UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2003
Check here if Amendment []; Amendment Number:
This Amendment (Check only one.): [] is a restatement
[] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Wachovia Corporation
Address: One Wachovia Center
301 South College Street
Charlotte, NC 28288-0137
13F File Number: 028-04771
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: Karen F. Knudtsen
Title: Vice President and Compliance Officer
Phone: (704) 374-2249
Signature, Place and Date of Signing:
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 11
Form 13F Information Table Entry Total: 11,688
Form 13F Information Table Value Total: $55,540,036,995
List of Other Included Managers:
No. 13F File Number Name
01 Delaware Trust Capital Management, Inc.
03 801-08327 Evergreen Investment Management Company
04 Wachovia Bank of Delaware, National Association
05 Wachovia Securities, Inc.
06 Wachovia Bank, National Association
07 Wachovia Trust Company, National Association
08 028-00147 McGlinn Capital Management, Inc.
09 028-06346 Tattersall Advisory Group, Inc.
11 028-03755 J.L. Kaplan Associates, LLC
13 Wachovia Securities Finanacial Network, Inc.
20 wachovia Securities International Ltd.
Wachovia Corporation
Form 13F
As Of 09/30/2003
Item 4:
Fair Item 5: Item 6: Item 8:
Item 3: Market Shares Or Investment Voting Authority
Cusip Value Principal Discretion Item 7: (A) (B) (C)
ISSUENAME SECTYPEDESC Number (000) Amount (A)(B)(C) Mgrs Sole Shared None
----------------------------- --------------- -------- ---------- ---------- ------------- ------- ---------- ---------- ----------
A D C TELECOMMUNICATIONS COM 00088610 13992 6000 X X 1 6000 0 0
A D C TELECOMMUNICATIONS COM 00088610 1254 550 X 13 0 0 550
A D C TELECOMMUNICATIONS COM 00088610 730947 312566 X 3 312566 0 0
A D C TELECOMMUNICATIONS COM 00088610 283457 122802 X 5 66065 0 56737
A D C TELECOMMUNICATIONS COM 00088610 49881 21390 X X 6 14390 0 7000
A D C TELECOMMUNICATIONS COM 00088610 872913 374329 X 6 157662 0 216667
ACM INCOME FUND INC COM 00091210 508118 62191 X 5 47062 0 15129
ACM INCOME FUND INC COM 00091210 379069 46341 X X 6 46341 0 0
ACM INCOME FUND INC COM 00091210 84074 10278 X 6 10278 0 0
ACM GOVT OPPORTUNITY FD INC COM 00091810 205888 23584 X 5 23584 0 0
ACM GOVT OPPORTUNITY FD INC COM 00091810 7857 900 X 6 900 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 363474 19080 X 13 0 0 19080
ABN AMRO HLDG NV SPONSORED ADR 00093710 289957 15361 X 5 4604 0 10757
ABN AMRO HLDG NV SPONSORED ADR 00093710 159285 8624 X X 6 7547 0 1077
ABN AMRO HLDG NV SPONSORED ADR 00093710 331887 17969 X 6 17969 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 3103 168 X X 7 168 0 0
ABM INDS INC COM 00095710 268850 19000 X 11 0 0 19000
ABM INDS INC COM 00095710 222867 15275 X 5 4600 0 10675
ABM INDS INC COM 00095710 58864 4160 X X 6 4160 0 0
ABM INDS INC COM 00095710 254304 17972 X 6 17972 0 0
AFLAC INC COM 00105510 7106 220 X 1 220 0 0
AFLAC INC COM 00105510 86532 2679 X 11 0 0 2679
AFLAC INC COM 00105510 3203 96 X 13 0 0 96
AFLAC INC COM 00105510 6668335 204211 X 3 204211 0 0
AFLAC INC COM 00105510 1389 43 X 4 43 0 0
AFLAC INC COM 00105510 4952262 152223 X 5 118771 0 33452
AFLAC INC COM 00105510 8343058 258299 X X 6 255319 1855 1125
AFLAC INC COM 00105510 16131912 499440 X 6 453137 552 45751
AFLAC INC COM 00105510 18217 564 X 7 564 0 0
AGCO CORP COM 00108410 15443054 900995 X 11 841900 0 59095
AGCO CORP COM 00108410 13815251 806024 X 3 806024 0 0
AGCO CORP COM 00108410 365303 21059 X 5 12355 0 8704
AGCO CORP COM 00108410 1611 94 X X 6 94 0 0
AGCO CORP COM 00108410 452873 26422 X 6 26422 0 0
AGL RES INC COM 00120410 523962 18600 X X 1 16600 2000 0
AGL RES INC COM 00120410 321138 11400 X 1 11400 0 0
AGL RES INC COM 00120410 28170 1000 X 11 0 0 1000
AGL RES INC COM 00120410 22848 800 X 13 0 0 800
AGL RES INC COM 00120410 1758231 62415 X 3 62415 0 0
AGL RES INC COM 00120410 470168 16653 X 5 13953 0 2700
AGL RES INC COM 00120410 3691115 131030 X X 6 120136 9744 1150
AGL RES INC COM 00120410 2571217 91275 X 6 89675 0 1600
AGL RES INC COM 00120410 11268 400 X X 7 400 0 0
AES CORP COM 00130H10 1787419 240892 X 3 240892 0 0
AES CORP COM 00130H10 468683 62867 X 5 49054 0 13813
AES CORP COM 00130H10 535902 72224 X X 6 42999 0 29225
AES CORP COM 00130H10 952394 128355 X 6 78297 0 50058
AK STL HLDG CORP COM 00154710 214 102 X 13 0 0 102
AK STL HLDG CORP COM 00154710 4139 1992 X 5 442 0 1550
AK STL HLDG CORP COM 00154710 1000 500 X X 6 500 0 0
AK STL HLDG CORP COM 00154710 20698 10349 X 6 10349 0 0
AMB PROPERTY CORP COM 00163T10 2464307 79984 X 3 79984 0 0
AMB PROPERTY CORP COM 00163T10 472188 15347 X 5 13755 0 1592
AMB PROPERTY CORP COM 00163T10 3081 100 X 6 100 0 0
AMR CORP COM 00176510 68305 5853 X 13 0 0 5853
AMR CORP COM 00176510 1861041 161427 X 5 103693 0 57734
AMR CORP COM 00176510 4534 396 X X 6 396 0 0
AMR CORP COM 00176510 2290 200 X 6 200 0 0
AMR CORP COM 00176510 561 49 X 7 49 0 0
AOL TIME WARNER INC COM 00184A10 52885 3500 X X 1 3500 0 0
AOL TIME WARNER INC COM 00184A10 23723 1570 X 1 1570 0 0
AOL TIME WARNER INC COM 00184A10 4195669 277675 X 11 32450 0 245225
AOL TIME WARNER INC COM 00184A10 469497 30646 X 13 0 0 30646
AOL TIME WARNER INC COM 00184A10 75937904 5019538 X 3 5019538 0 0
AOL TIME WARNER INC COM 00184A10 2720 180 X X 4 180 0 0
AOL TIME WARNER INC COM 00184A10 5213 345 X 4 345 0 0
AOL TIME WARNER INC COM 00184A10 17580553 1159152 X 5 845981 0 313171
AOL TIME WARNER INC COM 00184A10 6128918 405620 X X 6 322811 10666 72143
AOL TIME WARNER INC COM 00184A10 28510727 1886878 X 6 656836 247 1229795
AOL TIME WARNER INC COM 00184A10 11559 765 X X 7 765 0 0
AOL TIME WARNER INC COM 00184A10 46554 3081 X 7 3081 0 0
ATI TECHNOLOGIES INC COM 00194110 297000 20000 X 3 20000 0 0
ATI TECHNOLOGIES INC COM 00194110 351588 23660 X 5 23660 0 0
AT&T CORP COM NEW 00195750 13555 629 X X 1 629 0 0
AT&T CORP COM NEW 00195750 825250 38726 X 13 0 0 38726
AT&T CORP COM NEW 00195750 38489938 1786076 X 3 1786076 0 0
AT&T CORP COM NEW 00195750 4464668 207632 X 5 166787 0 40845
AT&T CORP COM NEW 00195750 5245712 243421 X X 6 122449 69188 51784
AT&T CORP COM NEW 00195750 8440827 391686 X 6 171193 1100 219393
ASA LTD COM 00205010 525319 12375 X 13 0 0 12375
ASA LTD COM 00205010 891790 21008 X 5 18308 0 2700
ASA LTD COM 00205010 74670 1759 X X 6 1509 0 250
ATMI INC COM 00207R10 10007156 394950 X 3 394950 0 0
ATMI INC COM 00207R10 96837 3820 X 5 3820 0 0
ATMI INC COM 00207R10 6490 256 X X 6 256 0 0
ATMI INC COM 00207R10 1185873 46780 X 6 41001 29 5750
AT&T WIRELESS SVCS INC COM 00209A10 6307 771 X X 1 771 0 0
AT&T WIRELESS SVCS INC COM 00209A10 104344 12756 X 11 939 0 11817
AT&T WIRELESS SVCS INC COM 00209A10 1280505 155969 X 13 0 0 155969
AT&T WIRELESS SVCS INC COM 00209A10 34993688 4277319 X 3 4277319 0 0
AT&T WIRELESS SVCS INC COM 00209A10 3770422 460422 X 5 321412 0 139010
AT&T WIRELESS SVCS INC COM 00209A10 3676779 449484 X X 6 189969 126255 133260
AT&T WIRELESS SVCS INC COM 00209A10 8384137 1024956 X 6 363575 804 660577
AT&T WIRELESS SVCS INC COM 00209A10 6969 852 X 7 852 0 0
AT&T WIRELESS SVCS INC COM 00209A10 4922888 601820 X 8 601820 0 0
ATA HOLDINGS CORP COM 00209H10 496905 71292 X 13 0 0 71292
ATA HOLDINGS CORP COM 00209H10 22310 3200 X 5 200 0 3000
AVI BIOPHARMA INC COM 00234610 1424754 275581 X 3 275581 0 0
AVI BIOPHARMA INC COM 00234610 1339 260 X 5 0 0 260
AVI BIOPHARMA INC COM 00234610 62991 12184 X 6 0 0 12184
AVX CORP NEW COM 00244410 6834048 499200 X 3 499200 0 0
AVX CORP NEW COM 00244410 326239 23797 X 5 22487 0 1310
AVX CORP NEW COM 00244410 6845 500 X X 6 500 0 0
AVX CORP NEW COM 00244410 130055 9500 X 6 700 0 8800
ABBOTT LABS COM 00282410 2650865 62300 X X 1 62300 0 0
ABBOTT LABS COM 00282410 714840 16800 X 1 16800 0 0
ABBOTT LABS COM 00282410 2820640 66290 X 11 4300 0 61990
ABBOTT LABS COM 00282410 1225561 28648 X 13 0 0 28648
ABBOTT LABS COM 00282410 75790145 1744058 X 3 1744058 0 0
ABBOTT LABS COM 00282410 17020 400 X X 4 400 0 0
ABBOTT LABS COM 00282410 13361 314 X 4 314 0 0
ABBOTT LABS COM 00282410 29000364 679022 X 5 209594 0 469428
ABBOTT LABS COM 00282410 138952131 3265620 X X 6 2933040 157323 175257
ABBOTT LABS COM 00282410 148825433 3497660 X 6 3081834 8292 407534
ABBOTT LABS COM 00282410 25573 601 X X 7 601 0 0
ABBOTT LABS COM 00282410 143947 3383 X 7 3383 0 0
ABBOTT LABS COM 00282410 4599655 108100 X 8 108100 0 0
ABERCROMBIE & FITCH CO CL A 00289620 10649618 384324 X 3 384324 0 0
ABERCROMBIE & FITCH CO CL A 00289620 3000364 107791 X 5 99041 0 8750
ABERCROMBIE & FITCH CO CL A 00289620 2494 90 X X 6 90 0 0
ABERCROMBIE & FITCH CO CL A 00289620 31312 1130 X 6 1130 0 0
ABERCROMBIE & FITCH CO CL A 00289620 7205 260 X X 7 260 0 0
ABERCROMBIE & FITCH CO CL A 00289620 2217 80 X 7 80 0 0
ABBEY NATL PLC ADR PRF B7.375 00292070 208950 7682 X 5 7682 0 0
ABBEY NATL PLC ADR PRF B7.375 00292070 38080 1400 X X 6 1400 0 0
ABBEY NATL PLC GDR 00292080 56605 2132 X 5 2132 0 0
ABBEY NATL PLC GDR 00292080 531000 20000 X 6 20000 0 0
ABERDEEN ASIA PACIFIC INCOM COM 00300910 1759 308 X 13 0 0 308
ABERDEEN ASIA PACIFIC INCOM COM 00300910 39900 7000 X X 4 7000 0 0
ABERDEEN ASIA PACIFIC INCOM COM 00300910 1132251 198459 X 5 95012 0 103447
ABERDEEN ASIA PACIFIC INCOM COM 00300910 6281 1102 X X 6 1102 0 0
ABERDEEN ASIA PACIFIC INCOM COM 00300910 52719 9249 X 6 9249 0 0
ABERDEEN ASIA PACIFIC INCOM COM 00300910 3699 649 X X 7 649 0 0
ABERDEEN AUSTRALIA EQTY FD I COM 00301110 904038 118434 X 5 19934 0 98500
ABERDEEN AUSTRALIA EQTY FD I COM 00301110 2645 348 X X 7 348 0 0
ABERDEEN AUSTRALIA EQTY FD I COM 00301110 3195800 420500 X 9 420500 0 0
ABERDEEN GLOBAL INCOME FD IN COM 00301310 541935 45314 X 5 43239 0 2075
ABERDEEN GLOBAL INCOME FD IN COM 00301310 10764 900 X X 7 900 0 0
ABGENIX INC COM 00339B10 724500 50000 X 3 50000 0 0
ABGENIX INC COM 00339B10 3305 230 X 5 0 0 230
ABIOMED INC COM 00365410 37399 4270 X 5 2400 0 1870
ABIOMED INC COM 00365410 128961 14978 X X 6 14978 0 0
ABIOMED INC COM 00365410 10349 1202 X 6 1202 0 0
ABLEST INC COM 00371W10 78164 14342 X 5 0 0 14342
ABRAXAS PETE CORP COM 00383010 88029 97810 X 6 97810 0 0
ACCREDO HEALTH INC COM 00437V10 10328 369 X 5 369 0 0
ACCREDO HEALTH INC COM 00437V10 39522 1412 X X 6 1412 0 0
ACCREDO HEALTH INC COM 00437V10 775267 27698 X 6 27698 0 0
ACTIVISION INC NEW COM NEW 00493020 1032819 86284 X 3 86284 0 0
ACTIVISION INC NEW COM NEW 00493020 974620 79798 X 5 39303 0 40495
ACTIVISION INC NEW COM NEW 00493020 599 50 X 6 50 0 0
ACTUANT CORP CL A NEW 00508X20 7120550 126050 X 3 126050 0 0
ACTUANT CORP CL A NEW 00508X20 44973 793 X 5 693 0 100
ACTUANT CORP CL A NEW 00508X20 23527 419 X X 6 254 0 165
ACTUANT CORP CL A NEW 00508X20 1218174 21695 X 6 19145 0 2550
ACUITY BRANDS INC COM 00508Y10 7224 400 X 5 400 0 0
ACUITY BRANDS INC COM 00508Y10 2730184 151173 X X 6 19577 4250 127346
ACUITY BRANDS INC COM 00508Y10 2361941 130783 X 6 130783 0 0
ACXIOM CORP COM 00512510 1317394 83591 X 3 83591 0 0
ACXIOM CORP COM 00512510 79140 5000 X 5 4000 0 1000
ACXIOM CORP COM 00512510 2378 151 X X 6 151 0 0
ACXIOM CORP COM 00512510 12332 783 X 6 783 0 0
ADAMS EXPRESS CO COM 00621210 18000 1500 X 13 0 0 1500
ADAMS EXPRESS CO COM 00621210 120945 10139 X 5 4262 0 5877
ADAMS EXPRESS CO COM 00621210 974914 82410 X X 6 82410 0 0
ADAMS EXPRESS CO COM 00621210 446914 37778 X 6 37355 0 423
ADAPTEC INC COM 00651F10 798540 99900 X 5 1500 0 98400
ADAPTEC INC COM 00651F10 102483 13556 X X 6 12931 625 0
ADAPTEC INC COM 00651F10 572610 75742 X 6 75742 0 0
ADMINISTAFF INC COM 00709410 2187 246 X 5 246 0 0
ADMINISTAFF INC COM 00709410 50495 5680 X X 6 5680 0 0
ADMINISTAFF INC COM 00709410 661016 74355 X 6 45125 0 29230
ADOBE SYS INC COM 00724F10 1419268 35660 X 13 0 0 35660
ADOBE SYS INC COM 00724F10 3895691 99228 X 3 99228 0 0
ADOBE SYS INC COM 00724F10 8367828 211586 X 5 130011 0 81575
ADOBE SYS INC COM 00724F10 211524 5370 X X 6 3970 1400 0
ADOBE SYS INC COM 00724F10 2037330 51722 X 6 22320 0 29402
ADOLOR CORP COM 00724X10 734000 40000 X 3 40000 0 0
ADOLOR CORP COM 00724X10 13212 720 X 5 720 0 0
ADOLOR CORP COM 00724X10 91750 5000 X 6 5000 0 0
ADTRAN INC COM 00738A10 2821010 46110 X 3 46110 0 0
ADTRAN INC COM 00738A10 1833966 29913 X 5 29913 0 0
ADTRAN INC COM 00738A10 61310 1000 X 6 1000 0 0
ADVANCED AUTO PARTS INC COM 00751Y10 4704782 66358 X 3 66358 0 0
ADVANCED AUTO PARTS INC COM 00751Y10 202774 2860 X 5 2860 0 0
ADVANCED AUTO PARTS INC COM 00751Y10 257722 3635 X X 6 3635 0 0
ADVANCED AUTO PARTS INC COM 00751Y10 215607 3041 X 6 3041 0 0
ADVANCED AUTO PARTS INC COM 00751Y10 7090 100 X X 7 100 0 0
ADVANCED DIGITAL INFORMATION COM 00752510 4453285 317638 X 3 317638 0 0
ADVANCED DIGITAL INFORMATION COM 00752510 96985 6900 X 5 6400 0 500
ADVANCED DIGITAL INFORMATION COM 00752510 209921 14941 X 6 1118 0 13823
ADVANCED MARKETING SVCS INC COM 00753T10 511151 50792 X 5 4065 0 46727
ADVANCED FIBRE COMMUNICATION COM 00754A10 1759425 83902 X 3 83902 0 0
ADVANCED FIBRE COMMUNICATION COM 00754A10 118889 5605 X 5 375 0 5230
ADVANCED FIBRE COMMUNICATION COM 00754A10 86943 4150 X X 6 3200 0 950
ADVANCED FIBRE COMMUNICATION COM 00754A10 3731844 178131 X 6 91160 0 86971
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 318450 82500 X 3 82500 0 0
ADVANCED NEUROMODULATION SYS COM 00757T10 5505163 137450 X 3 137450 0 0
ADVANCED NEUROMODULATION SYS COM 00757T10 117135 2917 X 5 1880 0 1037
ADVANCED NEUROMODULATION SYS COM 00757T10 18274 458 X X 6 458 0 0
ADVANCED NEUROMODULATION SYS COM 00757T10 830997 20827 X 6 18410 17 2400
ADVANCED NEUROMODULATION SYS COM 00757T10 3870 97 X X 7 97 0 0
ADVANTEST CORP SPONSORED ADR 00762U10 2577200 151000 X 3 151000 0 0
ADVANTEST CORP SPONSORED ADR 00762U10 43094 2596 X X 6 2596 0 0
ADVANTEST CORP SPONSORED ADR 00762U10 394931 23791 X 6 23791 0 0
ADVISORY BRD CO COM 00762W10 3049695 67100 X 3 67100 0 0
ADVISORY BRD CO COM 00762W10 195435 4300 X 6 4000 0 300
ADVANCED MEDICAL OPTICS INC COM 00763M10 9558 526 X 5 198 0 328
ADVANCED MEDICAL OPTICS INC COM 00763M10 5167900 287745 X X 6 287481 264 0
ADVANCED MEDICAL OPTICS INC COM 00763M10 13165 733 X 6 733 0 0
ADVENT CLAYMORE CV SECS & IN COM 00764C10 18485 761 X 13 0 0 761
ADVENT CLAYMORE CV SECS & IN COM 00764C10 2152410 88613 X 5 0 0 88613
AEROFLEX INC COM 00776810 7794233 876539 X 3 876539 0 0
AEROFLEX INC COM 00776810 57686 6516 X 5 5016 0 1500
AEROFLEX INC COM 00776810 38078 4327 X X 6 4327 0 0
AEROFLEX INC COM 00776810 1108070 125917 X 6 113103 114 12700
AEROPOSTALE COM 00786510 1790575 66195 X 3 66195 0 0
AEROPOSTALE COM 00786510 954766 35074 X 5 27055 0 8019
AEROPOSTALE COM 00786510 10144 375 X X 6 375 0 0
AEROPOSTALE COM 00786510 141823 5243 X 6 2375 0 2868
ADVANCED MICRO DEVICES INC COM 00790310 1765001 158866 X 3 158866 0 0
ADVANCED MICRO DEVICES INC COM 00790310 1323306 118598 X 5 23889 0 94709
ADVANCED MICRO DEVICES INC COM 00790310 258308 23250 X X 6 16250 0 7000
ADVANCED MICRO DEVICES INC COM 00790310 387106 34843 X 6 3650 0 31193
ADVANCED MICRO DEVICES INC DBCV 4.750% 2/ 007903AE 8888 10000 X 5 10000 0 0
ADVANCEPCS COM 00790K10 121726 2596 X 13 0 0 2596
ADVANCEPCS COM 00790K10 20094593 440961 X 3 440961 0 0
ADVANCEPCS COM 00790K10 618290 13302 X 5 4122 0 9180
ADVANCEPCS COM 00790K10 162730 3571 X X 6 2896 0 675
ADVANCEPCS COM 00790K10 3225718 70786 X 6 17711 0 53075
ADVANCEPCS COM 00790K10 8430 185 X X 7 185 0 0
AEGON N V ORD AMER REG 00792410 1363442 112912 X 5 29831 0 83081
AEGON N V ORD AMER REG 00792410 1581980 135212 X X 6 107610 3743 23859
AEGON N V ORD AMER REG 00792410 3881721 331771 X 6 327219 0 4552
ADVENT SOFTWARE INC COM 00797410 511392 31803 X 3 31803 0 0
ADVENT SOFTWARE INC COM 00797410 11035 670 X 5 0 0 670
AES TR III PFD CV 6.75% 00808N20 133774 3598 X 5 0 0 3598
AES TR III PFD CV 6.75% 00808N20 1692750 45750 X X 6 16750 0 29000
AES TR III PFD CV 6.75% 00808N20 148000 4000 X 6 4000 0 0
AETNA INC NEW COM 00817Y10 19562 325 X 13 0 0 325
AETNA INC NEW COM 00817Y10 24137792 350535 X 3 350535 0 0
AETNA INC NEW COM 00817Y10 21666 355 X 4 355 0 0
AETNA INC NEW COM 00817Y10 5902504 97104 X 5 68827 0 28277
AETNA INC NEW COM 00817Y10 1767429 28960 X X 6 16918 900 11142
AETNA INC NEW COM 00817Y10 8764762 143614 X 6 41493 26 102095
AETNA INC NEW COM 00817Y10 7018 115 X 7 115 0 0
AFFILIATED COMPUTER SERVICES CL A 00819010 241016 4950 X 1 4950 0 0
AFFILIATED COMPUTER SERVICES CL A 00819010 1679 35 X 13 0 0 35
AFFILIATED COMPUTER SERVICES CL A 00819010 12277476 250607 X 3 250607 0 0
AFFILIATED COMPUTER SERVICES CL A 00819010 1461 30 X 4 30 0 0
AFFILIATED COMPUTER SERVICES CL A 00819010 3567665 73497 X 5 58560 0 14937
AFFILIATED COMPUTER SERVICES CL A 00819010 6367678 130780 X X 6 113983 3408 13389
AFFILIATED COMPUTER SERVICES CL A 00819010 20263463 416173 X 6 382881 1442 31850
AFFILIATED COMPUTER SERVICES CL A 00819010 8764 180 X X 7 180 0 0
AFFILIATED COMPUTER SERVICES CL A 00819010 58331 1198 X 7 1198 0 0
AFFILIATED COMPUTER SERVICES NOTE 3.500% 2/ 008190AF 27306 23000 X 5 19000 0 4000
AFFILIATED MANAGERS GROUP COM 00825210 6280 100 X 11 0 0 100
AFFILIATED MANAGERS GROUP COM 00825210 182120 2900 X 3 2900 0 0
AFFILIATED MANAGERS GROUP COM 00825210 664749 10348 X 5 76 0 10272
AFFILIATED MANAGERS GROUP COM 00825210 133701 2129 X X 6 2129 0 0
AFFILIATED MANAGERS GROUP COM 00825210 1211349 19289 X 6 19289 0 0
AFFILIATED MANAGERS GROUP COM 00825210 8164 130 X X 7 130 0 0
AFFYMETRIX INC COM 00826T10 209900 10000 X 3 10000 0 0
AFFYMETRIX INC COM 00826T10 316345 15128 X 5 1890 0 13238
AFFYMETRIX INC COM 00826T10 42400 2020 X X 6 2020 0 0
AFFYMETRIX INC COM 00826T10 231289 11019 X 6 11019 0 0
AGERE SYS INC CL A 00845V10 15 5 X X 1 5 0 0
AGERE SYS INC CL A 00845V10 203 66 X 11 0 0 66
AGERE SYS INC CL A 00845V10 431 138 X 13 0 0 138
AGERE SYS INC CL A 00845V10 90430 29389 X 5 25282 0 4107
AGERE SYS INC CL A 00845V10 14759 4808 X X 6 1285 3214 309
AGERE SYS INC CL A 00845V10 8003 2607 X 6 2571 5 31
AGERE SYS INC CL A 00845V10 2 1 X X 7 1 0 0
AGERE SYS INC CL A 00845V10 83 27 X 7 27 0 0
AGERE SYS INC CL B 00845V20 393 136 X X 1 136 0 0
AGERE SYS INC CL B 00845V20 4728 1636 X 11 0 0 1636
AGERE SYS INC CL B 00845V20 10642 3583 X 13 0 0 3583
AGERE SYS INC CL B 00845V20 381480 132000 X 3 132000 0 0
AGERE SYS INC CL B 00845V20 968712 334368 X 5 304513 0 29855
AGERE SYS INC CL B 00845V20 290104 100382 X X 6 87169 5531 7682
AGERE SYS INC CL B 00845V20 257230 89007 X 6 88048 132 827
AGERE SYS INC CL B 00845V20 1 1 X X 7 1 0 0
AGERE SYS INC CL B 00845V20 2006 694 X 7 694 0 0
AGILENT TECHNOLOGIES INC COM 00846U10 20806 941 X X 1 941 0 0
AGILENT TECHNOLOGIES INC COM 00846U10 840 38 X 1 38 0 0
AGILENT TECHNOLOGIES INC COM 00846U10 1680 76 X 11 0 0 76
AGILENT TECHNOLOGIES INC COM 00846U10 17266 776 X 13 0 0 776
AGILENT TECHNOLOGIES INC COM 00846U10 4280783 183208 X 3 183208 0 0
AGILENT TECHNOLOGIES INC COM 00846U10 3194202 143680 X 5 19129 0 124551
AGILENT TECHNOLOGIES INC COM 00846U10 1283441 58048 X X 6 50285 4073 3690
AGILENT TECHNOLOGIES INC COM 00846U10 1198517 54207 X 6 27346 0 26861
AGILENT TECHNOLOGIES INC COM 00846U10 13487 610 X 7 610 0 0
AGILENT TECHNOLOGIES INC COM 00846U10 1547700 70000 X 8 70000 0 0
AGILENT TECHNOLOGIES INC DBCV 3.000%12/ 00846UAB 48420 48000 X 5 48000 0 0
AGILE SOFTWARE CORP DEL COM 00846X10 11762703 1235578 X 3 1235578 0 0
AGILE SOFTWARE CORP DEL COM 00846X10 31121 3205 X 5 305 0 2900
AGILE SOFTWARE CORP DEL COM 00846X10 1434559 150689 X 6 124350 0 26339
AGNICO EAGLE MINES LTD COM 00847410 10627128 859800 X 3 859800 0 0
AGNICO EAGLE MINES LTD COM 00847410 7485 600 X 5 300 0 300
AGNICO EAGLE MINES LTD COM 00847410 8331 674 X X 6 674 0 0
AGNICO EAGLE MINES LTD COM 00847410 17304 1400 X 6 1400 0 0
AIM SELECT REAL ESTATE INCM SHS 00888R10 8982 600 X 13 0 0 600
AIM SELECT REAL ESTATE INCM SHS 00888R10 3090990 207562 X 5 202755 0 4807
AIM SELECT REAL ESTATE INCM SHS 00888R10 28291 1900 X X 6 1900 0 0
AGRIUM INC COM 00891610 202907 16155 X 5 16155 0 0
AGRIUM INC COM 00891610 2512 200 X X 7 200 0 0
AIR PRODS & CHEMS INC COM 00915810 45100 1000 X 11 0 0 1000
AIR PRODS & CHEMS INC COM 00915810 5060 110 X 13 0 0 110
AIR PRODS & CHEMS INC COM 00915810 11801362 261671 X 3 261671 0 0
AIR PRODS & CHEMS INC COM 00915810 553381 12083 X 5 2708 0 9375
AIR PRODS & CHEMS INC COM 00915810 14706479 326086 X X 6 307247 16214 2625
AIR PRODS & CHEMS INC COM 00915810 7530302 166969 X 6 149597 3600 13772
AIR PRODS & CHEMS INC COM 00915810 11374220 252200 X 8 252200 0 0
AIRGAS INC COM 00936310 3092981 173763 X 3 173763 0 0
AIRGAS INC COM 00936310 94465 5307 X 5 5307 0 0
AIRGAS INC COM 00936310 487364 27380 X X 6 27380 0 0
AIRGAS INC COM 00936310 248880 13982 X 6 8400 0 5582
AIRTRAN HLDGS INC COM 00949P10 6323812 377541 X 3 377541 0 0
AIRTRAN HLDGS INC COM 00949P10 1144268 68001 X 5 45169 0 22832
AIRTRAN HLDGS INC COM 00949P10 6700 400 X X 6 400 0 0
AIRTRAN HLDGS INC COM 00949P10 431497 25761 X 6 225 0 25536
AKAMAI TECHNOLOGIES INC COM 00971T10 427 100 X 13 0 0 100
AKAMAI TECHNOLOGIES INC COM 00971T10 63227 14742 X 5 13914 0 828
AKAMAI TECHNOLOGIES INC COM 00971T10 70356 16400 X X 6 16400 0 0
AKAMAI TECHNOLOGIES INC COM 00971T10 429 100 X 6 100 0 0
AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 01019820 10775 243 X 13 0 0 243
AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 01019820 19694 445 X 5 45 0 400
AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 01019820 20885 480 X X 6 480 0 0
AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 01019820 448153 10300 X 6 10300 0 0
AKZO NOBEL NV SPONSORED ADR 01019930 35130 1126 X 5 626 0 500
AKZO NOBEL NV SPONSORED ADR 01019930 63940 2050 X X 6 1250 0 800
AKZO NOBEL NV SPONSORED ADR 01019930 248116 7955 X 6 7955 0 0
ALABAMA NATL BANCORP DELA COM 01031710 7250780 152648 X 3 152648 0 0
ALABAMA NATL BANCORP DELA COM 01031710 752020 15832 X 6 12000 0 3832
ALASKA AIR GROUP INC COM 01165910 725991 26096 X 3 26096 0 0
ALASKA AIR GROUP INC COM 01165910 862582 30500 X 5 15530 0 14970
ALASKA AIR GROUP INC COM 01165910 16748 602 X 6 602 0 0
ALBANY INTL CORP CL A 01234810 1042392 33800 X 5 33800 0 0
ALBANY INTL CORP CL A 01234810 12336 400 X X 6 400 0 0
ALBANY INTL CORP CL A 01234810 182573 5920 X 6 5620 0 300
ALBEMARLE CORP COM 01265310 79605 2900 X 11 0 0 2900
ALBEMARLE CORP COM 01265310 1139477 40386 X 3 40386 0 0
ALBEMARLE CORP COM 01265310 341214 12402 X 5 11638 0 764
ALBEMARLE CORP COM 01265310 509637 18566 X X 6 5516 13050 0
ALBEMARLE CORP COM 01265310 342768 12487 X 6 12237 0 250
ALBERTO CULVER CO CL B CONV 01306810 1343684 22844 X 3 22844 0 0
ALBERTO CULVER CO CL B CONV 01306810 1000952 16858 X 5 7103 0 9755
ALBERTO CULVER CO CL B CONV 01306810 355273 6040 X X 6 6040 0 0
ALBERTO CULVER CO CL B CONV 01306810 927886 15775 X 6 7837 0 7938
ALBERTO CULVER CO CL B CONV 01306810 7058 120 X X 7 120 0 0
ALBERTO CULVER CO CL A 01306820 311277 5421 X 5 5252 0 169
ALBERTO CULVER CO CL A 01306820 55381 965 X 6 965 0 0
ALBERTO CULVER CO CL A 01306820 4017 70 X X 7 70 0 0
ALBERTSONS INC COM 01310410 247217 12030 X 13 0 0 12030
ALBERTSONS INC COM 01310410 10273954 499463 X 3 499463 0 0
ALBERTSONS INC COM 01310410 13897295 676127 X 5 143854 0 532273
ALBERTSONS INC COM 01310410 1732241 84212 X X 6 56653 3560 23999
ALBERTSONS INC COM 01310410 4077920 198246 X 6 118339 0 79907
ALBERTSONS INC COM 01310410 4834 235 X 7 235 0 0
ALCAN INC COM 01371610 15304 400 X 3 400 0 0
ALCAN INC COM 01371610 121170 3141 X 5 2511 0 630
ALCAN INC COM 01371610 241995 6325 X X 6 6325 0 0
ALCAN INC COM 01371610 1050887 27467 X 6 27467 0 0
ALCIDE CORP COM NEW 01374250 830192 61950 X 5 0 0 61950
ALCOA INC COM 01381710 309342 11825 X 1 11725 0 100
ALCOA INC COM 01381710 1823274 68313 X 13 0 0 68313
ALCOA INC COM 01381710 28523634 1089990 X 3 1089990 0 0
ALCOA INC COM 01381710 10464 400 X X 4 400 0 0
ALCOA INC COM 01381710 21582107 814515 X 5 296798 0 517717
ALCOA INC COM 01381710 40204153 1536856 X X 6 1431858 66991 38007
ALCOA INC COM 01381710 62074231 2372868 X 6 2193259 7432 172177
ALCOA INC COM 01381710 21320 815 X X 7 815 0 0
ALCOA INC COM 01381710 108721 4156 X 7 4156 0 0
ALCOA INC COM 01381710 7320196 279824 X 8 279824 0 0
ALCATEL SPONSORED ADR 01390430 321123 26044 X 13 0 0 26044
ALCATEL SPONSORED ADR 01390430 1029210 87000 X 3 87000 0 0
ALCATEL SPONSORED ADR 01390430 367817 30941 X 5 27371 0 3570
ALCATEL SPONSORED ADR 01390430 63113 5335 X X 6 3075 0 2260
ALCATEL SPONSORED ADR 01390430 66686 5637 X 6 5637 0 0
ALEXANDER & BALDWIN INC COM 01448210 1151217 40593 X 3 40593 0 0
ALEXANDER & BALDWIN INC COM 01448210 832455 29241 X 5 25821 0 3420
ALEXANDER & BALDWIN INC COM 01448210 340320 12000 X X 6 0 0 12000
ALEXANDER & BALDWIN INC COM 01448210 12762 450 X 6 450 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 01527110 10903 227 X 5 227 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 01527110 20173 420 X X 6 420 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 01527110 346056 7205 X 6 5305 0 1900
ALFA CORP COM 01538510 3639026 290657 X 3 290657 0 0
ALFA CORP COM 01538510 34874 2650 X 5 0 0 2650
ALKERMES INC COM 01642T10 2060 150 X 13 0 0 150
ALKERMES INC COM 01642T10 274400 20000 X 3 20000 0 0
ALKERMES INC COM 01642T10 672575 49018 X 5 44250 0 4768
ALKERMES INC COM 01642T10 10633 775 X X 6 775 0 0
ALKERMES INC COM 01642T10 73745 5375 X 6 5375 0 0
ALLEGHANY CORP DEL COM 01717510 5970 30 X 5 0 0 30
ALLEGHANY CORP DEL COM 01717510 9256607 47409 X X 6 306 47103 0
ALLEGHANY CORP DEL COM 01717510 195250 1000 X 6 1000 0 0
ALLEGHENY ENERGY INC COM 01736110 446590 48861 X 3 48861 0 0
ALLEGHENY ENERGY INC COM 01736110 319907 34362 X 5 6565 0 27797
ALLEGHENY ENERGY INC COM 01736110 314937 34457 X X 6 24757 7500 2200
ALLEGHENY ENERGY INC COM 01736110 555191 60743 X 6 23280 0 37463
ALLEGHENY TECHNOLOGIES INC COM 01741R10 206679 31554 X 3 31554 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R10 9828 1439 X 5 289 0 1150
ALLEGHENY TECHNOLOGIES INC COM 01741R10 216 33 X X 6 33 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R10 18556 2833 X 6 2833 0 0
ALLEGIANT BANCORP INC COM 01747610 85971 4256 X 5 4256 0 0
ALLEGIANT BANCORP INC COM 01747610 17675 875 X X 6 875 0 0
ALLEGIANT BANCORP INC COM 01747610 110090 5450 X 6 5450 0 0
ALLERGAN INC COM 01849010 110222 1400 X X 1 1400 0 0
ALLERGAN INC COM 01849010 30045572 381054 X 3 381054 0 0
ALLERGAN INC COM 01849010 683960 8638 X 5 6160 0 2478
ALLERGAN INC COM 01849010 121981979 1549371 X X 6 1529477 9894 10000
ALLERGAN INC COM 01849010 18946689 240654 X 6 225868 205 14581
ALLERGAN INC COM 01849010 24328 309 X 7 309 0 0
ALLETE INC COM 01852210 43808 1600 X 1 1600 0 0
ALLETE INC COM 01852210 54760 2000 X 11 0 0 2000
ALLETE INC COM 01852210 9162854 334655 X 3 334655 0 0
ALLETE INC COM 01852210 945513 34520 X 5 33823 0 697
ALLETE INC COM 01852210 398762 14564 X X 6 14164 0 400
ALLETE INC COM 01852210 147304 5380 X 6 5380 0 0
ALLIANCE ALL MARKET ADVANTAG COM 01852M10 198284 13866 X 5 13866 0 0
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 39985 1175 X 13 0 0 1175
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 6455865 190791 X 5 68048 0 122743
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 976736 29165 X X 6 11295 10370 7500
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 751750 22447 X 6 22447 0 0
ALLIANCE DATA SYSTEMS CORP COM 01858110 6663835 250600 X 3 250600 0 0
ALLIANCE DATA SYSTEMS CORP COM 01858110 18880 700 X 5 300 0 400
ALLIANCE DATA SYSTEMS CORP COM 01858110 11273 427 X X 6 427 0 0
ALLIANCE DATA SYSTEMS CORP COM 01858110 980258 37131 X 6 32730 51 4350
ALLIANCE GAMING CORP COM NEW 01859P60 45035 2220 X 5 2200 0 20
ALLIANCE GAMING CORP COM NEW 01859P60 34963 1724 X X 6 1724 0 0
ALLIANCE GAMING CORP COM NEW 01859P60 233200 11499 X 6 11499 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H10 69088 12700 X 5 12700 0 0
ALLIANCE WORLD DLR GV FD INC COM 01879610 354218 28497 X 5 27797 0 700
ALLIANCE WORLD DLR GV FD II COM 01879R10 61250 5000 X 13 0 0 5000
ALLIANCE WORLD DLR GV FD II COM 01879R10 1989017 161053 X 5 146522 0 14531
ALLIANCE WORLD DLR GV FD II COM 01879R10 44558 3605 X X 6 3605 0 0
ALLIANCE WORLD DLR GV FD II COM 01879R10 66831 5407 X 6 5376 0 31
ALLIANT ENERGY CORP COM 01880210 17864 812 X 11 0 0 812
ALLIANT ENERGY CORP COM 01880210 8900 400 X 13 0 0 400
ALLIANT ENERGY CORP COM 01880210 2378508 108114 X 3 108114 0 0
ALLIANT ENERGY CORP COM 01880210 729420 32912 X 5 11489 0 21423
ALLIANT ENERGY CORP COM 01880210 420574 19117 X X 6 15197 2863 1057
ALLIANT ENERGY CORP COM 01880210 426404 19382 X 6 19200 0 182
ALLIANT ENERGY CORP COM 01880210 8800 400 X 7 400 0 0
ALLIANT TECHSYSTEMS INC COM 01880410 1721273 35410 X 5 20617 0 14793
ALLIANT TECHSYSTEMS INC COM 01880410 167118 3478 X X 6 3078 0 400
ALLIANT TECHSYSTEMS INC COM 01880410 57324 1193 X 6 1193 0 0
ALLIANT TECHSYSTEMS INC COM 01880410 3508 73 X X 7 73 0 0
ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 2033200 230000 X 3 230000 0 0
ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 171964 19242 X 5 11782 0 7460
ALLIED CAP CORP NEW COM 01903Q10 290162 11800 X 11 3000 0 8800
ALLIED CAP CORP NEW COM 01903Q10 1161473 46985 X 13 0 0 46985
ALLIED CAP CORP NEW COM 01903Q10 5532750 225000 X 3 225000 0 0
ALLIED CAP CORP NEW COM 01903Q10 1963977 79718 X 5 51119 0 28599
ALLIED CAP CORP NEW COM 01903Q10 428259 17416 X X 6 13766 0 3650
ALLIED CAP CORP NEW COM 01903Q10 91672 3728 X 6 3728 0 0
ALLIED CAP CORP NEW COM 01903Q10 20877 849 X 7 849 0 0
ALLIED DOMECQ PLC SPON ADR NEW 01912120 7555 290 X 5 0 0 290
ALLIED DOMECQ PLC SPON ADR NEW 01912120 10304 400 X X 6 400 0 0
ALLIED DOMECQ PLC SPON ADR NEW 01912120 222309 8630 X 6 8630 0 0
ALLIED HEALTHCARE PRODS INC COM 01922210 81956 26523 X 5 0 0 26523
ALLIED IRISH BKS P L C SPON ADR ORD 01922840 5809 195 X 13 0 0 195
ALLIED IRISH BKS P L C SPON ADR ORD 01922840 15863 0 X 3 0 0 0
ALLIED IRISH BKS P L C SPON ADR ORD 01922840 164426 5536 X 5 3510 0 2026
ALLIED IRISH BKS P L C SPON ADR ORD 01922840 5429508 183120 X X 6 162928 19292 900
ALLIED IRISH BKS P L C SPON ADR ORD 01922840 2358420 79542 X 6 79542 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 3920605 363019 X 3 363019 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 339932 31214 X 5 3009 0 28205
ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 65383 6054 X X 6 6054 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 984506 91158 X 6 71128 0 20030
ALLMERICA FINL CORP COM 01975410 1236834 51946 X 3 51946 0 0
ALLMERICA FINL CORP COM 01975410 1065443 44667 X 5 42508 0 2159
ALLMERICA FINL CORP COM 01975410 143598 6031 X X 6 6031 0 0
ALLMERICA FINL CORP COM 01975410 110216 4629 X 6 2762 0 1867
ALLMERICA SECS TR SH BEN INT 01992110 158012 16720 X 5 16620 0 100
ALLMERICA SECS TR SH BEN INT 01992110 3119 330 X X 6 330 0 0
ALLSTATE CORP COM 02000210 72256 1978 X 1 1978 0 0
ALLSTATE CORP COM 02000210 14845 398 X 13 0 0 398
ALLSTATE CORP COM 02000210 44968138 1229276 X 3 1229276 0 0
ALLSTATE CORP COM 02000210 18190070 494970 X 5 353643 0 141327
ALLSTATE CORP COM 02000210 14785371 404746 X X 6 324848 37380 42518
ALLSTATE CORP COM 02000210 24282843 664737 X 6 381800 2569 280368
ALLSTATE CORP COM 02000210 43325 1186 X 7 1186 0 0
ALLSTATE CORP COM 02000210 4796389 131300 X 8 131300 0 0
ALLTEL CORP COM 02003910 148288 3200 X X 1 2500 700 0
ALLTEL CORP COM 02003910 245602 5300 X 1 5300 0 0
ALLTEL CORP COM 02003910 590186 12736 X 11 0 0 12736
ALLTEL CORP COM 02003910 320712 6789 X 13 0 0 6789
ALLTEL CORP COM 02003910 18567326 399706 X 3 399706 0 0
ALLTEL CORP COM 02003910 2731204 58229 X 5 21704 0 36525
ALLTEL CORP COM 02003910 8421137 181725 X X 6 144689 34899 2137
ALLTEL CORP COM 02003910 9158962 197647 X 6 111466 26 86155
ALLTEL CORP COM 02003910 32901 710 X 7 710 0 0
ALLTEL CORP COM 02003910 2677294 57775 X 8 57775 0 0
ALLTEL CORP CORP UNT 7.75% 02003982 5377900 110000 X 3 110000 0 0
ALLTEL CORP CORP UNT 7.75% 02003982 1689735 34484 X 5 28234 0 6250
ALLTEL CORP CORP UNT 7.75% 02003982 33930 694 X 6 694 0 0
ALPHA PRO TECH LTD COM 02077210 252000 150000 X 5 150000 0 0
ALPHARMA INC CL A 02081310 1050900 56500 X 3 56500 0 0
ALPHARMA INC CL A 02081310 28272 1520 X 5 1520 0 0
ALPHARMA INC CL A 02081310 15661 842 X 6 842 0 0
ALTERA CORP COM 02144110 15144 800 X 1 800 0 0
ALTERA CORP COM 02144110 90485545 4784459 X 3 4784459 0 0
ALTERA CORP COM 02144110 843886 45955 X 5 21617 0 24338
ALTERA CORP COM 02144110 30748415 1624322 X X 6 1585627 5735 32960
ALTERA CORP COM 02144110 21390219 1129964 X 6 928006 1980 199978
ALTERA CORP COM 02144110 70514 3725 X 7 3725 0 0
ALTERA CORP COM 02144110 709875 37500 X 8 37500 0 0
ALTEON INC COM 02144G10 95000 50000 X 3 50000 0 0
ALTEON INC COM 02144G10 68979 33813 X 5 0 0 33813
ALTIRIS INC COM 02148M10 401112 15263 X 3 15263 0 0
ALTIRIS INC COM 02148M10 330195 12567 X 5 8944 0 3623
ALTRIA GROUP INC COM 02209S10 630720 14400 X X 1 14400 0 0
ALTRIA GROUP INC COM 02209S10 11607 265 X 11 0 0 265
ALTRIA GROUP INC COM 02209S10 920012 20735 X 13 0 0 20735
ALTRIA GROUP INC COM 02209S10 127018379 2896729 X 3 2896729 0 0
ALTRIA GROUP INC COM 02209S10 37230 850 X 4 850 0 0
ALTRIA GROUP INC COM 02209S10 50276012 1144713 X 5 903351 0 241362
ALTRIA GROUP INC COM 02209S10 43400544 990880 X X 6 879366 40745 70769
ALTRIA GROUP INC COM 02209S10 50174394 1145534 X 6 615172 92 530270
ALTRIA GROUP INC COM 02209S10 8322 190 X X 7 190 0 0
ALTRIA GROUP INC COM 02209S10 90491 2066 X 7 2066 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 10664 309 X X 6 309 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 204575 5928 X 6 5636 0 292
AMAZON COM INC COM 02313510 31781 647 X 13 0 0 647
AMAZON COM INC COM 02313510 77506891 1600225 X 3 1600225 0 0
AMAZON COM INC COM 02313510 1095434 22583 X 5 20062 0 2521
AMAZON COM INC COM 02313510 177593 3667 X X 6 3392 0 275
AMAZON COM INC COM 02313510 3514032 72559 X 6 40649 0 31910
AMAZON COM INC COM 02313510 2179 45 X 7 45 0 0
AMAZON COM INC NOTE 4.750% 2/ 023135AF 28721 30000 X 5 4000 0 26000
AMBAC FINL GROUP INC COM 02313910 3442880 53795 X 3 53795 0 0
AMBAC FINL GROUP INC COM 02313910 1600 25 X X 4 25 0 0
AMBAC FINL GROUP INC COM 02313910 3792325 58907 X 5 50747 0 8160
AMBAC FINL GROUP INC COM 02313910 6264448 97882 X X 6 48521 3436 45925
AMBAC FINL GROUP INC COM 02313910 9532160 148940 X 6 144232 0 4708
AMCOR LTD ADR NEW 02341R30 1478142 62000 X 3 62000 0 0
AMCOR LTD ADR NEW 02341R30 2384 100 X 5 100 0 0
AMERADA HESS CORP COM 02355110 1751646 34963 X 3 34963 0 0
AMERADA HESS CORP COM 02355110 2041100 40557 X 5 32492 0 8065
AMERADA HESS CORP COM 02355110 322359 6434 X X 6 1899 4535 0
AMERADA HESS CORP COM 02355110 804656 16061 X 6 4194 0 11867
AMEREN CORP COM 02360810 44197 1030 X 11 0 0 1030
AMEREN CORP COM 02360810 9148026 213191 X 3 213191 0 0
AMEREN CORP COM 02360810 4969705 115737 X 5 96680 0 19057
AMEREN CORP COM 02360810 1220661 28447 X X 6 18744 3324 6379
AMEREN CORP COM 02360810 1354883 31575 X 6 8871 4000 18704
AMERICA FIRST TAX EX IVS L P BEN UNIT CTF 02364V10 7150 1000 X 5 1000 0 0
AMERICA FIRST TAX EX IVS L P BEN UNIT CTF 02364V10 64350 9000 X X 6 9000 0 0
AMERICA FIRST TAX EX IVS L P BEN UNIT CTF 02364V10 5942 831 X 6 831 0 0
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 221996 9652 X 13 0 0 9652
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 2246662 97216 X 3 97216 0 0
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 9139097 395476 X 5 392262 0 3214
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 478793 20718 X X 6 17162 2486 1070
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 181113 7837 X 6 7837 0 0
AMERICA WEST HLDG CORP CL B 02365720 196554 19975 X 5 0 0 19975
AMERICAN AXLE & MFG HLDGS IN COM 02406110 5916 200 X 3 200 0 0
AMERICAN AXLE & MFG HLDGS IN COM 02406110 25722 850 X 5 200 0 650
AMERICAN AXLE & MFG HLDGS IN COM 02406110 80842 2733 X X 6 2733 0 0
AMERICAN AXLE & MFG HLDGS IN COM 02406110 520194 17586 X 6 17586 0 0
AMERICAN CAPITAL STRATEGIES COM 02493710 17044016 685600 X 11 621650 0 63950
AMERICAN CAPITAL STRATEGIES COM 02493710 8582915 345250 X 3 345250 0 0
AMERICAN CAPITAL STRATEGIES COM 02493710 1516702 61214 X 5 10344 0 50870
AMERICAN CAPITAL STRATEGIES COM 02493710 87010 3500 X X 6 3000 0 500
AMERICAN CAPITAL STRATEGIES COM 02493710 151870 6109 X 6 6109 0 0
AMERICAN ELEC PWR INC COM 02553710 231000 7700 X X 1 7100 600 0
AMERICAN ELEC PWR INC COM 02553710 95400 3180 X 1 3180 0 0
AMERICAN ELEC PWR INC COM 02553710 42000 1400 X 11 0 0 1400
AMERICAN ELEC PWR INC COM 02553710 29245 988 X 13 0 0 988
AMERICAN ELEC PWR INC COM 02553710 4702920 154848 X 3 154848 0 0
AMERICAN ELEC PWR INC COM 02553710 2073667 69515 X 5 40057 0 29458
