-----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, CM3jyybyHjB5IwejlP5Qy7c7zjjzGf0AXM9x4OPTUpm76G0DEDPmfXjycryaRgTF LV0E8hJ4JrTnT6yeW3bqxA== 0000831001-06-000106.txt : 20060302 0000831001-06-000106.hdr.sgml : 20060302 20060302145402 ACCESSION NUMBER: 0000831001-06-000106 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060302 DATE AS OF CHANGE: 20060302 EFFECTIVENESS DATE: 20060302 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CITIGROUP INC CENTRAL INDEX KEY: 0000831001 STANDARD INDUSTRIAL CLASSIFICATION: NATIONAL COMMERCIAL BANKS [6021] IRS NUMBER: 521568099 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-02427 FILM NUMBER: 06659405 BUSINESS ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 BUSINESS PHONE: 2125591000 MAIL ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS GROUP INC DATE OF NAME CHANGE: 19950519 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS INC DATE OF NAME CHANGE: 19940103 FORMER COMPANY: FORMER CONFORMED NAME: PRIMERICA CORP /NEW/ DATE OF NAME CHANGE: 19920703 13F-HR/A 1 hr_citigroup12312005a1.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 {X}; Amendment Number: __1__ This Amendment (Check only one.): { } is a restatement. {X} adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Citigroup Inc. Address: 399 Park Avenue New York, New York 10043 Form 13F File Number: 28-2427 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: Ali L. Karshan Title: Assistant Secretary Phone: (212) 559-1000 Signature, Place, and Date of Signing: /s/ Ali L. Karshan New York, New York March 2, 2006 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 are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 21 Form 13F Information Table Entry Total: 723 Form 13F Information Table Value Total: $6,031,650,000 List of Other Included Managers: Provide 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. Form 13F No. File Number Name 03 28-1876 Associated Madison Companies, Inc. 04 28-10381 Associates First Capital Corporation 09 28-4287 Citibank, N.A. 11 28-4349 Citicorp Banking Corporation 13 28-11520 Citicorp Holdings Inc. 14 28-10072 Citicorp Trust Bank, fsb 16 28-10074 CitiFinancial Credit Company 17 28-11547 Citigroup Derivatives Markets Inc. 18 28-1114 Citigroup Financial Products Inc. 19 28-11201 Citigroup Global Markets (International) Finance AG 21 28-4305 Citigroup Global Markets Europe Limited 23 28-11199 Citigroup Global Markets Financial Products LLC 24 28-11200 Citigroup Global Markets Holdings GmbH 25 28-1109 Citigroup Global Markets Holdings Inc. 26 28-541 Citigroup Global Markets Inc. 27 28-4311 Citigroup Global Markets International LLC 28 28-4309 Citigroup Global Markets Limited 31 28-5476 Citigroup Institutional Trust Company 33 28-10295 Citigroup Investments Inc. 41 28-5474 Legg Mason Wood Walker, Incorporated 42 28-4325 Tribeca Global Management LLC
FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------------- ----------- --------- -------- --------- --- ---- ------- ----------------------- --------- --------- --------- ACM MUN SECS INCOME COM 000942102 435 42125 SH DEFINED 4,11,14,16 42125 0 0 ACM MUN SECS INCOME COM 000942102 7 707 SH DEFINED 18,25,26 707 0 0 ACM MUN SECS INCOME COM 000942102 45 4366 SH DEFINED 25,41 0 4366 0 AES TR III PFD CV 6.75 00808N202 11 240 SH DEFINED 4,11,14,16 240 0 0 AES TR III PFD CV 6.75 00808N202 1713 38586 SH DEFINED 18,25,26 26647 0 11939 AES TR III PFD CV 6.75 00808N202 886 19950 SH DEFINED 25,41 0 19950 0 APEX MUN FD INC COM 037580107 98 10000 SH DEFINED 4,11,14,16 10000 0 0 APEX MUN FD INC COM 037580107 44 4432 SH DEFINED 18,25,26 4076 0 356 APEX MUN FD INC COM 037580107 23 2300 SH DEFINED 25,41 0 2300 0 BIOTECH HOLDERS TR DEPOSTRY RC 09067D201 361 1800 SH DEFINED 4,11,14,16 1800 0 0 BIOTECH HOLDERS TR DEPOSTRY RC 09067D201 2231 11112 SH DEFINED 18,25,26 8092 0 3019 BIOTECH HOLDERS TR DEPOSTRY RC 09067D201 7027 35000 SH CALL DEFINED 18,25,26 35000 0 0 BIOTECH HOLDERS TR DEPOSTRY RC 09067D201 11364 56600 SH PUT DEFINED 18,25,26 56600 0 0 BIOTECH HOLDERS TR DEPOSTRY RC 09067D201 1083 5395 SH CALL DEFINED 18,21,25,27,28 5395 0 0 BIOTECH HOLDERS TR DEPOSTRY RC 09067D201 64 320 SH DEFINED 25,41 0 320 0 BLACKROCK INVT QUALI COM 09247D105 1684 94103 SH DEFINED 18,25,26 74741 0 19362 BLACKROCK INVT QUALI COM 09247D105 56 3140 SH DEFINED 25,41 0 3140 0 BLACKROCK CA INSD MU COM 09247G108 388 25320 SH DEFINED 18,25,26 20620 0 4700 BLACKROCK FL INSD MU COM 09247H106 121 8000 SH DEFINED 18,25,26 4000 0 4000 BLACKROCK FL INSD MU COM 09247H106 134 8866 SH DEFINED 25,41 0 8866 0 BLACKROCK INSD MUN 2 COM 09247K109 175 11412 SH DEFINED 18,25,26 11412 0 0 BLACKROCK INSD MUN 2 COM 09247K109 54 3528 SH DEFINED 25,41 0 3528 0 BLACKROCK MUN TARGET COM 09247M105 583 58906 SH DEFINED 18,25,26 58691 0 215 BLACKROCK MUN TARGET COM 09247M105 94 9521 SH DEFINED 25,41 0 9521 0 BLACKROCK INSD MUN T COM 092474105 178 17200 SH DEFINED 3 17200 0 0 BLACKROCK INSD MUN T COM 092474105 324 31240 SH DEFINED 18,25,26 16945 0 14295 BLACKROCK INSD MUN T COM 092474105 80 7750 SH DEFINED 25,41 0 7750 0 BLACKROCK INSD MUN I COM 092479104 229 16700 SH DEFINED 3 16700 0 0 BLACKROCK INSD MUN I COM 092479104 96 7000 SH DEFINED 4,11,14,16 7000 0 0 BLACKROCK INSD MUN I COM 092479104 324 23616 SH DEFINED 18,25,26 19375 0 4240 BLACKROCK INSD MUN I COM 092479104 189 13775 SH DEFINED 25,41 0 13775 0 BLACKROCK MUNI 2018 COM 09248C106 365 23188 SH DEFINED 18,25,26 23188 0 0 BLACKROCK MUNI 2018 COM 09248C106 20 1300 SH DEFINED 25,41 0 1300 0 BLACKROCK CALIF MUN SH BEN INT 09248E102 225 14682 SH DEFINED 18,25,26 12882 0 1800 BLACKROCK MUN INCOME SH BEN INT 09248F109 41 2500 SH DEFINED 4,11,14,16 2500 0 0 BLACKROCK MUN INCOME SH BEN INT 09248F109 3613 222723 SH DEFINED 18,25,26 173208 0 49515 BLACKROCK MUN INCOME SH BEN INT 09248F109 502 30971 SH DEFINED 25,41 0 30971 0 BLACKROCK FLA MUN IN SH BEN INT 09248H105 178 11125 SH DEFINED 18,25,26 11125 0 0 BLACKROCK FLA MUN IN SH BEN INT 09248H105 53 3318 SH DEFINED 25,41 0 3318 0 BLACKROCK N J MUN IN SH BEN INT 09248J101 42 2516 SH DEFINED 18,25,26 2516 0 0 BLACKROCK N J MUN IN SH BEN INT 09248J101 457 27308 SH DEFINED 25,41 0 27308 0 BLACKROCK NY MUNI 20 COM 09248K108 91 6000 SH DEFINED 4,11,14,16 6000 0 0 BLACKROCK NY MUNI 20 COM 09248K108 105 6925 SH DEFINED 18,25,26 6925 0 0 BLACKROCK CA INS MUN COM 092484104 239 17505 SH DEFINED 18,25,26 16505 0 1000 BLACKROCK CA MUNI 20 COM 09249C105 430 28315 SH DEFINED 18,25,26 15658 0 12656 BLACKROCK MUNICIPAL COM 09249H104 124 7324 SH DEFINED 4,11,14,16 7324 0 0 BLACKROCK MUNICIPAL COM 09249H104 169 9980 SH DEFINED 18,25,26 157 0 9822 BLACKROCK MUNICIPAL COM 09249H104 174 10250 SH DEFINED 25,41 0 10250 0 BLACKROCK MUNI INCOM COM 09249N101 1934 116410 SH DEFINED 18,25,26 97111 0 19298 BLACKROCK MUNI INCOM COM 09249N101 497 29896 SH DEFINED 25,41 0 29896 0 BLACKROCK MUN 2020 T COM SHS 09249X109 154 11008 SH DEFINED 18,25,26 11008 0 0 BLACKROCK MUN 2020 T COM SHS 09249X109 8 567 SH DEFINED 25,41 0 567 0 BLACKROCK FLA MUN 20 COM SHS 09250M109 200 15000 SH DEFINED 18,25,26 15000 0 0 BLACKROCK FLA MUN 20 COM SHS 09250M109 59 4400 SH DEFINED 25,41 0 4400 0 BLDRS INDEX FDS TR ASIA 50 ADR 09348R102 240 2921 SH DEFINED 18,25,26 2596 0 325 BLDRS INDEX FDS TR ASIA 50 ADR 09348R102 121 1475 SH DEFINED 25,41 0 1475 0 BLDRS INDEX FDS TR DEV MK 100 09348R201 3189 44283 SH DEFINED 18,25,26 39678 0 4605 BLDRS INDEX FDS TR EMER MK 50 09348R300 3157 27370 SH DEFINED 18,25,26 24574 0 2796 BLDRS INDEX FDS TR EUR 100 ADR 09348R409 443 6162 SH DEFINED 18,25,26 6062 0 100 BROADBAND HOLDRS TR DEPOSITRY R 11130P104 26 1400 SH DEFINED 17,18,25 1400 0 0 BROADBAND HOLDRS TR DEPOSITRY R 11130P104 48 2600 SH CALL DEFINED 17,18,25 2600 0 0 BROADBAND HOLDRS TR DEPOSITRY R 11130P104 15394 830311 SH DEFINED 18,25,26 816011 0 14300 CITIZENS UTILS TR PFD EPPICS 177351202 513 9651 SH DEFINED 18,25,26 9651 0 0 COLONIAL CALIF INSD COM 195598107 336 24500 SH DEFINED 18,25,26 24500 0 0 COLONIAL HIGH INCOME SH BEN INT 195743109 54 8216 SH DEFINED 18,25,26 7216 0 1000 COLONIAL HIGH INCOME SH BEN INT 195743109 24 3600 SH DEFINED 25,41 0 3600 0 COLONIAL INVT GRADE SH BEN INT 195768106 170 16170 SH DEFINED 18,25,26 12865 0 3305 COLONIAL INVT GRADE SH BEN INT 195768106 10 960 SH DEFINED 25,41 0 960 0 CRESCENT REAL ESTATE PFD CV A 6. 