH Shared-Defined 3 164,277 NEWS CORP CL B 65248E203 1,501 90,055 SH Shared-Defined 5.1 90,055 NEXEN INC COM 65334H102 1,033 16,000 SH Shared-Defined 5.1 16,000 NEXEN INC COM 65334H102 1,136 17,590 SH Shared-Defined 3.2 17,590 NEXEN INC COM 65334H102 445 6,900 SH Shared-Defined 3 6,900 NICOR INC COM 654086107 91 2,309 SH Shared-Defined 5.1 2,309 NICOR INC COM 654086107 118 2,995 SH Shared-Defined 3 2,995 NIKE INC CL B 654106103 38,263 437,787 SH Shared-Defined 5.1 437,787 NIKE INC CL B 654106103 3,982 45,562 SH Shared-Defined 3 45,562 NISOURCE INC COM 65473P105 543 26,062 SH Shared-Defined 5.1 26,062 NISOURCE INC COM 65473P105 540 25,924 SH Shared-Defined 3 25,924 NITROMED INC COM 654798503 120 8,550 SH Shared-Defined 5.1 8,550 NOKIA CORP SPONSORED ADR 654902204 6,518 352,700 SH Shared-Defined 5.1 352,700 NOKIA CORP SPONSORED ADR 654902204 13 720 SH Shared-Defined 3.2 720 NOBLE ENERGY INC COM 655044105 1,719 42,716 SH Shared-Defined 5.1 42,716 NORDSTROM INC COM 655664100 495 13,200 SH Shared-Defined 5.1 13,200 NORDSTROM INC COM 655664100 553 14,760 SH Shared-Defined 3 14,760 NORFOLK SOUTHERN CORP COM 655844108 3,784 84,160 SH Shared-Defined 5.1 84,160 NORFOLK SOUTHERN CORP COM 655844108 5,821 129,461 SH Shared-Defined 3.6 129,461 NORFOLK SOUTHERN CORP COM 655844108 1,236 27,499 SH Shared-Defined 3 27,499 NORFOLK SOUTHERN CORP COM 655844108 922 20,500 SH Shared-Defined 5.4 20,500 NORTEL INVERSORA S A SPON ADR PFD B 656567401 1,471 153,200 SH Shared-Defined 5.1 153,200 NORTEL NETWORKS CORP NEW COM 656568102 3,290 786,128 SH Shared-Defined 5.1 786,128 NORTEL NETWORKS CORP NEW COM 656568102 892 213,090 SH Shared-Defined 3.2 213,090 NORTEL NETWORKS CORP NEW COM 656568102 483 115,380 SH Shared-Defined 3 115,380 NORTEL NETWORKS CORP NEW COM 656568102 28 6,600 SH Shared-Defined 3 6,600 NORTEL NETWORKS CORP NEW COM 656568102 628 150,000 SH Shared-Defined 5.4 150,000 NORTEL NETWORKS CORP NEW COM 656568102 245 58,636 SH Shared-Defined 58,636 NORTEL NETWORKS CORP NEW COM 656568102 4 950 SH Shared-Defined 950 NORTH FORK BANCORPORATION NY COM 659424105 2,950 107,298 SH Shared-Defined 5.1 107,298 NORTH FORK BANCORPORATION NY COM 659424105 884 32,139 SH Shared-Defined 3 32,139 NORTH FORK BANCORPORATION NY COM 659424105 1,031 37,490 SH Shared-Defined 5.4 37,490 NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 420 10,000 SH Shared-Defined 3 10,000 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 447 64,203 SH Shared-Defined 3 64,203 NORTHERN TR CORP COM 665859104 3,192 61,403 SH Shared-Defined 5.1 61,403 NORTHERN TR CORP COM 665859104 655 12,594 SH Shared-Defined 3 12,594 NORTHROP GRUMMAN CORP COM 666807102 7,797 130,233 SH Shared-Defined 5.1 130,233 NORTHROP GRUMMAN CORP COM 666807102 1,429 23,868 SH Shared-Defined 3 23,868 NORTHROP GRUMMAN CORP COM 666807102 4,704 78,569 SH Shared-Defined 5.4 78,569 NOVA CHEMICALS CORP COM 66977W109 96 2,100 SH Shared-Defined 3 2,100 NOVAGOLD RES INC COM NEW 66987E206 20 1,600 SH Shared-Defined 3.2 1,600 NOVAGOLD RES INC COM NEW 66987E206 1,119 89,525 SH Shared-Defined 3 89,525 NOVARTIS A G SPONSORED ADR 66987V109 742 14,100 SH Shared-Defined 5.1 14,100 NOVARTIS A G SPONSORED ADR 66987V109 36 690 SH Shared-Defined 3.6 690 NOVARTIS A G SPONSORED ADR 66987V109 1,465 27,848 SH Shared-Defined 3.2 27,848 NOVASTAR FINL INC COM 669947400 174 6,125 SH Shared-Defined 5.1 6,125 NOVELL INC COM 670006105 176 19,839 SH Shared-Defined 5.1 19,839 NOVELL INC COM 670006105 228 25,746 SH Shared-Defined 3 25,746 NOVELLUS SYS INC COM 670008101 177 7,318 SH Shared-Defined 5.1 7,318 NOVELLUS SYS INC COM 670008101 218 9,036 SH Shared-Defined 3 9,036 NOVELIS INC COM 67000X106 148 5,137 SH Shared-Defined 5.1 5,137 NOVELIS INC COM 67000X106 0 9 SH Shared-Defined 3.6 9 NOVELIS INC COM 67000X106 55 1,910 SH Shared-Defined 3 1,910 NOVELIS INC COM 67000X106 14 480 SH Shared-Defined 5.4 480 NOVELIS INC COM 67000X106 3 110 SH Shared-Defined 110 NUCOR CORP COM 670346105 1,427 21,102 SH Shared-Defined 5.1 21,102 NUCOR CORP COM 670346105 713 10,535 SH Shared-Defined 3 10,535 NUCOR CORP COM 670346105 2,195 32,454 SH Shared-Defined 5.4 32,454 NUCOR CORP COM 670346105 189 2,800 SH Shared-Defined 2,800 NVIDIA CORP COM 67066G104 1,261 33,825 SH Shared-Defined 5.1 33,825 NVIDIA CORP COM 67066G104 625 16,763 SH Shared-Defined 3 16,763 NVIDIA CORP COM 67066G104 186 5,000 SH Shared-Defined 5.4 5,000 NUVASIVE INC COM 670704105 1,299 71,000 SH Shared-Defined 5.1 71,000 NUVASIVE INC COM 670704105 1,172 64,083 SH Shared-Defined 5.4 64,083 OSI SYSTEMS INC COM 671044105 84 4,550 SH Shared-Defined 5.1 4,550 02DIESEL CORP COM 67106S100 15 36,100 SH Shared-Defined 5.1 36,100 OCCIDENTAL PETE CORP DEL COM 674599105 8,772 109,979 SH Shared-Defined 5.1 109,979 OCCIDENTAL PETE CORP DEL COM 674599105 2,166 27,160 SH Shared-Defined 3 27,160 OFFICE DEPOT INC COM 676220106 2,531 80,735 SH Shared-Defined 5.1 80,735 OFFICE DEPOT INC COM 676220106 654 20,875 SH Shared-Defined 3 20,875 OFFICEMAX INC DEL COM 67622P101 105 4,118 SH Shared-Defined 5.1 4,118 OFFICEMAX INC DEL COM 67622P101 121 4,741 SH Shared-Defined 3 4,741 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 25,630 200,000 SH Shared-Defined 3 200,000 OLD REP INTL CORP COM 680223104 1,796 84,977 SH Shared-Defined 5.1 84,977 OMNICARE INC COM 681904108 3,427 59,192 SH Shared-Defined 5.1 59,192 OMNICARE INC COM 681904108 87 1,494 SH Shared-Defined 3 1,494 OMNICOM GROUP INC COM 681919106 2,186 25,601 SH Shared-Defined 5.1 25,601 OMNICOM GROUP INC COM 681919106 1,033 12,093 SH Shared-Defined 3 12,093 OMNICOM GROUP INC COM 681919106 1 10 SH Shared-Defined 3 10 OMNICOM GROUP INC NOTE 2/0 681919AK2 1,129 11,300 PRN Shared-Defined 5.1 11,300 OMNICOM GROUP INC NOTE 6/1 681919AR7 934 9,500 PRN Shared-Defined 5.1 9,500 OMNICOM GROUP INC NOTE 6/1 681919AR7 29,499 30,000,000 PRN Shared-Defined 3 30,000,000 OMNIVISION TECHNOLOGIES INC COM 682128103 305 15,031 SH Shared-Defined 5.1 15,031 ONEOK INC NEW COM 682680103 133 5,000 SH Shared-Defined 3 5,000 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 7,311 162,900 SH Shared-Defined 5.1 162,900 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 362 8,070 SH Shared-Defined 5.4 8,070 OPENWAVE SYS INC COM NEW 683718308 1,495 85,470 SH Shared-Defined 5.4 85,470 OPENWAVE SYS INC COM NEW 683718308 87 5,000 SH Shared-Defined 5,000 OPEN SOLUTIONS INC COM 68371P102 493 21,200 SH Shared-Defined 5.4 21,200 ORACLE CORP COM 68389X105 75,350 6,131,010 SH Shared-Defined 5.1 6,131,010 ORACLE CORP COM 68389X105 509 41,400 SH Shared-Defined 3.6 41,400 ORACLE CORP COM 68389X105 2,228 181,278 SH Shared-Defined 3.2 181,278 ORACLE CORP COM 68389X105 23,420 1,905,617 SH Shared-Defined 3 1,905,617 ORACLE CORP COM 68389X105 3,804 309,551 SH Shared-Defined 5.4 309,551 ORACLE CORP COM 68389X105 234 19,060 SH Shared-Defined 19,060 ORACLE CORP COM 68389X105 218 17,774 SH Shared-Defined 17,774 ORBITAL SCIENCES CORP COM 685564106 39 3,000 SH Shared-Defined 5.1 3,000 ORTHOVITA INC COM 68750U102 423 109,050 SH Shared-Defined 3.2 109,050 OVERSTOCK INC DEL COM 690370101 115 4,000 SH Shared-Defined 5.1 4,000 OVERSTOCK INC DEL COM 690370101 5,772 200,012 SH Shared-Defined 200,012 OWENS ILL INC COM NEW 690768403 2,962 140,865 SH Shared-Defined 5.1 140,865 PG&E CORP COM 69331C108 1,191 31,960 SH Shared-Defined 5.1 31,960 PG&E CORP COM 69331C108 861 23,116 SH Shared-Defined 3 23,116 PG&E CORP COM 69331C108 85 2,274 SH Shared-Defined 2,274 PHH CORP COM NEW 693320202 41 1,450 SH Shared-Defined 5.4 1,450 PHH CORP COM NEW 693320202 420 15,000 SH Shared-Defined 15,000 PMC-SIERRA INC COM 69344F106 73 9,412 SH Shared-Defined 5.1 9,412 PMC-SIERRA INC COM 69344F106 92 11,865 SH Shared-Defined 3 11,865 PNC FINL SVCS GROUP INC COM 693475105 4,500 72,252 SH Shared-Defined 5.1 72,252 PNC FINL SVCS GROUP INC COM 693475105 1,229 19,731 SH Shared-Defined 3 19,731 POSCO SPONSORED ADR 693483109 569 11,400 SH Shared-Defined 5.1 11,400 POSCO SPONSORED ADR 693483109 525 10,520 SH Shared-Defined 5.1 10,520 POSCO SPONSORED ADR 693483109 250 5,000 SH Shared-Defined 3 5,000 POSCO SPONSORED ADR 693483109 399 8,000 SH Shared-Defined 5.4 8,000 POSCO SPONSORED ADR 693483109 126 2,530 SH