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

                                    Form 13F

                              Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [ X ]; Amendment Number: 1
This Amendment (Check only one.): [ X ] is a restatement.
                                  [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:    Labranche & Co Inc.
Address: One Exchange Plaza
         New York, NY  10271

13F File Number:  28-10499

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:      Jeffrey A. McCutcheon
Title:     Senior Vice President and Chief Financial Officer
Phone:     212-482-8791

Signature, Place, and Date of Signing:

     /s/ Jeffrey A. McCutcheon     New York, NY     June 2, 2006

Report Type (Check only one.):

[ X]         13F HOLDINGS REPORT.

[  ]         13F NOTICE.

[  ]         13F COMBINATION REPORT.



                              FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:         2

Form13F Information Table Entry Total:     1501

Form13F Information Table Value Total:     $3,450,347 (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.

No.  13F File Number               Name

1    28-10500                      Labranche & Co., LLC
2    28-10501                      Labranche Structured Products, LLC



                                    
                                                     FORM 13F INFORMATION TABLE
                                                             VALUE  SHARES/ SH/ PUT/ INVSTMT  OTHER            VOTING AUTHORITY
NAME OF ISSUER                 TITLE OF CLASS   CUSIP     (x$1000)  PRN AMT PRN CALL DSCRETN MANAGERS         SOLE   SHARED     NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3COM CORP                      COM              885535104      360     4000 SH  Call DEFINED 02                  0     4000        0
3COM CORP                      COM              885535104       97    18869 SH       DEFINED 02                  0    18869        0
3M CO                          COM              88579Y101      497     6566 SH       DEFINED 01                  0     6566        0
3M CO                          COM              88579Y101     4309    56923 SH       DEFINED 02                  0    56923        0
3M CO                          COM              88579Y101      446      780 SH  Call DEFINED 02                  0      780        0
3M CO                          COM              88579Y101      781     1092 SH  Put  DEFINED 02                  0     1092        0
4 KIDS ENTMT INC               COM              350865101      679    39505 SH       DEFINED 01                  0    39505        0
99 CENTS ONLY STORES           COM              65440K106     5072   374024 SH       DEFINED 02                  0   374024        0
A D C TELECOMMUNICATIONS       COM NEW          000886309     1292     2970 SH  Call DEFINED 02                  0     2970        0
ABBOTT LABS                    COM              002824100     1131    26641 SH       DEFINED 02                  0    26641        0
ABERCROMBIE & FITCH CO         CL A             002896207     1771    30370 SH       DEFINED 02                  0    30370        0
ABGENIX INC                    COM              00339B107      405    18000 SH       DEFINED 02                  0    18000        0
ACCELRYS INC                   COM              00430U103       86    11784 SH       DEFINED 02                  0    11784        0
ACCREDITED HOME LENDRS HLDG    COM              00437P107     2102    41069 SH       DEFINED 02                  0    41069        0
ACE LTD                        ORD              G0070K103      203     3904 SH       DEFINED 02                  0     3904        0
ACM INCOME FUND INC            COM              000912105      545    67443 SH       DEFINED 01                  0    67443        0
ACTIVE POWER INC               COM              00504W100      675   135327 SH       DEFINED 02                  0   135327        0
ACTIVISION INC NEW             COM NEW          004930202     1496   108484 SH       DEFINED 02                  0   108484        0
ACTIVISION INC NEW             COM NEW          004930202      777     4250 SH  Call DEFINED 02                  0     4250        0
ACXIOM CORP                    COM              005125109      588    22752 SH       DEFINED 02                  0    22752        0
ADAPTEC INC                    COM              00651F108      194    35035 SH       DEFINED 02                  0    35035        0
ADECCO SA                      SPONSORED ADR    006754105      181    12918 SH       DEFINED 01                  0    12918        0
ADOBE SYS INC                  COM              00724F101      670    19194 SH       DEFINED 02                  0    19194        0
ADOLOR CORP                    COM              00724X102      677     1746 SH  Call DEFINED 02                  0     1746        0
ADOLOR CORP                    COM              00724X102     2106    88481 SH       DEFINED 02                  0    88481        0
ADTRAN INC                     COM              00738A106      340    13000 SH       DEFINED 02                  0    13000        0
ADVANCE AMER CASH ADVANCE CT   COM              00739W107      157    10900 SH       DEFINED 02                  0    10900        0
ADVANCE AUTO PARTS INC         COM              00751Y106     1849    44407 SH       DEFINED 02                  0    44407        0
ADVANCED MEDICAL OPTICS INC    COM              00763M108     1665    35709 SH       DEFINED 02                  0    35709        0
ADVANCED MEDICAL OPTICS INC    COM              00763M108      284     1256 SH  Call DEFINED 02                  0     1256        0
ADVANCED MICRO DEVICES INC     COM              007903107     4777   144047 SH       DEFINED 02                  0   144047        0
ADVANCED MICRO DEVICES INC     COM              007903107     2552     5493 SH  Call DEFINED 02                  0     5493        0
ADVANCED MICRO DEVICES INC     COM              007903107     1091     3868 SH  Put  DEFINED 02                  0     3868        0
AES CORP                       COM              00130H105     2042   119700 SH       DEFINED 02                  0   119700        0
AETNA INC NEW                  COM              00817Y108      288     5858 SH       DEFINED 02                  0     5858        0
AFFILIATED COMPUTER SERVICES   CL A             008190100     9116   152797 SH       DEFINED 02                  0   152797        0
AFFILIATED MANAGERS GROUP      COM              008252108     1286    12061 SH       DEFINED 02                  0    12061        0
AFFYMETRIX INC                 COM              00826T108      267     8097 SH       DEFINED 02                  0     8097        0
AGERE SYS INC                  COM              00845V308      334    22202 SH       DEFINED 01                  0    22202        0
AGERE SYS INC                  COM              00845V308      281    18700 SH       DEFINED 02                  0    18700        0
AGILENT TECHNOLOGIES INC       COM              00846U101     6935   184675 SH       DEFINED 02                  0   184675        0
AGNICO EAGLE MINES LTD         COM              008474108     3833   125875 SH       DEFINED 02                  0   125875        0
AGNICO EAGLE MINES LTD         COM              008474108     1477     1814 SH  Call DEFINED 02                  0     1814        0
AIR PRODS & CHEMS INC          COM              009158106      528     7851 SH       DEFINED 02                  0     7851        0
AIRGAS INC                     COM              009363102      233      459 SH  Call DEFINED 02                  0      459        0
AIRTRAN HLDGS INC              COM              00949P108      492    27181 SH       DEFINED 02                  0    27181        0
AK STL HLDG CORP               COM              001547108      412     3131 SH  Call DEFINED 02                  0     3131        0
AK STL HLDG CORP               COM              001547108     2336   155728 SH       DEFINED 02                  0   155728        0
AKAMAI TECHNOLOGIES INC        COM              00971T101      893      500 SH  Call DEFINED 02                  0      500        0
ALCOA INC                      COM              013817101      619    20260 SH       DEFINED 02                  0    20260        0
ALEXANDER & BALDWIN INC        COM              014482103      487    10204 SH       DEFINED 02                  0    10204        0
ALEXION PHARMACEUTICALS INC    COM              015351109      274      607 SH  Call DEFINED 02                  0      607        0
ALKERMES INC                   COM              01642T108      592    26826 SH       DEFINED 02                  0    26826        0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102      257     4200 SH       DEFINED 02                  0     4200        0
ALLERGAN INC                   COM              018490102      605     5575 SH       DEFINED 01                  0     5575        0
ALLERGAN INC                   COM              018490102     2674    24644 SH       DEFINED 02                  0    24644        0
ALLIANCE DATA SYSTEMS CORP     COM              018581108      337      450 SH  Call DEFINED 02                  0      450        0
ALLIANCE WORLD DLR GV FD II    COM              01879R106      391    31017 SH       DEFINED 01                  0    31017        0
ALLIANCEBERNSTEIN HOLDING LP   UNIT LTD PARTN   01881G106      762    11500 SH       DEFINED 02                  0    11500        0
ALLIANT TECHSYSTEMS INC        COM              018804104      456     5907 SH       DEFINED 02                  0     5907        0
ALLIED CAP CORP NEW            COM              01903Q108      620     4000 SH  Call DEFINED 02                  0     4000        0
ALLSCRIPTS HEALTHCARE SOLUTI   COM              01988P108     1140     2000 SH  Call DEFINED 02                  0     2000        0
ALLTEL CORP                    COM              020039103      223     3445 SH       DEFINED 02                  0     3445        0
ALLTEL CORP                    COM              020039103      270     1000 SH  Call DEFINED 02                  0     1000        0
ALPHA NATURAL RESOURCES INC    COM              02076X102      606    26200 SH       DEFINED 02                  0    26200        0
ALTAIR NANOTECHNOLOGIES INC    COM              021373105       80    22571 SH       DEFINED 02                  0    22571        0
ALTERA CORP                    COM              021441100     1263    61211 SH       DEFINED 02                  0    61211        0
ALTRIA GROUP INC               COM              02209S103     1065    15024 SH       DEFINED 02                  0    15024        0
ALTRIA GROUP INC               COM              02209S103     5082     9291 SH  Call DEFINED 02                  0     9291        0
ALTRIA GROUP INC               COM              02209S103      947     4492 SH  Put  DEFINED 02                  0     4492        0
ALTRIA GROUP INC               COM              02209S103     2083    29394 SH       DEFINED 01                  0    29394        0
ALVARION LTD                   SHS              M0861T100      120    13342 SH       DEFINED 02                  0    13342        0
AMAZON COM INC                 COM              023135106     2728    74724 SH       DEFINED 02                  0    74724        0
AMBAC FINL GROUP INC           COM              023139108     2017    25342 SH       DEFINED 02                  0    25342        0
AMEDISYS INC                   COM              023436108      454    13058 SH       DEFINED 02                  0    13058        0
AMERADA HESS CORP              COM              023551104    10295    72297 SH       DEFINED 02                  0    72297        0
AMERADA HESS CORP              COM              023551104      221       91 SH  Call DEFINED 02                  0       91        0
AMERADA HESS CORP              COM              023551104      225      664 SH  Put  DEFINED 02                  0      664        0
AMERICA MOVIL S A DE C V       SPON ADR L SHS   02364W105      513    14965 SH       DEFINED 02                  0    14965        0
AMERICA MOVIL S A DE C V       SPON ADR L SHS   02364W105     1583     1887 SH  Call DEFINED 02                  0     1887        0
AMERICAN AXLE & MFG HLDGS IN   COM              024061103     1046    61089 SH       DEFINED 02                  0    61089        0
AMERICAN AXLE & MFG HLDGS IN   COM              024061103      434     1033 SH  Put  DEFINED 02                  0     1033        0
AMERICAN CAMPUS CMNTYS INC     COM              024835100      263    10154 SH       DEFINED 02                  0    10154        0
AMERICAN COMMERCIAL LINES      COM NEW          025195207      335     7100 SH       DEFINED 02                  0     7100        0
AMERICAN EAGLE OUTFITTERS NE   COM              02553E106     1271    42550 SH       DEFINED 02                  0    42550        0
AMERICAN ELEC PWR INC          COM              025537101      474    13943 SH       DEFINED 01                  0    13943        0
AMERICAN EXPRESS CO            COM              025816109    54567  1038383 SH       DEFINED 02                  0  1038383        0
AMERICAN EXPRESS CO            COM              025816109      745     2996 SH  Call DEFINED 02                  0     2996        0
AMERICAN FINL GROUP INC OHIO   COM              025932104      565    13583 SH       DEFINED 02                  0    13583        0
AMERICAN HOME MTG INVT CORP    COM              02660R107      453    14500 SH       DEFINED 02                  0    14500        0
AMERICAN INTL GROUP INC        COM              026874107      713     3812 SH  Put  DEFINED 02                  0     3812        0
AMERICAN INTL GROUP INC        COM              026874107    10107   152921 SH       DEFINED 02                  0   152921        0
AMERICAN INTL GROUP INC        COM              026874107     1685     4366 SH  Call DEFINED 02                  0     4366        0
AMERICAN PHARMACEUTICALS PTN   COM              02886P109      305      366 SH  Put  DEFINED 02                  0      366        0
AMERICAN PHARMACEUTICALS PTN   COM              02886P109     1762    61858 SH       DEFINED 02                  0    61858        0
AMERICAN PWR CONVERSION CORP   COM              029066107     1443    62420 SH       DEFINED 02                  0    62420        0
AMERICAN SCIENCE & ENGR INC    COM              029429107     3857    41300 SH       DEFINED 02                  0    41300        0
AMERICAN STD COS INC DEL       COM              029712106      514    12000 SH       DEFINED 02                  0    12000        0
AMERICAN STS WTR CO            COM              029899101     1231    32953 SH       DEFINED 02                  0    32953        0
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      453    39913 SH       DEFINED 02                  0    39913        0
AMERICAN TOWER CORP            CL A             029912201     2362     2064 SH  Call DEFINED 02                  0     2064        0
AMERICREDIT CORP               COM              03060R101      777    25269 SH       DEFINED 02                  0    25269        0
AMERIPRISE FINL INC            COM              03076C106     5157   114444 SH       DEFINED 02                  0   114444        0
AMERIPRISE FINL INC            COM              03076C106      937    20785 SH       DEFINED 01                  0    20785        0
AMGEN INC                      COM              031162100     1760    24198 SH       DEFINED 02                  0    24198        0
AMGEN INC                      COM              031162100      810     1920 SH  Put  DEFINED 02                  0     1920        0
AMKOR TECHNOLOGY INC           COM              031652100      255    29506 SH       DEFINED 02                  0    29506        0
AMPHENOL CORP NEW              CL A             032095101      612    11731 SH       DEFINED 02                  0    11731        0
AMR CORP                       COM              001765106     3000   110898 SH       DEFINED 02                  0   110898        0
AMR CORP                       COM              001765106     5639     5132 SH  Call DEFINED 02                  0     5132        0
AMR CORP                       COM              001765106      339     4250 SH  Put  DEFINED 02                  0     4250        0
AMSOUTH BANCORPORATION         COM              032165102     1318    48719 SH       DEFINED 02                  0    48719        0
AMYLIN PHARMACEUTICALS INC     COM              032346108     7360   150349 SH       DEFINED 02                  0   150349        0
AMYLIN PHARMACEUTICALS INC     COM              032346108     2768     4736 SH  Call DEFINED 02                  0     4736        0
AMYLIN PHARMACEUTICALS INC     COM              032346108      300     1325 SH  Put  DEFINED 02                  0     1325        0
ANADARKO PETE CORP             COM              032511107      576     5703 SH       DEFINED 02                  0     5703        0
ANADARKO PETE CORP             COM              032511107      445     2000 SH  Put  DEFINED 02                  0     2000        0
ANADARKO PETE CORP             COM              032511107      514      400 SH  Call DEFINED 02                  0      400        0
ANALOG DEVICES INC             COM              032654105     4620   120648 SH       DEFINED 02                  0   120648        0
ANDREW CORP                    COM              034425108      216    17627 SH       DEFINED 02                  0    17627        0
ANGLOGOLD ASHANTI LTD          SPONSORED ADR    035128206     1764    32600 SH       DEFINED 02                  0    32600        0
ANGLOGOLD ASHANTI LTD          SPONSORED ADR    035128206      395      300 SH  Call DEFINED 02                  0      300        0
ANHEUSER BUSCH COS INC         COM              035229103      293     6854 SH       DEFINED 02                  0     6854        0
ANNTAYLOR STORES CORP          COM              036115103     4440   120679 SH       DEFINED 02                  0   120679        0
ANTIGENICS INC DEL             COM              037032109      109    39702 SH       DEFINED 02                  0    39702        0
AON CORP                       COM              037389103     1410    33979 SH       DEFINED 02                  0    33979        0
APACHE CORP                    COM              037411105      480     5019 SH  Call DEFINED 02                  0     5019        0
APACHE CORP                    COM              037411105      481     1446 SH  Put  DEFINED 02                  0     1446        0
APACHE CORP                    COM              037411105     5654    86306 SH       DEFINED 02                  0    86306        0
APEX SILVER MINES LTD          ORD              G04074103      350     1850 SH  Call DEFINED 02                  0     1850        0
APOLLO GROUP INC               CL A             037604105      803    15287 SH       DEFINED 02                  0    15287        0
APPLE COMPUTER INC             COM              037833100     2179    34744 SH       DEFINED 02                  0    34744        0
APPLE COMPUTER INC             COM              037833100     7368     6235 SH  Call DEFINED 02                  0     6235        0
APPLE COMPUTER INC             COM              037833100      778     1451 SH  Put  DEFINED 02                  0     1451        0
APPLIED MATLS INC              COM              038222105     6205   354381 SH       DEFINED 02                  0   354381        0
APPLIED MICRO CIRCUITS CORP    COM              03822W109       43    10526 SH       DEFINED 02                  0    10526        0
APPLIED MICRO CIRCUITS CORP    COM              03822W109      446     2574 SH  Call DEFINED 02                  0     2574        0
AQUA AMERICA INC               COM              03836W103      809    29091 SH       DEFINED 02                  0    29091        0
AQUILA INC                     COM              03840P102       66    16435 SH       DEFINED 02                  0    16435        0
ARCH COAL INC                  COM              039380100    28929   380945 SH       DEFINED 02                  0   380945        0
ARCH COAL INC                  COM              039380100     1733     1873 SH  Call DEFINED 02                  0     1873        0
ARCHER DANIELS MIDLAND CO      COM              039483102      528    15700 SH       DEFINED 02                  0    15700        0
ARCHSTONE SMITH TR             COM              039583109     1028    21076 SH       DEFINED 02                  0    21076        0
ARENA RESOURCES INC            COM              040049108      693    19859 SH       DEFINED 02                  0    19859        0
ARIAD PHARMACEUTICALS INC      COM              04033A100      136    20700 SH       DEFINED 02                  0    20700        0
ARROWHEAD RESH CORP            COM              042797100      276    53902 SH       DEFINED 02                  0    53902        0
ARTHROCARE CORP                COM              043136100      731    15290 SH       DEFINED 02                  0    15290        0
ASA BERMUDA LIMITED            COM              G3156P103     1300    20000 SH       DEFINED 02                  0    20000        0
ASHLAND INC NEW                COM              044209104      307     4323 SH       DEFINED 02                  0     4323        0
ASML HLDG NV                   N Y SHS          N07059111      483    23700 SH       DEFINED 02                  0    23700        0
ASPREVA PHARMACEUTICALS CORP   COM              04538T109      363    14571 SH       DEFINED 02                  0    14571        0
ASTRAZENECA PLC                SPONSORED ADR    046353108     1256    25000 SH       DEFINED 02                  0    25000        0
AT&T INC                       COM              00206R102      418     3000 SH  Put  DEFINED 02                  0     3000        0
AT&T INC                       COM              00206R102     4585   169574 SH       DEFINED 02                  0   169574        0
ATMEL CORP                     COM              049513104      661   140135 SH       DEFINED 02                  0   140135        0
ATP OIL & GAS CORP             COM              00208J108      248      426 SH  Call DEFINED 02                  0      426        0
ATWOOD OCEANICS INC            COM              050095108      307     3036 SH       DEFINED 02                  0     3036        0
AU OPTRONICS CORP              SPONSORED ADR    002255107      784    52586 SH       DEFINED 02                  0    52586        0
AUDIOCODES LTD                 ORD              M15342104      184    13300 SH       DEFINED 02                  0    13300        0
AUTODESK INC                   COM              052769106      395    10243 SH       DEFINED 02                  0    10243        0
AUTONATION INC                 COM              05329W102     8153   378331 SH       DEFINED 02                  0   378331        0
AUTOZONE INC                   COM              053332102     1314    13179 SH       DEFINED 02                  0    13179        0
AVAYA INC                      COM              053499109      130    11476 SH       DEFINED 01                  0    11476        0
AVERY DENNISON CORP            COM              053611109      466     7966 SH       DEFINED 01                  0     7966        0
AVI BIOPHARMA INC              COM              002346104      243     2005 SH  Call DEFINED 02                  0     2005        0
AVID TECHNOLOGY INC            COM              05367P100      230     5290 SH       DEFINED 02                  0     5290        0
AVISTA CORP                    COM              05379B107      270    13072 SH       DEFINED 02                  0    13072        0
AVNET INC                      COM              053807103      282    11100 SH       DEFINED 02                  0    11100        0
AVON PRODS INC                 COM              054303102      547    17551 SH       DEFINED 02                  0    17551        0
AXCAN PHARMA INC               COM              054923107      133    10000 SH       DEFINED 02                  0    10000        0
AZTAR CORP                     COM              054802103      342     8153 SH       DEFINED 02                  0     8153        0
BADGER METER INC               COM              056525108      721    12656 SH       DEFINED 02                  0    12656        0
BAKER HUGHES INC               COM              057224107      748    10942 SH       DEFINED 02                  0    10942        0
BALLARD PWR SYS INC            COM              05858H104      738   108869 SH       DEFINED 02                  0   108869        0
BANCO ITAU HLDG FINANCIERA S   SP ADR 500 PFD   059602201      719    24161 SH       DEFINED 02                  0    24161        0
BANK NEW YORK INC              COM              064057102    15009   416441 SH       DEFINED 02                  0   416441        0