225756204 2378 111193 SH DEFINED 18,25,26 91108 0 20084 DTF TAX-FREE INCOME COM 23334J107 431 29615 SH DEFINED 18,25,26 26615 0 3000 DTF TAX-FREE INCOME COM 23334J107 11 759 SH DEFINED 25,41 0 759 0 DELAWARE INV CO INS COM 246101109 290 15760 SH DEFINED 4,11,14,16 15760 0 0 DELAWARE INV CO INS COM 246101109 33 1785 SH DEFINED 18,25,26 1785 0 0 DIAMONDS TR UNIT SER 1 252787106 82656 772848 SH DEFINED 18,25,26 599929 0 172919 DIAMONDS TR UNIT SER 1 252787106 37433 350000 SH CALL DEFINED 18,25,26 350000 0 0 DIAMONDS TR UNIT SER 1 252787106 17112 160000 SH PUT DEFINED 18,25,26 160000 0 0 DIAMONDS TR UNIT SER 1 252787106 1078 10077 SH DEFINED 25,41 0 10077 0 DREYFUS STRATEGIC MU COM 261932107 4 500 SH DEFINED 4,11,14,16 500 0 0 DREYFUS STRATEGIC MU COM 261932107 942 110125 SH DEFINED 18,25,26 79777 0 30348 DREYFUS STRATEGIC MU COM 261932107 140 16326 SH DEFINED 25,41 0 16326 0 DREYFUS MUN INCOME I COM 26201R102 329 36973 SH DEFINED 18,25,26 36973 0 0 DREYFUS STRATEGIC MU COM 26202F107 381 46971 SH DEFINED 18,25,26 30480 0 16491 DREYFUS STRATEGIC MU COM 26202F107 96 11845 SH DEFINED 25,41 0 11845 0 EATON VANCE MUNI INC SH BEN INT 27826U108 66 4404 SH DEFINED 18,25,26 4254 0 150 EATON VANCE MUNI INC SH BEN INT 27826U108 100 6632 SH DEFINED 25,41 0 6632 0 EATON VANCE NJ MUNI SH BEN INT 27826V106 290 20000 SH DEFINED 18,25,26 17000 0 3000 EATON VANCE NY MUNI SH BEN INT 27826W104 195 12280 SH DEFINED 18,25,26 5241 0 7039 EATON VANCE INS MUN COM 27827X101 50 3300 SH DEFINED 4,11,14,16 3300 0 0 EATON VANCE INS MUN COM 27827X101 1481 97539 SH DEFINED 18,25,26 77736 0 19802 EATON VANCE INS MUN COM 27827X101 346 22783 SH DEFINED 25,41 0 22783 0 EATON VANCE INS NY M COM 27827Y109 168 12146 SH DEFINED 18,25,26 10069 0 2076 EATON VANCE INS CA M COM 27828A100 132 10000 SH DEFINED 4,11,14,16 10000 0 0 EATON VANCE INS CA M COM 27828A100 866 65659 SH DEFINED 18,25,26 54459 0 11200 EL PASO ENERGY CAP T PFD CV TR S 283678209 624 18900 SH DEFINED 4,11,14,16 18900 0 0 EL PASO ENERGY CAP T PFD CV TR S 283678209 1161 35138 SH DEFINED 18,25,26 28777 0 6361 EL PASO ENERGY CAP T PFD CV TR S 283678209 7 200 SH DEFINED 25,41 0 200 0 EQUITY OFFICE PROPER PFD CV B 5. 294741509 48 953 SH DEFINED 4,11,14,16 953 0 0 EQUITY OFFICE PROPER PFD CV B 5. 294741509 14952 296952 SH DEFINED 18,25,26 296797 0 155 EQUITY OFFICE PROPER PFD CV B 5. 294741509 4250 84400 SH DEFINED 18,21,25,27,28 84400 0 0 EQUITY RESIDENTIAL PFD CONV E 29476L883 44 1000 SH DEFINED 4,11,14,16 1000 0 0 EQUITY RESIDENTIAL PFD CONV E 29476L883 184 4213 SH DEFINED 18,25,26 2613 0 1600 FELCOR LODGING TR IN PFD CV A $1 31430F200 1214 51224 SH DEFINED 18,25,26 32717 0 18506 FELCOR LODGING TR IN PFD CV A $1 31430F200 282 11900 SH DEFINED 25,41 0 11900 0 FIDELITY COMWLTH TR NDQ CP IDX 315912808 67 779 SH DEFINED 18,25,26 735 0 44 FORD MTR CO CAP TR I PFD TR CV6. 345395206 305 11064 SH DEFINED 4,11,14,16 11064 0 0 FORD MTR CO CAP TR I PFD TR CV6. 345395206 128527 4656760 SH DEFINED 18,25,26 4592108 0 64652 FORD MTR CO CAP TR I PFD TR CV6. 345395206 161 5835 SH DEFINED 25,41 0 5835 0 INSURED MUN INCOME F COM 45809F104 2576 202810 SH DEFINED 18,25,26 182427 0 20382 INSURED MUN INCOME F COM 45809F104 10 820 SH DEFINED 25,41 0 820 0 INTERNET HOLDRS TR DEPOSIT RCP 46059W102 16328 248038 SH DEFINED 18,25,26 203065 0 44973 INTERNET HOLDRS TR DEPOSIT RCP 46059W102 217 3300 SH DEFINED 25,41 0 3300 0 INVESTMENT GRADE MUN COM 461368102 1408 108943 SH DEFINED 18,25,26 103658 0 5285 INVESTMENT GRADE MUN COM 461368102 13 1000 SH DEFINED 25,41 0 1000 0 ISHARES COMEX GOLD T ISHARES 464285105 14682 283828 SH DEFINED 18,25,26 247390 0 36438 ISHARES COMEX GOLD T ISHARES 464285105 39 750 SH DEFINED 25,41 0 750 0 ISHARES INC MSCI AUSTRA 464286103 7756 412322 SH DEFINED 18,25,26 382892 0 29429 ISHARES INC MSCI AUSTRA 464286103 21 1100 SH DEFINED 25,41 0 1100 0 ISHARES INC MSCI AUSTRI 464286202 21494 779038 SH DEFINED 18,25,26 704950 0 74088 ISHARES INC MSCI AUSTRI 464286202 228 8260 SH DEFINED 25,41 0 8260 0 ISHARES INC MSCI BELGIU 464286301 11947 621933 SH DEFINED 18,25,26 558289 0 63644 ISHARES INC MSCI BELGIU 464286301 95 4970 SH DEFINED 25,41 0 4970 0 ISHARES INC MSCI BRAZIL 464286400 392 11750 SH DEFINED 4,11,14,16 11750 0 0 ISHARES INC MSCI BRAZIL 464286400 45164 1353430 SH DEFINED 18,25,26 1235022 0 118408 ISHARES INC MSCI BRAZIL 464286400 34 1024 SH DEFINED 25,41 0 1024 0 ISHARES INC MSCI CDA IN 464286509 6748 308106 SH DEFINED 18,25,26 275555 0 32551 ISHARES INC MSCI CDA IN 464286509 77 3500 SH DEFINED 25,41 0 3500 0 ISHARES INC MSCI EMU IN 464286608 3591 46240 SH DEFINED 4,11,14,16 46240 0 0 ISHARES INC MSCI EMU IN 464286608 8462 108978 SH DEFINED 18,25,26 101431 0 7547 ISHARES INC MSCI PAC J 464286665 1142 11570 SH DEFINED 4,11,14,16 11570 0 0 ISHARES INC MSCI PAC J 464286665 13186 133641 SH DEFINED 18,25,26 118599 0 15042 ISHARES INC MSCI PAC J 464286665 20 200 SH DEFINED 25,41 0 200 0 ISHARES INC MSCI SINGAP 464286673 9 1090 SH DEFINED 4,11,14,16 1090 0 0 ISHARES INC MSCI SINGAP 464286673 474 60000 SH DEFINED 18,19,23-25 60000 0 0 ISHARES INC MSCI SINGAP 464286673 9314 1178926 SH DEFINED 18,25,26 1040984 0 137942 ISHARES INC MSCI UTD KI 464286699 1133 60960 SH DEFINED 4,11,14,16 60960 0 0 ISHARES INC MSCI UTD KI 464286699 6234 335517 SH DEFINED 18,25,26 324643 0 10874 ISHARES INC MSCI UTD KI 464286699 2 85 SH DEFINED 25,41 0 85 0 ISHARES INC MSCI FRANCE 464286707 3623 139443 SH DEFINED 18,25,26 131872 0 7571 ISHARES INC MSCI TAIWAN 464286731 2147 172000 SH DEFINED 9,13 172000 0 0 ISHARES INC MSCI TAIWAN 464286731 549 43996 SH DEFINED 4,11,14,16 43996 0 0 ISHARES INC MSCI TAIWAN 464286731 5866 470017 SH DEFINED 18,19,23-25 470017 0 0 ISHARES INC MSCI TAIWAN 464286731 7837 627976 SH DEFINED 18,25,26 484147 0 143829 ISHARES INC MSCI TAIWAN 464286731 25 2000 SH DEFINED 25,41 0 2000 0 ISHARES INC MSCI SWITZE 464286749 5115 264863 SH DEFINED 18,25,26 247450 0 17412 ISHARES INC MSCI SWEDEN 464286756 45 2000 SH DEFINED 4,11,14,16 2000 0 0 ISHARES INC MSCI SWEDEN 464286756 5203 229204 SH DEFINED 18,25,26 221260 0 7944 ISHARES INC MSCI SWEDEN 464286756 36 1567 SH DEFINED 25,41 0 1567 0 ISHARES INC MSCI SPAIN 464286764 7012 193849 SH DEFINED 18,25,26 179700 0 14149 ISHARES INC MSCI S KORE 464286772 2103 47000 SH DEFINED 9,13 47000 0 0 ISHARES INC MSCI S KORE 464286772 1189 26573 SH DEFINED 4,11,14,16 26573 0 0 ISHARES INC MSCI S KORE 464286772 1251 27950 SH DEFINED 18,19,23-25 27950 0 0 ISHARES INC MSCI S KORE 464286772 35992 804298 SH DEFINED 