Shared-Defined 2,530 PPG INDS INC COM 693506107 3,299 56,999 SH Shared-Defined 5.1 56,999 PPG INDS INC COM 693506107 651 11,239 SH Shared-Defined 3 11,239 PPG INDS INC COM 693506107 2,726 47,100 SH Shared-Defined 47,100 PPL CORP COM 69351T106 710 24,035 SH Shared-Defined 5.1 24,035 PPL CORP COM 69351T106 757 25,630 SH Shared-Defined 3 25,630 PRA INTL COM 69353C101 2,216 79,426 SH Shared-Defined 5.1 79,426 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 54 90,000 SH Shared-Defined 5.1 90,000 PACCAR INC COM 693718108 9,946 142,141 SH Shared-Defined 5.1 142,141 PACCAR INC COM 693718108 1,195 17,074 SH Shared-Defined 3 17,074 PACCAR INC COM 693718108 47 675 SH Shared-Defined 675 PACCAR INC COM 693718108 479 6,841 SH Shared-Defined 6,841 PACIFIC ENERGY PARTNERS L P COM UNIT 69422R105 146 5,000 SH Shared-Defined 3 5,000 PACTIV CORP COM 695257105 170 7,770 SH Shared-Defined 5.1 7,770 PACTIV CORP COM 695257105 213 9,711 SH Shared-Defined 3 9,711 PALL CORP COM 696429307 175 6,491 SH Shared-Defined 5.1 6,491 PALL CORP COM 696429307 230 8,523 SH Shared-Defined 3 8,523 PALM INC NEW COM 696643105 114 3,514 SH Shared-Defined 5.1 3,514 PALM INC NEW COM 696643105 2 73 SH Shared-Defined 3.6 73 PALM INC NEW COM 696643105 3 100 SH Shared-Defined 3.2 100 PAN AMERICAN SILVER CORP COM 697900108 113 4,362 SH Shared-Defined 4,362 PARAMETRIC TECHNOLOGY CORP COM 699173100 92 15,025 SH Shared-Defined 5.1 15,025 PARAMETRIC TECHNOLOGY CORP COM 699173100 113 18,389 SH Shared-Defined 3 18,389 PARKER HANNIFIN CORP COM 701094104 2,011 30,191 SH Shared-Defined 5.1 30,191 PARKER HANNIFIN CORP COM 701094104 533 8,008 SH Shared-Defined 3 8,008 PATTERSONPANIES INC COM 703395103 272 8,031 SH Shared-Defined 5.1 8,031 PATTERSONPANIES INC COM 703395103 453 13,401 SH Shared-Defined 3 13,401 PATTERSON UTI ENERGY INC COM 703481101 1,019 31,017 SH Shared-Defined 5.1 31,017 PATTERSON UTI ENERGY INC COM 703481101 174 5,300 SH Shared-Defined 3 5,300 PAYCHEX INC COM 704326107 979 25,237 SH Shared-Defined 5.1 25,237 PAYCHEX INC COM 704326107 1,296 33,401 SH Shared-Defined 3 33,401 PAYCHEX INC COM 704326107 52 1,343 SH Shared-Defined 1,343 PEABODY ENERGY CORP COM 704549104 75,003 919,490 SH Shared-Defined 5.1 919,490 PEABODY ENERGY CORP COM 704549104 958 11,750 SH Shared-Defined 11,750 PEABODY ENERGY CORP COM 704549104 261 3,200 SH Shared-Defined 3,200 PEDIATRIX MED GROUP COM 705324101 80 900 SH Shared-Defined 5.1 900 PEGASUS SOLUTIONS INC COM 705906105 103 11,618 SH Shared-Defined 5.1 11,618 PENN NATL GAMING INC COM 707569109 4,554 138,703 SH Shared-Defined 5.4 138,703 PENNEY J C INC COM 708160106 62,018 1,118,651 SH Shared-Defined 5.1 1,118,651 PENNEY J C INC COM 708160106 5,372 96,900 SH Shared-Defined 3.6 96,900 PENNEY J C INC COM 708160106 871 15,705 SH Shared-Defined 3 15,705 PENNEY J C INC COM 708160106 1,343 24,230 SH Shared-Defined 5.4 24,230 PENTAIR INC COM 709631105 256 7,400 SH Shared-Defined 5.1 7,400 PENTAIR INC COM 709631105 62 1,800 SH Shared-Defined 1,800 PEOPLES ENERGY CORP COM 711030106 88 2,487 SH Shared-Defined 5.1 2,487 PEOPLES ENERGY CORP COM 711030106 93 2,621 SH Shared-Defined 3 2,621 PEPCO HOLDINGS INC COM 713291102 3,842 171,823 SH Shared-Defined 5.1 171,823 PEPSI BOTTLING GROUP INC COM 713409100 298 10,351 SH Shared-Defined 5.1 10,351 PEPSI BOTTLING GROUP INC COM 713409100 121 4,189 SH Shared-Defined 3 4,189 PEPSI BOTTLING GROUP INC COM 713409100 1,698 58,993 SH Shared-Defined 5.4 58,993 PEPSIAMERICAS INC COM 71343P200 141 6,000 SH Shared-Defined 3 6,000 PEPSICO INC COM 713448108 78,660 1,321,131 SH Shared-Defined 5.1 1,321,131 PEPSICO INC COM 713448108 857 14,400 SH Shared-Defined 5.1 14,400 PEPSICO INC COM 713448108 208 3,500 SH Shared-Defined 3.6 3,500 PEPSICO INC COM 713448108 2,531 42,511 SH Shared-Defined 3.2 42,511 PEPSICO INC COM 713448108 16,991 285,369 SH Shared-Defined 3 285,369 PEPSICO INC COM 713448108 5,017 84,270 SH Shared-Defined 5.4 84,270 PEPSICO INC COM 713448108 514 8,627 SH Shared-Defined 8,627 PER-SE TECHNOLOGIES INC COM NEW 713569309 38 1,600 SH Shared-Defined 5.1 1,600 PERDIGAO S A COMERCIO E INDS SP ADR PFD NEW 71361V303 1,183 17,400 SH Shared-Defined 5.1 17,400 PEREGRINE PHARMACEUTICALS IN COM 713661106 9 10,070 SH Shared-Defined 10,070 PERKINELMER INC COM 714046109 181 7,585 SH Shared-Defined 5.1 7,585 PERKINELMER INC COM 714046109 212 8,889 SH Shared-Defined 3 8,889 PETRO-CDA COM 71644E102 8,491 157,400 SH Shared-Defined 5.1 157,400 PETRO-CDA COM 71644E102 2,225 41,250 SH Shared-Defined 3.2 41,250 PETRO-CDA COM 71644E102 728 13,500 SH Shared-Defined 3 13,500 PETROCHINA CO LTD SPONSORED ADR 71646E100 392 4,800 SH Shared-Defined 5.1 4,800 PETROCHINA CO LTD SPONSORED ADR 71646E100 3,742 45,800 SH Shared-Defined 3 45,800 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 1,219 100,000 SH Shared-Defined 5.1 100,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 42,979 668,000 SH Shared-Defined 5.1 668,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6,147 86,800 SH Shared-Defined 5.1 86,800 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 23 323 SH Shared-Defined 3 323 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,499 49,400 SH Shared-Defined 5.4 49,400 PETSMART INC COM 716768106 111 4,349 SH Shared-Defined 3 4,349 PETSMART INC COM 716768106 29 1,121 SH Shared-Defined 1,121 PFIZER INC COM 717081103 108,421 4,623,489 SH Shared-Defined 5.1 4,623,489 PFIZER INC COM 717081103 986 42,029 SH Shared-Defined 3.6 42,029 PFIZER INC COM 717081103 185 7,898 SH Shared-Defined 3.2 7,898 PFIZER INC COM 717081103 155,659 6,637,915 SH Shared-Defined 3 6,637,915 PFIZER INC COM 717081103 54 2,324 SH Shared-Defined 3 2,324 PFIZER INC COM 717081103 9,267 395,185 SH Shared-Defined 5.4 395,185 PFIZER INC COM 717081103 948 40,446 SH Shared-Defined 40,446 PFIZER INC COM 717081103 334 14,249 SH Shared-Defined 14,249 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 499 7,111 SH Shared-Defined 5.1 7,111 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 7 100 SH Shared-Defined 3.6 100 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 1,234 17,600 SH Shared-Defined 3.2 17,600 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 420 5,993 SH Shared-Defined 3 5,993 PHELPS DODGE CORP COM 717265102 15,251 104,793 SH Shared-Defined 5.1 104,793 PHELPS DODGE CORP COM 717265102 996 6,845 SH Shared-Defined 3 6,845 PHELPS DODGE CORP COM 717265102 3,592 24,680 SH Shared-Defined 5.4 24,680 PHELPS DODGE CORP COM 717265102 269 1,850 SH Shared-Defined 1,850 PHELPS DODGE CORP COM 717265102 254 1,745 SH Shared-Defined 1,745 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 402 11,800 SH Shared-Defined 5.1 11,800 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 510 14,950 SH Shared-Defined 5.1 14,950 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 57,996 1,700,278 SH Shared-Defined 3 1,700,278 PHOTON DYNAMICS INC COM 719364101 149 8,225 SH Shared-Defined 5.1 8,225 PIER 1 IMPORTS INC COM 720279108 440 49,900 SH Shared-Defined 5.1 49,900 PINNACLE WEST CAP CORP COM 723484101 1,896 45,446 SH Shared-Defined 5.1 45,446 PINNACLE WEST CAP CORP COM 723484101 278 6,670 SH Shared-Defined 3 6,670 PIPER JAFFRAY COS COM 724078100 2 55 SH Shared-Defined 55 PITNEY BOWES INC COM 724479100 1,534 36,175 SH Shared-Defined 5.1 36,175 PITNEY BOWES INC COM 724479100 653 15,400 SH Shared-Defined 3 15,400 PIXAR COM 725811103 241 4,562 SH Shared-Defined 3 4,562 PLACER DOME INC COM 725906101 50,705 1,606,386 SH Shared-Defined 5.1 1,606,386 PLACER DOME INC COM 725906101 458 14,500 SH Shared-Defined 3 14,500 PLANETOUT INC COM 727058109 16 1,900 SH Shared-Defined 1,900 PLEXUS CORP COM 729132100 69 3,001 SH Shared-Defined 5.1 3,001 PLUG POWER INC COM 72919P103 139 26,700 SH Shared-Defined 5.1 26,700 PLUM CREEK TIMBER CO INC COM 729251108 1,339 36,694 SH Shared-Defined 5.1 36,694 PLUM CREEK TIMBER CO INC COM 729251108 7,242 198,455 SH Shared-Defined 3 198,455 POLYMEDICA CORP COM 731738100 269 8,000 SH Shared-Defined 5.1 8,000 POTASH CORP SASK INC COM 73755L107 752 6,911 SH Shared-Defined 5.1 6,911 POTASH CORP SASK INC COM 73755L107 315 2,900 SH Shared-Defined 3 2,900 POWERWAVE TECHNOLOGIES INC COM 739363109 31 