BANK NEW YORK INC              COM              064057102     2478     7678 SH  Call DEFINED 02                  0     7678        0
BANK OF AMERICA CORPORATION    COM              060505104    19550   429286 SH       DEFINED 02                  0   429286        0
BARD C R INC                   COM              067383109     3589    52934 SH       DEFINED 02                  0    52934        0
BARNES & NOBLE INC             COM              067774109     4233    91535 SH       DEFINED 02                  0    91535        0
BARR PHARMACEUTICALS INC       COM              068306109     7608   120801 SH       DEFINED 02                  0   120801        0
BARRICK GOLD CORP              COM              067901108      387    14202 SH       DEFINED 01                  0    14202        0
BARRICK GOLD CORP              COM              067901108     3067   112596 SH       DEFINED 02                  0   112596        0
BAUSCH & LOMB INC              COM              071707103      238     3740 SH       DEFINED 01                  0     3740        0
BB&T CORP                      COM              054937107     1142    29142 SH       DEFINED 02                  0    29142        0
BEA SYS INC                    COM              073325102      258     1029 SH  Call DEFINED 02                  0     1029        0
BEA SYS INC                    COM              073325102      483    36821 SH       DEFINED 02                  0    36821        0
BEAR STEARNS COS INC           COM              073902108     1493      863 SH  Call DEFINED 02                  0      863        0
BEAR STEARNS COS INC           COM              073902108    11047    79645 SH       DEFINED 02                  0    79645        0
BEAZER HOMES USA INC           COM              07556Q105     2116    32200 SH       DEFINED 02                  0    32200        0
BECKMAN COULTER INC            COM              075811109     1487    27250 SH       DEFINED 02                  0    27250        0
BED BATH & BEYOND INC          COM              075896100     2673    69601 SH       DEFINED 02                  0    69601        0
BELLSOUTH CORP                 COM              079860102     2703    78000 SH       DEFINED 02                  0    78000        0
BELLSOUTH CORP                 COM              079860102     1875     3000 SH  Call DEFINED 02                  0     3000        0
BELO CORP                      COM SER A        080555105      270    13597 SH       DEFINED 02                  0    13597        0
BERRY PETE CO                  CL A             085789105      363     5308 SH       DEFINED 02                  0     5308        0
BHP BILLITON LTD               SPONSORED ADR    088606108      260     1060 SH  Call DEFINED 02                  0     1060        0
BHP BILLITON LTD               SPONSORED ADR    088606108     3387    85000 SH       DEFINED 02                  0    85000        0
BIOGEN IDEC INC                COM              09062X103     3263    69281 SH       DEFINED 02                  0    69281        0
BIOMARIN PHARMACEUTICAL INC    COM              09061G101      769    57277 SH       DEFINED 02                  0    57277        0
BIOMET INC                     COM              090613100      308     8662 SH       DEFINED 02                  0     8662        0
BIOSCRIP INC                   COM              09069N108       92    12782 SH       DEFINED 02                  0    12782        0
BIOSITE INC                    COM              090945106      474     9125 SH       DEFINED 02                  0     9125        0
BIOSITE INC                    COM              090945106      244      402 SH  Put  DEFINED 02                  0      402        0
BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201    27111   140000 SH       DEFINED 02                  0   140000        0
BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201      465      988 SH  Put  DEFINED 02                  0      988        0
BIOVAIL CORP                   COM              09067J109     8769   360121 SH       DEFINED 02                  0   360121        0
BIOVAIL CORP                   COM              09067J109      328     1276 SH  Call DEFINED 02                  0     1276        0
BJ SVCS CO                     COM              055482103      801    23145 SH       DEFINED 02                  0    23145        0
BJS WHOLESALE CLUB INC         COM              05548J106     2448    77680 SH       DEFINED 02                  0    77680        0
BLACK HILLS CORP               COM              092113109      299     8800 SH       DEFINED 02                  0     8800        0
BLOCK H & R INC                COM              093671105      537    24810 SH       DEFINED 01                  0    24810        0
BLOCKBUSTER INC                CL A             093679108      139    34894 SH       DEFINED 01                  0    34894        0
BLOCKBUSTER INC                CL A             093679108      211     1085 SH  Put  DEFINED 02                  0     1085        0
BLUE COAT SYSTEMS INC          COM NEW          09534T508      651    29956 SH       DEFINED 02                  0    29956        0
BLUE COAT SYSTEMS INC          COM NEW          09534T508      357      899 SH  Put  DEFINED 02                  0      899        0
BLUEGREEN CORP                 COM              096231105      426    32227 SH       DEFINED 02                  0    32227        0
BLUELINX HLDGS INC             COM              09624H109      419    26200 SH       DEFINED 02                  0    26200        0
BMC SOFTWARE INC               COM              055921100      406    18732 SH       DEFINED 01                  0    18732        0
BOC GROUP PLC                  SPONSORED ADR    055617609      244     4544 SH       DEFINED 02                  0     4544        0
BOEING CO                      COM              097023105      458     1042 SH  Call DEFINED 02                  0     1042        0
BORG WARNER INC                COM              099724106      279      420 SH  Call DEFINED 02                  0      420        0
BOSTON COMMUNICATIONS GROUP    COM              100582105       28    10488 SH       DEFINED 02                  0    10488        0
BOSTON PROPERTIES INC          COM              101121101     5134    55061 SH       DEFINED 02                  0    55061        0
BOSTON SCIENTIFIC CORP         COM              101137107     1190    51615 SH       DEFINED 02                  0    51615        0
BOULDER TOTAL RETURN FD INC    COM              101541100      256    14358 SH       DEFINED 01                  0    14358        0
BOWATER INC                    COM              102183100      621    20988 SH       DEFINED 02                  0    20988        0
BP PLC                         SPONSORED ADR    055622104     3619    52500 SH       DEFINED 02                  0    52500        0
BRIGGS & STRATTON CORP         COM              109043109      213     6021 SH       DEFINED 02                  0     6021        0
BRINKS CO                      COM              109696104     5596   110250 SH       DEFINED 02                  0   110250        0
BRINKS CO                      COM              109696104      411     1413 SH  Call DEFINED 02                  0     1413        0
BRISTOL MYERS SQUIBB CO        COM              110122108      742    30163 SH       DEFINED 01                  0    30163        0
BRISTOL MYERS SQUIBB CO        COM              110122108     2416    98154 SH       DEFINED 02                  0    98154        0
BROADCOM CORP                  CL A             111320107     8770   203207 SH       DEFINED 02                  0   203207        0
BROADCOM CORP                  CL A             111320107      435      503 SH  Put  DEFINED 02                  0      503        0
BROADCOM CORP                  CL A             111320107      736     1467 SH  Call DEFINED 02                  0     1467        0
BROADWING CORP                 COM              11161E101      345    23415 SH       DEFINED 02                  0    23415        0
BROADWING CORP                 COM              11161E101      276      860 SH  Call DEFINED 02                  0      860        0
BROCADE COMMUNICATIONS SYS I   COM              111621108      134    20097 SH       DEFINED 02                  0    20097        0
BROWN FORMAN CORP              CL B             115637209     1047    13603 SH       DEFINED 01                  0    13603        0
BRUNSWICK CORP                 COM              117043109      972    25000 SH       DEFINED 01                  0    25000        0
BUCKLE INC                     COM              118440106      248     6056 SH       DEFINED 02                  0     6056        0
BUCYRUS INTL INC NEW           CL A             118759109     2350    48775 SH       DEFINED 02                  0    48775        0
BUILDING MATLS HLDG CORP       COM              120113105      304     8520 SH       DEFINED 02                  0     8520        0
BUNGE LIMITED                  COM              G16962105     2298    41250 SH       DEFINED 02                  0    41250        0
BURLINGTON NORTHN SANTA FE C   COM              12189T104     3592    43102 SH       DEFINED 02                  0    43102        0
BURLINGTON NORTHN SANTA FE C   COM              12189T104     1415     1191 SH  Call DEFINED 02                  0     1191        0
BURLINGTON RES INC             COM              122014103     1928    20981 SH       DEFINED 02                  0    20981        0
BURLINGTON RES INC             COM              122014103     1359      600 SH  Call DEFINED 02                  0      600        0
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107      380    10415 SH       DEFINED 02                  0    10415        0
C H ROBINSON WORLDWIDE INC     COM NEW          12541W209     1068    21749 SH       DEFINED 02                  0    21749        0
C H ROBINSON WORLDWIDE INC     COM NEW          12541W209     2399     1587 SH  Call DEFINED 02                  0     1587        0
CABLEVISION SYS CORP           CL A NY CABLVS   12686C109      911     2610 SH  Call DEFINED 02                  0     2610        0
CABOT CORP                     COM              127055101      248     7300 SH       DEFINED 02                  0     7300        0
CABOT OIL & GAS CORP           COM              127097103     2246    46855 SH       DEFINED 02                  0    46855        0
CADENCE DESIGN SYSTEM INC      COM              127387108      305    16471 SH       DEFINED 02                  0    16471        0
CALGON CARBON CORP             COM              129603106     1114   181141 SH       DEFINED 02                  0   181141        0
CALIFORNIA PIZZA KITCHEN INC   COM              13054D109      284     8758 SH       DEFINED 02                  0     8758        0
CALIFORNIA WTR SVC GROUP       COM              130788102      950    21087 SH       DEFINED 02                  0    21087        0
CALLAWAY GOLF CO               COM              131193104      394    22886 SH       DEFINED 02                  0    22886        0
CAMBRIDGE DISPLAY TECH INC     COM              132193103       94    11284 SH       DEFINED 02                  0    11284        0
CAMPBELL SOUP CO               COM              134429109      573    17693 SH       DEFINED 02                  0    17693        0
CANADIAN NAT RES LTD           COM              136385101     1263    22800 SH       DEFINED 02                  0    22800        0
CANYON RESOURCES CORP          COM NEW          138869300       10    11784 SH       DEFINED 01                  0    11784        0
CAPITAL ONE FINL CORP          COM              14040H105      648     8048 SH       DEFINED 01                  0     8048        0
CAPITAL ONE FINL CORP          COM              14040H105     2438    30284 SH       DEFINED 02                  0    30284        0
CAPSTONE TURBINE CORP          COM              14067D102      736   202140 SH       DEFINED 02                  0   202140        0
CARDINAL HEALTH INC            COM              14149Y108     4025     5957 SH  Call DEFINED 02                  0     5957        0
CARDINAL HEALTH INC            COM              14149Y108     2356    31612 SH       DEFINED 02                  0    31612        0
CAREER EDUCATION CORP          COM              141665109      513    13600 SH       DEFINED 02                  0    13600        0
CARPENTER TECHNOLOGY CORP      COM              144285103      886     9373 SH       DEFINED 02                  0     9373        0
CATERPILLAR INC DEL            COM              149123101      935    13017 SH       DEFINED 02                  0    13017        0
CATERPILLAR INC DEL            COM              149123101      585      880 SH  Call DEFINED 02                  0      880        0
CB RICHARD ELLIS GROUP INC     CL A             12497T101      257     3179 SH       DEFINED 02                  0     3179        0
CBRL GROUP INC                 COM              12489V106     7746   176400 SH       DEFINED 02                  0   176400        0
CBRL GROUP INC                 COM              12489V106      490     1248 SH  Call DEFINED 02                  0     1248        0
CBS CORP NEW                   CL B             124857202      210     8764 SH       DEFINED 01                  0     8764        0
CDC CORP                       SHS A            G2022L106       63    14420 SH       DEFINED 02                  0    14420        0
CELANESE CORP DEL              COM SER A        150870103      271    12900 SH       DEFINED 02                  0    12900        0
CELGENE CORP                   COM              151020104      940     1000 SH  Call DEFINED 02                  0     1000        0
CEMEX S A                      SPON ADR 5 ORD   151290889     2728    41792 SH       DEFINED 02                  0    41792        0
CEMEX S A                      SPON ADR 5 ORD   151290889     1132      745 SH  Call DEFINED 02                  0      745        0
CENTENE CORP DEL               COM              15135B101      597    20469 SH       DEFINED 02                  0    20469        0
CENTENNIAL COMMUNCTNS CORP N   CL A NEW         15133V208      103    14000 SH       DEFINED 02                  0    14000        0
CENTERPOINT ENERGY INC         COM              15189T107      194    16254 SH       DEFINED 02                  0    16254        0
CENTRAL EUROPEAN DIST CORP     COM              153435102      466    12124 SH       DEFINED 02                  0    12124        0
CENTURY ALUM CO                COM              156431108      299     7055 SH       DEFINED 02                  0     7055        0
CENTURYTEL INC                 COM              156700106      840     2000 SH  Call DEFINED 02                  0     2000        0
CEPHALON INC                   COM              156708109    13018   216074 SH       DEFINED 02                  0   216074        0
CEPHALON INC                   COM              156708109     2419     3138 SH  Put  DEFINED 02                  0     3138        0
CERADYNE INC                   COM              156710105     1300     3999 SH  Call DEFINED 02                  0     3999        0
CHARLES RIV LABS INTL INC      COM              159864107      948    19347 SH       DEFINED 02                  0    19347        0
CHARTER COMMUNICATIONS INC D   CL A             16117M107       17    15743 SH       DEFINED 02                  0    15743        0
CHATTEM INC                    COM              162456107     1072    28463 SH       DEFINED 02                  0    28463        0
CHEESECAKE FACTORY INC         COM              163072101      245     1012 SH  Call DEFINED 02                  0     1012        0
CHENIERE ENERGY INC            COM NEW          16411R208     2315     4975 SH  Call DEFINED 02                  0     4975        0
CHENIERE ENERGY INC            COM NEW          16411R208      240     1550 SH  Put  DEFINED 02                  0     1550        0
CHESAPEAKE CORP                COM              165159104      202    14589 SH       DEFINED 01                  0    14589        0
CHESAPEAKE ENERGY CORP         COM              165167107     3910   124469 SH       DEFINED 02                  0   124469        0
CHESAPEAKE ENERGY CORP         COM              165167107     2640     9649 SH  Call DEFINED 02                  0     9649        0
CHESAPEAKE ENERGY CORP         COM              165167107      851     4049 SH  Put  DEFINED 02                  0     4049        0
CHEVRON CORP NEW               COM              166764100      873     2724 SH  Put  DEFINED 02                  0     2724        0
CHEVRON CORP NEW               COM              166764100     2204    38026 SH       DEFINED 02                  0    38026        0
CHEVRON CORP NEW               COM              166764100      627     2245 SH  Call DEFINED 02                  0     2245        0
CHICAGO MERCANTILE HLDGS INC   CL A             167760107     1880     4200 SH       DEFINED 02                  0     4200        0
CHICOS FAS INC                 COM              168615102     2205    54266 SH       DEFINED 02                  0    54266        0
CHINA LIFE INS CO LTD          SPON ADR REP H   16939P106      206     4029 SH       DEFINED 02                  0     4029        0
CHINA NETCOM GROUP CORP HK L   SPONSORED ADR    16940Q101      246     6958 SH       DEFINED 01                  0     6958        0
CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R108      318     5455 SH       DEFINED 02                  0     5455        0
CHIRON CORP                    COM              170040109     1060    23130 SH       DEFINED 02                  0    23130        0
CIENA CORP                     COM              171779101      167    32121 SH       DEFINED 02                  0    32121        0
CIGNA CORP                     COM              125509109      994     7610 SH       DEFINED 01                  0     7610        0
CIMAREX ENERGY CO              COM              171798101     2603    60173 SH       DEFINED 02                  0    60173        0
CINERGY CORP                   COM              172474108      790    17400 SH       DEFINED 02                  0    17400        0
CINTAS CORP                    COM              172908105      513    12044 SH       DEFINED 02                  0    12044        0
CIRCUIT CITY STORE INC         COM              172737108     7503   306480 SH       DEFINED 02                  0   306480        0
CISCO SYS INC                  COM              17275R102     9971   460131 SH       DEFINED 02                  0   460131        0
CISCO SYS INC                  COM              17275R102     1479     4792 SH  Call DEFINED 02                  0     4792        0
CIT GROUP INC                  COM              125581108      394     7367 SH       DEFINED 01                  0     7367        0
CIT GROUP INC                  COM              125581108      336     6275 SH       DEFINED 02                  0     6275        0
CITIGROUP INC                  COM              172967101      204     4320 SH       DEFINED 02                  0     4320        0
CITIGROUP INC                  COM              172967101     1273    12472 SH  Call DEFINED 02                  0    12472        0
CITIGROUP INC                  COM              172967101      212     2589 SH  Put  DEFINED 02                  0     2589        0
CITIZENS COMMUNICATIONS CO     COM              17453B101      408    30737 SH       DEFINED 01                  0    30737        0
CITIZENS COMMUNICATIONS CO     COM              17453B101      249    18795 SH       DEFINED 02                  0    18795        0
CITRIX SYS INC                 COM              177376100      227     5977 SH       DEFINED 02                  0     5977        0
CITRIX SYS INC                 COM              177376100      823      500 SH  Call DEFINED 02                  0      500        0
CLEVELAND CLIFFS INC           COM              185896107      405      726 SH  Call DEFINED 02                  0      726        0
CNET NETWORKS INC              COM              12613R104     1108    77968 SH       DEFINED 02                  0    77968        0
CNF INC                        COM              12612W104      624    12495 SH       DEFINED 02                  0    12495        0
CNOOC LTD                      SPONSORED ADR    126132109      321     4100 SH       DEFINED 02                  0     4100        0
COCA COLA CO                   COM              191216100     1620    38700 SH       DEFINED 02                  0    38700        0
COEUR D ALENE MINES CORP IDA   COM              192108108      915   139466 SH       DEFINED 02                  0   139466        0
COEUR D ALENE MINES CORP IDA   COM              192108108     1063     6452 SH  Call DEFINED 02                  0     6452        0
COEUR D ALENE MINES CORP IDA   COM              192108108      227     2309 SH  Put  DEFINED 02                  0     2309        0
COGNIZANT TECHNOLOGY SOLUTIO   CL A             192446102      242     4070 SH       DEFINED 02                  0     4070        0
COGNOS INC                     COM              19244C109      344     8842 SH       DEFINED 02                  0     8842        0
COLDWATER CREEK INC            COM              193068103      428    15401 SH       DEFINED 02                  0    15401        0
COLGATE PALMOLIVE CO           COM              194162103     1495    26183 SH       DEFINED 02                  0    26183        0
COMCAST CORP NEW               CL A             20030N101      822    31423 SH       DEFINED 02                  0    31423        0
COMERICA INC                   COM              200340107     1369    23612 SH       DEFINED 02                  0    23612        0
COMMERCE BANCORP INC NJ        COM              200519106      595     1562 SH  Call DEFINED 02                  0     1562        0
COMMONWEALTH TEL ENTERPRISES   COM              203349105     2531    73458 SH       DEFINED 02                  0    73458        0
COMMONWEALTH TEL ENTERPRISES   COM              203349105      512     1018 SH  Put  DEFINED 02                  0     1018        0
COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W203     1085    25258 SH       DEFINED 02                  0    25258        0
COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A102     1008    45820 SH       DEFINED 02                  0    45820        0
COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   204409601      453     9970 SH       DEFINED 02                  0     9970        0
COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    204412209     4670    96233 SH       DEFINED 02                  0    96233        0
COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    204412209      428      500 SH  Call DEFINED 02                  0      500        0
COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    204412209      775     3530 SH  Put  DEFINED 02                  0     3530        0
COMPANIA DE TELECOMUNICS CHI   SPON ADR NEW     204449300      354    39578 SH       DEFINED 02                  0    39578        0
COMPUCREDIT CORP               COM              20478N100      790     2000 SH  Call DEFINED 02                  0     2000        0
COMPUTER SCIENCES CORP         COM              205363104      429     7717 SH       DEFINED 01                  0     7717        0
COMPUTER SCIENCES CORP         COM              205363104     5564   100157 SH       DEFINED 02                  0   100157        0
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402     4317   183463 SH       DEFINED 02                  0   183463        0
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402      383     1741 SH  Put  DEFINED 02                  0     1741        0
CONAGRA FOODS INC              COM              205887102     4081   190154 SH       DEFINED 02                  0   190154        0
CONAGRA FOODS INC              COM              205887102      381     3935 SH  Put  DEFINED 02                  0     3935        0
CONEXANT SYSTEMS INC           COM              207142100      123    35782 SH       DEFINED 02                  0    35782        0
CONOCOPHILLIPS                 COM              20825C104    13847   219272 SH       DEFINED 02                  0   219272        0
CONOCOPHILLIPS                 COM              20825C104      726     4030 SH  Call DEFINED 02                  0     4030        0
CONOCOPHILLIPS                 COM              20825C104      293     2000 SH  Put  DEFINED 02                  0     2000        0
CONSOL ENERGY INC              COM              20854P109     6860    92506 SH       DEFINED 02                  0    92506        0
CONSOL ENERGY INC              COM              20854P109     5234     5753 SH  Call DEFINED 02                  0     5753        0
CONSOL ENERGY INC              COM              20854P109      676     2372 SH  Put  DEFINED 02                  0     2372        0