18,25,26 713402 0 90896 ISHARES INC MSCI S KORE 464286772 239 5350 SH DEFINED 25,41 0 5350 0 ISHARES INC MSCI STH AF 464286780 30780 313345 SH DEFINED 18,25,26 297406 0 15939 ISHARES INC MSCI STH AF 464286780 100 1015 SH DEFINED 25,41 0 1015 0 ISHARES INC MSCI GERMAN 464286806 531 26127 SH DEFINED 4,11,14,16 26127 0 0 ISHARES INC MSCI GERMAN 464286806 5858 288447 SH DEFINED 18,25,26 271708 0 16739 ISHARES INC MSCI NETHER 464286814 1633 80347 SH DEFINED 18,25,26 76639 0 3708 ISHARES INC MSCI MEXICO 464286822 149 4173 SH DEFINED 4,11,14,16 4173 0 0 ISHARES INC MSCI MEXICO 464286822 15244 426872 SH DEFINED 18,25,26 398132 0 28740 ISHARES INC MSCI MALAYS 464286830 248 36397 SH DEFINED 4,11,14,16 36397 0 0 ISHARES INC MSCI MALAYS 464286830 3846 563975 SH DEFINED 18,25,26 382371 0 181604 ISHARES INC MSCI MALAYS 464286830 14 2000 SH DEFINED 25,41 0 2000 0 ISHARES INC MSCI JAPAN 464286848 3548 262395 SH DEFINED 4,11,14,16 262395 0 0 ISHARES INC MSCI JAPAN 464286848 150302 11116985 SH DEFINED 18,25,26 9317489 0 1799495 ISHARES INC MSCI JAPAN 464286848 874 64629 SH DEFINED 25,41 0 64629 0 ISHARES INC MSCI ITALY 464286855 10275 401699 SH DEFINED 18,25,26 359667 0 42032 ISHARES INC MSCI ITALY 464286855 96 3765 SH DEFINED 25,41 0 3765 0 ISHARES INC MSCI HONG K 464286871 2567 203400 SH DEFINED 9,13 203400 0 0 ISHARES INC MSCI HONG K 464286871 364 28848 SH DEFINED 4,11,14,16 28848 0 0 ISHARES INC MSCI HONG K 464286871 8253 653995 SH DEFINED 18,25,26 578871 0 75124 ISHARES INC MSCI HONG K 464286871 63 5000 SH DEFINED 25,41 0 5000 0 ISHARES TR S&P 100 IDX 464287101 24861 436931 SH DEFINED 18,25,26 401638 0 35293 ISHARES TR S&P 100 IDX 464287101 97 1700 SH PUT DEFINED 18,25,26 1700 0 0 ISHARES TR S&P 100 IDX 464287101 165 2900 SH DEFINED 25,41 0 2900 0 ISHARES TR LRGE GRW IN 464287119 2921 47752 SH DEFINED 18,25,26 40553 0 7199 ISHARES TR LRGE CORE I 464287127 5084 76443 SH DEFINED 18,25,26 74250 0 2193 ISHARES TR NYSE 100INX 464287135 363 5566 SH DEFINED 18,25,26 4268 0 1298 ISHARES TR S&P 1500 IN 464287150 451 4064 SH DEFINED 18,25,26 3831 0 233 ISHARES TR DJ SEL DIV 464287168 156 2545 SH DEFINED 4,11,14,16 2545 0 0 ISHARES TR DJ SEL DIV 464287168 87061 1421166 SH DEFINED 18,25,26 1224062 0 197103 ISHARES TR DJ SEL DIV 464287168 7151 116724 SH DEFINED 25,41 0 116724 0 ISHARES TR FTSE XNHUA 464287184 18 284 SH DEFINED 4,11,14,16 284 0 0 ISHARES TR FTSE XNHUA 464287184 2428 39400 SH DEFINED 18,19,23-25 39400 0 0 ISHARES TR FTSE XNHUA 464287184 22532 365661 SH DEFINED 18,25,26 309190 0 56471 ISHARES TR FTSE XNHUA 464287184 153 2486 SH DEFINED 25,41 0 2486 0 ISHARES TR TRANSP AVE 464287192 23 300 SH DEFINED 4,11,14,16 300 0 0 ISHARES TR TRANSP AVE 464287192 25546 338717 SH DEFINED 18,25,26 299536 0 39181 ISHARES TR TRANSP AVE 464287192 59 786 SH DEFINED 25,41 0 786 0 ISHARES TR S&P 500 IND 464287200 4582 36755 SH DEFINED 4,11,14,16 36755 0 0 ISHARES TR S&P 500 IND 464287200 85277 684020 SH DEFINED 18,25,26 624765 0 59254 ISHARES TR S&P 500 IND 464287200 169 1352 SH DEFINED 25,41 0 1352 0 ISHARES TR MSCI EMERG 464287234 2781 31513 SH DEFINED 4,11,14,16 31513 0 0 ISHARES TR MSCI EMERG 464287234 109328 1238848 SH DEFINED 18,25,26 1111374 0 127474 ISHARES TR MSCI EMERG 464287234 727 8242 SH DEFINED 25,41 0 8242 0 ISHARES TR S&P GBL TEL 464287275 3178 65313 SH DEFINED 18,25,26 56739 0 8574 ISHARES TR S&P GBL TEL 464287275 20 402 SH DEFINED 25,41 0 402 0 ISHARES TR S&P GBL INF 464287291 4039 75883 SH DEFINED 18,25,26 72747 0 3136 ISHARES TR S&P500/BAR 464287309 39312 663165 SH DEFINED 18,25,26 587221 0 75944 ISHARES TR S&P GBL HLT 464287325 20920 400773 SH DEFINED 18,25,26 331751 0 69021 ISHARES TR S&P GBL HLT 464287325 21 395 SH DEFINED 25,41 0 395 0 ISHARES TR S&P GBL FIN 464287333 7652 104060 SH DEFINED 18,25,26 97415 0 6645 ISHARES TR S&P GBL ENE 464287341 9814 104832 SH DEFINED 18,25,26 94804 0 10028 ISHARES TR S&P GBL ENE 464287341 23 250 SH DEFINED 25,41 0 250 0 ISHARES TR GS NAT RES 464287374 190 2150 SH DEFINED 4,11,14,16 2150 0 0 ISHARES TR GS NAT RES 464287374 30161 341459 SH DEFINED 18,25,26 314881 0 26578 ISHARES TR GS NAT RES 464287374 146 1656 SH DEFINED 25,41 0 1656 0 ISHARES TR S&P/TOPIX 1 464287382 4228 36445 SH DEFINED 18,25,26 30355 0 6090 ISHARES TR S&P LTN AM 464287390 283 2300 SH DEFINED 4,11,14,16 2300 0 0 ISHARES TR S&P LTN AM 464287390 33335 271348 SH DEFINED 18,25,26 228562 0 42786 ISHARES TR S&P LTN AM 464287390 118 964 SH DEFINED 25,41 0 964 0 ISHARES TR S&P500/BAR 464287408 35437 544767 SH DEFINED 18,25,26 491297 0 53469 ISHARES TR S&P500/BAR 464287408 18 270 SH DEFINED 25,41 0 270 0 ISHARES TR 20+ YR TRS 464287432 1930 21000 SH PUT DEFINED 18,25,26 21000 0 0 ISHARES TR MSCI EAFE I 464287465 19546 328894 SH DEFINED 4,11,14,16 328894 0 0 ISHARES TR MSCI EAFE I 464287465 278082 4679159 SH DEFINED 18,25,26 4229880 0 449278 ISHARES TR MSCI EAFE I 464287465 3320 55866 SH DEFINED 25,41 0 55866 0 ISHARES TR RUSSELL MCP 464287473 871 7000 SH DEFINED 4,11,14,16 7000 0 0 ISHARES TR RUSSELL MCP 464287473 32770 263385 SH DEFINED 18,25,26 241317 0 22068 ISHARES TR RUSSELL MCP 464287473 57 455 SH DEFINED 25,41 0 455 0 ISHARES TR RUSSELL MCP 464287481 47 500 SH DEFINED 4,11,14,16 500 0 0 ISHARES TR RUSSELL MCP 464287481 33245 353823 SH DEFINED 18,25,26 323910 0 29913 ISHARES TR RUSSELL MCP 464287481 28 300 SH DEFINED 25,41 0 300 0 ISHARES TR RUSSELL MID 464287499 148 1687 SH DEFINED 4,11,14,16 1687 0 0 ISHARES TR RUSSELL MID 464287499 40571 461395 SH DEFINED 18,25,26 430570 0 30825 ISHARES TR RUSSELL MID 464287499 798 9080 SH DEFINED 25,41 0 9080 0 ISHARES TR S&P MIDCAP 464287507 29965 406036 SH DEFINED 18,25,26 364768 0 41268 ISHARES TR S&P MIDCAP 464287507 731 9906 SH DEFINED 25,41 0 9906 0 ISHARES TR GLMN SCHS S 464287515 24035 597137 SH DEFINED 18,25,26 513808 0 83329 ISHARES TR GLMN SCHS S 464287515 59 1455 SH DEFINED 25,41 0 1455 0 ISHARES TR GLDM SCHS S 464287523 63 1035 SH DEFINED 4,11,14,16 1035 0 0 ISHARES TR GLDM SCHS S 464287523 60130 986215 SH DEFINED 18,25,26 819422 0 166793 ISHARES TR GLDM SCHS S 464287523 168 2750 SH DEFINED 25,41 0 2750 0 ISHARES TR GLDM SCHS N 464287531 3 85 SH DEFINED 4,11,14,16 85 0 0 ISHARES TR GLDM SCHS N 464287531 39527 1275070 SH DEFINED 18,25,26 1212243 0 62827 ISHARES TR GLDM SCHS N 464287531 70 2249 SH DEFINED 25,41 0 2249 0 ISHARES TR GLDM SACHS 464287549 31220 659347 SH DEFINED 18,25,26 598493 0 60854 ISHARES TR GLDM SACHS 464287549 48 1004 SH DEFINED 25,41 0 1004 0 ISHARES TR NASDQ BIO I 464287556 588 7607 SH DEFINED 4,11,14,16 7607 0 0 ISHARES TR NASDQ BIO I 464287556 69822 903956 SH DEFINED 18,25,26 760673 0 143283 ISHARES TR NASDQ BIO I 464287556 8 100 SH CALL DEFINED 18,25,26 100 0 0 ISHARES TR NASDQ BIO I 464287556 610 7901 SH DEFINED 25,41 0 7901 0 ISHARES TR COHEN&ST RL 464287564 254 3396 SH DEFINED 4,11,14,16 3396 0 0 ISHARES TR COHEN&ST RL 464287564 34501 460995 SH DEFINED 18,25,26 429865 0 31130 ISHARES TR COHEN&ST RL 464287564 191 2556 SH DEFINED 25,41 0 2556 0 ISHARES TR S&P GLB100I 464287572 5159 81948 SH DEFINED 18,25,26 72747 0 9201 ISHARES TR S&P GLB100I 464287572 9 150 SH DEFINED 25,41 0 150 0 ISHARES TR CONS SRVC I 464287580 144 2408 SH DEFINED 4,11,14,16 2408 0 0 ISHARES TR CONS SRVC I 464287580 30444 510724 SH DEFINED 18,25,26 471838 0 38886 ISHARES TR CONS SRVC I 464287580 104 1739 SH DEFINED 25,41 0 1739 0 ISHARES TR RUSSELL1000 464287598 2410 34919 SH DEFINED 4,11,14,16 34919 0 0 