AMERICAN ELEC PWR INC COM 02553710 6404092 213470 X X 6 174393 15491 23585
AMERICAN ELEC PWR INC COM 02553710 5515650 183855 X 6 124493 1500 57862
AMERICAN ELEC PWR INC COM 02553710 35640 1188 X 7 1188 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E10 1037781 69603 X 3 69603 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E10 151678 10148 X 5 9448 0 700
AMERICAN EAGLE OUTFITTERS NE COM 02553E10 91697 6150 X X 6 6150 0 0
AMERICAN EXPRESS CO COM 02581610 1482474 32900 X X 1 32900 0 0
AMERICAN EXPRESS CO COM 02581610 630570 13994 X 1 13994 0 0
AMERICAN EXPRESS CO COM 02581610 66238 1470 X 11 0 0 1470
AMERICAN EXPRESS CO COM 02581610 2673691 58048 X 13 0 0 58048
AMERICAN EXPRESS CO COM 02581610 102565752 2189469 X 3 2189469 0 0
AMERICAN EXPRESS CO COM 02581610 54342 1206 X 4 1206 0 0
AMERICAN EXPRESS CO COM 02581610 44662910 986554 X 5 777750 0 208804
AMERICAN EXPRESS CO COM 02581610 75408541 1673514 X X 6 1559506 41875 72133
AMERICAN EXPRESS CO COM 02581610 64237176 1425592 X 6 1053036 3932 368624
AMERICAN EXPRESS CO COM 02581610 9012 200 X X 7 200 0 0
AMERICAN EXPRESS CO COM 02581610 99583 2210 X 7 2210 0 0
AMERICAN EXPRESS CO COM 02581610 144192 3200 X 8 3200 0 0
AMERICAN FINL GROUP INC OHIO COM 02593210 160129 7272 X 13 0 0 7272
AMERICAN FINL GROUP INC OHIO COM 02593210 1483655 68214 X 3 68214 0 0
AMERICAN FINL GROUP INC OHIO COM 02593210 2002758 90957 X 5 425 0 90532
AMERICAN FINL GROUP INC OHIO COM 02593210 17422 801 X X 6 801 0 0
AMERICAN FINL GROUP INC OHIO COM 02593210 2110 97 X 6 97 0 0
AMERICAN FINL RLTY TR COM 02607P30 14226900 1009000 X 3 1009000 0 0
AMERICAN FINL RLTY TR COM 02607P30 49844 3535 X 5 3535 0 0
AMERICAN FINL RLTY TR COM 02607P30 62040 4400 X 6 4400 0 0
AMERICAN GREETINGS CORP CL A 02637510 502052 25839 X 3 25839 0 0
AMERICAN GREETINGS CORP CL A 02637510 201225 10353 X 5 10138 0 215
AMERICAN GREETINGS CORP CL A 02637510 157772 8120 X X 6 8120 0 0
AMERICAN GREETINGS CORP CL A 02637510 594480 30596 X 6 30596 0 0
AMERICAN HEALTHWAYS INC COM 02649V10 1172223 27970 X 5 27970 0 0
AMERICAN HOME MTG HLDGS INC COM 02660M10 355828 20252 X 5 20252 0 0
AMERICAN HOME MTG HLDGS INC COM 02660M10 175700 10000 X X 6 10000 0 0
AMERICAN HOME MTG HLDGS INC COM 02660M10 12932 736 X 6 736 0 0
AMERICAN INCOME FD INC COM 02672T10 1265596 146514 X 5 127066 0 19448
AMERICAN INCOME FD INC COM 02672T10 25950 3000 X 6 3000 0 0
AMERICAN INTL GROUP INC COM 02687410 672494 11655 X X 1 11655 0 0
AMERICAN INTL GROUP INC COM 02687410 1758177 30471 X 1 30383 0 88
AMERICAN INTL GROUP INC COM 02687410 4402023 76293 X 11 8093 0 68200
AMERICAN INTL GROUP INC COM 02687410 1041481 17387 X 13 0 0 17387
AMERICAN INTL GROUP INC COM 02687410 161903979 2804256 X 3 2804256 0 0
AMERICAN INTL GROUP INC COM 02687410 11540 200 X X 4 200 0 0
AMERICAN INTL GROUP INC COM 02687410 168484 2920 X 4 2920 0 0
AMERICAN INTL GROUP INC COM 02687410 40964087 702083 X 5 495758 0 206325
AMERICAN INTL GROUP INC COM 02687410 165672048 2871266 X X 6 2609005 108817 153444
AMERICAN INTL GROUP INC COM 02687410 269275283 4666816 X 6 4007120 7427 652269
AMERICAN INTL GROUP INC COM 02687410 56661 982 X X 7 982 0 0
AMERICAN INTL GROUP INC COM 02687410 238705 4137 X 7 4137 0 0
AMERICAN INTL GROUP INC COM 02687410 13418135 232550 X 8 232550 0 0
AMERICAN ITALIAN PASTA CO CL A 02707010 1671408 43200 X 3 43200 0 0
AMERICAN ITALIAN PASTA CO CL A 02707010 23090 600 X 5 500 0 100
AMERICAN ITALIAN PASTA CO CL A 02707010 257443 6654 X X 6 6654 0 0
AMERICAN ITALIAN PASTA CO CL A 02707010 444006 11476 X 6 11476 0 0
AMERICAN MGMT SYS INC COM 02735210 7686 0 X 3 0 0 0
AMERICAN MGMT SYS INC COM 02735210 335109 26156 X 5 25856 0 300
AMERICAN MGMT SYS INC COM 02735210 86468 6750 X 6 6750 0 0
AMERICAN MED SYS HLDGS INC COM 02744M10 5401393 247800 X 3 247800 0 0
AMERICAN MED SYS HLDGS INC COM 02744M10 42699 1955 X 5 355 0 1600
AMERICAN MED SYS HLDGS INC COM 02744M10 69368 3182 X X 6 3182 0 0
AMERICAN MED SYS HLDGS INC COM 02744M10 1218794 55908 X 6 51627 31 4250
AMERICAN MED SYS HLDGS INC COM 02744M10 4251 195 X X 7 195 0 0
AMERICAN PAC CORP COM 02874010 1612752 190183 X 3 190183 0 0
AMERICAN PHARMACEUTICALS PTN COM 02886P10 6804816 215467 X 3 215467 0 0
AMERICAN PHARMACEUTICALS PTN COM 02886P10 3318380 106224 X 5 81600 0 24624
AMERICAN PHARMACEUTICALS PTN COM 02886P10 18408 587 X X 6 362 0 225
AMERICAN PHARMACEUTICALS PTN COM 02886P10 567396 18093 X 6 11901 45 6147
AMERICAN PWR CONVERSION CORP COM 02906610 521558 29923 X 13 0 0 29923
AMERICAN PWR CONVERSION CORP COM 02906610 1315924 76775 X 3 76775 0 0
AMERICAN PWR CONVERSION CORP COM 02906610 5807208 333755 X 5 77954 0 255801
AMERICAN PWR CONVERSION CORP COM 02906610 49305 2850 X X 6 2850 0 0
AMERICAN PWR CONVERSION CORP COM 02906610 523965 30287 X 6 16055 0 14232
AMERICAN SELECT PORTFOLIO IN COM 02957010 26231 2010 X 13 0 0 2010
AMERICAN SELECT PORTFOLIO IN COM 02957010 406328 31208 X 5 31208 0 0
AMERICAN STD COS INC DEL COM 02971210 8633 100 X 13 0 0 100
AMERICAN STD COS INC DEL COM 02971210 31595014 374906 X 3 374906 0 0
AMERICAN STD COS INC DEL COM 02971210 3539 42 X X 4 42 0 0
AMERICAN STD COS INC DEL COM 02971210 1471002 17186 X 5 6089 0 11097
AMERICAN STD COS INC DEL COM 02971210 3250281 38579 X X 6 26962 1600 10017
AMERICAN STD COS INC DEL COM 02971210 24473277 290484 X 6 226407 962 63115
AMERICAN STD COS INC DEL COM 02971210 23169 275 X 7 275 0 0
AMERICAN STS WTR CO COM 02989910 632300 25800 X 5 6750 0 19050
AMERICAN STS WTR CO COM 02989910 63309 2686 X X 6 2686 0 0
AMERICAN STS WTR CO COM 02989910 311478 13215 X 6 13215 0 0
AMERICAN STS WTR CO COM 02989910 3536 150 X X 7 150 0 0
AMERICAN TOWER CORP CL A 02991220 655386 64570 X 3 64570 0 0
AMERICAN TOWER CORP CL A 02991220 290544 28755 X 5 22475 0 6280
AMERICAN TOWER CORP CL A 02991220 578246 56970 X X 6 21970 0 35000
AMERICAN TOWER CORP CL A 02991220 1287832 126880 X 6 87030 0 39850
AMERICAN TOWER CORP CL A 02991220 1015 100 X X 7 100 0 0
AMERICAN STRATEGIC INCM PTFL COM 03009810 321266 26440 X 5 26239 0 201
AMERN STRATEGIC INCOME PTFL COM 03009910 4284 327 X 11 0 0 327
AMERN STRATEGIC INCOME PTFL COM 03009910 1867781 142584 X 5 140259 0 2325
AMERICAN STRATEGIC INCOME II COM 03009T10 3701 298 X 11 0 0 298
AMERICAN STRATEGIC INCOME II COM 03009T10 23658 1925 X 13 0 0 1925
AMERICAN STRATEGIC INCOME II COM 03009T10 2402546 193485 X 5 189351 0 4134
AMERICAN STRATEGIC INCOME II COM 03009T10 265949 21413 X 6 21413 0 0
AMERICAN WOODMARK CORP COM 03050610 583253 13010 X 5 11260 0 1750
AMERICAN WOODMARK CORP COM 03050610 27572 616 X X 6 616 0 0
AMERICAN WOODMARK CORP COM 03050610 186918 4176 X 6 4176 0 0
AMERICREDIT CORP COM 03060R10 1576487 153057 X 3 153057 0 0
AMERICREDIT CORP COM 03060R10 222215 21561 X 5 21016 0 545
AMERICREDIT CORP COM 03060R10 37492 3640 X X 6 3640 0 0
AMERICREDIT CORP COM 03060R10 383933 37275 X 6 37275 0 0
AMERISTAR CASINOS INC COM 03070Q10 205014 8128 X 5 3995 0 4133
AMERSHAM PLC SPONSORED ADR 03071910 288386 6430 X 5 0 0 6430
AMERSHAM PLC SPONSORED ADR 03071910 1208 27 X X 6 27 0 0
AMERSHAM PLC SPONSORED ADR 03071910 434836 9717 X 6 9717 0 0
AMERSHAM PLC SPONSORED ADR 03071910 2998 67 X X 7 67 0 0
AMERUS GROUP CO COM 03072M10 1301690 38285 X 3 38285 0 0
AMERUS GROUP CO COM 03072M10 49853 1419 X 5 362 0 1057
AMERUS GROUP CO COM 03072M10 680 20 X X 6 20 0 0
AMERUS GROUP CO COM 03072M10 341156 10034 X 6 10034 0 0
AMERISOURCEBERGEN CORP COM 03073E10 11351 210 X 11 0 0 210
AMERISOURCEBERGEN CORP COM 03073E10 23598554 435877 X 3 435877 0 0
AMERISOURCEBERGEN CORP COM 03073E10 1353326 24987 X 5 22062 0 2925
AMERISOURCEBERGEN CORP COM 03073E10 12553437 232256 X X 6 219067 516 12673
AMERISOURCEBERGEN CORP COM 03073E10 11548377 213661 X 6 111979 69 101613
AMERISOURCEBERGEN CORP COM 03073E10 7297 135 X X 7 135 0 0
AMERISOURCEBERGEN CORP COM 03073E10 17728 328 X 7 328 0 0
AMERITRADE HLDG CORP NEW COM 03074K10 413393 35576 X 13 0 0 35576
AMERITRADE HLDG CORP NEW COM 03074K10 321750 28600 X 3 28600 0 0
AMERITRADE HLDG CORP NEW COM 03074K10 1837736 158924 X 5 49782 0 109142
AMERITRADE HLDG CORP NEW COM 03074K10 11440 1000 X X 6 0 0 1000
AMERIGAS PARTNERS L P UNIT L P INT 03097510 113940 4500 X 13 0 0 4500
AMERIGAS PARTNERS L P UNIT L P INT 03097510 860444 34202 X 5 25202 0 9000
AMERIGAS PARTNERS L P UNIT L P INT 03097510 145078 5780 X X 6 5780 0 0
AMERIGAS PARTNERS L P UNIT L P INT 03097510 27610 1100 X 6 700 400 0
AMERIGAS PARTNERS L P UNIT L P INT 03097510 10040 400 X 7 400 0 0
AMETEK INC NEW COM 03110010 78749421 1837364 X 11 1473925 950 362489
AMETEK INC NEW COM 03110010 5319483 124113 X 3 124113 0 0
AMETEK INC NEW COM 03110010 1159577 27055 X 5 27055 0 0
AMETEK INC NEW COM 03110010 494304 11533 X X 6 11533 0 0
AMETEK INC NEW COM 03110010 830413 19375 X 6 18175 0 1200
AMGEN INC COM 03116210 1029094 15950 X X 1 15950 0 0
AMGEN INC COM 03116210 748174 11596 X 1 11596 0 0
AMGEN INC COM 03116210 123233 1910 X 11 0 0 1910
AMGEN INC COM 03116210 972924 14679 X 13 0 0 14679
AMGEN INC COM 03116210 171979390 2661018 X 3 2661018 0 0
AMGEN INC COM 03116210 1936 30 X X 4 30 0 0
AMGEN INC COM 03116210 118072 1830 X 4 1830 0 0
AMGEN INC COM 03116210 41167579 631178 X 5 378920 0 252258
AMGEN INC COM 03116210 64738013 1003379 X X 6 917436 35190 50753
AMGEN INC COM 03116210 145018120 2247646 X 6 1864982 5075 377589
AMGEN INC COM 03116210 14323 222 X X 7 222 0 0
AMGEN INC COM 03116210 118652 1839 X 7 1839 0 0
AMGEN INC NOTE 3/ 031162AE 59378 78000 X 5 78000 0 0
AMGEN INC NOTE 3/ 031162AE 2284 3000 X 6 3000 0 0
AMKOR TECHNOLOGY INC COM 03165210 228595 16027 X 5 14357 0 1670
AMKOR TECHNOLOGY INC COM 03165210 45074 3172 X X 6 1772 1400 0
AMKOR TECHNOLOGY INC COM 03165210 587896 41372 X 6 41372 0 0
AMPCO-PITTSBURGH CORP COM 03203710 3348375 279264 X 3 279264 0 0
AMPEX CORP DEL CL A NEW 03209230 193176 64392 X 3 64392 0 0
AMPEX CORP DEL CL A NEW 03209230 30 10 X 5 10 0 0
AMPHENOL CORP NEW CL A 03209510 91489 1753 X 13 0 0 1753
AMPHENOL CORP NEW CL A 03209510 208200 4000 X 3 4000 0 0
AMPHENOL CORP NEW CL A 03209510 2357907 45249 X 5 25989 0 19260
AMPHENOL CORP NEW CL A 03209510 20143 387 X X 6 287 0 100
AMPHENOL CORP NEW CL A 03209510 138817 2667 X 6 2667 0 0
AMSOUTH BANCORPORATION COM 03216510 47639 2245 X 11 0 0 2245
AMSOUTH BANCORPORATION COM 03216510 643439 29475 X 13 0 0 29475
AMSOUTH BANCORPORATION COM 03216510 3369290 158779 X 3 158779 0 0
AMSOUTH BANCORPORATION COM 03216510 2548037 117425 X 5 25165 0 92260
AMSOUTH BANCORPORATION COM 03216510 4566820 215213 X X 6 74513 4500 136200
AMSOUTH BANCORPORATION COM 03216510 1929832 90944 X 6 73397 1000 16547
AMSURG CORP COM 03232P40 6694050 202100 X 3 202100 0 0
AMSURG CORP COM 03232P40 156930 4754 X 5 4754 0 0
AMSURG CORP COM 03232P40 5942 180 X X 6 180 0 0
AMSURG CORP COM 03232P40 945505 28643 X 6 25121 22 3500
AMYLIN PHARMACEUTICALS INC COM 03234610 878659 31114 X 3 31114 0 0
AMYLIN PHARMACEUTICALS INC COM 03234610 87498 3103 X 5 785 0 2318
AMYLIN PHARMACEUTICALS INC COM 03234610 2828 100 X X 6 0 0 100
AMYLIN PHARMACEUTICALS INC COM 03234610 339077 11990 X 6 10624 0 1366
AMVESCAP PLC SPONSORED ADR 03235E10 414687 27300 X 5 27300 0 0
AMVESCAP PLC SPONSORED ADR 03235E10 56218 3701 X 6 3701 0 0
ANADARKO PETE CORP COM 03251110 258585 6170 X 13 0 0 6170
ANADARKO PETE CORP COM 03251110 29552633 706921 X 3 706921 0 0
ANADARKO PETE CORP COM 03251110 12528 300 X X 4 300 0 0
ANADARKO PETE CORP COM 03251110 16704 400 X 4 400 0 0
ANADARKO PETE CORP COM 03251110 3926320 93921 X 5 66064 0 27857
ANADARKO PETE CORP COM 03251110 10040900 240443 X X 6 218776 17182 4485
ANADARKO PETE CORP COM 03251110 22054709 528130 X 6 433842 1031 93257
ANADARKO PETE CORP COM 03251110 14407 345 X X 7 345 0 0
ANADARKO PETE CORP COM 03251110 107114 2565 X 7 2565 0 0
ANADARKO PETE CORP COM 03251110 8965872 214700 X 8 214700 0 0
ANALEX CORP COM 03265310 551520 153200 X 5 153200 0 0
ANALOG DEVICES INC COM 03265410 758883 19310 X 13 0 0 19310
ANALOG DEVICES INC COM 03265410 6256381 164555 X 3 164555 0 0
ANALOG DEVICES INC COM 03265410 3192228 81720 X 5 15131 0 66589
ANALOG DEVICES INC COM 03265410 17185 452 X X 6 52 400 0
ANALOG DEVICES INC COM 03265410 2627448 69107 X 6 27722 132 41253
ANALOG DEVICES INC COM 03265410 15208 400 X 8 400 0 0
ANALYSTS INTL CORP COM 03268110 699 300 X 5 300 0 0
ANALYSTS INTL CORP COM 03268110 128150 55000 X X 6 55000 0 0
ANDERSONS INC COM 03416410 723275 47459 X 5 47459 0 0
ANDERSONS INC COM 03416410 6096 400 X X 6 400 0 0
ANDREW CORP COM 03442510 44178674 3657175 X 11 2861950 3000 792225
ANDREW CORP COM 03442510 10997793 894857 X 3 894857 0 0
ANDREW CORP COM 03442510 5635564 466065 X 5 435518 0 30547
ANDREW CORP COM 03442510 314599 26043 X X 6 4992 0 21051
ANDREW CORP COM 03442510 2814870 233019 X 6 105904 0 127115
ANDRX CORP DEL ANDRX GROUP 03455310 20241 1122 X 13 0 0 1122
ANDRX CORP DEL ANDRX GROUP 03455310 13531051 731013 X 3 731013 0 0
ANDRX CORP DEL ANDRX GROUP 03455310 403885 21846 X 5 15779 0 6067
ANDRX CORP DEL ANDRX GROUP 03455310 9293 498 X X 6 98 0 400
ANDRX CORP DEL ANDRX GROUP 03455310 13081 701 X 6 701 0 0
ANGLO AMERN PLC ADR 03485P10 4610100 254000 X 3 254000 0 0
ANGLO AMERN PLC ADR 03485P10 5917 326 X 6 326 0 0
ANGLOGOLD LTD SPONSORED ADR 03512820 13414866 355832 X 3 355832 0 0
ANGLOGOLD LTD SPONSORED ADR 03512820 3869727 102417 X 5 48630 0 53787
ANGLOGOLD LTD SPONSORED ADR 03512820 30726 815 X X 6 815 0 0
ANGLOGOLD LTD SPONSORED ADR 03512820 15985 424 X 6 424 0 0
ANHEUSER BUSCH COS INC COM 03522910 335019 6790 X 1 6790 0 0
ANHEUSER BUSCH COS INC COM 03522910 19736 400 X 11 0 0 400
ANHEUSER BUSCH COS INC COM 03522910 479196 9396 X 13 0 0 9396
ANHEUSER BUSCH COS INC COM 03522910 43585426 844281 X 3 844281 0 0
ANHEUSER BUSCH COS INC COM 03522910 71938 1458 X 4 1458 0 0
ANHEUSER BUSCH COS INC COM 03522910 11669577 235262 X 5 198063 0 37199
ANHEUSER BUSCH COS INC COM 03522910 33896777 687004 X X 6 649825 20837 16342
ANHEUSER BUSCH COS INC COM 03522910 62092170 1258455 X 6 1037057 2371 219027
ANHEUSER BUSCH COS INC COM 03522910 81806 1658 X 7 1658 0 0
ANIXTER INTL INC COM 03529010 294872 12950 X X 6 12950 0 0
ANIXTER INTL INC COM 03529010 34155 1500 X 6 1500 0 0
ANNALY MTG MGMT INC COM 03571040 4033 250 X 13 0 0 250
ANNALY MTG MGMT INC COM 03571040 737594 45126 X 5 33512 0 11614
ANNALY MTG MGMT INC COM 03571040 287334 17499 X X 6 16264 235 1000
ANNALY MTG MGMT INC COM 03571040 127255 7750 X 6 7750 0 0
ANNTAYLOR STORES CORP COM 03611510 48210 1500 X 11 0 0 1500
ANNTAYLOR STORES CORP COM 03611510 5015897 155150 X 3 155150 0 0
ANNTAYLOR STORES CORP COM 03611510 454099 14109 X 5 13370 0 739
ANNTAYLOR STORES CORP COM 03611510 6524 203 X X 6 203 0 0
ANNTAYLOR STORES CORP COM 03611510 726943 22618 X 6 19943 25 2650
ANSYS INC COM 03662Q10 9257424 259299 X 3 259299 0 0
ANSYS INC COM 03662Q10 9702 273 X X 6 273 0 0
ANSYS INC COM 03662Q10 831494 23396 X 6 17892 32 5472
ANSYS INC COM 03662Q10 35540 1000 X 7 1000 0 0
ANTHEM INC COM 03674B10 39623458 553783 X 3 553783 0 0
ANTHEM INC COM 03674B10 1498 21 X 4 21 0 0
ANTHEM INC COM 03674B10 6801050 95103 X 5 79881 0 15222
ANTHEM INC COM 03674B10 1794591 25159 X X 6 22638 1981 540
ANTHEM INC COM 03674B10 23878859 334766 X 6 254879 980 78907
ANTHEM INC COM 03674B10 1712 24 X X 7 24 0 0
ANTHEM INC COM 03674B10 61843 867 X 7 867 0 0
ANTEON INTL CORP COM 03674E10 4472986 145250 X 3 145250 0 0
ANTEON INTL CORP COM 03674E10 6365 208 X X 6 208 0 0
ANTEON INTL CORP COM 03674E10 684063 22355 X 6 19829 26 2500
ANTIGENICS INC DEL COM 03703210 702836 57436 X 5 47536 0 9900
ANTIGENICS INC DEL COM 03703210 2416 200 X X 6 200 0 0
ANWORTH MORTGAGE ASSET CP COM 03734710 195733 13585 X 5 5665 0 7920
AON CORP COM 03738910 2535485 121606 X 3 121606 0 0
AON CORP COM 03738910 6359 305 X 4 305 0 0
AON CORP COM 03738910 1847998 87682 X 5 44577 0 43105
AON CORP COM 03738910 1609912 77214 X X 6 49885 27329 0
AON CORP COM 03738910 2992246 143513 X 6 129927 0 13586
AON CORP COM 03738910 1564 75 X X 7 75 0 0
AON CORP COM 03738910 19808 950 X 7 950 0 0
APACHE CORP COM 03741110 90142 1300 X 11 1300 0 0
APACHE CORP COM 03741110 11372 162 X 13 0 0 162
APACHE CORP COM 03741110 106599710 1534881 X 3 1534881 0 0
APACHE CORP COM 03741110 1664 24 X 4 24 0 0
APACHE CORP COM 03741110 7992941 115173 X 5 107213 0 7960
APACHE CORP COM 03741110 3766271 54316 X X 6 50310 969 3037
APACHE CORP COM 03741110 31392992 452740 X 6 382986 1197 68557
APACHE CORP COM 03741110 16018 231 X X 7 231 0 0
APACHE CORP COM 03741110 91251 1316 X 7 1316 0 0
APARTMENT INVT & MGMT CO CL A 03748R10 1585145 40273 X 3 40273 0 0
APARTMENT INVT & MGMT CO CL A 03748R10 224886 5709 X 5 3915 0 1794
APARTMENT INVT & MGMT CO CL A 03748R10 286305 7274 X X 6 7274 0 0
APARTMENT INVT & MGMT CO CL A 03748R10 17476 444 X 6 444 0 0
APEX MUN FD INC COM 03758010 162597 19909 X 5 13909 0 6000
APEX MUN FD INC COM 03758010 12362 1513 X 6 1513 0 0
APOGEE ENTERPRISES INC COM 03759810 8764184 847600 X 11 732250 0 115350
APOGEE ENTERPRISES INC COM 03759810 4519345 437921 X 3 437921 0 0
APOGEE ENTERPRISES INC COM 03759810 332462 32153 X 5 32153 0 0
APOLLO GROUP INC CL A 03760410 171678 2600 X X 1 2600 0 0
APOLLO GROUP INC CL A 03760410 65474225 988265 X 3 988265 0 0
APOLLO GROUP INC CL A 03760410 2707 41 X 4 41 0 0
APOLLO GROUP INC CL A 03760410 7853688 118339 X 5 99758 0 18581
APOLLO GROUP INC CL A 03760410 404764 6130 X X 6 4757 0 1373
APOLLO GROUP INC CL A 03760410 9294845 140767 X 6 75241 322 65204
APOLLO GROUP INC CL A 03760410 31232 473 X 7 473 0 0
APOLLO GROUP INC COM UNV PHOENX 03760420 2285314 34278 X 5 34278 0 0
APOLLO GROUP INC COM UNV PHOENX 03760420 20001 300 X 6 300 0 0
APOGENT TECHNOLOGIES INC COM 03760A10 248174 11846 X 13 0 0 11846
APOGENT TECHNOLOGIES INC COM 03760A10 2252108 107963 X 3 107963 0 0
APOGENT TECHNOLOGIES INC COM 03760A10 3575745 170702 X 5 5134 0 165568
APOGENT TECHNOLOGIES INC COM 03760A10 187740 9000 X X 6 9000 0 0
APOGENT TECHNOLOGIES INC COM 03760A10 50064 2400 X 6 2400 0 0
APOGEE TECHNOLOGY INC COM 03760F10 6138 300 X 13 0 0 300
APOGEE TECHNOLOGY INC COM 03760F10 270270 13000 X 6 13000 0 0
APPLE COMPUTER INC COM 03783310 54698 2631 X 13 0 0 2631
APPLE COMPUTER INC COM 03783310 3303131 160113 X 3 160113 0 0
APPLE COMPUTER INC COM 03783310 7276776 351123 X 5 329582 0 21541
APPLE COMPUTER INC COM 03783310 509111 24571 X X 6 10571 14000 0
APPLE COMPUTER INC COM 03783310 1184459 57165 X 6 7163 0 50002
APPLE COMPUTER INC COM 03783310 2880 139 X 7 139 0 0
APPLEBEES INTL INC COM 03789910 50373509 1600175 X 11 1049125 1200 549850
APPLEBEES INTL INC COM 03789910 9415825 297948 X 3 297948 0 0
APPLEBEES INTL INC COM 03789910 2075417 65192 X 5 23812 0 41380
APPLEBEES INTL INC COM 03789910 8153 259 X X 6 259 0 0
APPLEBEES INTL INC COM 03789910 845207 26849 X 6 19391 32 7426
APRIA HEALTHCARE GROUP INC COM 03793310 1499931 54782 X 3 54782 0 0
APRIA HEALTHCARE GROUP INC COM 03793310 6807568 248624 X 5 248324 0 300
APRIA HEALTHCARE GROUP INC COM 03793310 43452 1587 X 6 1587 0 0
APPLERA CORP COM AP BIO GRP 03802010 2588674 116032 X 3 116032 0 0
APPLERA CORP COM AP BIO GRP 03802010 338901 15187 X 5 13605 0 1582
APPLERA CORP COM AP BIO GRP 03802010 80204 3595 X X 6 3595 0 0
APPLERA CORP COM AP BIO GRP 03802010 849587 38081 X 6 25982 0 12099
APPLERA CORP COM AP BIO GRP 03802010 2119 95 X 7 95 0 0
APPLERA CORP COM CE GEN GRP 03802020 350139 29952 X 3 29952 0 0
APPLERA CORP COM CE GEN GRP 03802020 300043 25674 X 5 24234 0 1440
APPLERA CORP COM CE GEN GRP 03802020 12859 1100 X 6 100 0 1000
APPLIED DIGITAL SOLUTIONS COM 03818810 813 2000 X 13 0 0 2000
APPLIED DIGITAL SOLUTIONS COM 03818810 4410 11000 X 5 9500 0 1500
APPLIED DIGITAL SOLUTIONS COM 03818810 2000 5000 X X 6 5000 0 0
APPLIED FILMS CORP COM 03819710 5818161 195700 X 3 195700 0 0
APPLIED FILMS CORP COM 03819710 170721 5690 X 5 3055 0 2635
APPLIED FILMS CORP COM 03819710 17135 575 X X 6 575 0 0
APPLIED FILMS CORP COM 03819710 905920 30400 X 6 27000 0 3400
APPLIED MATLS INC COM 03822210 64905 3580 X 11 0 0 3580
APPLIED MATLS INC COM 03822210 733640 39528 X 13 0 0 39528
APPLIED MATLS INC COM 03822210 35506235 1957347 X 3 1957347 0 0
APPLIED MATLS INC COM 03822210 2792 154 X X 4 154 0 0
APPLIED MATLS INC COM 03822210 12830298 697829 X 5 282345 0 415484
APPLIED MATLS INC COM 03822210 19658703 1084319 X X 6 886836 49050 148433
APPLIED MATLS INC COM 03822210 28456594 1569586 X 6 1132918 1450 435218
APPLIED MICRO CIRCUITS CORP COM 03822W10 378 76 X 13 0 0 76
APPLIED MICRO CIRCUITS CORP COM 03822W10 576671 118413 X 3 118413 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W10 289925 59509 X 5 53580 0 5929
APPLIED MICRO CIRCUITS CORP COM 03822W10 111416 22925 X X 6 21025 0 1900
APPLIED MICRO CIRCUITS CORP COM 03822W10 466103 95906 X 6 16748 0 79158
APPLIED MOLECULAR EVOLUTION COM 03823E10 85600 10000 X 3 10000 0 0
APPLIED MOLECULAR EVOLUTION COM 03823E10 2689 309 X 5 209 0 100
APTARGROUP INC COM 03833610 67847001 1849196 X 11 1423265 1000 424931
APTARGROUP INC COM 03833610 3184448 86786 X 5 86410 0 376
APTARGROUP INC COM 03833610 94330 2571 X 6 2571 0 0
APTARGROUP INC COM 03833610 3742 102 X X 7 102 0 0
AQUILA INC COM 03840P10 3731 1066 X 13 0 0 1066
AQUILA INC COM 03840P10 645925 191102 X 3 191102 0 0
AQUILA INC COM 03840P10 832571 244769 X 5 200995 0 43774
AQUILA INC COM 03840P10 40171 11885 X X 6 11187 0 698
AQUILA INC COM 03840P10 7605 2250 X 6 2250 0 0
ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 15290 550 X 13 0 0 550
ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 273000 10000 X 3 10000 0 0
ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 5004 180 X 5 0 0 180
ARAMARK CORP CL B 03852110 274462 10930 X 5 9630 0 1300
ARAMARK CORP CL B 03852110 4927581 196867 X 6 196867 0 0
ARCADIS N V NY REGISTRY SH 03923E10 149200 16541 X 5 16541 0 0
ARCH CHEMICALS INC COM 03937R10 2080 100 X 1 100 0 0
ARCH CHEMICALS INC COM 03937R10 6966773 334941 X 3 334941 0 0
ARCH CHEMICALS INC COM 03937R10 98313 4644 X 5 0 0 4644
ARCH CHEMICALS INC COM 03937R10 171850 8262 X X 6 8112 150 0
ARCH CHEMICALS INC COM 03937R10 11794 567 X 6 567 0 0
ARCH COAL INC COM 03938010 2493450 112267 X 3 112267 0 0
ARCH COAL INC COM 03938010 1563654 70070 X 5 56109 0 13961
ARCH COAL INC COM 03938010 106497 4795 X 6 4795 0 0
ARCHER DANIELS MIDLAND CO COM 03948310 2662 200 X 13 0 0 200
ARCHER DANIELS MIDLAND CO COM 03948310 12478098 951800 X 3 951800 0 0
ARCHER DANIELS MIDLAND CO COM 03948310 1775253 135311 X 5 128650 0 6661
ARCHER DANIELS MIDLAND CO COM 03948310 1201296 91632 X X 6 33787 11699 46146
ARCHER DANIELS MIDLAND CO COM 03948310 4123528 314533 X 6 65639 0 248894
ARCHER DANIELS MIDLAND CO COM 03948310 1691 129 X 7 129 0 0
ARCHSTONE SMITH TR COM 03958310 44846 1700 X 11 0 0 1700
ARCHSTONE SMITH TR COM 03958310 128256 4848 X 5 3020 0 1828
ARCHSTONE SMITH TR COM 03958310 174477 6614 X X 6 6614 0 0
ARCHSTONE SMITH TR COM 03958310 107657 4081 X 6 4081 0 0
ARCHSTONE SMITH TR COM 03958310 10552 400 X 7 400 0 0
ARGOSY GAMING CO COM 04022810 6497110 266275 X 11 195300 0 70975
ARGOSY GAMING CO COM 04022810 202520 8300 X 3 8300 0 0
ARGOSY GAMING CO COM 04022810 14933 612 X 5 612 0 0
ARIAD PHARMACEUTICALS INC COM 04033A10 433087 71925 X 5 71725 0 200
ARIBA INC COM 04033V10 76337 25011 X 5 23886 0 1125
ARIBA INC COM 04033V10 1216 400 X X 6 400 0 0
ARIBA INC COM 04033V10 22648 7450 X 6 7200 250 0
ARKANSAS BEST CORP DEL COM 04079010 439520 16000 X 11 16000 0 0
ARKANSAS BEST CORP DEL COM 04079010 17822805 648102 X 3 648102 0 0
ARKANSAS BEST CORP DEL COM 04079010 235832 8200 X 5 0 0 8200
ARKANSAS BEST CORP DEL COM 04079010 9862 359 X 6 0 0 359
ARMOR HOLDINGS INC COM 04226010 15075 900 X 5 900 0 0
ARMOR HOLDINGS INC COM 04226010 53600 3200 X X 6 3200 0 0
ARMOR HOLDINGS INC COM 04226010 599650 35800 X 6 35800 0 0
ARROW ELECTRS INC COM 04273510 67833078 3688585 X 11 2778675 0 909910
ARROW ELECTRS INC COM 04273510 2835425 153045 X 3 153045 0 0
ARROW ELECTRS INC COM 04273510 135014 7294 X 5 4553 0 2741
ARROW ELECTRS INC COM 04273510 80916 4400 X X 6 4400 0 0
ARROW ELECTRS INC COM 04273510 626198 34051 X 6 34051 0 0
ARROW INTL INC COM 04276410 2295 100 X 5 0 0 100
ARROW INTL INC COM 04276410 1605408 69770 X X 6 53370 16400 0
ARROW INTL INC COM 04276410 27612 1200 X 6 800 0 400
ARROW INTL INC COM 04276410 765083 33250 X 8 33250 0 0
ARTISAN COMPONENTS INC COM 04292310 184354 10843 X 5 1313 0 9530
ARTISAN COMPONENTS INC COM 04292310 15960 950 X 6 950 0 0
ARTHROCARE CORP COM 04313610 131868 7400 X 3 7400 0 0
ARTHROCARE CORP COM 04313610 81433 4364 X 5 404 0 3960
ARVINMERITOR INC COM 04335310 19196509 1077850 X 11 826800 0 251050
ARVINMERITOR INC COM 04335310 1201783 67478 X 3 67478 0 0
ARVINMERITOR INC COM 04335310 41386 2322 X 5 1551 0 771
ARVINMERITOR INC COM 04335310 120698 6777 X X 6 4611 0 2166
ARVINMERITOR INC COM 04335310 105275 5911 X 6 5812 99 0
ASCENTIAL SOFTWARE CORP COM NEW 04362P20 337 18 X 13 0 0 18
ASCENTIAL SOFTWARE CORP COM NEW 04362P20 1054820 56925 X 3 56925 0 0
ASCENTIAL SOFTWARE CORP COM NEW 04362P20 192633 10387 X 5 9487 0 900
ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 04374320 996982 95405 X 5 95405 0 0
ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 04374320 114950 11000 X X 6 6000 0 5000
ASHLAND INC COM 04420410 871576 26532 X 3 26532 0 0
ASHLAND INC COM 04420410 528723 16004 X 5 13100 0 2904
ASHLAND INC COM 04420410 67310 2049 X X 6 1949 50 50
ASHLAND INC COM 04420410 1321983 40243 X 6 39443 0 800
ASIA TIGERS FD INC COM 04516T10 115164 12574 X 5 1474 0 11100
ASIA TIGERS FD INC COM 04516T10 6430635 714515 X 9 714515 0 0
ASK JEEVES INC COM 04517410 6720 400 X 13 0 0 400
ASK JEEVES INC COM 04517410 3515879 202062 X 3 202062 0 0
ASK JEEVES INC COM 04517410 39868 2344 X 5 829 0 1515
ASK JEEVES INC COM 04517410 158301 9103 X 6 250 0 8853
ASIAINFO HLDGS INC COM 04518A10 264570 39266 X 5 36166 0 3100
ASSOCIATED BANC CORP COM 04548710 29578487 780641 X 11 695627 0 85014
ASSOCIATED BANC CORP COM 04548710 3573014 94033 X 3 94033 0 0
ASSOCIATED BANC CORP COM 04548710 499528 12923 X 5 4016 0 8907
ASSOCIATED BANC CORP COM 04548710 279325 7372 X 6 7372 0 0
ASTA FDG INC COM 04622010 5092830 195961 X 3 195961 0 0
ASTA FDG INC COM 04622010 689904 26546 X 6 23145 0 3401
ASTORIA FINL CORP COM 04626510 2434178 78776 X 3 78776 0 0
ASTORIA FINL CORP COM 04626510 398268 12865 X 5 12211 0 654
ASTORIA FINL CORP COM 04626510 170259 5510 X X 6 5510 0 0
ASTORIA FINL CORP COM 04626510 829356 26840 X 6 20810 0 6030
ASTRAZENECA PLC SPONSORED ADR 04635310 65100 1500 X 1 1500 0 0
ASTRAZENECA PLC SPONSORED ADR 04635310 7872934 181404 X 3 181404 0 0
ASTRAZENECA PLC SPONSORED ADR 04635310 825193 18915 X 5 12798 0 6117
ASTRAZENECA PLC SPONSORED ADR 04635310 221123 5095 X X 6 5095 0 0
ASTRAZENECA PLC SPONSORED ADR 04635310 216566 4990 X 6 4990 0 0
ASYST TECHNOLOGY CORP COM 04648X10 4567122 324600 X 3 324600 0 0
ASYST TECHNOLOGY CORP COM 04648X10 15491 1100 X 5 1000 0 100
ASYST TECHNOLOGY CORP COM 04648X10 537092 38200 X 6 33400 0 4800
ATHEROGENICS INC COM 04743910 10193550 606100 X 3 606100 0 0
ATHEROGENICS INC COM 04743910 1374458 82550 X 6 72100 0 10450
ATLANTIC AMERN CORP COM 04820910 53522 20665 X X 6 20665 0 0
ATLANTIC AMERN CORP COM 04820910 279088 107756 X 6 107756 0 0
ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 336960 9600 X 5 0 0 9600
ATMEL CORP COM 04951310 16068 4000 X 11 0 0 4000
ATMEL CORP COM 04951310 4846 1182 X 13 0 0 1182
ATMEL CORP COM 04951310 8567922 2136639 X 3 2136639 0 0
ATMEL CORP COM 04951310 386936 96139 X 5 87679 0 8460
ATMEL CORP COM 04951310 20085 5000 X X 6 5000 0 0
ATMEL CORP COM 04951310 13473 3354 X 6 3354 0 0
ATMEL CORP COM 04951310 803 200 X 7 200 0 0
ATMOS ENERGY CORP COM 04956010 1455552 60800 X 11 60000 0 800
ATMOS ENERGY CORP COM 04956010 784669 32220 X 5 500 0 31720
ATMOS ENERGY CORP COM 04956010 119987 5012 X X 6 5012 0 0
ATMOS ENERGY CORP COM 04956010 38304 1600 X 6 1600 0 0
ATRIX LABS INC COM 04962L10 617700 30000 X 3 30000 0 0
ATRIX LABS INC COM 04962L10 61081 2820 X 5 0 0 2820
ATRIX LABS INC COM 04962L10 2060 100 X X 6 100 0 0
ATRION CORP COM 04990410 421580 9327 X 6 9327 0 0
ATWOOD OCEANICS INC COM 05009510 12816586 534247 X 3 534247 0 0
ATWOOD OCEANICS INC COM 05009510 102452 4270 X 5 2770 0 1500
ATWOOD OCEANICS INC COM 05009510 26917 1122 X 6 1122 0 0
AUGUST TECHNOLOGY CORP COM 05106U10 4139568 290700 X 3 290700 0 0
AUGUST TECHNOLOGY CORP COM 05106U10 283000 20000 X 5 0 0 20000
AUGUST TECHNOLOGY CORP COM 05106U10 559632 39300 X 6 34300 0 5000
AUTHENTIDATE HLDG CORP COM 05266610 61590 11913 X 5 11913 0 0
AUTODESK INC COM 05276910 43153240 2530599 X 3 2530599 0 0
AUTODESK INC COM 05276910 21174 1238 X 5 788 0 450
AUTODESK INC COM 05276910 8510 500 X X 6 500 0 0
AUTOLIV INC COM 05280010 874153 28295 X 5 9652 0 18643
AUTOLIV INC COM 05280010 122339 4055 X X 6 3461 288 306
AUTOLIV INC COM 05280010 994735 32971 X 6 31285 0 1686
AUTOMATIC DATA PROCESSING IN COM 05301510 6325374 176440 X 11 13800 0 162640
AUTOMATIC DATA PROCESSING IN COM 05301510 1113653 30436 X 13 0 0 30436
AUTOMATIC DATA PROCESSING IN COM 05301510 10909008 260667 X 3 260667 0 0
AUTOMATIC DATA PROCESSING IN COM 05301510 9142 255 X 4 255 0 0
AUTOMATIC DATA PROCESSING IN COM 05301510 9033392 249601 X 5 134478 0 115123
AUTOMATIC DATA PROCESSING IN COM 05301510 49821964 1389734 X X 6 1321709 25725 42300
AUTOMATIC DATA PROCESSING IN COM 05301510 26590554 741717 X 6 673680 3325 64712
AUTOMATIC DATA PROCESSING IN COM 05301510 6059 169 X X 7 169 0 0
AUTOMATIC DATA PROCESSING IN COM 05301510 1219 34 X 7 34 0 0
AUTONATION INC COM 05329W10 1875377 106920 X 3 106920 0 0
AUTONATION INC COM 05329W10 1321048 74543 X 5 51553 0 22990
AUTONATION INC COM 05329W10 6314 360 X X 6 360 0 0
AUTONATION INC COM 05329W10 1089287 62103 X 6 11669 0 50434
AUTOZONE INC COM 05333210 3284408 36685 X 3 36685 0 0
AUTOZONE INC COM 05333210 1943555 21696 X 5 21343 0 353
AUTOZONE INC COM 05333210 151753 1695 X X 6 1495 200 0
AUTOZONE INC COM 05333210 1898215 21202 X 6 9011 0 12191
AVALONBAY CMNTYS INC COM 05348410 14040 300 X 13 0 0 300
AVALONBAY CMNTYS INC COM 05348410 260736 5571 X 5 20 0 5551
AVALONBAY CMNTYS INC COM 05348410 466175 9961 X X 6 7808 153 2000
AVALONBAY CMNTYS INC COM 05348410 209102 4468 X 6 4468 0 0
AVANIR PHARMACEUTICALS CL A 05348P10 17210 11000 X 5 10000 0 1000
AVANEX CORP COM 05348W10 203828 42530 X 5 18100 0 24430
AVANEX CORP COM 05348W10 485 100 X 7 100 0 0
AVATAR HLDGS INC NOTE 7.000% 4/ 053494AD 187233 182000 X X 6 182000 0 0
AVAYA INC COM 05349910 589 54 X X 1 54 0 0
AVAYA INC COM 05349910 229 21 X 11 0 0 21
AVAYA INC COM 05349910 7870 739 X 13 0 0 739
AVAYA INC COM 05349910 1769626 161969 X 3 161969 0 0
AVAYA INC COM 05349910 1071661 98493 X 5 90842 0 7651
AVAYA INC COM 05349910 173645 15931 X X 6 11151 2316 2464
AVAYA INC COM 05349910 821373 75355 X 6 9433 0 65922
AVAYA INC COM 05349910 109 10 X 7 10 0 0
AVENTIS SPONSORED ADR 05356110 4028303 76000 X 3 76000 0 0
AVENTIS SPONSORED ADR 05356110 2249 43 X X 4 43 0 0
AVENTIS SPONSORED ADR 05356110 399033 7569 X 5 3392 0 4177
AVENTIS SPONSORED ADR 05356110 180801 3457 X X 6 3457 0 0
AVENTIS SPONSORED ADR 05356110 662432 12666 X 6 12666 0 0
AVERY DENNISON CORP COM 05361110 911886 18050 X X 1 18050 0 0
AVERY DENNISON CORP COM 05361110 1201871 23790 X 1 23790 0 0
AVERY DENNISON CORP COM 05361110 230816 4415 X 13 0 0 4415
AVERY DENNISON CORP COM 05361110 2169480 42943 X 3 42943 0 0
AVERY DENNISON CORP COM 05361110 867041 16779 X 5 5762 0 11017
AVERY DENNISON CORP COM 05361110 6800851 134617 X X 6 90727 5535 38355
AVERY DENNISON CORP COM 05361110 8049352 159330 X 6 149833 100 9397
AVID TECHNOLOGY INC COM 05367P10 7910 150 X 13 0 0 150
AVID TECHNOLOGY INC COM 05367P10 9282298 174999 X 3 174999 0 0
AVID TECHNOLOGY INC COM 05367P10 556076 10492 X 5 10492 0 0
AVID TECHNOLOGY INC COM 05367P10 24062 454 X X 6 454 0 0
AVID TECHNOLOGY INC COM 05367P10 1014420 19140 X 6 13967 18 5155
AVNET INC COM 05380710 26432 1600 X 11 0 0 1600
AVNET INC COM 05380710 1933418 117035 X 3 117035 0 0
AVNET INC COM 05380710 184396 11007 X 5 2472 0 8535
AVNET INC COM 05380710 93900 5684 X X 6 5220 0 464
AVNET INC COM 05380710 258555 15651 X 6 15651 0 0
AVOCENT CORP COM 05389310 4766980 157378 X 3 157378 0 0
AVOCENT CORP COM 05389310 220885 7365 X 5 265 0 7100
AVOCENT CORP COM 05389310 138637 4577 X X 6 4577 0 0
AVOCENT CORP COM 05389310 1164226 38436 X 6 33518 0 4918
AVON PRODS INC COM 05430310 258240 4000 X 1 4000 0 0
AVON PRODS INC COM 05430310 25824 400 X 11 0 0 400
AVON PRODS INC COM 05430310 468879 7115 X 13 0 0 7115
AVON PRODS INC COM 05430310 6257994 96933 X 3 96933 0 0
AVON PRODS INC COM 05430310 968 15 X X 4 15 0 0
AVON PRODS INC COM 05430310 2043508 31527 X 5 25464 0 6063
AVON PRODS INC COM 05430310 5268161 81601 X X 6 78471 2570 560
AVON PRODS INC COM 05430310 20332333 314937 X 6 263253 725 50959
AVON PRODS INC COM 05430310 1614 25 X 7 25 0 0
AXA SPONSORED ADR 05453610 2990 176 X 11 0 0 176
AXA SPONSORED ADR 05453610 1235697 70773 X 13 0 0 70773
AXA SPONSORED ADR 05453610 133899 7730 X 5 2269 0 5461
AXA SPONSORED ADR 05453610 80948 4764 X X 6 4764 0 0
AXA SPONSORED ADR 05453610 34422 2026 X 6 2026 0 0
AXA SPONSORED ADR 05453610 4995 294 X 7 294 0 0
AXCELIS TECHNOLOGIES INC COM 05454010 43419 5193 X 5 3751 0 1442
AXCELIS TECHNOLOGIES INC COM 05454010 102547 12355 X X 6 11561 794 0
AXCELIS TECHNOLOGIES INC COM 05454010 320023 38557 X 6 36554 0 2003
AXCAN PHARMA INC COM 05492310 470160 34270 X 5 200 0 34070
BB&T CORP COM 05493710 926478 25800 X X 1 22500 3300 0
BB&T CORP COM 05493710 1870336 52084 X 1 52084 0 0
BB&T CORP COM 05493710 533264 14850 X 11 0 0 14850
BB&T CORP COM 05493710 609610 16552 X 13 0 0 16552
BB&T CORP COM 05493710 7755626 215974 X 3 215974 0 0
BB&T CORP COM 05493710 3591 100 X X 4 100 0 0
BB&T CORP COM 05493710 5420297 147695 X 5 20979 0 126716
BB&T CORP COM 05493710 25821265 719055 X X 6 624011 83612 11432
BB&T CORP COM 05493710 42681519 1188569 X 6 1014536 62586 111447
BB&T CORP COM 05493710 317444 8840 X 7 8840 0 0
B A S F A G SPONSORED ADR 05526250 240128 5360 X 13 0 0 5360
B A S F A G SPONSORED ADR 05526250 1312800 30000 X 3 30000 0 0
B A S F A G SPONSORED ADR 05526250 138369 3137 X 5 2085 0 1052
B A S F A G SPONSORED ADR 05526250 79862 1825 X X 6 1205 0 620
B A S F A G SPONSORED ADR 05526250 387101 8846 X 6 8846 0 0
B A S F A G SPONSORED ADR 05526250 5382 123 X X 7 123 0 0
BCE INC COM 05534B10 4370000 200000 X 3 200000 0 0
BCE INC COM 05534B10 240188 11044 X 5 7300 0 3744
BCE INC COM 05534B10 130838 5988 X X 6 5102 886 0
BCE INC COM 05534B10 865806 39625 X 6 38625 1000 0
BISYS GROUP INC COM 05547210 1543205 117354 X 3 117354 0 0
BISYS GROUP INC COM 05547210 37715 2863 X 5 2633 0 230
BISYS GROUP INC COM 05547210 164612 12518 X X 6 12518 0 0
BISYS GROUP INC COM 05547210 447074 33998 X 6 33998 0 0
BJ SVCS CO COM 05548210 616785 17678 X 13 0 0 17678
BJ SVCS CO COM 05548210 2628903 76936 X 3 76936 0 0
BJ SVCS CO COM 05548210 8568241 245694 X 5 5587 0 240107
BJ SVCS CO COM 05548210 357145 10452 X X 6 9352 1100 0
BJ SVCS CO COM 05548210 3072840 89928 X 6 75434 0 14494
BJ SVCS CO COM 05548210 2734 80 X 7 80 0 0
BJS WHOLESALE CLUB INC COM 05548J10 117479 6065 X 11 0 0 6065
BJS WHOLESALE CLUB INC COM 05548J10 4118236 212609 X 3 212609 0 0
BJS WHOLESALE CLUB INC COM 05548J10 410675 20761 X 5 10478 0 10283
BJS WHOLESALE CLUB INC COM 05548J10 7748 400 X X 6 400 0 0
BJS WHOLESALE CLUB INC COM 05548J10 5811 300 X 6 300 0 0
BOC GROUP PLC SPONSORED ADR 05561760 22849 812 X 5 433 0 379
BOC GROUP PLC SPONSORED ADR 05561760 11529 415 X X 6 415 0 0
BOC GROUP PLC SPONSORED ADR 05561760 189321 6815 X 6 6815 0 0
BP PLC SPONSORED ADR 05562210 1853663 44030 X X 1 42708 1322 0
BP PLC SPONSORED ADR 05562210 1964765 46669 X 1 46669 0 0
BP PLC SPONSORED ADR 05562210 142466 3384 X 11 0 0 3384
BP PLC SPONSORED ADR 05562210 391759 9079 X 13 0 0 9079
BP PLC SPONSORED ADR 05562210 30508481 719616 X 3 719616 0 0
BP PLC SPONSORED ADR 05562210 11114 264 X X 4 264 0 0
BP PLC SPONSORED ADR 05562210 17988949 422088 X 5 213486 0 208602
BP PLC SPONSORED ADR 05562210 132956852 3158120 X X 6 2889056 135368 133696
BP PLC SPONSORED ADR 05562210 167196646 3971417 X 6 1729159 5961 2236297
BP PLC SPONSORED ADR 05562210 32122 763 X X 7 763 0 0
BP PLC SPONSORED ADR 05562210 31954 759 X 7 759 0 0
BP PLC SPONSORED ADR 05562210 8420 200 X 8 200 0 0
BRE PROPERTIES INC CL A 05564E10 387899 11765 X 5 10380 0 1385
BRE PROPERTIES INC CL A 05564E10 315619 9570 X X 6 1300 0 8270
BRE PROPERTIES INC CL A 05564E10 9894 300 X 6 300 0 0
BT GROUP PLC ADR 05577E10 83964 2712 X 13 0 0 2712
BT GROUP PLC ADR 05577E10 1090800 36000 X 3 36000 0 0
BT GROUP PLC ADR 05577E10 297234 9735 X 5 6308 0 3427