CONSOLIDATED EDISON INC        COM              209115104      847    19466 SH       DEFINED 02                  0    19466        0
CONSOLIDATED WATER CO INC      ORD              G23773107     1044    42632 SH       DEFINED 02                  0    42632        0
CONTINENTAL AIRLS INC          CL B             210795308     4229   157187 SH       DEFINED 02                  0   157187        0
CONTINENTAL AIRLS INC          CL B             210795308     2367     1537 SH  Call DEFINED 02                  0     1537        0
CONTINENTAL AIRLS INC          CL B             210795308      435     4237 SH  Put  DEFINED 02                  0     4237        0
COOPER CAMERON CORP            COM              216640102     2724    61806 SH       DEFINED 02                  0    61806        0
COOPER COS INC                 COM NEW          216648402      351     6500 SH       DEFINED 02                  0     6500        0
COOPER COS INC                 COM NEW          216648402     1012      866 SH  Call DEFINED 02                  0      866        0
COOPER COS INC                 COM NEW          216648402      282     1418 SH  Put  DEFINED 02                  0     1418        0
COOPER INDS LTD                CL A             G24182100      304     3502 SH       DEFINED 02                  0     3502        0
COPART INC                     COM              217204106      412    15000 SH       DEFINED 02                  0    15000        0
CORNING INC                    COM              219350105     1111    41297 SH       DEFINED 02                  0    41297        0
COSTCO WHSL CORP NEW           COM              22160K105     4983    92000 SH       DEFINED 02                  0    92000        0
COUNTRYWIDE FINANCIAL CORP     COM              222372104     2776    75653 SH       DEFINED 02                  0    75653        0
COVANTA HLDG CORP              COM              22282E102      339     4370 SH  Call DEFINED 02                  0     4370        0
COVENTRY HEALTH CARE INC       COM              222862104      358     6627 SH       DEFINED 01                  0     6627        0
COVENTRY HEALTH CARE INC       COM              222862104      389     7198 SH       DEFINED 02                  0     7198        0
COVENTRY HEALTH CARE INC       COM              222862104      236      513 SH  Put  DEFINED 02                  0      513        0
COX RADIO INC                  CL A             224051102      817    60887 SH       DEFINED 02                  0    60887        0
CREE INC                       COM              225447101      798    24313 SH       DEFINED 02                  0    24313        0
CROWN CASTLE INTL CORP         COM              228227104      844    29765 SH       DEFINED 02                  0    29765        0
CSG SYS INTL INC               COM              126349109      370     1000 SH  Call DEFINED 02                  0     1000        0
CSX CORP                       COM              126408103     1124    18807 SH       DEFINED 02                  0    18807        0
CUBIST PHARMACEUTICALS INC     COM              229678107      311    13542 SH       DEFINED 02                  0    13542        0
CV THERAPEUTICS INC            COM              126667104      241    10926 SH       DEFINED 02                  0    10926        0
CVS CORP                       COM              126650100      453    15173 SH       DEFINED 01                  0    15173        0
CYBERONICS INC                 COM              23251P102      204     1919 SH  Call DEFINED 02                  0     1919        0
CYPRESS SEMICONDUCTOR CORP     COM              232806109     5076   299487 SH       DEFINED 02                  0   299487        0
CYTEC INDS INC                 COM              232820100      211      227 SH  Call DEFINED 02                  0      227        0
CYTYC CORP                     COM              232946103      352    12503 SH       DEFINED 02                  0    12503        0
DAIMLERCHRYSLER AG             ORD              D1668R123      417     7255 SH       DEFINED 01                  0     7255        0
DAKTRONICS INC                 COM              234264109      453    12400 SH       DEFINED 02                  0    12400        0
DANAHER CORP DEL               COM              235851102     1167    18367 SH       DEFINED 02                  0    18367        0
DAVITA INC                     COM              23918K108      843    14000 SH       DEFINED 02                  0    14000        0
DEERE & CO                     COM              244199105     1178    14896 SH       DEFINED 02                  0    14896        0
DEERE & CO                     COM              244199105      225      150 SH  Call DEFINED 02                  0      150        0
DELAWARE INV GLBL DIV & INC    COM              245916101      193    15008 SH       DEFINED 01                  0    15008        0
DELL INC                       COM              24702R101      769    25826 SH       DEFINED 02                  0    25826        0
DELPHI FINL GROUP INC          CL A             247131105      589    11400 SH       DEFINED 02                  0    11400        0
DELTA PETE CORP                COM NEW          247907207      655     2200 SH  Put  DEFINED 02                  0     2200        0
DENBURY RES INC                COM NEW          247916208      478    15084 SH       DEFINED 02                  0    15084        0
DEVON ENERGY CORP NEW          COM              25179M103      423      699 SH  Put  DEFINED 02                  0      699        0
DEVON ENERGY CORP NEW          COM              25179M103     3136    51267 SH       DEFINED 02                  0    51267        0
DEVON ENERGY CORP NEW          COM              25179M103      465     1650 SH  Call DEFINED 02                  0     1650        0
DIAMOND OFFSHORE DRILLING IN   COM              25271C102      219     2447 SH       DEFINED 02                  0     2447        0
DIAMOND OFFSHORE DRILLING IN   COM              25271C102     7057     3059 SH  Call DEFINED 02                  0     3059        0
DIGENE CORP                    COM              253752109      473    12102 SH       DEFINED 02                  0    12102        0
DIGITAL RIV INC                COM              25388B104      201     1474 SH  Call DEFINED 02                  0     1474        0
DILLARDS INC                   CL A             254067101     2023    77700 SH       DEFINED 02                  0    77700        0
DIONEX CORP                    COM              254546104      889    14457 SH       DEFINED 02                  0    14457        0
DIRECTV GROUP INC              COM              25459L106      957    58371 SH       DEFINED 02                  0    58371        0
DISCOVERY HOLDING CO           CL A COM         25468Y107      282    18813 SH       DEFINED 02                  0    18813        0
DISNEY WALT CO                 COM DISNEY       254687106     2702    96892 SH       DEFINED 02                  0    96892        0
DISTRIBUTED ENERGY SYS CORP    COM              25475V104      635    89458 SH       DEFINED 02                  0    89458        0
DOLLAR GEN CORP                COM              256669102     5434   307505 SH       DEFINED 02                  0   307505        0
DOMINION RES INC VA NEW        COM              25746U109      801    11600 SH       DEFINED 02                  0    11600        0
DOVER CORP                     COM              260003108      349     7185 SH       DEFINED 02                  0     7185        0
DOW CHEM CO                    COM              260543103     8977   221105 SH       DEFINED 02                  0   221105        0
DOW CHEM CO                    COM              260543103      238      250 SH  Put  DEFINED 02                  0      250        0
DOW JONES & CO INC             COM              260561105      246     6250 SH       DEFINED 02                  0     6250        0
DOWNEY FINL CORP               COM              261018105      905    13450 SH       DEFINED 02                  0    13450        0
DRESSER-RAND GROUP INC         COM              261608103      701    28200 SH       DEFINED 02                  0    28200        0
DREYFUS HIGH YIELD STRATEGIE   SH BEN INT       26200S101      272    67341 SH       DEFINED 01                  0    67341        0
DREYFUS STRATEGIC MUN BD FD    COM              26202F107      128    14524 SH       DEFINED 01                  0    14524        0
DRS TECHNOLOGIES INC           COM              23330X100      223      630 SH  Call DEFINED 02                  0      630        0
DST SYS INC DEL                COM              233326107      405      708 SH  Call DEFINED 02                  0      708        0
DST SYS INC DEL                COM              233326107      646    11144 SH       DEFINED 02                  0    11144        0
DTE ENERGY CO                  COM              233331107      537    13385 SH       DEFINED 01                  0    13385        0
DTE ENERGY CO                  COM              233331107     1136    28338 SH       DEFINED 02                  0    28338        0
DU PONT E I DE NEMOURS & CO    COM              263534109     2466    58426 SH       DEFINED 02                  0    58426        0
DU PONT E I DE NEMOURS & CO    COM              263534109      294     1824 SH  Call DEFINED 02                  0     1824        0
DUKE ENERGY CORP               COM              264399106      755     1267 SH  Call DEFINED 02                  0     1267        0
DUQUESNE LT HLDGS INC          COM              266233105      239    14470 SH       DEFINED 01                  0    14470        0
DYCOM INDS INC                 COM              267475101      224    10539 SH       DEFINED 02                  0    10539        0
DYNEGY INC NEW                 CL A             26816Q101      596     6350 SH  Call DEFINED 02                  0     6350        0
E M C CORP MASS                COM              268648102     1363   100000 SH       DEFINED 01                  0   100000        0
E TRADE FINANCIAL CORP         COM              269246104      723     1535 SH  Call DEFINED 02                  0     1535        0
EAGLE BROADBAND INC            COM              269437109       44   486801 SH       DEFINED 01                  0   486801        0
EARTHLINK INC                  COM              270321102      191    20000 SH       DEFINED 02                  0    20000        0
EASTMAN CHEM CO                COM              277432100     1064    20791 SH       DEFINED 02                  0    20791        0
EASTMAN KODAK CO               COM              277461109      572    20116 SH       DEFINED 01                  0    20116        0
EASTMAN KODAK CO               COM              277461109      820    28850 SH       DEFINED 02                  0    28850        0
EASTMAN KODAK CO               COM              277461109      265     2100 SH  Put  DEFINED 02                  0     2100        0
EATON CORP                     COM              278058102     1466    20089 SH       DEFINED 02                  0    20089        0
EBAY INC                       COM              278642103      547    14006 SH       DEFINED 02                  0    14006        0
EBAY INC                       COM              278642103     3507    11674 SH  Call DEFINED 02                  0    11674        0
ECC CAPITAL CORP               COM              26826M108       20    13407 SH       DEFINED 01                  0    13407        0
ECHELON CORP                   COM              27874N105     1254   132792 SH       DEFINED 02                  0   132792        0
ECOLAB INC                     COM              278865100      210     5486 SH       DEFINED 02                  0     5486        0
EDISON INTL                    COM              281020107     2751    66800 SH       DEFINED 02                  0    66800        0
EDWARDS AG INC                 COM              281760108      780    15650 SH       DEFINED 02                  0    15650        0
EDWARDS LIFESCIENCES CORP      COM              28176E108      409     9400 SH       DEFINED 02                  0     9400        0
EFJ INC                        COM              26843B101      684    63415 SH       DEFINED 02                  0    63415        0
EFUNDS CORP                    COM              28224R101     1104    42734 SH       DEFINED 02                  0    42734        0
ELAN PLC                       ADR              284131208     1444   100000 SH       DEFINED 01                  0   100000        0
ELAN PLC                       ADR              284131208     3212   222467 SH       DEFINED 02                  0   222467        0
ELAN PLC                       ADR              284131208     4012    14202 SH  Call DEFINED 02                  0    14202        0
ELAN PLC                       ADR              284131208     1057     7445 SH  Put  DEFINED 02                  0     7445        0
ELDORADO GOLD CORP NEW         COM              284902103      164    34317 SH       DEFINED 02                  0    34317        0
ELECTRONIC ARTS INC            COM              285512109     1899    34712 SH       DEFINED 02                  0    34712        0
ELECTRONIC ARTS INC            COM              285512109      382     1378 SH  Call DEFINED 02                  0     1378        0
ELECTRONIC DATA SYS NEW        COM              285661104      397     1605 SH  Call DEFINED 02                  0     1605        0
EMBRAER-EMPRESA BRASILEIRA D   SP ADR PFD SHS   29081M102      431    11696 SH       DEFINED 02                  0    11696        0
EMCORE CORP                    COM              290846104      921    90074 SH       DEFINED 02                  0    90074        0
EMDEON CORP                    COM              290849108      516    47747 SH       DEFINED 02                  0    47747        0
EMERSON ELEC CO                COM              291011104      488     5838 SH       DEFINED 01                  0     5838        0
EMERSON ELEC CO                COM              291011104      843    10084 SH       DEFINED 02                  0    10084        0
ENCANA CORP                    COM              292505104     5853   125250 SH       DEFINED 02                  0   125250        0
ENCANA CORP                    COM              292505104      681     2090 SH  Call DEFINED 02                  0     2090        0
ENCANA CORP                    COM              292505104     1017     2647 SH  Put  DEFINED 02                  0     2647        0
ENCORE MED CORP                COM              29256E109       67    13010 SH       DEFINED 02                  0    13010        0
ENDO PHARMACEUTICALS HLDGS I   COM              29264F205      992    30249 SH       DEFINED 02                  0    30249        0
ENERGY CONVERSION DEVICES IN   COM              292659109      338      571 SH  Call DEFINED 02                  0      571        0
ENERGY CONVERSION DEVICES IN   COM              292659109      653    13282 SH       DEFINED 02                  0    13282        0
ENERSIS S A                    SPONSORED ADR    29274F104      723    60939 SH       DEFINED 02                  0    60939        0
ENSCO INTL INC                 COM              26874Q100     5652   109862 SH       DEFINED 02                  0   109862        0
ENTERGY CORP NEW               COM              29364G103     1358    19700 SH       DEFINED 02                  0    19700        0
ENTERRA ENERGY TR              TR UNIT          29381P102      319    23200 SH       DEFINED 02                  0    23200        0
ENZO BIOCHEM INC               COM              294100102      240    17775 SH       DEFINED 02                  0    17775        0
ENZON PHARMACEUTICALS INC      COM              293904108      365    45000 SH       DEFINED 02                  0    45000        0
EOG RES INC                    COM              26875P101     1855    25762 SH       DEFINED 02                  0    25762        0
EQUITABLE RES INC              COM              294549100      274     7505 SH       DEFINED 01                  0     7505        0
EQUITY OFFICE PROPERTIES TRU   COM              294741103     1230    36628 SH       DEFINED 02                  0    36628        0
EQUITY RESIDENTIAL             SH BEN INT       29476L107     3969    84826 SH       DEFINED 02                  0    84826        0
EQUUS II INC                   COM              294766100      106    13651 SH       DEFINED 01                  0    13651        0
ESCO TECHNOLOGIES INC          COM              296315104      767    15150 SH       DEFINED 02                  0    15150        0
ESPEED INC                     CL A             296643109     1330   166883 SH       DEFINED 02                  0   166883        0
EURONET WORLDWIDE INC          COM              298736109     1873     1461 SH  Call DEFINED 02                  0     1461        0
EVEREST RE GROUP LTD           COM              G3223R108     3792    40610 SH       DEFINED 02                  0    40610        0
EVERGREEN SOLAR INC            COM              30033R108      870    56473 SH       DEFINED 02                  0    56473        0
EXELIXIS INC                   COM              30161Q104      120    10000 SH       DEFINED 02                  0    10000        0
EXELON CORP                    COM              30161N101      361     6828 SH       DEFINED 01                  0     6828        0
EXPEDIA INC DEL                COM              30212P105      415    20458 SH       DEFINED 02                  0    20458        0
EXPEDITORS INTL WASH INC       COM              302130109     1215    14064 SH       DEFINED 02                  0    14064        0
EXPRESS SCRIPTS INC            COM              302182100      366     4164 SH       DEFINED 02                  0     4164        0
EXTREME NETWORKS INC           COM              30226D106      158    31499 SH       DEFINED 02                  0    31499        0
EXXON MOBIL CORP               COM              30231G102     3873    63638 SH       DEFINED 02                  0    63638        0
EXXON MOBIL CORP               COM              30231G102     4781     8670 SH  Call DEFINED 02                  0     8670        0
EXXON MOBIL CORP               COM              30231G102     6287   103299 SH       DEFINED 01                  0   103299        0
EXXON MOBIL CORP               COM              30231G102      702     4243 SH  Put  DEFINED 02                  0     4243        0
F M C CORP                     COM NEW          302491303      260     4200 SH       DEFINED 02                  0     4200        0
FACTSET RESH SYS INC           COM              303075105      355     8000 SH       DEFINED 02                  0     8000        0
FAIRMONT HOTELS RESORTS INC    COM              305204109      242      483 SH  Call DEFINED 02                  0      483        0
FAMILY DLR STORES INC          COM              307000109     5726   215271 SH       DEFINED 02                  0   215271        0
FASTENAL CO                    COM              311900104     1746    36876 SH       DEFINED 02                  0    36876        0
FASTENAL CO                    COM              311900104      226      265 SH  Call DEFINED 02                  0      265        0
FEDERAL HOME LN MTG CORP       COM              313400301     1374    22519 SH       DEFINED 01                  0    22519        0
FEDERAL HOME LN MTG CORP       COM              313400301      633    10380 SH       DEFINED 02                  0    10380        0
FEDERAL NATL MTG ASSN          COM              313586109     1172    22800 SH       DEFINED 02                  0    22800        0
FEDERATED DEPT STORES INC DE   COM              31410H101     1336    18298 SH       DEFINED 02                  0    18298        0
FEDEX CORP                     COM              31428X106     1929     1450 SH  Call DEFINED 02                  0     1450        0
FEDEX CORP                     COM              31428X106     2331    20633 SH       DEFINED 02                  0    20633        0
FIDELITY NATL TITLE GROUP IN   CL A             31620R105      333    14630 SH       DEFINED 02                  0    14630        0
FIFTH THIRD BANCORP            COM              316773100     1610    40916 SH       DEFINED 02                  0    40916        0
FINISH LINE INC                CL A             317923100      272    16512 SH       DEFINED 02                  0    16512        0
FIRST AMERN CORP CALIF         COM              318522307      548    14000 SH       DEFINED 02                  0    14000        0
FIRST DATA CORP                COM              319963104      537    11461 SH       DEFINED 01                  0    11461        0
FIRST DATA CORP                COM              319963104   133521  2851788 SH       DEFINED 02                  0  2851788        0
FIRST DATA CORP                COM              319963104     2112    21665 SH  Put  DEFINED 02                  0    21665        0
FIRST MARBLEHEAD CORP          COM              320771108      651     3425 SH  Call DEFINED 02                  0     3425        0
FIRST MARBLEHEAD CORP          COM              320771108      265     2000 SH  Put  DEFINED 02                  0     2000        0
FIRST MARBLEHEAD CORP          COM              320771108     3828    88500 SH       DEFINED 02                  0    88500        0
FISERV INC                     COM              337738108      303     7114 SH       DEFINED 02                  0     7114        0
FISHER SCIENTIFIC INTL INC     COM NEW          338032204      960    14100 SH       DEFINED 02                  0    14100        0
FISHER SCIENTIFIC INTL INC     COM NEW          338032204      509      932 SH  Call DEFINED 02                  0      932        0
FLAHERTY & CRUMRINE PFD INC    COM              33848E106      232    20256 SH       DEFINED 01                  0    20256        0
FLAMEL TECHNOLOGIES SA         SPONSORED ADR    338488109      723    34163 SH       DEFINED 02                  0    34163        0
FLEETWOOD ENTERPRISES INC      COM              339099103      255    22819 SH       DEFINED 02                  0    22819        0
FLEXTRONICS INTL LTD           ORD              Y2573F102      283    27310 SH       DEFINED 02                  0    27310        0
FLIR SYS INC                   COM              302445101      303      704 SH  Call DEFINED 02                  0      704        0
FLORIDA ROCK INDS INC          COM              341140101      545     9700 SH       DEFINED 02                  0     9700        0
FLOWSERVE CORP                 COM              34354P105      396     6782 SH       DEFINED 02                  0     6782        0
FLOWSERVE CORP                 COM              34354P105      355     6086 SH       DEFINED 01                  0     6086        0
FLUOR CORP NEW                 COM              343412102      464     5412 SH       DEFINED 02                  0     5412        0
FMC TECHNOLOGIES INC           COM              30249U101      531    10362 SH       DEFINED 02                  0    10362        0
FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   344419106      807     8800 SH       DEFINED 02                  0     8800        0
FORD MTR CO DEL                COM PAR $0.01    345370860     1055   132516 SH       DEFINED 02                  0   132516        0
FORD MTR CO DEL                COM PAR $0.01    345370860      364     2333 SH  Put  DEFINED 02                  0     2333        0
FORDING CDN COAL TR            TR UNIT          345425102      384    10100 SH       DEFINED 02                  0    10100        0
FOREST OIL CORP                COM PAR $0.01    346091705     2583    69471 SH       DEFINED 02                  0    69471        0
FOSTER WHEELER LTD             SHS NEW          G36535139     1310    27700 SH       DEFINED 02                  0    27700        0
FOUNDATION COAL HLDGS INC      COM              35039W100     1321    32100 SH       DEFINED 02                  0    32100        0
FOUNDRY NETWORKS INC           COM              35063R100      240    13200 SH       DEFINED 02                  0    13200        0
FPL GROUP INC                  COM              302571104      682    17000 SH       DEFINED 02                  0    17000        0
FRANKLIN ELEC INC              COM              353514102     1144    20927 SH       DEFINED 02                  0    20927        0
FRANKLIN RES INC               COM              354613101      217     2300 SH       DEFINED 02                  0     2300        0
FREDS INC                      CL A             356108100      254    19140 SH       DEFINED 02                  0    19140        0
FREEPORT-MCMORAN COPPER & GO   CL B             35671D857     2259    37798 SH       DEFINED 02                  0    37798        0
FREEPORT-MCMORAN COPPER & GO   CL B             35671D857      713     2850 SH  Put  DEFINED 02                  0     2850        0