ISHARES TR RUSSELL1000 464287598 187442 2715371 SH DEFINED 18,25,26 2476635 0 238735 ISHARES TR RUSSELL1000 464287598 452 6550 SH DEFINED 25,41 0 6550 0 ISHARES TR S&P MIDCP G 464287606 493 6522 SH DEFINED 4,11,14,16 6522 0 0 ISHARES TR S&P MIDCP G 464287606 34727 459228 SH DEFINED 18,25,26 421363 0 37864 ISHARES TR RUSSELL1000 464287614 4079 79955 SH DEFINED 4,11,14,16 79955 0 0 ISHARES TR RUSSELL1000 464287614 253521 4970025 SH DEFINED 18,25,26 4538024 0 432000 ISHARES TR RUSSELL1000 464287614 241 4725 SH DEFINED 25,41 0 4725 0 ISHARES TR RUSSELL 100 464287622 245 3625 SH DEFINED 4,11,14,16 3625 0 0 ISHARES TR RUSSELL 100 464287622 34460 509004 SH DEFINED 18,25,26 338682 0 170321 ISHARES TR RUSSELL 100 464287622 48 710 SH DEFINED 25,41 0 710 0 ISHARES TR RUSL 2000 V 464287630 2145 32542 SH DEFINED 4,11,14,16 32542 0 0 ISHARES TR RUSL 2000 V 464287630 54906 832790 SH DEFINED 18,25,26 713681 0 119109 ISHARES TR RUSL 2000 V 464287630 313 4750 SH DEFINED 31 0 4750 0 ISHARES TR RUSL 2000 V 464287630 721 10941 SH DEFINED 25,41 0 10941 0 ISHARES TR RUSL 2000 G 464287648 1962 28164 SH DEFINED 4,11,14,16 28164 0 0 ISHARES TR RUSL 2000 G 464287648 69757 1001389 SH DEFINED 18,25,26 899395 0 101993 ISHARES TR RUSL 2000 G 464287648 93 1336 SH DEFINED 25,41 0 1336 0 ISHARES TR RUSSELL 200 464287655 23333 349715 SH DEFINED 4,11,14,16 349715 0 0 ISHARES TR RUSSELL 200 464287655 98765 1480290 SH DEFINED 18,25,26 1317143 0 163147 ISHARES TR RUSSELL 200 464287655 45703 685000 SH CALL DEFINED 18,25,26 685000 0 0 ISHARES TR RUSSELL 200 464287655 284227 4260000 SH PUT DEFINED 18,25,26 4260000 0 0 ISHARES TR RUSSELL 200 464287655 2018 30240 SH DEFINED 25,41 0 30240 0 ISHARES TR RUSL 3000 V 464287663 60 660 SH DEFINED 4,11,14,16 660 0 0 ISHARES TR RUSL 3000 V 464287663 5835 64635 SH DEFINED 18,25,26 60410 0 4224 ISHARES TR RUSL 3000 G 464287671 53 1281 SH DEFINED 4,11,14,16 1281 0 0 ISHARES TR RUSL 3000 G 464287671 8682 209451 SH DEFINED 18,25,26 198155 0 11295 ISHARES TR RUSSELL 300 464287689 951 13205 SH DEFINED 4,11,14,16 13205 0 0 ISHARES TR RUSSELL 300 464287689 78520 1090259 SH DEFINED 18,25,26 834645 0 255614 ISHARES TR RUSSELL 300 464287689 176 2439 SH DEFINED 25,41 0 2439 0 ISHARES TR DJ US UTILS 464287697 167 2186 SH DEFINED 4,11,14,16 2186 0 0 ISHARES TR DJ US UTILS 464287697 36855 482017 SH DEFINED 18,25,26 433014 0 49003 ISHARES TR DJ US UTILS 464287697 292 3825 SH DEFINED 25,41 0 3825 0 ISHARES TR S&P MIDCP V 464287705 468 6637 SH DEFINED 4,11,14,16 6637 0 0 ISHARES TR S&P MIDCP V 464287705 42369 601069 SH DEFINED 18,25,26 562303 0 38765 ISHARES TR S&P MIDCP V 464287705 852 12080 SH DEFINED 25,41 0 12080 0 ISHARES TR DJ US TELEC 464287713 135 5910 SH DEFINED 4,11,14,16 5910 0 0 ISHARES TR DJ US TELEC 464287713 15215 665570 SH DEFINED 18,25,26 610528 0 55041 ISHARES TR DJ US TELEC 464287713 319 13968 SH DEFINED 25,41 0 13968 0 ISHARES TR DJ US TECH 464287721 187 3764 SH DEFINED 4,11,14,16 3764 0 0 ISHARES TR DJ US TECH 464287721 27720 557530 SH DEFINED 18,25,26 491763 0 65767 ISHARES TR DJ US TECH 464287721 372 7486 SH DEFINED 25,41 0 7486 0 ISHARES TR DJ US REAL 464287739 64150 1000000 SH DEFINED 9,13 1000000 0 0 ISHARES TR DJ US REAL 464287739 115 1800 SH DEFINED 4,11,14,16 1800 0 0 ISHARES TR DJ US REAL 464287739 12280 191418 SH DEFINED 18,25,26 175217 0 16201 ISHARES TR DJ US REAL 464287739 296 4613 SH DEFINED 25,41 0 4613 0 ISHARES TR DJ US INDUS 464287754 138 2372 SH DEFINED 4,11,14,16 2372 0 0 ISHARES TR DJ US INDUS 464287754 25906 444820 SH DEFINED 18,25,26 392152 0 52668 ISHARES TR DJ US INDUS 464287754 15 259 SH DEFINED 25,41 0 259 0 ISHARES TR DJ US HEALT 464287762 136 2151 SH DEFINED 4,11,14,16 2151 0 0 ISHARES TR DJ US HEALT 464287762 31734 503396 SH DEFINED 18,25,26 422535 0 80861 ISHARES TR DJ US HEALT 464287762 166 2640 SH DEFINED 25,41 0 2640 0 ISHARES TR DJ US FINL 464287770 20879 182426 SH DEFINED 18,25,26 163374 0 19052 ISHARES TR DJ US FINL 464287770 42 363 SH DEFINED 25,41 0 363 0 ISHARES TR DJ US FINL 464287788 153 1512 SH DEFINED 4,11,14,16 1512 0 0 ISHARES TR DJ US FINL 464287788 44943 444586 SH DEFINED 18,25,26 378413 0 66172 ISHARES TR DJ US FINL 464287788 61 603 SH DEFINED 25,41 0 603 0 ISHARES TR DJ US ENERG 464287796 125 1463 SH DEFINED 4,11,14,16 1463 0 0 ISHARES TR DJ US ENERG 464287796 51671 602507 SH DEFINED 18,25,26 514000 0 88507 ISHARES TR DJ US ENERG 464287796 312 3636 SH DEFINED 25,41 0 3636 0 ISHARES TR S&P SMLCAP 464287804 1069 18490 SH DEFINED 4,11,14,16 18490 0 0 ISHARES TR S&P SMLCAP 464287804 47252 817515 SH DEFINED 18,25,26 707697 0 109818 ISHARES TR S&P SMLCAP 464287804 2410 41693 SH DEFINED 25,41 0 41693 0 ISHARES TR CONS GOODS 464287812 122 2292 SH DEFINED 4,11,14,16 2292 0 0 ISHARES TR CONS GOODS 464287812 16073 301788 SH DEFINED 18,25,26 276358 0 25430 ISHARES TR CONS GOODS 464287812 217 4083 SH DEFINED 25,41 0 4083 0 ISHARES TR DJ US BAS M 464287838 138 2682 SH DEFINED 4,11,14,16 2682 0 0 ISHARES TR DJ US BAS M 464287838 32311 626913 SH DEFINED 18,25,26 568923 0 57989 ISHARES TR DJ US BAS M 464287838 1930 37446 SH DEFINED 25,41 0 37446 0 ISHARES TR DJ US TOTL 464287846 1873 30952 SH DEFINED 18,25,26 25552 0 5400 ISHARES TR DJ US TOTL 464287846 54 900 SH DEFINED 25,41 0 900 0 ISHARES TR S&P EURO PL 464287861 217 2685 SH DEFINED 4,11,14,16 2685 0 0 ISHARES TR S&P EURO PL 464287861 8469 104848 SH DEFINED 18,25,26 86197 0 18651 ISHARES TR S&P EURO PL 464287861 145 1795 SH DEFINED 25,41 0 1795 0 ISHARES TR S&P SMLCP V 464287879 351 5493 SH DEFINED 4,11,14,16 5493 0 0 ISHARES TR S&P SMLCP V 464287879 41119 643695 SH DEFINED 18,25,26 613613 0 30082 ISHARES TR S&P SMLCP V 464287879 774 12110 SH DEFINED 25,41 0 12110 0 ISHARES TR S&P SMLCP G 464287887 317 2735 SH DEFINED 4,11,14,16 2735 0 0 ISHARES TR S&P SMLCP G 464287887 45766 394295 SH DEFINED 18,25,26 369600 0 24695 ISHARES TR S&P SMLCP G 464287887 694 5980 SH DEFINED 25,41 0 5980 0 ISHARES TR LARGE VAL I 464288109 3585 52294 SH DEFINED 18,25,26 46344 0 5950 ISHARES TR MID CORE IN 464288208 2030 27824 SH DEFINED 18,25,26 27419 0 405 ISHARES TR MID CORE IN 464288208 443 6065 SH DEFINED 25,41 0 6065 0 ISHARES TR MID GRWTH I 464288307 2546 32926 SH DEFINED 18,25,26 29922 0 3004 ISHARES TR MID VAL IND 464288406 2439 33005 SH DEFINED 18,25,26 30940 0 2065 ISHARES TR SMLL CORE I 464288505 1570 21841 SH DEFINED 18,25,26 21395 0 446 ISHARES TR SMLL GRWTH 464288604 128 1906 SH DEFINED 4,11,14,16 1906 0 0 ISHARES TR SMLL GRWTH 464288604 2430 36088 SH DEFINED 18,25,26 34565 0 1523 ISHARES TR SMLL VAL IN 464288703 122 1726 SH DEFINED 4,11,14,16 1726 0 0 ISHARES TR SMLL VAL IN 464288703 2816 39919 SH DEFINED 18,25,26 36533 0 3386 ISHARES TR RSSL MCRCP 464288869 2037 39824 SH DEFINED 18,25,26 34922 0 4902 ISHARES TR MSCI VAL ID 464288877 1218 21624 SH DEFINED 18,25,26 21167 0 457 ISHARES TR MSCI GRW ID 464288885 385 6796 SH DEFINED 18,25,26 5783 0 1013 MFS MUN INCOME TR SH BEN INT 552738106 35 4536 SH DEFINED 18,25,26 4536 0 0 MFS MUN INCOME TR SH BEN INT 552738106 424 54288 SH DEFINED 25,41 0 54288 0 MIDCAP SPDR TR UNIT SER 1 595635103 8504 63141 SH DEFINED 4,11,14,16 63141 0 0 MIDCAP SPDR TR UNIT SER 1 595635103 57144 424264 SH DEFINED 18,25,26 320653 0 103611 MIDCAP SPDR TR UNIT SER 1 595635103 54 400 SH PUT DEFINED 18,25,26 200 0 200 MIDCAP SPDR TR UNIT SER 1 595635103 1861 13815 SH DEFINED 25,41 0 13815 0 MORGAN STANLEY DEBT 1.250 617446GR4 14 15000 PRN DEFINED 