BT GROUP PLC ADR 05577E10 115504 3812 X X 6 3300 0 512
BT GROUP PLC ADR 05577E10 104687 3455 X 6 3455 0 0
BMC SOFTWARE INC COM 05592110 2692 200 X 13 0 0 200
BMC SOFTWARE INC COM 05592110 1232805 88500 X 3 88500 0 0
BMC SOFTWARE INC COM 05592110 157821 11511 X 5 6134 0 5377
BMC SOFTWARE INC COM 05592110 13498 969 X X 6 969 0 0
BMC SOFTWARE INC COM 05592110 200202 14372 X 6 414 0 13958
BMC SOFTWARE INC COM 05592110 446 32 X 7 32 0 0
BAKER HUGHES INC COM 05722410 4160502 130105 X 3 130105 0 0
BAKER HUGHES INC COM 05722410 3498490 118125 X 5 114715 0 3410
BAKER HUGHES INC COM 05722410 1056126 35692 X X 6 33712 1980 0
BAKER HUGHES INC COM 05722410 2060440 69633 X 6 53197 0 16436
BAKER HUGHES INC COM 05722410 1687 57 X 7 57 0 0
BAKER HUGHES INC COM 05722410 2248840 76000 X 8 76000 0 0
BALDOR ELEC CO COM 05774110 50439 2300 X 5 0 0 2300
BALDOR ELEC CO COM 05774110 147770 7000 X X 6 7000 0 0
BALDOR ELEC CO COM 05774110 43909 2080 X 6 2080 0 0
BALL CORP COM 05849810 16588854 307201 X 3 307201 0 0
BALL CORP COM 05849810 1626954 29972 X 5 20352 0 9620
BALL CORP COM 05849810 1255446 23249 X X 6 8630 1200 13419
BALL CORP COM 05849810 4306230 79745 X 6 23979 0 55766
BALL CORP COM 05849810 140400 2600 X 7 2600 0 0
BALLARD PWR SYS INC COM 05858H10 2768 200 X 13 0 0 200
BALLARD PWR SYS INC COM 05858H10 111763 8210 X 5 2700 0 5510
BALLARD PWR SYS INC COM 05858H10 21040 1600 X X 6 1200 0 400
BALLARD PWR SYS INC COM 05858H10 15780 1200 X 6 1200 0 0
BALLARD PWR SYS INC COM 05858H10 1315 100 X X 7 100 0 0
BALLARD PWR SYS INC COM 05858H10 6575 500 X 7 500 0 0
BALLY TOTAL FITNESS HLDG COR COM 05873K10 7390 850 X 5 100 0 750
BALLY TOTAL FITNESS HLDG COR COM 05873K10 410875 47500 X X 6 47500 0 0
BANCO BRADESCO S A SP ADR PFD NEW 05946020 3204448 158872 X 3 158872 0 0
BANCO BRADESCO S A SP ADR PFD NEW 05946020 5043 250 X 5 250 0 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 295400 28000 X 13 0 0 28000
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 154458 14773 X 5 6653 0 8120
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 52269 5055 X X 6 3042 0 2013
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 129788 12552 X 6 12552 0 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 1359817 37564 X 3 37564 0 0
BANCO SANTANDER CENT HISPANO ADR 05964H10 48354 5562 X 5 700 0 4862
BANCO SANTANDER CENT HISPANO ADR 05964H10 79994 9400 X X 6 9400 0 0
BANCO SANTANDER CENT HISPANO ADR 05964H10 335507 39425 X 6 37504 0 1921
BANCROFT CONV FD INC COM 05969510 331355 17259 X 5 15434 0 1825
BANCROFT CONV FD INC COM 05969510 25440 1325 X X 6 1325 0 0
BANCROFT CONV FD INC COM 05969510 24883 1296 X 6 1296 0 0
BANDAG INC COM 05981510 640162 18979 X 3 18979 0 0
BANDAG INC COM 05981510 8915 260 X 5 0 0 260
BANK OF AMERICA CORPORATION COM 06050510 2360398 30246 X X 1 29186 1060 0
BANK OF AMERICA CORPORATION COM 06050510 3508913 44963 X 1 44963 0 0
BANK OF AMERICA CORPORATION COM 06050510 137194 1758 X 11 0 0 1758
BANK OF AMERICA CORPORATION COM 06050510 1913718 24157 X 13 0 0 24157
BANK OF AMERICA CORPORATION COM 06050510 207657885 2628616 X 3 2628616 0 0
BANK OF AMERICA CORPORATION COM 06050510 23412 300 X X 4 300 0 0
BANK OF AMERICA CORPORATION COM 06050510 54160 694 X 4 694 0 0
BANK OF AMERICA CORPORATION COM 06050510 33637234 428462 X 5 258921 0 169541
BANK OF AMERICA CORPORATION COM 06050510 167139361 2141714 X X 6 1896572 131904 113238
BANK OF AMERICA CORPORATION COM 06050510 246121225 3153783 X 6 2606020 12725 535038
BANK OF AMERICA CORPORATION COM 06050510 179336 2298 X 7 2298 0 0
BANK OF AMERICA CORPORATION COM 06050510 1311462 16805 X 8 16805 0 0
BANK OF GRANITE CORP COM 06240110 70608 3714 X 5 2912 0 802
BANK OF GRANITE CORP COM 06240110 1485938 79250 X X 6 79250 0 0
BANK OF GRANITE CORP COM 06240110 2328274 124175 X 6 124175 0 0
BANK HAWAII CORP COM 06254010 1929641 57464 X 3 57464 0 0
BANK NEW YORK INC COM 06405710 296340 10180 X X 1 10180 0 0
BANK NEW YORK INC COM 06405710 663562 22795 X 1 22795 0 0
BANK NEW YORK INC COM 06405710 148461 5100 X 11 0 0 5100
BANK NEW YORK INC COM 06405710 6575 216 X 13 0 0 216
BANK NEW YORK INC COM 06405710 17927655 615859 X 3 615859 0 0
BANK NEW YORK INC COM 06405710 3260 112 X X 4 112 0 0
BANK NEW YORK INC COM 06405710 1747 60 X 4 60 0 0
BANK NEW YORK INC COM 06405710 4679456 159950 X 5 142413 0 17537
BANK NEW YORK INC COM 06405710 9002122 309245 X X 6 299405 6440 3400
BANK NEW YORK INC COM 06405710 12194412 418908 X 6 367613 0 51295
BANK NEW YORK INC COM 06405710 2474 85 X X 7 85 0 0
BANK NEW YORK INC COM 06405710 10625 365 X 7 365 0 0
BANK ONE CORP COM 06423A10 9663 250 X X 1 250 0 0
BANK ONE CORP COM 06423A10 54497 1410 X 11 0 0 1410
BANK ONE CORP COM 06423A10 910236 23079 X 13 0 0 23079
BANK ONE CORP COM 06423A10 57039399 1472495 X 3 1472495 0 0
BANK ONE CORP COM 06423A10 3826 99 X X 4 99 0 0
BANK ONE CORP COM 06423A10 21837 565 X 4 565 0 0
BANK ONE CORP COM 06423A10 5300785 135641 X 5 61890 0 73751
BANK ONE CORP COM 06423A10 8930894 231071 X X 6 220191 2159 8721
BANK ONE CORP COM 06423A10 26313925 680826 X 6 283683 133 397010
BANK ONE CORP COM 06423A10 43675 1130 X X 7 1130 0 0
BANK ONE CORP COM 06423A10 40312 1043 X 7 1043 0 0
BANK UTD CORP LITIGATN CONT RIGHT 99/99/999 06541611 675 13500 X 3 13500 0 0
BANK UTD CORP LITIGATN CONT RIGHT 99/99/999 06541611 125 2505 X 5 5 0 2500
BANKATLANTIC BANCORP CL A 06590850 508352 35329 X 5 230 0 35099
BANKATLANTIC BANCORP CL A 06590850 14250 1000 X X 6 1000 0 0
BANKATLANTIC BANCORP CL A 06590850 66092 4638 X 6 4638 0 0
BANKNORTH GROUP INC NEW COM 06646R10 35758098 1267119 X 11 954738 0 312381
BANKNORTH GROUP INC NEW COM 06646R10 216087 7459 X 13 0 0 7459
BANKNORTH GROUP INC NEW COM 06646R10 4659799 164355 X 3 164355 0 0
BANKNORTH GROUP INC NEW COM 06646R10 3802551 131625 X 5 14174 0 117451
BANKNORTH GROUP INC NEW COM 06646R10 892175 31615 X X 6 31615 0 0
BANKNORTH GROUP INC NEW COM 06646R10 313186 11098 X 6 10298 0 800
BANKNORTH GROUP INC NEW COM 06646R10 3725 132 X X 7 132 0 0
BANKUNITED FINL CORP CL A 06652B10 6305028 299100 X 3 299100 0 0
BANKUNITED FINL CORP CL A 06652B10 55756 2630 X X 6 2630 0 0
BANKUNITED FINL CORP CL A 06652B10 1525340 71950 X 6 54345 0 17605
BANTA CORP COM 06682110 55242936 1534526 X 11 1167005 0 367521
BANTA CORP COM 06682110 896976 24916 X 3 24916 0 0
BANTA CORP COM 06682110 218220 6059 X 5 5959 0 100
BANTA CORP COM 06682110 2880 80 X X 6 80 0 0
BANTA CORP COM 06682110 117540 3265 X 6 3265 0 0
BARD C R INC COM 06738310 35500 500 X X 1 500 0 0
BARD C R INC COM 06738310 33939 477 X 13 0 0 477
BARD C R INC COM 06738310 12942093 181015 X 3 181015 0 0
BARD C R INC COM 06738310 1704 24 X 4 24 0 0
BARD C R INC COM 06738310 2578899 36302 X 5 26592 0 9710
BARD C R INC COM 06738310 398452 5612 X X 6 5147 0 465
BARD C R INC COM 06738310 9364119 131889 X 6 84953 186 46750
BARD C R INC COM 06738310 19596 276 X 7 276 0 0
BARCLAYS PLC ADR 06738E20 502829 15265 X 13 0 0 15265
BARCLAYS PLC ADR 06738E20 19096 0 X 3 0 0 0
BARCLAYS PLC ADR 06738E20 333709 10284 X 5 2601 0 7683
BARCLAYS PLC ADR 06738E20 132680 4280 X X 6 4280 0 0
BARCLAYS PLC ADR 06738E20 122450 3950 X 6 3950 0 0
BARNES & NOBLE INC COM 06777410 21294596 835068 X 3 835068 0 0
BARNES & NOBLE INC COM 06777410 1620501 63649 X 5 60337 0 3312
BARNES & NOBLE INC COM 06777410 28078 1105 X X 6 1105 0 0
BARNES & NOBLE INC COM 06777410 3425903 134825 X 6 38529 99 96197
BARNES & NOBLE INC NOTE 5.250% 3/ 067774AD 79021 77000 X 5 77000 0 0
BARNES GROUP INC COM 06780610 25679632 989200 X 11 802500 0 186700
BARNES GROUP INC COM 06780610 7552 287 X 5 100 0 187
BARNES GROUP INC COM 06780610 259600 10000 X X 6 10000 0 0
BARRICK GOLD CORP COM 06790110 944597 49768 X 13 0 0 49768
BARRICK GOLD CORP COM 06790110 13331207 707977 X 3 707977 0 0
BARRICK GOLD CORP COM 06790110 5665330 300532 X 5 258449 0 42083
BARRICK GOLD CORP COM 06790110 263394 13988 X X 6 13458 530 0
BARRICK GOLD CORP COM 06790110 160281 8512 X 6 8512 0 0
BARRICK GOLD CORP COM 06790110 27586 1465 X X 7 1465 0 0
BARRICK GOLD CORP COM 06790110 11147 592 X 7 592 0 0
BARR LABS INC COM 06830610 5033216 73790 X 3 73790 0 0
BARR LABS INC COM 06830610 3663559 53710 X 5 49147 0 4563
BARR LABS INC COM 06830610 126189 1850 X X 6 1850 0 0
BARR LABS INC COM 06830610 1065236 15617 X 6 12457 0 3160
BARRA INC COM 06831310 186604 4949 X 5 118 0 4831
BARRA INC COM 06831310 16884 450 X X 6 450 0 0
BARRA INC COM 06831310 352876 9405 X 6 9405 0 0
BASSETT FURNITURE INDS INC COM 07020310 234472 0 X 3 0 0 0
BASSETT FURNITURE INDS INC COM 07020310 12192 862 X 5 262 0 600
BASSETT FURNITURE INDS INC COM 07020310 5094 367 X X 6 367 0 0
BASSETT FURNITURE INDS INC COM 07020310 236276 17024 X 6 17024 0 0
BAUSCH & LOMB INC COM 07170710 953419 21595 X 3 21595 0 0
BAUSCH & LOMB INC COM 07170710 884849 19641 X 5 6531 0 13110
BAUSCH & LOMB INC COM 07170710 201324 4560 X X 6 4560 0 0
BAUSCH & LOMB INC COM 07170710 553553 12538 X 6 12538 0 0
BAUSCH & LOMB INC COM 07170710 141280 3200 X 7 3200 0 0
BAXTER INTL INC COM 07181310 116240 4000 X X 1 4000 0 0
BAXTER INTL INC COM 07181310 11624 400 X 1 400 0 0
BAXTER INTL INC COM 07181310 16654 557 X 13 0 0 557
BAXTER INTL INC COM 07181310 26912059 926086 X 3 926086 0 0
BAXTER INTL INC COM 07181310 6990619 236016 X 5 78879 0 157137
BAXTER INTL INC COM 07181310 4876617 167812 X X 6 135350 19212 13250
BAXTER INTL INC COM 07181310 4214223 145018 X 6 113347 0 31671
BAXTER INTL INC COM 07181310 653850 22500 X 8 22500 0 0
BAXTER INTL INC CORP UNITS 7% 07181340 2452964 46590 X 11 2800 0 43790
BAXTER INTL INC CORP UNITS 7% 07181340 2714987 51251 X 5 35421 0 15830
BAXTER INTL INC CORP UNITS 7% 07181340 489645 9300 X X 6 9300 0 0
BAXTER INTL INC CORP UNITS 7% 07181340 3686 70 X 6 70 0 0
BAYER A G SPONSORED ADR 07273030 1380480 64000 X 3 64000 0 0
BAYER A G SPONSORED ADR 07273030 132560 6115 X 5 4230 0 1885
BAYER A G SPONSORED ADR 07273030 146676 6800 X X 6 6500 100 200
BE AEROSPACE INC COM 07330210 53689 12267 X 5 10067 0 2200
BEA SYS INC COM 07332510 1771240 144946 X 13 0 0 144946
BEA SYS INC COM 07332510 375960 31200 X 3 31200 0 0
BEA SYS INC COM 07332510 1096338 90634 X 5 62276 0 28358
BEA SYS INC COM 07332510 52374 4350 X X 6 4350 0 0
BEA SYS INC COM 07332510 48280 4010 X 6 3010 0 1000
BEA SYS INC COM 07332510 1205204 100100 X 8 100100 0 0
BEAR STEARNS COS INC COM 07390210 261800 3500 X X 1 3500 0 0
BEAR STEARNS COS INC COM 07390210 34655 453 X 13 0 0 453
BEAR STEARNS COS INC COM 07390210 10124853 135359 X 3 135359 0 0
BEAR STEARNS COS INC COM 07390210 3793944 50531 X 5 42163 0 8368
BEAR STEARNS COS INC COM 07390210 1777846 23768 X X 6 13174 0 10594
BEAR STEARNS COS INC COM 07390210 5337504 71357 X 6 22622 0 48735
BEARINGPOINT INC COM 07400210 234612 29400 X 3 29400 0 0
BEARINGPOINT INC COM 07400210 448850 54582 X 5 3484 0 51098
BEARINGPOINT INC COM 07400210 292379 36639 X 6 36639 0 0
BEBE STORES INC COM 07557110 239835 8850 X 5 8850 0 0
BECKMAN COULTER INC COM 07581110 1457 31 X 13 0 0 31
BECKMAN COULTER INC COM 07581110 2723383 59802 X 3 59802 0 0
BECKMAN COULTER INC COM 07581110 2147060 45939 X 5 8536 0 37403
BECKMAN COULTER INC COM 07581110 17505849 384406 X X 6 383968 438 0
BECKMAN COULTER INC COM 07581110 1720274 37775 X 6 37775 0 0
BECTON DICKINSON & CO COM 07588710 195048 5400 X X 1 5400 0 0
BECTON DICKINSON & CO COM 07588710 111972 3100 X 1 3100 0 0
BECTON DICKINSON & CO COM 07588710 6267723 173525 X 11 77050 0 96475
BECTON DICKINSON & CO COM 07588710 381856 10340 X 13 0 0 10340
BECTON DICKINSON & CO COM 07588710 28543613 789081 X 3 789081 0 0
BECTON DICKINSON & CO COM 07588710 4232442 116553 X 5 88734 0 27819
BECTON DICKINSON & CO COM 07588710 9195899 254593 X X 6 157603 19800 77190
BECTON DICKINSON & CO COM 07588710 7147859 197892 X 6 61960 27 135905
BED BATH & BEYOND INC COM 07589610 110983 2900 X X 1 2900 0 0
BED BATH & BEYOND INC COM 07589610 7080 185 X 1 185 0 0
BED BATH & BEYOND INC COM 07589610 10688 266 X 13 0 0 266
BED BATH & BEYOND INC COM 07589610 5153831 132984 X 3 132984 0 0
BED BATH & BEYOND INC COM 07589610 1531 40 X 4 40 0 0
BED BATH & BEYOND INC COM 07589610 11933998 299666 X 5 55802 0 243864
BED BATH & BEYOND INC COM 07589610 1690424 44171 X X 6 44171 0 0
BED BATH & BEYOND INC COM 07589610 6883051 179855 X 6 133003 296 46556
BED BATH & BEYOND INC COM 07589610 17949 469 X 7 469 0 0
BELDEN INC COM 07745910 20361844 1165532 X 3 1165532 0 0
BELDEN INC COM 07745910 874 50 X 5 50 0 0
BELDEN INC COM 07745910 50488 2890 X 6 0 0 2890
BELLSOUTH CORP COM 07986010 1402803 59240 X X 1 58240 1000 0
BELLSOUTH CORP COM 07986010 1282083 54142 X 1 54142 0 0
BELLSOUTH CORP COM 07986010 2458363 103816 X 11 10700 0 93116
BELLSOUTH CORP COM 07986010 257460 10582 X 13 0 0 10582
BELLSOUTH CORP COM 07986010 48484942 2044999 X 3 2044999 0 0
BELLSOUTH CORP COM 07986010 9472 400 X X 4 400 0 0
BELLSOUTH CORP COM 07986010 4653873 194588 X 5 123770 0 70818
BELLSOUTH CORP COM 07986010 59588945 2516425 X X 6 2207616 170926 137883
BELLSOUTH CORP COM 07986010 58409602 2466622 X 6 1967383 6483 492756
BELLSOUTH CORP COM 07986010 119371 5041 X 7 5041 0 0
BELO CORP COM SER A 08055510 21825 900 X 11 0 0 900
BELO CORP COM SER A 08055510 204388 8380 X 13 0 0 8380
BELO CORP COM SER A 08055510 2697667 111244 X 3 111244 0 0
BELO CORP COM SER A 08055510 2789058 114368 X 5 2629 0 111739
BELO CORP COM SER A 08055510 10182333 419890 X X 6 3044 416846 0
BELO CORP COM SER A 08055510 356378 14696 X 6 13000 0 1696
BEMA GOLD CORP COM 08135F10 6400 2500 X 13 0 0 2500
BEMA GOLD CORP COM 08135F10 253692 99300 X 5 51600 0 47700
BEMA GOLD CORP COM 08135F10 2550 1000 X X 6 1000 0 0
BEMA GOLD CORP COM 08135F10 3825 1500 X 6 1500 0 0
BEMIS INC COM 08143710 110750 2500 X X 1 2500 0 0
BEMIS INC COM 08143710 481050 10690 X 13 0 0 10690
BEMIS INC COM 08143710 914662 20647 X 3 20647 0 0
BEMIS INC COM 08143710 4949578 110601 X 5 39239 0 71362
BEMIS INC COM 08143710 1171514 26445 X X 6 20845 1600 4000
BEMIS INC COM 08143710 918738 20739 X 6 20739 0 0
BENCHMARK ELECTRS INC COM 08160H10 12210831 288130 X 3 288130 0 0
BENCHMARK ELECTRS INC COM 08160H10 143838 3382 X 5 712 0 2670
BENCHMARK ELECTRS INC COM 08160H10 128289 3035 X X 6 3035 0 0
BENCHMARK ELECTRS INC COM 08160H10 2288625 54143 X 6 47491 21 6631
BENTHOS INC COM 08264110 74456 15675 X X 6 15375 300 0
BERKLEY W R CORP COM 08442310 2789655 81426 X 3 81426 0 0
BERKLEY W R CORP COM 08442310 1954140 56367 X 5 30804 0 25563
BERKLEY W R CORP COM 08442310 63895 1865 X X 6 1865 0 0
BERKLEY W R CORP COM 08442310 1729411 50479 X 6 50479 0 0
BERKSHIRE HATHAWAY INC DEL CL A 08467010 452100 6 X 13 0 0 6
BERKSHIRE HATHAWAY INC DEL CL A 08467010 6460850 86 X 5 55 0 31
BERKSHIRE HATHAWAY INC DEL CL A 08467010 20625000 275 X X 6 262 2 11
BERKSHIRE HATHAWAY INC DEL CL A 08467010 57375000 765 X 6 749 6 10
BERKSHIRE HATHAWAY INC DEL CL B 08467020 119808 48 X 11 0 0 48
BERKSHIRE HATHAWAY INC DEL CL B 08467020 25120 10 X 13 0 0 10
BERKSHIRE HATHAWAY INC DEL CL B 08467020 154752 62 X 4 62 0 0
BERKSHIRE HATHAWAY INC DEL CL B 08467020 33773264 13498 X 5 8357 0 5141
BERKSHIRE HATHAWAY INC DEL CL B 08467020 6067776 2431 X X 6 2155 171 105
BERKSHIRE HATHAWAY INC DEL CL B 08467020 8910720 3570 X 6 3423 4 143
BERKSHIRE HATHAWAY INC DEL CL B 08467020 4992 2 X X 7 2 0 0
BERKSHIRE HATHAWAY INC DEL CL B 08467020 37440 15 X 7 15 0 0
BERRY PETE CO CL A 08578910 4002040 218930 X 3 218930 0 0
BERRY PETE CO CL A 08578910 133554 7306 X 5 7306 0 0
BEST BUY INC COM 08651610 1996 42 X 11 0 0 42
BEST BUY INC COM 08651610 11642 236 X 13 0 0 236
BEST BUY INC COM 08651610 98122765 2048832 X 3 2048832 0 0
BEST BUY INC COM 08651610 6110506 127071 X 5 87241 0 39830
BEST BUY INC COM 08651610 3276694 68954 X X 6 39248 950 28756
BEST BUY INC COM 08651610 12818235 269744 X 6 98480 300 170964
BEST BUY INC COM 08651610 15919 335 X X 7 335 0 0
BEST BUY INC COM 08651610 6368 134 X 7 134 0 0
BEST BUY INC DBCV 0.684% 6/ 086516AD 39220 53000 X 5 53000 0 0
BEST BUY INC SDCV 2.250% 1/ 086516AF 64480 62000 X 5 62000 0 0
BETA OIL & GAS INC COM 08659A10 33950 24250 X 5 0 0 24250
BHP BILLITON LTD SPONSORED ADR 08860610 29765 2080 X 13 0 0 2080
BHP BILLITON LTD SPONSORED ADR 08860610 1239828 86000 X 3 86000 0 0
BHP BILLITON LTD SPONSORED ADR 08860610 628592 44222 X 5 32497 0 11725
BHP BILLITON LTD SPONSORED ADR 08860610 13925 982 X X 6 982 0 0
BHP BILLITON LTD SPONSORED ADR 08860610 139205 9817 X 6 9817 0 0
BHP BILLITON LTD SPONSORED ADR 08860610 3077 217 X X 7 217 0 0
BIG LOTS INC COM 08930210 725379 45881 X 3 45881 0 0
BIG LOTS INC COM 08930210 26899 1686 X 5 626 0 1060
BIG LOTS INC COM 08930210 24806 1569 X X 6 1569 0 0
BIG LOTS INC COM 08930210 3162 200 X 6 200 0 0
BIO RAD LABS INC CL A 09057220 10200 200 X 3 200 0 0
BIO RAD LABS INC CL A 09057220 272697 5347 X 5 2420 0 2927
BIO RAD LABS INC CL A 09057220 63495 1245 X 6 320 0 925
BIOGEN INC COM 09059710 14226415 372127 X 3 372127 0 0
BIOGEN INC COM 09059710 1355499 35391 X 5 14764 0 20627
BIOGEN INC COM 09059710 622614 16333 X X 6 5847 500 9986
BIOGEN INC COM 09059710 1925632 50515 X 6 10262 0 40253
BIOMET INC COM 09061310 5239 154 X 13 0 0 154
BIOMET INC COM 09061310 3685874 109666 X 3 109666 0 0
BIOMET INC COM 09061310 3224159 95790 X 5 66571 0 29219
BIOMET INC COM 09061310 139025 4150 X X 6 4150 0 0
BIOMET INC COM 09061310 458180 13677 X 6 13453 0 224
BIOMARIN PHARMACEUTICAL INC COM 09061G10 520880 68000 X 3 68000 0 0
BIOPURE CORP CL A 09065H10 65705 10186 X 5 9086 0 1100
BIOPURE CORP CL A 09065H10 1294 200 X 6 200 0 0
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 26773 205 X 13 0 0 205
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 1881198 14550 X 5 12200 0 2350
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 25808 200 X X 6 200 0 0
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 225820 1750 X 6 1750 0 0
BIOVAIL CORP COM 09067J10 4339120 116800 X 3 116800 0 0
BIOVAIL CORP COM 09067J10 1289072 34650 X 5 14380 0 20270
BIOVAIL CORP COM 09067J10 237760 6400 X X 6 0 5400 1000
BIOVAIL CORP COM 09067J10 1115 30 X 6 30 0 0
BIOLASE TECHNOLOGY INC COM 09091110 117125 10263 X 5 9663 0 600
BIOLASE TECHNOLOGY INC COM 09091110 13692 1200 X 6 1200 0 0
BIOSITE INC COM 09094510 5676 200 X 3 200 0 0
BIOSITE INC COM 09094510 739803 26493 X 5 14360 0 12133
BIOMIRA INC COM 09161R10 28592 16000 X 5 4800 0 11200
BLACK & DECKER CORP COM 09179710 7695579 189780 X 11 101160 0 88620
BLACK & DECKER CORP COM 09179710 388580 9436 X 13 0 0 9436
BLACK & DECKER CORP COM 09179710 24893686 610383 X 3 610383 0 0
BLACK & DECKER CORP COM 09179710 1419 35 X 4 35 0 0
BLACK & DECKER CORP COM 09179710 982793 24155 X 5 18905 0 5250
BLACK & DECKER CORP COM 09179710 2598403 64079 X X 6 19220 365 44494
BLACK & DECKER CORP COM 09179710 9640114 237734 X 6 107590 396 129748
BLACK & DECKER CORP COM 09179710 16098 397 X 7 397 0 0
BLACK BOX CORP DEL COM 09182610 1933 47 X 13 0 0 47
BLACK BOX CORP DEL COM 09182610 5740642 144201 X 3 144201 0 0
BLACK BOX CORP DEL COM 09182610 181980 4425 X 5 15 0 4410
BLACK BOX CORP DEL COM 09182610 11943 300 X X 6 300 0 0
BLACK BOX CORP DEL COM 09182610 9475 238 X 6 238 0 0
BLACK BOX CORP DEL COM 09182610 1592 40 X X 7 40 0 0
BLACK HILLS CORP COM 09211310 970424 31446 X 3 31446 0 0
BLACK HILLS CORP COM 09211310 1065456 34429 X 5 24824 0 9605
BLACK HILLS CORP COM 09211310 97425 3157 X X 6 3157 0 0
BLACK HILLS CORP COM 09211310 212595 6889 X 6 4639 2250 0
BLACKROCK INSD MUN TERM TR I COM 09247410 848722 76789 X 5 56436 0 20353
BLACKROCK INSD MUN TERM TR I COM 09247410 406331 36772 X X 6 36472 0 300
BLACKROCK INSD MUN TERM TR I COM 09247410 22376 2025 X 6 2025 0 0
BLACKROCK INCOME OPP TRUST I COM 09247510 10703000 973000 X 3 973000 0 0
BLACKROCK INCOME OPP TRUST I COM 09247510 3476 316 X 5 1 0 315
BLACKROCK INCOME OPP TRUST I COM 09247510 2200 200 X X 6 200 0 0
BLACKROCK INCOME OPP TRUST I COM 09247510 71975068 6543188 X 9 6543188 0 0
BLACKROCK ADVANTAGE TERM TR COM 09247A10 183540 16100 X 3 16100 0 0
BLACKROCK ADVANTAGE TERM TR COM 09247A10 35264 3100 X 5 1200 0 1900
BLACKROCK ADVANTAGE TERM TR COM 09247A10 57000 5000 X X 6 0 5000 0
BLACKROCK ADVANTAGE TERM TR COM 09247A10 26220 2300 X 6 2300 0 0
BLACKROCK ADVANTAGE TERM TR COM 09247A10 393300 34500 X 9 34500 0 0
BLACKROCK INVT QUALITY MUN T COM 09247D10 162513 11620 X 5 10535 0 1085
BLACKROCK INVT QUALITY MUN T COM 09247D10 56 4 X X 6 0 0 4
BLACKROCK INVT QUALITY MUN T COM 09247D10 118830 8500 X 6 8500 0 0
BLACKROCK INVT QUALITY MUN T COM 09247D10 209700 15000 X 9 15000 0 0
BLACKROCK INCOME TR INC COM 09247F10 242165 31621 X 5 7601 0 24020
BLACKROCK INCOME TR INC COM 09247F10 46876 6176 X 6 6176 0 0
BLACKROCK CA INSD MUN 2008 T COM 09247G10 15723 950 X 5 950 0 0
BLACKROCK CA INSD MUN 2008 T COM 09247G10 618970 37400 X 6 0 0 37400
BLACKROCK FL INSD MUN 2008 T COM 09247H10 134853 8350 X 5 8350 0 0
BLACKROCK FL INSD MUN 2008 T COM 09247H10 188148 11650 X X 6 11250 0 400
BLACKROCK FL INSD MUN 2008 T COM 09247H10 266604 16508 X 6 16508 0 0
BLACKROCK INVT QUALITY TERM COM 09247J10 122007 12750 X 5 1002 0 11748
BLACKROCK INVT QUALITY TERM COM 09247J10 28011 2930 X 6 2930 0 0
BLACKROCK INSD MUN 2008 TRM COM 09247K10 1089457 63339 X 5 31006 0 32333
BLACKROCK INSD MUN 2008 TRM COM 09247K10 27488 1600 X X 6 1600 0 0
BLACKROCK INSD MUN 2008 TRM COM 09247K10 238939 13908 X 6 13908 0 0
BLACKROCK MUN TARGET TERM TR COM 09247M10 831568 74822 X 5 21661 0 53161
BLACKROCK MUN TARGET TERM TR COM 09247M10 11050 1000 X X 6 1000 0 0
BLACKROCK MUN TARGET TERM TR COM 09247M10 432088 39103 X 6 39103 0 0
BLACKROCK INC CL A 09247X10 135436 2764 X 5 2764 0 0
BLACKROCK INC CL A 09247X10 8330 170 X X 6 170 0 0
BLACKROCK INC CL A 09247X10 78400 1600 X 6 1600 0 0
BLACKROCK MUNI 2018 TERM TR COM 09248C10 601195 42075 X 5 36875 0 5200
BLACKROCK MUN INCOME TR SH BEN INT 09248F10 23035 1700 X 13 0 0 1700
BLACKROCK MUN INCOME TR SH BEN INT 09248F10 333950 24823 X 5 21830 0 2993
BLACKROCK MUN INCOME TR SH BEN INT 09248F10 530880 39500 X X 6 39500 0 0
BLACKROCK MUN INCOME TR SH BEN INT 09248F10 430080 32000 X 6 32000 0 0
BLACKROCK N J MUN INCOME TR SH BEN INT 09248J10 170724 12300 X 5 12300 0 0
BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L10 163564 12101 X 5 10101 0 2000
BLACKROCK STRATEGIC MUN TR COM 09248T10 270813 19125 X 5 7600 0 11525
BLACKROCK STRATEGIC MUN TR COM 09248T10 14130 1000 X X 6 1000 0 0
BLACKROCK CORE BD TR SHS BEN INT 09249E10 1194541 85081 X 5 26149 0 58932
BLACKROCK CORE BD TR SHS BEN INT 09249E10 13950 1000 X X 6 1000 0 0
BLACKROCK STRTGC BOND TR COM 09249G10 678920 45038 X 5 7689 0 37349
BLACKROCK STRTGC BOND TR COM 09249G10 4545 304 X 6 304 0 0
BLACKROCK MUNI INCOME TR II COM 09249N10 105058 7800 X 5 6800 0 1000
BLACKROCK MUNI INCOME TR II COM 09249N10 44889 3335 X X 6 3335 0 0
BLACKROCK MUNI INCOME TR II COM 09249N10 26920 2000 X 6 0 2000 0
BLACKROCK PFD OPPORTUNITY TR COM SHS 09249V10 412900 17200 X 5 16700 0 500
BLOCK H & R INC COM 09367110 12945 300 X 11 0 0 300
BLOCK H & R INC COM 09367110 3185721 73829 X 3 73829 0 0
BLOCK H & R INC COM 09367110 3970 92 X X 4 92 0 0
BLOCK H & R INC COM 09367110 4962 115 X 4 115 0 0
BLOCK H & R INC COM 09367110 21771074 505183 X 5 111297 0 393886
BLOCK H & R INC COM 09367110 5359187 124199 X X 6 102399 3650 18150
BLOCK H & R INC COM 09367110 5943179 137733 X 6 70673 9700 57360
BLOCK H & R INC COM 09367110 1079 25 X X 7 25 0 0
BLOCK H & R INC COM 09367110 7336 170 X 7 170 0 0
BLOCKBUSTER INC CL A 09367910 225261 10713 X 5 10113 0 600
BLYTH INC COM 09643P10 5892405 218399 X 3 218399 0 0
BLYTH INC COM 09643P10 401644 14882 X 5 14482 0 400
BOB EVANS FARMS INC COM 09676110 1148343 42993 X 3 42993 0 0
BOB EVANS FARMS INC COM 09676110 688783 25459 X 5 13604 0 11855
BOEING CO COM 09702310 37763 1100 X X 1 1100 0 0
BOEING CO COM 09702310 57468 1674 X 1 1674 0 0
BOEING CO COM 09702310 80222 2270 X 13 0 0 2270
BOEING CO COM 09702310 17779953 517913 X 3 517913 0 0
BOEING CO COM 09702310 7824290 224002 X 5 91044 0 132958
BOEING CO COM 09702310 5282494 153874 X X 6 101126 8248 44500
BOEING CO COM 09702310 4801733 139870 X 6 72153 32 67685
BOEING CO COM 09702310 2060 60 X 7 60 0 0
BOEING CO COM 09702310 2691472 78400 X 8 78400 0 0
BOISE CASCADE CORP COM 09738310 28 1 X 13 0 0 1
BOISE CASCADE CORP COM 09738310 626934 22715 X 3 22715 0 0
BOISE CASCADE CORP COM 09738310 71305 2565 X 5 740 0 1825
BOISE CASCADE CORP COM 09738310 87658 3176 X X 6 3176 0 0
BOISE CASCADE CORP COM 09738310 329986 11956 X 6 5807 0 6149
BOISE CASCADE CORP COM 09738310 7722480 279800 X 8 279800 0 0
BOMBAY CO INC COM 09792410 4875208 494945 X 3 494945 0 0
BOMBAY CO INC COM 09792410 69142 6859 X 5 2209 0 4650
BOMBAY CO INC COM 09792410 339618 34479 X 6 0 0 34479
BORDERS GROUP INC COM 09970910 9193323 485905 X 3 485905 0 0
BORDERS GROUP INC COM 09970910 637243 33559 X 5 28544 0 5015
BORDERS GROUP INC COM 09970910 7568 400 X 6 400 0 0
BORG WARNER INC COM 09972410 38533033 567915 X 11 422625 600 144690
BORG WARNER INC COM 09972410 188956 2704 X 13 0 0 2704
BORG WARNER INC COM 09972410 2609443 38459 X 3 38459 0 0
BORG WARNER INC COM 09972410 6438140 94828 X 5 92828 0 2000
BORG WARNER INC COM 09972410 814200 12000 X X 6 12000 0 0
BORG WARNER INC COM 09972410 162840 2400 X 6 2400 0 0
BOSTON BEER INC CL A 10055710 360289 22503 X 5 14653 0 7850
BOSTON COMMUNICATIONS GROUP COM 10058210 2760721 276875 X 3 276875 0 0
BOSTON COMMUNICATIONS GROUP COM 10058210 121900 12190 X 6 0 0 12190
BOSTON PRIVATE FINL HLDGS IN COM 10111910 6031360 256000 X 3 256000 0 0
BOSTON PRIVATE FINL HLDGS IN COM 10111910 17882 759 X 5 759 0 0
BOSTON PRIVATE FINL HLDGS IN COM 10111910 813998 34550 X 6 30250 0 4300
BOSTON PROPERTIES INC COM 10112110 188008 4325 X 11 300 0 4025
BOSTON PROPERTIES INC COM 10112110 423467 9636 X 5 2350 0 7286
BOSTON PROPERTIES INC COM 10112110 1272236 29267 X X 6 12075 192 17000
BOSTON PROPERTIES INC COM 10112110 95634 2200 X 6 2200 0 0
BOSTON SCIENTIFIC CORP COM 10113710 546057 8300 X 13 0 0 8300
BOSTON SCIENTIFIC CORP COM 10113710 27114426 424991 X 3 424991 0 0
BOSTON SCIENTIFIC CORP COM 10113710 4955146 77051 X 5 57306 0 19745
BOSTON SCIENTIFIC CORP COM 10113710 1583261 24816 X X 6 18166 1700 4950
BOSTON SCIENTIFIC CORP COM 10113710 12194541 191137 X 6 137089 0 54048
BOSTON SCIENTIFIC CORP COM 10113710 63800 1000 X X 7 1000 0 0
BOULDER GROWTH & INCOME FD I COM 10150710 713226 134571 X 5 134571 0 0
BOULDER GROWTH & INCOME FD I COM 10150710 7627 1439 X 6 1439 0 0
BOULDER TOTAL RETURN FD INC COM 10154110 9520 700 X 13 0 0 700
BOULDER TOTAL RETURN FD INC COM 10154110 58457 4311 X 5 4311 0 0
BOULDER TOTAL RETURN FD INC COM 10154110 176727 13033 X 9 13033 0 0
BOWATER INC COM 10218310 2390480 56835 X 3 56835 0 0
BOWATER INC COM 10218310 101484 2384 X 5 600 0 1784
BOWATER INC COM 10218310 435153 10346 X X 6 10016 250 80
BOWATER INC COM 10218310 1291116 30697 X 6 30202 95 400
BOWATER INC COM 10218310 421 10 X 7 10 0 0
BOWATER INC COM 10218310 6321618 150300 X 8 150300 0 0
BOYDS COLLECTION LTD COM 10335410 3275613 726300 X 3 726300 0 0
BOYKIN LODGING CO COM 10343010 130975 15500 X 5 0 0 15500
BOYKIN LODGING CO COM 10343010 11561 1403 X 6 1403 0 0
BRADLEY PHARMACEUTICALS INC COM 10457610 3890973 142788 X 3 142788 0 0
BRADLEY PHARMACEUTICALS INC COM 10457610 693772 25965 X 5 5406 0 20559
BRADLEY PHARMACEUTICALS INC COM 10457610 183692 6741 X 6 516 0 6225
BRANDYWINE RLTY TR SH BEN INT NEW 10536820 2208338 85961 X 3 85961 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 10536820 82835 3208 X 5 1850 0 1358
BRANDYWINE RLTY TR SH BEN INT NEW 10536820 25690 1000 X X 6 1000 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 10536820 120794 4702 X 6 4202 0 500
BRANTLEY CAP CORP COM 10549410 119700 13300 X 5 0 0 13300
BRASCAN CORP CL A LTD VT SH 10549P60 951476 37000 X 3 37000 0 0
BRASCAN CORP CL A LTD VT SH 10549P60 1638650 65000 X 5 65000 0 0
BRASCAN CORP CL A LTD VT SH 10549P60 11597 460 X X 6 460 0 0
BRASCAN CORP CL A LTD VT SH 10549P60 134218 5324 X 6 5324 0 0
BRIGGS & STRATTON CORP COM 10904310 24901959 423791 X 3 423791 0 0
BRIGGS & STRATTON CORP COM 10904310 525045 8927 X 5 8614 0 313
BRIGGS & STRATTON CORP COM 10904310 451277 7680 X X 6 7680 0 0
BRIGGS & STRATTON CORP COM 10904310 579139 9856 X 6 5602 0 4254
BRIGHAM EXPLORATION CO COM 10917810 1259571 185231 X 3 185231 0 0
BRIGHAM EXPLORATION CO COM 10917810 203646 29948 X 6 26094 0 3854
BRINKER INTL INC COM 10964110 43784 1300 X 13 0 0 1300
BRINKER INTL INC COM 10964110 3244227 97249 X 3 97249 0 0
BRINKER INTL INC COM 10964110 1203049 36001 X 5 29576 0 6425
BRINKER INTL INC COM 10964110 233453 6998 X X 6 5998 0 1000
BRINKER INTL INC COM 10964110 2064784 61894 X 6 53704 0 8190
BRINKS CO COM 10969610 922424 53135 X 3 53135 0 0
BRINKS CO COM 10969610 39179 2236 X 5 1600 0 636
BRINKS CO COM 10969610 5034 290 X X 6 290 0 0
BRINKS CO COM 10969610 45310 2610 X 6 2610 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 2499387 97404 X X 1 96804 600 0
BRISTOL MYERS SQUIBB CO COM 11012210 2626301 102350 X 1 102350 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 1935919 75445 X 11 5600 0 69845
BRISTOL MYERS SQUIBB CO COM 11012210 1860989 71494 X 13 0 0 71494
BRISTOL MYERS SQUIBB CO COM 11012210 87357802 3357393 X 3 3357393 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 642 25 X X 4 25 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 23607 920 X 4 920 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 32478686 1257805 X 5 708072 0 549733
BRISTOL MYERS SQUIBB CO COM 11012210 92119002 3589985 X X 6 3095742 229475 264768
BRISTOL MYERS SQUIBB CO COM 11012210 79357399 3092650 X 6 2492294 11288 589068
BRISTOL MYERS SQUIBB CO COM 11012210 13 1 X X 7 1 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 81676 3183 X 7 3183 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 6045496 235600 X 8 235600 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 11044810 547326 25176 X 13 0 0 25176
BRITISH AMERN TOB PLC SPONSORED ADR 11044810 476520 22000 X 3 22000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 11044810 260919 12042 X 5 10927 0 1115
BRITISH AMERN TOB PLC SPONSORED ADR 11044810 45919 2120 X X 6 1240 0 880
BRITISH AMERN TOB PLC SPONSORED ADR 11044810 20902 965 X 6 965 0 0
BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 741600 18000 X 3 18000 0 0
BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 73830 1792 X 6 1792 0 0
BRITTON & KOONTZ CAP CORP COM 11109110 1256125 77300 X 3 77300 0 0
BROADCOM CORP CL A 11132010 22629 845 X 13 0 0 845
BROADCOM CORP CL A 11132010 3068993 115289 X 3 115289 0 0
BROADCOM CORP CL A 11132010 773204 28992 X 5 26684 0 2308
BROADCOM CORP CL A 11132010 37804 1418 X X 6 1418 0 0
BROADCOM CORP CL A 11132010 1287491 48293 X 6 3493 80 44720
BROADCOM CORP CL A 11132010 1333 50 X 7 50 0 0
BROADVISION INC COM NEW 11141260 75534 15371 X 5 12828 0 2543
BROADVISION INC COM NEW 11141260 162 33 X X 6 33 0 0
BROADVISION INC COM NEW 11141260 186 38 X 6 38 0 0
BROCADE COMMUNICATIONS SYS I COM 11162110 1050 200 X 13 0 0 200
BROCADE COMMUNICATIONS SYS I COM 11162110 129861 24815 X 5 13549 0 11266
BROCADE COMMUNICATIONS SYS I COM 11162110 5612 1075 X X 6 1075 0 0
BROCADE COMMUNICATIONS SYS I COM 11162110 8874 1700 X 6 1650 0 50
BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/ 111621AB 64380 74000 X 5 74000 0 0
BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/ 111621AB 2610 3000 X 6 3000 0 0
BROWN & BROWN INC COM 11523610 81640 2600 X 13 0 0 2600
BROWN & BROWN INC COM 11523610 2060875 66955 X 3 66955 0 0
BROWN & BROWN INC COM 11523610 267897 8587 X 5 2798 0 5789
BROWN & BROWN INC COM 11523610 40014 1300 X X 6 1300 0 0
BROWN & BROWN INC COM 11523610 33704 1095 X 6 1095 0 0
BROWN FORMAN CORP CL A 11563710 27782 334 X 5 9 0 325
BROWN FORMAN CORP CL A 11563710 273642 3365 X X 6 3365 0 0
BROWN FORMAN CORP CL A 11563710 238756 2936 X 6 2586 0 350
BROWN FORMAN CORP CL B 11563720 1864858 23570 X 3 23570 0 0
BROWN FORMAN CORP CL B 11563720 237972 3004 X 5 2804 0 200
BROWN FORMAN CORP CL B 11563720 1530497 19344 X X 6 18819 525 0
BROWN FORMAN CORP CL B 11563720 1377637 17412 X 6 17412 0 0
BROWN TOM INC COM NEW 11566020 54256067 2111131 X 11 1630675 0 480456
BROWN TOM INC COM NEW 11566020 4908443 190990 X 3 190990 0 0
BROWN TOM INC COM NEW 11566020 56540 2200 X 5 2200 0 0
BROWN TOM INC COM NEW 11566020 43690 1700 X 6 1700 0 0
BRUNSWICK CORP COM 11704310 309324 11920 X 13 0 0 11920
BRUNSWICK CORP COM 11704310 921681 35891 X 3 35891 0 0
BRUNSWICK CORP COM 11704310 159837 6173 X 5 1306 0 4867
BRUNSWICK CORP COM 11704310 48278 1880 X X 6 0 1880 0
BRUNSWICK CORP COM 11704310 725588 28255 X 6 28255 0 0
BRYN MAWR BK CORP COM 11766510 8390 200 X 5 200 0 0
BRYN MAWR BK CORP COM 11766510 492325 11736 X X 6 11736 0 0
BRYN MAWR BK CORP COM 11766510 92877 2214 X 6 2214 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 4035 100 X 13 0 0 100
BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 903321 22538 X 5 16910 0 5628
BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 2923549 73107 X X 6 63357 5000 4750
BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 3071232 76800 X 6 76800 0 0
BUCKEYE TECHNOLOGIES INC COM 11825510 263414 28972 X 5 28000 0 972
BURLINGTON NORTHN SANTA FE C COM 12189T10 19487 675 X X 1 675 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T10 40418 1400 X 1 1400 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T10 362024 12360 X 13 0 0 12360
BURLINGTON NORTHN SANTA FE C COM 12189T10 20790240 720133 X 3 720133 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T10 655717 22536 X 5 10398 0 12138
BURLINGTON NORTHN SANTA FE C COM 12189T10 8928971 309282 X X 6 261506 24585 23191
BURLINGTON NORTHN SANTA FE C COM 12189T10 8246571 285645 X 6 210365 150 75130
BURLINGTON RES INC COM 12201410 33740 700 X 1 700 0 0
BURLINGTON RES INC COM 12201410 2190 45 X 13 0 0 45
BURLINGTON RES INC COM 12201410 4587724 95181 X 3 95181 0 0
BURLINGTON RES INC COM 12201410 1540191 31877 X 5 23991 0 7886
BURLINGTON RES INC COM 12201410 2658905 55164 X X 6 53469 1545 150
BURLINGTON RES INC COM 12201410 3849734 79870 X 6 54456 300 25114
BURLINGTON RES INC COM 12201410 1109 23 X 7 23 0 0
BUSINESS OBJECTS S A SPONSORED ADR 12328X10 202364 8049 X 5 5239 0 2810
BUSINESS OBJECTS S A SPONSORED ADR 12328X10 1423 57 X 6 57 0 0
BUTLER MFG CO DEL COM 12365510 6267485 412606 X 3 412606 0 0
BUTLER MFG CO DEL COM 12365510 10640 700 X 5 0 0 700
BUTLER MFG CO DEL COM 12365510 51646 3400 X 6 150 0 3250
C&D TECHNOLOGIES INC COM 12466110 40829890 2158028 X 11 1599300 0 558728
C&D TECHNOLOGIES INC COM 12466110 4200 222 X 5 222 0 0
C&D TECHNOLOGIES INC COM 12466110 208120 11000 X 6 4000 7000 0
CB BANCSHARES INC HAWAII COM 12478510 1286250 21000 X X 1 21000 0 0
CB BANCSHARES INC HAWAII COM 12478510 3674694 59995 X 6 0 0 59995
CBL & ASSOC PPTYS INC COM 12483010 231965 4647 X 5 4502 0 145
CBL & ASSOC PPTYS INC COM 12483010 142215 2850 X X 6 2850 0 0
CBL & ASSOC PPTYS INC COM 12483010 1846 37 X 6 37 0 0
CBRL GROUP INC COM 12489V10 4568156 128753 X 3 128753 0 0
CBRL GROUP INC COM 12489V10 1796170 50389 X 5 14250 0 36139
CBRL GROUP INC COM 12489V10 55118 1550 X X 6 1050 0 500
CBRL GROUP INC COM 12489V10 214036 6019 X 6 2471 0 3548
CCBT FINL COS INC COM 12500Q10 206001 8100 X 5 6000 0 2100
CCBT FINL COS INC COM 12500Q10 100444 4000 X X 6 4000 0 0
C D W CORP COM 12512N10 4690393 81233 X 3 81233 0 0
C D W CORP COM 12512N10 777951 13505 X 5 13455 0 50
C D W CORP COM 12512N10 29952 520 X X 6 520 0 0
C D W CORP COM 12512N10 199872 3470 X 6 3470 0 0
CEC ENTMT INC COM 12513710 31360 800 X 3 800 0 0
CEC ENTMT INC COM 12513710 2065694 52696 X 5 52636 0 60
CEC ENTMT INC COM 12513710 26656 680 X X 6 680 0 0
CEC ENTMT INC COM 12513710 484904 12370 X 6 8700 0 3670
CH ENERGY GROUP INC COM 12541M10 1194287 27135 X 5 26685 0 450
CH ENERGY GROUP INC COM 12541M10 172172 3913 X X 6 3463 450 0
CH ENERGY GROUP INC COM 12541M10 44924 1021 X 6 1021 0 0
C H ROBINSON WORLDWIDE INC COM 12541W10 3094012 83150 X 3 83150 0 0
C H ROBINSON WORLDWIDE INC COM 12541W10 35037 912 X 5 162 0 750
CIGNA CORP COM 12550910 13395 300 X X 1 300 0 0
CIGNA CORP COM 12550910 12982077 290113 X 3 290113 0 0
CIGNA CORP COM 12550910 2569284 57554 X 5 54309 0 3245
CIGNA CORP COM 12550910 9752364 218418 X X 6 187896 9372 21150
CIGNA CORP COM 12550910 5499585 123171 X 6 77072 1900 44199
CIGNA HIGH INCOME SHS SH BEN INT 12551D10 713260 269768 X 5 216113 0 53655
CIGNA HIGH INCOME SHS SH BEN INT 12551D10 5724 2168 X 7 2168 0 0
CIT GROUP INC COM 12558110 3139298 109155 X 3 109155 0 0
CIT GROUP INC COM 12558110 578058 20075 X 5 19128 0 947
CIT GROUP INC COM 12558110 1566385 54464 X X 6 36385 0 18079
CIT GROUP INC COM 12558110 722480 25121 X 6 8091 0 17030