2,400 SH Shared-Defined 2,400 PRAXAIR INC COM 74005P104 1,097 20,476 SH Shared-Defined 5.1 20,476 PRAXAIR INC COM 74005P104 1,176 21,957 SH Shared-Defined 3 21,957 PRAXAIR INC COM 74005P104 96 1,800 SH Shared-Defined 1,800 PREMIERE GLOBAL SVCS INC COM 740585104 148 18,013 SH Shared-Defined 5.1 18,013 PRICE T ROWE GROUP INC COM 74144T108 974 13,519 SH Shared-Defined 5.1 13,519 PRICE T ROWE GROUP INC COM 74144T108 638 8,859 SH Shared-Defined 3 8,859 PRICELINE COM INC COM NEW 741503403 3 133 SH Shared-Defined 5.1 133 PRIDE INTL INC DEL COM 74153Q102 455 14,800 SH Shared-Defined 3 14,800 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 847 17,745 SH Shared-Defined 5.1 17,745 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 902 18,912 SH Shared-Defined 3 18,912 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 797 16,700 SH Shared-Defined 5.4 16,700 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,660 34,800 SH Shared-Defined 34,800 PROCTER & GAMBLE CO COM 742718109 101,092 1,730,441 SH Shared-Defined 5.1 1,730,441 PROCTER & GAMBLE CO COM 742718109 682 11,677 SH Shared-Defined 5.1 11,677 PROCTER & GAMBLE CO COM 742718109 5,127 87,757 SH Shared-Defined 3.6 87,757 PROCTER & GAMBLE CO COM 742718109 2,210 37,832 SH Shared-Defined 3.2 37,832 PROCTER & GAMBLE CO COM 742718109 54,674 935,885 SH Shared-Defined 3 935,885 PROCTER & GAMBLE CO COM 742718109 9,937 170,099 SH Shared-Defined 5.4 170,099 PROCTER & GAMBLE CO COM 742718109 15 252 SH Shared-Defined 252 PROCTER & GAMBLE CO COM 742718109 784 13,428 SH Shared-Defined 13,428 PROGENICS PHARMACEUTICALS IN COM 743187106 1,337 53,100 SH Shared-Defined 5.1 53,100 PROGRESS ENERGY INC COM 743263105 4,221 95,619 SH Shared-Defined 5.1 95,619 PROGRESS ENERGY INC COM 743263105 62 1,412 SH Shared-Defined 3.6 1,412 PROGRESS ENERGY INC COM 743263105 750 16,988 SH Shared-Defined 3 16,988 PROGRESSIVE CORP OHIO COM 743315103 1,662 14,015 SH Shared-Defined 5.1 14,015 PROGRESSIVE CORP OHIO COM 743315103 1,580 13,316 SH Shared-Defined 3 13,316 PROLOGIS SH BEN INT 743410102 885 18,874 SH Shared-Defined 5.1 18,874 PROLOGIS SH BEN INT 743410102 912 19,437 SH Shared-Defined 3 19,437 PROQUESTPANY COM 74346P102 84 3,000 SH Shared-Defined 5.1 3,000 PROTEIN DESIGN LABS INC COM 74369L103 2,208 77,700 SH Shared-Defined 5.1 77,700 PROTEIN DESIGN LABS INC COM 74369L103 2,095 73,700 SH Shared-Defined 5.4 73,700 PROVIDENT FINL SVCS INC COM 74386T105 468 25,000 SH Shared-Defined 5.4 25,000 PRUDENTIAL FINL INC COM 744320102 68,409 927,706 SH Shared-Defined 5.1 927,706 PRUDENTIAL FINL INC COM 744320102 1,534 20,800 SH Shared-Defined 5.1 20,800 PRUDENTIAL FINL INC COM 744320102 5,160 69,982 SH Shared-Defined 3.6 69,982 PRUDENTIAL FINL INC COM 744320102 2,530 34,316 SH Shared-Defined 3 34,316 PRUDENTIAL FINL INC COM 744320102 3,064 41,552 SH Shared-Defined 5.4 41,552 PSYCHIATRIC SOLUTIONS INC COM 74439H108 2,043 69,814 SH Shared-Defined 5.4 69,814 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,281 19,638 SH Shared-Defined 5.1 19,638 PUBLIC STORAGE INC COM 74460D109 336 4,907 SH Shared-Defined 5.1 4,907 PUBLIC STORAGE INC COM 74460D109 383 5,600 SH Shared-Defined 3 5,600 PULTE HOMES INC COM 745867101 5,910 148,042 SH Shared-Defined 5.1 148,042 PULTE HOMES INC COM 745867101 576 14,438 SH Shared-Defined 3 14,438 QLOGIC CORP COM 747277101 157 4,808 SH Shared-Defined 5.1 4,808 QLOGIC CORP COM 747277101 178 5,458 SH Shared-Defined 3 5,458 QUALCOMM INC COM 747525103 40,238 924,170 SH Shared-Defined 5.1 924,170 QUALCOMM INC COM 747525103 11,733 269,471 SH Shared-Defined 3 269,471 QUALCOMM INC COM 747525103 22 500 SH Shared-Defined 3 500 QUALCOMM INC COM 747525103 5,233 120,198 SH Shared-Defined 5.4 120,198 QUALCOMM INC COM 747525103 271 6,230 SH Shared-Defined 6,230 QUEBECOR WORLD INC COM NON-VTG 748203106 41 2,200 SH Shared-Defined 3 2,200 QUEST DIAGNOSTICS INC COM 74834L100 1,865 35,971 SH Shared-Defined 5.1 35,971 QUEST DIAGNOSTICS INC COM 74834L100 579 11,156 SH Shared-Defined 3 11,156 QUESTAR CORP COM 748356102 264 3,459 SH Shared-Defined 5.1 3,459 QUEST CAP CORP NEW COM 74835U109 0 3 SH Shared-Defined 3 QUIKSILVER INC COM 74838C106 761 54,900 SH Shared-Defined 5.1 54,900 QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y207 765 22,530 SH Shared-Defined 5.1 22,530 QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y207 51 1,500 SH Shared-Defined 1,500 QWESTMUNICATIONS INTL IN COM 749121109 883 156,087 SH Shared-Defined 5.1 156,087 QWESTMUNICATIONS INTL IN COM 749121109 590 104,230 SH Shared-Defined 3 104,230 QWESTMUNICATIONS INTL IN COM 749121109 2 400 SH Shared-Defined 400 R & G FINANCIAL CORP CL B 749136107 129 9,500 SH Shared-Defined 5.1 9,500 RAIT INVT TR COM 749227104 52 2,000 SH Shared-Defined 5.1 2,000 RTI INTL METALS INC COM 74973W107 297 7,800 SH Shared-Defined 5.4 7,800 RADIOSHACK CORP COM 750438103 2,264 107,196 SH Shared-Defined 5.1 107,196 RADIOSHACK CORP COM 750438103 193 9,128 SH Shared-Defined 3 9,128 RADIOSHACK CORP COM 750438103 21 1,000 SH Shared-Defined 1,000 RAMBUS INC DEL COM 750917106 21 1,250 SH Shared-Defined 1,250 RANDGOLD RES LTD ADR 752344309 536 32,573 SH Shared-Defined 3 32,573 RANDGOLD RES LTD ADR 752344309 15 900 SH Shared-Defined 900 RAYTHEON CO COM NEW 755111507 2,690 67,353 SH Shared-Defined 5.1 67,353 RAYTHEON CO COM NEW 755111507 1,131 28,308 SH Shared-Defined 3 28,308 RED HAT INC COM 756577102 148 5,300 SH Shared-Defined 3 5,300 RED HAT INC COM 756577102 18 630 SH Shared-Defined 3 630 RED HAT INC COM 756577102 2,287 82,000 SH Shared-Defined 5.4 82,000 RED HAT INC COM 756577102 141 5,055 SH Shared-Defined 5,055 RED HAT INC COM 756577102 72 2,593 SH Shared-Defined 2,593 REDDY ICE HLDGS INC COM 75734R105 1,397 65,677 SH Shared-Defined 5.1 65,677 REDWOOD TR INC COM 758075402 70 1,673 SH Shared-Defined 5.1 1,673 REEBOK INTL LTD COM 758110100 178 3,061 SH Shared-Defined 5.1 3,061 REEBOK INTL LTD COM 758110100 279 4,785 SH Shared-Defined 3 4,785 REGIONS FINANCIAL CORP NEW COM 7591EP100 1,919 55,902 SH Shared-Defined 5.1 55,902 REGIONS FINANCIAL CORP NEW COM 7591EP100 1,061 30,909 SH Shared-Defined 3 30,909 REPUBLIC BANCORP INC COM 760282103 84 7,000 SH Shared-Defined 5.1 7,000 RESEARCH IN MOTION LTD COM 760975102 3,286 48,980 SH Shared-Defined 5.1 48,980 RESEARCH IN MOTION LTD COM 760975102 724 10,790 SH Shared-Defined 3 10,790 RESEARCH IN MOTION LTD COM 760975102 323 4,820 SH Shared-Defined 4,820 REYNOLDS AMERICAN INC COM 761713106 580 6,096 SH Shared-Defined 5.1 6,096 REYNOLDS AMERICAN INC COM 761713106 549 5,770 SH Shared-Defined 3 5,770 RIO TINTO PLC SPONSORED ADR 767204100 5,356 29,300 SH Shared-Defined 5.1 29,300 ROBERT HALF INTL INC COM 770323103 427 11,223 SH Shared-Defined 5.1 11,223 ROBERT HALF INTL INC COM 770323103 435 11,436 SH Shared-Defined 3 11,436 ROCKWELL AUTOMATION INC COM 773903109 4,022 67,251 SH Shared-Defined 5.1 67,251 ROCKWELL AUTOMATION INC COM 773903109 723 12,088 SH Shared-Defined 3 12,088 ROCKWELL AUTOMATION INC COM 773903109 490 8,200 SH Shared-Defined 8,200 ROCKWELL COLLINS INC COM 774341101 554 11,711 SH Shared-Defined 5.1 11,711 ROCKWELL COLLINS INC COM 774341101 548 11,582 SH Shared-Defined 3 11,582 ROGERS COMMUNICATIONS INC CL B 775109200 65,370 1,138,037 SH Shared-Defined 5.1 1,138,037 ROGERS COMMUNICATIONS INC CL B 775109200 612 10,660 SH Shared-Defined 3.2 10,660 ROGERS COMMUNICATIONS INC CL B 775109200 396 6,900 SH Shared-Defined 3 6,900 ROHM & HAAS CO COM 775371107 496 10,178 SH Shared-Defined 5.1 10,178 ROHM & HAAS CO COM 775371107 473 9,700 SH Shared-Defined 3 9,700 ROPER INDS INC NEW COM 776696106 28,922 734,800 SH Shared-Defined 5.1 734,800 ROSS STORES INC COM 778296103 125 4,308 SH Shared-Defined 3 4,308 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 1,601 119,400 SH Shared-Defined 5.1 119,400 ROWAN COS INC COM 779382100 551 15,614 SH Shared-Defined 5.1 15,614 ROWAN COS INC COM 779382100 399 11,308 SH Shared-Defined 3 11,308 ROWAN COS INC COM 779382100 1,332 37,734 SH Shared-Defined 5.4 37,734 ROYAL BK CDA MONTREAL QUE COM 780087102 6,716 63,456 SH Shared-Defined 5.1 63,456 ROYAL BK CDA MONTREAL QUE COM 780087102 1,796 16,967 SH Shared-Defined 3 16,967 ROYAL BK CDA MONTREAL