18,25,26 15000 0 0 MORGAN STANLEY NOTE 2.000 617446JQ3 27 30000 PRN DEFINED 18,25,26 30000 0 0 MORGAN STANLEY MUN PREM IN 61745P429 248 27027 SH DEFINED 18,25,26 20736 0 6291 MORGAN STANLEY MUN PREM IN 61745P429 105 11500 SH DEFINED 25,41 0 11500 0 MORGAN STANLEY MUN INCOME 61745P437 207 22389 SH DEFINED 18,25,26 16637 0 5752 MORGAN STANLEY MUN INC OPP 61745P445 263 29831 SH DEFINED 18,25,26 25738 0 4093 MORGAN STANLEY MUN INCM OP 61745P452 0 13 SH DEFINED 18,25,26 13 0 0 MORGAN STANLEY MUN INCM OP 61745P452 338 39663 SH DEFINED 25,41 0 39663 0 MORGAN STANLEY CA INSD MUN 61745P502 424 30862 SH DEFINED 18,25,26 27862 0 3000 MORGAN STANLEY N Y QULTY M 61745P528 190 14287 SH DEFINED 18,25,26 3466 0 10821 MORGAN STANLEY QULTY MUN S 61745P585 2088 147986 SH DEFINED 18,25,26 105755 0 42230 MORGAN STANLEY QLT MUN INV 61745P668 103 7812 SH DEFINED 18,25,26 7812 0 0 MORGAN STANLEY QLT MUN INV 61745P668 95 7185 SH DEFINED 25,41 0 7185 0 MORGAN STANLEY INSD MUN IN 61745P791 383 27347 SH DEFINED 18,25,26 18651 0 8695 MORGAN STANLEY INSD MUN IN 61745P791 75 5342 SH DEFINED 25,41 0 5342 0 MUNIYIELD N J INSD F COM 625921101 376 24907 SH DEFINED 18,25,26 21907 0 3000 MUNIHOLDINGS N Y INS COM 625931100 956 64808 SH DEFINED 18,25,26 54292 0 10516 MUNIHOLDINGS CALIF I COM 625933106 0 3 SH DEFINED 4,11,14,16 3 0 0 MUNIHOLDINGS CALIF I COM 625933106 503 32263 SH DEFINED 18,25,26 27757 0 4506 MUNIHOLDINGS CALIF I COM 625933106 16 1000 SH DEFINED 25,41 0 1000 0 MUNIHOLDINGS N J INS COM 625936109 90 5781 SH DEFINED 18,25,26 3500 0 2281 MUNIHOLDINGS N J INS COM 625936109 128 8250 SH DEFINED 25,41 0 8250 0 MUNICIPAL ADVANTAGE COM 626189104 343 27491 SH DEFINED 18,25,26 20774 0 6717 MUNICIPAL ADVANTAGE COM 626189104 56 4500 SH DEFINED 25,41 0 4500 0 MUNICIPAL HIGH INCOM COM 626214100 107 14964 SH DEFINED 18,25,26 11780 0 3183 MUNIHOLDINGS FLA INS COM 62624W105 212 14488 SH DEFINED 18,25,26 6462 0 8026 MUNIHOLDINGS FLA INS COM 62624W105 44 3000 SH DEFINED 25,41 0 3000 0 MUNIENHANCED FD INC COM 626243109 56 5000 SH DEFINED 4,11,14,16 5000 0 0 MUNIENHANCED FD INC COM 626243109 614 55175 SH DEFINED 18,25,26 45875 0 9300 MUNIENHANCED FD INC COM 626243109 367 32950 SH DEFINED 25,41 0 32950 0 MUNIHOLDINGS INSD FD COM 62625A102 251 18250 SH DEFINED 25,41 0 18250 0 MUNIYIELD ARIZ FD IN COM 62629H103 901 56305 SH DEFINED 18,25,26 52305 0 4000 MUNIYIELD CALIF INS COM 62629L104 1114 76356 SH DEFINED 18,25,26 65856 0 10500 MUNIYIELD CALIF INS COM 62629L104 95 6483 SH DEFINED 25,41 0 6483 0 MUNIVEST FD INC COM 626295109 236 24500 SH DEFINED 3 24500 0 0 MUNIVEST FD INC COM 626295109 1428 148095 SH DEFINED 18,25,26 74285 0 73810 MUNIVEST FD INC COM 626295109 308 31969 SH DEFINED 25,41 0 31969 0 MUNIYIELD CALIF FD I COM 626296107 13 1000 SH DEFINED 4,11,14,16 1000 0 0 MUNIYIELD CALIF FD I COM 626296107 231 17583 SH DEFINED 18,25,26 3083 0 14500 MUNIYIELD CALIF FD I COM 626296107 62 4700 SH DEFINED 25,41 0 4700 0 MUNIYIELD FD INC COM 626299101 494 32562 SH DEFINED 18,25,26 26044 0 6518 MUNIYIELD FD INC COM 626299101 15 1000 SH DEFINED 25,41 0 1000 0 MUNIYIELD INSD FD IN COM 62630E107 211 14000 SH DEFINED 3 14000 0 0 MUNIYIELD INSD FD IN COM 62630E107 349 23174 SH DEFINED 4,11,14,16 23174 0 0 MUNIYIELD INSD FD IN COM 62630E107 2155 143201 SH DEFINED 18,25,26 108260 0 34941 MUNIYIELD INSD FD IN COM 62630E107 118 7863 SH DEFINED 25,41 0 7863 0 MUNIYIELD QUALITY FD COM 62630T104 90 7234 SH DEFINED 18,25,26 2534 0 4700 MUNIYIELD QUALITY FD COM 62630T104 718 57800 SH DEFINED 25,41 0 57800 0 MUNIYIELD N Y INSD F COM 626301105 239 17355 SH DEFINED 18,25,26 8517 0 8838 MUNIYIELD N Y INSD F COM 626301105 76 5500 SH DEFINED 25,41 0 5500 0 NASDAQ 100 TR UNIT SER 1 631100104 1923 47584 SH DEFINED 4,11,14,16 47584 0 0 NASDAQ 100 TR UNIT SER 1 631100104 76813 1900737 SH DEFINED 18,25,26 1590553 0 310184 NASDAQ 100 TR UNIT SER 1 631100104 19648 486200 SH CALL DEFINED 18,25,26 486200 0 0 NASDAQ 100 TR UNIT SER 1 631100104 288368 7135700 SH PUT DEFINED 18,25,26 7129700 0 6000 NASDAQ 100 TR UNIT SER 1 631100104 11 266 SH DEFINED 18,21,25,27,28 266 0 0 NASDAQ 100 TR UNIT SER 1 631100104 2258 55863 SH DEFINED 25,41 0 55863 0 NASDAQ 100 TR UNIT SER 1 631100104 4445 110000 SH DEFINED 33,42 110000 0 0 NEUBERGER BERMAN CA COM 64123C101 176 13333 SH DEFINED 4,11,14,16 13333 0 0 NEUBERGER BERMAN CA COM 64123C101 31 2343 SH DEFINED 18,25,26 2343 0 0 NEUBERGER BERMAN NY COM 64124K102 161 12150 SH DEFINED 18,25,26 11849 0 301 NIDEC CORP SPONSORED A 654090109 598 27659 SH CALL DEFINED 18,21,25,27,28 27659 0 0 NUVEEN INSD PREM INC COM 6706D8104 13 1000 SH DEFINED 4,11,14,16 1000 0 0 NUVEEN INSD PREM INC COM 6706D8104 1363 107742 SH DEFINED 18,25,26 84594 0 23147 NUVEEN INSD PREM INC COM 6706D8104 135 10644 SH DEFINED 25,41 0 10644 0 NUVEEN PREM INCOME M COM 6706K4105 52 4208 SH DEFINED 4,11,14,16 4208 0 0 NUVEEN PREM INCOME M COM 6706K4105 1614 131116 SH DEFINED 18,25,26 116714 0 14402 NUVEEN PREM INCOME M COM 6706K4105 102 8263 SH DEFINED 25,41 0 8263 0 NUVEEN PA PREM INCOM COM 67061F101 91 6477 SH DEFINED 18,25,26 6477 0 0 NUVEEN PA PREM INCOM COM 67061F101 100 7132 SH DEFINED 25,41 0 7132 0 NUVEEN MD PREM INCOM COM 67061Q107 39 2727 SH DEFINED 18,25,26 2727 0 0 NUVEEN MD PREM INCOM COM 67061Q107 491 34594 SH DEFINED 25,41 0 34594 0 NUVEEN SELECT MAT MU SH BEN INT 67061T101 30 3130 SH DEFINED 18,25,26 3130 0 0 NUVEEN SELECT MAT MU SH BEN INT 67061T101 169 17595 SH DEFINED 25,41 0 17595 0 NUVEEN CALIF MUN VAL COM 67062C107 384 39818 SH DEFINED 18,25,26 34171 0 5647 NUVEEN INVT QUALITY COM 67062E103 128 8749 SH DEFINED 18,25,26 8249 0 500 NUVEEN INVT QUALITY COM 67062E103 842 57655 SH DEFINED 25,41 0 57655 0 NUVEEN SELECT TAX FR SH BEN INT 67062F100 2039 143668 SH DEFINED 18,25,26 114699 0 28968 NUVEEN SELECT TAX FR SH BEN INT 67062F100 111 7800 SH DEFINED 25,41 0 7800 0 NUVEEN MUN ADVANTAGE COM 67062H106 9 600 SH DEFINED 4,11,14,16 600 0 0 NUVEEN MUN ADVANTAGE COM 67062H106 427 27794 SH DEFINED 18,25,26 21036 0 6758 NUVEEN MUN ADVANTAGE COM 67062H106 2287 148722 SH DEFINED 25,41 0 148722 0 NUVEEN NY MUN VALUE COM 67062M105 472 51296 SH DEFINED 18,25,26 50222 0 1074 NUVEEN INSD QUALITY COM 67062N103 94 6380 SH DEFINED 18,25,26 4880 0 1500 NUVEEN INSD QUALITY COM 67062N103 127 8568 SH DEFINED 25,41 0 8568 0 NUVEEN PERFORMANCE P COM 67062P108 1045 71069 SH DEFINED 18,25,26 52239 0 18830 NUVEEN PERFORMANCE P COM 67062P108 1511 102822 SH DEFINED 25,41 0 102822 0 NUVEEN CALIF PERFORM COM 67062Q106 198 14126 SH DEFINED 18,25,26 5256 0 8870 NUVEEN CALIF PERFORM COM 67062Q106 14 1000 SH DEFINED 25,41 0 1000 0 NUVEEN PREM INCOME M COM 67062T100 947 67698 SH DEFINED 18,25,26 42950 0 24748 NUVEEN PREM INCOME M COM 67062T100 1965 140462 SH DEFINED 25,41 0 140462 0 NUVEEN MUN MKT OPPOR COM 67062W103 255 17606 SH DEFINED 18,25,26 10706 0 6900 NUVEEN MUN MKT OPPOR COM 67062W103 1904 131565 SH DEFINED 25,41 0 131565 0 NUVEEN N Y INVT QUAL COM 67062X101 206 14538 SH DEFINED 18,25,26 14538 0 0 NUVEEN SELECT TAX FR SH BEN INT 67063C106 130 9747 SH DEFINED 18,25,26 9747 0 0 NUVEEN SELECT TAX FR SH BEN INT 67063C106 38 2835 SH DEFINED 25,41 0 2835 0 NUVEEN NY SELECT TAX SH BEN INT 67063V104 239 18258 SH DEFINED 18,25,26 13257 0 5001 NUVEEN PREM INCOME M COM 67063W102 1445 105044 SH DEFINED 18,25,26 55188 0 49856 NUVEEN PREM INCOME M COM 67063W102 425 30906 SH DEFINED 25,41 0 30906 0 NUVEEN VA PREM INCOM COM 67064R102 64 4003 SH