CIT GROUP INC COM 12558110 7190 250 X 7 250 0 0
CIT GROUP INC COM 12558110 25884 900 X 8 900 0 0
CLECO CORP NEW COM 12561W10 507205 31027 X 5 29627 0 1400
CLECO CORP NEW COM 12561W10 132354 8100 X X 6 8100 0 0
CLECO CORP NEW COM 12561W10 26144 1600 X 6 1600 0 0
CMGI INC COM 12575010 1896 1185 X 13 0 0 1185
CMGI INC COM 12575010 139 0 X 3 0 0 0
CMGI INC COM 12575010 88185 56521 X 5 43248 0 13273
CMGI INC COM 12575010 3406 2200 X X 6 200 0 2000
CMGI INC COM 12575010 10003 6462 X 6 6462 0 0
CMS ENERGY CORP COM 12589610 412794 56010 X 3 56010 0 0
CMS ENERGY CORP COM 12589610 1098589 143802 X 5 26319 0 117483
CMS ENERGY CORP COM 12589610 113668 15423 X X 6 13923 0 1500
CMS ENERGY CORP COM 12589610 762751 103494 X 6 19828 0 83666
CMS ENERGY CORP COM 12589610 737 100 X X 7 100 0 0
CMS ENERGY CORP COM 12589610 8932 1212 X 7 1212 0 0
CNET INC NOTE 5.000% 3/ 125945AC 69094 75000 X 5 75000 0 0
CSK AUTO CORP COM 12596510 35466 2300 X 5 2300 0 0
CSK AUTO CORP COM 12596510 31611 2050 X X 6 2050 0 0
CSK AUTO CORP COM 12596510 656661 42585 X 6 29395 0 13190
CNA FINL CORP COM 12611710 363394 17288 X 5 17288 0 0
CNA SURETY CORP COM 12612L10 6102189 607183 X 3 607183 0 0
CNA SURETY CORP COM 12612L10 154619 15385 X X 6 385 0 15000
CNA SURETY CORP COM 12612L10 36783 3660 X 6 3660 0 0
CNF INC COM 12612W10 6060078 189082 X 3 189082 0 0
CNF INC COM 12612W10 68583 2126 X 5 1626 0 500
CNF INC COM 12612W10 166660 5200 X X 6 5200 0 0
CNF INC COM 12612W10 457097 14262 X 6 11762 0 2500
CNOOC LTD SPONSORED ADR 12613210 515550 15000 X 3 15000 0 0
CNOOC LTD SPONSORED ADR 12613210 476332 13845 X 5 10652 0 3193
CNS INC COM 12613610 10029616 910955 X 5 910795 0 160
CNET NETWORKS INC COM 12613R10 1559718 216800 X 3 216800 0 0
CNET NETWORKS INC COM 12613R10 14498 2040 X 5 1640 0 400
CNET NETWORKS INC COM 12613R10 6047 859 X X 6 859 0 0
CNET NETWORKS INC COM 12613R10 241303 34276 X 6 30479 97 3700
CP HOLDRS DEP RCPTS CP 12616K10 341484 6600 X 5 6600 0 0
CRH PLC ADR 12626K20 2469 135 X 5 0 0 135
CRH PLC ADR 12626K20 21870 1215 X X 6 1215 0 0
CRH PLC ADR 12626K20 358578 19921 X 6 18943 0 978
CSG SYS INTL INC COM 12634910 758761 51233 X 3 51233 0 0
CSG SYS INTL INC COM 12634910 206154 13901 X 5 13101 0 800
CSG SYS INTL INC COM 12634910 29620 2000 X X 6 2000 0 0
CSG SYS INTL INC COM 12634910 12707 858 X 6 858 0 0
CSX CORP COM 12640810 17550 600 X 1 600 0 0
CSX CORP COM 12640810 21131 706 X 13 0 0 706
CSX CORP COM 12640810 15114996 493596 X 3 493596 0 0
CSX CORP COM 12640810 3597074 121616 X 5 63078 0 58538
CSX CORP COM 12640810 3527375 120594 X X 6 107490 7104 6000
CSX CORP COM 12640810 8709626 297765 X 6 132260 83 165422
CSX CORP COM 12640810 1053 36 X 7 36 0 0
CT COMMUNICATIONS INC COM NEW 12642640 15079 1239 X 5 0 0 1239
CT COMMUNICATIONS INC COM NEW 12642640 1482185 131867 X X 6 117867 0 14000
CT COMMUNICATIONS INC COM NEW 12642640 3418770 304161 X 6 249254 0 54907
CUNO INC COM 12658310 3919 100 X 5 100 0 0
CUNO INC COM 12658310 540745 13798 X 6 13798 0 0
CVS CORP COM 12665010 15530 500 X X 1 500 0 0
CVS CORP COM 12665010 17860 575 X 1 575 0 0
CVS CORP COM 12665010 65226 2100 X 11 0 0 2100
CVS CORP COM 12665010 855697 26774 X 13 0 0 26774
CVS CORP COM 12665010 31984843 963290 X 3 963290 0 0
CVS CORP COM 12665010 13138 423 X 4 423 0 0
CVS CORP COM 12665010 11273325 361414 X 5 308287 0 53127
CVS CORP COM 12665010 4714908 151800 X X 6 91528 9611 50661
CVS CORP COM 12665010 23544070 758019 X 6 595363 2057 160599
CVS CORP COM 12665010 4193 135 X X 7 135 0 0
CVS CORP COM 12665010 59325 1910 X 7 1910 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C10 1909 100 X 13 0 0 100
CABLEVISION SYS CORP CL A NY CABLVS 12686C10 5792000 320000 X 3 320000 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C10 403908 21494 X 5 6477 0 15017
CABLEVISION SYS CORP CL A NY CABLVS 12686C10 437640 24179 X X 6 24179 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C10 275301 15210 X 6 15210 0 0
CABOT CORP COM 12705510 1723144 60440 X 3 60440 0 0
CABOT CORP COM 12705510 246383 8642 X 5 8642 0 0
CABOT CORP COM 12705510 42765 1500 X X 6 1500 0 0
CABOT CORP COM 12705510 65630 2302 X 6 2102 0 200
CABOT OIL & GAS CORP COM 12709710 4600674 176949 X 3 176949 0 0
CABOT OIL & GAS CORP COM 12709710 25532 982 X 5 982 0 0
CABOT OIL & GAS CORP COM 12709710 5200 200 X 6 200 0 0
CABOT MICROELECTRONICS CORP COM 12709P10 1339849 24085 X 3 24085 0 0
CABOT MICROELECTRONICS CORP COM 12709P10 20833 375 X 5 220 0 155
CABOT MICROELECTRONICS CORP COM 12709P10 180408 3243 X X 6 3243 0 0
CABOT MICROELECTRONICS CORP COM 12709P10 1037054 18642 X 6 18492 0 150
CACI INTL INC CL A 12719030 844959 19719 X 3 19719 0 0
CACI INTL INC CL A 12719030 314777 7217 X 5 2610 0 4607
CACI INTL INC CL A 12719030 6428 150 X X 6 150 0 0
CACI INTL INC CL A 12719030 48806 1139 X 6 271 0 868
CADBURY SCHWEPPES PLC ADR 12720930 6411 255 X 13 0 0 255
CADBURY SCHWEPPES PLC ADR 12720930 1505400 60000 X 3 60000 0 0
CADBURY SCHWEPPES PLC ADR 12720930 337682 13457 X 5 12530 0 927
CADBURY SCHWEPPES PLC ADR 12720930 243875 9720 X X 6 8090 600 1030
CADBURY SCHWEPPES PLC ADR 12720930 437093 17421 X 6 17421 0 0
CADBURY SCHWEPPES PLC ADR 12720930 5796 231 X X 7 231 0 0
CADENCE DESIGN SYSTEM INC COM 12738710 43505941 3243038 X 3 3243038 0 0
CADENCE DESIGN SYSTEM INC COM 12738710 545237 41029 X 5 8516 0 32513
CADENCE DESIGN SYSTEM INC COM 12738710 177550 13250 X X 6 8200 1050 4000
CADENCE DESIGN SYSTEM INC COM 12738710 344728 25726 X 6 25726 0 0
CAL DIVE INTL INC COM 12791410 6257 313 X 5 0 0 313
CAL DIVE INTL INC COM 12791410 32523 1667 X X 6 1667 0 0
CAL DIVE INTL INC COM 12791410 239914 12297 X 6 12297 0 0
CAL DIVE INTL INC COM 12791410 2497 128 X X 7 128 0 0
CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 11490 600 X 13 0 0 600
CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 3855733 202870 X 5 171925 0 30945
CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 44413 2340 X X 6 2340 0 0
CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 37960 2000 X 6 2000 0 0
CALIFORNIA INDPT BANCORP COM 13033410 810813 22776 X 5 0 0 22776
CALIFORNIA WTR SVC GROUP COM 13078810 790119 30064 X 5 6452 0 23612
CALIFORNIA WTR SVC GROUP COM 13078810 65299 2530 X X 6 2530 0 0
CALIFORNIA WTR SVC GROUP COM 13078810 31746 1230 X 6 1230 0 0
CALIPER TECHNOLOGIES CORP COM 13087610 312500 50000 X 3 50000 0 0
CALIPER TECHNOLOGIES CORP COM 13087610 4294 675 X 5 0 0 675
CALLAWAY GOLF CO COM 13119310 34560156 2421875 X 11 1549800 0 872075
CALLAWAY GOLF CO COM 13119310 1058663 74188 X 3 74188 0 0
CALLAWAY GOLF CO COM 13119310 579276 40520 X 5 38693 0 1827
CALLAWAY GOLF CO COM 13119310 7135 500 X X 6 500 0 0
CALLAWAY GOLF CO COM 13119310 597242 41853 X 6 41853 0 0
CALLON PETE CO DEL COM 13123X10 328680 44000 X 5 44000 0 0
CALPINE CORP COM 13134710 11293 2300 X 13 0 0 2300
CALPINE CORP COM 13134710 728067 148889 X 3 148889 0 0
CALPINE CORP COM 13134710 1279447 261075 X 5 121582 0 139493
CALPINE CORP COM 13134710 18338 3750 X X 6 1650 1800 300
CALPINE CORP COM 13134710 63169 12918 X 6 12918 0 0
CALPINE CORP COM 13134710 489 100 X X 7 100 0 0
CAMBREX CORP COM 13201110 125463 5527 X 11 425 0 5102
CAMBREX CORP COM 13201110 6775292 298471 X 3 298471 0 0
CAMBREX CORP COM 13201110 11350 500 X X 6 0 0 500
CAMBIOR INC COM 13201L10 135730 49000 X 5 49000 0 0
CAMBIOR INC COM 13201L10 2770 1000 X X 6 1000 0 0
CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR 13214810 248070 30000 X 3 30000 0 0
CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR 13214810 3481 425 X 5 425 0 0
CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR 13214810 4095 500 X X 6 0 0 500
CAMCO FINL CORP COM 13261810 317900 18700 X 5 18700 0 0
CAMDEN PPTY TR SH BEN INT 13313110 346155 8947 X 5 1208 0 7739
CAMDEN PPTY TR SH BEN INT 13313110 147994 3851 X X 6 3851 0 0
CAMDEN PPTY TR SH BEN INT 13313110 19215 500 X 7 500 0 0
CAMPBELL SOUP CO COM 13442910 13250 500 X X 1 500 0 0
CAMPBELL SOUP CO COM 13442910 26235 990 X 11 0 0 990
CAMPBELL SOUP CO COM 13442910 54580 2026 X 13 0 0 2026
CAMPBELL SOUP CO COM 13442910 4470020 168680 X 3 168680 0 0
CAMPBELL SOUP CO COM 13442910 2317366 87178 X 5 70930 0 16248
CAMPBELL SOUP CO COM 13442910 5446704 205536 X X 6 181626 4800 19110
CAMPBELL SOUP CO COM 13442910 4653427 175601 X 6 117840 0 57761
CANADIAN NATL RY CO COM 13637510 593273 11296 X 5 1546 0 9750
CANADIAN NATL RY CO COM 13637510 2045114 39314 X X 6 34899 4015 400
CANADIAN NATL RY CO COM 13637510 5146703 98937 X 6 98587 0 350
CANADIAN NAT RES LTD COM 13638510 328663 7784 X 3 7784 0 0
CANADIAN NAT RES LTD COM 13638510 1171849 28468 X 5 28156 0 312
CANADIAN NAT RES LTD COM 13638510 190242 4622 X X 6 4622 0 0
CANADIAN NAT RES LTD COM 13638510 51820 1259 X 6 1259 0 0
CANADIAN NAT RES LTD COM 13638510 4116 100 X X 7 100 0 0
CANADIAN PAC RY LTD COM 13645T10 1582697 67030 X 5 66825 0 205
CANADIAN PAC RY LTD COM 13645T10 23303 987 X X 6 595 392 0
CANADIAN PAC RY LTD COM 13645T10 13458 570 X 6 570 0 0
CANADIAN PAC RY LTD COM 13645T10 3542 150 X X 7 150 0 0
CANADIAN PAC RY LTD COM 13645T10 2597 110 X 7 110 0 0
CANADIAN SUPERIOR ENERGY INC COM 13664410 288800 190000 X 3 190000 0 0
CANADIAN SUPERIOR ENERGY INC COM 13664410 15 10 X 5 10 0 0
CANADIAN SUPERIOR ENERGY INC COM 13664410 3192 2100 X X 6 2100 0 0
CANDIES INC COM 13740910 432568 182000 X 5 181000 0 1000
CANON INC ADR 13800630 34075 694 X 13 0 0 694
CANON INC ADR 13800630 3780964 76000 X 3 76000 0 0
CANON INC ADR 13800630 257819 5263 X 5 1565 0 3698
CANON INC ADR 13800630 255293 5240 X X 6 4240 1000 0
CANON INC ADR 13800630 1787293 36685 X 6 36034 0 651
CANON INC ADR 13800630 5116 105 X X 7 105 0 0
CANYON RESOURCES CORP COM NEW 13886930 208237 117648 X 3 117648 0 0
CANYON RESOURCES CORP COM NEW 13886930 91 50 X 5 0 0 50
CANYON RESOURCES CORP COM NEW 13886930 44250 25000 X X 6 25000 0 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 543072 17854 X 5 12654 0 5200
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 15165 500 X 6 500 0 0
CAPITAL BK CORP COM 13979310 184230 11500 X 5 0 0 11500
CAPITAL BK CORP COM 13979310 12890 821 X X 6 821 0 0
CAPITAL BK CORP COM 13979310 20975 1336 X 6 1336 0 0
CAPITAL ONE FINL CORP COM 14040H10 42492 725 X 13 0 0 725
CAPITAL ONE FINL CORP COM 14040H10 27041637 474082 X 3 474082 0 0
CAPITAL ONE FINL CORP COM 14040H10 4211868 72820 X 5 35753 0 37067
CAPITAL ONE FINL CORP COM 14040H10 8935544 156654 X X 6 82051 60780 13823
CAPITAL ONE FINL CORP COM 14040H10 18860732 330658 X 6 202674 4000 123984
CAPITAL ONE FINL CORP COM 14040H10 7415 130 X X 7 130 0 0
CAPSTONE TURBINE CORP COM 14067D10 24990 12947 X 5 2552 0 10395
CAPSTONE TURBINE CORP COM 14067D10 378 200 X 7 200 0 0
CARAUSTAR INDS INC COM 14090910 3448 400 X X 6 400 0 0
CARAUSTAR INDS INC COM 14090910 698841 81072 X 6 81072 0 0
CARDIAC SCIENCE INC COM NEW 14141020 416000 100000 X 3 100000 0 0
CARDIAC SCIENCE INC COM NEW 14141020 57406 13800 X 5 13000 0 800
CARDINAL HEALTH INC COM 14149Y10 10861 186 X X 1 186 0 0
CARDINAL HEALTH INC COM 14149Y10 92723 1588 X 1 1588 0 0
CARDINAL HEALTH INC COM 14149Y10 96520 1657 X 13 0 0 1657
CARDINAL HEALTH INC COM 14149Y10 10133176 173543 X 3 173543 0 0
CARDINAL HEALTH INC COM 14149Y10 1635 28 X X 4 28 0 0
CARDINAL HEALTH INC COM 14149Y10 5255 90 X 4 90 0 0
CARDINAL HEALTH INC COM 14149Y10 7578214 130007 X 5 37707 0 92300
CARDINAL HEALTH INC COM 14149Y10 3778300 64708 X X 6 58157 2837 3714
CARDINAL HEALTH INC COM 14149Y10 14574027 249598 X 6 194082 927 54589
CARDINAL HEALTH INC COM 14149Y10 21955 376 X X 7 376 0 0
CARDINAL HEALTH INC COM 14149Y10 68900 1180 X 7 1180 0 0
CARDINAL HEALTH INC COM 14149Y10 2037811 34900 X 8 34900 0 0
CARDIODYNAMICS INTL CORP COM 14159710 157972 35134 X 5 34634 0 500
CAREER EDUCATION CORP COM 14166510 71263942 1571119 X 3 1571119 0 0
CAREER EDUCATION CORP COM 14166510 2429076 52757 X 5 36717 0 16040
CAREER EDUCATION CORP COM 14166510 2459789 54288 X X 6 52552 1462 274
CAREER EDUCATION CORP COM 14166510 5452016 120327 X 6 110373 90 9864
CAREER EDUCATION CORP COM 14166510 997 22 X 7 22 0 0
CAREMARK RX INC COM 14170510 1155 50 X 13 0 0 50
CAREMARK RX INC COM 14170510 11419170 499405 X 3 499405 0 0
CAREMARK RX INC COM 14170510 2599 115 X 4 115 0 0
CAREMARK RX INC COM 14170510 3713694 162070 X 5 60246 0 101824
CAREMARK RX INC COM 14170510 423027 18718 X X 6 17148 500 1070
CAREMARK RX INC COM 14170510 6114091 270535 X 6 194730 874 74931
CAREMARK RX INC COM 14170510 32996 1460 X 7 1460 0 0
CARLISLE COS INC COM 14233910 1319200 30243 X 3 30243 0 0
CARLISLE COS INC COM 14233910 183914 4206 X 5 3856 0 350
CARLISLE COS INC COM 14233910 4362 100 X X 6 0 100 0
CARLISLE COS INC COM 14233910 34896 800 X 6 800 0 0
CARMAX INC COM 14313010 4410504 106587 X 3 106587 0 0
CARMAX INC COM 14313010 1186569 36130 X 5 31840 0 4290
CARMAX INC COM 14313010 273919 8387 X X 6 4825 3562 0
CARMAX INC COM 14313010 815357 24965 X 6 24714 0 251
CARMAX INC COM 14313010 3429 105 X 7 105 0 0
CARNIVAL CORP PAIRED CTF 14365830 106659 3150 X 13 0 0 3150
CARNIVAL CORP PAIRED CTF 14365830 8484962 257980 X 3 257980 0 0
CARNIVAL CORP PAIRED CTF 14365830 3990587 120271 X 5 84319 0 35952
CARNIVAL CORP PAIRED CTF 14365830 2626398 79854 X X 6 78654 400 800
CARNIVAL CORP PAIRED CTF 14365830 3424211 104111 X 6 33660 200 70251
CARPENTER TECHNOLOGY CORP COM 14428510 469343 21891 X 3 21891 0 0
CARPENTER TECHNOLOGY CORP COM 14428510 49420 2250 X 5 1250 0 1000
CARPENTER TECHNOLOGY CORP COM 14428510 596868 27839 X X 6 20473 7366 0
CARPENTER TECHNOLOGY CORP COM 14428510 279578 13040 X 6 12140 0 900
CARRAMERICA RLTY CORP COM 14441810 161190 5400 X 3 5400 0 0
CARRAMERICA RLTY CORP COM 14441810 543459 18121 X 5 1138 0 16983
CARRIZO OIL & CO INC COM 14457710 70000 10000 X 5 0 0 10000
CASCADE CORP COM 14719510 1955791 88698 X 3 88698 0 0
CASCADE CORP COM 14719510 1138 50 X 5 0 0 50
CASCADE CORP COM 14719510 85775 3890 X 6 0 0 3890
CASEYS GEN STORES INC COM 14752810 18447163 1314837 X 3 1314837 0 0
CASEYS GEN STORES INC COM 14752810 425447 30335 X 5 30135 0 200
CASH AMER INTL INC COM 14754D10 4133833 252063 X 3 252063 0 0
CASH AMER INTL INC COM 14754D10 49200 3000 X 5 3000 0 0
CASH AMER INTL INC COM 14754D10 189141 11533 X 6 500 0 11033
CASTLE A M & CO COM 14841110 191066 42936 X 5 0 0 42936
CATALINA LTG INC COM NEW 14886520 846657 70496 X 6 70496 0 0
CATALINA MARKETING CORP COM 14886710 794786 52323 X 3 52323 0 0
CATALINA MARKETING CORP COM 14886710 6875105 443598 X 5 2143 0 441455
CATAPULT COMMUNICATIONS CORP COM 14901610 41485 3381 X X 6 3381 0 0
CATAPULT COMMUNICATIONS CORP COM 14901610 293928 23955 X 6 23955 0 0
CATELLUS DEV CORP COM 14911110 3698 150 X 13 0 0 150
CATELLUS DEV CORP COM 14911110 593408 24074 X 5 79 0 23995
CATELLUS DEV CORP COM 14911110 516897 21141 X X 6 20987 154 0
CATERPILLAR INC DEL COM 14912310 41304 600 X X 1 600 0 0
CATERPILLAR INC DEL COM 14912310 7068147 102675 X 11 9350 0 93325
CATERPILLAR INC DEL COM 14912310 604036 8467 X 13 0 0 8467
CATERPILLAR INC DEL COM 14912310 29160211 423533 X 3 423533 0 0
CATERPILLAR INC DEL COM 14912310 9351638 133723 X 5 75270 0 58453
CATERPILLAR INC DEL COM 14912310 10708406 155555 X X 6 115119 14331 26105
CATERPILLAR INC DEL COM 14912310 16209204 235462 X 6 157302 1415 76745
CATERPILLAR INC DEL COM 14912310 10395 151 X 7 151 0 0
CATHAY BANCORP INC COM 14915010 249570 5640 X 5 5640 0 0
CAVCO INDS INC DEL COM 14956810 750 35 X 11 0 0 35
CAVCO INDS INC DEL COM 14956810 217 10 X 13 0 0 10
CAVCO INDS INC DEL COM 14956810 3674071 170887 X 3 170887 0 0
CAVCO INDS INC DEL COM 14956810 1104 51 X 5 12 0 39
CAVCO INDS INC DEL COM 14956810 2679 125 X X 6 115 0 10
CAVCO INDS INC DEL COM 14956810 99907 4662 X 6 968 0 3694
CD&L INC COM 14983Y10 78000 100000 X 6 100000 0 0
CEDAR FAIR L P DEPOSITRY UNIT 15018510 425600 15200 X 11 0 0 15200
CEDAR FAIR L P DEPOSITRY UNIT 15018510 55080 2000 X 13 0 0 2000
CEDAR FAIR L P DEPOSITRY UNIT 15018510 3324310 119092 X 5 96772 0 22320
CEDAR FAIR L P DEPOSITRY UNIT 15018510 157248 5616 X X 6 4816 800 0
CEDAR FAIR L P DEPOSITRY UNIT 15018510 173180 6185 X 6 6185 0 0
CELL THERAPEUTICS INC COM 15093410 3869745 340347 X 3 340347 0 0
CELL THERAPEUTICS INC COM 15093410 67343 5856 X 5 2456 0 3400
CELL THERAPEUTICS INC COM 15093410 164192 14505 X 6 0 0 14505
CELESTICA INC SUB VTG SHS 15101Q10 78987 4957 X 5 3639 0 1318
CELESTICA INC SUB VTG SHS 15101Q10 93939 5923 X X 6 5923 0 0
CELESTICA INC SUB VTG SHS 15101Q10 44202 2787 X 6 2787 0 0
CELGENE CORP COM 15102010 23962195 550530 X 3 550530 0 0
CELGENE CORP COM 15102010 1267861 29228 X 5 13971 0 15257
CELGENE CORP COM 15102010 333323 7698 X X 6 6938 0 760
CELGENE CORP COM 15102010 1850599 42739 X 6 36688 51 6000
CEMEX S A SPON ADR 5 ORD 15129088 145854 5722 X 13 0 0 5722
CEMEX S A SPON ADR 5 ORD 15129088 6099077 244080 X 3 244080 0 0
CEMEX S A SPON ADR 5 ORD 15129088 87592 3505 X 5 3242 0 263
CEMEX S A SPON ADR 5 ORD 15129088 73752 2956 X X 6 1956 0 1000
CEMEX S A SPON ADR 5 ORD 15129088 459928 18434 X 6 18434 0 0
CENDANT CORP COM 15131310 18690 1000 X 1 1000 0 0
CENDANT CORP COM 15131310 585745 31340 X 13 0 0 31340
CENDANT CORP COM 15131310 76113268 4067193 X 3 4067193 0 0
CENDANT CORP COM 15131310 7607 407 X X 4 407 0 0
CENDANT CORP COM 15131310 8246495 441225 X 5 224185 0 217040
CENDANT CORP COM 15131310 4006557 214369 X X 6 153994 19751 40624
CENDANT CORP COM 15131310 23140369 1238115 X 6 931282 3929 302904
CENDANT CORP COM 15131310 54444 2913 X 7 2913 0 0
CENDANT CORP DBCV 3.875%11/ 151313AN 41850 40000 X 5 40000 0 0
CENTER BANCORP INC COM 15140810 315776 19650 X 6 19650 0 0
CENTERPOINT PPTYS TR COM 15189510 129409 1900 X 3 1900 0 0
CENTERPOINT PPTYS TR COM 15189510 396014 5805 X 5 30 0 5775
CENTERPOINT PPTYS TR COM 15189510 725372 10650 X X 6 10650 0 0
CENTERPOINT PPTYS TR COM 15189510 1263441 18550 X 6 18550 0 0
CENTERPOINT ENERGY INC COM 15189T10 1110 120 X 13 0 0 120
CENTERPOINT ENERGY INC COM 15189T10 9333721 1017854 X 3 1017854 0 0
CENTERPOINT ENERGY INC COM 15189T10 531719 57821 X 5 39098 0 18723
CENTERPOINT ENERGY INC COM 15189T10 802072 87467 X X 6 82672 4795 0
CENTERPOINT ENERGY INC COM 15189T10 1013633 110538 X 6 41509 0 69029
CENTEX CORP COM 15231210 23415401 300660 X 11 242510 0 58150
CENTEX CORP COM 15231210 16512 200 X 13 0 0 200
CENTEX CORP COM 15231210 2399405 30809 X 3 30809 0 0
CENTEX CORP COM 15231210 2110379 27050 X 5 26254 0 796
CENTEX CORP COM 15231210 2328145 29894 X X 6 29659 35 200
CENTEX CORP COM 15231210 4554189 58477 X 6 40100 0 18377
CENTILLIUM COMMUNICATIONS IN COM 15231910 240797 34059 X 5 34059 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R10 16118991 360846 X 3 360846 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R10 280407 6007 X 5 0 0 6007
CENTEX CONSTRUCTION PRODUCTS COM 15231R10 91350 2045 X 6 200 0 1845
CENTRAL COAST BANCORP COM 15314510 730545 40943 X 5 300 0 40643
CENTRAL EUROPEAN DIST CORP COM 15343510 1021823 37361 X 3 37361 0 0
CENTRAL EUROPEAN DIST CORP COM 15343510 82980 3034 X 5 3034 0 0
CENTRAL EUROPEAN DIST CORP COM 15343510 16410 600 X X 6 600 0 0
CENTRAL EUROPEAN EQUITY FD I COM 15343610 678918 33201 X 5 426 0 32775
CENTRAL EUROPEAN EQUITY FD I COM 15343610 138685 6815 X 6 6815 0 0
CENTRAL EUROPEAN EQUITY FD I COM 15343610 3713997 182506 X 9 182506 0 0
CENTRAL FD CDA LTD CL A 15350110 183757 38570 X 5 34870 0 3700
CENTRAL FD CDA LTD CL A 15350110 954 200 X X 6 0 200 0
CENTRAL SECS CORP COM 15512310 1013807 51567 X 5 51567 0 0
CENTRAL SECS CORP COM 15512310 595698 30300 X 9 30300 0 0
CENTURY BUSINESS SVCS INC COM 15649010 5406 1275 X X 6 1275 0 0
CENTURY BUSINESS SVCS INC COM 15649010 187302 44175 X 6 44175 0 0
CENTURYTEL INC COM 15670010 162672 4800 X 1 4800 0 0
CENTURYTEL INC COM 15670010 20663140 608534 X 3 608534 0 0
CENTURYTEL INC COM 15670010 2541920 74829 X 5 66307 0 8522
CENTURYTEL INC COM 15670010 6238641 184085 X X 6 176210 5150 2725
CENTURYTEL INC COM 15670010 10996187 324467 X 6 212857 348 111262
CENTURYTEL INC COM 15670010 22876 675 X X 7 675 0 0
CEPHEID COM 15670R10 2568912 546577 X 5 546577 0 0
CERADYNE INC COM 15671010 3528332 136387 X 3 136387 0 0
CERADYNE INC COM 15671010 141531 5700 X 5 0 0 5700
CERADYNE INC COM 15671010 2587 100 X X 6 0 0 100
CERADYNE INC COM 15671010 160058 6187 X 6 200 0 5987
CERIDIAN CORP NEW COM 15677910 2701408 145081 X 3 145081 0 0
CERIDIAN CORP NEW COM 15677910 4245 228 X X 4 228 0 0
CERIDIAN CORP NEW COM 15677910 3724 200 X 5 200 0 0
CERIDIAN CORP NEW COM 15677910 130340 7000 X X 6 7000 0 0
CERIDIAN CORP NEW COM 15677910 29978 1610 X 6 1610 0 0
CERTEGY INC COM 15688010 7439 225 X 13 0 0 225
CERTEGY INC COM 15688010 2082301 64849 X 3 64849 0 0
CERTEGY INC COM 15688010 169127 5250 X 5 4661 0 589
CERTEGY INC COM 15688010 2583153 80447 X X 6 60747 18500 1200
CERTEGY INC COM 15688010 1089653 33935 X 6 33935 0 0
CHAMPIONSHIP AUTO RACING TEA COM 15871110 496940 842271 X 3 842271 0 0
CHARLES RIVER ASSOCIATES COM 15985210 2670779 93613 X 3 93613 0 0
CHARLES RIVER ASSOCIATES COM 15985210 55320 1939 X 6 0 0 1939
CHARLES RIV LABS INTL INC COM 15986410 16243051 529262 X 3 529262 0 0
CHARLES RIV LABS INTL INC COM 15986410 686367 22361 X 5 22111 0 250
CHARLES RIV LABS INTL INC COM 15986410 81329 2650 X X 6 2650 0 0
CHARLES RIV LABS INTL INC COM 15986410 20347 663 X 6 663 0 0
CHARLES RIV LABS INTL INC COM 15986410 1381 45 X 7 45 0 0
CHARTER ONE FINL INC COM 16090310 38250 1250 X 1 1250 0 0
CHARTER ONE FINL INC COM 16090310 8405095 274677 X 11 123810 0 150867
CHARTER ONE FINL INC COM 16090310 96905 3097 X 13 0 0 3097
CHARTER ONE FINL INC COM 16090310 25358404 827722 X 3 827722 0 0
CHARTER ONE FINL INC COM 16090310 1771275 57357 X 5 33948 0 23409
CHARTER ONE FINL INC COM 16090310 14944979 488398 X X 6 469943 9454 9001
CHARTER ONE FINL INC COM 16090310 40130339 1311449 X 6 1203887 2756 104806
CHARTER ONE FINL INC COM 16090310 86720 2834 X 7 2834 0 0
CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 581724 31555 X 5 26427 0 5128
CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 120775 6571 X X 6 5571 1000 0
CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 40785 2219 X 6 2219 0 0
CHARTER COMMUNICATIONS INC D CL A 16117M10 4180 1000 X 13 0 0 1000
CHARTER COMMUNICATIONS INC D CL A 16117M10 331759 79638 X 5 18803 0 60835
CHARTER COMMUNICATIONS INC D CL A 16117M10 7416 1800 X X 6 0 0 1800
CHARTER COMMUNICATIONS INC D CL A 16117M10 29664 7200 X 6 7000 200 0
CHARTERED SEMICONDUCTOR MFG ADR 16133R10 362950 42700 X 3 42700 0 0
CHARTERED SEMICONDUCTOR MFG ADR 16133R10 1750 200 X 5 0 0 200
CHATTEM INC COM 16245610 5392 400 X 5 0 0 400
CHATTEM INC COM 16245610 24930 1800 X X 6 1800 0 0
CHATTEM INC COM 16245610 417785 30165 X 6 20395 0 9770
CHECKFREE CORP NEW COM 16281310 1551960 77598 X 3 77598 0 0
CHECKFREE CORP NEW COM 16281310 358410 17771 X 5 14635 0 3136
CHECKFREE CORP NEW COM 16281310 41226 2050 X X 6 2050 0 0
CHECKFREE CORP NEW COM 16281310 514816 25600 X 6 25600 0 0
CHEESECAKE FACTORY INC COM 16307210 7370 200 X 13 0 0 200
CHEESECAKE FACTORY INC COM 16307210 2155913 59605 X 3 59605 0 0
CHEESECAKE FACTORY INC COM 16307210 762702 20698 X 5 35 0 20663
CHEESECAKE FACTORY INC COM 16307210 2178 60 X X 6 60 0 0
CHEESECAKE FACTORY INC COM 16307210 117794 3245 X 6 3245 0 0
CHEESECAKE FACTORY INC COM 16307210 6171 170 X X 7 170 0 0
CHELSEA PPTY GROUP INC COM 16342110 1053608 21972 X 5 10501 0 11471
CHELSEA PPTY GROUP INC COM 16342110 407150 8500 X X 6 8100 0 400
CHELSEA PPTY GROUP INC COM 16342110 143700 3000 X 6 3000 0 0
CHEMICAL FINL CORP COM 16373110 729557 21692 X 5 1832 0 19860
CHESAPEAKE CORP COM 16515910 109100 4729 X 5 1429 0 3300
CHESAPEAKE CORP COM 16515910 785519 34850 X X 6 13600 13550 7700
CHESAPEAKE CORP COM 16515910 640136 28400 X 6 27300 0 1100
CHESAPEAKE ENERGY CORP COM 16516710 548500 50000 X 13 0 0 50000
CHESAPEAKE ENERGY CORP COM 16516710 19264227 1782650 X 3 1782650 0 0
CHESAPEAKE ENERGY CORP COM 16516710 2952838 272955 X 5 218306 0 54649
CHESAPEAKE ENERGY CORP COM 16516710 154801 14360 X X 6 14360 0 0
CHESAPEAKE ENERGY CORP COM 16516710 2647999 245640 X 6 210190 120 35330
CHESAPEAKE ENERGY CORP COM 16516710 8624 800 X X 7 800 0 0
CHESAPEAKE ENERGY CORP COM 16516710 1940 180 X 7 180 0 0
CHESAPEAKE UTILS CORP COM 16530310 183360 8000 X 1 8000 0 0
CHESAPEAKE UTILS CORP COM 16530310 57300 2500 X 3 2500 0 0
CHESAPEAKE UTILS CORP COM 16530310 620100 26000 X 5 0 0 26000
CHESAPEAKE UTILS CORP COM 16530310 328169 14318 X X 6 14318 0 0
CHESAPEAKE UTILS CORP COM 16530310 388975 16971 X 6 16971 0 0
CHEVRONTEXACO CORP COM 16676410 1639920 22952 X X 1 22028 924 0
CHEVRONTEXACO CORP COM 16676410 1799968 25192 X 1 25192 0 0
CHEVRONTEXACO CORP COM 16676410 78666 1101 X 11 0 0 1101
CHEVRONTEXACO CORP COM 16676410 2589168 35405 X 13 0 0 35405
CHEVRONTEXACO CORP COM 16676410 81336465 1106559 X 3 1106559 0 0
CHEVRONTEXACO CORP COM 16676410 109533 1533 X 4 1533 0 0
CHEVRONTEXACO CORP COM 16676410 40601879 559924 X 5 205565 0 354359
CHEVRONTEXACO CORP COM 16676410 73263258 1025378 X X 6 862410 81935 81033
CHEVRONTEXACO CORP COM 16676410 71151196 995818 X 6 777515 2274 216029
CHEVRONTEXACO CORP COM 16676410 24007 336 X X 7 336 0 0
CHEVRONTEXACO CORP COM 16676410 161191 2256 X 7 2256 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 37288697 1370200 X 3 1370200 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 102542 3781 X 5 2631 0 1150
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 13580 500 X X 6 500 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 602354 22178 X 6 9978 0 12200
CHICAGO MERCANTILE HLDGS INC CL A 16776010 389986 5664 X 5 4639 0 1025
CHICAGO MERCANTILE HLDGS INC CL A 16776010 36194 526 X X 6 526 0 0
CHICAGO MERCANTILE HLDGS INC CL A 16776010 91242 1326 X 6 1326 0 0
CHICOS FAS INC COM 16861510 537540 17000 X 13 0 0 17000
CHICOS FAS INC COM 16861510 72301453 2356340 X 3 2356340 0 0
CHICOS FAS INC COM 16861510 2141295 69137 X 5 45732 0 23405
CHICOS FAS INC COM 16861510 251248 8200 X X 6 8200 0 0
CHICOS FAS INC COM 16861510 1240031 40471 X 6 30321 0 10150
CHINA FD INC COM 16937310 658205 24510 X 5 10810 0 13700
CHINA FD INC COM 16937310 5258 200 X X 6 200 0 0
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 2719583 208717 X 3 208717 0 0
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 968084 73728 X 5 32572 0 41156
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 9460 726 X X 6 726 0 0
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 184713 14176 X 6 13498 0 678
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 758392 27526 X 5 17872 0 9654
CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 1495371 57000 X 3 57000 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 46475 1819 X 5 1700 0 119
CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 26352 1033 X X 6 1033 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 246937 9680 X 6 9680 0 0
CHINA UNICOM LTD SPONSORED ADR 16945R10 663200 80000 X 3 80000 0 0
CHINA UNICOM LTD SPONSORED ADR 16945R10 56973 6771 X 5 300 0 6471
CHIPPAC INC CL A 16965710 8835 1500 X X 6 1500 0 0
CHIPPAC INC CL A 16965710 54188 9200 X 6 9200 0 0
CHIQUITA BRANDS INTL INC COM 17003280 54487680 3078400 X 11 2455100 2300 621000
CHIQUITA BRANDS INTL INC COM 17003280 18200 1000 X 13 0 0 1000
CHIQUITA BRANDS INTL INC COM 17003280 7829135 442324 X 3 442324 0 0
CHIQUITA BRANDS INTL INC COM 17003280 30183 1692 X 5 1223 0 469
CHIQUITA BRANDS INTL INC COM 17003280 188063 10625 X 6 10625 0 0
CHIRON CORP COM 17004010 14123 269 X 13 0 0 269
CHIRON CORP COM 17004010 3747939 72508 X 3 72508 0 0
CHIRON CORP COM 17004010 772819 14800 X 5 6148 0 8652
CHIRON CORP COM 17004010 376213 7260 X X 6 7160 0 100
CHIRON CORP COM 17004010 983803 18985 X 6 11075 0 7910
CHITTENDEN CORP COM 17022810 23983 792 X 5 0 0 792
CHITTENDEN CORP COM 17022810 139795 4699 X X 6 4699 0 0
CHITTENDEN CORP COM 17022810 86186 2897 X 6 2897 0 0
CHOICEPOINT INC COM 17038810 2820667 84199 X 3 84199 0 0
CHOICEPOINT INC COM 17038810 306811 9158 X 5 7381 0 1777
CHOICEPOINT INC COM 17038810 2037370 60817 X X 6 46421 14396 0
CHOICEPOINT INC COM 17038810 265756 7933 X 6 7533 400 0
CHOICEPOINT INC COM 17038810 6365 190 X X 7 190 0 0
CHOLESTECH CORP COM 17039310 92123 11933 X 5 11933 0 0
CHRISTOPHER & BANKS CORP COM 17104610 4223817 177025 X 3 177025 0 0
CHRISTOPHER & BANKS CORP COM 17104610 553956 21200 X 5 0 0 21200
CHRISTOPHER & BANKS CORP COM 17104610 565482 23700 X 6 20700 0 3000
CHROMCRAFT REVINGTON INC COM 17111710 197600 16000 X X 6 16000 0 0
CHUBB CORP COM 17123210 20891 322 X 1 322 0 0
CHUBB CORP COM 17123210 256641 3850 X 13 0 0 3850
CHUBB CORP COM 17123210 17608302 271398 X 3 271398 0 0
CHUBB CORP COM 17123210 2300552 35248 X 5 27582 0 7666
CHUBB CORP COM 17123210 10675031 164535 X X 6 158335 1700 4500
CHUBB CORP COM 17123210 5770038 88934 X 6 70347 0 18587
CHUBB CORP CORP UNIT % 17123230 5483776 198400 X 3 198400 0 0
CHUBB CORP CORP UNIT % 17123230 96775 3500 X 5 3500 0 0
CHUBB CORP CORP UNIT % 17123230 41475 1500 X X 6 1500 0 0
CHUBB CORP CORP UNIT % 17123230 10922 395 X 6 395 0 0
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 14849199 1059900 X 3 1059900 0 0
CHURCH & DWIGHT INC COM 17134010 1380600 39457 X 3 39457 0 0
CHURCH & DWIGHT INC COM 17134010 205859 5837 X 5 2457 0 3380
CHURCH & DWIGHT INC COM 17134010 8048 230 X X 6 230 0 0
CHURCH & DWIGHT INC COM 17134010 6217618 177697 X 6 69857 0 107840
CHURCH & DWIGHT INC COM 17134010 4234 121 X X 7 121 0 0
CIBER INC COM 17163B10 23552 3099 X X 6 3099 0 0
CIBER INC COM 17163B10 174960 23021 X 6 23021 0 0
CIBER INC COM 17163B10 3800 500 X 7 500 0 0
CIENA CORP COM 17177910 316 54 X 13 0 0 54
CIENA CORP COM 17177910 1244144 210515 X 3 210515 0 0
CIENA CORP COM 17177910 413827 70619 X 5 61207 0 9412
CIENA CORP COM 17177910 129160 22041 X X 6 19005 300 2736
CIENA CORP COM 17177910 466989 79691 X 6 22164 0 57527
CIENA CORP NOTE 3.750% 2/ 171779AA 67567 80000 X 5 0 0 80000
CIMA LABS INC COM 17179610 259787 9236 X 5 600 0 8636
CIMA LABS INC COM 17179610 3102 111 X X 6 111 0 0
CIMA LABS INC COM 17179610 107691 3853 X 6 3853 0 0
CIMAREX ENERGY CO COM 17179810 17084418 871654 X 11 633000 0 238654
CIMAREX ENERGY CO COM 17179810 993034 50665 X 3 50665 0 0
CIMAREX ENERGY CO COM 17179810 89771 4559 X 5 3879 0 680
CIMAREX ENERGY CO COM 17179810 9878 504 X X 6 504 0 0
CIMAREX ENERGY CO COM 17179810 6644 339 X 6 21 0 318
CIGNA INVTS SECS INC COM 17179X10 201799 11962 X 5 11962 0 0
CIGNA INVTS SECS INC COM 17179X10 58438 3464 X X 6 3464 0 0
CIGNA INVTS SECS INC COM 17179X10 1687 100 X 6 100 0 0
CINCINNATI BELL INC NEW COM 17187110 3905827 767353 X 3 767353 0 0
CINCINNATI BELL INC NEW COM 17187110 52558 10062 X 5 2168 0 7894
CINCINNATI BELL INC NEW COM 17187110 356300 70000 X X 6 40000 0 30000
CINCINNATI BELL INC NEW COM 17187110 204638 40204 X 6 16925 0 23279
CINCINNATI BELL INC NEW COM 17187110 48864 9600 X 7 9600 0 0
CINCINNATI FINL CORP COM 17206210 360000 9000 X X 1 9000 0 0
CINCINNATI FINL CORP COM 17206210 253572 6215 X 13 0 0 6215
CINCINNATI FINL CORP COM 17206210 2507930 62761 X 3 62761 0 0
CINCINNATI FINL CORP COM 17206210 72368 1795 X 5 1085 0 710
CINCINNATI FINL CORP COM 17206210 808920 20223 X X 6 20223 0 0
CINCINNATI FINL CORP COM 17206210 267600 6690 X 6 6615 0 75
CINERGY CORP COM 17247410 14680 400 X X 1 400 0 0
CINERGY CORP COM 17247410 11052 300 X 13 0 0 300
CINERGY CORP COM 17247410 15694204 427635 X 3 427635 0 0
CINERGY CORP COM 17247410 1791321 48786 X 5 42471 0 6315
CINERGY CORP COM 17247410 3254923 88690 X X 6 67711 7223 13756
CINERGY CORP COM 17247410 3502648 95440 X 6 42221 0 53219
CIRCUIT CITY STORE INC COM 17273710 11438487 1200261 X 3 1200261 0 0
CIRCUIT CITY STORE INC COM 17273710 4778700 501191 X 5 479831 0 21360
CIRCUIT CITY STORE INC COM 17273710 280468 29430 X X 6 28130 1300 0
CIRCUIT CITY STORE INC COM 17273710 451350 47361 X 6 46561 0 800
CIRRUS LOGIC INC COM 17275510 233170 42208 X 5 41900 0 308
CISCO SYS INC COM 17275R10 1872177 95568 X X 1 95568 0 0
CISCO SYS INC COM 17275R10 2944573 150310 X 1 149862 0 448
CISCO SYS INC COM 17275R10 185713 9480 X 11 0 0 9480
CISCO SYS INC COM 17275R10 2438726 120729 X 13 0 0 120729
CISCO SYS INC COM 17275R10 242460539 12280872 X 3 12280872 0 0
CISCO SYS INC COM 17275R10 23312 1190 X X 4 1190 0 0
CISCO SYS INC COM 17275R10 160501 8193 X 4 8193 0 0
CISCO SYS INC COM 17275R10 56914432 2865667 X 5 1593512 0 1272155
CISCO SYS INC COM 17275R10 129082879 6589223 X X 6 5694159 441352 453712
CISCO SYS INC COM 17275R10 246303816 12572936 X 6 10642871 41564 1888501
CISCO SYS INC COM 17275R10 51953 2652 X X 7 2652 0 0
CISCO SYS INC COM 17275R10 261566 13352 X 7 13352 0 0
CISCO SYS INC COM 17275R10 13713 700 X 8 700 0 0
CITADEL BROADCASTING CORP COM 17285T10 193648 9800 X 3 9800 0 0
CITADEL BROADCASTING CORP COM 17285T10 29714 1500 X 5 1300 0 200
CINTAS CORP COM 17290810 5552 150 X 11 0 0 150
CINTAS CORP COM 17290810 3748 97 X 13 0 0 97
CINTAS CORP COM 17290810 2441129 66263 X 3 66263 0 0
CINTAS CORP COM 17290810 522050 14025 X 5 12194 0 1831
CINTAS CORP COM 17290810 774175 20918 X X 6 14918 0 6000
CINTAS CORP COM 17290810 419619 11338 X 6 11338 0 0
CINTAS CORP COM 17290810 9919 268 X X 7 268 0 0
CINTAS CORP COM 17290810 2184 59 X 7 59 0 0
CITIGROUP INC COM 17296710 594588 13065 X X 1 13065 0 0
CITIGROUP INC COM 17296710 1539831 33835 X 1 33685 0 150
CITIGROUP INC COM 17296710 3894910 82870 X 13 0 0 82870
CITIGROUP INC COM 17296710 367585596 8057039 X 3 8057039 0 0
CITIGROUP INC COM 17296710 8010 176 X X 4 176 0 0
CITIGROUP INC COM 17296710 195784 4302 X 4 4302 0 0
CITIGROUP INC COM 17296710 67603079 1468019 X 5 935436 0 532583
CITIGROUP INC COM 17296710 219235778 4817310 X X 6 3878585 615946 322779
CITIGROUP INC COM 17296710 321245988 7058800 X 6 5672422 19643 1366735
CITIGROUP INC COM 17296710 76912 1690 X X 7 1690 0 0
CITIGROUP INC COM 17296710 433619 9528 X 7 9528 0 0
CITIGROUP INC COM 17296710 12974992 285102 X 8 285102 0 0
CITIGROUP INVTS LN FD INC COM 17307C10 776884 53218 X 5 661 0 52557
CITIZENS COMMUNICATIONS CO COM 17453B10 271152 23890 X 13 0 0 23890
CITIZENS COMMUNICATIONS CO COM 17453B10 1265788 112916 X 3 112916 0 0
CITIZENS COMMUNICATIONS CO COM 17453B10 310261 27452 X 5 9420 0 18032
CITIZENS COMMUNICATIONS CO COM 17453B10 445120 39707 X X 6 25077 0 14630
CITIZENS COMMUNICATIONS CO COM 17453B10 1867339 166578 X 6 122108 0 44470
CITIZENS COMMUNICATIONS CO COM 17453B10 5302 473 X X 7 473 0 0
CITRIX SYS INC COM 17737610 17972 779 X 13 0 0 779
CITRIX SYS INC COM 17737610 12333689 558591 X 3 558591 0 0
CITRIX SYS INC COM 17737610 930438 41205 X 5 21448 0 19757
CITRIX SYS INC COM 17737610 328210 14831 X X 6 700 800 13331
CITRIX SYS INC COM 17737610 1252005 56575 X 6 7604 100 48871
CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 38400 20000 X 3 20000 0 0
CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 192 100 X 5 100 0 0
CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 23 12 X X 6 12 0 0
CITY NATL CORP COM 17856610 190106 3658 X 13 0 0 3658
CITY NATL CORP COM 17856610 2419734 47483 X 3 47483 0 0
CITY NATL CORP COM 17856610 3367185 65163 X 5 19135 0 46028
CITY NATL CORP COM 17856610 56056 1100 X X 6 1100 0 0
CLAIRES STORES INC COM 17958410 1615348 48277 X 3 48277 0 0
CLAIRES STORES INC COM 17958410 1426068 42616 X 5 42491 0 125
CLAIRES STORES INC COM 17958410 63407 1895 X X 6 0 1895 0
CLAIRES STORES INC COM 17958410 40922 1223 X 6 1223 0 0
CLARCOR INC COM 17989510 645592 16548 X 5 16348 0 200
CLARCOR INC COM 17989510 232245 5955 X X 6 2580 3375 0
CLARCOR INC COM 17989510 109200 2800 X 6 2800 0 0
CLEAR CHANNEL COMMUNICATIONS COM 18450210 9192 240 X 11 0 0 240
CLEAR CHANNEL COMMUNICATIONS COM 18450210 30233 750 X 13 0 0 750
CLEAR CHANNEL COMMUNICATIONS COM 18450210 50367449 1293171 X 3 1293171 0 0
CLEAR CHANNEL COMMUNICATIONS COM 18450210 3524 92 X X 4 92 0 0
CLEAR CHANNEL COMMUNICATIONS COM 18450210 5843299 149892 X 5 98929 0 50963
CLEAR CHANNEL COMMUNICATIONS COM 18450210 131561 3435 X X 6 2845 435 155
CLEAR CHANNEL COMMUNICATIONS COM 18450210 3819276 99720 X 6 8432 0 91288
CLEAR CHANNEL COMMUNICATIONS COM 18450210 3256 85 X 7 85 0 0
CLEAR CHANNEL COMMUNICATIONS COM 18450210 1026440 26800 X 8 26800 0 0
CLOROX CO DEL COM 18905410 284394 6200 X X 1 6200 0 0
CLOROX CO DEL COM 18905410 110088 2400 X 1 2400 0 0
CLOROX CO DEL COM 18905410 9067582 197680 X 11 67750 0 129930
CLOROX CO DEL COM 18905410 4042477 87650 X 3 87650 0 0
CLOROX CO DEL COM 18905410 2744729 59704 X 5 25781 0 33923
CLOROX CO DEL COM 18905410 7474012 162939 X X 6 129792 20882 12265
CLOROX CO DEL COM 18905410 9473531 206530 X 6 184172 400 21958
CLOSURE MED CORP COM 18909310 16779 700 X 5 0 0 700