FREESCALE SEMICONDUCTOR INC    CL B             35687M206     1393    50163 SH       DEFINED 02                  0    50163        0
FRONTIER OIL CORP              COM              35914P105      728    12272 SH       DEFINED 02                  0    12272        0
FRONTLINE LTD                  SHS              G3682E127      242     3055 SH  Put  DEFINED 02                  0     3055        0
FUELCELL ENERGY INC            COM              35952H106      774    67453 SH       DEFINED 02                  0    67453        0
GAP INC DEL                    COM              364760108     3790   202877 SH       DEFINED 02                  0   202877        0
GAP INC DEL                    COM              364760108      349     1755 SH  Call DEFINED 02                  0     1755        0
GARMIN LTD                     ORD              G37260109     1203     1323 SH  Call DEFINED 02                  0     1323        0
GARMIN LTD                     ORD              G37260109     3352    42201 SH       DEFINED 02                  0    42201        0
GATEWAY INC                    COM              367626108       39    17755 SH       DEFINED 02                  0    17755        0
GATEWAY INC                    COM              367626108      110    50000 SH       DEFINED 01                  0    50000        0
GATX CORP                      COM              361448103      309     7473 SH       DEFINED 02                  0     7473        0
GEMSTAR-TV GUIDE INTL INC      COM              36866W106      368   119116 SH       DEFINED 02                  0   119116        0
GENENTECH INC                  COM NEW          368710406    10043   118839 SH       DEFINED 02                  0   118839        0
GENERAL ELECTRIC CO            COM              369604103     3829   110081 SH       DEFINED 02                  0   110081        0
GENERAL ELECTRIC CO            COM              369604103     1472     4487 SH  Call DEFINED 02                  0     4487        0
GENERAL ELECTRIC CO            COM              369604103      316     2317 SH  Put  DEFINED 02                  0     2317        0
GENERAL GROWTH PPTYS INC       COM              370021107      662    13539 SH       DEFINED 02                  0    13539        0
GENERAL MLS INC                COM              370334104      578    11402 SH       DEFINED 02                  0    11402        0
GENERAL MTRS CORP              COM              370442105     1236     4700 SH  Call DEFINED 02                  0     4700        0
GENERAL MTRS CORP              COM              370442105      487     1560 SH  Put  DEFINED 02                  0     1560        0
GENITOPE CORP                  COM              37229P507      300    34462 SH       DEFINED 02                  0    34462        0
GENTEX CORP                    COM              371901109      550    31518 SH       DEFINED 02                  0    31518        0
GENUINE PARTS CO               COM              372460105     1947    44427 SH       DEFINED 02                  0    44427        0
GENZYME CORP                   COM              372917104     1054    15679 SH       DEFINED 02                  0    15679        0
GEORGIA GULF CORP              COM PAR $0.01    373200203      300    11561 SH       DEFINED 02                  0    11561        0
GERDAU S A                     SPONSORED ADR    373737105      668    29665 SH       DEFINED 02                  0    29665        0
GETTY IMAGES INC               COM              374276103      464     6200 SH       DEFINED 02                  0     6200        0
GIANT INDS INC                 COM              374508109      296     4253 SH       DEFINED 02                  0     4253        0
GILEAD SCIENCES INC            COM              375558103     3988    64093 SH       DEFINED 02                  0    64093        0
GIVEN IMAGING                  ORD SHS          M52020100      212     9195 SH       DEFINED 02                  0     9195        0
GLAMIS GOLD LTD                COM              376775102     1023    31317 SH       DEFINED 02                  0    31317        0
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105     1585    30300 SH       DEFINED 02                  0    30300        0
GLOBAL INDS LTD                COM              379336100      753    51962 SH       DEFINED 02                  0    51962        0
GLOBAL PMTS INC                COM              37940X102      288     5429 SH       DEFINED 01                  0     5429        0
GLOBALSANTAFE CORP             SHS              G3930E101      787      550 SH  Call DEFINED 02                  0      550        0
GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106      339    15415 SH       DEFINED 01                  0    15415        0
GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106     1898    86355 SH       DEFINED 02                  0    86355        0
GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106      369     4440 SH  Call DEFINED 02                  0     4440        0
GOLDCORP INC NEW               COM              380956409      504    17228 SH       DEFINED 01                  0    17228        0
GOLDCORP INC NEW               COM              380956409     4355   148879 SH       DEFINED 02                  0   148879        0
GOLDCORP INC NEW               COM              380956409      683     1408 SH  Call DEFINED 02                  0     1408        0
GOLDEN STAR RES LTD CDA        COM              38119T104      190    59616 SH       DEFINED 02                  0    59616        0
GOLDEN STAR RES LTD CDA        COM              38119T104      199    62251 SH       DEFINED 01                  0    62251        0
GOLDEN WEST FINL CORP DEL      COM              381317106      506     7454 SH       DEFINED 02                  0     7454        0
GOLDEN WEST FINL CORP DEL      COM              381317106      257      662 SH  Put  DEFINED 02                  0      662        0
GOLDMAN SACHS GROUP INC        COM              38141G104    13314     4324 SH  Call DEFINED 02                  0     4324        0
GOODYEAR TIRE & RUBR CO        COM              382550101      482    33283 SH       DEFINED 02                  0    33283        0
GOOGLE INC                     CL A             38259P508     9205    23602 SH       DEFINED 02                  0    23602        0
GOOGLE INC                     CL A             38259P508    16636     4196 SH  Call DEFINED 02                  0     4196        0
GOOGLE INC                     CL A             38259P508     6804     4102 SH  Put  DEFINED 02                  0     4102        0
GRACE W R & CO DEL NEW         COM              38388F108      852    64053 SH       DEFINED 02                  0    64053        0
GRAINGER W W INC               COM              384802104     2076    27552 SH       DEFINED 02                  0    27552        0
GRANT PRIDECO INC              COM              38821G101     1095    25555 SH       DEFINED 02                  0    25555        0
GRAPHIC PACKAGING CORP DEL     COM              388688103      147    71043 SH       DEFINED 01                  0    71043        0
GREAT ATLANTIC & PAC TEA INC   COM              390064103     2177    62315 SH       DEFINED 02                  0    62315        0
GREIF INC                      CL A             397624107      274     4000 SH       DEFINED 02                  0     4000        0
GROUP 1 AUTOMOTIVE INC         COM              398905109     1475     1766 SH  Call DEFINED 02                  0     1766        0
GUIDANT CORP                   COM              401698105      326     3050 SH  Call DEFINED 02                  0     3050        0
HAEMONETICS CORP               COM              405024100      339     6687 SH       DEFINED 01                  0     6687        0
HALLIBURTON CO                 COM              406216101     1497    20496 SH       DEFINED 01                  0    20496        0
HALLIBURTON CO                 COM              406216101    13550   185562 SH       DEFINED 02                  0   185562        0
HALLIBURTON CO                 COM              406216101     1453      500 SH  Call DEFINED 02                  0      500        0
HALLIBURTON CO                 COM              406216101      612     2765 SH  Put  DEFINED 02                  0     2765        0
HANOVER COMPRESSOR CO          COM              410768105      354    19000 SH       DEFINED 02                  0    19000        0
HANOVER COMPRESSOR CO          COM              410768105      505     1299 SH  Call DEFINED 02                  0     1299        0
HARLEY DAVIDSON INC            COM              412822108     3896    75100 SH       DEFINED 02                  0    75100        0
HARMAN INTL INDS INC           COM              413086109      476     4281 SH       DEFINED 02                  0     4281        0
HARMONY GOLD MNG LTD           SPONSORED ADR    413216300      595     2787 SH  Call DEFINED 02                  0     2787        0
HARMONY GOLD MNG LTD           SPONSORED ADR    413216300      235     1047 SH  Put  DEFINED 02                  0     1047        0
HARMONY GOLD MNG LTD           SPONSORED ADR    413216300     1001    63061 SH       DEFINED 02                  0    63061        0
HARRAHS ENTMT INC              COM              413619107      302     3876 SH       DEFINED 02                  0     3876        0
HARRAHS ENTMT INC              COM              413619107      301      343 SH  Call DEFINED 02                  0      343        0
HARRIS CORP DEL                COM              413875105      485     1217 SH  Call DEFINED 02                  0     1217        0
HARSCO CORP                    COM              415864107      339     4100 SH       DEFINED 02                  0     4100        0
HARTFORD FINL SVCS GROUP INC   COM              416515104      667     8282 SH       DEFINED 01                  0     8282        0
HASBRO INC                     COM              418056107      213    10100 SH       DEFINED 02                  0    10100        0
HCC INS HLDGS INC              COM              404132102      508    14600 SH       DEFINED 02                  0    14600        0
HEADWATERS INC                 COM              42210P102     1539    38682 SH       DEFINED 02                  0    38682        0
HEALTH MGMT ASSOC INC NEW      CL A             421933102     1057    49017 SH       DEFINED 02                  0    49017        0
HEALTH NET INC                 COM              42222G108     1065     2312 SH  Call DEFINED 02                  0     2312        0
HEALTHWAYS INC                 COM              422245100      255     5000 SH       DEFINED 02                  0     5000        0
HECLA MNG CO                   COM              422704106      294    44441 SH       DEFINED 02                  0    44441        0
HELMERICH & PAYNE INC          COM              423452101     1027    14704 SH       DEFINED 02                  0    14704        0
HEWLETT PACKARD CO             COM              428236103     3695   112324 SH       DEFINED 02                  0   112324        0
HILFIGER TOMMY CORP            ORD              G8915Z102      511    31000 SH       DEFINED 02                  0    31000        0
HILTON HOTELS CORP             COM              432848109     1128    44300 SH       DEFINED 02                  0    44300        0
HOLOGIC INC                    COM              436440101      520     9388 SH       DEFINED 02                  0     9388        0
HOME DEPOT INC                 COM              437076102    17989   425271 SH       DEFINED 02                  0   425271        0
HONEYWELL INTL INC             COM              438516106      585    13667 SH       DEFINED 02                  0    13667        0
HOSPIRA INC                    COM              441060100      798    20229 SH       DEFINED 02                  0    20229        0
HUANENG PWR INTL INC           SPON ADR N       443304100      249     8955 SH       DEFINED 02                  0     8955        0
HUMAN GENOME SCIENCES INC      COM              444903108      436     2650 SH  Put  DEFINED 02                  0     2650        0
HUMAN GENOME SCIENCES INC      COM              444903108     2321   213481 SH       DEFINED 02                  0   213481        0
HUMANA INC                     COM              444859102      881    16727 SH       DEFINED 02                  0    16727        0
HUNTINGTON BANCSHARES INC      COM              446150104      232     9597 SH       DEFINED 02                  0     9597        0
HYDROGENICS CORP               COM              448882100      533   153279 SH       DEFINED 02                  0   153279        0
HYPERCOM CORP                  COM              44913M105      111    11891 SH       DEFINED 01                  0    11891        0
I2 TECHNOLOGIES INC            COM NEW          465754208      287    16700 SH       DEFINED 02                  0    16700        0
IAC INTERACTIVECORP            COM NEW          44919P300      285     9658 SH       DEFINED 02                  0     9658        0
IAC INTERACTIVECORP            COM NEW          44919P300     1560     1000 SH  Call DEFINED 02                  0     1000        0
IAMGOLD CORP                   COM              450913108      394    45634 SH       DEFINED 02                  0    45634        0
IDACORP INC                    COM              451107106      335    10287 SH       DEFINED 02                  0    10287        0
IDEX CORP                      COM              45167R104      336     6437 SH       DEFINED 02                  0     6437        0
IDEXX LABS INC                 COM              45168D104      925    10707 SH       DEFINED 02                  0    10707        0
IMPCO TECHNOLOGIES INC         COM              45255W106      592    90763 SH       DEFINED 02                  0    90763        0
IMS HEALTH INC                 COM              449934108     1472    57130 SH       DEFINED 02                  0    57130        0
INCO LTD                       COM              453258402     1078    21600 SH       DEFINED 02                  0    21600        0
INDEVUS PHARMACEUTICALS INC    COM              454072109      490    79001 SH       DEFINED 02                  0    79001        0
INGERSOLL-RAND COMPANY LTD     CL A             G4776G101     1100    26334 SH       DEFINED 02                  0    26334        0
INHIBITEX INC                  COM              45719T103      225     1113 SH  Call DEFINED 02                  0     1113        0
INSITE VISION INC              COM              457660108       29    13428 SH       DEFINED 01                  0    13428        0
INSITUFORM TECHNOLOGIES INC    CL A             457667103     1230    46255 SH       DEFINED 02                  0    46255        0
INSTEEL INDUSTRIES INC         COM              45774W108      396      252 SH  Call DEFINED 02                  0      252        0
INTEGRA LIFESCIENCES HLDGS C   COM NEW          457985208     2300     2000 SH  Call DEFINED 02                  0     2000        0
INTEL CORP                     COM              458140100    17353   896791 SH       DEFINED 02                  0   896791        0
INTEL CORP                     COM              458140100      649     8783 SH  Call DEFINED 02                  0     8783        0
INTEL CORP                     COM              458140100     3593     7520 SH  Put  DEFINED 02                  0     7520        0
INTERCONTINENTALEXCHANGE INC   COM              45865V100      511     7400 SH       DEFINED 02                  0     7400        0
INTERCONTINENTALEXCHANGE INC   COM              45865V100      210      542 SH  Call DEFINED 02                  0      542        0
INTERDIGITAL COMMUNICATIONS    COM              45866A105     1224    49906 SH       DEFINED 02                  0    49906        0
INTERLEUKIN GENETICS INC       COM              458738101      106    14816 SH       DEFINED 01                  0    14816        0
INTERMAGNETICS GEN CORP        COM              458771102      493    19683 SH       DEFINED 02                  0    19683        0
INTERMUNE INC                  COM              45884X103      401     1335 SH  Call DEFINED 02                  0     1335        0
INTERNATIONAL BUSINESS MACHS   COM              459200101      870    10554 SH       DEFINED 02                  0    10554        0
INTERNATIONAL BUSINESS MACHS   COM              459200101      217     1880 SH  Call DEFINED 02                  0     1880        0
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101      783    22817 SH       DEFINED 02                  0    22817        0
INTERNATIONAL GAME TECHNOLOG   COM              459902102      566      674 SH  Call DEFINED 02                  0      674        0
INTERNATIONAL RECTIFIER CORP   COM              460254105      978    23607 SH       DEFINED 02                  0    23607        0
INTEROIL CORP                  COM              460951106      204    15500 SH       DEFINED 02                  0    15500        0
INTL PAPER CO                  COM              460146103      893    25834 SH       DEFINED 02                  0    25834        0
INTUITIVE SURGICAL INC         COM NEW          46120E602     2361    20009 SH       DEFINED 02                  0    20009        0
INTUITIVE SURGICAL INC         COM NEW          46120E602      568      366 SH  Call DEFINED 02                  0      366        0
IPSCO INC                      COM              462622101      416     4000 SH       DEFINED 02                  0     4000        0
IRELAND BK                     SPONSORED ADR    46267Q103      223     2994 SH       DEFINED 01                  0     2994        0
ISHARES INC                    MSCI MEXICO      464286822    12639   329650 SH       DEFINED 02                  0   329650        0
ISHARES INC                    MSCI UTD KINGD   464286699     4120   204378 SH       DEFINED 02                  0   204378        0
ISHARES INC                    MSCI TAIWAN      464286731     1723   135313 SH       DEFINED 02                  0   135313        0
ISHARES INC                    MSCI SWITZERLD   464286749     1903    90900 SH       DEFINED 02                  0    90900        0
ISHARES INC                    MSCI STH AFRCA   464286780     5701    49569 SH       DEFINED 02                  0    49569        0
ISHARES INC                    MSCI SPAIN       464286764     5565   136193 SH       DEFINED 02                  0   136193        0
ISHARES INC                    MSCI HONG KONG   464286871    27857  2064976 SH       DEFINED 02                  0  2064976        0
ISHARES INC                    MSCI GERMAN      464286806     1426    61877 SH       DEFINED 02                  0    61877        0
ISHARES INC                    MSCI FRANCE      464286707     1471    50362 SH       DEFINED 02                  0    50362        0
ISHARES INC                    MSCI BRAZIL      464286400    11675   292246 SH       DEFINED 02                  0   292246        0
ISHARES INC                    MSCI AUSTRIA     464286202      243     7800 SH       DEFINED 02                  0     7800        0
ISHARES INC                    MSCI AUSTRALIA   464286103     8459   422960 SH       DEFINED 02                  0   422960        0
ISHARES INC                    MSCI JAPAN       464286848    32150  2232595 SH       DEFINED 02                  0  2232595        0
ISHARES TR                     RUSL 2000 GROW   464287648      303      354 SH  Call DEFINED 02                  0      354        0
ISHARES TR                     RUSSELL1000GRW   464287614      222     4200 SH       DEFINED 02                  0     4200        0
ISHARES TR                     RUSSELL 3000     464287689     6789    89692 SH       DEFINED 02                  0    89692        0
ISHARES TR                     RUSSELL 2000     464287655      503     4800 SH  Put  DEFINED 02                  0     4800        0
ISHARES TR                     S&P 500 INDEX    464287200     8137    62640 SH       DEFINED 02                  0    62640        0
ISHARES TR                     RUSL 2000 VALU   464287630     9720   130055 SH       DEFINED 02                  0   130055        0
ISHARES TR                     S&P LTN AM 40    464287390     6750    48139 SH       DEFINED 02                  0    48139        0
ISHARES TR                     NYSE COMP INDX   464287143      475     6300 SH       DEFINED 02                  0     6300        0
ISHARES TR                     RUSL 3000 VALU   464287663     3042    31800 SH       DEFINED 02                  0    31800        0
ISHARES TR                     S&P 500 VALUE    464287408     6979   101502 SH       DEFINED 02                  0   101502        0
ISHARES TR                     S&P EURO PLUS    464287861    14107   158770 SH       DEFINED 02                  0   158770        0
ISHARES TR                     S&P GBL FIN      464287333      246     3100 SH       DEFINED 02                  0     3100        0
ISHARES TR                     S&P MIDCP VALU   464287705      825    10760 SH       DEFINED 02                  0    10760        0
ISHARES TR                     S&P/TOPIX 150    464287382      974     7800 SH       DEFINED 02                  0     7800        0
ISHARES TR                     S&P SMLCAP 600   464287804     7525   115355 SH       DEFINED 02                  0   115355        0
ISHARES TR                     20+ YR TRS BD    464287432      312     1340 SH  Put  DEFINED 02                  0     1340        0
ISHARES TR                     S&P SMLCP GROW   464287887     4392    33901 SH       DEFINED 02                  0    33901        0
ISHARES TR                     NYSE 100INX FD   464287135      209     3100 SH       DEFINED 02                  0     3100        0
ISHARES TR                     S&P GBL ENER     464287341     7517    73887 SH       DEFINED 02                  0    73887        0
ISHARES TR                     DJ SEL DIV INX   464287168     6502   103700 SH       DEFINED 02                  0   103700        0
ISHARES TR                     CONS GOODS IDX   464287812    25902   480474 SH       DEFINED 02                  0   480474        0
ISHARES TR                     COHEN&ST RLTY    464287564     5350    62284 SH       DEFINED 02                  0    62284        0
ISHARES TR                     NASDQ BIO INDX   464287556      719     8605 SH  Call DEFINED 02                  0     8605        0
ISHARES TR                     DJ US BAS MATL   464287838     7286   130417 SH       DEFINED 02                  0   130417        0
ISHARES TR                     DJ US FINL SEC   464287788     2417    22977 SH       DEFINED 02                  0    22977        0
ISHARES TR                     DJ US FINL SVC   464287770      350     2939 SH       DEFINED 02                  0     2939        0
ISHARES TR                     DJ US REAL EST   464287739    27978   380653 SH       DEFINED 02                  0   380653        0
ISHARES TR                     DJ US TECH SEC   464287721     1449    27660 SH       DEFINED 02                  0    27660        0
ISHARES TR                     DJ US UTILS      464287697    27340   361501 SH       DEFINED 02                  0   361501        0
ISHARES TR                     GS CORP BD FD    464287242      263     2500 SH       DEFINED 02                  0     2500        0
ISHARES TR                     MSCI EAFE IDX    464287465     8942   137735 SH       DEFINED 02                  0   137735        0
ISHARES TR                     MSCI EMERG MKT   464287234     2216    22387 SH       DEFINED 02                  0    22387        0
ISHARES TR                     MSCI EMERG MKT   464287234      555     1370 SH  Call DEFINED 02                  0     1370        0
ISHARES TR                     MSCI EMERG MKT   464287234      278      877 SH  Put  DEFINED 02                  0      877        0
ISHARES TR                     NASDQ BIO INDX   464287556    40428   490750 SH       DEFINED 02                  0   490750        0
ISHARES TR                     20+ YR TRS BD    464287432     4509    51900 SH       DEFINED 02                  0    51900        0
ISHARES TR                     DJ US TELECOMM   464287713      896    34633 SH       DEFINED 02                  0    34633        0
ITRON INC                      COM              465741106      915    15293 SH       DEFINED 02                  0    15293        0
ITT INDS INC IND               COM              450911102     1126    20032 SH       DEFINED 02                  0    20032        0
IVILLAGE INC                   COM              46588H105      251    29848 SH       DEFINED 02                  0    29848        0
J JILL GROUP INC               COM              466189107      248    10386 SH       DEFINED 02                  0    10386        0
JABIL CIRCUIT INC              COM              466313103     1110    25903 SH       DEFINED 02                  0    25903        0
JAMES RIVER COAL CO            COM NEW          470355207      410     2075 SH  Call DEFINED 02                  0     2075        0