DEFINED 18,25,26 4003 0 0 NUVEEN VA PREM INCOM COM 67064R102 240 15011 SH DEFINED 25,41 0 15011 0 NUVEEN TAX FREE ADV COM 670657105 6 447 SH DEFINED 18,25,26 47 0 400 NUVEEN TAX FREE ADV COM 670657105 4629 347026 SH DEFINED 25,41 0 347026 0 NUVEEN DIVID ADVANTA COM 67066V101 2110 144531 SH DEFINED 18,25,26 82199 0 62332 NUVEEN DIVID ADVANTA COM 67066V101 626 42905 SH DEFINED 25,41 0 42905 0 NUVEEN NY DIVID ADVN COM 67066X107 424 25528 SH DEFINED 18,25,26 10028 0 15500 NUVEEN NY DIVID ADVN COM 67066X107 8 500 SH DEFINED 25,41 0 500 0 NUVEEN MUN HIGH INC COM 670682103 70 4325 SH DEFINED 18,25,26 3325 0 1000 NUVEEN MUN HIGH INC COM 670682103 748 46482 SH DEFINED 25,41 0 46482 0 NUVEEN ARIZ DIVID AD COM SH BEN 67069L100 178 10389 SH DEFINED 18,25,26 10389 0 0 NUVEEN VA DIVID ADVA COM SH BEN 67069M108 0 1 SH DEFINED 18,25,26 1 0 0 NUVEEN VA DIVID ADVA COM SH BEN 67069M108 958 58743 SH DEFINED 25,41 0 58743 0 NUVEEN MD DIVID ADVA COM SH BEN 67069R107 14 900 SH DEFINED 18,25,26 900 0 0 NUVEEN MD DIVID ADVA COM SH BEN 67069R107 697 45684 SH DEFINED 25,41 0 45684 0 NUVEEN CA DIV ADVANT COM 67069X104 102 7000 SH DEFINED 4,11,14,16 7000 0 0 NUVEEN CA DIV ADVANT COM 67069X104 72 4931 SH DEFINED 18,25,26 4931 0 0 NUVEEN NY DIV ADVANT COM 67070A101 12 750 SH DEFINED 4,11,14,16 750 0 0 NUVEEN NY DIV ADVANT COM 67070A101 121 7504 SH DEFINED 18,25,26 638 0 6866 NUVEEN NY DIV ADVANT COM 67070A101 40 2500 SH DEFINED 25,41 0 2500 0 NUVEEN PA DIV ADVANT COM 67070E103 30 1910 SH DEFINED 18,25,26 1910 0 0 NUVEEN PA DIV ADVANT COM 67070E103 329 20812 SH DEFINED 25,41 0 20812 0 NUVEEN DIV ADVANTAGE COM 67070F100 969 58836 SH DEFINED 18,25,26 37432 0 21404 NUVEEN DIV ADVANTAGE COM 67070F100 1506 91422 SH DEFINED 25,41 0 91422 0 NUVEEN MD DIV ADV MU COM SH BEN 67070V105 33 2022 SH DEFINED 18,25,26 2022 0 0 NUVEEN MD DIV ADV MU COM SH BEN 67070V105 246 15053 SH DEFINED 25,41 0 15053 0 NUVEEN DIV ADV MUNI COM SH BEN 67070X101 64 4309 SH DEFINED 18,25,26 4309 0 0 NUVEEN DIV ADV MUNI COM SH BEN 67070X101 1030 69053 SH DEFINED 25,41 0 69053 0 NUVEEN CA DIV ADV MU COM SH BEN 67070Y109 214 14832 SH DEFINED 18,25,26 12832 0 2000 NUVEEN VA DIV ADV MU COM 67071C106 0 0 SH DEFINED 18,25,26 0 0 0 NUVEEN VA DIV ADV MU COM 67071C106 705 42350 SH DEFINED 25,41 0 42350 0 NUVEEN N C DIV ADV F COM 67071D104 27 1700 SH DEFINED 18,25,26 700 0 1000 NUVEEN N C DIV ADV F COM 67071D104 197 12660 SH DEFINED 25,41 0 12660 0 NUVEEN INSD DIVID AD COM 67071L106 66 4701 SH DEFINED 18,25,26 1934 0 2767 NUVEEN INSD DIVID AD COM 67071L106 165 11676 SH DEFINED 25,41 0 11676 0 NUVEEN INSD CALIF DI COM 67071M104 131 8666 SH DEFINED 4,11,14,16 8666 0 0 NUVEEN INSD CALIF DI COM 67071M104 795 52628 SH DEFINED 18,25,26 49628 0 3000 NUVEEN CT DIV ADV MU COM 67071Y108 217 15335 SH DEFINED 18,25,26 15335 0 0 NUVEEN MD DIV ADV MU COM 67072A109 1 101 SH DEFINED 18,25,26 101 0 0 NUVEEN MD DIV ADV MU COM 67072A109 194 13544 SH DEFINED 25,41 0 13544 0 NUVEEN NC DIV ADV MU COM 67072D103 28 2007 SH DEFINED 18,25,26 2007 0 0 NUVEEN NC DIV ADV MU COM 67072D103 143 10434 SH DEFINED 25,41 0 10434 0 NUVEEN AZ DIV ADV MU COM 67072E101 655 43550 SH DEFINED 18,25,26 43550 0 0 NUVEEN MUN VALUE FD COM 670928100 122 12500 SH DEFINED 3 12500 0 0 NUVEEN MUN VALUE FD COM 670928100 9268 952550 SH DEFINED 18,25,26 693065 0 259484 NUVEEN MUN VALUE FD COM 670928100 785 80627 SH DEFINED 25,41 0 80627 0 NUVEEN FLA INVT QUAL COM 670970102 246 17549 SH DEFINED 18,25,26 8299 0 9250 NUVEEN FLA INVT QUAL COM 670970102 459 32700 SH DEFINED 25,41 0 32700 0 NUVEEN SELECT QUALIT COM 670973106 2538 165794 SH DEFINED 18,25,26 138298 0 27496 NUVEEN SELECT QUALIT COM 670973106 1157 75553 SH DEFINED 25,41 0 75553 0 NUVEEN CA SELECT QUA COM 670975101 163 10800 SH DEFINED 4,11,14,16 10800 0 0 NUVEEN CA SELECT QUA COM 670975101 184 12237 SH DEFINED 18,25,26 10737 0 1500 NUVEEN NY SELECT QUA COM 670976109 205 14456 SH DEFINED 18,25,26 12441 0 2014 NUVEEN NY SELECT QUA COM 670976109 15 1040 SH DEFINED 25,41 0 1040 0 NUVEEN QUALITY INCOM COM 670977107 838 57132 SH DEFINED 18,25,26 44386 0 12746 NUVEEN QUALITY INCOM COM 670977107 473 32224 SH DEFINED 25,41 0 32224 0 NUVEEN FLA QUALITY I COM 670978105 14 1000 SH DEFINED 4,11,14,16 1000 0 0 NUVEEN FLA QUALITY I COM 670978105 87 6255 SH DEFINED 18,25,26 5755 0 500 NUVEEN FLA QUALITY I COM 670978105 291 20976 SH DEFINED 25,41 0 20976 0 NUVEEN OHIO QUALITY COM 670980101 115 7073 SH DEFINED 18,25,26 5174 0 1899 NUVEEN OHIO QUALITY COM 670980101 108 6650 SH DEFINED 25,41 0 6650 0 NUVEEN INSD MUN OPPO COM 670984103 266 18400 SH DEFINED 3 18400 0 0 NUVEEN INSD MUN OPPO COM 670984103 927 64224 SH DEFINED 18,25,26 53600 0 10624 NUVEEN INSD MUN OPPO COM 670984103 793 54898 SH DEFINED 25,41 0 54898 0 NUVEEN NY QUALITY IN COM 670986108 396 27995 SH DEFINED 18,25,26 20195 0 7800 NUVEEN PREMIER INSD COM 670987106 449 31396 SH DEFINED 18,25,26 22160 0 9235 NUVEEN PREMIER INSD COM 670987106 11 800 SH DEFINED 25,41 0 800 0 NUVEEN PREMIER MUN I COM 670988104 417 31172 SH DEFINED 18,25,26 18614 0 12558 NUVEEN PREMIER MUN I COM 670988104 85 6370 SH DEFINED 25,41 0 6370 0 NUVEEN NJ PREM INCOM COM 67101N106 408 28195 SH DEFINED 18,25,26 24572 0 3623 NUVEEN NJ PREM INCOM COM 67101N106 43 3000 SH DEFINED 25,41 0 3000 0 NUVEEN INSD FLA PREM COM 67101V108 118 7867 SH DEFINED 18,25,26 3500 0 4367 NUVEEN INSD FLA PREM COM 67101V108 285 18937 SH DEFINED 25,41 0 18937 0 OIL SVC HOLDRS TR DEPOSTRY RC 678002106 26260 203880 SH DEFINED 18,25,26 193730 0 10150 OIL SVC HOLDRS TR DEPOSTRY RC 678002106 1520 11800 SH CALL DEFINED 18,25,26 11800 0 0 OIL SVC HOLDRS TR DEPOSTRY RC 678002106 10909 84700 SH PUT DEFINED 18,25,26 84700 0 0 OIL SVC HOLDRS TR DEPOSTRY RC 678002106 232 1800 SH DEFINED 25,41 0 1800 0 PHARMACEUTICAL HLDRS DEPOSITRY R 71712A206 8033 115334 SH DEFINED 18,25,26 104208 0 11126 PHARMACEUTICAL HLDRS DEPOSITRY R 71712A206 843 12100 SH DEFINED 25,41 0 12100 0 PIMCO CALIF MUN INCO COM 72200M108 312 19887 SH DEFINED 18,25,26 17647 0 2240 PIMCO MUNICIPAL INCO COM 72200R107 246 14916 SH DEFINED 18,25,26 12916 0 2000 PIMCO MUNICIPAL INCO COM 72200R107 132 8000 SH DEFINED 25,41 0 8000 0 PIMCO MUN INCOME FD COM 72200W106 803 50733 SH DEFINED 18,25,26 37455 0 13277 PIMCO MUN INCOME FD COM 72200W106 104 6600 SH DEFINED 25,41 0 6600 0 PIMCO MUN INCOME FD COM 72201A103 330 20838 SH DEFINED 18,25,26 7192 0 13646 PIMCO MUN INCOME FD COM 72201A103 54 3421 SH DEFINED 25,41 0 3421 0 PIONEER MUN HIGH INC COM SHS 723763108 184 13835 SH DEFINED 18,25,26 4835 0 9000 PIONEER MUN HIGH INC COM SHS 723763108 7 500 SH DEFINED 25,41 0 500 0 PIONEER TAX ADVNTAGE COM 72388R101 2853 230827 SH DEFINED 18,25,26 198155 0 32672 PIONEER TAX ADVNTAGE COM 72388R101 101 8145 SH DEFINED 25,41 0 8145 0 POWERSHARES ETF TRUS DYNAMIC MKT 73935X104 53039 1170315 SH DEFINED 18,25,26 1033533 0 136782 POWERSHARES ETF TRUS DYNAMIC MKT 73935X104 82 1800 SH PUT DEFINED 18,25,26 1800 0 0 POWERSHARES ETF TRUS DYNAMIC MKT 73935X104 1087 23975 SH DEFINED 25,41 0 23975 0 POWERSHARES ETF TRUS DYNAMIC OTC 73935X203 21186 430601 SH DEFINED 18,25,26 359325 0 71276 POWERSHARES ETF TRUS DYNAMIC OTC 73935X203 505 10255 SH DEFINED 25,41 0 10255 0 POWERSHARES ETF TRUS HI YLD EQ D 73935X302 15357 1028626 SH DEFINED 18,25,26 843428 0 185198 POWERSHARES ETF TRUS HI YLD EQ D 73935X302 48 3208 SH DEFINED 25,41 0 3208 0 POWERSHARES ETF TRUS GOLDEN DRG 73935X401 2441 176020 SH DEFINED 18,25,26 