CLOSURE MED CORP COM 18909310 4401852 180700 X 6 180700 0 0
COACH INC COM 18975410 21840 400 X 1 300 0 100
COACH INC COM 18975410 120252 2116 X 13 0 0 2116
COACH INC COM 18975410 74876911 1369544 X 3 1369544 0 0
COACH INC COM 18975410 7521929 137284 X 5 125525 0 11759
COACH INC COM 18975410 692601 12685 X X 6 11539 859 287
COACH INC COM 18975410 7256122 132896 X 6 127957 565 4374
COACH INC COM 18975410 20038 367 X 7 367 0 0
COCA COLA BOTTLING CO CONS COM 19109810 509 10 X 5 0 0 10
COCA COLA BOTTLING CO CONS COM 19109810 237332 4740 X X 6 4740 0 0
COCA COLA BOTTLING CO CONS COM 19109810 16827425 336078 X 6 100287 0 235791
COCA COLA CO COM 19121610 5610576 130600 X X 1 130600 0 0
COCA COLA CO COM 19121610 2001936 46600 X 1 46550 0 50
COCA COLA CO COM 19121610 65170 1517 X 11 0 0 1517
COCA COLA CO COM 19121610 1122575 25577 X 13 0 0 25577
COCA COLA CO COM 19121610 82185573 1885455 X 3 1885455 0 0
COCA COLA CO COM 19121610 14606 340 X X 4 340 0 0
COCA COLA CO COM 19121610 19762 460 X 4 460 0 0
COCA COLA CO COM 19121610 28372819 655779 X 5 440139 0 215640
COCA COLA CO COM 19121610 320374606 7457509 X X 6 6226182 997287 234040
COCA COLA CO COM 19121610 519885392 12101615 X 6 10886967 9903 1204745
COCA COLA CO COM 19121610 25346 590 X X 7 590 0 0
COCA COLA CO COM 19121610 119987 2793 X 7 2793 0 0
COCA COLA ENTERPRISES INC COM 19121910 4765 250 X 1 250 0 0
COCA COLA ENTERPRISES INC COM 19121910 16466735 863942 X 3 863942 0 0
COCA COLA ENTERPRISES INC COM 19121910 430702 22211 X 5 6211 0 16000
COCA COLA ENTERPRISES INC COM 19121910 2115984 111017 X X 6 70200 325 40492
COCA COLA ENTERPRISES INC COM 19121910 14739498 773321 X 6 582724 0 190597
COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 593600 28000 X 3 28000 0 0
COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 116532 5400 X 5 0 0 5400
COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 8035 379 X X 6 379 0 0
COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 173755 8196 X 6 7841 0 355
COEUR D ALENE MINES CORP IDA COM 19210810 447 138 X 13 0 0 138
COEUR D ALENE MINES CORP IDA COM 19210810 326579 104744 X 5 98400 0 6344
COEUR D ALENE MINES CORP IDA COM 19210810 3110 1000 X X 6 1000 0 0
COEUR D ALENE MINES CORP IDA COM 19210810 6842 2200 X X 7 2200 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 5517022 149950 X 3 149950 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 2806725 76728 X 5 63919 0 12809
COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 1337681 36689 X X 6 34160 1608 921
COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 1867445 51219 X 6 48007 36 3176
COGNOS INC COM 19244C10 957997 30204 X 5 3193 0 27011
COGNOS INC COM 19244C10 26522 855 X X 6 855 0 0
COGNOS INC COM 19244C10 356761 11501 X 6 9866 0 1635
COHEN & STEERS QUALITY RLTY COM 19247L10 3184474 197588 X 5 185488 0 12100
COHEN & STEERS QUALITY RLTY COM 19247L10 16110 1000 X X 6 1000 0 0
COHEN & STEERS QUALITY RLTY COM 19247L10 65358 4057 X 6 4057 0 0
COHEN & STEERS TOTAL RETURN COM 19247R10 749952 45967 X 5 39065 0 6902
COHEN & STEERS TOTAL RETURN COM 19247R10 8150 500 X X 6 100 0 400
COHEN & STEERS PREM INC RLTY COM 19247V10 390052 23181 X 5 14720 0 8461
COHEN & STEERS PREM INC RLTY COM 19247V10 16750 1000 X X 6 1000 0 0
COHEN & STEERS ADV INC RLTY COM 19247W10 13520 800 X 11 0 0 800
COHEN & STEERS ADV INC RLTY COM 19247W10 7646 450 X 13 0 0 450
COHEN & STEERS ADV INC RLTY COM 19247W10 3052381 180258 X 5 113360 0 66898
COHEN & STEERS REIT & PFD IN COM 19247X10 927891 37753 X 5 36503 0 1250
COHEN & STEERS REIT & PFD IN COM 19247X10 39312 1600 X 6 1600 0 0
COINSTAR INC COM 19259P30 4038 300 X 11 0 0 300
COINSTAR INC COM 19259P30 3713666 276109 X 3 276109 0 0
COINSTAR INC COM 19259P30 59157 4395 X 5 4395 0 0
COINSTAR INC COM 19259P30 38038 2826 X X 6 2826 0 0
COINSTAR INC COM 19259P30 275486 20467 X 6 20467 0 0
COLE KENNETH PRODTNS INC CL A 19329410 436455 16716 X 5 16716 0 0
COLGATE PALMOLIVE CO COM 19416210 374463 6700 X X 1 6700 0 0
COLGATE PALMOLIVE CO COM 19416210 643294 11510 X 1 11510 0 0
COLGATE PALMOLIVE CO COM 19416210 50301 900 X 11 0 0 900
COLGATE PALMOLIVE CO COM 19416210 403234 7078 X 13 0 0 7078
COLGATE PALMOLIVE CO COM 19416210 47619174 850308 X 3 850308 0 0
COLGATE PALMOLIVE CO COM 19416210 2236 40 X X 4 40 0 0
COLGATE PALMOLIVE CO COM 19416210 1733 31 X 4 31 0 0
COLGATE PALMOLIVE CO COM 19416210 14110814 251071 X 5 178435 0 72636
COLGATE PALMOLIVE CO COM 19416210 68316247 1222334 X X 6 938525 247494 36315
COLGATE PALMOLIVE CO COM 19416210 68232468 1220835 X 6 1051924 1738 167173
COLGATE PALMOLIVE CO COM 19416210 48457 867 X 7 867 0 0
COLGATE PALMOLIVE CO COM 19416210 67068 1200 X 8 1200 0 0
COLLAGENEX PHARMACEUTICALS I COM 19419B10 3436036 320227 X 3 320227 0 0
COLLAGENEX PHARMACEUTICALS I COM 19419B10 326088 29115 X 5 0 0 29115
COLLAGENEX PHARMACEUTICALS I COM 19419B10 4623 430 X X 6 430 0 0
COLLAGENEX PHARMACEUTICALS I COM 19419B10 185212 17229 X 6 4095 0 13134
COLLEGIATE PACIFIC INC *W EXP 05/26/20 19458911 107170 35963 X 6 35963 0 0
COLLEGIATE PACIFIC INC COM NEW 19458920 439659 55303 X 6 55303 0 0
COLONIAL BANCGROUP INC COM 19549330 7727263 535129 X 3 535129 0 0
COLONIAL BANCGROUP INC COM 19549330 242140 16753 X 5 15973 0 780
COLONIAL BANCGROUP INC COM 19549330 540706 37445 X 6 37445 0 0
COLONIAL HIGH INCOME MUN TR SH BEN INT 19574310 12740 2000 X 13 0 0 2000
COLONIAL HIGH INCOME MUN TR SH BEN INT 19574310 354474 55910 X 5 55760 0 150
COLONIAL HIGH INCOME MUN TR SH BEN INT 19574310 14265 2250 X X 6 2000 250 0
COLONIAL HIGH INCOME MUN TR SH BEN INT 19574310 3170 500 X 6 500 0 0
COLONIAL INTER HIGH INCOME F SH BEN INT 19576310 708503 209950 X 5 56336 0 153614
COLONIAL INVT GRADE MUN TR SH BEN INT 19576810 9261 900 X 13 0 0 900
COLONIAL INVT GRADE MUN TR SH BEN INT 19576810 174669 16995 X 5 6995 0 10000
COLONIAL INVT GRADE MUN TR SH BEN INT 19576810 5140 501 X X 6 501 0 0
COLONIAL MUN INCOME TR SH BEN INT 19579910 5600 1000 X 5 0 0 1000
COLONIAL MUN INCOME TR SH BEN INT 19579910 43836 7800 X X 6 7800 0 0
COLONIAL MUN INCOME TR SH BEN INT 19579910 113732 20237 X 6 20237 0 0
COLONIAL PPTYS TR COM SH BEN INT 19587210 14620 400 X 13 0 0 400
COLONIAL PPTYS TR COM SH BEN INT 19587210 318571 8721 X 5 350 0 8371
COLONIAL PPTYS TR COM SH BEN INT 19587210 636866 17676 X X 6 17176 500 0
COLONIAL PPTYS TR COM SH BEN INT 19587210 698333 19382 X 6 19382 0 0
COLT TELECOM GROUP PLC SPONSORED ADR 19687710 305000 50000 X 3 50000 0 0
COLT TELECOM GROUP PLC SPONSORED ADR 19687710 244 40 X 5 40 0 0
COLUMBIA BKG SYS INC COM 19723610 2114136 119849 X 11 113234 0 6615
COLUMBIA BKG SYS INC COM 19723610 5821722 331156 X 3 331156 0 0
COLUMBIA BKG SYS INC COM 19723610 5322 286 X 5 0 0 286
COLUMBIA LABS INC COM 19777910 15743574 1300000 X 3 1300000 0 0
COLUMBIA LABS INC COM 19777910 61608 5100 X 5 5100 0 0
COLUMBIA LABS INC COM 19777910 161872 13400 X 6 0 0 13400
COLUMBIA SPORTSWEAR CO COM 19851610 50113 950 X X 1 950 0 0
COLUMBIA SPORTSWEAR CO COM 19851610 15197592 288106 X 3 288106 0 0
COLUMBIA SPORTSWEAR CO COM 19851610 5654119 107175 X 5 106665 0 510
COLUMBIA SPORTSWEAR CO COM 19851610 30331 575 X X 6 0 0 575
COLUMBIA SPORTSWEAR CO COM 19851610 5137850 97400 X 6 40027 0 57373
COMCAST CORP NEW CL A 20030N10 179249 5816 X X 1 5816 0 0
COMCAST CORP NEW CL A 20030N10 128674 4175 X 1 3975 0 200
COMCAST CORP NEW CL A 20030N10 33984 1069 X 13 0 0 1069
COMCAST CORP NEW CL A 20030N10 73471831 2378831 X 3 2378831 0 0
COMCAST CORP NEW CL A 20030N10 8332494 266338 X 5 138547 0 127791
COMCAST CORP NEW CL A 20030N10 21596576 700733 X X 6 532978 121920 45835
COMCAST CORP NEW CL A 20030N10 54524633 1769132 X 6 1379079 6468 383585
COMCAST CORP NEW CL A 20030N10 62842 2039 X 7 2039 0 0
COMCAST CORP NEW CL A 20030N10 7202480 233695 X 8 233695 0 0
COMCAST CORP NEW CL A SPL 20030N20 5187 175 X 1 175 0 0
COMCAST CORP NEW CL A SPL 20030N20 7953 258 X 11 0 0 258
COMCAST CORP NEW CL A SPL 20030N20 87608 2879 X 13 0 0 2879
COMCAST CORP NEW CL A SPL 20030N20 31457459 1061470 X 3 1061470 0 0
COMCAST CORP NEW CL A SPL 20030N20 6669 225 X 4 225 0 0
COMCAST CORP NEW CL A SPL 20030N20 4954031 165133 X 5 89831 0 75302
COMCAST CORP NEW CL A SPL 20030N20 4124169 139142 X X 6 128331 4711 6100
COMCAST CORP NEW CL A SPL 20030N20 14950268 504395 X 6 249977 11788 242630
COMCAST CORP NEW CL A SPL 20030N20 9633 325 X X 7 325 0 0
COMCAST CORP NEW CL A SPL 20030N20 39154 1321 X 7 1321 0 0
COMCAST CORP NEW CL A SPL 20030N20 975156 32900 X 8 32900 0 0
COMERICA INC COM 20034010 239990 5150 X 1 5150 0 0
COMERICA INC COM 20034010 253970 5450 X 11 600 0 4850
COMERICA INC COM 20034010 940 20 X 13 0 0 20
COMERICA INC COM 20034010 15244305 327131 X 3 327131 0 0
COMERICA INC COM 20034010 913526 19523 X 5 10137 0 9386
COMERICA INC COM 20034010 4033044 86546 X X 6 80171 6375 0
COMERICA INC COM 20034010 3313959 71115 X 6 53539 0 17576
COMMERCE BANCORP INC NJ COM 20051910 17539 362 X 13 0 0 362
COMMERCE BANCORP INC NJ COM 20051910 3514199 73350 X 3 73350 0 0
COMMERCE BANCORP INC NJ COM 20051910 9175540 191417 X 5 182617 0 8800
COMMERCE BANCORP INC NJ COM 20051910 776525 16208 X X 6 16208 0 0
COMMERCE BANCORP INC NJ COM 20051910 871004 18180 X 6 12640 0 5540
COMMERCE BANCSHARES INC COM 20052510 2391 54 X 13 0 0 54
COMMERCE BANCSHARES INC COM 20052510 155125 3531 X 5 2316 0 1215
COMMERCE BANCSHARES INC COM 20052510 168088 3842 X 6 3442 0 400
COMMERCE GROUP INC MASS COM 20064110 35872 945 X 5 945 0 0
COMMERCE GROUP INC MASS COM 20064110 38340 1010 X X 6 1010 0 0
COMMERCE GROUP INC MASS COM 20064110 640195 16865 X 6 11605 0 5260
COMMERCIAL CAP BANCORP INC COM 20162L10 487656 31200 X 5 31200 0 0
COMMERCIAL CAP BANCORP INC COM 20162L10 8792 563 X X 6 563 0 0
COMMERCIAL CAP BANCORP INC COM 20162L10 47672 3050 X 6 3050 0 0
COMMERCIAL METALS CO COM 20172310 6471494 352286 X 3 352286 0 0
COMMERCIAL METALS CO COM 20172310 3844 200 X 5 0 0 200
COMMERCIAL METALS CO COM 20172310 1364689 74289 X X 6 0 74289 0
COMMERCIAL NET LEASE RLTY IN COM 20221810 149640 8600 X 13 0 0 8600
COMMERCIAL NET LEASE RLTY IN COM 20221810 360322 20868 X 5 7518 0 13350
COMMERCIAL NET LEASE RLTY IN COM 20221810 124404 7305 X X 6 6905 400 0
COMMERCIAL NET LEASE RLTY IN COM 20221810 127725 7500 X 6 7500 0 0
COMMONWEALTH TEL ENTERPRISES COM 20334910 27057933 674257 X 3 674257 0 0
COMMONWEALTH TEL ENTERPRISES COM 20334910 15647 390 X 5 390 0 0
COMMONWEALTH TEL ENTERPRISES COM 20334910 386677 9638 X X 6 1615 8023 0
COMMONWEALTH TEL ENTERPRISES COM 20334910 356105 8876 X 6 6616 0 2260
COMMSCOPE INC COM 20337210 9059062 751166 X 3 751166 0 0
COMMSCOPE INC COM 20337210 30832 2551 X 5 2076 0 475
COMMSCOPE INC COM 20337210 241200 20000 X X 6 19800 200 0
COMMSCOPE INC COM 20337210 302043 25045 X 6 20867 0 4178
COMMUNITY BK NORTHN VA COM 20356610 2597142 156927 X 6 156927 0 0
COMMUNITY BK SYS INC COM 20360710 3394 75 X 5 0 0 75
COMMUNITY BK SYS INC COM 20360710 203655 4638 X X 6 3638 1000 0
COMMUNITY BK SYS INC COM 20360710 24765 564 X 6 564 0 0
COMMUNITY HEALTH SYS INC NEW COM 20366810 2744442 126472 X 3 126472 0 0
COMMUNITY HEALTH SYS INC NEW COM 20366810 114178 5276 X 5 826 0 4450
COMMUNITY HEALTH SYS INC NEW COM 20366810 2821 130 X X 6 130 0 0
COMMUNITY HEALTH SYS INC NEW COM 20366810 29512 1360 X 6 1360 0 0
COMMUNITY HEALTH SYS INC NEW COM 20366810 6727 310 X X 7 310 0 0
COMMUNITY HEALTH SYS INC NEW NOTE 4.250%10/ 203668AA 9985 10000 X 5 0 0 10000
COMMUNITY FIRST BANKSHARES I COM 20390210 1287141 48700 X 3 48700 0 0
COMMUNITY FIRST BANKSHARES I COM 20390210 23958 900 X 6 900 0 0
COMMUNITY TR BANCORP INC COM 20414910 1806817 62154 X 6 62154 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 591000 50000 X 3 50000 0 0
COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 283200 15000 X 3 15000 0 0
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 1468620 39800 X 3 39800 0 0
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 15941 432 X X 6 432 0 0
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 301436 8169 X 6 7767 0 402
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 612300 15000 X 3 15000 0 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 221204 5419 X 5 5419 0 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 81640 2000 X X 6 2000 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 740600 230000 X 3 230000 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 301521 13923 X 5 13671 0 252
COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 74774 5341 X 13 0 0 5341
COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 414600 30000 X 3 30000 0 0
COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 89305 6462 X 5 6462 0 0
COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 39332 2846 X X 6 1637 0 1209
COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 12908 934 X 6 934 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 14288380 361000 X 3 361000 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 33762 853 X 5 853 0 0
COMPASS BANCSHARES INC COM 20449H10 156150 4500 X X 1 4500 0 0
COMPASS BANCSHARES INC COM 20449H10 3102076 89397 X 11 59900 0 29497
COMPASS BANCSHARES INC COM 20449H10 717173 20305 X 13 0 0 20305
COMPASS BANCSHARES INC COM 20449H10 4281725 123284 X 3 123284 0 0
COMPASS BANCSHARES INC COM 20449H10 965485 27577 X 5 13765 0 13812
COMPASS BANCSHARES INC COM 20449H10 46845 1350 X X 6 1350 0 0
COMPASS BANCSHARES INC COM 20449H10 5032333 145024 X 6 9403 0 135621
COMPUCOM SYS INC COM 20478010 254824 60100 X 5 60100 0 0
COMPUCOM SYS INC COM 20478010 33920 8000 X 6 8000 0 0
COMPUCREDIT CORP COM 20478N10 769083 43933 X 5 43433 0 500
COMPUCREDIT CORP COM 20478N10 17098 977 X 6 977 0 0
COMPUTER ASSOC INTL INC COM 20491210 5222 200 X X 1 200 0 0
COMPUTER ASSOC INTL INC COM 20491210 89839 3403 X 13 0 0 3403
COMPUTER ASSOC INTL INC COM 20491210 7657123 293264 X 3 293264 0 0
COMPUTER ASSOC INTL INC COM 20491210 7180 275 X X 4 275 0 0
COMPUTER ASSOC INTL INC COM 20491210 1857127 70691 X 5 31432 0 39259
COMPUTER ASSOC INTL INC COM 20491210 1159519 44409 X X 6 36854 3608 3947
COMPUTER ASSOC INTL INC COM 20491210 3177169 121684 X 6 71935 0 49749
COMPUTER ASSOC INTL INC COM 20491210 19191 735 X 7 735 0 0
COMPUTER SCIENCES CORP COM 20536310 64075 1680 X 13 0 0 1680
COMPUTER SCIENCES CORP COM 20536310 2732955 72743 X 3 72743 0 0
COMPUTER SCIENCES CORP COM 20536310 1505674 40025 X 5 36630 0 3395
COMPUTER SCIENCES CORP COM 20536310 830485 22105 X X 6 21705 400 0
COMPUTER SCIENCES CORP COM 20536310 2621146 69767 X 6 31817 0 37950
COMPUWARE CORP COM 20563810 15930 2824 X 13 0 0 2824
COMPUWARE CORP COM 20563810 797289 148748 X 3 148748 0 0
COMPUWARE CORP COM 20563810 2001228 373009 X 5 366248 0 6761
COMPUWARE CORP COM 20563810 34304 6400 X X 6 5500 300 600
COMPUWARE CORP COM 20563810 234232 43700 X 6 43700 0 0
COMSTOCK RES INC COM NEW 20576820 5714072 427700 X 3 427700 0 0
COMSTOCK RES INC COM NEW 20576820 316467 23683 X 5 23483 0 200
COMSTOCK RES INC COM NEW 20576820 158182 11840 X X 6 11840 0 0
COMSTOCK RES INC COM NEW 20576820 1377429 103101 X 6 94701 0 8400
COMTECH TELECOMMUNICATIONS C COM NEW 20582620 3047306 127449 X 3 127449 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 20582620 30473 1275 X 5 1275 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 20582620 134772 5639 X 6 0 0 5639
COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 27018 1800 X 13 0 0 1800
COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 17599991 1176470 X 3 1176470 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 139513 9319 X 5 9119 0 200
COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 383367 25609 X X 6 23959 0 1650
COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 3228954 215695 X 6 53327 0 162368
CONAGRA FOODS INC COM 20588710 23576 1110 X 1 1110 0 0
CONAGRA FOODS INC COM 20588710 3903912 183800 X 11 42700 0 141100
CONAGRA FOODS INC COM 20588710 22634 1044 X 13 0 0 1044
CONAGRA FOODS INC COM 20588710 26857619 1264483 X 3 1264483 0 0
CONAGRA FOODS INC COM 20588710 3262036 152078 X 5 79593 0 72485
CONAGRA FOODS INC COM 20588710 10813178 509095 X X 6 342888 72875 93332
CONAGRA FOODS INC COM 20588710 7461928 351315 X 6 319964 1000 30351
CONAGRA FOODS INC COM 20588710 2124 100 X X 7 100 0 0
CONCEPTUS INC COM 20601610 1312620 100200 X 3 100200 0 0
CONCEPTUS INC COM 20601610 13755 1050 X 5 1050 0 0
CONCORD COMMUNICATIONS INC COM 20618610 8073 585 X 5 0 0 585
CONCORD COMMUNICATIONS INC COM 20618610 2608 200 X X 6 200 0 0
CONCORD COMMUNICATIONS INC COM 20618610 1695200 130000 X 6 130000 0 0
CONCORD EFS INC COM 20619710 2768257 189221 X 3 189221 0 0
CONCORD EFS INC COM 20619710 643783 46394 X 5 28324 0 18070
CONCORD EFS INC COM 20619710 768186 56195 X X 6 54515 800 880
CONCORD EFS INC COM 20619710 1905543 139396 X 6 73341 0 66055
CONCUR TECHNOLOGIES INC COM 20670810 4455625 368750 X 3 368750 0 0
CONCUR TECHNOLOGIES INC COM 20670810 49872 4248 X 5 4248 0 0
CONCUR TECHNOLOGIES INC COM 20670810 19888 1694 X X 6 1694 0 0
CONCUR TECHNOLOGIES INC COM 20670810 736239 62712 X 6 55723 189 6800
CONEXANT SYSTEMS INC COM 20714210 7618 1300 X 13 0 0 1300
CONEXANT SYSTEMS INC COM 20714210 2201649 388984 X 3 388984 0 0
CONEXANT SYSTEMS INC COM 20714210 626711 110575 X 5 106290 0 4285
CONEXANT SYSTEMS INC COM 20714210 74995 13250 X X 6 4254 4600 4396
CONEXANT SYSTEMS INC COM 20714210 147500 26060 X 6 9052 200 16808
CONMED CORP COM 20741010 35707 1730 X 5 1730 0 0
CONMED CORP COM 20741010 32591 1579 X X 6 1579 0 0
CONMED CORP COM 20741010 228299 11061 X 6 11061 0 0
CONNECTICUT WTR SVC INC COM 20779710 497013 18388 X 5 15546 0 2842
CONNECTICUT WTR SVC INC COM 20779710 13757 512 X X 6 512 0 0
CONNECTICUT WTR SVC INC COM 20779710 57824 2152 X 6 2152 0 0
CONNETICS CORP COM 20819210 2674433 148086 X 3 148086 0 0
CONNETICS CORP COM 20819210 2617 145 X 5 145 0 0
CONNETICS CORP COM 20819210 100791 5584 X 6 0 0 5584
CONOCOPHILLIPS COM 20825C10 1637135 29902 X X 1 29902 0 0
CONOCOPHILLIPS COM 20825C10 492038 8987 X 1 8987 0 0
CONOCOPHILLIPS COM 20825C10 339214 6123 X 13 0 0 6123
CONOCOPHILLIPS COM 20825C10 82627769 1505628 X 3 1505628 0 0
CONOCOPHILLIPS COM 20825C10 19163 350 X X 4 350 0 0
CONOCOPHILLIPS COM 20825C10 117548 2147 X 4 2147 0 0
CONOCOPHILLIPS COM 20825C10 14969816 272579 X 5 201631 0 70948
CONOCOPHILLIPS COM 20825C10 22979944 419725 X X 6 283903 63295 72527
CONOCOPHILLIPS COM 20825C10 74793428 1366090 X 6 1149510 1676 214904
CONOCOPHILLIPS COM 20825C10 39694 725 X X 7 725 0 0
CONOCOPHILLIPS COM 20825C10 133919 2446 X 7 2446 0 0
CONOCOPHILLIPS COM 20825C10 258530 4722 X 8 4722 0 0
CONSECO INC COM NEW 20846488 649 34 X 13 0 0 34
CONSECO INC COM NEW 20846488 538869 28419 X 5 3783 0 24636
CONSECO INC COM NEW 20846488 163 9 X X 6 9 0 0
CONSECO INC COM NEW 20846488 452 25 X 6 25 0 0
CONSECO STRATEGIC INCOME FD SH BEN INT 20847A10 675495 66947 X 5 66947 0 0
CONSOLIDATED EDISON INC COM 20911510 536510 13000 X 13 0 0 13000
CONSOLIDATED EDISON INC COM 20911510 7666182 187443 X 3 187443 0 0
CONSOLIDATED EDISON INC COM 20911510 4608884 112720 X 5 84451 0 28269
CONSOLIDATED EDISON INC COM 20911510 5256654 128966 X X 6 115090 9800 4076
CONSOLIDATED EDISON INC COM 20911510 3016974 74018 X 6 63358 200 10460
CONSTELLATION BRANDS INC CL A 21036P10 3118578 102282 X 3 102282 0 0
CONSTELLATION BRANDS INC CL A 21036P10 5178463 170535 X 5 85939 0 84596
CONSTELLATION BRANDS INC CL A 21036P10 74091 2430 X X 6 2430 0 0
CONSTELLATION BRANDS INC CL A 21036P10 508024 16662 X 6 16662 0 0
CONSTELLATION ENERGY GROUP I COM 21037110 354643 9695 X 13 0 0 9695
CONSTELLATION ENERGY GROUP I COM 21037110 9382303 256672 X 3 256672 0 0
CONSTELLATION ENERGY GROUP I COM 21037110 563396 15687 X 5 13029 0 2658
CONSTELLATION ENERGY GROUP I COM 21037110 3172112 88656 X X 6 52658 29223 6775
CONSTELLATION ENERGY GROUP I COM 21037110 1722950 48154 X 6 46391 0 1763
CONTINENTAL AIRLS INC CL B 21079530 3388952 204400 X 3 204400 0 0
CONTINENTAL AIRLS INC CL B 21079530 1126522 64608 X 5 8158 0 56450
CONTINENTAL AIRLS INC CL B 21079530 15768 951 X X 6 951 0 0
CONTINENTAL AIRLS INC CL B 21079530 457608 27600 X 6 24100 0 3500
CONVERGYS CORP COM 21248510 1054587 57502 X 3 57502 0 0
CONVERGYS CORP COM 21248510 2562379 139580 X 5 135148 0 4432
CONVERGYS CORP COM 21248510 22008 1200 X X 6 1200 0 0
CONVERGYS CORP COM 21248510 1633159 89049 X 6 22725 0 66324
CONVERGYS CORP COM 21248510 176064 9600 X 7 9600 0 0
COOPER CAMERON CORP COM 21664010 12251519 264477 X 3 264477 0 0
COOPER CAMERON CORP COM 21664010 641395 13777 X 5 9200 0 4577
COOPER CAMERON CORP COM 21664010 218666 4732 X X 6 4606 126 0
COOPER CAMERON CORP COM 21664010 3385853 73271 X 6 21817 26 51428
COOPER CAMERON CORP COM 21664010 1617 35 X 7 35 0 0
COOPER COS INC COM NEW 21664840 45906709 1126545 X 11 971950 1200 153395
COOPER COS INC COM NEW 21664840 165811 4079 X 13 0 0 4079
COOPER COS INC COM NEW 21664840 5001370 122733 X 3 122733 0 0
COOPER COS INC COM NEW 21664840 4075648 100257 X 5 2006 0 98251
COOPER COS INC COM NEW 21664840 116953 2870 X X 6 2770 0 100
COOPER COS INC COM NEW 21664840 1372053 33670 X 6 22180 0 11490
COOPER TIRE & RUBR CO COM 21683110 454676 28650 X 3 28650 0 0
COOPER TIRE & RUBR CO COM 21683110 1074088 65606 X 5 1056 0 64550
COOPER TIRE & RUBR CO COM 21683110 34914 2200 X 6 2200 0 0
COOPERATIVE BANKSHARES INC COM 21684410 51500 2000 X 5 0 0 2000
COOPERATIVE BANKSHARES INC COM 21684410 2703000 106000 X 6 106000 0 0
COORS ADOLPH CO CL B 21701610 2419 45 X 11 0 0 45
COORS ADOLPH CO CL B 21701610 760005 14137 X 3 14137 0 0
COORS ADOLPH CO CL B 21701610 2331112 43342 X 5 42167 0 1175
COORS ADOLPH CO CL B 21701610 16128 300 X X 6 0 300 0
COORS ADOLPH CO CL B 21701610 305679 5686 X 6 5686 0 0
COPART INC COM 21720410 954974 87935 X 3 87935 0 0
COPART INC COM 21720410 67053 5963 X 5 1790 0 4173
COPART INC COM 21720410 28236 2600 X 6 2600 0 0
CORINTHIAN COLLEGES INC COM 21886810 2806385 49097 X 3 49097 0 0
CORINTHIAN COLLEGES INC COM 21886810 2307183 39987 X 5 29045 0 10942
CORINTHIAN COLLEGES INC COM 21886810 3141 55 X X 6 55 0 0
CORINTHIAN COLLEGES INC COM 21886810 37693 660 X 6 660 0 0
CORINTHIAN COLLEGES INC COM 21886810 8852 155 X X 7 155 0 0
CORIXA CORP COM 21887F10 802034 100758 X 3 100758 0 0
CORIXA CORP COM 21887F10 221053 27358 X 5 27358 0 0
CORIXA CORP COM 21887F10 40 5 X X 6 5 0 0
CORIXA CORP COM 21887F10 81204 10050 X 6 1500 0 8550
CORN PRODS INTL INC COM 21902310 12733375 399792 X 3 399792 0 0
CORN PRODS INTL INC COM 21902310 49008 1535 X 5 1435 0 100
CORN PRODS INTL INC COM 21902310 341591 10725 X X 6 10232 493 0
CORN PRODS INTL INC COM 21902310 168391 5287 X 6 5151 0 136
CORNERSTONE RLTY INCOME TR I COM 21922V10 62421 7622 X 5 2055 0 5567
CORNERSTONE RLTY INCOME TR I COM 21922V10 16516 2044 X X 6 2044 0 0
CORNERSTONE RLTY INCOME TR I COM 21922V10 10771 1333 X 6 1333 0 0
CORNING INC COM 21935010 28260 3000 X X 1 3000 0 0
CORNING INC COM 21935010 942 100 X 11 0 0 100
CORNING INC COM 21935010 425893 45550 X 13 0 0 45550
CORNING INC COM 21935010 19295212 2048324 X 3 2048324 0 0
CORNING INC COM 21935010 4894251 520836 X 5 349070 0 171766
CORNING INC COM 21935010 987291 104808 X X 6 87013 13510 4285
CORNING INC COM 21935010 3581522 380204 X 6 179165 450 200589
CORNING INC COM 21935010 942 100 X 7 100 0 0
CORNING INC DBCV 11/ 219350AJ 15175 20000 X 5 20000 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R10 3831167 81601 X 3 81601 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R10 472247 10035 X 5 10035 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R10 33177 705 X X 6 705 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R10 452247 9610 X 6 6300 0 3310
CORPORATE EXECUTIVE BRD CO COM 21988R10 7530 160 X X 7 160 0 0
CORPORATE HIGH YIELD FD INC COM 21991410 16115 1825 X 13 0 0 1825
CORPORATE HIGH YIELD FD INC COM 21991410 1976929 225411 X 5 224163 0 1248
CORPORATE HIGH YIELD FD INC COM 21991410 16005 1825 X X 6 0 1825 0
CORPORATE HIGH YIELD FD III COM 21992510 20600 2500 X 13 0 0 2500
CORPORATE HIGH YIELD FD III COM 21992510 2166650 262943 X 5 261943 0 1000
CORPORATE HIGH YIELD FD III COM 21992510 13514 1640 X X 6 0 1640 0
CORPORATE HIGH YIELD FD III COM 21992510 7416 900 X 7 900 0 0
CORPORATE HIGH YIELD FD V IN COM 21993110 13249 891 X 13 0 0 891
CORPORATE HIGH YIELD FD V IN COM 21993110 1469061 98760 X 5 24846 0 73914
CORPORATE HIGH YIELD FD V IN COM 21993110 14890 1000 X X 6 1000 0 0
CORPORATE HIGH YIELD FD VI I COM 21993210 937937 67429 X 5 67429 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 248034 13400 X 5 13400 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 566406 30600 X X 6 0 0 30600
CORRECTIONAL PPTYS TR COM 22025E10 320732 12855 X 5 12855 0 0
CORRECTIONAL PPTYS TR COM 22025E10 2495 100 X 6 100 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y40 3964518 160702 X 3 160702 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y40 64967 2571 X 5 966 0 1605
CORRECTIONS CORP AMER NEW COM NEW 22025Y40 173060 7015 X 6 0 0 7015
CORRECTIONS CORP AMER NEW COM NEW 22025Y40 395 16 X X 7 16 0 0
CORRPRO COS INC COM 22031710 97200 54000 X 5 54000 0 0
CORTEX PHARMACEUTICALS INC COM NEW 22052430 154974 45715 X 5 45715 0 0
CORTEX PHARMACEUTICALS INC COM NEW 22052430 57640 17003 X 6 17003 0 0
CORUS GROUP PLC SPONSORED ADR 22087M10 44458 12147 X 13 0 0 12147
CORUS GROUP PLC SPONSORED ADR 22087M10 89824 25831 X 5 24831 0 1000
CORUS GROUP PLC SPONSORED ADR 22087M10 6975 2010 X X 6 2010 0 0
CORUS GROUP PLC SPONSORED ADR 22087M10 18700 5389 X 6 5389 0 0
CORVIS CORP COM 22100910 8328 6350 X 5 1800 0 4550
CORVIS CORP COM 22100910 13029 10100 X X 6 100 0 10000
COST PLUS INC CALIF COM 22148510 5516044 148800 X 3 148800 0 0
COST PLUS INC CALIF COM 22148510 3870 100 X 5 0 0 100
COST PLUS INC CALIF COM 22148510 82880 2240 X X 6 2240 0 0
COST PLUS INC CALIF COM 22148510 1564730 42290 X 6 39723 17 2550
COST-U-LESS INC COM 22149210 53200 20000 X 5 20000 0 0
COSTCO WHSL CORP NEW COM 22160K10 2804 90 X 11 0 0 90
COSTCO WHSL CORP NEW COM 22160K10 616898 19099 X 13 0 0 19099
COSTCO WHSL CORP NEW COM 22160K10 16145842 519493 X 3 519493 0 0
COSTCO WHSL CORP NEW COM 22160K10 21805 700 X 4 700 0 0
COSTCO WHSL CORP NEW COM 22160K10 15511089 486582 X 5 178704 0 307878
COSTCO WHSL CORP NEW COM 22160K10 1605097 51528 X X 6 50220 1120 188
COSTCO WHSL CORP NEW COM 22160K10 4891422 157028 X 6 78692 10380 67956
COSTCO WHSL CORP NEW COM 22160K10 4984 160 X X 7 160 0 0
COSTCO WHSL CORP NEW COM 22160K10 29593 950 X 7 950 0 0
COTT CORP QUE COM 22163N10 22021 928 X 13 0 0 928
COTT CORP QUE COM 22163N10 1486535 63500 X 3 63500 0 0
COTT CORP QUE COM 22163N10 629546 26884 X 5 26284 0 600
COTT CORP QUE COM 22163N10 7866 336 X 6 336 0 0
COUNTRYWIDE FINANCIAL CORP COM 22237210 146042 1807 X 13 0 0 1807
COUNTRYWIDE FINANCIAL CORP COM 22237210 20030756 255886 X 3 255886 0 0
COUNTRYWIDE FINANCIAL CORP COM 22237210 16989770 216682 X 5 205691 0 10991
COUNTRYWIDE FINANCIAL CORP COM 22237210 2817062 35987 X X 6 14975 5087 15925
COUNTRYWIDE FINANCIAL CORP COM 22237210 11252985 143753 X 6 79131 0 64622
COUNTRYWIDE FINANCIAL CORP COM 22237210 11742 150 X X 7 150 0 0
COUNTRYWIDE FINANCIAL CORP COM 22237210 16047 205 X 7 205 0 0
COURIER CORP COM 22266010 315133 6190 X 5 6190 0 0
COURIER CORP COM 22266010 10182 200 X 6 200 0 0
COUSINS PPTYS INC COM 22279510 37463 1350 X 5 1350 0 0
COUSINS PPTYS INC COM 22279510 1713202 61737 X X 6 11937 0 49800
COUSINS PPTYS INC COM 22279510 66600 2400 X 6 2400 0 0
COVANCE INC COM 22281610 1606772 71795 X 3 71795 0 0
COVANCE INC COM 22281610 478754 21380 X 5 20380 0 1000
COVANCE INC COM 22281610 248619 11109 X X 6 9884 225 1000
COVANCE INC COM 22281610 680218 30394 X 6 20444 0 9950
COVENANT TRANS INC CL A 22284P10 4269720 232050 X 3 232050 0 0
COVENANT TRANS INC CL A 22284P10 577050 31550 X 6 27500 0 4050
COVENTRY HEALTH CARE INC COM 22286210 37776344 716275 X 11 541725 0 174550
COVENTRY HEALTH CARE INC COM 22286210 3140140 59540 X 3 59540 0 0
COVENTRY HEALTH CARE INC COM 22286210 4076189 76759 X 5 43913 0 32846
COVENTRY HEALTH CARE INC COM 22286210 15822 300 X X 6 0 300 0
COVENTRY HEALTH CARE INC COM 22286210 223776 4243 X 6 4243 0 0
COX COMMUNICATIONS INC NEW CL A 22404410 63240 2000 X 11 0 0 2000
COX COMMUNICATIONS INC NEW CL A 22404410 101175 3145 X 13 0 0 3145
COX COMMUNICATIONS INC NEW CL A 22404410 242905 6000 X 3 6000 0 0
COX COMMUNICATIONS INC NEW CL A 22404410 1107 35 X X 4 35 0 0
COX COMMUNICATIONS INC NEW CL A 22404410 3885479 122611 X 5 107121 0 15490
COX COMMUNICATIONS INC NEW CL A 22404410 436546 13806 X X 6 11951 1855 0
COX COMMUNICATIONS INC NEW CL A 22404410 664178 21005 X 6 20795 0 210
COX RADIO INC CL A 22405110 4423 195 X 5 0 0 195
COX RADIO INC CL A 22405110 555498 25400 X 6 25400 0 0
CP SHIPS LTD COM 22409V10 5981 282 X 5 180 0 102
CP SHIPS LTD COM 22409V10 4126 196 X X 6 0 196 0
CP SHIPS LTD COM 22409V10 239970 11400 X 6 11400 0 0
CRANE CO COM 22439910 51537630 2201522 X 11 1749867 1500 450155
CRANE CO COM 22439910 5240750 223868 X 3 223868 0 0
CRANE CO COM 22439910 63442 2701 X 5 2251 0 450
CRANE CO COM 22439910 456893 19517 X X 6 19517 0 0
CRANE CO COM 22439910 531126 22688 X 6 17081 0 5607
CRAWFORD & CO CL B 22463310 706090 100870 X 5 0 0 100870
CRAWFORD & CO CL A 22463320 981512 139825 X 5 1200 0 138625
CRAWFORD & CO CL A 22463320 4182 600 X X 6 600 0 0
CRAWFORD & CO CL A 22463320 12159618 1744565 X 6 761021 0 983544
CREDIT SUISSE ASSET MGMT INC COM 22491610 248832 57067 X 5 36135 0 20932
CREDIT SUISSE ASSET MGMT INC COM 22491610 8640 2000 X X 6 2000 0 0
CREDIT SUISSE ASSET MGMT INC COM 22491610 9128 2113 X 6 2113 0 0
CRAY INC COM 22522310 2405301 219062 X 3 219062 0 0
CRAY INC COM 22522310 1464576 133750 X 5 133650 0 100
CRAY INC COM 22522310 49921 4559 X X 6 4559 0 0
CRAY INC COM 22522310 419965 38353 X 6 29457 0 8896
CREDENCE SYS CORP COM 22530210 5809133 505142 X 3 505142 0 0
CREDENCE SYS CORP COM 22530210 79000 6789 X 5 1000 0 5789
CREDENCE SYS CORP COM 22530210 4888 425 X X 6 425 0 0
CREDENCE SYS CORP COM 22530210 30981 2694 X 6 2694 0 0
CREDENCE SYS CORP COM 22530210 966 84 X X 7 84 0 0
CREE INC COM 22544710 1329440 71784 X 3 71784 0 0
CREE INC COM 22544710 246111 13267 X 5 10364 0 2903
CREE INC COM 22544710 9260 500 X X 6 500 0 0
CREE INC COM 22544710 86359 4663 X 6 4663 0 0
CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F10 77256 16650 X 5 16650 0 0
CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F10 13604 2932 X X 6 2932 0 0
CRESCENT REAL ESTATE EQUITIE COM 22575610 123746 8498 X 5 6875 0 1623
CRESCENT REAL ESTATE EQUITIE COM 22575610 181961 12549 X X 6 10349 0 2200
CRESCENT REAL ESTATE EQUITIE COM 22575610 300556 20728 X 6 20728 0 0
CRESUD S A C I F Y A SPONSORED ADR 22640610 217150 24101 X 5 24101 0 0
CROMPTON CORP COM 22711610 632790 108914 X 3 108914 0 0
CROMPTON CORP COM 22711610 96624 16137 X 5 5513 0 10624
CROMPTON CORP COM 22711610 29050 5000 X X 6 5000 0 0
CROMPTON CORP COM 22711610 4131 711 X 6 711 0 0
CROSS CTRY HEALTHCARE INC COM 22748310 23248 1600 X 5 0 0 1600
CROSS CTRY HEALTHCARE INC COM 22748310 37800 2700 X X 6 2700 0 0
CROSS CTRY HEALTHCARE INC COM 22748310 501200 35800 X 6 35800 0 0
CROSS TIMBERS RTY TR TR UNIT 22757R10 112371 5351 X 3 5351 0 0
CROSS TIMBERS RTY TR TR UNIT 22757R10 95808 4562 X 5 4541 0 21
CROSS TIMBERS RTY TR TR UNIT 22757R10 65982 3142 X X 6 3142 0 0
CROSS TIMBERS RTY TR TR UNIT 22757R10 1892 90 X 6 20 0 70
CROSS TIMBERS RTY TR TR UNIT 22757R10 21 1 X X 7 1 0 0
CROWN AMERN RLTY TR SH BEN INT 22818610 217306 17900 X 13 0 0 17900
CROWN AMERN RLTY TR SH BEN INT 22818610 40366 3325 X 5 0 0 3325
CROWN AMERN RLTY TR SH BEN INT 22818610 18326 1540 X X 6 1540 0 0
CROWN AMERN RLTY TR SH BEN INT 22818610 35700 3000 X 6 3000 0 0
CROWN CASTLE INTL CORP COM 22822710 588313 62520 X 3 62520 0 0
CROWN CASTLE INTL CORP COM 22822710 1176 125 X X 4 125 0 0
CROWN CASTLE INTL CORP COM 22822710 102302 10701 X 5 2675 0 8026
CROWN CASTLE INTL CORP COM 22822710 1708574 181570 X 6 181070 0 500
CROWN HOLDINGS INC COM 22836810 3540 500 X 13 0 0 500
CROWN HOLDINGS INC COM 22836810 2463750 365000 X 3 365000 0 0
CROWN HOLDINGS INC COM 22836810 563108 79570 X 5 750 0 78820
CROWN HOLDINGS INC COM 22836810 113569 16825 X X 6 2825 0 14000
CROWN HOLDINGS INC COM 22836810 33723 4996 X 6 4996 0 0
CRYPTOLOGIC INC COM 22890610 97401 10395 X 5 0 0 10395
CRYSTALLEX INTL CORP COM 22942F10 110310 49000 X 5 1000 0 48000
CRYSTALLEX INTL CORP COM 22942F10 161700 70000 X X 6 40000 0 30000
CTI MOLECULAR IMAGING INC COM 22943D10 369250 25000 X 3 25000 0 0
CTI MOLECULAR IMAGING INC COM 22943D10 37450044 2535548 X 6 2535548 0 0
CUBIC CORP COM 22966910 5816938 230700 X 3 230700 0 0
CUBIC CORP COM 22966910 121832 4850 X 5 4850 0 0
CUBIC CORP COM 22966910 4974 198 X X 6 198 0 0
CUBIC CORP COM 22966910 867946 34552 X 6 30628 24 3900
CUBIST PHARMACEUTICALS INC COM 22967810 863200 80000 X 3 80000 0 0
CUBIST PHARMACEUTICALS INC COM 22967810 16418 1558 X 5 500 0 1058
CULLEN FROST BANKERS INC COM 22989910 1876690 50408 X 3 50408 0 0
CULLEN FROST BANKERS INC COM 22989910 197060 5282 X 5 4820 0 462
CULLEN FROST BANKERS INC COM 22989910 1756437 47178 X X 6 478 0 46700
CULLEN FROST BANKERS INC COM 22989910 87230 2343 X 6 2343 0 0
CULLEN FROST BANKERS INC COM 22989910 4319 116 X X 7 116 0 0
CUMMINS INC COM 23102110 716789 16133 X 3 16133 0 0
CUMMINS INC COM 23102110 1228246 27616 X 5 26551 0 1065
CUMMINS INC COM 23102110 38476 866 X 6 866 0 0
CUMULUS MEDIA INC CL A 23108210 5048975 294600 X 3 294600 0 0
CUMULUS MEDIA INC CL A 23108210 6872 400 X 5 400 0 0
CUMULUS MEDIA INC CL A 23108210 12713 740 X X 6 740 0 0
CUMULUS MEDIA INC CL A 23108210 629888 36664 X 6 31523 41 5100
CURIS INC COM 23126910 10936 2490 X 5 2390 0 100
CURIS INC COM 23126910 109750 25000 X 6 25000 0 0
CURAGEN CORP COM 23126R10 254091 50452 X 5 49697 0 755
CURATIVE HEALTH SRVCS INC COM 23126W10 938302 52275 X 5 6000 0 46275
CURTISS WRIGHT CORP COM 23156110 360044 5097 X 5 4897 0 200
CURTISS WRIGHT CORP COM 23156110 72315 1024 X 6 1024 0 0
CURTISS WRIGHT CORP CL B 23156140 222103 3102 X X 6 3102 0 0
CYBERGUARD CORP COM 23191010 154226 16200 X 5 16000 0 200
CUTTER & BUCK INC COM 23221710 2906389 384443 X 3 384443 0 0
CUTTER & BUCK INC COM 23221710 11535 1500 X 5 1500 0 0
CYBERSOURCE CORP COM 23251J10 49038 12480 X 5 6480 0 6000
CYBERSOURCE CORP COM 23251J10 2000 500 X 7 500 0 0
CYBERONICS INC COM 23251P10 8312141 269350 X 3 269350 0 0
CYBERONICS INC COM 23251P10 446689 14422 X 5 8100 0 6322
CYBERONICS INC COM 23251P10 954808 30950 X 6 27150 0 3800
CYMER INC COM 23257210 5523112 133150 X 3 133150 0 0
CYMER INC COM 23257210 19352 480 X 5 180 0 300
CYMER INC COM 23257210 8644 210 X X 6 210 0 0
CYMER INC COM 23257210 757509 18404 X 6 16179 25 2200
CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 147167 18350 X 5 0 0 18350
CYPRESS SEMICONDUCTOR CORP COM 23280610 2048758 115880 X 3 115880 0 0
CYPRESS SEMICONDUCTOR CORP COM 23280610 2524572 140307 X 5 40433 0 99874
CYPRESS SEMICONDUCTOR CORP COM 23280610 3536 200 X X 6 200 0 0
CYPRESS SEMICONDUCTOR CORP COM 23280610 92449 5229 X 6 5229 0 0
CYPRESS SEMICONDUCTOR CORP COM 23280610 1768 100 X 7 100 0 0
CYTEC INDS INC COM 23282010 2300 63 X 1 63 0 0
CYTEC INDS INC COM 23282010 1399337 38338 X 3 38338 0 0
CYTEC INDS INC COM 23282010 2245078 61208 X 5 42898 0 18310
CYTEC INDS INC COM 23282010 348502 9548 X X 6 6172 3013 363
CYTEC INDS INC COM 23282010 103222 2828 X 6 2828 0 0
D & E COMMUNICATIONS INC COM 23286010 46326 3267 X X 6 3267 0 0
D & E COMMUNICATIONS INC COM 23286010 693019 48873 X 6 48873 0 0
D & K HEALTHCARE RES INC COM 23286110 23002 1636 X X 6 1636 0 0
D & K HEALTHCARE RES INC COM 23286110 160228 11396 X 6 11396 0 0
CYTYC CORP COM 23294610 2585478 172121 X 3 172121 0 0
CYTYC CORP COM 23294610 208914 13923 X 5 12173 0 1750
CYTYC CORP COM 23294610 12488 832 X X 6 832 0 0
CYTYC CORP COM 23294610 308170 20531 X 6 20531 0 0
CYTYC CORP COM 23294610 1651 110 X 7 110 0 0
CYCLE CTRY ACCESSORIES CORP COM 23298410 83300 17000 X 5 0 0 17000
DHB INDS INC COM 23321E10 48070 11000 X 13 0 0 11000
DHB INDS INC COM 23321E10 6621 1515 X 5 0 0 1515
DJ ORTHOPEDICS INC COM 23325G10 846109 60653 X 6 60653 0 0
DNP SELECT INCOME FD COM 23325P10 21140 2000 X 1 2000 0 0
DNP SELECT INCOME FD COM 23325P10 40677 3900 X 13 0 0 3900
DNP SELECT INCOME FD COM 23325P10 1178623 112476 X 5 39278 0 73198
DNP SELECT INCOME FD COM 23325P10 1179422 111582 X X 6 26346 81636 3600
DNP SELECT INCOME FD COM 23325P10 250794 23727 X 6 19884 0 3843
DPL INC COM 23329310 63455 3700 X 11 0 0 3700
DPL INC COM 23329310 2124748 123892 X 3 123892 0 0
DPL INC COM 23329310 534377 30841 X 5 8990 0 21851
DPL INC COM 23329310 584918 34106 X X 6 27794 2362 3950