JANUS CAP GROUP INC            COM              47102X105      378    16316 SH       DEFINED 02                  0    16316        0
JDS UNIPHASE CORP              COM              46612J101      834   200000 SH       DEFINED 01                  0   200000        0
JDS UNIPHASE CORP              COM              46612J101      215    51518 SH       DEFINED 02                  0    51518        0
JEFFERIES GROUP INC NEW        COM              472319102      233      150 SH  Call DEFINED 02                  0      150        0
JEFFERSON PILOT CORP           COM              475070108      444     7946 SH       DEFINED 02                  0     7946        0
JETBLUE AWYS CORP              COM              477143101      306    28548 SH       DEFINED 02                  0    28548        0
JLG INDS INC                   COM              466210101     2187    71040 SH       DEFINED 02                  0    71040        0
JOHNSON & JOHNSON              COM              478160104     2054    34677 SH       DEFINED 02                  0    34677        0
JOHNSON & JOHNSON              COM              478160104      261     1875 SH  Call DEFINED 02                  0     1875        0
JOHNSON CTLS INC               COM              478366107      336      373 SH  Call DEFINED 02                  0      373        0
JONES LANG LASALLE INC         COM              48020Q107      217     2837 SH       DEFINED 02                  0     2837        0
JOURNAL COMMUNICATIONS INC     CL A             481130102      194    15635 SH       DEFINED 02                  0    15635        0
JOY GLOBAL INC                 COM              481165108     1872    31312 SH       DEFINED 02                  0    31312        0
JOY GLOBAL INC                 COM              481165108      366      474 SH  Put  DEFINED 02                  0      474        0
JP MORGAN CHASE & CO           COM              46625H100    19167   460299 SH       DEFINED 02                  0   460299        0
JUNIPER NETWORKS INC           COM              48203R104      479     3123 SH  Call DEFINED 02                  0     3123        0
JUNIPER NETWORKS INC           COM              48203R104     1423    74427 SH       DEFINED 02                  0    74427        0
JUPITERMEDIA CORP              COM              48207D101      245    13641 SH       DEFINED 02                  0    13641        0
K2 INC                         COM              482732104      245    19503 SH       DEFINED 02                  0    19503        0
KERR MCGEE CORP                COM              492386107     4511    47245 SH       DEFINED 02                  0    47245        0
KEYCORP NEW                    COM              493267108     1798    48847 SH       DEFINED 02                  0    48847        0
KEYSPAN CORP                   COM              49337W100      307      521 SH  Call DEFINED 02                  0      521        0
KFX INC                        COM              48245L107     2183   119932 SH       DEFINED 02                  0   119932        0
KFX INC                        COM              48245L107      441     2163 SH  Put  DEFINED 02                  0     2163        0
KIMCO REALTY CORP              COM              49446R109     1421    34976 SH       DEFINED 02                  0    34976        0
KINDER MORGAN INC KANS         COM              49455P101      234      553 SH  Put  DEFINED 02                  0      553        0
KINDRED HEALTHCARE INC         COM              494580103      445    17709 SH       DEFINED 02                  0    17709        0
KINETIC CONCEPTS INC           COM NEW          49460W208     1490    36180 SH       DEFINED 02                  0    36180        0
KING PHARMACEUTICALS INC       COM              495582108      237    13720 SH       DEFINED 02                  0    13720        0
KINROSS GOLD CORP              COM NO PAR       496902404      889    81315 SH       DEFINED 02                  0    81315        0
KLA-TENCOR CORP                COM              482480100     4360    90164 SH       DEFINED 02                  0    90164        0
KNIGHT RIDDER INC              COM              499040103      222     3517 SH       DEFINED 02                  0     3517        0
KOHLS CORP                     COM              500255104     2878    54299 SH       DEFINED 02                  0    54299        0
KOHLS CORP                     COM              500255104      302      570 SH  Call DEFINED 02                  0      570        0
KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      395    50700 SH       DEFINED 02                  0    50700        0
KOOKMIN BK NEW                 SPONSORED ADR    50049M109      244     2850 SH       DEFINED 01                  0     2850        0
KOREA ELECTRIC PWR             SPONSORED ADR    500631106      671    31082 SH       DEFINED 02                  0    31082        0
KOS PHARMACEUTICALS INC        COM              500648100      955    20000 SH       DEFINED 02                  0    20000        0
KRISPY KREME DOUGHNUTS INC     COM              501014104      422     1064 SH  Call DEFINED 02                  0     1064        0
KROGER CO                      COM              501044101     1716    84264 SH       DEFINED 02                  0    84264        0
KT CORP                        SPONSORED ADR    48268K101      360    16915 SH       DEFINED 02                  0    16915        0
KYOCERA CORP                   ADR              501556203      691     7840 SH       DEFINED 02                  0     7840        0
LABORATORY CORP AMER HLDGS     COM NEW          50540R409      904    15450 SH       DEFINED 02                  0    15450        0
LAFARGE NORTH AMERICA INC      COM              505862102      438     5220 SH       DEFINED 02                  0     5220        0
LAM RESEARCH CORP              COM              512807108      242     5623 SH       DEFINED 02                  0     5623        0
LAMAR ADVERTISING CO           CL A             512815101     1815    34501 SH       DEFINED 02                  0    34501        0
LANDAMERICA FINL GROUP INC     COM              514936103      505     7447 SH       DEFINED 02                  0     7447        0
LANDSTAR SYS INC               COM              515098101      311     7043 SH       DEFINED 02                  0     7043        0
LAS VEGAS SANDS CORP           COM              517834107      275      510 SH  Call DEFINED 02                  0      510        0
LAUDER ESTEE COS INC           CL A             518439104      512    13778 SH       DEFINED 01                  0    13778        0
LAUDER ESTEE COS INC           CL A             518439104      346     9300 SH       DEFINED 02                  0     9300        0
LAYNE CHRISTENSEN CO           COM              521050104      883    26352 SH       DEFINED 02                  0    26352        0
LAZARD LTD                     SHS A            G54050102      708    16000 SH       DEFINED 02                  0    16000        0
LEAR CORP                      COM              521865105      316      701 SH  Call DEFINED 02                  0      701        0
LEAR CORP                      COM              521865105      257      222 SH  Put  DEFINED 02                  0      222        0
LEGG MASON INC                 COM              524901105     3011    24024 SH       DEFINED 02                  0    24024        0
LEHMAN BROS HLDGS INC          COM              524908100     5955    41200 SH       DEFINED 02                  0    41200        0
LEHMAN BROS HLDGS INC          COM              524908100     7617     1820 SH  Call DEFINED 02                  0     1820        0
LEHMAN BROS HLDGS INC          COM              524908100      478     1432 SH  Put  DEFINED 02                  0     1432        0
LENNAR CORP                    CL A             526057104    11713   193992 SH       DEFINED 02                  0   193992        0
LEVEL 3 COMMUNICATIONS INC     COM              52729N100      181    34940 SH       DEFINED 02                  0    34940        0
LEVEL 3 COMMUNICATIONS INC     COM              52729N100     1561     5650 SH  Call DEFINED 02                  0     5650        0
LEXMARK INTL NEW               CL A             529771107      953    21000 SH       DEFINED 02                  0    21000        0
LG PHILIP LCD CO LTD           SPONS ADR REP    50186V102      204     9000 SH       DEFINED 02                  0     9000        0
LIBERTY GLOBAL INC             COM SER C        530555309      562    28466 SH       DEFINED 02                  0    28466        0
LIBERTY GLOBAL INC             COM SER A        530555101      597    29150 SH       DEFINED 02                  0    29150        0
LIFECELL CORP                  COM              531927101      419    18600 SH       DEFINED 02                  0    18600        0
LIFEPOINT HOSPITALS INC        COM              53219L109      277     1400 SH  Call DEFINED 02                  0     1400        0
LILLY ELI & CO                 COM              532457108     7241   130942 SH       DEFINED 02                  0   130942        0
LILLY ELI & CO                 COM              532457108      548     1447 SH  Put  DEFINED 02                  0     1447        0
LIMITED BRANDS INC             COM              532716107     3699   151213 SH       DEFINED 02                  0   151213        0
LINDSAY MFG CO                 COM              535555106      639    23574 SH       DEFINED 02                  0    23574        0
LINEAR TECHNOLOGY CORP         COM              535678106      982    27992 SH       DEFINED 02                  0    27992        0
LIONS GATE ENTMNT CORP         COM NEW          535919203      576     3638 SH  Call DEFINED 02                  0     3638        0
LITHIA MTRS INC                CL A             536797103      279     8043 SH       DEFINED 02                  0     8043        0
LSI LOGIC CORP                 COM              502161102     1386   119898 SH       DEFINED 02                  0   119898        0
LUCENT TECHNOLOGIES INC        COM              549463107     1245   408068 SH       DEFINED 01                  0   408068        0
LUCENT TECHNOLOGIES INC        COM              549463107      563     9000 SH  Call DEFINED 02                  0     9000        0
M & T BK CORP                  COM              55261F104      241     2113 SH       DEFINED 01                  0     2113        0
M & T BK CORP                  COM              55261F104      728     6375 SH       DEFINED 02                  0     6375        0
MAF BANCORP INC                COM              55261R108      494    11288 SH       DEFINED 02                  0    11288        0
MAGNETEK INC                   COM              559424106      423   106630 SH       DEFINED 02                  0   106630        0
MANNKIND CORP                  COM              56400P201      318    15540 SH       DEFINED 02                  0    15540        0
MANOR CARE INC NEW             COM              564055101      591    13315 SH       DEFINED 01                  0    13315        0
MANOR CARE INC NEW             COM              564055101      238     5375 SH       DEFINED 02                  0     5375        0
MARRIOTT INTL INC NEW          CL A             571903202     1201    17500 SH       DEFINED 02                  0    17500        0
MARSH & MCLENNAN COS INC       COM              571748102     1907    64959 SH       DEFINED 02                  0    64959        0
MARSHALL & ILSLEY CORP         COM              571834100      906    20784 SH       DEFINED 02                  0    20784        0
MARTEK BIOSCIENCES CORP        COM              572901106      244     1708 SH  Call DEFINED 02                  0     1708        0
MARTEK BIOSCIENCES CORP        COM              572901106      427    13000 SH       DEFINED 02                  0    13000        0
MARTHA STEWART LIVING OMNIME   CL A             573083102      323      691 SH  Put  DEFINED 02                  0      691        0
MARTIN MARIETTA MATLS INC      COM              573284106     2313    21613 SH       DEFINED 02                  0    21613        0
MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H105     1679     1930 SH  Call DEFINED 02                  0     1930        0
MASCO CORP                     COM              574599106     1000    30793 SH       DEFINED 02                  0    30793        0
MASSEY ENERGY CORP             COM              576206106     2933     8275 SH  Call DEFINED 02                  0     8275        0
MATRITECH INC                  COM              576818108       32    38080 SH       DEFINED 01                  0    38080        0
MAXIM INTEGRATED PRODS INC     COM              57772K101     2696    72576 SH       DEFINED 02                  0    72576        0
MAXTOR CORP                    COM NEW          577729205      415    43450 SH       DEFINED 02                  0    43450        0
MAXWELL TECHNOLOGIES INC       COM              577767106      701    35912 SH       DEFINED 02                  0    35912        0
MBIA INC                       COM              55262C100     3223    53601 SH       DEFINED 02                  0    53601        0
MCAFEE INC                     COM              579064106     3423   140700 SH       DEFINED 02                  0   140700        0
MCAFEE INC                     COM              579064106      882     1400 SH  Put  DEFINED 02                  0     1400        0
MCDATA CORP                    CL A             580031201       76    16412 SH       DEFINED 02                  0    16412        0
MCDERMOTT INTL INC             COM              580037109      664    12199 SH       DEFINED 02                  0    12199        0
MCDONALDS CORP                 COM              580135101      518    15064 SH       DEFINED 02                  0    15064        0
MCMORAN EXPLORATION CO         COM              582411104      988    55373 SH       DEFINED 02                  0    55373        0
MECHANICAL TECHNOLOGY INC      COM              583538103      762   203317 SH       DEFINED 02                  0   203317        0
MEDAREX INC                    COM              583916101      882    66697 SH       DEFINED 02                  0    66697        0
MEDCO HEALTH SOLUTIONS INC     COM              58405U102     5245    91662 SH       DEFINED 02                  0    91662        0
MEDCO HEALTH SOLUTIONS INC     COM              58405U102      361     6313 SH       DEFINED 01                  0     6313        0
MEDIA GEN INC                  CL A             584404107      832    17848 SH       DEFINED 02                  0    17848        0
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309      361      750 SH  Call DEFINED 02                  0      750        0
MEDIMMUNE INC                  COM              584699102     1335    36508 SH       DEFINED 02                  0    36508        0
MEDIS TECHNOLOGIES LTD         COM              58500P107      621    26601 SH       DEFINED 02                  0    26601        0
MEDIS TECHNOLOGIES LTD         COM              58500P107      229      215 SH  Call DEFINED 02                  0      215        0
MEDTRONIC INC                  COM              585055106     3050    60093 SH       DEFINED 01                  0    60093        0
MEDTRONIC INC                  COM              585055106      270     5324 SH       DEFINED 02                  0     5324        0
MELLON FINL CORP               COM              58551A108     2574    72307 SH       DEFINED 02                  0    72307        0
MEMC ELECTR MATLS INC          COM              552715104     1247    33764 SH       DEFINED 02                  0    33764        0
MERCK & CO INC                 COM              589331107     3481    98811 SH       DEFINED 02                  0    98811        0
MERCK & CO INC                 COM              589331107      208     1159 SH  Call DEFINED 02                  0     1159        0
MEREDITH CORP                  COM              589433101      465     8339 SH       DEFINED 01                  0     8339        0
MERIDIAN GOLD INC              COM              589975101      841    28362 SH       DEFINED 02                  0    28362        0
MERRILL LYNCH & CO INC         COM              590188108     9912   125850 SH       DEFINED 02                  0   125850        0
MERRILL LYNCH & CO INC         COM              590188108     6174     5066 SH  Call DEFINED 02                  0     5066        0
MERRILL LYNCH & CO INC         COM              590188108      586     4937 SH  Put  DEFINED 02                  0     4937        0
METLIFE INC                    COM              59156R108      600    12400 SH       DEFINED 02                  0    12400        0
MGM MIRAGE                     COM              552953101      323     7500 SH       DEFINED 02                  0     7500        0
MGM MIRAGE                     COM              552953101      346      720 SH  Call DEFINED 02                  0      720        0
MGP INGREDIENTS INC            COM              55302G103      620    38266 SH       DEFINED 02                  0    38266        0
MICHAELS STORES INC            COM              594087108     2067    55000 SH       DEFINED 02                  0    55000        0
MICRON TECHNOLOGY INC          COM              595112103     4803   326276 SH       DEFINED 02                  0   326276        0
MICRON TECHNOLOGY INC          COM              595112103      439     2950 SH  Put  DEFINED 02                  0     2950        0
MICROSOFT CORP                 COM              594918104     3864   142000 SH       DEFINED 02                  0   142000        0
MICROSOFT CORP                 COM              594918104     1315    10478 SH  Call DEFINED 02                  0    10478        0
MID-AMER APT CMNTYS INC        COM              59522J103      305     5574 SH       DEFINED 01                  0     5574        0
MIDCAP SPDR TR                 UNIT SER 1       595635103    33118   228639 SH       DEFINED 02                  0   228639        0
MIDCAP SPDR TR                 UNIT SER 1       595635103      415      548 SH  Call DEFINED 02                  0      548        0
MIDCAP SPDR TR                 UNIT SER 1       595635103      284     1505 SH  Put  DEFINED 02                  0     1505        0
MIDWAY GAMES INC               COM              598148104      105    11366 SH       DEFINED 02                  0    11366        0
MIDWAY GAMES INC               COM              598148104      245      204 SH  Put  DEFINED 02                  0      204        0
MILACRON INC                   COM              598709103      276   171554 SH       DEFINED 01                  0   171554        0
MILLENNIUM PHARMACEUTICALS I   COM              599902103      950    93950 SH       DEFINED 02                  0    93950        0
MILLICOM INTL CELLULAR S A     SHS NEW          L6388F110     2925     8261 SH  Call DEFINED 02                  0     8261        0
MILLIPORE CORP                 COM              601073109      773    10585 SH       DEFINED 02                  0    10585        0
MIRANT CORP NEW                COM              60467R100     5880   235216 SH       DEFINED 02                  0   235216        0
MITTAL STEEL CO N V            NY REG SH CL A   60684P101      201      113 SH  Call DEFINED 02                  0      113        0
MITTAL STEEL CO N V            NY REG SH CL A   60684P101     2076    55000 SH       DEFINED 02                  0    55000        0
MOHAWK INDS INC                COM              608190104      313     3883 SH       DEFINED 01                  0     3883        0
MOLEX INC                      COM              608554101      234     7063 SH       DEFINED 02                  0     7063        0
MOLSON COORS BREWING CO        CL B             60871R209      471     6862 SH       DEFINED 01                  0     6862        0
MOLSON COORS BREWING CO        CL B             60871R209      789    11500 SH       DEFINED 02                  0    11500        0
MONSANTO CO NEW                COM              61166W101    10155   119825 SH       DEFINED 02                  0   119825        0
MONSANTO CO NEW                COM              61166W101     1005     1627 SH  Call DEFINED 02                  0     1627        0
MONSANTO CO NEW                COM              61166W101     3608     4455 SH  Put  DEFINED 02                  0     4455        0
MONTPELIER RE HOLDINGS LTD     SHS              G62185106     2392   146756 SH       DEFINED 01                  0   146756        0
MOODYS CORP                    COM              615369105      725    10151 SH       DEFINED 02                  0    10151        0
MOODYS CORP                    COM              615369105      457      683 SH  Call DEFINED 02                  0      683        0
MORGAN STANLEY                 COM NEW          617446448      970    15437 SH       DEFINED 02                  0    15437        0
MORGAN STANLEY                 COM NEW          617446448      997     2475 SH  Call DEFINED 02                  0     2475        0
MORGAN STANLEY                 COM NEW          617446448      435     6918 SH       DEFINED 01                  0     6918        0
MORNINGSTAR INC                COM              617700109      255     5700 SH       DEFINED 02                  0     5700        0
MOSAIC CO                      COM              61945A107      860    59918 SH       DEFINED 01                  0    59918        0
MOSAIC CO                      COM              61945A107      626    43602 SH       DEFINED 02                  0    43602        0
MOTOROLA INC                   COM              620076109      738    32215 SH       DEFINED 02                  0    32215        0
MOTOROLA INC                   COM              620076109      483     1544 SH  Call DEFINED 02                  0     1544        0
MOVIE GALLERY INC              COM              624581104       96    31862 SH       DEFINED 02                  0    31862        0
MUNICIPAL HIGH INCOME FD INC   COM              626214100      123    16739 SH       DEFINED 01                  0    16739        0
MURPHY OIL CORP                COM              626717102      257     1550 SH  Call DEFINED 02                  0     1550        0
MURPHY OIL CORP                COM              626717102      293     1000 SH  Put  DEFINED 02                  0     1000        0
MYRIAD GENETICS INC            COM              62855J104      879    33693 SH       DEFINED 02                  0    33693        0
NABORS INDUSTRIES LTD          SHS              G6359F103      317      568 SH  Call DEFINED 02                  0      568        0
NALCO HOLDING COMPANY          COM              62985Q101     1107    62543 SH       DEFINED 02                  0    62543        0
NANOMETRICS INC                COM              630077105      208    15021 SH       DEFINED 02                  0    15021        0
NANOPHASE TCHNOLOGIES CORP     COM              630079101       86    11167 SH       DEFINED 02                  0    11167        0
NASDAQ STOCK MARKET INC        COM              631103108     1145    28600 SH       DEFINED 02                  0    28600        0
NASTECH PHARMACEUTICAL INC     COM PAR $0.006   631728409      398    22125 SH       DEFINED 02                  0    22125        0
NATIONAL AUSTRALIA BK LTD      SPONSORED ADR    632525408      289     2150 SH       DEFINED 02                  0     2150        0
NATIONAL CITY CORP             COM              635405103     2517    72113 SH       DEFINED 02                  0    72113        0
NATIONAL INSTRS CORP           COM              636518102      581    17800 SH       DEFINED 02                  0    17800        0
NATIONAL OILWELL VARCO INC     COM              637071101     1538    23986 SH       DEFINED 02                  0    23986        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103     3364   120845 SH       DEFINED 02                  0   120845        0
NAVARRE CORP                   COM              639208107      180    41877 SH       DEFINED 02                  0    41877        0
NAVISTAR INTL CORP NEW         COM              63934E108      412    14950 SH       DEFINED 02                  0    14950        0
NAVTEQ CORP                    COM              63936L100      306     6044 SH       DEFINED 02                  0     6044        0
NBTY INC                       COM              628782104      314    13927 SH       DEFINED 02                  0    13927        0
NCR CORP NEW                   COM              62886E108      482    11529 SH       DEFINED 02                  0    11529        0
NELNET INC                     CL A             64031N108     1033    24795 SH       DEFINED 02                  0    24795        0
NETEASE COM INC                SPONSORED ADR    64110W102     6845   278940 SH       DEFINED 02                  0   278940        0