QUE COM 780087102 87 825 SH Shared-Defined 825 ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 102 4,000 SH Shared-Defined 3.6 4,000 ROYAL GOLD INC COM 780287108 11,913 339,100 SH Shared-Defined 5.1 339,100 ROYAL GOLD INC COM 780287108 727 20,696 SH Shared-Defined 3 20,696 RUBICON MINERALS CORP COM 780911103 293 253,577 SH Shared-Defined 3 253,577 RUBY TUESDAY INC COM 781182100 39 1,500 SH Shared-Defined 5.1 1,500 RUTHS CHRIS STEAK HSE INC COM 783332109 443 24,613 SH Shared-Defined 5.1 24,613 RYANS RESTAURANT GROUP INC COM 783520109 218 18,037 SH Shared-Defined 5.1 18,037 RYDER SYS INC COM 783549108 174 4,186 SH Shared-Defined 5.1 4,186 RYDER SYS INC COM 783549108 178 4,275 SH Shared-Defined 3 4,275 RYDER SYS INC COM 783549108 608 14,600 SH Shared-Defined 5.4 14,600 SLM CORP COM 78442P106 1,520 27,676 SH Shared-Defined 5.1 27,676 SLM CORP COM 78442P106 144,593 2,632,320 SH Shared-Defined 3 2,632,320 SLM CORP DBCV 7/2 78442PAC0 3,961 38,500 PRN Shared-Defined 5.1 38,500 SPDR TR UNIT SER 1 78462F103 36,662 292,847 SH Shared-Defined 5.1 292,847 SPDR TR UNIT SER 1 78462F103 19,562 156,257 SH Shared-Defined 5.1 156,257 SPDR TR UNIT SER 1 78462F103 20,040 160,080 SH Shared-Defined 3.6 160,080 SPDR TR UNIT SER 1 78462F103 1,303 10,410 SH Shared-Defined 3.2 10,410 SPDR TR UNIT SER 1 78462F103 5,021 40,111 SH Shared-Defined 3 40,111 SPDR TR UNIT SER 1 78462F103 8,075 64,500 SH Shared-Defined 64,500 SPDR TR UNIT SER 1 78462F103 325 2,600 SH Shared-Defined 2,600 SPX CORP NOTE 2/0 784635AD6 13,103 20,000,000 PRN Shared-Defined 3 20,000,000 SWS GROUP INC COM 78503N107 786 36,300 SH Shared-Defined 5.4 36,300 SABINE ROYALTY TR UNIT BEN INT 785688102 876 19,700 SH Shared-Defined 3 19,700 SABRE HLDGS CORP CL A 785905100 1,893 78,008 SH Shared-Defined 5.1 78,008 SABRE HLDGS CORP CL A 785905100 217 8,936 SH Shared-Defined 3 8,936 SABRE HLDGS CORP CL A 785905100 231 9,500 SH Shared-Defined 5.4 9,500 SAFECO CORP COM 786429100 1,884 33,153 SH Shared-Defined 5.1 33,153 SAFECO CORP COM 786429100 470 8,271 SH Shared-Defined 3 8,271 SAFENET INC COM 78645R107 1,236 37,900 SH Shared-Defined 5.4 37,900 SAFEWAY INC COM NEW 786514208 2,481 104,081 SH Shared-Defined 5.1 104,081 SAFEWAY INC COM NEW 786514208 723 30,328 SH Shared-Defined 3 30,328 ST JUDE MED INC COM 790849103 1,171 23,090 SH Shared-Defined 5.1 23,090 ST JUDE MED INC COM 790849103 1,807 35,629 SH Shared-Defined 3 35,629 ST MARY LD & EXPL CO COM 792228108 92 2,500 SH Shared-Defined 5.1 2,500 ST PAUL TRAVELERS INC COM 792860108 15,918 355,543 SH Shared-Defined 5.1 355,543 ST PAUL TRAVELERS INC COM 792860108 1 19 SH Shared-Defined 3.6 19 ST PAUL TRAVELERS INC COM 792860108 3,855 86,102 SH Shared-Defined 3.2 86,102 ST PAUL TRAVELERS INC COM 792860108 2,090 46,680 SH Shared-Defined 3 46,680 ST PAUL TRAVELERS INC COM 792860108 1,333 29,785 SH Shared-Defined 5.4 29,785 ST PAUL TRAVELERS INC COM 792860108 44 987 SH Shared-Defined 987 ST PAUL TRAVELERS INC COM 792860108 0 1 SH Shared-Defined 1 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 862 20,000 SH Shared-Defined 3 20,000 SANDISK CORP COM 80004C101 701 11,184 SH Shared-Defined 5.1 11,184 SANDISK CORP COM 80004C101 320 5,108 SH Shared-Defined 3 5,108 SANDISK CORP COM 80004C101 44 700 SH Shared-Defined 700 SANMINA SCI CORP COM 800907107 2,399 564,367 SH Shared-Defined 5.1 564,367 SANMINA SCI CORP COM 800907107 151 35,441 SH Shared-Defined 3 35,441 SANMINA SCI CORP COM 800907107 316 74,400 SH Shared-Defined 5.4 74,400 SANOFI AVENTIS SPONSORED ADR 80105N105 8,407 189,381 SH Shared-Defined 3 189,381 SARA LEE CORP COM 803111103 12,525 660,258 SH Shared-Defined 5.1 660,258 SARA LEE CORP COM 803111103 91 4,800 SH Shared-Defined 3.6 4,800 SARA LEE CORP COM 803111103 3,908 206,021 SH Shared-Defined 3 206,021 SARA LEE CORP COM 803111103 6 290 SH Shared-Defined 290 SATYAM COMPUTER SERVICES LTD ADR 804098101 4,291 116,900 SH Shared-Defined 5.4 116,900 SATYAM COMPUTER SERVICES LTD ADR 804098101 95 2,599 SH Shared-Defined 2,599 SAXON CAP INC NEW COM 80556T106 139 12,213 SH Shared-Defined 5.1 12,213 SCANSOURCE INC COM 806037107 172 3,050 SH Shared-Defined 5.1 3,050 SCHERING PLOUGH CORP COM 806605101 45,411 2,152,161 SH Shared-Defined 5.1 2,152,161 SCHERING PLOUGH CORP COM 806605101 9 420 SH Shared-Defined 3.2 420 SCHERING PLOUGH CORP COM 806605101 5,814 275,534 SH Shared-Defined 3 275,534 SCHERING PLOUGH CORP COM 806605101 7 310 SH Shared-Defined 5.4 310 SCHERING PLOUGH CORP COM 806605101 112 5,300 SH Shared-Defined 5,300 SCHERING PLOUGH CORP COM 806605101 37 1,740 SH Shared-Defined 1,740 SCHLUMBERGER LTD COM 806857108 12,219 126,099 SH Shared-Defined 5.1 126,099 SCHLUMBERGER LTD COM 806857108 320 3,300 SH Shared-Defined 5.1 3,300 SCHLUMBERGER LTD COM 806857108 21 215 SH Shared-Defined 3.2 215 SCHLUMBERGER LTD COM 806857108 4,277 44,141 SH Shared-Defined 3 44,141 SCHLUMBERGER LTD COM 806857108 1,048 10,816 SH Shared-Defined 5.4 10,816 SCHLUMBERGER LTD COM 806857108 197 2,033 SH Shared-Defined 2,033 SCHLUMBERGER LTD COM 806857108 879 9,067 SH Shared-Defined 9,067 SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC2 2,872 20,700 PRN Shared-Defined 5.1 20,700 SCHWAB CHARLES CORP NEW COM 808513105 1,024 68,887 SH Shared-Defined 5.1 68,887 SCHWAB CHARLES CORP NEW COM 808513105 1,624 109,300 SH Shared-Defined 3.6 109,300 SCHWAB CHARLES CORP NEW COM 808513105 1,062 71,497 SH Shared-Defined 3 71,497 SCHWAB CHARLES CORP NEW COM 808513105 48 3,259 SH Shared-Defined 3,259 SCHWEITZER-MAUDUIT INTL INC COM 808541106 178 7,000 SH Shared-Defined 5.1 7,000 SCIENTIFIC ATLANTA INC COM 808655104 436 10,155 SH Shared-Defined 5.1 10,155 SCIENTIFIC ATLANTA INC COM 808655104 447 10,392 SH Shared-Defined 3 10,392 SCIENTIFIC ATLANTA INC COM 808655104 215 5,000 SH Shared-Defined 5.4 5,000 SCRIPPS E W CO OHIO CL A 811054204 278 5,800 SH Shared-Defined 3 5,800 SEABRIDGE GOLD INC COM 811916105 1,863 136,827 SH Shared-Defined 3 136,827 SEALED AIR CORP NEW COM 81211K100 247 4,375 SH Shared-Defined 5.1 4,375 SEALED AIR CORP NEW COM 81211K100 310 5,492 SH Shared-Defined 3 5,492 SEARS HLDGS CORP COM 812350106 5,848 50,071 SH Shared-Defined 5.1 50,071 SEARS HLDGS CORP COM 812350106 1,830 15,667 SH Shared-Defined 3 15,667 SEARS HLDGS CORP COM 812350106 72 618 SH Shared-Defined 618 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 40 1,700 SH Shared-Defined 3.6 1,700 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 125 2,489 SH Shared-Defined 5.1 2,489 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 328 6,550 SH Shared-Defined 3 6,550 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 8,416 400,000 SH Shared-Defined 3 400,000 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 218 6,915 SH Shared-Defined 5.1 6,915 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 266 7,200 SH Shared-Defined 3.6 7,200 SEMPRA ENERGY COM 816851109 726 16,222 SH Shared-Defined 5.1 16,222 SEMPRA ENERGY COM 816851109 777 17,355 SH Shared-Defined 3 17,355 SENOMYX INC COM 81724Q107 3,931 329,796 SH Shared-Defined 5.1 329,796 SENOMYX INC COM 81724Q107 38 3,200 SH Shared-Defined 3,200 SEPRACOR INC COM 817315104 163 3,136 SH Shared-Defined 3 3,136 SEROLOGICALS CORP COM 817523103 104 5,221 SH Shared-Defined 5.1 5,221 SERVICEMASTER CO COM 81760N109 1,305 108,787 SH Shared-Defined 5.1 108,787 SHAW COMMUNICATIONS INC CL B CONV 82028K200 121 5,500 SH Shared-Defined 5.1 5,500 SHAW COMMUNICATIONS INC CL B CONV 82028K200 121 5,500 SH Shared-Defined 3 5,500 SHERWIN WILLIAMS CO COM 824348106 3,639 79,426 SH Shared-Defined 5.1 79,426 SHERWIN WILLIAMS CO COM 824348106 345 7,524 SH Shared-Defined 3 7,524 SIEBEL SYS INC COM 826170102 2,374 224,623 SH Shared-Defined 5.1 224,623 SIEBEL SYS INC COM 826170102 576 54,488 SH Shared-Defined 3 54,488 SIEBEL SYS INC COM 826170102 6 586 SH Shared-Defined 586 SIERRA HEALTH SVCS INC COM 826322109 961 23,700 SH Shared-Defined 5.1 23,700 SIERRA HEALTH SVCS INC COM 826322109 85 2,100 SH Shared-Defined 2,100 SIERRA WIRELESS INC COM 826516106 1,559 142,482 SH Shared-Defined 3 142,482 SIGMA ALDRICH CORP COM 826552101 230 3,604 SH Shared-Defined 5.1 3,604 SIGMA ALDRICH CORP COM 826552101 414 6,498 SH Shared-Defined 3 6,498 SILVER