158596 0 17424 POWERSHARES ETF TRUS GOLDEN DRG 73935X401 315 22700 SH DEFINED 25,41 0 22700 0 POWERSHARES ETF TRUS WNDRHLL CLN 73935X500 8643 533875 SH DEFINED 18,25,26 462555 0 71320 POWERSHARES ETF TRUS WNDRHLL CLN 73935X500 39 2400 SH DEFINED 25,41 0 2400 0 POWERSHARES ETF TRUS WATER RESOU 73935X575 2289 150594 SH DEFINED 18,25,26 128578 0 22016 POWERSHARES ETF TRUS WATER RESOU 73935X575 61 4000 SH DEFINED 25,41 0 4000 0 POWERSHARES ETF TRUS DYN UTIL PO 73935X591 195 12497 SH DEFINED 18,25,26 11936 0 561 POWERSHARES ETF TRUS DYNM LRG CP 73935X609 21846 1377454 SH DEFINED 18,25,26 1288675 0 88779 POWERSHARES ETF TRUS DYN OIL SVC 73935X625 1995 110212 SH DEFINED 18,25,26 95123 0 15089 POWERSHARES ETF TRUS LX NANOTCH 73935X633 2554 155732 SH DEFINED 18,25,26 124278 0 31454 POWERSHARES ETF TRUS DYN INS PTF 73935X641 237 14467 SH DEFINED 18,25,26 13802 0 665 POWERSHARES ETF TRUS DYN EN EX P 73935X658 999 59594 SH DEFINED 18,25,26 58223 0 1371 POWERSHARES ETF TRUS DYN BLDG CN 73935X666 222 13704 SH DEFINED 18,25,26 13652 0 52 POWERSHARES ETF TRUS VAL LINE TI 73935X682 2297 150318 SH DEFINED 18,25,26 119783 0 30535 POWERSHARES ETF TRUS AERSPC DEF 73935X690 214 13792 SH DEFINED 18,25,26 13347 0 445 POWERSHARES ETF TRUS DYNM LRG CP 73935X708 11489 712723 SH DEFINED 18,25,26 652785 0 59938 POWERSHARES ETF TRUS INTL DIV AC 73935X716 9037 587575 SH DEFINED 18,25,26 495092 0 92483 POWERSHARES ETF TRUS INTL DIV AC 73935X716 77 5000 SH DEFINED 25,41 0 5000 0 POWERSHARES ETF TRUS HI GRW RT D 73935X724 520 34113 SH DEFINED 18,25,26 32712 0 1401 POWERSHARES ETF TRUS DIV ACHV PR 73935X732 146 9718 SH DEFINED 18,25,26 8986 0 732 POWERSHARES ETF TRUS DIV ACHV PR 73935X732 75 5000 SH DEFINED 25,41 0 5000 0 POWERSHARES ETF TRUS ZACKS MC PR 73935X740 5541 365723 SH DEFINED 18,25,26 326033 0 39690 POWERSHARES ETF TRUS DYN LSR & E 73935X757 200 13143 SH DEFINED 18,25,26 10396 0 2747 POWERSHARES ETF TRUS DYN SFTWR P 73935X773 11422 656050 SH DEFINED 18,25,26 571780 0 84270 POWERSHARES ETF TRUS DYN SFTWR P 73935X773 6 350 SH DEFINED 25,41 0 350 0 POWERSHARES ETF TRUS DYN SEMCT P 73935X781 270 16454 SH DEFINED 4,11,14,16 16454 0 0 POWERSHARES ETF TRUS DYN SEMCT P 73935X781 3986 242634 SH DEFINED 18,25,26 216073 0 26561 POWERSHARES ETF TRUS DYN PHRMA P 73935X799 2214 134258 SH DEFINED 18,25,26 120921 0 13337 POWERSHARES ETF TRUS DYNM MC GRW 73935X807 6380 364589 SH DEFINED 18,25,26 298684 0 65905 POWERSHARES ETF TRUS DYN NETWKG 73935X815 808 51674 SH DEFINED 18,25,26 49938 0 1736 POWERSHARES ETF TRUS DYN MEDIA P 73935X823 675 47082 SH DEFINED 18,25,26 43980 0 3102 POWERSHARES ETF TRUS DYN FD & BE 73935X849 162 11271 SH DEFINED 18,25,26 10030 0 1241 POWERSHARES ETF TRUS DYN BIOT & 73935X856 8203 474173 SH DEFINED 18,25,26 406451 0 67722 POWERSHARES ETF TRUS DYNM SM CP 73935X864 3204 206551 SH DEFINED 18,25,26 189379 0 17172 POWERSHARES ETF TRUS DYNM SM CP 73935X872 2806 167339 SH DEFINED 18,25,26 156886 0 10453 POWERSHARES ETF TRUS DYMN MC VAL 73935X880 1319 80168 SH DEFINED 18,25,26 70671 0 9497 PUTNAM HIGH YIELD MU SH BEN INT 746781103 1474 217673 SH DEFINED 18,25,26 191368 0 26305 PUTNAM MANAGED MUN I COM 746823103 692 97066 SH DEFINED 18,25,26 97066 0 0 PUTNAM MANAGED MUN I COM 746823103 66 9240 SH DEFINED 25,41 0 9240 0 PUTNAM MUN BD FD INC SH BEN INT 74683V100 181 14636 SH DEFINED 18,25,26 12870 0 1766 PUTNAM TAX FREE HEAL SH BEN INT 746920107 523 43469 SH DEFINED 18,25,26 36367 0 7102 PUTNAM TAX FREE HEAL SH BEN INT 746920107 84 7000 SH DEFINED 25,41 0 7000 0 PUTNAM MUN OPPORTUNI SH BEN INT 746922103 0 31 SH DEFINED 18,25,26 31 0 0 PUTNAM MUN OPPORTUNI SH BEN INT 746922103 126 11000 SH DEFINED 25,41 0 11000 0 REGIONAL BK HOLDRS T DEPOSITRY R 75902E100 1250 8897 SH DEFINED 18,25,26 8797 0 100 RETAIL HOLDRS TR DEP RCPT 76127U101 1130 11850 SH DEFINED 18,25,26 11450 0 400 RYDEX ETF TRUST S&P 500 EQ 78355W106 41830 252091 SH DEFINED 18,25,26 179071 0 73019 RYDEX ETF TRUST S&P 500 EQ 78355W106 1983 11953 SH DEFINED 25,41 0 11953 0 RYDEX ETF TRUST TOP 50 ETF 78355W205 35 380 SH DEFINED 4,11,14,16 380 0 0 RYDEX ETF TRUST TOP 50 ETF 78355W205 5613 60268 SH DEFINED 18,25,26 46536 0 13732 SPDR TR UNIT SER 1 78462F103 180 1443 SH DEFINED 9,13 1443 0 0 SPDR TR UNIT SER 1 78462F103 12093 97128 SH DEFINED 4,11,14,16 97128 0 0 SPDR TR UNIT SER 1 78462F103 105532 847579 SH DEFINED 18,25,26 761508 0 86071 SPDR TR UNIT SER 1 78462F103 87157 700000 SH CALL DEFINED 18,25,26 700000 0 0 SPDR TR UNIT SER 1 78462F103 227853 1830000 SH PUT DEFINED 18,25,26 1830000 0 0 SPDR TR UNIT SER 1 78462F103 10957 88000 SH DEFINED 18,21,25,27,28 88000 0 0 SPDR TR UNIT SER 1 78462F103 4901 39359 SH DEFINED 25,41 0 39359 0 SPDR TR UNIT SER 1 78462F103 13061 104900 SH DEFINED 33,42 104900 0 0 SALOMON BROS MUN PAR COM 794916106 295 21670 SH DEFINED 18,25,26 5187 0 16482 SALOMON BROS MUN PAR COM 794916106 34 2500 SH DEFINED 25,41 0 2500 0 SALOMON BROS MUN PAR COM 794918102 2510 192761 SH DEFINED 18,25,26 156665 0 36095 SCUDDER MUN INCOME T COM SH BEN 81118R604 116 9005 SH DEFINED 18,25,26 1005 0 8000 SCUDDER MUN INCOME T COM SH BEN 81118R604 52 4000 SH DEFINED 25,41 0 4000 0 SELECT SECTOR SPDR T SBI MATERIA 81369Y100 21 700 SH DEFINED 4,11,14,16 700 0 0 SELECT SECTOR SPDR T SBI MATERIA 81369Y100 7047 232719 SH DEFINED 18,25,26 165191 0 67527 SELECT SECTOR SPDR T SBI MATERIA 81369Y100 295 9748 SH DEFINED 25,41 0 9748 0 SELECT SECTOR SPDR T SBI HEALTHC 81369Y209 335 10565 SH DEFINED 4,11,14,16 10565 0 0 SELECT SECTOR SPDR T SBI HEALTHC 81369Y209 30823 971717 SH DEFINED 18,25,26 849383 0 122334 SELECT SECTOR SPDR T SBI HEALTHC 81369Y209 519 16375 SH DEFINED 25,41 0 16375 0 SELECT SECTOR SPDR T SBI CONS ST 81369Y308 20875 896295 SH DEFINED 18,25,26 803569 0 92726 SELECT SECTOR SPDR T SBI CONS ST 81369Y308 33 1412 SH DEFINED 25,41 0 1412 0 SELECT SECTOR SPDR T SBI CONS DI 81369Y407 147 4500 SH DEFINED 4,11,14,16 4500 0 0 SELECT SECTOR SPDR T SBI CONS DI 81369Y407 12918 395666 SH DEFINED 18,25,26 299515 0 96150 SELECT SECTOR SPDR T SBI CONS DI 81369Y407 97 2978 SH DEFINED 25,41 0 2978 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 302 6000 SH DEFINED 4,11,14,16 6000 0 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 59849 1189611 SH DEFINED 18,25,26 985607 0 204004 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 86 1700 SH CALL DEFINED 18,25,26 1700 0 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 1268 25200 SH PUT DEFINED 18,25,26 25200 0 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 500 9946 SH DEFINED 25,41 0 9946 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 191 3800 SH DEFINED 33,42 3800 0 0 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 41848 1321382 SH DEFINED 18,25,26 1184667 0 136714 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 42121 1330000 SH CALL DEFINED 18,25,26 1330000 0 0 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 86174 2721000 SH PUT DEFINED 18,25,26 2721000 0 0 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 540 17052 SH DEFINED 25,41 0 17052 0 SELECT SECTOR SPDR T SBI INT-IND 81369Y704 23391 744452 SH DEFINED 18,25,26 661367 0 83085 SELECT SECTOR SPDR T SBI INT-IND 81369Y704 279 8886 SH DEFINED 25,41 0 8886 0 SELECT SECTOR SPDR T SBI INT-TEC 81369Y803 679 32508 SH DEFINED 9,13 32508 0 0 SELECT SECTOR SPDR T SBI INT-TEC 81369Y803 16896 808410 SH DEFINED 18,25,26 706195 0 102214 SELECT SECTOR SPDR T SBI INT-TEC 81369Y803 