DPL INC COM 23329310 454869 26523 X 6 26298 0 225
DQE INC COM 23329J10 1134917 73505 X 3 73505 0 0
DQE INC COM 23329J10 256758 16354 X 5 16315 0 39
DQE INC COM 23329J10 267081 17298 X X 6 7861 7312 2125
DQE INC COM 23329J10 70823 4587 X 6 4437 0 150
D R HORTON INC COM 23331A10 263981 7508 X 13 0 0 7508
D R HORTON INC COM 23331A10 5014578 153351 X 3 153351 0 0
D R HORTON INC COM 23331A10 5005961 145268 X 5 41326 0 103942
D R HORTON INC COM 23331A10 1265915 38713 X X 6 38213 0 500
D R HORTON INC COM 23331A10 1344722 41123 X 6 28623 0 12500
D R HORTON INC COM 23331A10 8175 250 X X 7 250 0 0
DST SYS INC DEL COM 23332610 4682554 124536 X 3 124536 0 0
DST SYS INC DEL COM 23332610 3384 90 X 6 90 0 0
DTE ENERGY CO COM 23333110 135925 3649 X 13 0 0 3649
DTE ENERGY CO COM 23333110 2412569 65399 X 3 65399 0 0
DTE ENERGY CO COM 23333110 1487937 40178 X 5 24148 0 16030
DTE ENERGY CO COM 23333110 2103062 57009 X X 6 43607 8000 5402
DTE ENERGY CO COM 23333110 1015213 27520 X 6 27420 0 100
DTE ENERGY CO COM 23333110 4796 130 X 7 130 0 0
DTF TAX-FREE INCOME INC COM 23334J10 32000 2000 X 13 0 0 2000
DTF TAX-FREE INCOME INC COM 23334J10 159600 10000 X 5 1000 0 9000
DTF TAX-FREE INCOME INC COM 23334J10 905 58 X X 6 58 0 0
DTF TAX-FREE INCOME INC COM 23334J10 38220 2450 X 6 2450 0 0
DTF TAX-FREE INCOME INC COM 23334J10 2878200 184500 X 9 184500 0 0
DADE BEHRING HLDGS INC COM 23342J20 137352 4720 X 5 0 0 4720
DADE BEHRING HLDGS INC COM 23342J20 11724 415 X X 6 415 0 0
DADE BEHRING HLDGS INC COM 23342J20 406518 14390 X 6 14390 0 0
DANA CORP COM 23581110 6180 400 X 13 0 0 400
DANA CORP COM 23581110 957771 62072 X 3 62072 0 0
DANA CORP COM 23581110 180671 11706 X 5 9315 0 2391
DANA CORP COM 23581110 557270 36116 X X 6 35816 0 300
DANA CORP COM 23581110 1620582 105028 X 6 30720 0 74308
DANAHER CORP DEL COM 23585110 1847 25 X 1 25 0 0
DANAHER CORP DEL COM 23585110 15084 200 X 13 0 0 200
DANAHER CORP DEL COM 23585110 7625528 103243 X 3 103243 0 0
DANAHER CORP DEL COM 23585110 2216 30 X 4 30 0 0
DANAHER CORP DEL COM 23585110 6133220 82634 X 5 63485 0 19149
DANAHER CORP DEL COM 23585110 658979 8922 X X 6 8922 0 0
DANAHER CORP DEL COM 23585110 2504297 33906 X 6 14596 0 19310
DANAHER CORP DEL COM 23585110 3324 45 X X 7 45 0 0
DANAHER CORP DEL COM 23585110 16249 220 X 7 220 0 0
DANKA BUSINESS SYS PLC SPONSORED ADR 23627710 1335040 551100 X 5 551100 0 0
DANKA BUSINESS SYS PLC SPONSORED ADR 23627710 12110 5000 X 6 5000 0 0
DARDEN RESTAURANTS INC COM 23719410 16150 850 X X 1 850 0 0
DARDEN RESTAURANTS INC COM 23719410 258400 13600 X 1 13600 0 0
DARDEN RESTAURANTS INC COM 23719410 1615 85 X 11 0 0 85
DARDEN RESTAURANTS INC COM 23719410 199104 10370 X 13 0 0 10370
DARDEN RESTAURANTS INC COM 23719410 1213739 63881 X 3 63881 0 0
DARDEN RESTAURANTS INC COM 23719410 9500 500 X X 4 500 0 0
DARDEN RESTAURANTS INC COM 23719410 4016659 209810 X 5 58465 0 151345
DARDEN RESTAURANTS INC COM 23719410 33499489 1763131 X X 6 1729406 23619 10106
DARDEN RESTAURANTS INC COM 23719410 24763479 1303341 X 6 1248502 1470 53369
DARDEN RESTAURANTS INC COM 23719410 14250 750 X 7 750 0 0
DASSAULT SYS S A SPONSORED ADR 23754510 774840 22000 X 3 22000 0 0
DASSAULT SYS S A SPONSORED ADR 23754510 8347 237 X X 6 237 0 0
DASSAULT SYS S A SPONSORED ADR 23754510 159335 4524 X 6 4301 0 223
DATASCOPE CORP COM 23811310 19973315 649750 X 11 570875 0 78875
DATASCOPE CORP COM 23811310 3231 100 X 13 0 0 100
DATASCOPE CORP COM 23811310 261347 8450 X 5 7435 0 1015
DATASCOPE CORP COM 23811310 6886 224 X 6 224 0 0
DATASCOPE CORP COM 23811310 1445 47 X X 7 47 0 0
DAVITA INC COM 23918K10 19098 600 X 3 600 0 0
DAVITA INC COM 23918K10 1677129 52655 X 5 51655 0 1000
DAVITA INC COM 23918K10 79575 2500 X X 6 2500 0 0
DAVITA INC COM 23918K10 25719 808 X 6 808 0 0
DEAN FOODS CO NEW COM 24237010 40354748 1300509 X 11 1020997 0 279512
DEAN FOODS CO NEW COM 24237010 162425 5265 X 13 0 0 5265
DEAN FOODS CO NEW COM 24237010 15362084 494486 X 3 494486 0 0
DEAN FOODS CO NEW COM 24237010 7795760 251804 X 5 153371 0 98433
DEAN FOODS CO NEW COM 24237010 887520 28602 X X 6 9148 0 19454
DEAN FOODS CO NEW COM 24237010 2055427 66240 X 6 31023 0 35217
DEAN FOODS CO NEW COM 24237010 4189 135 X 7 135 0 0
DEB SHOPS INC COM 24272810 3119922 170023 X 3 170023 0 0
DEBT STRATEGIES FD INC NEW COM 24276Q10 32484 4777 X 13 0 0 4777
DEBT STRATEGIES FD INC NEW COM 24276Q10 2874130 427044 X 5 425281 0 1763
DEBT STRATEGIES FD INC NEW COM 24276Q10 5700 847 X X 6 847 0 0
DEBT STRATEGIES FD INC NEW COM 24276Q10 1393 207 X 6 207 0 0
DEERE & CO COM 24419910 45314 850 X 1 850 0 0
DEERE & CO COM 24419910 66638 1250 X 11 0 0 1250
DEERE & CO COM 24419910 1963982 35260 X 13 0 0 35260
DEERE & CO COM 24419910 51011646 955157 X 3 955157 0 0
DEERE & CO COM 24419910 12839601 231540 X 5 23917 0 207623
DEERE & CO COM 24419910 12182828 228528 X X 6 187625 17592 23311
DEERE & CO COM 24419910 47785645 896373 X 6 735192 1665 159516
DEERE & CO COM 24419910 69676 1307 X 7 1307 0 0
DEL MONTE FOODS CO COM 24522P10 19815 2275 X X 1 2275 0 0
DEL MONTE FOODS CO COM 24522P10 95070 10915 X 1 10915 0 0
DEL MONTE FOODS CO COM 24522P10 4268 490 X 11 0 0 490
DEL MONTE FOODS CO COM 24522P10 27462 3065 X 13 0 0 3065
DEL MONTE FOODS CO COM 24522P10 3484 400 X 3 400 0 0
DEL MONTE FOODS CO COM 24522P10 906 104 X X 4 104 0 0
DEL MONTE FOODS CO COM 24522P10 656975 75194 X 5 67052 0 8142
DEL MONTE FOODS CO COM 24522P10 662474 76059 X X 6 67584 6414 2061
DEL MONTE FOODS CO COM 24522P10 746458 85701 X 6 85523 0 178
DELAWARE INV FL INS MUN INC SH BEN INT 24610T10 140525 9125 X 5 9125 0 0
DELAWARE INV FL INS MUN INC SH BEN INT 24610T10 92400 6000 X X 6 5500 0 500
DELAWARE INV FL INS MUN INC SH BEN INT 24610T10 26565 1725 X 6 1725 0 0
DELL INC COM 24702R10 1238211 37050 X X 1 37050 0 0
DELL INC COM 24702R10 403413 12071 X 1 12071 0 0
DELL INC COM 24702R10 2694792 79212 X 13 0 0 79212
DELL INC COM 24702R10 126043214 3736864 X 3 3736864 0 0
DELL INC COM 24702R10 4345 130 X X 4 130 0 0
DELL INC COM 24702R10 95849 2868 X 4 2868 0 0
DELL INC COM 24702R10 46608933 1384446 X 5 816533 0 567913
DELL INC COM 24702R10 38027582 1137869 X X 6 922154 69375 146340
DELL INC COM 24702R10 111399488 3333318 X 6 2778866 9509 544943
DELL INC COM 24702R10 30914 925 X X 7 925 0 0
DELL INC COM 24702R10 130271 3898 X 7 3898 0 0
DELL INC COM 24702R10 190494 5700 X 8 5700 0 0
DELPHI CORP COM 24712610 1258 139 X 1 139 0 0
DELPHI CORP COM 24712610 2495 268 X 13 0 0 268
DELPHI CORP COM 24712610 2002946 219702 X 3 219702 0 0
DELPHI CORP COM 24712610 822193 90551 X 5 80133 0 10418
DELPHI CORP COM 24712610 499841 55231 X X 6 42667 7577 4987
DELPHI CORP COM 24712610 1577044 174259 X 6 138624 0 35635
DELPHI CORP COM 24712610 22661 2504 X 7 2504 0 0
DELTA & PINE LD CO COM 24735710 13402589 582468 X 3 582468 0 0
DELTA & PINE LD CO COM 24735710 12327 523 X 5 0 0 523
DELTA & PINE LD CO COM 24735710 32329 1405 X X 6 1405 0 0
DELTA & PINE LD CO COM 24735710 372003 16167 X 6 16167 0 0
DELTA & PINE LD CO COM 24735710 2163 94 X X 7 94 0 0
DELTA AIR LINES INC DEL COM 24736110 637841 47958 X 3 47958 0 0
DELTA AIR LINES INC DEL COM 24736110 97249 7310 X 5 6667 0 643
DELTA AIR LINES INC DEL COM 24736110 22929 1724 X X 6 1224 0 500
DELTA AIR LINES INC DEL COM 24736110 46470 3494 X 6 3494 0 0
DELTIC TIMBER CORP COM 24785010 6807161 235379 X 3 235379 0 0
DENBURY RES INC COM NEW 24791620 2178289 176237 X 3 176237 0 0
DENBURY RES INC COM NEW 24791620 6360 500 X 5 0 0 500
DENBURY RES INC COM NEW 24791620 95839 7754 X 6 0 0 7754
DELUXE CORP COM 24801910 2604925 64896 X 3 64896 0 0
DELUXE CORP COM 24801910 5147279 128215 X 5 126519 0 1696
DELUXE CORP COM 24801910 360778 8988 X X 6 495 1800 6693
DELUXE CORP COM 24801910 2533115 63107 X 6 36406 0 26701
DENDRITE INTL INC COM 24823910 1535 100 X 13 0 0 100
DENDRITE INTL INC COM 24823910 550526 35871 X 5 550 0 35321
DENDREON CORP COM 24823Q10 204649 23121 X 5 22187 0 934
DENDREON CORP COM 24823Q10 2213 250 X X 6 250 0 0
DENTSPLY INTL INC NEW COM 24903010 1981928 44200 X 11 42600 0 1600
DENTSPLY INTL INC NEW COM 24903010 4538 100 X 13 0 0 100
DENTSPLY INTL INC NEW COM 24903010 8356651 186366 X 3 186366 0 0
DENTSPLY INTL INC NEW COM 24903010 3753369 83521 X 5 68174 0 15347
DENTSPLY INTL INC NEW COM 24903010 210075 4685 X X 6 205 0 4480
DENTSPLY INTL INC NEW COM 24903010 1125663 25104 X 6 16916 0 8188
DENTSPLY INTL INC NEW COM 24903010 3856 86 X X 7 86 0 0
DESWELL INDS INC COM 25063910 880961 41653 X 5 41653 0 0
DETREX CORP COM 25068510 38404 17000 X 5 400 0 16600
DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 179414 12139 X 13 0 0 12139
DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1225869 82000 X 3 82000 0 0
DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 638861 43465 X 5 10446 0 33019
DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 83333 5771 X X 6 3731 0 2040
DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 287529 19912 X 6 19912 0 0
DEVELOPERS DIVERSIFIED RLTY COM 25159110 1406317 47051 X 5 31998 0 15053
DEVELOPERS DIVERSIFIED RLTY COM 25159110 668162 22369 X X 6 22369 0 0
DEVELOPERS DIVERSIFIED RLTY COM 25159110 52153 1746 X 6 1746 0 0
DEVON ENERGY CORP NEW COM 25179M10 24095 500 X X 1 500 0 0
DEVON ENERGY CORP NEW COM 25179M10 83128 1725 X 1 1725 0 0
DEVON ENERGY CORP NEW COM 25179M10 129793 2690 X 13 0 0 2690
DEVON ENERGY CORP NEW COM 25179M10 103778273 2150884 X 3 2150884 0 0
DEVON ENERGY CORP NEW COM 25179M10 14216 295 X 4 295 0 0
DEVON ENERGY CORP NEW COM 25179M10 7858130 163029 X 5 133651 0 29378
DEVON ENERGY CORP NEW COM 25179M10 7729050 160387 X X 6 131204 14084 15099
DEVON ENERGY CORP NEW COM 25179M10 40455939 839509 X 6 684806 3931 150772
DEVON ENERGY CORP NEW COM 25179M10 22553 468 X X 7 468 0 0
DEVON ENERGY CORP NEW COM 25179M10 69153 1435 X 7 1435 0 0
DEVON ENERGY CORP NEW DEB 4.900% 8/ 25179MAA 121311 118000 X 5 105000 0 13000
DEVON ENERGY CORP NEW DEB 4.950% 8/ 25179MAB 15273 15000 X 5 11000 0 4000
DEVRY INC DEL COM 25189310 1621018 68513 X 3 68513 0 0
DEVRY INC DEL COM 25189310 297073 12827 X 5 0 0 12827
DEVRY INC DEL COM 25189310 129893 5490 X X 6 5490 0 0
DEVRY INC DEL COM 25189310 72518 3065 X 6 3065 0 0
DIAGEO P L C SPON ADR NEW 25243Q20 1854300 42000 X 3 42000 0 0
DIAGEO P L C SPON ADR NEW 25243Q20 10596 240 X 4 240 0 0
DIAGEO P L C SPON ADR NEW 25243Q20 4542320 102501 X 5 54212 0 48289
DIAGEO P L C SPON ADR NEW 25243Q20 279293 6326 X X 6 4854 1172 300
DIAGEO P L C SPON ADR NEW 25243Q20 91037 2062 X 6 1976 0 86
DIAGEO P L C SPON ADR NEW 25243Q20 8168 185 X X 7 185 0 0
DIAGEO P L C SPON ADR NEW 25243Q20 34525 782 X 7 782 0 0
DIAGNOSTIC PRODS CORP COM 25245010 154584 4232 X 5 56 0 4176
DIAGNOSTIC PRODS CORP COM 25245010 4360 120 X X 6 120 0 0
DIAGNOSTIC PRODS CORP COM 25245010 823238 22660 X 6 15430 0 7230
DIAL CORP NEW COM 25247D10 8851238 410006 X 3 410006 0 0
DIAL CORP NEW COM 25247D10 6775890 314559 X 5 312857 0 1702
DIAL CORP NEW COM 25247D10 480019 22285 X X 6 20161 1300 824
DIAL CORP NEW COM 25247D10 2095627 97290 X 6 18021 37 79232
DIAMOND OFFSHORE DRILLING IN COM 25271C10 64646 3360 X 13 0 0 3360
DIAMOND OFFSHORE DRILLING IN COM 25271C10 2879529 149912 X 5 34125 0 115787
DIAMOND OFFSHORE DRILLING IN COM 25271C10 720070 37700 X X 6 35350 800 1550
DIAMOND OFFSHORE DRILLING IN COM 25271C10 1321434 69185 X 6 68585 0 600
DIAMOND OFFSHORE DRILLING IN COM 25271C10 9091600 476000 X 8 476000 0 0
DIAMONDS TR UNIT SER 1 25278710 16118 170 X 13 0 0 170
DIAMONDS TR UNIT SER 1 25278710 11598532 124032 X 5 95790 0 28242
DIAMONDS TR UNIT SER 1 25278710 38649 415 X X 6 140 275 0
DIAMONDS TR UNIT SER 1 25278710 2254864 24212 X 6 14912 0 9300
DIAMONDCLUSTER INTL INC CL A 25278P10 3627366 535800 X 3 535800 0 0
DIAMONDCLUSTER INTL INC CL A 25278P10 10170 1500 X 5 0 0 1500
DIAMONDCLUSTER INTL INC CL A 25278P10 505512 73916 X 6 64716 0 9200
DICKS SPORTING GOODS INC COM 25339310 11445 300 X 13 0 0 300
DICKS SPORTING GOODS INC COM 25339310 602456 16130 X 5 15930 0 200
DICKS SPORTING GOODS INC COM 25339310 16803 450 X X 6 450 0 0
DICKS SPORTING GOODS INC COM 25339310 12136 325 X 6 325 0 0
DIEBOLD INC COM 25365110 43053 850 X 11 0 0 850
DIEBOLD INC COM 25365110 408162 7678 X 13 0 0 7678
DIEBOLD INC COM 25365110 3601823 71112 X 3 71112 0 0
DIEBOLD INC COM 25365110 3036229 59085 X 5 41725 0 17360
DIEBOLD INC COM 25365110 166588 3289 X X 6 3289 0 0
DIEBOLD INC COM 25365110 504221 9955 X 6 9955 0 0
DIEBOLD INC COM 25365110 5065 100 X X 7 100 0 0
DIGENE CORP COM 25375210 7915866 193734 X 5 193634 0 100
DIGENE CORP COM 25375210 6129 150 X 6 150 0 0
DIGITAL RECORDERS INC COM 25386910 44684 16990 X 6 16990 0 0
DIGITAL RIV INC COM 25388B10 10976266 401326 X 3 401326 0 0
DIGITAL RIV INC COM 25388B10 598582 21870 X 5 21870 0 0
DIGITAL RIV INC COM 25388B10 13685 500 X X 6 500 0 0
DIGITAL RIV INC COM 25388B10 908219 33183 X 6 14800 0 18383
DIME CMNTY BANCSHARES COM 25392210 1467400 63800 X 3 63800 0 0
DIME CMNTY BANCSHARES COM 25392210 56350 2450 X 5 2450 0 0
DILLARDS INC CL A 25406710 454266 32494 X 3 32494 0 0
DILLARDS INC CL A 25406710 15628 1073 X 5 248 0 825
DILLARDS INC CL A 25406710 6990 500 X X 6 500 0 0
DILLARDS INC CL A 25406710 88563 6335 X 6 6335 0 0
DIME BANCORP INC NEW *W EXP 99/99/99 25429Q11 192 1200 X 3 1200 0 0
DIME BANCORP INC NEW *W EXP 99/99/99 25429Q11 1217 7195 X 5 5000 0 2195
DIME BANCORP INC NEW *W EXP 99/99/99 25429Q11 48 300 X X 6 0 0 300
DIME BANCORP INC NEW *W EXP 99/99/99 25429Q11 410 2562 X 6 2562 0 0
DIMON INC COM 25439410 108585 15737 X X 6 15737 0 0
DIMON INC COM 25439410 58001 8406 X 6 8406 0 0
DIONEX CORP COM 25454610 3245232 82450 X 3 82450 0 0
DIONEX CORP COM 25454610 300309 7489 X 5 0 0 7489
DIONEX CORP COM 25454610 31488 800 X X 6 800 0 0
DIONEX CORP COM 25454610 167004 4243 X 6 635 0 3608
DIONEX CORP COM 25454610 2440 62 X X 7 62 0 0
DIRECT GEN CORP COM 25456W20 1128150 45000 X 3 45000 0 0
DISCOVERY PARTNERS INTL INC COM 25467510 316128 53400 X 5 53400 0 0
DISNEY WALT CO COM DISNEY 25468710 315661 15650 X X 1 15650 0 0
DISNEY WALT CO COM DISNEY 25468710 370120 18350 X 1 18350 0 0
DISNEY WALT CO COM DISNEY 25468710 49820 2470 X 11 2000 0 470
DISNEY WALT CO COM DISNEY 25468710 1440790 69169 X 13 0 0 69169
DISNEY WALT CO COM DISNEY 25468710 20262076 902597 X 3 902597 0 0
DISNEY WALT CO COM DISNEY 25468710 9077 450 X X 4 450 0 0
DISNEY WALT CO COM DISNEY 25468710 16761 831 X 4 831 0 0
DISNEY WALT CO COM DISNEY 25468710 43966987 2128528 X 5 560978 0 1567550
DISNEY WALT CO COM DISNEY 25468710 40406702 2003307 X X 6 1840698 33221 129388
DISNEY WALT CO COM DISNEY 25468710 43863739 2174702 X 6 1814602 5348 354752
DISNEY WALT CO COM DISNEY 25468710 8371 415 X X 7 415 0 0
DISNEY WALT CO COM DISNEY 25468710 104602 5186 X 7 5186 0 0
DISNEY WALT CO COM DISNEY 25468710 2597896 128800 X 8 128800 0 0
DISNEY WALT CO NOTE 2.125% 4/ 254687AU 48047 47000 X 5 43000 0 4000
DISNEY WALT CO NOTE 2.125% 4/ 254687AU 3064 3000 X 6 3000 0 0
DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 8660 510 X X 6 510 0 0
DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 182705 10760 X 6 10760 0 0
DITECH COMMUNICATIONS CORP COM 25500M10 184617 20938 X 5 18938 0 2000
DITECH COMMUNICATIONS CORP COM 25500M10 13140 1500 X X 6 1500 0 0
DITECH COMMUNICATIONS CORP COM 25500M10 482 55 X 6 55 0 0
DIXIE GROUP INC CL A 25551910 1951531 263400 X 3 263400 0 0
DIXIE GROUP INC SDCV 7.000% 5/ 255519AA 0 18000 X 6 18000 0 0
DR REDDYS LABS LTD ADR 25613520 703500 30000 X 3 30000 0 0
DR REDDYS LABS LTD ADR 25613520 140512 5992 X 5 5992 0 0
DR REDDYS LABS LTD ADR 25613520 8067 344 X X 6 344 0 0
DR REDDYS LABS LTD ADR 25613520 155708 6640 X 6 6316 0 324
DOCUMENTUM INC COM 25615910 977802 45060 X 13 0 0 45060
DOCUMENTUM INC COM 25615910 4981102 232250 X 3 232250 0 0
DOCUMENTUM INC COM 25615910 18148 850 X 5 850 0 0
DOCUMENTUM INC COM 25615910 15521 727 X X 6 727 0 0
DOCUMENTUM INC COM 25615910 757989 35503 X 6 31412 41 4050
DOLLAR GEN CORP COM 25666910 52351240 2617054 X 3 2617054 0 0
DOLLAR GEN CORP COM 25666910 1637556 81274 X 5 64488 0 16786
DOLLAR GEN CORP COM 25666910 1188880 59444 X X 6 20271 1319 37854
DOLLAR GEN CORP COM 25666910 11548360 577418 X 6 383324 1776 192318
DOLLAR GEN CORP COM 25666910 25140 1257 X 7 1257 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 5279651 232379 X 3 232379 0 0
DOLLAR TREE STORES INC COM 25674710 3785601 113003 X 3 113003 0 0
DOLLAR TREE STORES INC COM 25674710 839 25 X X 4 25 0 0
DOLLAR TREE STORES INC COM 25674710 4647940 138207 X 5 124509 0 13698
DOLLAR TREE STORES INC COM 25674710 428970 12786 X X 6 12286 0 500
DOLLAR TREE STORES INC COM 25674710 2640922 78716 X 6 78536 180 0
DOLLAR TREE STORES INC COM 25674710 9394 280 X X 7 280 0 0
DOMINION RES INC VA NEW COM 25746U10 235220 3800 X X 1 3800 0 0
DOMINION RES INC VA NEW COM 25746U10 241410 3900 X 1 3900 0 0
DOMINION RES INC VA NEW COM 25746U10 1225408 19739 X 13 0 0 19739
DOMINION RES INC VA NEW COM 25746U10 29983246 484328 X 3 484328 0 0
DOMINION RES INC VA NEW COM 25746U10 18570 300 X X 4 300 0 0
DOMINION RES INC VA NEW COM 25746U10 19441776 313363 X 5 65438 0 247925
DOMINION RES INC VA NEW COM 25746U10 13591937 219579 X X 6 160476 14303 44800
DOMINION RES INC VA NEW COM 25746U10 16299013 263312 X 6 217375 1061 44876
DOMINION RES INC VA NEW COM 25746U10 6190 100 X X 7 100 0 0
DOMINION RES INC VA NEW COM 25746U10 40111 648 X 7 648 0 0
DONALDSON INC COM 25765110 11361365 210786 X 3 210786 0 0
DONALDSON INC COM 25765110 4559606 84583 X 5 83936 0 647
DONALDSON INC COM 25765110 32340 600 X X 6 600 0 0
DONALDSON INC COM 25765110 81389 1510 X 6 1510 0 0
DONALDSON INC COM 25765110 4366 81 X X 7 81 0 0
DONNELLEY R R & SONS CO COM 25786710 3979 160 X 11 0 0 160
DONNELLEY R R & SONS CO COM 25786710 1096245 44079 X 3 44079 0 0
DONNELLEY R R & SONS CO COM 25786710 1247762 49832 X 5 9642 0 40190
DONNELLEY R R & SONS CO COM 25786710 1438381 57836 X X 6 46100 736 11000
DONNELLEY R R & SONS CO COM 25786710 4121282 165713 X 6 141005 0 24708
DORAL FINL CORP COM 25811P10 306910 600 X 3 600 0 0
DORAL FINL CORP COM 25811P10 929218 19767 X 5 19568 0 199
DORAL FINL CORP COM 25811P10 203980 4340 X X 6 340 4000 0
DORAL FINL CORP COM 25811P10 785558 16714 X 6 16714 0 0
DOUBLECLICK INC COM 25860930 44405 4205 X 13 0 0 4205
DOUBLECLICK INC COM 25860930 3442248 315900 X 3 315900 0 0
DOUBLECLICK INC COM 25860930 394163 36851 X 5 22801 0 14050
DOUBLECLICK INC COM 25860930 74414 6903 X X 6 6903 0 0
DOUBLECLICK INC COM 25860930 1255611 116476 X 6 110873 103 5500
DOV PHARMACEUTICAL INC COM 25985810 897500 50000 X 3 50000 0 0
DOVER CORP COM 26000310 318330 9000 X 1 9000 0 0
DOVER CORP COM 26000310 14626344 413291 X 3 413291 0 0
DOVER CORP COM 26000310 7781 220 X 4 220 0 0
DOVER CORP COM 26000310 767776 21556 X 5 14963 0 6593
DOVER CORP COM 26000310 7198785 203528 X X 6 194209 6719 2600
DOVER CORP COM 26000310 12800014 361889 X 6 345484 814 15591
DOVER CORP COM 26000310 1769 50 X X 7 50 0 0
DOVER CORP COM 26000310 32010 905 X 7 905 0 0
DOW CHEM CO COM 26054310 833024 25600 X X 1 25600 0 0
DOW CHEM CO COM 26054310 39048 1200 X 1 1200 0 0
DOW CHEM CO COM 26054310 48810 1500 X 11 0 0 1500
DOW CHEM CO COM 26054310 818447 24578 X 13 0 0 24578
DOW CHEM CO COM 26054310 24459049 749360 X 3 749360 0 0
DOW CHEM CO COM 26054310 6345 195 X 4 195 0 0
DOW CHEM CO COM 26054310 12957756 393151 X 5 176535 0 216616
DOW CHEM CO COM 26054310 28066987 862538 X X 6 700027 36974 125537
DOW CHEM CO COM 26054310 22766025 699632 X 6 527675 4850 167107
DOW CHEM CO COM 26054310 58377 1794 X 7 1794 0 0
DOW CHEM CO COM 26054310 3328842 102300 X 8 102300 0 0
DOW JONES & CO INC COM 26056110 9470 200 X 11 0 0 200
DOW JONES & CO INC COM 26056110 370033 7685 X 13 0 0 7685
DOW JONES & CO INC COM 26056110 1499054 31659 X 3 31659 0 0
DOW JONES & CO INC COM 26056110 81455 1713 X 5 1282 0 431
DOW JONES & CO INC COM 26056110 534866 11296 X X 6 7325 3001 970
DOW JONES & CO INC COM 26056110 682361 14411 X 6 14011 0 400
DOW JONES & CO INC COM 26056110 3297928 69650 X 8 69650 0 0
DREXLER TECHNOLOGY CORP COM 26187610 134592 9600 X 5 9600 0 0
DREXLER TECHNOLOGY CORP COM 26187610 4557 325 X X 6 325 0 0
DREXLER TECHNOLOGY CORP COM 26187610 27339 1950 X 6 1950 0 0
DREYFUS CALIF MUN INCOME INC COM 26188110 269788 32662 X 5 32662 0 0
DREYFUS STRATEGIC MUNS INC COM 26193210 358321 38204 X 5 37104 0 1100
DREYFUS STRATEGIC MUNS INC COM 26193210 115505 12314 X X 6 7329 0 4985
DREYFUS STRATEGIC MUNS INC COM 26193210 100780 10744 X 6 10744 0 0
DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 827222 165776 X 5 131138 0 34638
DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 250 50 X X 6 50 0 0
DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 7196 1442 X 6 1442 0 0
DREYFUS STRATEGIC MUN BD FD COM 26202F10 559450 63679 X 5 60799 0 2880
DREYFUS STRATEGIC MUN BD FD COM 26202F10 54560 6207 X X 6 6207 0 0
DREYFUS STRATEGIC MUN BD FD COM 26202F10 175193 19931 X 6 19931 0 0
DRIL-QUIP INC COM 26203710 4255 250 X 5 0 0 250
DRIL-QUIP INC COM 26203710 27767 1643 X X 6 1643 0 0
DRIL-QUIP INC COM 26203710 200586 11869 X 6 11869 0 0
DRUGSTORE COM INC COM 26224110 5989568 782950 X 5 782950 0 0
DU PONT E I DE NEMOURS & CO COM 26353410 11452302 286236 X X 1 283336 2900 0
DU PONT E I DE NEMOURS & CO COM 26353410 5107917 127666 X 1 127666 0 0
DU PONT E I DE NEMOURS & CO COM 26353410 44011 1100 X 11 0 0 1100
DU PONT E I DE NEMOURS & CO COM 26353410 79198 1975 X 13 0 0 1975
DU PONT E I DE NEMOURS & CO COM 26353410 16946596 413108 X 3 413108 0 0
DU PONT E I DE NEMOURS & CO COM 26353410 8002 200 X X 4 200 0 0
DU PONT E I DE NEMOURS & CO COM 26353410 69457 1736 X 4 1736 0 0
DU PONT E I DE NEMOURS & CO COM 26353410 12945128 323249 X 5 190724 0 132525
DU PONT E I DE NEMOURS & CO COM 26353410 108180078 2703826 X X 6 2428068 114775 160983
DU PONT E I DE NEMOURS & CO COM 26353410 59472905 1486451 X 6 1335557 6900 143994
DU PONT E I DE NEMOURS & CO COM 26353410 75739 1893 X X 7 1893 0 0
DU PONT E I DE NEMOURS & CO COM 26353410 2591088 64761 X 7 64761 0 0
DU PONT E I DE NEMOURS & CO COM 26353410 10526551 263098 X 8 263098 0 0
DUANE READE INC COM 26357810 398750 25000 X 3 25000 0 0
DUANE READE INC COM 26357810 92650 5730 X 5 2140 0 3590
DUCKWALL-ALCO STORES INC NEW COM 26414210 217369 15190 X 5 0 0 15190
DUFF & PHELPS UTIL CORP BD T COM 26432K10 10555 733 X 1 733 0 0
DUFF & PHELPS UTIL CORP BD T COM 26432K10 290849 20187 X 5 14973 0 5214
DUFF & PHELPS UTIL CORP BD T COM 26432K10 185544 12885 X X 6 5200 7685 0
DUFF & PHELPS UTIL CORP BD T COM 26432K10 43805 3042 X 6 3042 0 0
DUKE ENERGY CORP COM 26439910 89050 5000 X X 1 5000 0 0
DUKE ENERGY CORP COM 26439910 7124 400 X 1 400 0 0
DUKE ENERGY CORP COM 26439910 19591 1100 X 11 0 0 1100
DUKE ENERGY CORP COM 26439910 122445 6844 X 13 0 0 6844
DUKE ENERGY CORP COM 26439910 6321143 354921 X 3 354921 0 0
DUKE ENERGY CORP COM 26439910 14248 800 X X 4 800 0 0
DUKE ENERGY CORP COM 26439910 8896 500 X 4 500 0 0
DUKE ENERGY CORP COM 26439910 12575189 704093 X 5 262892 0 441201
DUKE ENERGY CORP COM 26439910 30767630 1727548 X X 6 1599006 67275 61267
DUKE ENERGY CORP COM 26439910 34140470 1916927 X 6 1786140 10863 119924
DUKE ENERGY CORP COM 26439910 38113 2140 X X 7 2140 0 0
DUKE ENERGY CORP COM 26439910 54686 3071 X 7 3071 0 0
DUKE REALTY CORP COM NEW 26441150 26280 900 X 11 0 0 900
DUKE REALTY CORP COM NEW 26441150 658781 22561 X 13 0 0 22561
DUKE REALTY CORP COM NEW 26441150 775959 26574 X 5 3652 0 22922
DUKE REALTY CORP COM NEW 26441150 808110 27675 X X 6 14875 3300 9500
DUKE REALTY CORP COM NEW 26441150 612207 20966 X 6 19966 1000 0
DUN & BRADSTREET CORP DEL NE COM 26483E10 16616 400 X 1 400 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E10 12329197 296803 X 11 255950 0 40853
DUN & BRADSTREET CORP DEL NE COM 26483E10 3022824 72296 X 3 72296 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E10 7062 170 X 4 170 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E10 431168 10364 X 5 9302 0 1062
DUN & BRADSTREET CORP DEL NE COM 26483E10 2574608 61979 X X 6 52755 3614 5610
DUN & BRADSTREET CORP DEL NE COM 26483E10 2865637 68985 X 6 68985 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E10 1869 45 X X 7 45 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E10 9970 240 X 7 240 0 0
DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 8850 3000 X 13 0 0 3000
DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 1410000 500000 X 3 500000 0 0
DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 7528 2632 X 5 2632 0 0
DURECT CORP COM 26660510 436800 130000 X 3 130000 0 0
DYCOM INDS INC COM 26747510 2549 125 X 11 0 0 125
DYCOM INDS INC COM 26747510 2706650 132744 X 3 132744 0 0
DYCOM INDS INC COM 26747510 165278 8070 X 5 7240 0 830
DYCOM INDS INC COM 26747510 68979 3383 X 6 487 0 2896
DYNEGY INC NEW CL A 26816Q10 22080 6000 X 13 0 0 6000
DYNEGY INC NEW CL A 26816Q10 524210 145614 X 3 145614 0 0
DYNEGY INC NEW CL A 26816Q10 4143308 1149861 X 5 1102258 0 47603
DYNEGY INC NEW CL A 26816Q10 16502 4584 X X 6 4184 400 0
DYNEGY INC NEW CL A 26816Q10 83790 23275 X 6 1240 0 22035
EGL INC COM 26848410 3143922 172933 X 3 172933 0 0
EGL INC COM 26848410 293664 16136 X 5 14636 0 1500
EGL INC COM 26848410 251022 13800 X 6 0 0 13800
E M C CORP MASS COM 26864810 342273 27100 X X 1 27100 0 0
E M C CORP MASS COM 26864810 16293 1290 X 1 1290 0 0
E M C CORP MASS COM 26864810 16419 1300 X 11 0 0 1300
E M C CORP MASS COM 26864810 377143 29011 X 13 0 0 29011
E M C CORP MASS COM 26864810 40434617 3186441 X 3 3186441 0 0
E M C CORP MASS COM 26864810 2842 225 X X 4 225 0 0
E M C CORP MASS COM 26864810 8336 660 X 4 660 0 0
E M C CORP MASS COM 26864810 12575803 987318 X 5 700894 0 286424
E M C CORP MASS COM 26864810 25096448 1987051 X X 6 1654719 145505 186827
E M C CORP MASS COM 26864810 29991754 2374644 X 6 1597400 5644 771600
E M C CORP MASS COM 26864810 6827 541 X X 7 541 0 0
E M C CORP MASS COM 26864810 70665 5595 X 7 5595 0 0
ENSCO INTL INC COM 26874Q10 491558 17765 X 13 0 0 17765
ENSCO INTL INC COM 26874Q10 12855711 477997 X 3 477997 0 0
ENSCO INTL INC COM 26874Q10 2897 108 X X 4 108 0 0
ENSCO INTL INC COM 26874Q10 8902416 331839 X 5 328905 0 2934
ENSCO INTL INC COM 26874Q10 118518 4419 X X 6 4119 300 0
ENSCO INTL INC COM 26874Q10 3447094 128527 X 6 35723 54 92750
ENSCO INTL INC COM 26874Q10 2146 80 X 7 80 0 0
ENI S P A SPONSORED ADR 26874R10 7173 90 X 13 0 0 90
ENI S P A SPONSORED ADR 26874R10 2941584 38000 X 3 38000 0 0
ENI S P A SPONSORED ADR 26874R10 1605982 20928 X 5 19552 0 1376
ENI S P A SPONSORED ADR 26874R10 150458 1966 X X 6 1966 0 0
ENI S P A SPONSORED ADR 26874R10 682265 8915 X 6 8915 0 0
ENI S P A SPONSORED ADR 26874R10 5281 69 X X 7 69 0 0
EOG RES INC COM 26875P10 125220 3000 X X 1 3000 0 0
EOG RES INC COM 26875P10 114785 2750 X 1 2750 0 0
EOG RES INC COM 26875P10 6491614 155525 X 11 104450 800 50275
EOG RES INC COM 26875P10 3385 81 X 13 0 0 81
EOG RES INC COM 26875P10 2093094 49755 X 3 49755 0 0
EOG RES INC COM 26875P10 7722 185 X 4 185 0 0
EOG RES INC COM 26875P10 5433773 130170 X 5 120355 0 9815
EOG RES INC COM 26875P10 2705837 64826 X X 6 61826 1115 1885
EOG RES INC COM 26875P10 4144573 99295 X 6 69457 120 29718
EOG RES INC COM 26875P10 2087 50 X X 7 50 0 0
EOG RES INC COM 26875P10 11061 265 X 7 265 0 0
E ON AG SPONSORED ADR 26878010 317772 6305 X 13 0 0 6305
E ON AG SPONSORED ADR 26878010 2391200 49000 X 3 49000 0 0
E ON AG SPONSORED ADR 26878010 239271 4895 X 5 4648 0 247
E ON AG SPONSORED ADR 26878010 87596 1795 X X 6 1215 0 580
E ON AG SPONSORED ADR 26878010 421681 8641 X 6 8641 0 0
EP MEDSYSTEMS INC COM 26881P10 644728 162400 X 5 162400 0 0
EPIX MEDICAL INC COM 26881Q10 3275431 192446 X 3 192446 0 0
EPIX MEDICAL INC COM 26881Q10 126030 7353 X 6 682 0 6671
E PIPHANY INC COM 26881V10 2964574 589700 X 3 589700 0 0
E PIPHANY INC COM 26881V10 5100 1022 X X 6 1022 0 0
E PIPHANY INC COM 26881V10 423691 84908 X 6 74686 122 10100
EPIQ SYS INC COM 26882D10 1786736 105350 X 3 105350 0 0
EPIQ SYS INC COM 26882D10 354774 20943 X 5 0 0 20943
EPIQ SYS INC COM 26882D10 252573 14866 X 6 13016 0 1850
E TRADE GROUP INC COM 26924610 242250 25000 X 13 0 0 25000
E TRADE GROUP INC COM 26924610 3285744 354832 X 3 354832 0 0
E TRADE GROUP INC COM 26924610 673197 71989 X 5 56689 0 15300
E TRADE GROUP INC COM 26924610 9260 1000 X X 6 0 0 1000
EARTHLINK INC COM 27032110 4653818 565470 X 3 565470 0 0
EARTHLINK INC COM 27032110 196236 24140 X 5 13990 0 10150
EARTHLINK INC COM 27032110 30739 3735 X X 6 3735 0 0
EARTHLINK INC COM 27032110 506244 61512 X 6 46405 0 15107
EAST WEST BANCORP INC COM 27579R10 9785219 228307 X 3 228307 0 0
EAST WEST BANCORP INC COM 27579R10 10516 239 X 5 0 0 239
EAST WEST BANCORP INC COM 27579R10 48521 1135 X X 6 1135 0 0
EAST WEST BANCORP INC COM 27579R10 1723509 40316 X 6 34142 216 5958
EASTERN AMERN NAT GAS TR SPERS RCT UNIT 27621710 225565 10115 X 5 10115 0 0
EASTERN AMERN NAT GAS TR SPERS RCT UNIT 27621710 55750 2500 X X 6 2500 0 0
EASTERN CO COM 27631710 667030 45500 X 5 45500 0 0
EASTERN CO COM 27631710 24731 1687 X X 6 1687 0 0
EASTGROUP PPTY INC COM 27727610 243196 8670 X 5 300 0 8370
EASTGROUP PPTY INC COM 27727610 21863 787 X X 6 787 0 0
EASTGROUP PPTY INC COM 27727610 107453 3868 X 6 3868 0 0
EASTMAN CHEM CO COM 27743210 3352 100 X 13 0 0 100
EASTMAN CHEM CO COM 27743210 1009188 30083 X 3 30083 0 0
EASTMAN CHEM CO COM 27743210 1222161 36465 X 5 7384 0 29081
EASTMAN CHEM CO COM 27743210 756631 22586 X X 6 18453 2803 1330
EASTMAN CHEM CO COM 27743210 847048 25285 X 6 25173 0 112
EASTMAN CHEM CO COM 27743210 3758700 112200 X 8 112200 0 0
EASTMAN KODAK CO COM 27746110 127734 6100 X X 1 6100 0 0
EASTMAN KODAK CO COM 27746110 6282 300 X 1 300 0 0
EASTMAN KODAK CO COM 27746110 172254 8230 X 13 0 0 8230
EASTMAN KODAK CO COM 27746110 22149515 1057189 X 3 1057189 0 0
EASTMAN KODAK CO COM 27746110 2960434 141394 X 5 106433 0 34961
EASTMAN KODAK CO COM 27746110 2644199 126275 X X 6 91050 11915 23310
EASTMAN KODAK CO COM 27746110 3971397 189656 X 6 78263 23 111370
EATON CORP COM 27805810 26586 300 X X 1 300 0 0
EATON CORP COM 27805810 2728876 30793 X 3 30793 0 0
EATON CORP COM 27805810 2031366 22818 X 5 19508 0 3310
EATON CORP COM 27805810 2561827 28908 X X 6 26184 2524 200
EATON CORP COM 27805810 6922374 78113 X 6 72250 0 5863
EATON CORP COM 27805810 1329 15 X 7 15 0 0
EATON VANCE CORP COM NON VTG 27826510 3930016 117384 X 3 117384 0 0
EATON VANCE CORP COM NON VTG 27826510 995625 29387 X 5 4390 0 24997
EATON VANCE CORP COM NON VTG 27826510 49550 1480 X X 6 1480 0 0
EATON VANCE CORP COM NON VTG 27826510 793811 23710 X 6 16230 0 7480
EATON VANCE CORP COM NON VTG 27826510 2344 70 X 7 70 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S10 1319750 146346 X 5 119986 0 26360
EATON VANCE SR INCOME TR SH BEN INT 27826S10 54900 6100 X 6 6100 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U10 329968 22250 X 5 22250 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U10 1483 100 X 6 100 0 0
EATON VANCE INS MUN BD FD COM 27827X10 182742 13300 X 13 0 0 13300
EATON VANCE INS MUN BD FD COM 27827X10 98072 7210 X 5 6210 0 1000
EATON VANCE INS MUN BD FD COM 27827X10 73332 5400 X X 6 5400 0 0
EATON VANCE INS MUN BD FD COM 27827X10 13580 1000 X 6 1000 0 0
EATON VANCE INS MUN BD FD COM 27827X10 230860 17000 X 7 17000 0 0
EATON VANCE INS FL MUN BD FD COM 27828E10 187530 13300 X 5 13300 0 0
EATON VANCE LTD DUR INCOME F COM 27828H10 18620 1000 X 13 0 0 1000
EATON VANCE LTD DUR INCOME F COM 27828H10 734310 39489 X 5 13929 0 25560
EATON VANCE LTD DUR INCOME F COM 27828H10 92750 5000 X 6 5000 0 0
EATON VANCE LTD DUR INCOME F COM 27828H10 4638 250 X 7 250 0 0
EBAY INC COM 27864210 3271771 59813 X 13 0 0 59813
EBAY INC COM 27864210 99742931 1860114 X 3 1860114 0 0
EBAY INC COM 27864210 1287 24 X X 4 24 0 0
EBAY INC COM 27864210 1716 32 X 4 32 0 0
EBAY INC COM 27864210 12755279 237391 X 5 216989 0 20402
EBAY INC COM 27864210 464898 8667 X X 6 7942 0 725
EBAY INC COM 27864210 12425331 231643 X 6 100620 238 130785
EBAY INC COM 27864210 20544 383 X 7 383 0 0
ECHOSTAR COMMUNICATIONS NEW CL A 27876210 876192 22895 X 3 22895 0 0
ECHOSTAR COMMUNICATIONS NEW CL A 27876210 3065 80 X X 4 80 0 0
ECHOSTAR COMMUNICATIONS NEW CL A 27876210 2623365 68364 X 5 49492 0 18872
ECHOSTAR COMMUNICATIONS NEW CL A 27876210 479641 12520 X X 6 12120 400 0
ECHOSTAR COMMUNICATIONS NEW CL A 27876210 2608643 68093 X 6 68093 0 0
ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/ 278762AD 199990 195000 X 5 0 0 195000
ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/ 278762AG 63148 58000 X 5 58000 0 0
ECOLAB INC COM 27886510 55550 2200 X 11 0 0 2200
ECOLAB INC COM 27886510 14073 548 X 13 0 0 548
ECOLAB INC COM 27886510 27849993 1102970 X 3 1102970 0 0
ECOLAB INC COM 27886510 6934966 274125 X 5 243173 0 30952
ECOLAB INC COM 27886510 2632818 104270 X X 6 40292 41300 22678
ECOLAB INC COM 27886510 7818991 309663 X 6 219553 1450 88660
ECOLLEGE COM COM 27887E10 2261722 112300 X 3 112300 0 0
ECOLLEGE COM COM 27887E10 183440 9140 X 5 9140 0 0
EDEN BIOSCIENCE CORP COM 27944510 33694 26511 X 5 400 0 26111
EDGAR ONLINE INC COM 27976510 48440 28000 X 5 0 0 28000
EDISON INTL COM 28102010 2419053 126652 X 3 126652 0 0
EDISON INTL COM 28102010 2282260 119423 X 5 117006 0 2417
EDISON INTL COM 28102010 683856 35804 X X 6 32334 3470 0
EDISON INTL COM 28102010 2778955 145495 X 6 18223 0 127272
EDO CORP COM 28134710 6458 315 X 5 0 0 315
EDO CORP COM 28134710 10024 495 X X 6 495 0 0
EDO CORP COM 28134710 350831 17325 X 6 17325 0 0
EDUCATION MGMT CORP COM 28139T10 10338908 178486 X 3 178486 0 0
EDUCATION MGMT CORP COM 28139T10 10292 178 X 5 178 0 0
EDUCATION MGMT CORP COM 28139T10 28447 492 X X 6 492 0 0
EDUCATION MGMT CORP COM 28139T10 1079095 18663 X 6 16641 22 2000
EDUCATION MGMT CORP COM 28139T10 5204 90 X X 7 90 0 0
EDWARDS AG INC COM 28176010 2991448 77882 X 3 77882 0 0
EDWARDS AG INC COM 28176010 616927 16045 X 5 14525 0 1520
EDWARDS AG INC COM 28176010 96025 2500 X X 6 2500 0 0
EDWARDS AG INC COM 28176010 283120 7371 X 6 7371 0 0
EDWARDS LIFESCIENCES CORP COM 28176E10 2708 100 X X 1 100 0 0
EDWARDS LIFESCIENCES CORP COM 28176E10 5520 200 X 13 0 0 200
EDWARDS LIFESCIENCES CORP COM 28176E10 9438978 348559 X 3 348559 0 0
EDWARDS LIFESCIENCES CORP COM 28176E10 46854 1704 X 5 340 0 1364
EDWARDS LIFESCIENCES CORP COM 28176E10 185200 6839 X X 6 4728 681 1430
EDWARDS LIFESCIENCES CORP COM 28176E10 132530 4894 X 6 4894 0 0
EFUNDS CORP COM 28224R10 4721405 382300 X 3 382300 0 0
EFUNDS CORP COM 28224R10 3922 306 X 5 96 0 210
EFUNDS CORP COM 28224R10 52201 4220 X X 6 4000 220 0
EFUNDS CORP COM 28224R10 787734 63681 X 6 57581 0 6100
1838 BD-DEB TRADING FD COM 28252010 1984146 100034 X 5 30569 0 69465
1838 BD-DEB TRADING FD COM 28252010 59400 3000 X X 6 3000 0 0
1838 BD-DEB TRADING FD COM 28252010 35640 1800 X 6 1800 0 0
EL PASO CORP COM 28336L10 1713003 234658 X 3 234658 0 0
EL PASO CORP COM 28336L10 6901919 947488 X 5 701780 0 245708
EL PASO CORP COM 28336L10 266910 36563 X X 6 28456 3875 4232
EL PASO CORP COM 28336L10 718809 98467 X 6 28386 0 70081
EL PASO CORP COM 28336L10 3650 500 X X 7 500 0 0
EL PASO CORP COM 28336L10 730 100 X 7 100 0 0
EL PASO CORP COM 28336L10 71540 9800 X 8 9800 0 0
EL PASO ELEC CO COM NEW 28367785 340489 28855 X 5 0 0 28855
EL PASO ELEC CO COM NEW 28367785 21656 1875 X X 6 1675 200 0
EL PASO ELEC CO COM NEW 28367785 677003 58615 X 6 58615 0 0
EL PASO ENERGY CAP TR I PFD CV TR SECS 28367820 1740038 57751 X 5 57751 0 0
EL PASO ENERGY CAP TR I PFD CV TR SECS 28367820 27117 900 X X 6 900 0 0
ELAN PLC ADR 28413120 577 108 X 13 0 0 108
ELAN PLC ADR 28413120 297120 56127 X 5 51962 0 4165
ELAN PLC ADR 28413120 61364 11600 X X 6 11600 0 0
ELAN PLC ADR 28413120 670772 126800 X 6 126800 0 0
ELECTRO RENT CORP COM 28521810 245804 19600 X 6 19600 0 0
ELECTRO SCIENTIFIC INDS COM 28522910 5370 245 X 13 0 0 245
ELECTRO SCIENTIFIC INDS COM 28522910 400268 18365 X 5 2635 0 15730
ELECTRONIC ARTS INC COM 28551210 156706 1700 X X 1 1700 0 0
ELECTRONIC ARTS INC COM 28551210 181240 1910 X 13 0 0 1910
ELECTRONIC ARTS INC COM 28551210 36290230 392237 X 3 392237 0 0
ELECTRONIC ARTS INC COM 28551210 2212 24 X 4 24 0 0
ELECTRONIC ARTS INC COM 28551210 7204275 78064 X 5 74988 0 3076
ELECTRONIC ARTS INC COM 28551210 1304531 14152 X X 6 6261 0 7891
ELECTRONIC ARTS INC COM 28551210 15344467 166462 X 6 73792 186 92484
ELECTRONIC ARTS INC COM 28551210 26271 285 X 7 285 0 0
ELECTRONIC DATA SYS NEW COM 28566110 808 40 X 1 40 0 0
ELECTRONIC DATA SYS NEW COM 28566110 4040 200 X 11 0 0 200
ELECTRONIC DATA SYS NEW COM 28566110 339947 16705 X 13 0 0 16705
ELECTRONIC DATA SYS NEW COM 28566110 3836546 189928 X 3 189928 0 0