NETEASE COM INC                SPONSORED ADR    64110W102     1338     2717 SH  Call DEFINED 02                  0     2717        0
NETFLIX COM INC                COM              64110L106      464     2790 SH  Put  DEFINED 02                  0     2790        0
NETFLIX COM INC                COM              64110L106     1082    37320 SH       DEFINED 02                  0    37320        0
NETFLIX COM INC                COM              64110L106      316     2042 SH  Call DEFINED 02                  0     2042        0
NETWORK APPLIANCE INC          COM              64120L104      360     9985 SH       DEFINED 02                  0     9985        0
NEUROCHEM INC                  COM              64125K101      205    14600 SH       DEFINED 02                  0    14600        0
NEUROCRINE BIOSCIENCES INC     COM              64125C109      439     6800 SH       DEFINED 02                  0     6800        0
NEW YORK CMNTY BANCORP INC     COM              649445103      371    21161 SH       DEFINED 01                  0    21161        0
NEW YORK CMNTY BANCORP INC     COM              649445103      437    24958 SH       DEFINED 02                  0    24958        0
NEWELL RUBBERMAID INC          COM              651229106      478    18991 SH       DEFINED 02                  0    18991        0
NEWFIELD EXPL CO               COM              651290108     2575    61450 SH       DEFINED 02                  0    61450        0
NEWMONT MINING CORP            COM              651639106    29429   567149 SH       DEFINED 02                  0   567149        0
NEWMONT MINING CORP            COM              651639106      399      525 SH  Call DEFINED 02                  0      525        0
NEWMONT MINING CORP            COM              651639106      226     1669 SH  Put  DEFINED 02                  0     1669        0
NEWS CORP                      CL A             65248E104      526    31651 SH       DEFINED 01                  0    31651        0
NEWS CORP                      CL B             65248E203      766    43595 SH       DEFINED 01                  0    43595        0
NEWS CORP                      CL B             65248E203      404    23000 SH       DEFINED 02                  0    23000        0
NEXTEL PARTNERS INC            CL A             65333F107     2196    77549 SH       DEFINED 02                  0    77549        0
NGP CAP RES CO                 COM              62912R107      149    10920 SH       DEFINED 02                  0    10920        0
NII HLDGS INC                  CL B NEW         62913F201     1474    25004 SH       DEFINED 02                  0    25004        0
NIKE INC                       CL B             654106103     2262    26576 SH       DEFINED 01                  0    26576        0
NIKE INC                       CL B             654106103     2809    33008 SH       DEFINED 02                  0    33008        0
NISOURCE INC                   COM              65473P105      416    20582 SH       DEFINED 01                  0    20582        0
NITROMED INC                   COM              654798503      341    40600 SH       DEFINED 02                  0    40600        0
NITROMED INC                   COM              654798503      433      647 SH  Put  DEFINED 02                  0      647        0
NOBLE CORPORATION              SHS              G65422100      779     1247 SH  Call DEFINED 02                  0     1247        0
NOKIA CORP                     SPONSORED ADR    654902204     8273   399297 SH       DEFINED 01                  0   399297        0
NOKIA CORP                     SPONSORED ADR    654902204      505     2000 SH  Call DEFINED 02                  0     2000        0
NORDSTROM INC                  COM              655664100     2448    62482 SH       DEFINED 02                  0    62482        0
NORFOLK SOUTHERN CORP          COM              655844108     2176    40230 SH       DEFINED 02                  0    40230        0
NORTEL NETWORKS CORP NEW       COM              656568102     5490  1800000 SH       DEFINED 01                  0  1800000        0
NORTEL NETWORKS CORP NEW       COM              656568102      310   101700 SH       DEFINED 02                  0   101700        0
NORTHERN TR CORP               COM              665859104     1114    21228 SH       DEFINED 02                  0    21228        0
NORTHFIELD LABS INC            COM              666135108      150    15000 SH       DEFINED 02                  0    15000        0
NORTHROP GRUMMAN CORP          COM              666807102      683    10000 SH       DEFINED 02                  0    10000        0
NOVARTIS A G                   SPONSORED ADR    66987V109      824    14862 SH       DEFINED 01                  0    14862        0
NOVARTIS A G                   SPONSORED ADR    66987V109     2107    38000 SH       DEFINED 02                  0    38000        0
NOVELIS INC                    COM              67000X106      206    10000 SH       DEFINED 02                  0    10000        0
NOVELL INC                     COM              670006105      699     5593 SH  Call DEFINED 02                  0     5593        0
NOVELLUS SYS INC               COM              670008101     1822    75900 SH       DEFINED 02                  0    75900        0
NPS PHARMACEUTICALS INC        COM              62936P103      436    51104 SH       DEFINED 02                  0    51104        0
NRG ENERGY INC                 COM NEW          629377508    27290   603500 SH       DEFINED 02                  0   603500        0
NRG ENERGY INC                 COM NEW          629377508     1037     8285 SH  Call DEFINED 02                  0     8285        0
NRG ENERGY INC                 COM NEW          629377508     1210     8917 SH  Put  DEFINED 02                  0     8917        0
NTL INC NEW                    COM              62941W101     3558   122210 SH       DEFINED 02                  0   122210        0
NTL INC NEW                    COM              62941W101      973     1689 SH  Call DEFINED 02                  0     1689        0
NUCOR CORP                     COM              670346105     2796    26682 SH       DEFINED 02                  0    26682        0
NUCOR CORP                     COM              670346105      470      492 SH  Call DEFINED 02                  0      492        0
NVIDIA CORP                    COM              67066G104     2511    43853 SH       DEFINED 02                  0    43853        0
NYSE GROUP INC                 COM              62949W103      737      902 SH  Call DEFINED 02                  0      902        0
NYSE GROUP INC                 COM              62949W103     4597    58010 SH       DEFINED 02                  0    58010        0
NYSE GROUP INC                 COM              62949W103   247806  3126903 SH       DEFINED 01                  0  3126903        0
O REILLY AUTOMOTIVE INC        COM              686091109     1048    28665 SH       DEFINED 02                  0    28665        0
OAKLEY INC                     COM              673662102      401    23581 SH       DEFINED 02                  0    23581        0
OCCIDENTAL PETE CORP DEL       COM              674599105      555     5987 SH       DEFINED 02                  0     5987        0
OCCIDENTAL PETE CORP DEL       COM              674599105      781     1165 SH  Call DEFINED 02                  0     1165        0
OFFICE DEPOT INC               COM              676220106      419    11249 SH       DEFINED 01                  0    11249        0
OFFICE DEPOT INC               COM              676220106     4958   133124 SH       DEFINED 02                  0   133124        0
OFFICEMAX INC DEL              COM              67622P101     2251    74600 SH       DEFINED 02                  0    74600        0
OFFICEMAX INC DEL              COM              67622P101      575     2350 SH  Call DEFINED 02                  0     2350        0
OHIO CAS CORP                  COM              677240103      309     9757 SH       DEFINED 02                  0     9757        0
OIL STS INTL INC               COM              678026105      798    21645 SH       DEFINED 02                  0    21645        0
OIL STS INTL INC               COM              678026105      412      530 SH  Call DEFINED 02                  0      530        0
OIL SVC HOLDRS TR              DEPOSTRY RCPT    678002106     1347     1499 SH  Call DEFINED 02                  0     1499        0
OIL SVC HOLDRS TR              DEPOSTRY RCPT    678002106      516     6547 SH  Put  DEFINED 02                  0     6547        0
OIL SVC HOLDRS TR              DEPOSTRY RCPT    678002106    11892    81000 SH       DEFINED 02                  0    81000        0
OMNICARE INC                   COM              681904108      246     4475 SH       DEFINED 01                  0     4475        0
OMNICARE INC                   COM              681904108     1023    18607 SH       DEFINED 02                  0    18607        0
OMNICARE INC                   COM              681904108      265     2882 SH  Call DEFINED 02                  0     2882        0
OMNICOM GROUP INC              COM              681919106      545     6550 SH       DEFINED 02                  0     6550        0
OMNIVISION TECHNOLOGIES INC    COM              682128103     1011    33480 SH       DEFINED 02                  0    33480        0
OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R109      516    12000 SH       DEFINED 02                  0    12000        0
OPENWAVE SYS INC               COM NEW          683718308     1103    51099 SH       DEFINED 02                  0    51099        0
ORACLE CORP                    COM              68389X105     2296   167728 SH       DEFINED 02                  0   167728        0
ORCKIT COMMUNICATIONS LTD      SHS NEW          M7531S206      676    30739 SH       DEFINED 02                  0    30739        0
OREGON STL MLS INC             COM              686079104      742    14500 SH       DEFINED 02                  0    14500        0
ORMAT TECHNOLOGIES INC         COM              686688102      575    15079 SH       DEFINED 02                  0    15079        0
OUTBACK STEAKHOUSE INC         COM              689899102    17206   391053 SH       DEFINED 02                  0   391053        0
OVERSEAS SHIPHOLDING GROUP I   COM              690368105      249     5190 SH       DEFINED 02                  0     5190        0
OWENS & MINOR INC NEW          COM              690732102      311     9501 SH       DEFINED 02                  0     9501        0
P F CHANGS CHINA BISTRO INC    COM              69333Y108      816    16559 SH       DEFINED 02                  0    16559        0
PACCAR INC                     COM              693718108      562     7974 SH       DEFINED 02                  0     7974        0
PACIFIC ETHANOL INC            COM              69423U107      624    28917 SH       DEFINED 02                  0    28917        0
PACIFIC ETHANOL INC            COM              69423U107     6818     6000 SH  Call DEFINED 02                  0     6000        0
PACTIV CORP                    COM              695257105      891    36315 SH       DEFINED 02                  0    36315        0
PAIN THERAPEUTICS INC          COM              69562K100      861     2050 SH  Call DEFINED 02                  0     2050        0
PALL CORP                      COM              696429307     1184    37964 SH       DEFINED 02                  0    37964        0
PALM INC NEW                   COM              696643105      315      500 SH  Call DEFINED 02                  0      500        0
PALM INC NEW                   COM              696643105     1385    59802 SH       DEFINED 02                  0    59802        0
PAN AMERICAN SILVER CORP       COM              697900108     2228    87706 SH       DEFINED 02                  0    87706        0
PAN AMERICAN SILVER CORP       COM              697900108     1308     2544 SH  Call DEFINED 02                  0     2544        0
PANACOS PHARMACEUTICALS INC    COM              69811Q106      102    13500 SH       DEFINED 02                  0    13500        0
PANERA BREAD CO                CL A             69840W108      737     9800 SH       DEFINED 02                  0     9800        0
PAR PHARMACEUTICAL COS INC     COM              69888P106     1502    53284 SH       DEFINED 02                  0    53284        0
PAR PHARMACEUTICAL COS INC     COM              69888P106      200      539 SH  Put  DEFINED 02                  0      539        0
PATHMARK STORES INC NEW        COM              70322A101      130    12384 SH       DEFINED 02                  0    12384        0
PATTERSON COMPANIES INC        COM              703395103      226     6432 SH       DEFINED 02                  0     6432        0
PATTERSON UTI ENERGY INC       COM              703481101     3282   102679 SH       DEFINED 02                  0   102679        0
PATTERSON UTI ENERGY INC       COM              703481101      268     1500 SH  Put  DEFINED 02                  0     1500        0
PAYCHEX INC                    COM              704326107      327     7850 SH       DEFINED 02                  0     7850        0
PAYCHEX INC                    COM              704326107     1727     4156 SH  Call DEFINED 02                  0     4156        0
PAYLESS SHOESOURCE INC         COM              704379106     1584    69200 SH       DEFINED 02                  0    69200        0
PDL BIOPHARMA INC              COM              69329Y104     1020    31100 SH       DEFINED 02                  0    31100        0
PEABODY ENERGY CORP            COM              704549104     2399    47580 SH       DEFINED 02                  0    47580        0
PEABODY ENERGY CORP            COM              704549104      758     1112 SH  Call DEFINED 02                  0     1112        0
PEABODY ENERGY CORP            COM              704549104      425     2021 SH  Put  DEFINED 02                  0     2021        0
PENNEY J C INC                 COM              708160106     2467    40835 SH       DEFINED 02                  0    40835        0
PENNEY J C INC                 COM              708160106     1443     1533 SH  Call DEFINED 02                  0     1533        0
PENTAIR INC                    COM              709631105      989    24276 SH       DEFINED 02                  0    24276        0
PEP BOYS MANNY MOE & JACK      COM              713278109     1292    85536 SH       DEFINED 02                  0    85536        0
PEPSI BOTTLING GROUP INC       COM              713409100      342    11247 SH       DEFINED 01                  0    11247        0
PEPSICO INC                    COM              713448108    10915   188865 SH       DEFINED 02                  0   188865        0
PEPSICO INC                    COM              713448108      232     1212 SH  Call DEFINED 02                  0     1212        0
PEPSICO INC                    COM              713448108      509     2525 SH  Put  DEFINED 02                  0     2525        0
PER-SE TECHNOLOGIES INC        COM NEW          713569309      387    14511 SH       DEFINED 02                  0    14511        0
PETROCHINA CO LTD              SPONSORED  ADR   71646E100      220     2097 SH       DEFINED 02                  0     2097        0
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408     3326    38371 SH       DEFINED 02                  0    38371        0
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408      240      850 SH  Call DEFINED 02                  0      850        0
PETSMART INC                   COM              716768106      326    11579 SH       DEFINED 02                  0    11579        0
PFIZER INC                     COM              717081103      312     2306 SH  Call DEFINED 02                  0     2306        0
PFIZER INC                     COM              717081103     3377   135519 SH       DEFINED 02                  0   135519        0
PG&E CORP                      COM              69331C108      212      401 SH  Call DEFINED 02                  0      401        0
PG&E CORP                      COM              69331C108     2392    61500 SH       DEFINED 02                  0    61500        0
PHARMACEUTICAL HLDRS TR        DEPOSITRY RCPT   71712A206     1400     2500 SH  Call DEFINED 02                  0     2500        0
PHARMACYCLICS INC              COM              716933106      353    76700 SH       DEFINED 02                  0    76700        0
PHARMION CORP                  COM              71715B409      250    13900 SH       DEFINED 02                  0    13900        0
PHARMION CORP                  COM              71715B409      216     2156 SH  Call DEFINED 02                  0     2156        0
PHELPS DODGE CORP              COM              717265102      652     8100 SH       DEFINED 02                  0     8100        0
PHELPS DODGE CORP              COM              717265102     1860      736 SH  Call DEFINED 02                  0      736        0
PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    718252604      894    23800 SH       DEFINED 02                  0    23800        0
PIER 1 IMPORTS INC             COM              720279108      178    15302 SH       DEFINED 01                  0    15302        0
PIKE ELEC CORP                 COM              721283109      242    11500 SH       DEFINED 02                  0    11500        0
PIONEER DRILLING CO            COM              723655106     1320    80356 SH       DEFINED 02                  0    80356        0
PIONEER NAT RES CO             COM              723787107     2432    54961 SH       DEFINED 02                  0    54961        0
PIXAR                          COM              725811103    16610   258972 SH       DEFINED 02                  0   258972        0
PLAINS EXPL& PRODTN CO         COM              726505100     2802    72508 SH       DEFINED 02                  0    72508        0
PLAINS EXPL& PRODTN CO         COM              726505100      291      793 SH  Put  DEFINED 02                  0      793        0
PLAYBOY ENTERPRISES INC        CL B             728117300      274    19300 SH       DEFINED 02                  0    19300        0
PLC SYS INC                    COM              69341D104       12    16206 SH       DEFINED 01                  0    16206        0
PLUG POWER INC                 COM              72919P103      484    96851 SH       DEFINED 02                  0    96851        0
PMC-SIERRA INC                 COM              69344F106      491    39928 SH       DEFINED 02                  0    39928        0
PNC FINL SVCS GROUP INC        COM              693475105     6215    92331 SH       DEFINED 02                  0    92331        0
POGO PRODUCING CO              COM              730448107     1301    25890 SH       DEFINED 02                  0    25890        0
POLARIS INDS INC               COM              731068102      211      390 SH  Call DEFINED 02                  0      390        0
POLO RALPH LAUREN CORP         CL A             731572103     4096    67577 SH       DEFINED 02                  0    67577        0
POLYCOM INC                    COM              73172K104      637    29392 SH       DEFINED 02                  0    29392        0
PORTALPLAYER INC               COM              736187204      368    16569 SH       DEFINED 02                  0    16569        0
PORTUGAL TELECOM SGPS S A      SPONSORED ADR    737273102      149    12203 SH       DEFINED 01                  0    12203        0
POSCO                          SPONSORED ADR    693483109      632     9911 SH       DEFINED 02                  0     9911        0
POTASH CORP SASK INC           COM              73755L107      625     7100 SH       DEFINED 02                  0     7100        0
POTLATCH CORP NEW              COM              737630103      415     9696 SH       DEFINED 02                  0     9696        0
POWER INTEGRATIONS INC         COM              739276103      453    18284 SH       DEFINED 02                  0    18284        0
POWERSHARES ETF TRUST          DYN MEDIA PORT   73935X823    13955   952583 SH       DEFINED 02                  0   952583        0
POWERSHARES ETF TRUST          ZACKS MC PRTFL   73935X740      329    19100 SH       DEFINED 02                  0    19100        0
POWERSHARES ETF TRUST          LX NANOTCH PTF   73935X633      327    17900 SH       DEFINED 02                  0    17900        0
POWERSHARES ETF TRUST          HI YLD EQ DVDN   73935X302    16710  1112538 SH       DEFINED 02                  0  1112538        0
POWERSHARES ETF TRUST          HI GRW RT DIV    73935X724     3233   204900 SH       DEFINED 02                  0   204900        0
POWERSHARES ETF TRUST          GOLDEN DRG USX   73935X401     7309   439800 SH       DEFINED 02                  0   439800        0
POWERSHARES ETF TRUST          DYNM SM CP GRW   73935X872     2075   113000 SH       DEFINED 02                  0   113000        0
POWERSHARES ETF TRUST          DYNM LRG CP VL   73935X708     4477   262723 SH       DEFINED 02                  0   262723        0
POWERSHARES ETF TRUST          DYNAMIC TELECO   73935X765    17734  1061906 SH       DEFINED 02                  0  1061906        0
POWERSHARES ETF TRUST          DYN NETWKG PRT   73935X815     8248   459770 SH       DEFINED 02                  0   459770        0
POWERSHARES ETF TRUST          DYN LSR & ENT    73935X757    17504  1071209 SH       DEFINED 02                  0  1071209        0
POWERSHARES ETF TRUST          DYN FD & BEV     73935X849    14464   951603 SH       DEFINED 02                  0   951603        0
POWERSHARES ETF TRUST          DYN BIOT & GEN   73935X856    11402   632735 SH       DEFINED 02                  0   632735        0
POWERSHARES ETF TRUST          DYN RETAIL PTF   73935X617    15455   860458 SH       DEFINED 02                  0   860458        0
POWERWAVE TECHNOLOGIES INC     COM              739363109      356    26372 SH       DEFINED 02                  0    26372        0
PPG INDS INC                   COM              693506107      893    14096 SH       DEFINED 02                  0    14096        0
PPL CORP                       COM              69351T106     1068    36329 SH       DEFINED 02                  0    36329        0
PRE PAID LEGAL SVCS INC        COM              740065107      564    15889 SH       DEFINED 02                  0    15889        0
PRECISION CASTPARTS CORP       COM              740189105     1112    18725 SH       DEFINED 02                  0    18725        0
PRESTIGE BRANDS HLDGS INC      COM              74112D101      167    13700 SH       DEFINED 02                  0    13700        0
PRICE T ROWE GROUP INC         COM              74144T108      354     4527 SH       DEFINED 02                  0     4527        0
PRICELINE COM INC              COM NEW          741503403     1294    52090 SH       DEFINED 02                  0    52090        0
PRIDE INTL INC DEL             COM              74153Q102     1052    33738 SH       DEFINED 02                  0    33738        0
PRIDE INTL INC DEL             COM              74153Q102     2080     3633 SH  Call DEFINED 02                  0     3633        0
PROASSURANCE CORP              COM              74267C106      246     4732 SH       DEFINED 01                  0     4732        0
PROCTER & GAMBLE CO            COM              742718109     1273     6167 SH  Put  DEFINED 02                  0     6167        0
PROCTER & GAMBLE CO            COM              742718109    31177   541077 SH       DEFINED 02                  0   541077        0
PROCTER & GAMBLE CO            COM              742718109      933     4132 SH  Call DEFINED 02                  0     4132        0
PROLOGIS                       SH BEN INT       743410102      285     5333 SH       DEFINED 01                  0     5333        0
PROLOGIS                       SH BEN INT       743410102     4280    80000 SH       DEFINED 02                  0    80000        0
PRUDENTIAL FINL INC            COM              744320102     1021     2150 SH  Call DEFINED 02                  0     2150        0
PSS WORLD MED INC              COM              69366A100      563     1250 SH  Call DEFINED 02                  0     1250        0
PUBLIC SVC ENTERPRISE GROUP    COM              744573106      250     3900 SH       DEFINED 02                  0     3900        0
PULTE HOMES INC                COM              745867101     4042   105200 SH       DEFINED 02                  0   105200        0
PULTE HOMES INC                COM              745867101      431      962 SH  Call DEFINED 02                  0      962        0
PUTNAM MANAGED HIGH YIELD TR   SH BEN INT       746819101      282    31972 SH       DEFINED 01                  0    31972        0
PYR ENERGY CORP                COM              693677106       48    36932 SH       DEFINED 01                  0    36932        0