STD RES INC COM 82823L106 16 1,000 SH Shared-Defined 3.2 1,000 SILVER STD RES INC COM 82823L106 57 3,678 SH Shared-Defined 3,678 SIMON PPTY GROUP INC NEW COM 828806109 1,175 15,269 SH Shared-Defined 5.1 15,269 SIMON PPTY GROUP INC NEW COM 828806109 91 1,184 SH Shared-Defined 3.6 1,184 SIMON PPTY GROUP INC NEW COM 828806109 3,283 42,651 SH Shared-Defined 3 42,651 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 110 2,900 SH Shared-Defined 2,900 SIRIUS SATELLITE RADIO INC COM 82966U103 448 66,500 SH Shared-Defined 5.1 66,500 SIRIUS SATELLITE RADIO INC COM 82966U103 296 43,968 SH Shared-Defined 3 43,968 SKYWEST INC COM 830879102 64 2,300 SH Shared-Defined 5.1 2,300 SKYWEST INC COM 830879102 1,426 51,543 SH Shared-Defined 5.4 51,543 SKYWORKS SOLUTIONS INC COM 83088M102 44 8,547 SH Shared-Defined 5.1 8,547 SMUCKER J M CO COM NEW 832696405 0 2 SH Shared-Defined 3.6 2 SMUCKER J M CO COM NEW 832696405 0 8 SH Shared-Defined 3.2 8 SMUCKER J M CO COM NEW 832696405 12 269 SH Shared-Defined 3 269 SMURFIT-STONE CONTAINER CORP COM 832727101 66 4,700 SH Shared-Defined 4,700 SNAP ON INC COM 833034101 127 3,367 SH Shared-Defined 5.1 3,367 SNAP ON INC COM 833034101 148 3,939 SH Shared-Defined 3 3,939 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,367 12,600 SH Shared-Defined 5.1 12,600 SOHU INC COM 83408W103 186 10,000 SH Shared-Defined 10,000 SOLECTRON CORP COM 834182107 400 111,968 SH Shared-Defined 5.1 111,968 SOLECTRON CORP COM 834182107 220 61,717 SH Shared-Defined 3 61,717 SOLECTRON CORP COM 834182107 5 1,400 SH Shared-Defined 1,400 SOLECTRON CORP COM 834182107 1 400 SH Shared-Defined 400 SONIC AUTOMOTIVE INC CL A 83545G102 222 9,828 SH Shared-Defined 5.1 9,828 SONIC SOLUTIONS COM 835460106 80 5,313 SH Shared-Defined 5.1 5,313 SONIC SOLUTIONS COM 835460106 3,925 262,171 SH Shared-Defined 5.4 262,171 SONY CORP ADR NEW 835699307 33 800 SH Shared-Defined 5.1 800 SONY CORP ADR NEW 835699307 82 2,000 SH Shared-Defined 3.6 2,000 SONY CORP ADR NEW 835699307 2,061 50,065 SH Shared-Defined 3 50,065 SONY CORP ADR NEW 835699307 3 66 SH Shared-Defined 3 66 SONUS NETWORKS INC COM 835916107 4 1,000 SH Shared-Defined 3 1,000 SOUTHERN CO COM 842587107 1,911 55,002 SH Shared-Defined 5.1 55,002 SOUTHERN CO COM 842587107 907 26,100 SH Shared-Defined 5.1 26,100 SOUTHERN CO COM 842587107 12,624 363,379 SH Shared-Defined 3 363,379 SOUTHERN CO COM 842587107 20 580 SH Shared-Defined 580 SOUTHWEST AIRLS CO COM 844741108 726 43,875 SH Shared-Defined 5.1 43,875 SOUTHWEST AIRLS CO COM 844741108 779 47,117 SH Shared-Defined 3 47,117 SOVEREIGN BANCORP INC COM 845905108 520 23,973 SH Shared-Defined 5.1 23,973 SOVEREIGN BANCORP INC COM 845905108 523 24,083 SH Shared-Defined 3 24,083 SOVEREIGN BANCORP INC COM 845905108 1,034 47,668 SH Shared-Defined 5.4 47,668 SPECTRUM BRANDS INC COM 84762L105 121 6,000 SH Shared-Defined 5.4 6,000 SPRINT NEXTEL CORP COM FON 852061100 78,457 3,320,222 SH Shared-Defined 5.1 3,320,222 SPRINT NEXTEL CORP COM FON 852061100 4,066 172,090 SH Shared-Defined 3.2 172,090 SPRINT NEXTEL CORP COM FON 852061100 26,528 1,122,643 SH Shared-Defined 3 1,122,643 SPRINT NEXTEL CORP COM FON 852061100 3,324 140,669 SH Shared-Defined 5.4 140,669 SPRINT NEXTEL CORP COM FON 852061100 491 20,764 SH Shared-Defined 20,764 STAGE STORES INC COM NEW 85254C305 61 2,007 SH Shared-Defined 5.1 2,007 STAMPS COM INC COM NEW 852857200 628 26,900 SH Shared-Defined 26,900 STANDARD MICROSYSTEMS CORP COM 853626109 129 4,400 SH Shared-Defined 5.1 4,400 STANLEY WKS COM 854616109 843 17,326 SH Shared-Defined 5.1 17,326 STANLEY WKS COM 854616109 235 4,829 SH Shared-Defined 3 4,829 STAPLES INC COM 855030102 27,284 1,186,769 SH Shared-Defined 5.1 1,186,769 STAPLES INC COM 855030102 1,484 64,565 SH Shared-Defined 3 64,565 STAPLES INC COM 855030102 46 2,000 SH Shared-Defined 2,000 STARBUCKS CORP COM 855244109 47,445 1,555,054 SH Shared-Defined 5.1 1,555,054 STARBUCKS CORP COM 855244109 2,119 69,444 SH Shared-Defined 3 69,444 STARBUCKS CORP COM 855244109 3,654 119,760 SH Shared-Defined 5.4 119,760 STARBUCKS CORP COM 855244109 114 3,750 SH Shared-Defined 3,750 STARBUCKS CORP COM 855244109 11 370 SH Shared-Defined 370 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 2,370 36,886 SH Shared-Defined 5.1 36,886 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 948 14,761 SH Shared-Defined 3 14,761 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 578 9,000 SH Shared-Defined 9,000 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 40 617 SH Shared-Defined 617 STATE STR CORP COM 857477103 2,945 52,655 SH Shared-Defined 5.1 52,655 STATE STR CORP COM 857477103 1,279 22,876 SH Shared-Defined 3 22,876 STEEL DYNAMICS INC COM 858119100 30,033 830,100 SH Shared-Defined 5.1 830,100 STEEL DYNAMICS INC COM 858119100 242 6,700 SH Shared-Defined 6,700 STERICYCLE INC COM 858912108 125 2,100 SH Shared-Defined 5.1 2,100 STONE ENERGY CORP COM 861642106 368 8,110 SH Shared-Defined 5.1 8,110 STREETTRACKS GOLD TR GOLD SHS 863307104 741 14,400 SH Shared-Defined 5.1 14,400 STREETTRACKS GOLD TR GOLD SHS 863307104 1,303 25,308 SH Shared-Defined 25,308 STRYKER CORP COM 863667101 24,967 555,941 SH Shared-Defined 5.1 555,941 STRYKER CORP COM 863667101 900 20,039 SH Shared-Defined 3 20,039 SUN LIFE FINL INC COM 866796105 6,032 110,196 SH Shared-Defined 5.1 110,196 SUN LIFE FINL INC COM 866796105 1,935 35,350 SH Shared-Defined 3.2 35,350 SUN LIFE FINL INC COM 866796105 837 15,300 SH Shared-Defined 3 15,300 SUN MICROSYSTEMS INC COM 866810104 939 220,961 SH Shared-Defined 5.1 220,961 SUN MICROSYSTEMS INC COM 866810104 26,810 6,308,261 SH Shared-Defined 3 6,308,261 SUN MICROSYSTEMS INC COM 866810104 26 6,100 SH Shared-Defined 3 6,100 SUN MICROSYSTEMS INC COM 866810104 308 72,503 SH Shared-Defined 72,503 SUN MICROSYSTEMS INC COM 866810104 0 90 SH Shared-Defined 90 SUNCOR ENERGY INC COM 867229106 73,073 852,940 SH Shared-Defined 5.1 852,940 SUNCOR ENERGY INC COM 867229106 685 8,000 SH Shared-Defined 5.1 8,000 SUNCOR ENERGY INC COM 867229106 7,793 90,962 SH Shared-Defined 3.6 90,962 SUNCOR ENERGY INC COM 867229106 1,028 12,005 SH Shared-Defined 3 12,005 SUNCOR ENERGY INC COM 867229106 1,599 18,670 SH Shared-Defined 5.4 18,670 SUNCOR ENERGY INC COM 867229106 822 9,600 SH Shared-Defined 9,600 SUNCOR ENERGY INC COM 867229106 308 3,600 SH Shared-Defined 3,600 SUNOCO INC COM 86764P109 3,882 49,651 SH Shared-Defined 5.1 49,651 SUNOCO INC COM 86764P109 718 9,178 SH Shared-Defined 3 9,178 SUNOCO INC COM 86764P109 1,133 14,496 SH Shared-Defined 5.4 14,496 SUNTERRA CORP COM NEW 86787D208 132 9,000 SH Shared-Defined 5.1 9,000 SUNTRUST BKS INC COM 867914103 1,759 24,031 SH Shared-Defined 5.1 24,031 SUNTRUST BKS INC COM 867914103 3,723 50,875 SH Shared-Defined 3 50,875 SUPERVALU INC COM 868536103 296 9,008 SH Shared-Defined 5.1 9,008 SUPERVALU INC COM 868536103 303 9,234 SH Shared-Defined 3 9,234 SWIFT ENERGY CO COM 870738101 335 7,350 SH Shared-Defined 5.1 7,350 SYMANTEC CORP COM 871503108 1,375 79,531 SH Shared-Defined 5.1 79,531 SYMANTEC CORP COM 871503108 2,978 172,230 SH Shared-Defined 3 172,230 SYMANTEC CORP COM 871503108 360 20,800 SH Shared-Defined 5.4 20,800 SYMANTEC CORP COM 871503108 803 46,420 SH Shared-Defined 46,420 SYMBOL TECHNOLOGIES INC COM 871508107 955 75,803 SH Shared-Defined 5.1 75,803 SYMBOL TECHNOLOGIES INC COM 871508107 214 16,995 SH Shared-Defined 3 16,995 SYMBOL TECHNOLOGIES INC COM 871508107 101 8,000 SH Shared-Defined 5.4 8,000 SYNOVUS FINL CORP COM 87161C105 536 19,744 SH Shared-Defined 5.1 19,744 SYNOVUS FINL CORP COM 87161C105 571 21,052 SH Shared-Defined 3 21,052 SYSCO CORP COM 871829107 1,256 40,091 SH Shared-Defined 5.1 40,091 SYSCO CORP COM 871829107 6,011 191,813 SH Shared-Defined 3 191,813 TECO ENERGY INC COM 872375100 185 10,812 SH Shared-Defined 5.1 10,812 TECO ENERGY INC COM 872375100 241 14,051 SH Shared-Defined 3 14,051 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 171 5,000 SH Shared-Defined 3 5,000 TJX COS INC NEW COM 872540109 5,125 221,307 SH Shared-Defined 5.1 221,307 TJX COS INC NEW COM 872540109 722 31,163 SH Shared-Defined 3 31,163 TJX COS INC NEW COM 872540109 232 10,000 SH Shared-Defined 5.4 10,000 TJX COS INC NEW NOTE 