ELECTRONIC DATA SYS NEW COM 28566110 2641250 130043 X 5 34108 0 95935
ELECTRONIC DATA SYS NEW COM 28566110 1067489 52846 X X 6 46270 5078 1498
ELECTRONIC DATA SYS NEW COM 28566110 2647634 131071 X 6 77765 0 53306
ELECTRONICS BOUTIQUE HLDGS C COM 28604510 859980 29821 X 5 18562 0 11259
ELECTRONICS BOUTIQUE HLDGS C COM 28604510 172791 6048 X 6 6048 0 0
ELECTRONICS FOR IMAGING INC COM 28608210 990 42 X 13 0 0 42
ELECTRONICS FOR IMAGING INC COM 28608210 4670063 200260 X 3 200260 0 0
ELECTRONICS FOR IMAGING INC COM 28608210 397803 17037 X 5 15716 0 1321
ELECTRONICS FOR IMAGING INC COM 28608210 317685 13617 X 6 4812 0 8805
ELECTRONICS FOR IMAGING INC COM 28608210 5249 225 X X 7 225 0 0
ELKCORP COM 28745610 332196 14100 X 6 1600 0 12500
ELLSWORTH CONV GROWTH & INCO COM 28907410 1250360 154062 X 5 61688 0 92374
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 307153 14557 X 3 14557 0 0
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 6570 300 X 5 0 0 300
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 8440 400 X X 6 400 0 0
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 14770 700 X 6 700 0 0
EMCOR GROUP INC COM 29084Q10 21275 500 X 5 500 0 0
EMCOR GROUP INC COM 29084Q10 172753 4060 X X 6 4060 0 0
EMCOR GROUP INC COM 29084Q10 875296 20571 X 6 20571 0 0
EMERGING MKTS TELECOMNC FD N COM 29089010 2061 317 X 3 317 0 0
EMERGING MKTS TELECOMNC FD N COM 29089010 5850 900 X 5 900 0 0
EMERGING MKTS TELECOMNC FD N COM 29089010 1203502 185154 X 9 185154 0 0
EMERSON ELEC CO COM 29101110 65813 1250 X X 1 750 500 0
EMERSON ELEC CO COM 29101110 131625 2500 X 1 2500 0 0
EMERSON ELEC CO COM 29101110 1000087 18995 X 11 6650 0 12345
EMERSON ELEC CO COM 29101110 37704 711 X 13 0 0 711
EMERSON ELEC CO COM 29101110 24097978 451985 X 3 451985 0 0
EMERSON ELEC CO COM 29101110 7045288 133256 X 5 55972 0 77284
EMERSON ELEC CO COM 29101110 36196770 687498 X X 6 651296 19400 16802
EMERSON ELEC CO COM 29101110 28374612 538929 X 6 425793 3818 109318
EMERSON ELEC CO COM 29101110 11688 222 X X 7 222 0 0
EMERSON ELEC CO COM 29101110 14795 281 X 7 281 0 0
EMERSON ELEC CO COM 29101110 6215333 118050 X 8 118050 0 0
EMMIS COMMUNICATIONS CORP CL A 29152510 1307523 64793 X 3 64793 0 0
EMMIS COMMUNICATIONS CORP CL A 29152510 265797 13088 X 5 12335 0 753
EMMIS COMMUNICATIONS CORP CL A 29152510 51086 2524 X X 6 2524 0 0
EMMIS COMMUNICATIONS CORP CL A 29152510 469082 23176 X 6 23176 0 0
EMPIRE DIST ELEC CO COM 29164110 94092 4275 X 5 4010 0 265
EMPIRE DIST ELEC CO COM 29164110 101200 4600 X X 6 4600 0 0
EMPIRE DIST ELEC CO COM 29164110 19800 900 X 6 900 0 0
EMULEX CORP COM NEW 29247520 1277968 48555 X 13 0 0 48555
EMULEX CORP COM NEW 29247520 90062 0 X 3 0 0 0
EMULEX CORP COM NEW 29247520 1783 70 X 4 70 0 0
EMULEX CORP COM NEW 29247520 500418 19249 X 5 7312 0 11937
EMULEX CORP COM NEW 29247520 343565 13489 X X 6 13489 0 0
EMULEX CORP COM NEW 29247520 4470316 175513 X 6 172309 528 2676
EMULEX CORP COM NEW 29247520 3566 140 X X 7 140 0 0
EMULEX CORP COM NEW 29247520 19918 782 X 7 782 0 0
ENCANA CORP COM 29250510 17717 0 X 3 0 0 0
ENCANA CORP COM 29250510 796583 21894 X 5 21515 0 379
ENCANA CORP COM 29250510 141482 3889 X X 6 3389 500 0
ENCANA CORP COM 29250510 899314 24720 X 6 23969 0 751
ENCANA CORP COM 29250510 12806 352 X X 7 352 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R10 265806 5425 X 5 2474 0 2951
ENBRIDGE ENERGY PARTNERS L P COM 29250R10 252939 5180 X X 6 2580 2000 600
ENBRIDGE ENERGY PARTNERS L P COM 29250R10 288488 5908 X 6 5908 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 4078 92 X 3 92 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 101513 2290 X 5 2134 0 156
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 206315 4654 X X 6 4654 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 1172667 26453 X 6 26453 0 0
ENDESA S A SPONSORED ADR 29258N10 395023 25601 X 13 0 0 25601
ENDESA S A SPONSORED ADR 29258N10 420610 27060 X 5 25621 0 1439
ENDESA S A SPONSORED ADR 29258N10 110125 7082 X X 6 7082 0 0
ENDESA S A SPONSORED ADR 29258N10 474695 30527 X 6 30527 0 0
ENDESA S A SPONSORED ADR 29258N10 7542 485 X X 7 485 0 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F20 30092686 1467700 X 3 1467700 0 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F20 106225 5174 X 5 4874 0 300
ENDO PHARMACEUTICALS HLDGS I COM 29264F20 28937 1415 X 6 1415 0 0
ENERGEN CORP COM 29265N10 21708 600 X 1 600 0 0
ENERGEN CORP COM 29265N10 3979800 110000 X 3 110000 0 0
ENERGEN CORP COM 29265N10 1775171 48577 X 5 30169 0 18408
ENERGEN CORP COM 29265N10 56694 1567 X X 6 1367 0 200
ENERGEN CORP COM 29265N10 83395 2305 X 6 2305 0 0
ENERGY EAST CORP COM 29266M10 13458 600 X 11 0 0 600
ENERGY EAST CORP COM 29266M10 3202690 142786 X 3 142786 0 0
ENERGY EAST CORP COM 29266M10 1139671 50045 X 5 17048 0 32997
ENERGY EAST CORP COM 29266M10 794788 35434 X X 6 23101 7875 4458
ENERGY EAST CORP COM 29266M10 192360 8576 X 6 7830 0 746
ENERGY EAST CORP COM 29266M10 6123 273 X X 7 273 0 0
ENERGIZER HLDGS INC COM 29266R10 3099343 83790 X 3 83790 0 0
ENERGIZER HLDGS INC COM 29266R10 919 25 X X 4 25 0 0
ENERGIZER HLDGS INC COM 29266R10 6825586 184411 X 5 102969 0 81442
ENERGIZER HLDGS INC COM 29266R10 281107 7645 X X 6 7617 0 28
ENERGIZER HLDGS INC COM 29266R10 523568 14239 X 6 14239 0 0
ENERPLUS RES FD UNIT TR G NEW 29274D60 84768 3200 X 13 0 0 3200
ENERPLUS RES FD UNIT TR G NEW 29274D60 497754 19084 X 5 17684 0 1400
ENERPLUS RES FD UNIT TR G NEW 29274D60 53663 2060 X X 6 660 1000 400
ENERPLUS RES FD UNIT TR G NEW 29274D60 125040 4800 X 6 4800 0 0
ENGELHARD CORP COM 29284510 6109536 220800 X 11 186800 0 34000
ENGELHARD CORP COM 29284510 1370384 48689 X 3 48689 0 0
ENGELHARD CORP COM 29284510 369592 13356 X 5 13306 0 50
ENGELHARD CORP COM 29284510 361896 13079 X X 6 10467 2612 0
ENGELHARD CORP COM 29284510 1619497 58529 X 6 27867 0 30662
ENGINEERED SUPPORT SYS INC COM 29286610 851477 14074 X 3 14074 0 0
ENGINEERED SUPPORT SYS INC COM 29286610 1301654 21451 X 5 19267 0 2184
ENGINEERED SUPPORT SYS INC COM 29286610 43535 719 X 6 100 0 619
ENERGYSOUTH INC COM 29297010 1121580 33490 X 5 0 0 33490
ENERGYSOUTH INC COM 29297010 14792 472 X X 6 472 0 0
ENPRO INDS INC COM 29355X10 5449452 564710 X 3 564710 0 0
ENPRO INDS INC COM 29355X10 31686 3274 X 5 2834 0 440
ENPRO INDS INC COM 29355X10 52564 5447 X 6 5447 0 0
ENTEGRIS INC COM 29362U10 487420 42019 X 13 0 0 42019
ENTEGRIS INC COM 29362U10 21380 0 X 3 0 0 0
ENTEGRIS INC COM 29362U10 5074 449 X X 6 449 0 0
ENTEGRIS INC COM 29362U10 38047 3367 X 6 3316 51 0
ENTERASYS NETWORKS INC COM 29363710 1200 300 X 13 0 0 300
ENTERASYS NETWORKS INC COM 29363710 4490400 1122600 X 3 1122600 0 0
ENTERASYS NETWORKS INC COM 29363710 31680 7920 X 5 7720 0 200
ENTERASYS NETWORKS INC COM 29363710 1600 400 X X 6 400 0 0
ENTERASYS NETWORKS INC COM 29363710 656000 164000 X 6 143300 0 20700
ENTERCOM COMMUNICATIONS CORP CL A 29363910 2806270 62612 X 3 62612 0 0
ENTERCOM COMMUNICATIONS CORP CL A 29363910 24159 525 X 5 125 0 400
ENTERCOM COMMUNICATIONS CORP CL A 29363910 8964 200 X X 6 200 0 0
ENTERCOM COMMUNICATIONS CORP CL A 29363910 56473 1260 X 6 1260 0 0
ENTERGY CORP NEW COM 29364G10 55057 1008 X 13 0 0 1008
ENTERGY CORP NEW COM 29364G10 29390671 542764 X 3 542764 0 0
ENTERGY CORP NEW COM 29364G10 3146898 58057 X 5 51437 0 6620
ENTERGY CORP NEW COM 29364G10 1657856 30616 X X 6 8769 5138 16709
ENTERGY CORP NEW COM 29364G10 5388791 99516 X 6 32695 0 66821
ENTERGY CORP NEW COM 29364G10 2708 50 X 7 50 0 0
ENTERPRISE PRODS PARTNERS L COM 29379210 568496 25183 X 5 21183 0 4000
ENTERPRISE PRODS PARTNERS L COM 29379210 443028 19603 X X 6 9603 10000 0
ENTERPRISE PRODS PARTNERS L COM 29379210 1228016 54337 X 6 54237 0 100
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 374470 12459 X 5 11459 0 1000
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 31500 1050 X 6 1050 0 0
ENTREMED INC COM 29382F10 307450 65000 X 3 65000 0 0
ENTREMED INC COM 29382F10 89325 18880 X 5 18430 0 450
ENTREMED INC COM 29382F10 9460 2000 X X 6 0 0 2000
ENTREMED INC COM 29382F10 473 100 X 6 100 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R10 7148750 752500 X 3 752500 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R10 72979 7682 X X 6 7682 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R10 865336 91088 X 6 68388 0 22700
ENZON PHARMACEUTICALS INC COM 29390410 465600 40000 X 3 40000 0 0
ENZON PHARMACEUTICALS INC COM 29390410 133712 11672 X 5 1434 0 10238
ENZON PHARMACEUTICALS INC COM 29390410 431 37 X 6 37 0 0
ENVIRONMENTAL TECTONICS CORP COM 29409210 11418 1730 X X 6 1730 0 0
ENVIRONMENTAL TECTONICS CORP COM 29409210 67089 10165 X 6 10165 0 0
EON LABS INC COM 29412E10 431960 11271 X 5 10271 0 1000
EON LABS INC COM 29412E10 53676 1400 X 6 1400 0 0
EQUIFAX INC COM 29442910 10175 450 X 13 0 0 450
EQUIFAX INC COM 29442910 1214762 54547 X 3 54547 0 0
EQUIFAX INC COM 29442910 385692 17284 X 5 14985 0 2299
EQUIFAX INC COM 29442910 3039076 136465 X X 6 97364 36401 2700
EQUIFAX INC COM 29442910 3226968 144902 X 6 111502 0 33400
EQUITABLE RES INC COM 29454910 5398978 131362 X 3 131362 0 0
EQUITABLE RES INC COM 29454910 3346609 81426 X 5 63144 0 18282
EQUITABLE RES INC COM 29454910 3250435 79086 X X 6 77336 1750 0
EQUITABLE RES INC COM 29454910 3274601 79674 X 6 79674 0 0
EQUITEX INC COM PAR $0.02 29459230 381827 406199 X 6 406199 0 0
EQUITY INCOME FD UT 1 EX SR-ATT 29470070 51705 712 X 5 712 0 0
EQUITY INCOME FD UT 1 EX SR-ATT 29470070 250757 3453 X X 6 3453 0 0
EQUITY INCOME FD UT 1 EX SR-ATT 29470070 593741 8176 X 6 8176 0 0
EQUITY INNS INC COM 29470310 14668 1900 X 13 0 0 1900
EQUITY INNS INC COM 29470310 82805 10984 X 5 10484 0 500
EQUITY INNS INC COM 29470310 30120 4000 X 6 4000 0 0
EQUITY INNS INC COM 29470310 4518 600 X X 7 600 0 0
EQUITY OFFICE PROPERTIES TRU COM 29474110 68825 2500 X 1 2500 0 0
EQUITY OFFICE PROPERTIES TRU COM 29474110 299534 10794 X 13 0 0 10794
EQUITY OFFICE PROPERTIES TRU COM 29474110 11977229 435061 X 3 435061 0 0
EQUITY OFFICE PROPERTIES TRU COM 29474110 5506 200 X 4 200 0 0
EQUITY OFFICE PROPERTIES TRU COM 29474110 3507801 126848 X 5 55610 0 71238
EQUITY OFFICE PROPERTIES TRU COM 29474110 2145193 77922 X X 6 10768 0 67154
EQUITY OFFICE PROPERTIES TRU COM 29474110 3284357 119301 X 6 20683 0 98618
EQUITY ONE COM 29475210 2800733 164749 X 5 164749 0 0
EQUITY ONE COM 29475210 74800 4400 X X 6 3650 0 750
EQUITY ONE COM 29475210 14450 850 X 6 850 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L10 3115158 106392 X 3 106392 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L10 575156 19521 X 5 3195 0 16326
EQUITY RESIDENTIAL SH BEN INT 29476L10 2336427 79796 X X 6 34376 2650 42770
EQUITY RESIDENTIAL SH BEN INT 29476L10 5105378 174364 X 6 121925 0 52439
EQUITY RESIDENTIAL PFD CV 1/10 G 29476L85 212543 8150 X 5 7850 0 300
ERESEARCHTECHNOLOGY INC COM 29481V10 1875212 53839 X 3 53839 0 0
ERESEARCHTECHNOLOGY INC COM 29481V10 158650 4576 X 5 4576 0 0
ERESEARCHTECHNOLOGY INC COM 29481V10 80954 2335 X 6 0 0 2335
ERICSSON L M TEL CO ADR B SEK 10 29482160 2513 168 X 13 0 0 168
ERICSSON L M TEL CO ADR B SEK 10 29482160 585192 38000 X 3 38000 0 0
ERICSSON L M TEL CO ADR B SEK 10 29482160 256478 17339 X 5 11204 0 6135
ERICSSON L M TEL CO ADR B SEK 10 29482160 360532 24526 X X 6 23059 206 1261
ERICSSON L M TEL CO ADR B SEK 10 29482160 830638 56506 X 6 56346 0 160
ERICSSON L M TEL CO ADR B SEK 10 29482160 735 50 X 7 50 0 0
ESCO TECHNOLOGIES INC COM 29631510 56271 1243 X 5 1243 0 0
ESCO TECHNOLOGIES INC COM 29631510 36533 807 X X 6 807 0 0
ESCO TECHNOLOGIES INC COM 29631510 177504 3921 X 6 3921 0 0
ESPEED INC CL A 29664310 3622280 160207 X 3 160207 0 0
ESPEED INC CL A 29664310 330283 14548 X 5 8666 0 5882
ESPEED INC CL A 29664310 59261 2621 X X 6 2621 0 0
ESPEED INC CL A 29664310 532601 23556 X 6 16585 0 6971
ESTERLINE TECHNOLOGIES CORP COM 29742510 25572078 1325665 X 11 920925 0 404740
ESTERLINE TECHNOLOGIES CORP COM 29742510 106963 5545 X 5 5545 0 0
ESTERLINE TECHNOLOGIES CORP COM 29742510 3858 200 X 6 200 0 0
ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 20504 495 X 5 178 0 317
ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 219765 5393 X X 6 4953 0 440
ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 1266225 31073 X 6 3446 0 27627
ETHAN ALLEN INTERIORS INC COM 29760210 4316508 119100 X 3 119100 0 0
ETHAN ALLEN INTERIORS INC COM 29760210 732103 20311 X 5 15274 0 5037
ETHAN ALLEN INTERIORS INC COM 29760210 17676 491 X X 6 491 0 0
ETHAN ALLEN INTERIORS INC COM 29760210 621648 17268 X 6 15196 22 2050
ETHYL CORP COM NEW 29765960 66674 5300 X 11 0 0 5300
ETHYL CORP COM NEW 29765960 4615 360 X 5 200 0 160
ETHYL CORP COM NEW 29765960 78731 6258 X X 6 6258 0 0
ETHYL CORP COM NEW 29765960 18581 1477 X 6 1477 0 0
EUROPE FD INC COM 29874M10 8830 1000 X 5 0 0 1000
EUROPE FD INC COM 29874M10 5541981 630487 X 9 630487 0 0
EUROPEAN WT FD INC COM 29879210 3093 1554 X 5 580 0 974
EUROPEAN WT FD INC COM 29879210 1276714 658100 X 9 658100 0 0
EVERGREEN RES INC COM NO PAR 29990030 269542 9766 X 13 0 0 9766
EVERGREEN RES INC COM NO PAR 29990030 5009040 184700 X 3 184700 0 0
EVERGREEN RES INC COM NO PAR 29990030 530565 19479 X 5 11759 0 7720
EVERGREEN RES INC COM NO PAR 29990030 221076 8188 X X 6 2188 0 6000
EVERGREEN RES INC COM NO PAR 29990030 785727 29101 X 6 25677 24 3400
EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 1494096 100410 X 13 0 0 100410
EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 2766910 186358 X 5 67807 0 118551
EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 59988 4056 X X 6 4056 0 0
EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 144173 9748 X 6 9748 0 0
EVERGREEN MANAGED INCOME FD COM SHS 30024Y10 959445 52468 X 5 29833 0 22635
EXAR CORP COM 30064510 9569543 677250 X 3 677250 0 0
EXAR CORP COM 30064510 1295892 92300 X 6 80550 0 11750
EXELON CORP COM 30161N10 91567 1442 X X 1 1442 0 0
EXELON CORP COM 30161N10 12920 200 X 13 0 0 200
EXELON CORP COM 30161N10 51066637 802707 X 3 802707 0 0
EXELON CORP COM 30161N10 9845481 154710 X 5 135287 0 19423
EXELON CORP COM 30161N10 4039553 63615 X X 6 59110 1143 3362
EXELON CORP COM 30161N10 12901994 203181 X 6 59726 60 143395
EXELIXIS INC COM 30161Q10 142473 18782 X 5 182 0 18600
EXPEDITORS INTL WASH INC COM 30213010 3845971 111769 X 3 111769 0 0
EXPEDITORS INTL WASH INC COM 30213010 2934482 84779 X 5 63486 0 21293
EXPEDITORS INTL WASH INC COM 30213010 44445 1292 X X 6 1292 0 0
EXPEDITORS INTL WASH INC COM 30213010 29825 867 X 6 867 0 0
EXPRESS SCRIPTS INC COM 30218210 42777 700 X X 1 700 0 0
EXPRESS SCRIPTS INC COM 30218210 16391196 268049 X 3 268049 0 0
EXPRESS SCRIPTS INC COM 30218210 442751 7232 X 5 6521 0 711
EXPRESS SCRIPTS INC COM 30218210 61110 1000 X X 6 1000 0 0
EXPRESS SCRIPTS INC COM 30218210 1963159 32125 X 6 19350 175 12600
EXPRESSJET HOLDINGS INC CL A 30218U10 253685 18383 X 5 18383 0 0
EXTENDED STAY AMER INC COM 30224P10 10926297 729742 X 3 729742 0 0
EXTENDED STAY AMER INC COM 30224P10 13288 890 X X 6 890 0 0
EXTENDED STAY AMER INC COM 30224P10 630389 42223 X 6 37165 58 5000
EXTREME NETWORKS INC COM 30226D10 804 125 X 13 0 0 125
EXTREME NETWORKS INC COM 30226D10 368668 58321 X 5 57601 0 720
EXTREME NETWORKS INC COM 30226D10 6004 950 X X 6 950 0 0
EXTREME NETWORKS INC COM 30226D10 3160 500 X 6 500 0 0
EXULT INC DEL COM 30228410 3536354 439845 X 3 439845 0 0
EXULT INC DEL COM 30228410 107669 13379 X 5 11679 0 1700
EXULT INC DEL COM 30228410 154955 19273 X 6 0 0 19273
EXXON MOBIL CORP COM 30231G10 6179910 168850 X X 1 167350 1500 0
EXXON MOBIL CORP COM 30231G10 7174991 196038 X 1 195110 0 928
EXXON MOBIL CORP COM 30231G10 639256 17466 X 11 0 0 17466
EXXON MOBIL CORP COM 30231G10 2882650 77179 X 13 0 0 77179
EXXON MOBIL CORP COM 30231G10 228085775 6129076 X 3 6129076 0 0
EXXON MOBIL CORP COM 30231G10 43920 1200 X X 4 1200 0 0
EXXON MOBIL CORP COM 30231G10 94648 2586 X 4 2586 0 0
EXXON MOBIL CORP COM 30231G10 54358108 1473781 X 5 916829 0 556952
EXXON MOBIL CORP COM 30231G10 677936024 18522842 X X 6 14829841 3068262 624740
EXXON MOBIL CORP COM 30231G10 550472268 15040226 X 6 13550289 41699 1448238
EXXON MOBIL CORP COM 30231G10 30561 835 X X 7 835 0 0
EXXON MOBIL CORP COM 30231G10 1286636 35154 X 7 35154 0 0
F&C CLAYMORE PFD SECS INC FD COM SHS 30236V10 836415 32651 X 5 13577 0 19074
FEI CO COM 30241L10 1757502 75300 X 3 75300 0 0
FEI CO COM 30241L10 57011 2386 X 5 1337 0 1049
FEI CO COM 30241L10 34683 1486 X X 6 1486 0 0
FEI CO COM 30241L10 210620 9024 X 6 9024 0 0
FEI CO COM 30241L10 11670 500 X 7 500 0 0
FLIR SYS INC COM 30244510 4835083 188723 X 3 188723 0 0
FLIR SYS INC COM 30244510 427328 16548 X 5 4406 0 12142
FLIR SYS INC COM 30244510 53890 2120 X X 6 2120 0 0
FLIR SYS INC COM 30244510 959758 37756 X 6 23525 0 14231
F M C CORP COM NEW 30249130 3779824 149993 X 3 149993 0 0
F M C CORP COM NEW 30249130 62936 2478 X 5 1778 0 700
F M C CORP COM NEW 30249130 71518 2838 X X 6 2838 0 0
F M C CORP COM NEW 30249130 10080 400 X 6 400 0 0
F M C CORP COM NEW 30249130 1506960 59800 X 8 59800 0 0
FMC TECHNOLOGIES INC COM 30249U10 1383432 64586 X 3 64586 0 0
FMC TECHNOLOGIES INC COM 30249U10 41687 1909 X 5 1024 0 885
FMC TECHNOLOGIES INC COM 30249U10 12402 579 X X 6 579 0 0
FMC TECHNOLOGIES INC COM 30249U10 30631 1430 X 6 1430 0 0
F N B CORP N C COM 30251910 135564 5216 X 5 0 0 5216
F N B CORP N C COM 30251910 719595 29157 X 6 29157 0 0
FNB CORP PA COM 30252010 76418 2215 X 5 2215 0 0
FNB CORP PA COM 30252010 138483 4014 X X 6 4014 0 0
FNB CORP PA COM 30252010 155112 4496 X 6 4496 0 0
FNB FINANCIAL SERVICES CORP COM 30252610 54813 2499 X 13 0 0 2499
FNB FINANCIAL SERVICES CORP COM 30252610 79479 4008 X X 6 4008 0 0
FNB FINANCIAL SERVICES CORP COM 30252610 314087 15839 X 6 15839 0 0
FPL GROUP INC COM 30257110 240160 3800 X X 1 3800 0 0
FPL GROUP INC COM 30257110 363400 5750 X 1 5650 0 100
FPL GROUP INC COM 30257110 40448 640 X 11 0 0 640
FPL GROUP INC COM 30257110 66578 1046 X 13 0 0 1046
FPL GROUP INC COM 30257110 24803472 391299 X 3 391299 0 0
FPL GROUP INC COM 30257110 12640 200 X X 4 200 0 0
FPL GROUP INC COM 30257110 12640 200 X 4 200 0 0
FPL GROUP INC COM 30257110 7028537 111118 X 5 98052 0 13066
FPL GROUP INC COM 30257110 36830053 582754 X X 6 505888 28727 48139
FPL GROUP INC COM 30257110 66138737 1046499 X 6 943179 3281 100039
FPL GROUP INC COM 30257110 17380 275 X X 7 275 0 0
FPL GROUP INC COM 30257110 121534 1923 X 7 1923 0 0
FX ENERGY INC COM 30269510 8560 2675 X 13 0 0 2675
FX ENERGY INC COM 30269510 156218 48818 X 5 0 0 48818
FTI CONSULTING INC COM 30294110 44232958 2549450 X 11 2011300 1600 536550
FTI CONSULTING INC COM 30294110 720025 41500 X 3 41500 0 0
FTI CONSULTING INC COM 30294110 336145 19363 X 5 18904 0 459
FTI CONSULTING INC COM 30294110 8675 500 X X 6 500 0 0
FTI CONSULTING INC COM 30294110 16309 940 X 6 940 0 0
FACTSET RESH SYS INC COM 30307510 1806553 40734 X 3 40734 0 0
FACTSET RESH SYS INC COM 30307510 177526 3973 X 5 3176 0 797
FACTSET RESH SYS INC COM 30307510 72690 1639 X X 6 1639 0 0
FACTSET RESH SYS INC COM 30307510 479512 10812 X 6 9061 0 1751
FAIR ISAAC CORP COM 30325010 2800659 47501 X 3 47501 0 0
FAIR ISAAC CORP COM 30325010 1062809 18001 X 5 11877 0 6124
FAIR ISAAC CORP COM 30325010 2653 45 X X 6 45 0 0
FAIR ISAAC CORP COM 30325010 75940 1288 X 6 1288 0 0
FAIR ISAAC CORP COM 30325010 13915 236 X X 7 236 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1905042 114900 X 3 114900 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 30372610 4916 292 X 5 24 0 268
FAIRCHILD SEMICONDUCTOR INTL COM 30372610 111501 6725 X 6 6725 0 0
FAIRMONT HOTELS RESORTS INC COM 30520410 4004137 155497 X 5 155295 0 202
FAIRMONT HOTELS RESORTS INC COM 30520410 9862 383 X X 6 187 196 0
FAIRMONT HOTELS RESORTS INC COM 30520410 31415 1220 X 6 1220 0 0
FALCON PRODS INC COM 30607510 228000 40000 X 5 40000 0 0
FAMILY DLR STORES INC COM 30700010 69808 1750 X X 1 1750 0 0
FAMILY DLR STORES INC COM 30700010 23934 600 X 1 600 0 0
FAMILY DLR STORES INC COM 30700010 2755641 66851 X 3 66851 0 0
FAMILY DLR STORES INC COM 30700010 3191 80 X X 4 80 0 0
FAMILY DLR STORES INC COM 30700010 5744 144 X 4 144 0 0
FAMILY DLR STORES INC COM 30700010 870582 21708 X 5 17865 0 3843
FAMILY DLR STORES INC COM 30700010 14572296 365312 X X 6 342397 13465 9450
FAMILY DLR STORES INC COM 30700010 15828033 396792 X 6 378253 330 18209
FAMILY DLR STORES INC COM 30700010 22139 555 X 7 555 0 0
FARGO ELECTRONICS INC COM 30744P10 3720849 297430 X 5 297430 0 0
FASTENAL CO COM 31190010 3824 100 X 13 0 0 100
FASTENAL CO COM 31190010 3413794 90312 X 3 90312 0 0
FASTENAL CO COM 31190010 2262635 59528 X 5 29183 0 30345
FASTENAL CO COM 31190010 60432 1600 X X 6 1600 0 0
FASTENAL CO COM 31190010 134084 3550 X 6 550 0 3000
FEDDERS CORP COM NEW 31313550 63800 11000 X 5 11000 0 0
FEDDERS CORP COM NEW 31313550 97816 16865 X X 6 0 865 16000
FEDDERS CORP COM NEW 31313550 5800 1000 X 6 1000 0 0
FEDERAL HOME LN MTG CORP COM 31340030 149198 2850 X 1 2850 0 0
FEDERAL HOME LN MTG CORP COM 31340030 2356 45 X 11 0 0 45
FEDERAL HOME LN MTG CORP COM 31340030 631576 11759 X 13 0 0 11759
FEDERAL HOME LN MTG CORP COM 31340030 53829673 1007072 X 3 1007072 0 0
FEDERAL HOME LN MTG CORP COM 31340030 15286 292 X X 4 292 0 0
FEDERAL HOME LN MTG CORP COM 31340030 8795 168 X 4 168 0 0
FEDERAL HOME LN MTG CORP COM 31340030 14627860 277665 X 5 209958 0 67707
FEDERAL HOME LN MTG CORP COM 31340030 16232636 310079 X X 6 264090 16870 29119
FEDERAL HOME LN MTG CORP COM 31340030 42614209 814025 X 6 650371 1540 162114
FEDERAL HOME LN MTG CORP COM 31340030 36540 698 X 7 698 0 0
FEDERAL NATL MTG ASSN COM 31358610 593190 8450 X X 1 8450 0 0
FEDERAL NATL MTG ASSN COM 31358610 1439100 20500 X 1 20500 0 0
FEDERAL NATL MTG ASSN COM 31358610 6183918 88090 X 11 5400 0 82690
FEDERAL NATL MTG ASSN COM 31358610 1197797 16868 X 13 0 0 16868
FEDERAL NATL MTG ASSN COM 31358610 107249895 1504110 X 3 1504110 0 0
FEDERAL NATL MTG ASSN COM 31358610 11092 158 X X 4 158 0 0
FEDERAL NATL MTG ASSN COM 31358610 8986 128 X 4 128 0 0
FEDERAL NATL MTG ASSN COM 31358610 30557261 433052 X 5 239248 0 193804
FEDERAL NATL MTG ASSN COM 31358610 69726852 993260 X X 6 775244 162371 55645
FEDERAL NATL MTG ASSN COM 31358610 99154341 1412455 X 6 1214582 2925 194948
FEDERAL NATL MTG ASSN COM 31358610 94559 1347 X 7 1347 0 0
FEDERAL NATL MTG ASSN COM 31358610 4204980 59900 X 8 59900 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 18675 500 X 13 0 0 500
FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 676613 18296 X 5 13761 0 4535
FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 234651 6366 X X 6 6166 0 200
FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 146002 3961 X 6 3561 0 400
FEDERAL SIGNAL CORP COM 31385510 20480 1350 X 13 0 0 1350
FEDERAL SIGNAL CORP COM 31385510 700002 46980 X 3 46980 0 0
FEDERAL SIGNAL CORP COM 31385510 901323 59450 X 5 1975 0 57475
FEDERAL SIGNAL CORP COM 31385510 323732 21727 X X 6 21227 0 500
FEDERAL SIGNAL CORP COM 31385510 39515 2652 X 6 2652 0 0
FEDERATED DEPT STORES INC DE COM 31410H10 8230291 196427 X 3 196427 0 0
FEDERATED DEPT STORES INC DE COM 31410H10 3784097 90253 X 5 87246 0 3007
FEDERATED DEPT STORES INC DE COM 31410H10 780346 18624 X X 6 4133 400 14091
FEDERATED DEPT STORES INC DE COM 31410H10 5087205 121413 X 6 43475 0 77938
FEDERATED DEPT STORES INC DE COM 31410H10 2940333 70175 X 8 70175 0 0
FEDERATED INVS INC PA CL B 31421110 1169605 42224 X 3 42224 0 0
FEDERATED INVS INC PA CL B 31421110 913320 32080 X 5 1200 0 30880
FEDERATED INVS INC PA CL B 31421110 143348 5175 X X 6 5175 0 0
FEDERATED INVS INC PA CL B 31421110 1582141 57117 X 6 45559 0 11558
FEDEX CORP COM 31428X10 57606 876 X 13 0 0 876
FEDEX CORP COM 31428X10 24171237 375155 X 3 375155 0 0
FEDEX CORP COM 31428X10 15520473 239696 X 5 181892 0 57804
FEDEX CORP COM 31428X10 4628973 71845 X X 6 49124 4453 18268
FEDEX CORP COM 31428X10 14212485 220588 X 6 127427 5853 87308
FEDEX CORP COM 31428X10 18685 290 X X 7 290 0 0
FEDEX CORP COM 31428X10 9665 150 X 7 150 0 0
FELCOR LODGING TR INC COM 31430F10 131883 12730 X 5 12730 0 0
FELCOR LODGING TR INC COM 31430F10 70085 6765 X X 6 6365 400 0
FELCOR LODGING TR INC COM 31430F10 42963 4147 X 6 4147 0 0
FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 193715 8500 X 13 0 0 8500
FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 272299 12070 X 5 11570 0 500
FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 13530 600 X X 6 600 0 0
FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 15785 700 X 6 700 0 0
FERRO CORP COM 31540510 47856012 2240450 X 11 1837800 1800 400850
FERRO CORP COM 31540510 985380 46132 X 3 46132 0 0
FERRO CORP COM 31540510 322861 14901 X 5 602 0 14299
FERRO CORP COM 31540510 166138 7778 X X 6 7778 0 0
FERRO CORP COM 31540510 177993 8333 X 6 8333 0 0
F5 NETWORKS INC COM 31561610 5992221 309100 X 3 309100 0 0
F5 NETWORKS INC COM 31561610 45659 2365 X 5 2065 0 300
F5 NETWORKS INC COM 31561610 10236 532 X X 6 532 0 0
F5 NETWORKS INC COM 31561610 858354 44613 X 6 39250 63 5300
FIDELITY NATIONAL SOLTNS INC COM 31620P10 256129 10307 X 5 10307 0 0
FIDELITY NATL FINL INC COM 31632610 13151 438 X 11 0 0 438
FIDELITY NATL FINL INC COM 31632610 8691188 289128 X 3 289128 0 0
FIDELITY NATL FINL INC COM 31632610 946947 31361 X 5 13714 0 17647
FIDELITY NATL FINL INC COM 31632610 928223 30879 X X 6 14066 0 16813
FIDELITY NATL FINL INC COM 31632610 1143062 38026 X 6 20403 0 17623
FIFTH THIRD BANCORP COM 31677310 12285496 221480 X 3 221480 0 0
FIFTH THIRD BANCORP COM 31677310 1603722 28274 X 5 10991 0 17283
FIFTH THIRD BANCORP COM 31677310 2121795 38203 X X 6 37000 0 1203
FIFTH THIRD BANCORP COM 31677310 4671580 84112 X 6 39924 0 44188
FIFTH THIRD BANCORP COM 31677310 14163 255 X X 7 255 0 0
FIFTH THIRD BANCORP COM 31677310 3110 56 X 7 56 0 0
FILENET CORP COM 31686910 2749751 137008 X 3 137008 0 0
FINANCIAL FED CORP COM 31749210 127562 4181 X X 6 4181 0 0
FINANCIAL FED CORP COM 31749210 910113 29830 X 6 29830 0 0
FIRST AMERN CORP CALIF COM 31852230 1892101 75988 X 3 75988 0 0
FIRST AMERN CORP CALIF COM 31852230 225667 9056 X 5 8696 0 360
FIRST AMERN CORP CALIF COM 31852230 21464 862 X 6 862 0 0
FIRST BANCORP N C COM 31891010 58800 2000 X 13 0 0 2000
FIRST BANCORP N C COM 31891010 654591 22265 X 5 0 0 22265
FIRST BANCORP N C COM 31891010 1207511 43110 X 6 43110 0 0
FIRST CHARTER CORP COM 31943910 622758 30620 X 5 5778 0 24842
FIRST CHARTER CORP COM 31943910 5918226 301950 X X 6 293375 0 8575
FIRST CHARTER CORP COM 31943910 2762270 140932 X 6 140932 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M10 10925 100 X 5 0 0 100
FIRST CTZNS BANCSHARES INC N CL A 31946M10 75998 719 X X 6 419 300 0
FIRST CTZNS BANCSHARES INC N CL A 31946M10 1446716 13687 X 6 13687 0 0
FIRST COLONIAL GROUP INC COM 31973410 5785 100 X 5 0 0 100
FIRST COLONIAL GROUP INC COM 31973410 253985 4398 X 6 4398 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A10 857900 24310 X X 6 24310 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A10 15492 439 X 6 439 0 0
FIRST DATA CORP COM 31996310 15984 400 X X 1 400 0 0
FIRST DATA CORP COM 31996310 670649 16783 X 1 16783 0 0
FIRST DATA CORP COM 31996310 7992 200 X 11 0 0 200
FIRST DATA CORP COM 31996310 957599 23396 X 13 0 0 23396
FIRST DATA CORP COM 31996310 50983366 1229277 X 3 1229277 0 0
FIRST DATA CORP COM 31996310 9431 236 X X 4 236 0 0
FIRST DATA CORP COM 31996310 75604 1892 X 4 1892 0 0
FIRST DATA CORP COM 31996310 33019310 816535 X 5 413885 0 402650
FIRST DATA CORP COM 31996310 24266389 607267 X X 6 547094 30005 30168
FIRST DATA CORP COM 31996310 77615187 1942322 X 6 1634090 2990 305242
FIRST DATA CORP COM 31996310 9990 250 X X 7 250 0 0
FIRST DATA CORP COM 31996310 120559 3017 X 7 3017 0 0
FIRST DATA CORP DEBT 2.000% 3/ 319963AD 112713 106000 X 5 101000 0 5000
FIRST DATA CORP DEBT 2.000% 3/ 319963AD 2160 2000 X 6 2000 0 0
FIRST FINL FD INC COM 32022810 11165 700 X 13 0 0 700
FIRST FINL FD INC COM 32022810 33410 2110 X 5 1110 0 1000
FIRST FINL FD INC COM 32022810 226402 14393 X 6 14393 0 0
FIRST FINL HLDGS INC COM 32023910 38488 1250 X 5 300 0 950
FIRST FINL HLDGS INC COM 32023910 311780 10317 X X 6 7596 2721 0
FIRST FINL HLDGS INC COM 32023910 98366 3255 X 6 3255 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K10 3250 100 X 13 0 0 100
FIRST INDUSTRIAL REALTY TRUS COM 32054K10 825759 25490 X 5 6200 0 19290
FIRST INDUSTRIAL REALTY TRUS COM 32054K10 46822 1460 X X 6 460 1000 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K10 3945 123 X 6 123 0 0
FIRST LONG IS CORP COM 32073410 285692 7560 X 6 7560 0 0
FIRST MIDWEST BANCORP DEL COM 32086710 311688 10491 X 5 10491 0 0
FIRST MIDWEST BANCORP DEL COM 32086710 53478 1800 X 6 1800 0 0
FIRST NATL CORP ORANGEBURG S COM 32094210 762962 28791 X X 6 0 28791 0
FIRST NATL CORP ORANGEBURG S COM 32094210 3093213 116725 X 6 116725 0 0
FIRST HEALTH GROUP CORP COM 32096010 3311008 126616 X 3 126616 0 0
FIRST HEALTH GROUP CORP COM 32096010 1603436 61036 X 5 58784 0 2252
FIRST HEALTH GROUP CORP COM 32096010 21953 836 X X 6 836 0 0
FIRST HEALTH GROUP CORP COM 32096010 147975 5635 X 6 5635 0 0
FIRST NIAGARA FINL GP INC COM 33582V10 114971 7619 X 5 7619 0 0
FIRST NIAGARA FINL GP INC COM 33582V10 5885 390 X X 6 390 0 0
FIRST NIAGARA FINL GP INC COM 33582V10 77034 5105 X 6 3605 0 1500
FIRST SHARES BANCORP GREENWO COM 33640Q10 506480 50396 X 5 0 0 50396
FIRST SENTINEL BANCORP INC COM 33640T10 200072 10915 X 13 0 0 10915
FIRST SENTINEL BANCORP INC COM 33640T10 8940 500 X X 6 500 0 0
FIRST ST BANCORPORATION COM 33645310 9202788 310800 X 11 270400 1300 39100
FIRST ST BANCORPORATION COM 33645310 4589135 154986 X 3 154986 0 0
FIRST TENN NATL CORP COM 33716210 169840 4000 X X 1 4000 0 0
FIRST TENN NATL CORP COM 33716210 127380 3000 X 1 3000 0 0
FIRST TENN NATL CORP COM 33716210 2140578 50414 X 3 50414 0 0
FIRST TENN NATL CORP COM 33716210 9145224 214274 X 5 170617 0 43657
FIRST TENN NATL CORP COM 33716210 1930274 45461 X X 6 41361 1200 2900
FIRST TENN NATL CORP COM 33716210 3403835 80166 X 6 38163 0 42003
FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 90114 49513 X 5 0 0 49513
FIRST UTD CORP COM 33741H10 115575 5025 X 5 0 0 5025
FIRST UTD CORP COM 33741H10 783162 34730 X 6 34730 0 0
FISERV INC COM 33773810 4632 123 X 13 0 0 123
FISERV INC COM 33773810 2907023 80238 X 3 80238 0 0
FISERV INC COM 33773810 1335961 36513 X 5 28554 0 7959
FISERV INC COM 33773810 102193 2816 X X 6 2816 0 0
FISERV INC COM 33773810 1970003 54285 X 6 20465 0 33820
FISERV INC COM 33773810 21701 598 X X 7 598 0 0
FISERV INC COM 33773810 3194 88 X 7 88 0 0
FIRSTFED FINL CORP COM 33790710 8260 200 X 13 0 0 200
FIRSTFED FINL CORP COM 33790710 2629673 66574 X 3 66574 0 0
FIRSTFED FINL CORP COM 33790710 108625 2750 X 5 2750 0 0
FIRSTFED FINL CORP COM 33790710 129639 3282 X 6 366 0 2916
FIRSTMERIT CORP COM 33791510 44962427 1817398 X 11 1379029 0 438369
FIRSTMERIT CORP COM 33791510 2871028 116048 X 3 116048 0 0
FIRSTMERIT CORP COM 33791510 654643 26413 X 5 23449 0 2964
FIRSTMERIT CORP COM 33791510 387082 15646 X X 6 15646 0 0
FLAGSTAR BANCORP INC COM 33793010 731107 31948 X 5 27748 0 4200
FLAGSTAR BANCORP INC COM 33793010 21734 947 X 6 947 0 0
FIRSTENERGY CORP COM 33793210 626810 19346 X 13 0 0 19346
FIRSTENERGY CORP COM 33793210 10383705 325508 X 3 325508 0 0
FIRSTENERGY CORP COM 33793210 1513324 46982 X 5 17786 0 29196
FIRSTENERGY CORP COM 33793210 817214 25618 X X 6 21034 2768 1816
FIRSTENERGY CORP COM 33793210 1939137 60788 X 6 53498 0 7290
FISHER SCIENTIFIC INTL INC COM NEW 33803220 53720 1360 X 13 0 0 1360
FISHER SCIENTIFIC INTL INC COM NEW 33803220 7017192 176800 X 3 176800 0 0
FISHER SCIENTIFIC INTL INC COM NEW 33803220 516123 13019 X 5 9857 0 3162
FISHER SCIENTIFIC INTL INC COM NEW 33803220 51994 1310 X X 6 1310 0 0
FISHER SCIENTIFIC INTL INC COM NEW 33803220 417896 10529 X 6 10529 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 1328174 39400 X 3 39400 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 60678 1800 X 5 1800 0 0
FLEETBOSTON FINL CORP COM 33903010 172820 5732 X X 1 5532 200 0
FLEETBOSTON FINL CORP COM 33903010 387428 12850 X 1 12850 0 0
FLEETBOSTON FINL CORP COM 33903010 250245 8300 X 11 0 0 8300
FLEETBOSTON FINL CORP COM 33903010 101305 3248 X 13 0 0 3248
FLEETBOSTON FINL CORP COM 33903010 53262055 1766269 X 3 1766269 0 0
FLEETBOSTON FINL CORP COM 33903010 6119170 199749 X 5 106732 0 93017
FLEETBOSTON FINL CORP COM 33903010 26200968 869021 X X 6 704367 56127 108527
FLEETBOSTON FINL CORP COM 33903010 22711603 753287 X 6 590027 0 163260
FLEETBOSTON FINL CORP COM 33903010 5713 190 X X 7 190 0 0
FLEETBOSTON FINL CORP COM 33903010 13326 442 X 7 442 0 0
FLEETBOSTON FINL CORP COM 33903010 4435065 147100 X 8 147100 0 0
FLEETWOOD ENTERPRISES INC COM 33909910 10511623 1129068 X 5 0 0 1129068
FLORIDA EAST COAST INDS CL A 34063210 402173 13903 X 5 11934 0 1969
FLORIDA EAST COAST INDS CL A 34063210 8711 303 X X 6 103 0 200
FLORIDA EAST COAST INDS CL A 34063210 733499 25513 X 6 25513 0 0
FLORIDA PUB UTILS CO COM 34113510 632062 41583 X 5 0 0 41583
FLORIDA PUB UTILS CO COM 34113510 146898 9545 X X 6 2428 0 7117
FLORIDA PUB UTILS CO COM 34113510 2342866 152233 X 6 152233 0 0
FLORIDA ROCK INDS INC COM 34114010 650269 12966 X 5 7666 0 5300
FLORIDA ROCK INDS INC COM 34114010 1684416 33960 X X 6 33960 0 0
FLORIDA ROCK INDS INC COM 34114010 11854995 239012 X 6 239012 0 0
FLORIDAFIRST BANCORP INC NEW COM 34325810 8088 300 X 13 0 0 300
FLORIDAFIRST BANCORP INC NEW COM 34325810 1023459 38900 X 3 38900 0 0
FLUOR CORP NEW COM 34341210 16405 425 X 13 0 0 425
FLUOR CORP NEW COM 34341210 1244396 33335 X 3 33335 0 0
FLUOR CORP NEW COM 34341210 386629 10298 X 5 8562 0 1736
FLUOR CORP NEW COM 34341210 149320 4000 X X 6 900 3100 0
FLUOR CORP NEW COM 34341210 1175335 31485 X 6 21343 0 10142
FLOWERS FOODS INC COM 34349810 394305 17268 X 5 16353 0 915
FLOWERS FOODS INC COM 34349810 113270 4968 X X 6 4968 0 0
FLOWERS FOODS INC COM 34349810 3258964 142937 X 6 142937 0 0
FLOWSERVE CORP COM 34354P10 8444 400 X 13 0 0 400
FLOWSERVE CORP COM 34354P10 1098352 54106 X 3 54106 0 0
FLOWSERVE CORP COM 34354P10 52345 2518 X 5 1000 0 1518
FLOWSERVE CORP COM 34354P10 294350 14500 X X 6 14500 0 0
FLOWSERVE CORP COM 34354P10 3294690 162300 X 8 162300 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2445568 64104 X 3 64104 0 0
FOOT LOCKER INC COM 34484910 39854398 2460148 X 11 2215648 2600 241900
FOOT LOCKER INC COM 34484910 246240 15200 X 3 15200 0 0
FOOT LOCKER INC COM 34484910 176595 10820 X 5 9186 0 1634
FOOT LOCKER INC COM 34484910 134784 8320 X X 6 7760 560 0
FOOT LOCKER INC COM 34484910 808461 49905 X 6 49905 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 41529 3856 X X 1 3856 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 64674 6005 X 1 6005 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 16974 1576 X 11 0 0 1576
FORD MTR CO DEL COM PAR $0.01 34537086 750149 67581 X 13 0 0 67581
FORD MTR CO DEL COM PAR $0.01 34537086 7903586 733852 X 3 733852 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 7951512 726445 X 5 339471 0 386974
FORD MTR CO DEL COM PAR $0.01 34537086 8381376 778215 X X 6 702734 24274 51207
FORD MTR CO DEL COM PAR $0.01 34537086 6020516 559008 X 6 333857 1048 224103
FORD MTR CO DEL COM PAR $0.01 34537086 62466 5800 X 8 5800 0 0
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 70864 1600 X 13 0 0 1600
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 2715137 62425 X 5 50680 0 11745
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 424438 9800 X X 6 9000 200 600
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 199876 4615 X 6 4615 0 0
FORDING CDN COAL TR TR UNIT 34542510 334182 15400 X 5 15334 0 66
FORDING CDN COAL TR TR UNIT 34542510 716 33 X X 6 0 33 0
FOREST CITY ENTERPRISES INC CL A 34555010 11544 266 X 13 0 0 266
FOREST CITY ENTERPRISES INC CL A 34555010 16388138 374586 X 3 374586 0 0
FOREST CITY ENTERPRISES INC CL A 34555010 116568 2672 X 5 1724 0 948
FOREST LABS INC COM 34583810 601965 11700 X 11 0 0 11700
FOREST LABS INC COM 34583810 3000 60 X 13 0 0 60
FOREST LABS INC COM 34583810 23623833 459161 X 3 459161 0 0
FOREST LABS INC COM 34583810 5102235 99722 X 5 80093 0 19629
FOREST LABS INC COM 34583810 393284 7644 X X 6 1725 0 5919
FOREST LABS INC COM 34583810 3011934 58541 X 6 25012 500 33029
FOREST OIL CORP COM PAR $0.01 34609170 16590764 692725 X 3 692725 0 0
FOREST OIL CORP COM PAR $0.01 34609170 1348458 55492 X 5 27742 0 27750
FOREST OIL CORP COM PAR $0.01 34609170 1844 77 X 6 77 0 0
FORGENT NETWORKS INC COM 34629U10 54714 16530 X 5 0 0 16530
FORMFACTOR INC COM 34637510 4496349 207110 X 3 207110 0 0