QLT INC                        COM              746927102      804   104501 SH       DEFINED 02                  0   104501        0
QUALCOMM INC                   COM              747525103      673     3100 SH  Put  DEFINED 02                  0     3100        0
QUALCOMM INC                   COM              747525103     4053    80092 SH       DEFINED 02                  0    80092        0
QUANTA SVCS INC                COM              74762E102     2365     6200 SH  Call DEFINED 02                  0     6200        0
QUANTUM CORP                   COM DSSG         747906204       44    11686 SH       DEFINED 02                  0    11686        0
QUANTUM FUEL SYS TECH WORLDW   COM              74765E109      538   150244 SH       DEFINED 02                  0   150244        0
QUESTAR CORP                   COM              748356102      462     6598 SH       DEFINED 02                  0     6598        0
QUICKSILVER RESOURCES INC      COM              74837R104     5900   152619 SH       DEFINED 02                  0   152619        0
QUICKSILVER RESOURCES INC      COM              74837R104      823     3044 SH  Put  DEFINED 02                  0     3044        0
QWEST COMMUNICATIONS INTL IN   COM              749121109     1580   232299 SH       DEFINED 01                  0   232299        0
R H DONNELLEY CORP             COM NEW          74955W307      210     3608 SH       DEFINED 02                  0     3608        0
RADIAN GROUP INC               COM              750236101      811    13455 SH       DEFINED 01                  0    13455        0
RADIAN GROUP INC               COM              750236101      803    13328 SH       DEFINED 02                  0    13328        0
RADIOSHACK CORP                COM              750438103     1242    64600 SH       DEFINED 02                  0    64600        0
RAMBUS INC DEL                 COM              750917106      854     1375 SH  Call DEFINED 02                  0     1375        0
RANDGOLD RES LTD               ADR              752344309      324    17835 SH       DEFINED 02                  0    17835        0
RANGE RES CORP                 COM              75281A109     2571    94149 SH       DEFINED 02                  0    94149        0
RAYMOND JAMES FINANCIAL INC    COM              754730109      641    21684 SH       DEFINED 02                  0    21684        0
RAYONIER INC                   COM              754907103      903    19809 SH       DEFINED 02                  0    19809        0
RAYTHEON CO                    COM NEW          755111507     1162    25354 SH       DEFINED 02                  0    25354        0
RECKSON ASSOCS RLTY CORP       COM              75621K106      463    10105 SH       DEFINED 02                  0    10105        0
RED HAT INC                    COM              756577102     1592     3145 SH  Call DEFINED 02                  0     3145        0
REDBACK NETWORKS INC           COM NEW          757209507     1557    71807 SH       DEFINED 02                  0    71807        0
REGENERON PHARMACEUTICALS      COM              75886F107      679    40806 SH       DEFINED 02                  0    40806        0
REGIONAL BK HOLDRS TR          DEPOSITRY RCPT   75902E100      347      450 SH  Call DEFINED 02                  0      450        0
REGIONAL BK HOLDRS TR          DEPOSITRY RCPT   75902E100     5214    35900 SH       DEFINED 02                  0    35900        0
RELIANT ENERGY INC             COM              75952B105     1577     6515 SH  Call DEFINED 02                  0     6515        0
REMINGTON OIL & GAS CORP       COM              759594302      539    12465 SH       DEFINED 02                  0    12465        0
RENOVIS INC                    COM              759885106     1467    68792 SH       DEFINED 02                  0    68792        0
RENOVIS INC                    COM              759885106      231     1015 SH  Call DEFINED 02                  0     1015        0
RENT A CTR INC NEW             COM              76009N100      408    15938 SH       DEFINED 02                  0    15938        0
RENTECH INC                    COM              760112102       53    12106 SH       DEFINED 01                  0    12106        0
REPSOL YPF S A                 SPONSORED ADR    76026T205      588    20631 SH       DEFINED 02                  0    20631        0
RESEARCH IN MOTION LTD         COM              760975102      477     5620 SH       DEFINED 02                  0     5620        0
RESEARCH IN MOTION LTD         COM              760975102     2599     5650 SH  Call DEFINED 02                  0     5650        0
RESEARCH IN MOTION LTD         COM              760975102      486      250 SH  Put  DEFINED 02                  0      250        0
REVLON INC                     CL A             761525500      756   239366 SH       DEFINED 01                  0   239366        0
REYNOLDS AMERICAN INC          COM              761713106      612     5800 SH       DEFINED 02                  0     5800        0
RF MICRODEVICES INC            COM              749941100     1272   147077 SH       DEFINED 02                  0   147077        0
RITE AID CORP                  COM              767754104      101    25163 SH       DEFINED 02                  0    25163        0
ROCKWELL AUTOMATION INC        COM              773903109      431     6000 SH       DEFINED 02                  0     6000        0
ROCKWELL COLLINS INC           COM              774341101      393      595 SH  Call DEFINED 02                  0      595        0
ROPER INDS INC NEW             COM              776696106      262     5380 SH       DEFINED 02                  0     5380        0
ROSS STORES INC                COM              778296103     1460    50000 SH       DEFINED 02                  0    50000        0
ROWAN COS INC                  COM              779382100     4482   101961 SH       DEFINED 02                  0   101961        0
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      933    22203 SH       DEFINED 02                  0    22203        0
ROYAL DUTCH SHELL PLC          SPONS ADR A      780259206     1762    28306 SH       DEFINED 02                  0    28306        0
RUDDICK CORP                   COM              781258108      742    30515 SH       DEFINED 02                  0    30515        0
RYDER SYS INC                  COM              783549108     1314    29351 SH       DEFINED 02                  0    29351        0
RYDEX ETF TRUST                S&P 500 EQ TRD   78355W106     8661    49100 SH       DEFINED 02                  0    49100        0
RYDEX ETF TRUST                S&P 500 EQ TRD   78355W106      264      253 SH  Call DEFINED 02                  0      253        0
RYLAND GROUP INC               COM              783764103     1319    19000 SH       DEFINED 02                  0    19000        0
SAFEWAY INC                    COM NEW          786514208     1005    40000 SH       DEFINED 02                  0    40000        0
SAKS INC                       COM              79377W108     4941   256035 SH       DEFINED 02                  0   256035        0
SALESFORCE COM INC             COM              79466L302      254     7000 SH       DEFINED 02                  0     7000        0
SALTON INC                     COM              795757103       65    23552 SH       DEFINED 01                  0    23552        0
SAN JUAN BASIN RTY TR          UNIT BEN INT     798241105      340     8305 SH       DEFINED 01                  0     8305        0
SANDERSON FARMS INC            COM              800013104      402    17925 SH       DEFINED 02                  0    17925        0
SANDISK CORP                   COM              80004C101     1649     9091 SH  Put  DEFINED 02                  0     9091        0
SANDISK CORP                   COM              80004C101     2314    40222 SH       DEFINED 02                  0    40222        0
SANDISK CORP                   COM              80004C101     1015      500 SH  Call DEFINED 02                  0      500        0
SANOFI AVENTIS                 SPONSORED ADR    80105N105     1306    27534 SH       DEFINED 02                  0    27534        0
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204      543    10000 SH       DEFINED 02                  0    10000        0
SAPIENT CORP                   COM              803062108       92    12017 SH       DEFINED 02                  0    12017        0
SBA COMMUNICATIONS CORP        COM              78388J106      217     9259 SH       DEFINED 02                  0     9259        0
SCHEIN HENRY INC               COM              806407102      281      922 SH  Call DEFINED 02                  0      922        0
SCHERING PLOUGH CORP           COM              806605101     1444    76047 SH       DEFINED 02                  0    76047        0
SCHLUMBERGER LTD               COM              806857108      645     5095 SH       DEFINED 02                  0     5095        0
SCHLUMBERGER LTD               COM              806857108     1785     2250 SH  Call DEFINED 02                  0     2250        0
SCHNITZER STL INDS             CL A             806882106     1138    26560 SH       DEFINED 02                  0    26560        0
SCHWAB CHARLES CORP NEW        COM              808513105     1190    69136 SH       DEFINED 02                  0    69136        0
SCICLONE PHARMACEUTICALS INC   COM              80862K104      157    43913 SH       DEFINED 02                  0    43913        0
SCIENTIFIC GAMES CORP          CL A             80874P109      335      650 SH  Call DEFINED 02                  0      650        0
SCOTTISH PWR PLC               SPON ADR FINAL   81013T705      359     8910 SH       DEFINED 01                  0     8910        0
SCOTTISH PWR PLC               SPON ADR FINAL   81013T705      453    11254 SH       DEFINED 02                  0    11254        0
SCP POOL CORP                  COM              784028102     1591    33920 SH       DEFINED 02                  0    33920        0
SEABOARD CORP                  COM              811543107      319      200 SH       DEFINED 02                  0      200        0
SEAGATE TECHNOLOGY             SHS              G7945J104      454    17243 SH       DEFINED 02                  0    17243        0
SEALED AIR CORP NEW            COM              81211K100      623    10764 SH       DEFINED 02                  0    10764        0
SEARS HLDGS CORP               COM              812350106     1700     1668 SH  Call DEFINED 02                  0     1668        0
SEARS HLDGS CORP               COM              812350106      379      500 SH  Put  DEFINED 02                  0      500        0
SECURE COMPUTING CORP          COM              813705100      199    17253 SH       DEFINED 02                  0    17253        0
SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y506    55781  1026706 SH       DEFINED 02                  0  1026706        0
SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y886      817     4781 SH  Put  DEFINED 02                  0     4781        0
SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y886     8390   271800 SH       DEFINED 02                  0   271800        0
SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y803     1710    77171 SH       DEFINED 02                  0    77171        0
SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y704     2697    79800 SH       DEFINED 02                  0    79800        0
SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y605      272     1041 SH  Call DEFINED 02                  0     1041        0
SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y605    16647   511438 SH       DEFINED 02                  0   511438        0
SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y506     2193     8008 SH  Call DEFINED 02                  0     8008        0
SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y308      738    31260 SH       DEFINED 02                  0    31260        0
SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y407     2661    79110 SH       DEFINED 02                  0    79110        0
SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y506     1780    24444 SH  Put  DEFINED 02                  0    24444        0
SEMICONDUCTOR HLDRS TR         DEP RCPT         816636203      285     1380 SH  Call DEFINED 02                  0     1380        0
SEMICONDUCTOR MFG INTL CORP    SPONSORED ADR    81663N206      166    22173 SH       DEFINED 02                  0    22173        0
SEPRACOR INC                   COM              817315104     1650     4534 SH  Put  DEFINED 02                  0     4534        0
SEPRACOR INC                   COM              817315104      269     7313 SH  Call DEFINED 02                  0     7313        0
SEPRACOR INC                   COM              817315104     8690   178042 SH       DEFINED 02                  0   178042        0
SFBC INTL INC                  COM              784121105      243      825 SH  Call DEFINED 02                  0      825        0
SFBC INTL INC                  COM              784121105     1480     3320 SH  Put  DEFINED 02                  0     3320        0
SFBC INTL INC                  COM              784121105      341    14000 SH       DEFINED 02                  0    14000        0
SHANDA INTERACTIVE ENTMT LTD   SPONSORED ADR    81941Q203      906    63145 SH       DEFINED 02                  0    63145        0
SHANDA INTERACTIVE ENTMT LTD   SPONSORED ADR    81941Q203      608     2560 SH  Put  DEFINED 02                  0     2560        0
SHERWIN WILLIAMS CO            COM              824348106     1033    20900 SH       DEFINED 02                  0    20900        0
SHIRE PLC                      SPONSORED ADR    82481R106     8117   174598 SH       DEFINED 02                  0   174598        0
SHUFFLE MASTER INC             COM              825549108      286     8011 SH       DEFINED 02                  0     8011        0
SHUFFLE MASTER INC             COM              825549108     1374     1290 SH  Call DEFINED 02                  0     1290        0
SIEMENS A G                    SPONSORED ADR    826197501      251     2692 SH       DEFINED 02                  0     2692        0
SIERRA PAC RES NEW             COM              826428104      748    54145 SH       DEFINED 01                  0    54145        0
SIERRA WIRELESS INC            COM              826516106      191    16330 SH       DEFINED 02                  0    16330        0
SIGMA DESIGNS INC              COM              826565103      365    25015 SH       DEFINED 02                  0    25015        0
SILICON LABORATORIES INC       COM              826919102     1082    19688 SH       DEFINED 02                  0    19688        0
SILVER WHEATON CORP            COM              828336107      213    20000 SH       DEFINED 02                  0    20000        0
SILVERLEAF RESORTS INC         COM              828395103       66    22106 SH       DEFINED 02                  0    22106        0
SIMON PPTY GROUP INC NEW       COM              828806109    14520   172574 SH       DEFINED 02                  0   172574        0
SINA CORP                      ORD              G81477104      847    30370 SH       DEFINED 02                  0    30370        0
SINGING MACH INC               COM NEW          829322304        8    24299 SH       DEFINED 01                  0    24299        0
SIRIUS SATELLITE RADIO INC     COM              82966U103      770     2000 SH  Put  DEFINED 02                  0     2000        0
SIRIUS SATELLITE RADIO INC     COM              82966U103      199    39160 SH       DEFINED 02                  0    39160        0
SIRIUS SATELLITE RADIO INC     COM              82966U103      380     2900 SH  Call DEFINED 02                  0     2900        0
SIX FLAGS INC                  COM              83001P109      418    41092 SH       DEFINED 01                  0    41092        0
SK TELECOM LTD                 SPONSORED ADR    78440P108      457    19373 SH       DEFINED 02                  0    19373        0
SOFTWARE HOLDRS TR             DEPOSITRY RCPT   83404B103      290     7700 SH       DEFINED 02                  0     7700        0
SOHU COM INC                   COM              83408W103      751    28136 SH       DEFINED 02                  0    28136        0
SONIC SOLUTIONS                COM              835460106      210    11573 SH       DEFINED 02                  0    11573        0
SONICWALL INC                  COM              835470105      104    14723 SH       DEFINED 02                  0    14723        0
SONUS NETWORKS INC             COM              835916107      104    18979 SH       DEFINED 02                  0    18979        0
SOUTHERN CO                    COM              842587107     1661    50700 SH       DEFINED 02                  0    50700        0
SOUTHERN COPPER CORP           COM              84265V105     2361    27950 SH       DEFINED 02                  0    27950        0
SOUTHERN COPPER CORP           COM              84265V105      246     2172 SH  Put  DEFINED 02                  0     2172        0
SOUTHWEST AIRLS CO             COM              844741108      267    14829 SH       DEFINED 02                  0    14829        0
SOUTHWEST WTR CO               COM              845331107     1070    67102 SH       DEFINED 02                  0    67102        0
SOUTHWESTERN ENERGY CO         COM              845467109     4360   135434 SH       DEFINED 02                  0   135434        0
SOUTHWESTERN ENERGY CO         COM              845467109      484     1312 SH  Put  DEFINED 02                  0     1312        0
SOVEREIGN BANCORP INC          COM              845905108      220     1404 SH  Call DEFINED 02                  0     1404        0
SPDR TR                        UNIT SER 1       78462F103    72056   555000 SH       DEFINED 02                  0   555000        0
SPORTS AUTH INC NEW            COM              84917U109     3329    90217 SH       DEFINED 02                  0    90217        0
SPRINT NEXTEL CORP             COM FON          852061100    18241   705905 SH       DEFINED 02                  0   705905        0
SPRINT NEXTEL CORP             COM FON          852061100      753     2518 SH  Call DEFINED 02                  0     2518        0
SRA INTL INC                   CL A             78464R105      708    18772 SH       DEFINED 02                  0    18772        0
ST JUDE MED INC                COM              790849103     4622   112733 SH       DEFINED 02                  0   112733        0
ST JUDE MED INC                COM              790849103      904     1239 SH  Put  DEFINED 02                  0     1239        0
ST PAUL TRAVELERS INC          COM              792860108      278     6663 SH       DEFINED 02                  0     6663        0
STAPLES INC                    COM              855030102      339    13300 SH       DEFINED 02                  0    13300        0
STAR SCIENTIFIC INC            COM              85517P101     1445   461682 SH       DEFINED 02                  0   461682        0
STARBUCKS CORP                 COM              855244109      956    25406 SH       DEFINED 02                  0    25406        0
STARBUCKS CORP                 COM              855244109      608     1250 SH  Call DEFINED 02                  0     1250        0
STARWOOD HOTELS&RESORTS WRLD   PAIRED CTF       85590A203      635     1072 SH  Call DEFINED 02                  0     1072        0
STATE STR CORP                 COM              857477103     2635    43606 SH       DEFINED 02                  0    43606        0
STATE STR CORP                 COM              857477103      204      305 SH  Call DEFINED 02                  0      305        0
STMICROELECTRONICS N V         NY REGISTRY      861012102      221    12000 SH       DEFINED 02                  0    12000        0
STOLT OFFSHORE S A             SP ADR REG COM   861567105      229    14800 SH       DEFINED 02                  0    14800        0
STONE ENERGY CORP              COM              861642106      560    12694 SH       DEFINED 02                  0    12694        0
STREETTRACKS SER TR            DJ WLSH TOT MK   86330E885     2500    26600 SH       DEFINED 02                  0    26600        0
STREETTRACKS SER TR            KBW CAP MK ETF   86330E778    10492   175162 SH       DEFINED 02                  0   175162        0
STREETTRACKS SER TR            DJ WL SMCP ETF   86330E810    21909   361057 SH       DEFINED 02                  0   361057        0
STRYKER CORP                   COM              863667101      941    21212 SH       DEFINED 02                  0    21212        0
SUEZ                           SPONSORED ADR    864686100      217     5497 SH       DEFINED 02                  0     5497        0
SUN MICROSYSTEMS INC           COM              866810104      267    52059 SH       DEFINED 02                  0    52059        0
SUN MICROSYSTEMS INC           COM              866810104      694    10600 SH  Call DEFINED 02                  0    10600        0
SUNCOR ENERGY INC              COM              867229106     2646    34350 SH       DEFINED 02                  0    34350        0
SUNCOR ENERGY INC              COM              867229106     1466     2476 SH  Call DEFINED 02                  0     2476        0
SUNOCO INC                     COM              86764P109     1357    17500 SH       DEFINED 02                  0    17500        0
SUNOCO INC                     COM              86764P109      212      683 SH  Call DEFINED 02                  0      683        0
SUNPOWER CORP                  COM CL A         867652109      552    14458 SH       DEFINED 02                  0    14458        0
SUNRISE SENIOR LIVING INC      COM              86768K106      223      472 SH  Call DEFINED 02                  0      472        0
SUNTECH PWR HLDGS CO LTD       ADR              86800C104     1583    42801 SH       DEFINED 02                  0    42801        0
SUNTRUST BKS INC               COM              867914103     2536    34855 SH       DEFINED 02                  0    34855        0
SUNTRUST BKS INC               COM              867914103      892    12263 SH       DEFINED 01                  0    12263        0
SUPERGEN INC                   COM              868059106      217    38251 SH       DEFINED 02                  0    38251        0
SVB FINL GROUP                 COM              78486Q101     1131    21315 SH       DEFINED 02                  0    21315        0
SYMANTEC CORP                  COM              871503108      877    52087 SH       DEFINED 02                  0    52087        0
SYMBOL TECHNOLOGIES INC        COM              871508107      565    53372 SH       DEFINED 01                  0    53372        0
SYMBOL TECHNOLOGIES INC        COM              871508107      485    45813 SH       DEFINED 02                  0    45813        0
SYNAGRO TECHNOLOGIES INC       COM NEW          871562203     1026   205206 SH       DEFINED 02                  0   205206        0
SYNIVERSE HLDGS INC            COM              87163F106      374    23700 SH       DEFINED 02                  0    23700        0
SYNOVUS FINL CORP              COM              87161C105      706    26073 SH       DEFINED 02                  0    26073        0
SYNTROLEUM CORP                COM              871630109      133    16024 SH       DEFINED 02                  0    16024        0
SYSCO CORP                     COM              871829107      209     6532 SH       DEFINED 02                  0     6532        0
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100     5945   590941 SH       DEFINED 01                  0   590941        0
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100     2017   200459 SH       DEFINED 02                  0   200459        0
TALBOTS INC                    COM              874161102     1236    46000 SH       DEFINED 02                  0    46000        0
TARGET CORP                    COM              87612E106     7952   152900 SH       DEFINED 02                  0   152900        0
TASER INTL INC                 COM              87651B104      580    54784 SH       DEFINED 02                  0    54784        0
TCW STRATEGIC INCOME FUND IN   COM              872340104      499    99494 SH       DEFINED 01                  0    99494        0
TD AMERITRADE HLDG CORP        COM              87236Y108    16270   779564 SH       DEFINED 02                  0   779564        0
TD AMERITRADE HLDG CORP        COM              87236Y108      698     1081 SH  Call DEFINED 02                  0     1081        0
TD AMERITRADE HLDG CORP        COM              87236Y108      399     3177 SH  Put  DEFINED 02                  0     3177        0
TECH DATA CORP                 COM              878237106      452    12259 SH       DEFINED 02                  0    12259        0
TEEKAY SHIPPING MARSHALL ISL   COM              Y8564W103      612     1175 SH  Put  DEFINED 02                  0     1175        0