271 12950 SH DEFINED 25,41 0 12950 0 SELECT SECTOR SPDR T SBI INT-UTI 81369Y886 31 1000 SH DEFINED 4,11,14,16 1000 0 0 SELECT SECTOR SPDR T SBI INT-UTI 81369Y886 36428 1160484 SH DEFINED 18,25,26 906697 0 253786 SELECT SECTOR SPDR T SBI INT-UTI 81369Y886 486 15494 SH DEFINED 25,41 0 15494 0 SELIGMAN QUALITY MUN COM 816343107 133 10394 SH DEFINED 18,25,26 9995 0 399 SELIGMAN QUALITY MUN COM 816343107 9 700 SH DEFINED 25,41 0 700 0 SELIGMAN SELECT MUN COM 816344105 224 22451 SH DEFINED 18,25,26 12667 0 9783 SEMICONDUCTOR HLDRS DEP RCPT 816636203 7 200 SH DEFINED 4,11,14,16 200 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 23508 641582 SH DEFINED 18,25,26 588026 0 53556 SEMICONDUCTOR HLDRS DEP RCPT 816636203 31902 870700 SH CALL DEFINED 18,25,26 870200 0 500 SEMICONDUCTOR HLDRS DEP RCPT 816636203 3811 104000 SH PUT DEFINED 18,25,26 104000 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 854 23300 SH DEFINED 25,41 0 23300 0 SIMON PPTY GROUP INC PFD CONV I 828806802 74 1153 SH DEFINED 4,11,14,16 1153 0 0 SIMON PPTY GROUP INC PFD CONV I 828806802 21362 332114 SH DEFINED 18,25,26 330536 0 1578 SIMON PPTY GROUP INC PFD CONV I 828806802 4 60 SH DEFINED 25,41 0 60 0 SOFTWARE HOLDRS TR DEPOSITRY R 83404B103 1270 34076 SH DEFINED 18,25,26 21068 0 13008 SPACEHAB INC NOTE 5.500 846243AD5 946 1155000 PRN DEFINED 18,25,26 1155000 0 0 STREETTRACKS SER TR DJ WL LG CP 86330E109 1658 33553 SH DEFINED 18,25,26 28668 0 4885 STREETTRACKS SER TR DJ WL LG CP 86330E208 1611 22976 SH DEFINED 18,25,26 19552 0 3424 STREETTRACKS SER TR DL WL SM CP 86330E307 1785 21750 SH DEFINED 18,25,26 19064 0 2686 STREETTRACKS SER TR DJ WL SM CP 86330E406 977 16154 SH DEFINED 18,25,26 14712 0 1442 STREETTRACKS SER TR DJ WL SM CP 86330E406 541 8940 SH DEFINED 25,41 0 8940 0 STREETTRACKS SER TR DJ WLSH REI 86330E604 3087 45735 SH DEFINED 18,25,26 42100 0 3635 STREETTRACKS SER TR MRGN STNLY 86330E703 1377 26537 SH DEFINED 18,25,26 20553 0 5984 STREETTRACKS SER TR DJ WLSH TOT 86330E885 2665 29555 SH DEFINED 18,25,26 28455 0 1100 STREETTRACKS GOLD TR GOLD SHS 863307104 732 14197 SH DEFINED 4,11,14,16 14197 0 0 STREETTRACKS GOLD TR GOLD SHS 863307104 70024 1357582 SH DEFINED 18,25,26 1128090 0 229492 STREETTRACKS GOLD TR GOLD SHS 863307104 1096 21256 SH DEFINED 25,41 0 21256 0 STREETTRACKS INDEX S DJ EURO STX 863308201 290 6840 SH DEFINED 18,25,26 5210 0 1630 TELECOM HLDRS TR DEPOSITRY R 87927P200 2870 108838 SH DEFINED 18,25,26 100158 0 8680 VAN KAMPEN MUN TR SH BEN INT 920919107 132 9414 SH DEFINED 18,25,26 8414 0 1000 VAN KAMPEN MUN TR SH BEN INT 920919107 593 42230 SH DEFINED 25,41 0 42230 0 VAN KAMPEN TR INVT G COM 920929106 465 32137 SH DEFINED 18,25,26 17005 0 15132 VAN KAMPEN TR INVT G COM 920929106 1044 72180 SH DEFINED 25,41 0 72180 0 VAN KAMPEN TR INVT F COM 920932100 12 855 SH DEFINED 4,11,14,16 855 0 0 VAN KAMPEN TR INVT F COM 920932100 217 14986 SH DEFINED 18,25,26 14911 0 75 VAN KAMPEN TR INVT F COM 920932100 62 4300 SH DEFINED 25,41 0 4300 0 VAN KAMPEN TR INVT G COM 920933108 873 52056 SH DEFINED 18,25,26 17054 0 35002 VAN KAMPEN TR INVT G COM 920933108 101 6000 SH DEFINED 25,41 0 6000 0 VAN KAMPEN MUN OPPOR COM 920944105 13 1000 SH DEFINED 18,25,26 1000 0 0 VAN KAMPEN MUN OPPOR COM 920944105 147 10950 SH DEFINED 25,41 0 10950 0 VAN KAMPEN CALIF VAL COM 92112B107 80 5389 SH DEFINED 4,11,14,16 5389 0 0 VAN KAMPEN CALIF VAL COM 92112B107 346 23271 SH DEFINED 18,25,26 19227 0 4044 VAN KAMPEN CALIF VAL COM 92112B107 12 804 SH DEFINED 25,41 0 804 0 VAN KAMPEN SELECT SE COM 92112M103 31 2504 SH DEFINED 4,11,14,16 2504 0 0 VAN KAMPEN SELECT SE COM 92112M103 333 27032 SH DEFINED 18,25,26 25362 0 1670 VAN KAMPEN SELECT SE COM 92112M103 22 1802 SH DEFINED 25,41 0 1802 0 VAN KAMPEN PA VALUE COM 92112T108 412 30336 SH DEFINED 18,25,26 29331 0 1005 VAN KAMPEN PA VALUE COM 92112T108 44 3240 SH DEFINED 25,41 0 3240 0 VAN KAMPEN ADVANTAGE SH BEN INT 921124103 57 3803 SH DEFINED 18,25,26 2603 0 1200 VAN KAMPEN ADVANTAGE SH BEN INT 921124103 607 40763 SH DEFINED 25,41 0 40763 0 VANGUARD SECTOR INDE CONSUMER DI 92204A108 9395 178649 SH DEFINED 18,25,26 158485 0 20164 VANGUARD SECTOR INDE CONSUMER DI 92204A108 5 100 SH DEFINED 25,41 0 100 0 VANGUARD SECTOR INDE CNS STP VIP 92204A207 15016 268482 SH DEFINED 18,25,26 241015 0 27467 VANGUARD SECTOR INDE CNS STP VIP 92204A207 10 185 SH DEFINED 25,41 0 185 0 VANGUARD SECTOR INDE ENERGY VIPE 92204A306 1464 20278 SH DEFINED 18,25,26 16177 0 4101 VANGUARD SECTOR INDE FINLS VIPER 92204A405 34 600 SH DEFINED 4,11,14,16 600 0 0 VANGUARD SECTOR INDE FINLS VIPER 92204A405 3704 66127 SH DEFINED 18,25,26 55750 0 10377 VANGUARD SECTOR INDE HTH CARE VI 92204A504 220 4074 SH DEFINED 4,11,14,16 4074 0 0 VANGUARD SECTOR INDE HTH CARE VI 92204A504 30915 572287 SH DEFINED 18,25,26 505899 0 66388 VANGUARD SECTOR INDE HTH CARE VI 92204A504 1276 23630 SH DEFINED 25,41 0 23630 0 VANGUARD SECTOR INDE INDSTRS VIP 92204A603 1384 24085 SH DEFINED 18,25,26 20894 0 3191 VANGUARD SECTOR INDE INF TECH VI 92204A702 129 2659 SH DEFINED 4,11,14,16 2659 0 0 VANGUARD SECTOR INDE INF TECH VI 92204A702 13911 287536 SH DEFINED 18,25,26 242597 0 44939 VANGUARD SECTOR INDE INF TECH VI 92204A702 5 106 SH DEFINED 25,41 0 106 0 VANGUARD SECTOR INDE MATLS VIPER 92204A801 1992 33232 SH DEFINED 18,25,26 30316 0 2916 VANGUARD SECTOR INDE MATLS VIPER 92204A801 707 11800 SH DEFINED 25,41 0 11800 0 VANGUARD SECTOR INDE UTILS VIPER 92204A876 1317 20220 SH DEFINED 18,25,26 18380 0 1840 VANGUARD SECTOR INDE TELCOMM VIP 92204A884 1068 19614 SH DEFINED 18,25,26 17624 0 1990 VANGUARD INTL EQUITY EMR MKT VIP 922042858 7063 116014 SH DEFINED 18,25,26 96435 0 19579 VANGUARD INTL EQUITY EMR MKT VIP 922042858 18 300 SH DEFINED 25,41 0 300 0 VANGUARD INTL EQUITY PACIFIC VIP 922042866 6006 98635 SH DEFINED 18,25,26 91380 0 7255 VANGUARD INTL EQUITY EURO VIPERS 922042874 22185 421769 SH DEFINED 18,25,26 388884 0 32885 VANGUARD INTL EQUITY EURO VIPERS 922042874 8 155 SH DEFINED 25,41 0 155 0 VANGUARD INDEX TR REIT VIPERS 922908553 1288 21628 SH DEFINED 18,25,26 18181 0 3446 VANGUARD INDEX TR REIT VIPERS 922908553 3 50 SH DEFINED 25,41 0 50 0 VANGUARD INDEX TR SML CP G VI 922908595 2608 44665 SH DEFINED 18,25,26 38820 0 5845 VANGUARD INDEX TR SM CP V VIP 922908611 3317 54651 SH DEFINED 18,25,26 50703 0 3948 VANGUARD INDEX TR SM CP V VIP 922908611 12 200 SH DEFINED 25,41 0 200 0 VANGUARD INDEX TR MID CAP VIP 922908629 5496 85059 SH DEFINED 18,25,26 79779 0 5280 VANGUARD INDEX TR MID CAP VIP 922908629 37 577 SH DEFINED 25,41 0 577 0 VANGUARD INDEX TR LRG CAP VIP 922908637 7790 140389 SH DEFINED 18,25,26 133558 0 6831 VANGUARD INDEX TR EXT MKT VIP 922908652 2080 22988 SH DEFINED 18,25,26 20774 0 2214 VANGUARD INDEX TR GROWTH VIPE 922908736 17097 319566 SH DEFINED 18,25,26 303876 0 15690 VANGUARD INDEX TR GROWTH VIPE 922908736 64 1200 SH DEFINED 25,41 0 1200 0 VANGUARD INDEX TR VALUE VIPER 922908744 13123 229537 SH DEFINED 18,25,26 211227 0 18310 VANGUARD INDEX TR SMLL CP VIP 922908751 3653 61350 SH DEFINED 18,25,26 54230 0 7120 VANGUARD INDEX TR STK MRK VIP 922908769 3422 27750 SH DEFINED 4,11,14,16 27750 0 0 VANGUARD INDEX TR STK MRK VIP 922908769 17499 141887 SH DEFINED 18,25,26 130389 0 11497 VANGUARD INDEX TR STK MRK VIP 922908769 7 60 SH DEFINED 25,41 0 60 0 WIRELESS HOLDRS TR DEPOSITRY R 97653L208 263 4539 SH DEFINED 18,25,26 2339 0 2200
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