2/1 872540AL3 442 5,550 PRN Shared-Defined 5.1 5,550 TRC COS INC COM 872625108 185 17,000 SH Shared-Defined 5.1 17,000 TRM CORP COM 872636105 47 6,500 SH Shared-Defined 5.1 6,500 TXU CORP COM 873168108 8,773 173,818 SH Shared-Defined 5.1 173,818 TXU CORP COM 873168108 3,690 73,120 SH Shared-Defined 3.2 73,120 TXU CORP COM 873168108 1,650 32,688 SH Shared-Defined 3 32,688 TXU CORP COM 873168108 1,575 31,200 SH Shared-Defined 5.4 31,200 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9,585 969,205 SH Shared-Defined 5.1 969,205 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4,171 421,738 SH Shared-Defined 5.4 421,738 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7,874 796,151 SH Shared-Defined 796,151 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7,428 419,400 SH Shared-Defined 5.1 419,400 TALISMAN ENERGY INC COM 87425E103 3,636 50,900 SH Shared-Defined 5.1 50,900 TALISMAN ENERGY INC COM 87425E103 686 9,600 SH Shared-Defined 3 9,600 TALK AMERICA HLDGS INC COM NEW 87426R202 51 5,800 SH Shared-Defined 5.1 5,800 TARGET CORP COM 87612E106 82,290 1,489,682 SH Shared-Defined 5.1 1,489,682 TARGET CORP COM 87612E106 3,575 64,722 SH Shared-Defined 3 64,722 TARGET CORP COM 87612E106 867 15,700 SH Shared-Defined 5.4 15,700 TARRANT APPAREL GROUP COM 876289109 46 45,000 SH Shared-Defined 45,000 TASER INTL INC COM 87651B104 32 4,500 SH Shared-Defined 4,500 TATA MTRS LTD SPONSORED ADR 876568502 303 21,229 SH Shared-Defined 3 21,229 TATA MTRS LTD SPONSORED ADR 876568502 1,193 83,700 SH Shared-Defined 5.4 83,700 TATA MTRS LTD SPONSORED ADR 876568502 123 8,600 SH Shared-Defined 8,600 TECH DATA CORP COM 878237106 1,168 29,000 SH Shared-Defined 5.1 29,000 TECUMSEH PRODS CO CL A 878895200 62 2,688 SH Shared-Defined 5.1 2,688 TEKTRONIX INC COM 879131100 133 4,679 SH Shared-Defined 5.1 4,679 TEKTRONIX INC COM 879131100 161 5,635 SH Shared-Defined 3 5,635 TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P105 1,326 117,000 SH Shared-Defined 5.1 117,000 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 2,672 148,500 SH Shared-Defined 5.1 148,500 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 1,355 75,340 SH Shared-Defined 5.4 75,340 TELECOM ARGENTINA S A SPON ADR REP B 879273209 1,228 95,300 SH Shared-Defined 5.1 95,300 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 1,207 59,000 SH Shared-Defined 5.1 59,000 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 7,883 318,000 SH Shared-Defined 5.1 318,000 TELEPHONE & DATA SYS INC COM 879433100 146 4,000 SH Shared-Defined 5.4 4,000 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 1,796 46,000 SH Shared-Defined 5.1 46,000 TELLABS INC COM 879664100 529 48,502 SH Shared-Defined 5.1 48,502 TELLABS INC COM 879664100 416 38,096 SH Shared-Defined 3 38,096 TELLABS INC COM 879664100 218 20,000 SH Shared-Defined 5.4 20,000 TELLABS INC COM 879664100 6,601 605,000 SH Shared-Defined 605,000 TEMPLE INLAND INC COM 879868107 268 5,991 SH Shared-Defined 5.1 5,991 TEMPLE INLAND INC COM 879868107 340 7,593 SH Shared-Defined 3 7,593 TEMPLETON RUS AND EAST EUR F COM 88022F105 12 220 SH Shared-Defined 3.2 220 TENARIS S A SPONSORED ADR 88031M109 4,777 41,600 SH Shared-Defined 5.1 41,600 TENET HEALTHCARE CORP COM 88033G100 189 24,517 SH Shared-Defined 5.1 24,517 TENET HEALTHCARE CORP COM 88033G100 244 31,699 SH Shared-Defined 3 31,699 TERADYNE INC COM 880770102 587 40,166 SH Shared-Defined 5.1 40,166 TERADYNE INC COM 880770102 195 13,314 SH Shared-Defined 3 13,314 TEREX CORP NEW COM 880779103 1,811 30,720 SH Shared-Defined 5.4 30,720 TESORO CORP COM 881609101 366 6,000 SH Shared-Defined 5.4 6,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 13,196 304,890 SH Shared-Defined 5.1 304,890 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 33 760 SH Shared-Defined 3.6 760 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,250 28,892 SH Shared-Defined 3.2 28,892 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 7,045 162,771 SH Shared-Defined 3 162,771 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 191 4,410 SH Shared-Defined 4,410 TESSERA TECHNOLOGIES INC COM 88164L100 879 32,991 SH Shared-Defined 5.4 32,991 TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 2,118 16,700 PRN Shared-Defined 5.1 16,700 TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 1,902 15,000 PRN Shared-Defined 3 15,000 TEXAS INSTRS INC COM 882508104 74,324 2,293,234 SH Shared-Defined 5.1 2,293,234 TEXAS INSTRS INC COM 882508104 920 28,400 SH Shared-Defined 3.6 28,400 TEXAS INSTRS INC COM 882508104 5,330 164,446 SH Shared-Defined 3 164,446 TEXAS INSTRS INC COM 882508104 8,582 264,784 SH Shared-Defined 5.4 264,784 TEXAS INSTRS INC COM 882508104 348 10,746 SH Shared-Defined 10,746 TEXAS INSTRS INC COM 882508104 788 24,315 SH Shared-Defined 24,315 TEXTRON INC COM 883203101 72,816 939,201 SH Shared-Defined 5.1 939,201 TEXTRON INC COM 883203101 1,801 23,230 SH Shared-Defined 3.2 23,230 TEXTRON INC COM 883203101 698 9,000 SH Shared-Defined 3 9,000 TEXTRON INC COM 883203101 1,127 14,530 SH Shared-Defined 5.4 14,530 TEXTRON INC COM 883203101 19 250 SH Shared-Defined 250 TEXTRON INC COM 883203101 24 305 SH Shared-Defined 305 THE9 LTD ADR 88337K104 312 20,000 SH Shared-Defined 20,000 THERMO ELECTRON CORP COM 883556102 927 30,213 SH Shared-Defined 5.1 30,213 THERMO ELECTRON CORP COM 883556102 335 10,902 SH Shared-Defined 3 10,902 THERMO ELECTRON CORP COM 883556102 307 10,000 SH Shared-Defined 10,000 THOMSON CORP COM 884903105 250 5,415 SH Shared-Defined 3 5,415 3COM CORP COM 885535104 13 3,558 SH Shared-Defined 3,558 3-D SYS CORP DEL COM NEW 88554D205 9 500 SH Shared-Defined 3.6 500 3M CO COM 88579Y101 11,755 150,152 SH Shared-Defined 5.1 150,152 3M CO COM 88579Y101 94 1,200 SH Shared-Defined 5.1 1,200 3M CO COM 88579Y101 5,561 71,025 SH Shared-Defined 3 71,025 3M CO COM 88579Y101 1,915 24,460 SH Shared-Defined 5.4 24,460 3M CO COM 88579Y101 201 2,562 SH Shared-Defined 2,562 3M CO COM 88579Y101 63 800 SH Shared-Defined 800 3M CO NOTE 11/2 88579YAB7 1,369 15,370 PRN Shared-Defined 5.1 15,370 TIBCO SOFTWARE INC COM 88632Q103 73 9,772 SH Shared-Defined 3 9,772 TIBCO SOFTWARE INC COM 88632Q103 283 37,700 SH Shared-Defined 5.4 37,700 TIDEWATER INC COM 886423102 4,426 99,675 SH Shared-Defined 3.2 99,675 TIFFANY & CO NEW COM 886547108 2,841 73,541 SH Shared-Defined 5.1 73,541 TIFFANY & CO NEW COM 886547108 371 9,599 SH Shared-Defined 3 9,599 TIFFANY & CO NEW COM 886547108 232 6,000 SH Shared-Defined 6,000 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 3,986 157,500 SH Shared-Defined 5.1 157,500 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 478 18,900 SH Shared-Defined 5.4 18,900 TIME WARNER INC COM 887317105 46,990 2,688,221 SH Shared-Defined 5.1 2,688,221 TIME WARNER INC COM 887317105 446 25,500 SH Shared-Defined 3.6 25,500 TIME WARNER INC COM 887317105 5,351 306,138 SH Shared-Defined 3.2 306,138 TIME WARNER INC COM 887317105 224 12,818 SH Shared-Defined 3 12,818 TIME WARNER INC COM 887317105 3 150 SH Shared-Defined 3 150 TIME WARNER INC COM 887317105 5,364 306,845 SH Shared-Defined 5.4 306,845 TIME WARNER INC COM 887317105 213 12,190 SH Shared-Defined 12,190 TIME WARNER INC COM 887317105 147 8,400 SH Shared-Defined 8,400 TIVO INC COM 888706108 53 10,298 SH Shared-Defined 5.1 10,298 TIVO INC COM 888706108 41 8,000 SH Shared-Defined 5.4 8,000 TOLL BROTHERS INC COM 889478103 2,442 69,224 SH Shared-Defined 5.1 69,224 TOLL BROTHERS INC COM 889478103 1,887 53,500 SH Shared-Defined 5.4 53,500 TORCHMARK CORP COM 891027104 383 6,915 SH Shared-Defined 5.1 6,915 TORCHMARK CORP COM 891027104 343 6,200 SH Shared-Defined 3.6 6,200 TORCHMARK CORP COM 891027104 386 6,962 SH Shared-Defined 3 6,962 TORONTO DOMINION BK ONT COM NEW 891160509 1,224 17,139 SH Shared-Defined 3.2 17,139 TORONTO DOMINION BK ONT COM NEW 891160509 1,322 18,500 SH Shared-Defined 3 18,500 TOYOTA MOTOR CORP SP ADR REP2COM COM 892331307 52 500 SH Shared-Defined 5.1 500 TRANSALTA CORP COM 89346D107 154 5,130 SH Shared-Defined 3 5,130 TRANSCANADA CORP COM 89353D107 4,519 105,763 SH Shared-Defined 5.1 105,763 TRANSCANADA CORP COM 89353D107 545 12,758 SH Shared-Defined 3 12,758 TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD1 11,728 10,010,000 PRN Shared-Defined 3 10,010,000 TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 25,126 1,014,800 SH Shared-Defined 5.1 1,014,800 TREEHOUSE FOODS INC COM 89469A104 2 112 SH Shared-Defined 112 TREEHOUSE FOODS INC COM 89469A104 2 112 SH Shared-Defined 112 TRIAD HOSPITALS INC COM 89579K109 1,647 41,655 SH Shared-Defined 5.1 41,655 TRIAD HOSPITALS INC COM 89579K109 178 4,500 SH Shared-Defined 5.4 4,500 TRIDENT MICROSYSTEMS INC COM 895919108 1,549 82,547 SH Shared-Defined 5.4 82,547 TRIBUNE CO NEW COM 896047107 1,637 53,675 SH Shared-Defined 5.1 53,675 TRIBUNE CO NEW COM 896047107 535 17,540 SH Shared-Defined 3 17,540 TRIMERIS INC COM 896263100 62 5,300 SH Shared-Defined 5.1 5,300 TRIUMPH GROUP INC NEW COM 896818101 1,389 37,000 SH Shared-Defined 5.4 37,000 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 31 2,000 SH Shared-Defined 2,000 TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF4 1,363 10,700 PRN Shared-Defined 5.1 10,700 TYCO INTL LTD NEW COM 902124106 49,353 1,707,722 SH Shared-Defined 5.1 1,707,722 TYCO INTL LTD NEW COM 902124106 43 1,500 SH Shared-Defined 3.6 1,500 TYCO INTL LTD NEW COM 902124106 3,920 135,651 SH Shared-Defined 3.2 135,651 TYCO INTL LTD NEW COM 902124106 3,853 133,321 SH Shared-Defined 3 133,321 TYCO INTL LTD NEW COM 902124106 58 2,000 SH Shared-Defined 3 2,000 TYCO INTL LTD NEW COM 902124106 342 11,830 SH Shared-Defined 5.4 11,830 TYCO INTL LTD NEW COM 902124106 1 30 SH Shared-Defined 30 TYCO INTL LTD NEW COM 902124106 472 16,319 SH Shared-Defined 16,319 TYSON FOODS INC CL A 902494103 1,844 106,694 SH Shared-Defined 5.1 106,694 TYSON FOODS INC CL A 902494103 294 17,000 SH Shared-Defined 3 17,000 TYSON FOODS INC CL A 902494103 2,160 125,000 SH Shared-Defined 5.4 125,000 UST INC COM 902911106 446 10,895 SH Shared-Defined 5.1 10,895 UST INC COM 902911106 450 10,994 SH Shared-Defined 3 10,994 US BANCORP DEL COM NEW 902973304 4,500 149,344 SH Shared-Defined 5.1 149,344 US BANCORP DEL COM NEW 902973304 1,473 48,900 SH Shared-Defined 3 48,900 US BANCORP DEL COM NEW 902973304 1,425 47,300 SH Shared-Defined 5.4 47,300 US BANCORP DEL COM NEW 902973304 66 2,200 SH Shared-Defined 2,200 U S G CORP COM NEW 903293405 65 1,000 SH Shared-Defined 5.1 1,000 USEC INC COM 90333E108 1,166 95,950 SH Shared-Defined 95,950 ULTRA PETROLEUM CORP COM 903914109 3,991 72,700 SH Shared-Defined 5.1 72,700 ULTRA PETROLEUM CORP COM 903914109 159 2,890 SH Shared-Defined 5.4 2,890 ULTRA PETROLEUM CORP COM 903914109 489 8,900 SH Shared-Defined 8,900 ULTRA PETROLEUM CORP COM 903914109 33 600 SH Shared-Defined 600 ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 279 20,000 SH Shared-Defined 5.1 20,000 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 12,496 197,500 SH Shared-Defined 5.1 197,500 UNION PAC CORP COM 907818108 8,486 104,768 SH Shared-Defined 5.1 104,768 UNION PAC CORP COM 907818108 1,452 17,926 SH Shared-Defined 3 17,926 UNISYS CORP COM 909214108 111 18,736 SH Shared-Defined 5.1 18,736 UNISYS CORP COM 909214108 137 23,109 SH Shared-Defined 3 23,109 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 1,531 481,461 SH Shared-Defined 5.4 481,461 UNITED ONLINE INC COM 911268100 272 18,563 SH Shared-Defined 5.1 18,563 UNITED PARCEL SERVICE INC CL B 911312106 9,536 125,709 SH Shared-Defined 5.1 125,709 UNITED PARCEL SERVICE INC CL B 911312106 1,409 18,580 SH Shared-Defined 5.4 18,580 UNITED PARCEL SERVICE INC CL B 911312106 75 986 SH Shared-Defined 986 UNITED STATES STL CORP NEW COM 912909108 2,800 57,460 SH Shared-Defined 5.1 57,460 UNITED STATES STL CORP NEW COM 912909108 1,709 35,066 SH Shared-Defined 3 35,066 UNITED STATES STL CORP NEW COM 912909108 902 18,500 SH Shared-Defined 5.4 18,500 UNITED TECHNOLOGIES CORP COM 913017109 96,402 1,711,385 SH Shared-Defined 5.1 1,711,385 UNITED TECHNOLOGIES CORP COM 913017109 1,504 26,700 SH Shared-Defined 5.1 26,700 UNITED TECHNOLOGIES CORP COM 913017109 6,214 110,313 SH Shared-Defined 3 110,313 UNITED TECHNOLOGIES CORP COM 913017109 56 1,000 SH Shared-Defined 3 1,000 UNITED TECHNOLOGIES CORP COM 913017109 772 13,700 SH Shared-Defined 5.4 13,700 UNITED TECHNOLOGIES CORP COM 913017109 400 7,100 SH Shared-Defined 7,100 UNITED TECHNOLOGIES CORP COM 913017109 302 5,370 SH Shared-Defined 5,370 UNITED THERAPEUTICS CORP DEL COM 91307C102 251 3,600 SH Shared-Defined 5.4 3,600 UNITEDHEALTH GROUP INC COM 91324P102 27,659 439,722 SH Shared-Defined 5.1 439,722 UNITEDHEALTH GROUP INC COM 91324P102 1,793 28,500 SH Shared-Defined 5.1 28,500 UNITEDHEALTH GROUP INC COM 91324P102 881 14,000 SH Shared-Defined 3.6 14,000 UNITEDHEALTH GROUP INC COM 91324P102 5,774 91,793 SH Shared-Defined 3 91,793 UNITEDHEALTH GROUP INC COM 91324P102 4,112 65,381 SH Shared-Defined 5.4 65,381 UNITEDHEALTH GROUP INC COM 91324P102 482 7,660 SH Shared-Defined 7,660 UNIVISION COMMUNICATIONS INC CL A 914906102 452 15,280 SH Shared-Defined 5.1 15,280 UNIVISION COMMUNICATIONS INC CL A 914906102 297 10,033 SH Shared-Defined 3 10,033 UNIVISION COMMUNICATIONS INC CL A 914906102 130 4,396 SH Shared-Defined 4,396 UNUMPROVIDENT CORP COM 91529Y106 1,326 58,249 SH Shared-Defined 5.1 58,249 UNUMPROVIDENT CORP COM 91529Y106 459 20,158 SH Shared-Defined 3 20,158 UNUMPROVIDENT CORP COM 91529Y106 2,559 112,434 SH Shared-Defined 5.4 112,434 URBAN OUTFITTERS INC COM 917047102 23,168 904,300 SH Shared-Defined 5.1 904,300 URBAN OUTFITTERS INC COM 917047102 133 5,195 SH Shared-Defined 3 5,195 V F CORP COM 918204108 847 15,234 SH Shared-Defined 5.1 15,234 V F CORP COM 918204108 334 6,015 SH Shared-Defined 3 6,015 VALENCE TECHNOLOGY INC COM 918914102 1 1,059 SH Shared-Defined 1,059 VALERO L P COM UT LTD PRT 91913W104 261 5,115 SH Shared-Defined 3 5,115 VALERO ENERGY CORP NEW COM 91913Y100 14,286 276,855 SH Shared-Defined 5.1 276,855 VALERO ENERGY CORP NEW COM 91913Y100 2,135 41,370 SH Shared-Defined 3.2 41,370 VALERO ENERGY CORP NEW COM 91913Y100 2,148 41,634 SH Shared-Defined 3 41,634 VALERO ENERGY CORP NEW COM 91913Y100 1,324 25,660 SH Shared-Defined 5.4 25,660 VALERO ENERGY CORP NEW COM 91913Y100 392 7,600 SH Shared-Defined 7,600 VALERO ENERGY CORP NEW COM 91913Y100 462 8,952 SH Shared-Defined 8,952 VARIAN MED SYS INC COM 92220P105 43,736 857,562 SH Shared-Defined 5.1 857,562 VASCO DATA SEC INTL INC COM 92230Y104 1,523 154,632 SH Shared-Defined 5.4 154,632 VASOGEN INC COM 92232F103 16 6,000 SH Shared-Defined 3.2 6,000 VECTOR GROUP LTD COM 92240M108 24 1,351 SH Shared-Defined 5.1 1,351 VEECO INSTRS INC DEL COM 922417100 304 17,500 SH Shared-Defined 5.1 17,500 VEECO INSTRS INC DEL COM 922417100 23 1,300 SH Shared-Defined 1,300 VERISIGN INC COM 92343E102 841 38,417 SH Shared-Defined 5.1 38,417 VERISIGN INC COM 92343E102 162 7,378 SH Shared-Defined 3 7,378 VERISIGN INC COM 92343E102 153 6,982 SH Shared-Defined 6,982 VERITAS DGC INC COM 92343P107 2,431 68,100 SH Shared-Defined 5.4 68,100 VERIZONMUNICATIONS COM 92343V104 29,212 965,064 SH Shared-Defined 5.1 965,064 VERIZONMUNICATIONS COM 92343V104 74,492 2,460,930 SH Shared-Defined 3 2,460,930 VERIZONMUNICATIONS COM 92343V104 5,876 194,108 SH Shared-Defined 5.4 194,108 VERIZONMUNICATIONS COM 92343V104 1,649 54,472 SH Shared-Defined 54,472 VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 1,551 24,693 PRN Shared-Defined 5.1 24,693 VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 25,442 40,500,000 PRN Shared-Defined 3 40,500,000 VERTICALNET INC COM NEW 92532L206 2 4,325 SH Shared-Defined 3 4,325 VIACOM INC CL A 925524100 176 5,367 SH Shared-Defined 5.1 5,367 VIACOM INC CL B 925524308 11,498 352,697 SH Shared-Defined 5.1 352,697 VIACOM INC CL B 925524308 326 10,000 SH Shared-Defined 3.6 10,000 VIACOM INC CL B 925524308 4,054 124,362 SH Shared-Defined 3 124,362 VIACOM INC CL B 925524308 1,134 34,790 SH Shared-Defined 5.4 34,790 VIACOM INC CL B 925524308 185 5,673 SH Shared-Defined 5,673 VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 1,182 71,000 SH Shared-Defined 5.4 71,000 VISHAY INTERTECHNOLOGY INC COM 928298108 3,677 267,249 SH Shared-Defined 5.4 267,249 VISHAY INTERTECHNOLOGY INC COM 928298108 7,712 560,500 SH Shared-Defined 560,500 VISTEON CORP COM 92839U107 55 8,683 