TEEKAY SHIPPING MARSHALL ISL   COM              Y8564W103      801    21600 SH       DEFINED 02                  0    21600        0
TEKELEC                        COM              879101103     1083     4298 SH  Put  DEFINED 02                  0     4298        0
TEKELEC                        COM              879101103     4151   300176 SH       DEFINED 02                  0   300176        0
TEKTRONIX INC                  COM              879131100      201     5625 SH       DEFINED 02                  0     5625        0
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106      398    23880 SH       DEFINED 02                  0    23880        0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      232    10330 SH       DEFINED 01                  0    10330        0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      540    24000 SH       DEFINED 02                  0    24000        0
TELETOUCH COMMUNICATIONS INC   COM NEW          87951V206        6    16726 SH       DEFINED 01                  0    16726        0
TELIK INC                      COM              87959M109     1975   102000 SH       DEFINED 02                  0   102000        0
TELIK INC                      COM              87959M109      870     3519 SH  Call DEFINED 02                  0     3519        0
TELIK INC                      COM              87959M109      543     4909 SH  Put  DEFINED 02                  0     4909        0
TELLABS INC                    COM              879664100      229    14377 SH       DEFINED 02                  0    14377        0
TENARIS S A                    SPONSORED ADR    88031M109     4081    22590 SH       DEFINED 02                  0    22590        0
TENARIS S A                    SPONSORED ADR    88031M109     1228      766 SH  Call DEFINED 02                  0      766        0
TENARIS S A                    SPONSORED ADR    88031M109      755     1535 SH  Put  DEFINED 02                  0     1535        0
TEREX CORP NEW                 COM              880779103     1731    21850 SH       DEFINED 02                  0    21850        0
TESORO CORP                    COM              881609101     3620    52967 SH       DEFINED 02                  0    52967        0
TESORO CORP                    COM              881609101      576     1091 SH  Call DEFINED 02                  0     1091        0
TESORO CORP                    COM              881609101      574     3105 SH  Put  DEFINED 02                  0     3105        0
TETRA TECH INC NEW             COM              88162G103      640    33532 SH       DEFINED 02                  0    33532        0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209     2312    56133 SH       DEFINED 02                  0    56133        0
TEXAS INDS INC                 COM              882491103      733    12124 SH       DEFINED 02                  0    12124        0
TEXAS INSTRS INC               COM              882508104    10639   327668 SH       DEFINED 02                  0   327668        0
THOMAS & BETTS CORP            COM              884315102      535    10412 SH       DEFINED 02                  0    10412        0
TIDEWATER INC                  COM              886423102     4623    83711 SH       DEFINED 02                  0    83711        0
TIFFANY & CO NEW               COM              886547108     7228   192540 SH       DEFINED 02                  0   192540        0
TIME WARNER INC                COM              887317105     7750   461604 SH       DEFINED 02                  0   461604        0
TIME WARNER INC                COM              887317105      596     2250 SH  Put  DEFINED 02                  0     2250        0
TIME WARNER TELECOM INC        CL A             887319101      386    21500 SH       DEFINED 02                  0    21500        0
TJX COS INC NEW                COM              872540109      354    14259 SH       DEFINED 01                  0    14259        0
TJX COS INC NEW                COM              872540109     4849   195366 SH       DEFINED 02                  0   195366        0
TODCO                          CL A             88889T107      586    14880 SH       DEFINED 02                  0    14880        0
TOLL BROTHERS INC              COM              889478103      263     2404 SH  Call DEFINED 02                  0     2404        0
TORONTO DOMINION BK ONT        COM NEW          891160509      557    10000 SH       DEFINED 02                  0    10000        0
TOTAL S A                      SPONSORED ADR    89151E109      840     6375 SH       DEFINED 01                  0     6375        0
TOTAL S A                      SPONSORED ADR    89151E109     4349    33016 SH       DEFINED 02                  0    33016        0
TOYOTA MOTOR CORP              SP ADR REP2COM   892331307      264     2421 SH       DEFINED 01                  0     2421        0
TOYOTA MOTOR CORP              SP ADR REP2COM   892331307      292      435 SH  Call DEFINED 02                  0      435        0
TRANSOCEAN INC                 ORD              G90078109     8170     4112 SH  Call DEFINED 02                  0     4112        0
TRANSOCEAN INC                 ORD              G90078109      980     4900 SH  Put  DEFINED 02                  0     4900        0
TRANSOCEAN INC                 ORD              G90078109    14888   185403 SH       DEFINED 02                  0   185403        0
TRIBUNE CO NEW                 COM              896047107      369    13466 SH       DEFINED 01                  0    13466        0
TXU CORP                       COM              873168108      263     3680 SH  Call DEFINED 02                  0     3680        0
TXU CORP                       COM              873168108     1145     2209 SH  Put  DEFINED 02                  0     2209        0
TYCO INTL LTD NEW              COM              902124106    10023   372863 SH       DEFINED 02                  0   372863        0
TYCO INTL LTD NEW              COM              902124106     1435     5922 SH  Call DEFINED 02                  0     5922        0
TYCO INTL LTD NEW              COM              902124106      490     4815 SH  Put  DEFINED 02                  0     4815        0
U S G CORP                     COM NEW          903293405      607     6389 SH       DEFINED 02                  0     6389        0
ULTRA PETROLEUM CORP           COM              903914109     9608     6865 SH  Put  DEFINED 02                  0     6865        0
ULTRA PETROLEUM CORP           COM              903914109     1586     2926 SH  Call DEFINED 02                  0     2926        0
ULTRA PETROLEUM CORP           COM              903914109    39480   633600 SH       DEFINED 02                  0   633600        0
ULTRALIFE BATTERIES INC        COM              903899102      459    35734 SH       DEFINED 02                  0    35734        0
UNDER ARMOUR INC               CL A             904311107      669    20660 SH       DEFINED 02                  0    20660        0
UNIBANCO-UNIAO DE BANCOS BRA   GDR REP PFD UT   90458E107      729     9868 SH       DEFINED 02                  0     9868        0
UNION PAC CORP                 COM              907818108      842     9015 SH       DEFINED 02                  0     9015        0
UNIT CORP                      COM              909218109      720    12912 SH       DEFINED 02                  0    12912        0
UNITED NAT FOODS INC           COM              911163103      323     9226 SH       DEFINED 02                  0     9226        0
UNITED PARCEL SERVICE INC      CL B             911312106     1749     3230 SH  Call DEFINED 02                  0     3230        0
UNITED PARCEL SERVICE INC      CL B             911312106      343     4317 SH       DEFINED 01                  0     4317        0
UNITED PARCEL SERVICE INC      CL B             911312106     4290    54048 SH       DEFINED 02                  0    54048        0
UNITED STATES STL CORP NEW     COM              912909108      585     1000 SH  Put  DEFINED 02                  0     1000        0
UNITED STATES STL CORP NEW     COM              912909108     2621    43196 SH       DEFINED 02                  0    43196        0
UNITED STATES STL CORP NEW     COM              912909108      656      925 SH  Call DEFINED 02                  0      925        0
UNITED TECHNOLOGIES CORP       COM              913017109      498     8588 SH       DEFINED 02                  0     8588        0
UNITED THERAPEUTICS CORP DEL   COM              91307C102      278     4200 SH       DEFINED 02                  0     4200        0
UNITED THERAPEUTICS CORP DEL   COM              91307C102      608     1389 SH  Call DEFINED 02                  0     1389        0
UNITED UTILS PLC               SPONSORED ADR    91311Q105     1032    42546 SH       DEFINED 02                  0    42546        0
UNITEDHEALTH GROUP INC         COM              91324P102      797    14261 SH       DEFINED 02                  0    14261        0
UNIVISION COMMUNICATIONS INC   CL A             914906102      347      344 SH  Call DEFINED 02                  0      344        0
UNUMPROVIDENT CORP             COM              91529Y106      378    18439 SH       DEFINED 01                  0    18439        0
UNUMPROVIDENT CORP             COM              91529Y106      477    23313 SH       DEFINED 02                  0    23313        0
UQM TECHNOLOGIES INC           COM              903213106      546   121508 SH       DEFINED 02                  0   121508        0
URS CORP NEW                   COM              903236107      624    15509 SH       DEFINED 02                  0    15509        0
US BANCORP DEL                 COM NEW          902973304     1532    50234 SH       DEFINED 01                  0    50234        0
US BANCORP DEL                 COM NEW          902973304     5222   171210 SH       DEFINED 02                  0   171210        0
USEC INC                       COM              90333E108      839    69664 SH       DEFINED 02                  0    69664        0
UST INC                        COM              902911106      699    16800 SH       DEFINED 02                  0    16800        0
UTILITIES HOLDRS TR            DEPOSITRY RCPT   918019100     7378    66900 SH       DEFINED 02                  0    66900        0
UTILITIES HOLDRS TR            DEPOSITRY RCPT   918019100      414      946 SH  Call DEFINED 02                  0      946        0
UTILITIES HOLDRS TR            DEPOSITRY RCPT   918019100      321      415 SH  Put  DEFINED 02                  0      415        0
UTSTARCOM INC                  COM              918076100       73    11638 SH       DEFINED 02                  0    11638        0
VALASSIS COMMUNICATIONS INC    COM              918866104      711    24200 SH       DEFINED 02                  0    24200        0
VALEANT PHARMACEUTICALS INTL   COM              91911X104      393    24817 SH       DEFINED 02                  0    24817        0
VALEANT PHARMACEUTICALS INTL   COM              91911X104      258     3000 SH  Put  DEFINED 02                  0     3000        0
VALERO ENERGY CORP NEW         COM              91913Y100      482      702 SH  Call DEFINED 02                  0      702        0
VALERO ENERGY CORP NEW         COM              91913Y100      964     3300 SH  Put  DEFINED 02                  0     3300        0
VALERO ENERGY CORP NEW         COM              91913Y100     2981    49872 SH       DEFINED 02                  0    49872        0
VALLEY NATL BANCORP            COM              919794107     1252    48872 SH       DEFINED 02                  0    48872        0
VALMONT INDS INC               COM              920253101      648    15412 SH       DEFINED 02                  0    15412        0
VANGUARD INDEX FDS             EXT MKT VIPERS   922908652      942     9500 SH       DEFINED 02                  0     9500        0
VANGUARD INDEX FDS             MID CAP VIPERS   922908629      516     7400 SH       DEFINED 02                  0     7400        0
VANGUARD INDEX FDS             SMLL CP VIPERS   922908751      401     6000 SH       DEFINED 02                  0     6000        0
VANGUARD INTL EQUITY INDEX F   EURO VIPERS      922042874      360     6200 SH       DEFINED 02                  0     6200        0
VANGUARD INTL EQUITY INDEX F   PACIFIC VIPERS   922042866     5101    79000 SH       DEFINED 02                  0    79000        0
VANGUARD SECTOR INDEX FDS      CONSUMER DISC    92204A108     1638    30000 SH       DEFINED 02                  0    30000        0
VANGUARD SECTOR INDEX FDS      FINLS VIPERS     92204A405      321     5500 SH       DEFINED 02                  0     5500        0
VARIAN MED SYS INC             COM              92220P105      999    17793 SH       DEFINED 02                  0    17793        0
VEECO INSTRS INC DEL           COM              922417100      842    36061 SH       DEFINED 02                  0    36061        0
VEECO INSTRS INC DEL           COM              922417100      428      845 SH  Call DEFINED 02                  0      845        0
VENTANA MED SYS INC            COM              92276H106      420    10052 SH       DEFINED 02                  0    10052        0
VEOLIA ENVIRONNEMENT           SPONSORED ADR    92334N103      853    15367 SH       DEFINED 02                  0    15367        0
VERIFONE HLDGS INC             COM              92342Y109      273     9000 SH       DEFINED 02                  0     9000        0
VERISIGN INC                   COM              92343E102      240     1000 SH  Call DEFINED 02                  0     1000        0
VERIZON COMMUNICATIONS         COM              92343V104    10448   306742 SH       DEFINED 02                  0   306742        0
VERIZON COMMUNICATIONS         COM              92343V104      624     4800 SH  Put  DEFINED 02                  0     4800        0
VERTEX PHARMACEUTICALS INC     COM              92532F100     1632     1684 SH  Call DEFINED 02                  0     1684        0
VIACOM INC NEW                 CL B             92553P201      256     6600 SH       DEFINED 01                  0     6600        0
VIACOM INC NEW                 CL B             92553P201      345     2750 SH  Call DEFINED 02                  0     2750        0
VIAD CORP                      COM NEW          92552R406      998    29112 SH       DEFINED 02                  0    29112        0
VIMICRO INTL CORP              ADR              92718N109      221    12300 SH       DEFINED 02                  0    12300        0
VIRAGEN INC                    COM NEW          927638403       22    36905 SH       DEFINED 01                  0    36905        0
VIROPHARMA INC                 COM              928241108      286    22490 SH       DEFINED 02                  0    22490        0
VIROPHARMA INC                 COM              928241108      313      955 SH  Put  DEFINED 02                  0      955        0
VISHAY INTERTECHNOLOGY INC     COM              928298108      367     2984 SH  Call DEFINED 02                  0     2984        0
VISTACARE INC                  CL A             92839Y109      217    14024 SH       DEFINED 02                  0    14024        0
VISTEON CORP                   COM              92839U107      207      722 SH  Put  DEFINED 02                  0      722        0
VITESSE SEMICONDUCTOR CORP     COM              928497106      166    46342 SH       DEFINED 02                  0    46342        0
VIVENDI UNIVERSAL              SPON ADR NEW     92851S204      277      603 SH  Call DEFINED 02                  0      603        0
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100      410     2000 SH  Call DEFINED 02                  0     2000        0
VORNADO RLTY TR                SH BEN INT       929042109     1829    19052 SH       DEFINED 02                  0    19052        0
W & T OFFSHORE INC             COM              92922P106      305     7570 SH       DEFINED 02                  0     7570        0
WABASH NATL CORP               COM              929566107      335    16971 SH       DEFINED 01                  0    16971        0
WACHOVIA CORP 2ND NEW          COM              929903102     5682   101369 SH       DEFINED 02                  0   101369        0
WAL MART STORES INC            COM              931142103    41817   885212 SH       DEFINED 02                  0   885212        0
WAL MART STORES INC            COM              931142103      357     2726 SH  Call DEFINED 02                  0     2726        0
WALGREEN CO                    COM              931422109     3082    71448 SH       DEFINED 02                  0    71448        0
WALTER INDS INC                COM              93317Q105     5984    89820 SH       DEFINED 02                  0    89820        0
WALTER INDS INC                COM              93317Q105      276     1900 SH  Put  DEFINED 02                  0     1900        0
WARNER MUSIC GROUP CORP        COM              934550104      432    19900 SH       DEFINED 02                  0    19900        0
WASHINGTON MUT INC             COM              939322103     1321    31006 SH       DEFINED 02                  0    31006        0
WATSCO INC                     COM              942622200      384     5400 SH       DEFINED 02                  0     5400        0
WATSON PHARMACEUTICALS INC     COM              942683103     1196    41605 SH       DEFINED 02                  0    41605        0
WATTS WATER TECHNOLOGIES INC   CL A             942749102     1124    30924 SH       DEFINED 02                  0    30924        0
WCI CMNTYS INC                 COM              92923C104      643    23120 SH       DEFINED 02                  0    23120        0
WEATHERFORD INTERNATIONAL LT   COM              G95089101      790    17264 SH       DEFINED 02                  0    17264        0
WEATHERFORD INTERNATIONAL LT   COM              G95089101     2227     1490 SH  Call DEFINED 02                  0     1490        0
WEBMETHODS INC                 COM              94768C108      236    28013 SH       DEFINED 02                  0    28013        0
WELLPOINT INC                  COM              94973V107      254     3276 SH       DEFINED 02                  0     3276        0
WELLS FARGO & CO NEW           COM              949746101     1805    28256 SH       DEFINED 01                  0    28256        0
WELLS FARGO & CO NEW           COM              949746101     7611   119161 SH       DEFINED 02                  0   119161        0
WELLS FARGO & CO NEW           COM              949746101      335     7315 SH  Put  DEFINED 02                  0     7315        0
WENDYS INTL INC                COM              950590109     3068    49429 SH       DEFINED 02                  0    49429        0
WESCO INTL INC                 COM              95082P105      284      259 SH  Call DEFINED 02                  0      259        0
WESCO INTL INC                 COM              95082P105      295     4344 SH       DEFINED 02                  0     4344        0
WEST CORP                      COM              952355105      300     6720 SH       DEFINED 02                  0     6720        0
WESTAIM CORP                   COM              956909105      921   146639 SH       DEFINED 02                  0   146639        0
WESTERN DIGITAL CORP           COM              958102105     1132    58263 SH       DEFINED 02                  0    58263        0
WESTERN DIGITAL CORP           COM              958102105      631     1808 SH  Call DEFINED 02                  0     1808        0
WESTERN GAS RES INC            COM              958259103     2090    43318 SH       DEFINED 02                  0    43318        0
WESTERN SILVER CORP            COM              959531104      526    22400 SH       DEFINED 02                  0    22400        0
WESTWOOD ONE INC               COM              961815107      302    27368 SH       DEFINED 02                  0    27368        0
WET SEAL INC                   CL A             961840105      799   120178 SH       DEFINED 02                  0   120178        0
WEYERHAEUSER CO                COM              962166104      500     6900 SH       DEFINED 02                  0     6900        0
WEYERHAEUSER CO                COM              962166104      262      440 SH  Call DEFINED 02                  0      440        0
WHIRLPOOL CORP                 COM              963320106      332     3500 SH  Call DEFINED 02                  0     3500        0
WHIRLPOOL CORP                 COM              963320106     1486    16246 SH       DEFINED 02                  0    16246        0
WHOLE FOODS MKT INC            COM              966837106     3204    48224 SH       DEFINED 02                  0    48224        0
WHOLE FOODS MKT INC            COM              966837106      344      844 SH  Put  DEFINED 02                  0      844        0
WILLIAMS SONOMA INC            COM              969904101      212     5000 SH       DEFINED 02                  0     5000        0
WIND RIVER SYSTEMS INC         COM              973149107      377    30264 SH       DEFINED 02                  0    30264        0
WIRELESS HOLDRS TR             DEPOSITRY RCPT   97653L208      963    15000 SH       DEFINED 02                  0    15000        0
WITNESS SYS INC                COM              977424100      490    19303 SH       DEFINED 02                  0    19303        0
WMS INDS INC                   COM              929297109      538     1034 SH  Call DEFINED 02                  0     1034        0
WPS RESOURCES CORP             COM              92931B106      256     5200 SH       DEFINED 02                  0     5200        0
WPS RESOURCES CORP             COM              92931B106      255     5177 SH       DEFINED 01                  0     5177        0
WYETH                          COM              983024100     2257    46527 SH       DEFINED 02                  0    46527        0
WYNN RESORTS LTD               COM              983134107      661     8599 SH       DEFINED 02                  0     8599        0
XILINX INC                     COM              983919101     1614    63375 SH       DEFINED 02                  0    63375        0
XL CAP LTD                     CL A             G98255105      641    10000 SH       DEFINED 02                  0    10000        0
XM SATELLITE RADIO HLDGS INC   CL A             983759101     7180   322401 SH       DEFINED 02                  0   322401        0
XM SATELLITE RADIO HLDGS INC   CL A             983759101      487     2842 SH  Call DEFINED 02                  0     2842        0
XM SATELLITE RADIO HLDGS INC   CL A             983759101     4468    13067 SH  Put  DEFINED 02                  0    13067        0
XTO ENERGY INC                 COM              98385X106      243     5574 SH       DEFINED 02                  0     5574        0
XTO ENERGY INC                 COM              98385X106      823     2285 SH  Call DEFINED 02                  0     2285        0
XTO ENERGY INC                 COM              98385X106      295     1000 SH  Put  DEFINED 02                  0     1000        0
YAHOO INC                      COM              984332106      320     1813 SH  Call DEFINED 02                  0     1813        0
YAHOO INC                      COM              984332106     1255     5184 SH  Put  DEFINED 02                  0     5184        0
YAHOO INC                      COM              984332106    16128   499945 SH       DEFINED 02                  0   499945        0
YANZHOU COAL MNG CO LTD        SPON ADR H SHS   984846105      212     4837 SH       DEFINED 02                  0     4837        0
YM BIOSCIENCES INC             COM              984238105       73    13200 SH       DEFINED 02                  0    13200        0
YRC WORLDWIDE INC              COM              984249102      632    16617 SH       DEFINED 02                  0    16617        0
YRC WORLDWIDE INC              COM              984249102      236      555 SH  Put  DEFINED 02                  0      555        0
ZEBRA TECHNOLOGIES CORP        CL A             989207105      322     7196 SH       DEFINED 02                  0     7196        0
ZHONE TECHNOLOGIES INC NEW     COM              98950P108       30    11357 SH       DEFINED 02                  0    11357        0
ZIMMER HLDGS INC               COM              98956P102      874    12934 SH       DEFINED 02                  0    12934        0
ZIONS BANCORPORATION           COM              989701107      387     4677 SH       DEFINED 02                  0     4677        0
ZOLTEK COS INC                 COM              98975W104      858    37516 SH       DEFINED 02                  0    37516        0
ZORAN CORP                     COM              98975F101      302    13800 SH       DEFINED 02                  0    13800        0
ZYMOGENETICS INC               COM              98985T109      259    11987 SH       DEFINED 02                  0    11987        0