SH Shared-Defined 3 8,683 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1,249 57,700 SH Shared-Defined 5.1 57,700 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 32 1,500 SH Shared-Defined 3.6 1,500 VOLVO AKTIEBOLAGET ADR B 928856400 1 18 SH Shared-Defined 3.6 18 VORNADO RLTY TR SH BEN INT 929042109 810 9,617 SH Shared-Defined 5.1 9,617 VORNADO RLTY TR SH BEN INT 929042109 665 7,900 SH Shared-Defined 3 7,900 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 52 500 PRN Shared-Defined 5.1 500 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 1,982 160,900 SH Shared-Defined 5.1 160,900 VULCAN MATLS CO COM 929160109 463 6,780 SH Shared-Defined 5.1 6,780 VULCAN MATLS CO COM 929160109 472 6,906 SH Shared-Defined 3 6,906 WD-40 CO COM 929236107 120 4,520 SH Shared-Defined 5.1 4,520 WABTEC CORP COM 929740108 669 24,550 SH Shared-Defined 5.4 24,550 WACHOVIA CORP 2ND NEW COM 929903102 14,641 276,408 SH Shared-Defined 5.1 276,408 WACHOVIA CORP 2ND NEW COM 929903102 3,789 71,540 SH Shared-Defined 3.2 71,540 WACHOVIA CORP 2ND NEW COM 929903102 8,526 160,956 SH Shared-Defined 3 160,956 WACHOVIA CORP 2ND NEW COM 929903102 3,262 61,574 SH Shared-Defined 5.4 61,574 WACHOVIA CORP 2ND NEW COM 929903102 58 1,100 SH Shared-Defined 1,100 WAL MART STORES INC COM 931142103 18,738 394,655 SH Shared-Defined 5.1 394,655 WAL MART STORES INC COM 931142103 42 886 SH Shared-Defined 3.6 886 WAL MART STORES INC COM 931142103 1,374 28,940 SH Shared-Defined 3.2 28,940 WAL MART STORES INC COM 931142103 95,966 2,021,195 SH Shared-Defined 3 2,021,195 WAL MART STORES INC COM 931142103 38 800 SH Shared-Defined 3 800 WAL MART STORES INC COM 931142103 4,175 87,934 SH Shared-Defined 5.4 87,934 WAL MART STORES INC COM 931142103 268 5,640 SH Shared-Defined 5,640 WAL MART STORES INC COM 931142103 61 1,288 SH Shared-Defined 1,288 WALGREEN CO COM 931422109 3,432 77,836 SH Shared-Defined 5.1 77,836 WALGREEN CO COM 931422109 3,313 75,136 SH Shared-Defined 3 75,136 WALGREEN CO COM 931422109 22 499 SH Shared-Defined 5.4 499 WALTER INDS INC COM 93317Q105 122 2,443 SH Shared-Defined 5.1 2,443 WASHINGTON MUT INC COM 939322103 15,348 351,384 SH Shared-Defined 5.1 351,384 WASHINGTON MUT INC COM 939322103 4,419 101,163 SH Shared-Defined 3 101,163 WASHINGTON MUT INC COM 939322103 1,092 25,000 SH Shared-Defined 5.4 25,000 WASTE MGMT INC DEL COM 94106L109 9,393 308,780 SH Shared-Defined 5.1 308,780 WASTE MGMT INC DEL COM 94106L109 3,813 125,350 SH Shared-Defined 3.2 125,350 WASTE MGMT INC DEL COM 94106L109 1,132 37,208 SH Shared-Defined 3 37,208 WATERS CORP COM 941848103 241 6,326 SH Shared-Defined 5.1 6,326 WATERS CORP COM 941848103 284 7,461 SH Shared-Defined 3 7,461 WATERS CORP COM 941848103 348 9,119 SH Shared-Defined 5.4 9,119 WATSON PHARMACEUTICALS INC COM 942683103 187 5,732 SH Shared-Defined 5.1 5,732 WATSON PHARMACEUTICALS INC COM 942683103 225 6,887 SH Shared-Defined 3 6,887 WELLMAN INC COM 949702104 139 20,500 SH Shared-Defined 5.1 20,500 WELLPOINT INC COM 94973V107 101,851 1,273,138 SH Shared-Defined 5.1 1,273,138 WELLPOINT INC COM 94973V107 3,274 40,923 SH Shared-Defined 3 40,923 WELLPOINT INC COM 94973V107 2,079 25,992 SH Shared-Defined 5.4 25,992 WELLS FARGO & CO NEW COM 949746101 98,701 1,565,185 SH Shared-Defined 5.1 1,565,185 WELLS FARGO & CO NEW COM 949746101 21,581 342,226 SH Shared-Defined 3 342,226 WELLS FARGO & CO NEW COM 949746101 4,788 75,926 SH Shared-Defined 5.4 75,926 WELLS FARGO & CO NEW COM 949746101 139 2,200 SH Shared-Defined 2,200 WELLS FARGO & CO NEW DBCV 5/0 949746FA4 6,139 61,809 PRN Shared-Defined 5.1 61,809 WENDYS INTL INC COM 950590109 419 7,532 SH Shared-Defined 5.1 7,532 WENDYS INTL INC COM 950590109 309 5,550 SH Shared-Defined 3 5,550 WESTERN DIGITAL CORP COM 958102105 160 8,671 SH Shared-Defined 5.1 8,671 WESTERN SILVER CORP COM 959531104 23 1,500 SH Shared-Defined 3.2 1,500 WEYERHAEUSER CO COM 962166104 2,322 34,589 SH Shared-Defined 5.1 34,589 WEYERHAEUSER CO COM 962166104 1,130 16,832 SH Shared-Defined 3 16,832 WEYERHAEUSER CO COM 962166104 866 12,900 SH Shared-Defined 12,900 WHIRLPOOL CORP COM 963320106 4,926 58,493 SH Shared-Defined 5.1 58,493 WHIRLPOOL CORP COM 963320106 380 4,518 SH Shared-Defined 3 4,518 WHIRLPOOL CORP COM 963320106 13 160 SH Shared-Defined 160 WHOLE FOODS MKT INC COM 966837106 3,396 43,400 SH Shared-Defined 5.1 43,400 WHOLE FOODS MKT INC COM 966837106 328 4,194 SH Shared-Defined 3 4,194 WHOLE FOODS MKT INC COM 966837106 125 1,600 SH Shared-Defined 1,600 WILLIAMS COS INC DEL COM 969457100 1,670 72,554 SH Shared-Defined 5.1 72,554 WILLIAMS COS INC DEL COM 969457100 382 16,600 SH Shared-Defined 3.6 16,600 WILLIAMS COS INC DEL COM 969457100 891 38,688 SH Shared-Defined 3 38,688 WILLIAMS SONOMA INC COM 969904101 237 5,430 SH Shared-Defined 5.1 5,430 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 839 34,800 SH Shared-Defined 5.1 34,800 WITNESS SYS INC COM 977424100 4 200 SH Shared-Defined 3 200 WRIGLEY WM JR CO COM 982526105 65,404 972,545 SH Shared-Defined 5.1 972,545 WRIGLEY WM JR CO COM 982526105 810 12,044 SH Shared-Defined 3 12,044 WRIGLEY WM JR CO COM 982526105 511 7,600 SH Shared-Defined 7,600 WYETH COM 983024100 20,780 447,855 SH Shared-Defined 5.1 447,855 WYETH COM 983024100 7 144 SH Shared-Defined 3.6 144 WYETH COM 983024100 3,924 84,570 SH Shared-Defined 3.2 84,570 WYETH COM 983024100 12,670 273,057 SH Shared-Defined 3 273,057 WYETH COM 983024100 5,818 125,389 SH Shared-Defined 5.4 125,389 WYETH COM 983024100 679 14,639 SH Shared-Defined 14,639 WYETH DBCV 1/1 983024AD2 2,677 25,710 PRN Shared-Defined 5.1 25,710 WYNN RESORTS LTD COM 983134107 802 14,550 SH Shared-Defined 5.1 14,550 WYNN RESORTS LTD COM 983134107 179 3,249 SH Shared-Defined 3 3,249 WYNN RESORTS LTD COM 983134107 331 6,000 SH Shared-Defined 6,000 XM SATELLITE RADIO HLDGS INC CL A 983759101 7,138 257,884 SH Shared-Defined 5.1 257,884 XM SATELLITE RADIO HLDGS INC CL A 983759101 191 6,912 SH Shared-Defined 3 6,912 XM SATELLITE RADIO HLDGS INC CL A 983759101 126 4,560 SH Shared-Defined 5.4 4,560 XM SATELLITE RADIO HLDGS INC CL A 983759101 20 740 SH Shared-Defined 740 XTO ENERGY INC COM 98385X106 5,252 119,480 SH Shared-Defined 5.1 119,480 XTO ENERGY INC COM 98385X106 1,091 24,818 SH Shared-Defined 3 24,818 XTO ENERGY INC COM 98385X106 1,421 32,322 SH Shared-Defined 5.4 32,322 XCEL ENERGY INC COM 98389B100 4,633 249,370 SH Shared-Defined 5.1 249,370 XCEL ENERGY INC COM 98389B100 505 27,188 SH Shared-Defined 3 27,188 XILINX INC COM 983919101 2,486 98,634 SH Shared-Defined 5.1 98,634 XILINX INC COM 983919101 3,476 137,923 SH Shared-Defined 3 137,923 XILINX INC COM 983919101 104 4,120 SH Shared-Defined 4,120 XEROX CORP COM 984121103 5,333 362,025 SH Shared-Defined 5.1 362,025 XEROX CORP COM 984121103 955 64,851 SH Shared-Defined 3 64,851 XEROX CORP COM 984121103 4 300 SH Shared-Defined 300 YAHOO INC COM 984332106 10,607 268,119 SH Shared-Defined 5.1 268,119 YAHOO INC COM 984332106 3,899 98,565 SH Shared-Defined 3 98,565 YAHOO INC COM 984332106 20 500 SH Shared-Defined 3 500 YAHOO INC COM 984332106 2,780 70,280 SH Shared-Defined 5.4 70,280 YAHOO INC COM 984332106 79 2,000 SH Shared-Defined 2,000 YAMANA GOLD INC COM 98462Y100 3,979 436,000 SH Shared-Defined 5.1 436,000 YAMANA GOLD INC COM 98462Y100 37 4,000 SH Shared-Defined 4,000 YUM BRANDS INC COM 988498101 2,056 43,275 SH Shared-Defined 5.1 43,275 YUM BRANDS INC COM 988498101 842 17,722 SH Shared-Defined 3 17,722 YUM BRANDS INC COM 988498101 38 800 SH Shared-Defined 800 ZALE CORP NEW COM 988858106 102 4,000 SH Shared-Defined 5.1 4,000 ZENITH NATL INS CORP COM 989390109 262 5,576 SH Shared-Defined 5.1 5,576 ZIMMER HLDGS INC COM 98956P102 3,765 55,364 SH Shared-Defined 5.1 55,364 ZIMMER HLDGS INC COM 98956P102 1 20 SH Shared-Defined 3.6 20 ZIMMER HLDGS INC COM 98956P102 1,171 17,226 SH Shared-Defined 3 17,226 ZIONS BANCORPORATION COM 989701107 457 5,971 SH Shared-Defined 5.1 5,971 ZIONS BANCORPORATION COM 989701107 536 6,999 SH Shared-Defined 3 6,999 ZIONS BANCORPORATION COM 989701107 1,180 15,420 SH Shared-Defined 5.4 15,420 ZORAN CORP COM 98975F101 197 12,000 SH Shared-Defined 5.4 12,000
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