FORMFACTOR INC COM 34637510 8139 377 X X 6 377 0 0
FORMFACTOR INC COM 34637510 531157 24602 X 6 21648 22 2932
FORT DEARBORN INCOME SECS IN COM 34720010 366546 24948 X 5 5981 0 18967
FORT DEARBORN INCOME SECS IN COM 34720010 24990 1700 X X 6 1700 0 0
FORT DEARBORN INCOME SECS IN COM 34720010 31679 2155 X 6 2155 0 0
FORTUNE BRANDS INC COM 34963110 170250 3000 X X 1 3000 0 0
FORTUNE BRANDS INC COM 34963110 198625 3500 X 1 3500 0 0
FORTUNE BRANDS INC COM 34963110 705610 11901 X 13 0 0 11901
FORTUNE BRANDS INC COM 34963110 3277880 57260 X 3 57260 0 0
FORTUNE BRANDS INC COM 34963110 17687955 304532 X 5 144774 0 159758
FORTUNE BRANDS INC COM 34963110 14349748 252859 X X 6 199015 25738 28106
FORTUNE BRANDS INC COM 34963110 8442357 148764 X 6 120374 0 28390
FORTUNE BRANDS INC COM 34963110 8513 150 X 7 150 0 0
FORWARD AIR CORP COM 34985310 90368 3208 X 5 380 0 2828
FORWARD AIR CORP COM 34985310 53555 1932 X X 6 1932 0 0
FORWARD AIR CORP COM 34985310 408288 14729 X 6 14729 0 0
FOUNDRY NETWORKS INC COM 35063R10 446877 20424 X 13 0 0 20424
FOUNDRY NETWORKS INC COM 35063R10 8539011 394057 X 3 394057 0 0
FOUNDRY NETWORKS INC COM 35063R10 3147673 146215 X 5 135557 0 10658
FOUNDRY NETWORKS INC COM 35063R10 17716 824 X X 6 824 0 0
FOUNDRY NETWORKS INC COM 35063R10 1027227 47778 X 6 36868 79 10831
FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 229624 4610 X 3 4610 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 167963 3360 X 5 1285 0 2075
FOX ENTMT GROUP INC CL A 35138T10 222211 7584 X 13 0 0 7584
FOX ENTMT GROUP INC CL A 35138T10 128754 4600 X 3 4600 0 0
FOX ENTMT GROUP INC CL A 35138T10 2437229 86109 X 5 65469 0 20640
FOX ENTMT GROUP INC CL A 35138T10 498670 17816 X 6 17816 0 0
FOX ENTMT GROUP INC CL A 35138T10 13995 500 X 7 500 0 0
FRANCE GROWTH FD INC COM 35177K10 3518 530 X 5 130 0 400
FRANCE GROWTH FD INC COM 35177K10 5998740 908900 X 9 908900 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 844007 35000 X 3 35000 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 3098 127 X 5 0 0 127
FRANCE TELECOM SPONSORED ADR 35177Q10 19824 853 X X 6 853 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 178716 7690 X 6 7690 0 0
FRANKLIN ELEC INC COM 35351410 1456979 26167 X 3 26167 0 0
FRANKLIN ELEC INC COM 35351410 782360 14051 X 5 14051 0 0
FRANKLIN ELEC INC COM 35351410 138309 2484 X 6 2484 0 0
FRANKLIN RES INC COM 35461310 13263 300 X X 1 300 0 0
FRANKLIN RES INC COM 35461310 361611 7965 X 13 0 0 7965
FRANKLIN RES INC COM 35461310 4317770 97665 X 3 97665 0 0
FRANKLIN RES INC COM 35461310 1813162 40876 X 5 35805 0 5071
FRANKLIN RES INC COM 35461310 2271068 51370 X X 6 48185 500 2685
FRANKLIN RES INC COM 35461310 1338988 30287 X 6 30287 0 0
FRANKLIN UNVL TR SH BEN INT 35514510 2700 500 X 13 0 0 500
FRANKLIN UNVL TR SH BEN INT 35514510 202500 37630 X 5 35121 0 2509
FRANKLIN UNVL TR SH BEN INT 35514510 10475 1947 X 6 1947 0 0
FREDS INC CL A 35610810 1197569 36334 X 5 36334 0 0
FREDS INC CL A 35610810 82070 2490 X X 6 2490 0 0
FREDS INC CL A 35610810 1619292 49129 X 6 34579 0 14550
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 22768464 687869 X 3 687869 0 0
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1553752 46370 X 5 30616 0 15754
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1546564 46724 X X 6 7215 10580 28929
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 4760872 143833 X 6 34537 0 109296
FRESENIUS MED CARE AG SPONSORED ADR 35802910 365904 19008 X 3 19008 0 0
FRESENIUS MED CARE AG SPONSORED ADR 35802910 102975 5341 X 5 5094 0 247
FRESENIUS MED CARE AG SPONSORED ADR 35802910 21926 1139 X X 6 1139 0 0
FRESENIUS MED CARE AG SPONSORED ADR 35802910 39309 2042 X 6 2042 0 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 2250191 130398 X 5 102885 0 27513
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 98774 5726 X X 6 2746 2980 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 159287 9234 X 6 9234 0 0
FRONTIER AIRLINES INC NEW COM 35906510 3758641 228350 X 3 228350 0 0
FRONTIER AIRLINES INC NEW COM 35906510 351109 21357 X 5 21357 0 0
FRONTIER AIRLINES INC NEW COM 35906510 568824 34600 X 6 30600 0 4000
FRONTIER OIL CORP COM 35914P10 114660 7800 X 3 7800 0 0
FRONTIER OIL CORP COM 35914P10 48510 3300 X 6 3300 0 0
FROZEN FOOD EXPRESS INDS INC COM 35936010 477220 107000 X 5 0 0 107000
FUEL-TECH N V COM 35952310 19474 3640 X X 6 3640 0 0
FUEL-TECH N V COM 35952310 81534 15240 X 6 15240 0 0
FUJI PHOTO FILM LTD ADR 35958630 1416 48 X 13 0 0 48
FUJI PHOTO FILM LTD ADR 35958630 86028 2921 X 5 473 0 2448
FUJI PHOTO FILM LTD ADR 35958630 18951 649 X X 6 649 0 0
FUJI PHOTO FILM LTD ADR 35958630 344677 11804 X 6 11804 0 0
FUJI PHOTO FILM LTD ADR 35958630 7388 253 X X 7 253 0 0
FULLER H B CO COM 35969410 276678 11400 X 6 2400 0 9000
FULTON FINL CORP PA COM 36027110 152651 7557 X 5 7557 0 0
FULTON FINL CORP PA COM 36027110 973357 48186 X X 6 40286 7900 0
FULTON FINL CORP PA COM 36027110 4185420 207199 X 6 199432 0 7767
FURNITURE BRANDS INTL INC COM 36092110 22994413 954125 X 11 761800 0 192325
FURNITURE BRANDS INTL INC COM 36092110 10454676 432719 X 3 432719 0 0
FURNITURE BRANDS INTL INC COM 36092110 890790 36932 X 5 34582 0 2350
FURNITURE BRANDS INTL INC COM 36092110 83531 3466 X X 6 3466 0 0
FURNITURE BRANDS INTL INC COM 36092110 1337213 55486 X 6 51705 31 3750
GATX CORP COM 36144810 2971575 140500 X 11 140500 0 0
GATX CORP COM 36144810 3131744 148073 X 3 148073 0 0
GATX CORP COM 36144810 63809 3011 X 5 2437 0 574
GATX CORP COM 36144810 89930 4252 X X 6 2300 1952 0
GATX CORP COM 36144810 8460 400 X 6 400 0 0
GSI COMMERCE INC COM 36238G10 1742508 174600 X 3 174600 0 0
GSI COMMERCE INC COM 36238G10 538 54 X 5 54 0 0
GSI COMMERCE INC COM 36238G10 234295 23500 X 6 20500 0 3000
GABELLI EQUITY TR INC COM 36239710 54290 7437 X 11 0 0 7437
GABELLI EQUITY TR INC COM 36239710 11085 1500 X 13 0 0 1500
GABELLI EQUITY TR INC COM 36239710 137459 18830 X 5 18830 0 0
GABELLI EQUITY TR INC COM 36239710 127575 17476 X X 6 14487 2989 0
GABELLI EQUITY TR INC COM 36239710 13198 1808 X 6 1808 0 0
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1929 248 X 11 0 0 248
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 545 70 X 5 70 0 0
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1027 132 X 6 132 0 0
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 548490 70500 X 9 70500 0 0
GABELLI ASSET MGMT INC CL A 36239Y10 87759 2461 X X 6 2461 0 0
GABELLI ASSET MGMT INC CL A 36239Y10 616383 17285 X 6 17285 0 0
GABELLI UTIL TR COM 36240A10 401 50 X 13 0 0 50
GABELLI UTIL TR COM 36240A10 154646 19592 X 5 19092 0 500
GABELLI UTIL TR COM 36240A10 10533 1335 X X 6 1000 335 0
GABELLI UTIL TR COM 36240A10 1215 154 X 6 154 0 0
GABELLI CONV & INCOME SECS F CONV SECS FD 36240B10 674913 68173 X 5 68173 0 0
GABLES RESIDENTIAL TR SH BEN INT 36241810 12554 381 X 13 0 0 381
GABLES RESIDENTIAL TR SH BEN INT 36241810 1115991 33992 X 5 6445 0 27547
GABLES RESIDENTIAL TR SH BEN INT 36241810 53328 1650 X X 6 1650 0 0
GADZOOKS INC COM 36255310 3430971 699627 X 3 699627 0 0
GADZOOKS INC COM 36255310 2340 450 X 5 0 0 450
GALLAGHER ARTHUR J & CO COM 36357610 17475626 617950 X 11 489100 1100 127750
GALLAGHER ARTHUR J & CO COM 36357610 2593587 91711 X 3 91711 0 0
GALLAGHER ARTHUR J & CO COM 36357610 1687184 59438 X 5 51492 0 7946
GALLAGHER ARTHUR J & CO COM 36357610 154550 5465 X X 6 4635 0 830
GALLAGHER ARTHUR J & CO COM 36357610 12330 436 X 6 436 0 0
GALLAGHER ARTHUR J & CO COM 36357610 10888 385 X X 7 385 0 0
GALLAHER GROUP PLC SPONSORED ADR 36359510 266858 7073 X 5 3550 0 3523
GALLAHER GROUP PLC SPONSORED ADR 36359510 7213173 192300 X X 6 166221 22972 3107
GALLAHER GROUP PLC SPONSORED ADR 36359510 3440792 91730 X 6 80730 0 11000
GANNETT INC COM 36473010 7058 91 X 1 91 0 0
GANNETT INC COM 36473010 5430363 70015 X 11 9950 0 60065
GANNETT INC COM 36473010 295856 3794 X 13 0 0 3794
GANNETT INC COM 36473010 15565439 180390 X 3 180390 0 0
GANNETT INC COM 36473010 776 10 X X 4 10 0 0
GANNETT INC COM 36473010 63909 824 X 4 824 0 0
GANNETT INC COM 36473010 13261064 170610 X 5 102658 0 67952
GANNETT INC COM 36473010 26749901 344893 X X 6 170707 103285 70901
GANNETT INC COM 36473010 33491571 431815 X 6 375488 1049 55278
GANNETT INC COM 36473010 1163 15 X X 7 15 0 0
GANNETT INC COM 36473010 11169 144 X 7 144 0 0
GAP INC DEL COM 36476010 13440279 785063 X 3 785063 0 0
GAP INC DEL COM 36476010 3219 188 X X 4 188 0 0
GAP INC DEL COM 36476010 4993940 289091 X 5 201452 0 87639
GAP INC DEL COM 36476010 1599539 93431 X X 6 49437 2700 41294
GAP INC DEL COM 36476010 6965786 406880 X 6 138932 0 267948
GAP INC DEL COM 36476010 1250 73 X 7 73 0 0
GAP INC DEL NOTE 5.750% 3/ 364760AJ 276650 220000 X 3 220000 0 0
GAP INC DEL NOTE 5.750% 3/ 364760AJ 10012 8000 X 5 1000 0 7000
GAP INC DEL NOTE 5.750% 3/ 364760AJ 2505 2000 X 6 2000 0 0
GAMMON LAKE RES INC COM 36491510 91800 27000 X 5 0 0 27000
GARTNER INC COM 36665110 24519 2200 X 5 1700 0 500
GARTNER INC COM 36665110 38350 3480 X X 6 3480 0 0
GARTNER INC COM 36665110 235035 21328 X 6 21328 0 0
GARTNER INC CL B 36665120 2265 208 X 1 208 0 0
GARTNER INC CL B 36665120 828773 76104 X 3 76104 0 0
GARTNER INC CL B 36665120 576 52 X 5 26 0 26
GARTNER INC CL B 36665120 63696 5849 X X 6 5407 78 364
GARTNER INC CL B 36665120 314231 28855 X 6 28855 0 0
GATEWAY INC COM 36762610 713047 125980 X 3 125980 0 0
GATEWAY INC COM 36762610 301293 53232 X 5 48794 0 4438
GATEWAY INC COM 36762610 66222 11700 X X 6 6700 5000 0
GATEWAY INC COM 36762610 258373 45649 X 6 4116 0 41533
GEN-PROBE INC NEW COM 36866T10 375081 7076 X 5 6776 0 300
GEN-PROBE INC NEW COM 36866T10 14084 260 X X 6 260 0 0
GEN-PROBE INC NEW COM 36866T10 108015 1994 X 6 1994 0 0
GEMPLUS INTL S A ADR 36866Y10 52041 14873 X 5 14873 0 0
GEMPLUS INTL S A ADR 36866Y10 6491 1855 X X 6 1855 0 0
GENCORP INC COM 36868210 9100 1000 X 13 0 0 1000
GENCORP INC COM 36868210 4631894 517530 X 3 517530 0 0
GENCORP INC COM 36868210 906696 101249 X 5 97800 0 3449
GENCORP INC COM 36868210 12637 1412 X X 6 1412 0 0
GENELABS TECHNOLOGIES INC COM 36870610 29770 19700 X 5 5500 0 14200
GENELABS TECHNOLOGIES INC COM 36870610 308 200 X 6 200 0 0
GENENCOR INTL INC COM 36870910 3175232 202373 X 3 202373 0 0
GENENCOR INTL INC COM 36870910 3278 200 X 5 0 0 200
GENENCOR INTL INC COM 36870910 137332 8809 X 6 0 0 8809
GENENTECH INC COM NEW 36871040 144252 1800 X X 1 1800 0 0
GENENTECH INC COM NEW 36871040 162469 2038 X 13 0 0 2038
GENENTECH INC COM NEW 36871040 55981396 697794 X 3 697794 0 0
GENENTECH INC COM NEW 36871040 7872997 98339 X 5 79552 0 18787
GENENTECH INC COM NEW 36871040 676061 8436 X X 6 8436 0 0
GENENTECH INC COM NEW 36871040 1375283 17161 X 6 17136 0 25
GENENTECH INC COM NEW 36871040 8655 108 X X 7 108 0 0
GENENTECH INC COM NEW 36871040 3606 45 X 7 45 0 0
GENERAL AMERN INVS INC COM 36880210 30947 1110 X 13 0 0 1110
GENERAL AMERN INVS INC COM 36880210 818147 29742 X 5 28358 0 1384
GENERAL AMERN INVS INC COM 36880210 148473 5401 X X 6 2912 2489 0
GENERAL AMERN INVS INC COM 36880210 34033 1238 X 6 1238 0 0
GENERAL DYNAMICS CORP COM 36955010 3513 45 X 1 45 0 0
GENERAL DYNAMICS CORP COM 36955010 54642 700 X 11 0 0 700
GENERAL DYNAMICS CORP COM 36955010 460088 5780 X 13 0 0 5780
GENERAL DYNAMICS CORP COM 36955010 7273162 78165 X 3 78165 0 0
GENERAL DYNAMICS CORP COM 36955010 13661 175 X 4 175 0 0
GENERAL DYNAMICS CORP COM 36955010 6035049 76699 X 5 45579 0 31120
GENERAL DYNAMICS CORP COM 36955010 2317758 29692 X X 6 11442 11750 6500
GENERAL DYNAMICS CORP COM 36955010 5418613 69416 X 6 31434 0 37982
GENERAL DYNAMICS CORP COM 36955010 6245 80 X X 7 80 0 0
GENERAL DYNAMICS CORP COM 36955010 24979 320 X 7 320 0 0
GENERAL ELEC CO COM 36960410 12506189 419530 X X 1 415530 4000 0
GENERAL ELEC CO COM 36960410 8511500 285525 X 1 284325 0 1200
GENERAL ELEC CO COM 36960410 6792685 227866 X 11 12000 0 215866
GENERAL ELEC CO COM 36960410 4771419 155776 X 13 0 0 155776
GENERAL ELEC CO COM 36960410 353005608 11784586 X 3 11784586 0 0
GENERAL ELEC CO COM 36960410 39647 1330 X X 4 1330 0 0
GENERAL ELEC CO COM 36960410 97121 3258 X 4 3258 0 0
GENERAL ELEC CO COM 36960410 91864792 3049105 X 5 1864995 0 1184110
GENERAL ELEC CO COM 36960410 658001677 22073186 X X 6 19554357 1671683 847146
GENERAL ELEC CO COM 36960410 634175571 21273921 X 6 18909238 97269 2267414
GENERAL ELEC CO COM 36960410 92143 3091 X X 7 3091 0 0
GENERAL ELEC CO COM 36960410 776223 26039 X 7 26039 0 0
GENERAL ELEC CO COM 36960410 7124590 239000 X 8 239000 0 0
GENERAL GROWTH PPTYS INC COM 37002110 12604860 175800 X 3 175800 0 0
GENERAL GROWTH PPTYS INC COM 37002110 3114154 43386 X 5 35880 0 7506
GENERAL GROWTH PPTYS INC COM 37002110 1776368 24775 X X 6 2375 0 22400
GENERAL GROWTH PPTYS INC COM 37002110 10515982 146666 X 6 6022 0 140644
GENERAL MLS INC COM 37033410 23535 500 X X 1 500 0 0
GENERAL MLS INC COM 37033410 37656 800 X 11 0 0 800
GENERAL MLS INC COM 37033410 16612 349 X 13 0 0 349
GENERAL MLS INC COM 37033410 9370037 199066 X 3 199066 0 0
GENERAL MLS INC COM 37033410 18828 400 X X 4 400 0 0
GENERAL MLS INC COM 37033410 5247984 111134 X 5 79252 0 31882
GENERAL MLS INC COM 37033410 29729789 631608 X X 6 593502 23982 14124
GENERAL MLS INC COM 37033410 19405973 412279 X 6 350677 800 60802
GENERAL MLS INC COM 37033410 941 20 X 7 20 0 0
GENERAL MTRS CORP COM 37044210 68312 1669 X X 1 1669 0 0
GENERAL MTRS CORP COM 37044210 425795 10403 X 1 10403 0 0
GENERAL MTRS CORP COM 37044210 1801 44 X 11 0 0 44
GENERAL MTRS CORP COM 37044210 659871 16269 X 13 0 0 16269
GENERAL MTRS CORP COM 37044210 25235924 616563 X 3 616563 0 0
GENERAL MTRS CORP COM 37044210 8800 215 X X 4 215 0 0
GENERAL MTRS CORP COM 37044210 13799783 337814 X 5 265044 0 72770
GENERAL MTRS CORP COM 37044210 11594241 283270 X X 6 184785 33580 64905
GENERAL MTRS CORP COM 37044210 13057347 319017 X 6 245510 0 73507
GENERAL MTRS CORP COM 37044210 22921 560 X X 7 560 0 0
GENERAL MTRS CORP COM 37044210 168632 4120 X 7 4120 0 0
GENERAL MTRS CORP COM 37044210 1583009 38676 X 8 38676 0 0
GENERAL MTRS CORP DEB SR CV C 33 37044271 16170000 600000 X 3 600000 0 0
GENERAL MTRS CORP DEB SR CV C 33 37044271 41976 1559 X 5 1259 0 300
GENERAL MTRS CORP DEB SR CONV B 37044273 408676 17784 X 5 15784 0 2000
GENERAL MTRS CORP DEB SR CONV B 37044273 22980 1000 X 6 1000 0 0
GENERAL MTRS CORP DEB SR CONV A 37044274 2183514 88581 X 5 88311 0 270
GENERAL MTRS CORP DEB SR CONV A 37044274 4807 195 X 6 195 0 0
GENERAL MTRS CORP CL H NEW 37044283 4035 282 X X 1 282 0 0
GENERAL MTRS CORP CL H NEW 37044283 4894 342 X 1 342 0 0
GENERAL MTRS CORP CL H NEW 37044283 4293 300 X 11 0 0 300
GENERAL MTRS CORP CL H NEW 37044283 11981 832 X 13 0 0 832
GENERAL MTRS CORP CL H NEW 37044283 28334 0 X 3 0 0 0
GENERAL MTRS CORP CL H NEW 37044283 1222614 85233 X 5 52679 0 32554
GENERAL MTRS CORP CL H NEW 37044283 1350692 94388 X X 6 88539 3680 2169
GENERAL MTRS CORP CL H NEW 37044283 3218205 224892 X 6 224559 0 333
GENEREX BIOTECHNOLOGY CP DEL COM 37148510 76163 39239 X 5 39239 0 0
GENESCO INC COM 37153210 454340 27556 X 5 12440 0 15116
GENESCO INC COM 37153210 19272 1200 X 6 1200 0 0
GENESEE & WYO INC CL A 37155910 1140712 48111 X 3 48111 0 0
GENESEE & WYO INC CL A 37155910 349782 14745 X 5 14520 0 225
GENESEE & WYO INC CL A 37155910 1968 83 X X 6 83 0 0
GENESEE & WYO INC CL A 37155910 72885 3074 X 6 951 0 2123
GENTEX CORP COM 37190110 1451737 40894 X 13 0 0 40894
GENTEX CORP COM 37190110 2606764 74821 X 3 74821 0 0
GENTEX CORP COM 37190110 5776179 165828 X 5 165246 0 582
GENTEX CORP COM 37190110 55728 1600 X 6 1600 0 0
GENLYTE GROUP INC COM 37230210 11780660 264615 X 3 264615 0 0
GENLYTE GROUP INC COM 37230210 8275 185 X 5 0 0 185
GENLYTE GROUP INC COM 37230210 669 15 X 6 15 0 0
GENTA INC COM NEW 37245M20 2615088 206400 X 3 206400 0 0
GENTA INC COM NEW 37245M20 111573 8925 X 5 4492 0 4433
GENTA INC COM NEW 37245M20 366340 28914 X 6 25314 0 3600
GENUINE PARTS CO COM 37246010 537264 16800 X 1 16800 0 0
GENUINE PARTS CO COM 37246010 2880918 90085 X 11 73500 0 16585
GENUINE PARTS CO COM 37246010 1442 45 X 13 0 0 45
GENUINE PARTS CO COM 37246010 2181228 67614 X 3 67614 0 0
GENUINE PARTS CO COM 37246010 484798 15141 X 5 6727 0 8414
GENUINE PARTS CO COM 37246010 7223610 225879 X X 6 73940 124939 27000
GENUINE PARTS CO COM 37246010 6495746 203119 X 6 55229 0 147890
GENUS INC COM 37246110 72241 17492 X 5 16492 0 1000
GENZYME CORP COM GENL DIV 37291710 55572 1200 X 1 1200 0 0
GENZYME CORP COM GENL DIV 37291710 147963 3115 X 13 0 0 3115
GENZYME CORP COM GENL DIV 37291710 9261008 200238 X 3 200238 0 0
GENZYME CORP COM GENL DIV 37291710 2856385 61279 X 5 45687 0 15592
GENZYME CORP COM GENL DIV 37291710 77940 1683 X X 6 1050 0 633
GENZYME CORP COM GENL DIV 37291710 1476270 31878 X 6 13137 0 18741
GENZYME CORP SDCV 3.000% 5/ 372917AK 108675 108000 X 5 108000 0 0
GEORGIA GULF CORP COM PAR $0.01 37320020 1195 50 X 13 0 0 50
GEORGIA GULF CORP COM PAR $0.01 37320020 7376 310 X 5 60 0 250
GEORGIA GULF CORP COM PAR $0.01 37320020 9983970 427579 X 6 427579 0 0
GEORGIA PAC CORP COM 37329810 33984 1402 X X 1 1402 0 0
GEORGIA PAC CORP COM 37329810 10573682 436208 X 3 436208 0 0
GEORGIA PAC CORP COM 37329810 771492 31394 X 5 16604 0 14790
GEORGIA PAC CORP COM 37329810 2158014 89027 X X 6 52470 11938 24619
GEORGIA PAC CORP COM 37329810 5312172 219149 X 6 117978 0 101171
GERBER SCIENTIFIC INC COM 37373010 444344 58698 X 5 0 0 58698
GERMANY FD INC COM 37414310 35325 5967 X 6 5967 0 0
GERMANY FD INC COM 37414310 4789280 809000 X 9 809000 0 0
GETTY IMAGES INC COM 37427610 3385170 96279 X 3 96279 0 0
GETTY IMAGES INC COM 37427610 8860 242 X 5 0 0 242
GETTY IMAGES INC COM 37427610 68843 1958 X X 6 1958 0 0
GETTY IMAGES INC COM 37427610 697082 19826 X 6 15591 0 4235
GETTY IMAGES INC COM 37427610 2637 75 X 7 75 0 0
GETTY RLTY CORP NEW COM 37429710 1735703 70845 X 5 70845 0 0
GETTY RLTY CORP NEW COM 37429710 30135 1230 X X 6 1230 0 0
GETTY RLTY CORP NEW COM 37429710 18375 750 X 6 750 0 0
GIANT INDS INC COM 37450810 241859 33406 X 5 0 0 33406
GILEAD SCIENCES INC COM 37555810 46221474 825662 X 3 825662 0 0
GILEAD SCIENCES INC COM 37555810 4528950 80716 X 5 73165 0 7551
GILEAD SCIENCES INC COM 37555810 599012 10689 X X 6 10689 0 0
GILEAD SCIENCES INC COM 37555810 1489487 26579 X 6 25279 0 1300
GILLETTE CO COM 37576610 12792 400 X X 1 400 0 0
GILLETTE CO COM 37576610 47970 1500 X 1 1500 0 0
GILLETTE CO COM 37576610 95940 3000 X 11 0 0 3000
GILLETTE CO COM 37576610 566888 17299 X 13 0 0 17299
GILLETTE CO COM 37576610 31157602 971825 X 3 971825 0 0
GILLETTE CO COM 37576610 1407 44 X 4 44 0 0
GILLETTE CO COM 37576610 12571531 390651 X 5 291255 0 99396
GILLETTE CO COM 37576610 30491619 953459 X X 6 837461 20010 95988
GILLETTE CO COM 37576610 37053502 1158646 X 6 936291 1457 220898
GILLETTE CO COM 37576610 37193 1163 X 7 1163 0 0
GILLETTE CO COM 37576610 751530 23500 X 8 23500 0 0
GLAMIS GOLD LTD COM 37677510 15912 1200 X 13 0 0 1200
GLAMIS GOLD LTD COM 37677510 3664320 277600 X 3 277600 0 0
GLAMIS GOLD LTD COM 37677510 291159 22050 X 5 20400 0 1650
GLAMIS GOLD LTD COM 37677510 60060 4550 X X 6 4550 0 0
GLAMIS GOLD LTD COM 37677510 71280 5400 X 6 5400 0 0
GLAMIS GOLD LTD COM 37677510 11880 900 X X 7 900 0 0
GLATFELTER COM 37731610 504749 42848 X 3 42848 0 0
GLATFELTER COM 37731610 27910 2335 X 5 500 0 1835
GLATFELTER COM 37731610 309814 26300 X X 6 22300 4000 0
GLATFELTER COM 37731610 132878 11280 X 6 11280 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 142337 3357 X X 1 3357 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 727330 17154 X 1 17154 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 263506 6161 X 13 0 0 6161
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1843086 42000 X 3 42000 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 11820662 278371 X 5 230505 0 47866
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 444590288 10485620 X X 6 10426183 30754 28683
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 54324703 1281243 X 6 1272307 910 8026
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 5003 118 X X 7 118 0 0
GLENBOROUGH RLTY TR INC COM 37803P10 122590 6500 X 1 6500 0 0
GLENBOROUGH RLTY TR INC COM 37803P10 3225 171 X 11 0 0 171
GLENBOROUGH RLTY TR INC COM 37803P10 31071 1645 X 5 500 0 1145
GLENBOROUGH RLTY TR INC COM 37803P10 15088 800 X X 6 800 0 0
GLENBOROUGH RLTY TR INC COM 37803P10 84002 4454 X 6 4454 0 0
GLIMCHER RLTY TR SH BEN INT 37930210 428000 20281 X 5 18016 0 2265
GLIMCHER RLTY TR SH BEN INT 37930210 42140 2000 X 6 2000 0 0
GLOBAL HIGH INCOME DLR FD IN COM 37933G10 34340 2000 X X 4 2000 0 0
GLOBAL HIGH INCOME DLR FD IN COM 37933G10 162417 9471 X 5 6971 0 2500
GLOBAL HIGH INCOME DLR FD IN COM 37933G10 22888 1333 X 6 1333 0 0
GLOBAL IMAGING SYSTEMS COM 37934A10 1666355 67738 X 3 67738 0 0
GLOBAL IMAGING SYSTEMS COM 37934A10 55446 2253 X 5 2253 0 0
GLOBAL IMAGING SYSTEMS COM 37934A10 136339 5540 X 6 2543 0 2997
GLOBAL PMTS INC COM 37940X10 6657120 184200 X 3 184200 0 0
GLOBAL PMTS INC COM 37940X10 247162 6855 X 5 6615 0 240
GLOBAL PMTS INC COM 37940X10 227844 6329 X X 6 6329 0 0
GLOBAL PMTS INC COM 37940X10 1703700 47325 X 6 39245 20 8060
GLOBAL POWER EQUIPMENT INC COM 37941P10 185620 35222 X 5 35222 0 0
GLOBAL POWER EQUIPMENT INC COM 37941P10 10930 2074 X 6 2074 0 0
GLOBECOMM SYSTEMS INC COM 37956X10 84493 21500 X 6 21500 0 0
GLOBESPANVIRATA INC COM 37957V10 10062175 1390423 X 3 1390423 0 0
GLOBESPANVIRATA INC COM 37957V10 287366 39786 X 5 38396 0 1390
GLOBESPANVIRATA INC COM 37957V10 5523 765 X X 6 765 0 0
GLOBESPANVIRATA INC COM 37957V10 1217884 168682 X 6 130367 91 38224
GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 3556670 251000 X 3 251000 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 919011 65098 X 5 51906 0 13192
GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 10628 750 X X 6 750 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 42510 3000 X 6 3000 0 0
GOLDCORP INC NEW COM 38095640 14006068 1003300 X 3 1003300 0 0
GOLDCORP INC NEW COM 38095640 3811160 272445 X 5 244490 0 27955
GOLDCORP INC NEW COM 38095640 20437 1464 X X 6 1464 0 0
GOLDCORP INC NEW COM 38095640 69800 5000 X 6 5000 0 0
GOLDCORP INC NEW COM 38095640 39088 2800 X X 7 2800 0 0
GOLDEN STAR RES LTD CDA COM 38119T10 200160 48000 X 5 48000 0 0
GOLDEN STAR RES LTD CDA COM 38119T10 25020 6000 X X 6 6000 0 0
GOLDEN WEST FINL CORP DEL COM 38131710 4923 55 X 11 0 0 55
GOLDEN WEST FINL CORP DEL COM 38131710 26372600 294633 X 3 294633 0 0
GOLDEN WEST FINL CORP DEL COM 38131710 895 10 X X 4 10 0 0
GOLDEN WEST FINL CORP DEL COM 38131710 24168 270 X 4 270 0 0
GOLDEN WEST FINL CORP DEL COM 38131710 8599502 95995 X 5 93534 0 2461
GOLDEN WEST FINL CORP DEL COM 38131710 1489178 16637 X X 6 1835 0 14802
GOLDEN WEST FINL CORP DEL COM 38131710 7307417 81638 X 6 21405 0 60233
GOLDEN WEST FINL CORP DEL COM 38131710 5818 65 X X 7 65 0 0
GOLDEN WEST FINL CORP DEL COM 38131710 32224 360 X 7 360 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 10068 120 X 1 120 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 622296 7236 X 13 0 0 7236
GOLDMAN SACHS GROUP INC COM 38141G10 29410977 349460 X 3 349460 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 1762 21 X 4 21 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 17660795 207664 X 5 94423 0 113241
GOLDMAN SACHS GROUP INC COM 38141G10 4216646 50258 X X 6 34823 260 15175
GOLDMAN SACHS GROUP INC COM 38141G10 14402861 171667 X 6 98287 164 73216
GOLDMAN SACHS GROUP INC COM 38141G10 21646 258 X 7 258 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 5730370 68300 X 8 68300 0 0
GOLDMAN SACHS GROUP INC NOTE 0.250% 3/ 38141GAM 9184 10000 X 6 10000 0 0
GOODRICH CORP COM 38238810 1108035 45711 X 3 45711 0 0
GOODRICH CORP COM 38238810 1012323 40681 X 5 9096 0 31585
GOODRICH CORP COM 38238810 79313 3272 X X 6 3272 0 0
GOODRICH CORP COM 38238810 593880 24500 X 6 23910 0 590
GOODYEAR TIRE & RUBR CO COM 38255010 3285 500 X X 1 500 0 0
GOODYEAR TIRE & RUBR CO COM 38255010 10496 1600 X 13 0 0 1600
GOODYEAR TIRE & RUBR CO COM 38255010 447752 68151 X 3 68151 0 0
GOODYEAR TIRE & RUBR CO COM 38255010 788435 120159 X 5 19436 0 100723
GOODYEAR TIRE & RUBR CO COM 38255010 58204 8859 X X 6 3739 3900 1220
GOODYEAR TIRE & RUBR CO COM 38255010 29959 4560 X 6 4560 0 0
GRACE W R & CO DEL NEW COM 38388F10 642 200 X 5 0 0 200
GRACE W R & CO DEL NEW COM 38388F10 1510 487 X X 6 306 181 0
GRACE W R & CO DEL NEW COM 38388F10 113066 36473 X 6 36473 0 0
GRACO INC COM 38410910 1684268 44854 X 3 44854 0 0
GRACO INC COM 38410910 2526684 67278 X 5 65759 0 1519
GRACO INC COM 38410910 60080 1600 X X 6 1600 0 0
GRACO INC COM 38410910 6459 172 X 6 172 0 0
GRAFTECH INTL LTD COM 38431310 820320 102540 X 5 102540 0 0
GRAFTECH INTL LTD COM 38431310 35200 4400 X 6 4400 0 0
GRAINGER W W INC COM 38480210 14265 300 X 1 300 0 0
GRAINGER W W INC COM 38480210 1214 25 X 13 0 0 25
GRAINGER W W INC COM 38480210 1700103 35498 X 3 35498 0 0
GRAINGER W W INC COM 38480210 496887 10430 X 5 9489 0 941
GRAINGER W W INC COM 38480210 2363663 49709 X X 6 43960 1709 4040
GRAINGER W W INC COM 38480210 16764180 352559 X 6 332161 982 19416
GRAINGER W W INC COM 38480210 31478 662 X 7 662 0 0
GRANITE CONSTR INC COM 38732810 42328413 2265975 X 11 1716800 2100 547075
GRANITE CONSTR INC COM 38732810 939174 50277 X 3 50277 0 0
GRANITE CONSTR INC COM 38732810 86927 4592 X 5 0 0 4592
GRANITE CONSTR INC COM 38732810 162049 8675 X 6 8675 0 0
GRANT PRIDECO INC COM 38821G10 315 30 X 13 0 0 30
GRANT PRIDECO INC COM 38821G10 1211662 118907 X 3 118907 0 0
GRANT PRIDECO INC COM 38821G10 195148 19106 X 5 17676 0 1430
GRANT PRIDECO INC COM 38821G10 21399 2100 X X 6 1000 600 500
GRANT PRIDECO INC COM 38821G10 33933 3330 X 6 2330 0 1000
GRAY TELEVISION INC COM 38937510 16814 1400 X 5 0 0 1400
GRAY TELEVISION INC COM 38937510 12965 1110 X X 6 1110 0 0
GRAY TELEVISION INC COM 38937510 123516 10575 X 6 10575 0 0
GREAT LAKES CHEM CORP COM 39056810 4595075 228173 X 3 228173 0 0
GREAT LAKES CHEM CORP COM 39056810 62428 3068 X 5 634 0 2434
GREAT LAKES CHEM CORP COM 39056810 166028 8256 X X 6 8100 0 156
GREAT LAKES CHEM CORP COM 39056810 77765 3867 X 6 3867 0 0
GREAT LAKES REIT INC COM 39075210 169921 10640 X 5 0 0 10640
GREAT LAKES REIT INC COM 39075210 1592 100 X X 6 100 0 0
GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 39106410 359745 4135 X 5 4135 0 0
GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 39106410 21750 250 X X 6 250 0 0
GREAT PLAINS ENERGY INC COM 39116410 2145625 67766 X 3 67766 0 0
GREAT PLAINS ENERGY INC COM 39116410 911901 29985 X 5 21635 0 8350
GREAT PLAINS ENERGY INC COM 39116410 175856 5800 X X 6 4710 300 790
GREAT PLAINS ENERGY INC COM 39116410 299076 9864 X 6 9341 0 523
GREATER BAY BANCORP COM 39164810 1061237 50972 X 3 50972 0 0
GREATER BAY BANCORP COM 39164810 1392542 65425 X 5 3397 0 62028
GREATER BAY BANCORP COM 39164810 11909 572 X X 6 572 0 0
GREATER BAY BANCORP COM 39164810 833 40 X 6 40 0 0
GREATER CHINA FD INC COM 39167B10 372031 26987 X 5 24987 0 2000
GREATER CHINA FD INC COM 39167B10 69658 5066 X 6 5066 0 0
GREENPOINT FINL CORP COM 39538410 27594 900 X 13 0 0 900
GREENPOINT FINL CORP COM 39538410 4338031 145279 X 3 145279 0 0
GREENPOINT FINL CORP COM 39538410 665326 22268 X 5 21763 0 505
GREENPOINT FINL CORP COM 39538410 4178340 139931 X X 6 139931 0 0
GREENPOINT FINL CORP COM 39538410 48463 1623 X 6 1623 0 0
GREY WOLF INC COM 39788810 2088522 600150 X 3 600150 0 0
GREY WOLF INC COM 39788810 132952 38100 X 5 35500 0 2600
GREY WOLF INC COM 39788810 132588 38100 X 6 33300 0 4800
GROUP 1 AUTOMOTIVE INC COM 39890510 54336083 1573135 X 11 1146000 1300 425835
GROUP 1 AUTOMOTIVE INC COM 39890510 963666 27900 X 3 27900 0 0
GROUP 1 AUTOMOTIVE INC COM 39890510 447506 12412 X 5 5602 0 6810
GROUP 1 AUTOMOTIVE INC COM 39890510 166656 4825 X 6 4825 0 0
GROUP 1 SOFTWARE INC NEW COM 39943Y10 20717329 1152243 X 5 1152243 0 0
GROUPE DANONE SPONSORED ADR 39944910 2438595 79901 X 5 79828 0 73
GROUPE DANONE SPONSORED ADR 39944910 2899 95 X X 6 95 0 0
GROUPE DANONE SPONSORED ADR 39944910 16786 550 X 6 550 0 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 194584 5200 X 13 0 0 5200
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 6618363 180879 X 3 180879 0 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 5813417 158877 X 5 158747 0 130
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 33663 920 X X 6 920 0 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 8233 225 X 6 225 0 0
GTECH HLDGS CORP COM 40051810 6479477 151213 X 3 151213 0 0
GTECH HLDGS CORP COM 40051810 7195132 167232 X 5 142865 0 24367
GTECH HLDGS CORP COM 40051810 17997 420 X X 6 420 0 0
GTECH HLDGS CORP COM 40051810 346185 8079 X 6 3975 0 4104
GRUPO TMM S A SP ADR A SHS 40051D10 1920360 615500 X 5 615500 0 0
GUANGSHEN RY LTD SPONSORED ADR 40065W10 22769 1765 X 13 0 0 1765
GUANGSHEN RY LTD SPONSORED ADR 40065W10 1122338 90070 X 5 89920 0 150
GUCCI GROUP N V COM NY REG 40156610 444724 5274 X 5 3474 0 1800
GUIDANT CORP COM 40169810 201455 4300 X 11 0 0 4300
GUIDANT CORP COM 40169810 122717 2555 X 13 0 0 2555
GUIDANT CORP COM 40169810 41818310 891645 X 3 891645 0 0
GUIDANT CORP COM 40169810 10389838 220914 X 5 187001 0 33913
GUIDANT CORP COM 40169810 2990576 63833 X X 6 42234 2450 19149
GUIDANT CORP COM 40169810 7570023 161580 X 6 77016 0 84564
GUILFORD PHARMACEUTICALS INC COM 40182910 445680 72000 X 3 72000 0 0
GUILFORD PHARMACEUTICALS INC COM 40182910 256721 41453 X 5 40303 0 1150
GUITAR CTR MGMT INC COM 40204010 27353 850 X 11 0 0 850
GUITAR CTR MGMT INC COM 40204010 7218312 224450 X 3 224450 0 0
GUITAR CTR MGMT INC COM 40204010 480322 14897 X 5 14090 0 807
GUITAR CTR MGMT INC COM 40204010 77232 2400 X X 6 2400 0 0
GUITAR CTR MGMT INC COM 40204010 1758540 54647 X 6 50697 0 3950
GULF ISLAND FABRICATION INC COM 40230710 106855 0 X 3 0 0 0
GULF ISLAND FABRICATION INC COM 40230710 9181 610 X X 6 610 0 0
GULF ISLAND FABRICATION INC COM 40230710 88043 5850 X 6 5850 0 0
GULFTERRA ENERGY PARTNERS LP COM 40274U10 178356 4450 X 13 0 0 4450
GULFTERRA ENERGY PARTNERS LP COM 40274U10 502251 12530 X 5 2252 0 10278
GULFTERRA ENERGY PARTNERS LP COM 40274U10 525310 13100 X X 6 4500 8600 0
GULFTERRA ENERGY PARTNERS LP COM 40274U10 36090 900 X 6 900 0 0
GYMBOREE CORP COM 40377710 4110758 291750 X 3 291750 0 0
GYMBOREE CORP COM 40377710 7750 550 X 5 550 0 0
GYMBOREE CORP COM 40377710 564375 40055 X 6 35055 0 5000
H & Q HEALTHCARE FD SH BEN INT 40405210 485084 27229 X 5 12158 0 15071
H & Q LIFE SCIENCES INVS SH BEN INT 40405310 324979 21187 X 5 17830 0 3357
H & Q LIFE SCIENCES INVS SH BEN INT 40405310 26618 1742 X X 6 1742 0 0
H & Q LIFE SCIENCES INVS SH BEN INT 40405310 7533 493 X 6 493 0 0
HCA INC COM 40411910 3686 100 X 1 100 0 0
HCA INC COM 40411910 20474 547 X 13 0 0 547
HCA INC COM 40411910 29247562 793477 X 3 793477 0 0
HCA INC COM 40411910 3281 89 X X 4 89 0 0
HCA INC COM 40411910 4430871 119974 X 5 104834 0 15140
HCA INC COM 40411910 2887354 78333 X X 6 70087 8176 70
HCA INC COM 40411910 12355988 335214 X 6 268452 610 66152
HCA INC COM 40411910 14117 383 X 7 383 0 0
HCC INS HLDGS INC COM 40413210 63379569 2179490 X 11 1685860 0 493630
HCC INS HLDGS INC COM 40413210 8499706 290985 X 3 290985 0 0
HCC INS HLDGS INC COM 40413210 7307250 251268 X 5 250660 0 608
HCC INS HLDGS INC COM 40413210 190358 6546 X X 6 6546 0 0
HCC INS HLDGS INC COM 40413210 1580265 54342 X 6 50406 36 3900
HCC INS HLDGS INC COM 40413210 2501 86 X X 7 86 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F10 20877 971 X X 6 971 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F10 396224 18429 X 6 17522 0 907
HEI INC COM 40416010 1129671 343365 X 5 343365 0 0
HRPT PPTYS TR COM SH BEN INT 40426W10 7432 800 X 13 0 0 800
HRPT PPTYS TR COM SH BEN INT 40426W10 1368680 149605 X 5 141005 0 8600
HRPT PPTYS TR COM SH BEN INT 40426W10 1145955 125378 X X 6 122368 3010 0
HRPT PPTYS TR COM SH BEN INT 40426W10 261230 28581 X 6 8581 0 20000
HRPT PPTYS TR COM SH BEN INT 40426W10 2742 300 X X 7 300 0 0
HSBC HLDGS PLC SPON ADR NEW 40428040 44702 677 X 1 677 0 0
HSBC HLDGS PLC SPON ADR NEW 40428040 79200 1200 X 11 0 0 1200
HSBC HLDGS PLC SPON ADR NEW 40428040 9247 136 X 13 0 0 136
HSBC HLDGS PLC SPON ADR NEW 40428040 26393796 399045 X 3 399045 0 0
HSBC HLDGS PLC SPON ADR NEW 40428040 28908 438 X 4 438 0 0
HSBC HLDGS PLC SPON ADR NEW 40428040 3252438 49009 X 5 40042 0 8967
HSBC HLDGS PLC SPON ADR NEW 40428040 3422038 51849 X X 6 49827 728 1294
HSBC HLDGS PLC SPON ADR NEW 40428040 2627077 39804 X 6 39509 0 295
HSBC HLDGS PLC SPON ADR NEW 40428040 118404 1794 X X 7 1794 0 0
HSBC HLDGS PLC SPON ADR NEW 40428040 39600 600 X 7 600 0 0
HAIN CELESTIAL GROUP INC COM 40521710 1172376 64665 X 3 64665 0 0
HAIN CELESTIAL GROUP INC COM 40521710 934010 51457 X 5 40507 0 10950
HAIN CELESTIAL GROUP INC COM 40521710 57345 3163 X 6 300 0 2863
HALLIBURTON CO COM 40621610 1017935 40799 X 13 0 0 40799
HALLIBURTON CO COM 40621610 17394501 715130 X 3 715130 0 0
HALLIBURTON CO COM 40621610 6984394 282632 X 5 96094 0 186538
HALLIBURTON CO COM 40621610 4160548 171569 X X 6 162144 9300 125
HALLIBURTON CO COM 40621610 10160265 418980 X 6 246543 1087 171350
JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 9160 1000 X 13 0 0 1000
JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 2129628 236649 X 5 211562 0 25087
JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 54311 6048 X X 6 6000 48 0
JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 141642 15773 X 6 15773 0 0
JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 556760 62000 X 9 62000 0 0
HANCOCK JOHN INCOME SECS TR COM 41012310 101508 6588 X 5 3142 0 3446
HANCOCK JOHN INCOME SECS TR COM 41012310 55423 3613 X X 6 3613 0 0
HANCOCK JOHN INCOME SECS TR COM 41012310 47370 3088 X 6 3088 0 0
HANCOCK JOHN INCOME SECS TR COM 41012310 1557010 101500 X 9 101500 0 0
HANCOCK JOHN PATRIOT PREM DI COM 41013Q10 175151 18983 X 5 12695 0 6288
HANCOCK JOHN PATRIOT PREM DI COM 41013Q10 21409 2317 X X 6 2317 0 0
HANCOCK JOHN PATRIOT PREM DI COM 41013Q10 55662 6024 X 6 6024 0 0
HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 181468 17231 X 5 15581 0 1650
HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 13939 1325 X 6 1325 0 0
HANCOCK JOHN PATRIOT SELCT D COM 41013U10 340484 24390 X 13 0 0 24390
HANCOCK JOHN PATRIOT SELCT D COM 41013U10 215274 15509 X 5 15395 0 114
HANCOCK JOHN PATRIOT SELCT D COM 41013U10 8828 636 X X 6 0 636 0
HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 799421 31969 X 5 25551 0 6418
JOHN HANCOCK PREFERRED INC F COM 41013X10 259411 10388 X 5 8088 0 2300
JOHN HANCOCK PREFERRED INC F COM 41013X10 49900 2000 X X 6 2000 0 0
HANCOCK JOHN INVS TR COM 41014210 96502 4799 X 5 2726 0 2073
HANCOCK JOHN INVS TR COM 41014210 38394 1913 X X 6 1913 0 0
HANCOCK JOHN INVS TR COM 41014210 40842 2035 X 6 2035 0 0
HANCOCK JOHN INVS TR COM 41014210 128448 6400 X 9 6400 0 0
HANCOCK JOHN FINL SVCS INC COM 41014S10 8450 250 X 11 0 0 250
HANCOCK JOHN FINL SVCS INC COM 41014S10 3964943 117306 X 3 117306 0 0
HANCOCK JOHN FINL SVCS INC COM 41014S10 1739223 51492 X 5 46008 0 5484
HANCOCK JOHN FINL SVCS INC COM 41014S10 185494 5488 X X 6 3349 900 1239
HANCOCK JOHN FINL SVCS INC COM 41014S10 3522366 104212 X 6 42810 0 61402
HANCOCK JOHN FINL TRENDS FD COM 41014X10 250471 16453 X 5 1620 0 14833
HANCOCK JOHN FINL TRENDS FD COM 41014X10 33398 2230 X 6 2230 0 0
HANCOCK JOHN PFD INCOME FD I COM 41021P10 493367 20721 X 5 20721 0 0
HANDLEMAN CO DEL COM 41025210 4220 250 X 5 250 0 0
HANDLEMAN CO DEL COM 41025210 5486 325 X X 6 325 0 0
HANDLEMAN CO DEL COM 41025210 199268 11805 X 6 11805 0 0
HANOVER COMPRESSOR CO COM 41076810 706236 71337 X 3 71337 0 0
HANOVER COMPRESSOR CO COM 41076810 69129 6950 X 5 5150 0 1800
HANOVER COMPRESSOR CO COM 41076810 50 5 X 6 0 0 5
HANSON PLC SPON ADR NEW 41135240 1824 56 X 13 0 0 56
HANSON PLC SPON ADR NEW 41135240 332659 10401 X 5 10342 0 59
HANSON PLC SPON ADR NEW 41135240 26703 835 X X 6 485 125 225
HANSON PLC SPON ADR NEW 41135240 6396 200 X 6 200 0 0
HANSON PLC SPON ADR NEW 41135240 3998 125 X X 7 125 0 0
HANSON PLC SPON ADR NEW 41135240 9338 292 X 7 292 0 0
HARKEN ENERGY CORP COM NEW 41255230 2772 4200 X 13 0 0 4200
HARKEN ENERGY CORP COM NEW 41255230 34300 51902 X 5 902 0 51000
HARKEN ENERGY CORP COM NEW 41255230 1065 1500 X 6 0 0 1500
HARLAND JOHN H CO COM 41269310 16386386 619055 X 3 619055 0 0
HARLAND JOHN H CO COM 41269310 5687 214 X 5 14 0 200
HARLAND JOHN H CO COM 41269310 37190 1405 X X 6 1405 0 0
HARLAND JOHN H CO COM 41269310 1721503 65036 X 6 62396 0 2640
HARLEY DAVIDSON INC COM 41282210 19280 400 X 11 0 0 400
HARLEY DAVIDSON INC COM 41282210 50701 1022 X 13 0 0 1022
HARLEY DAVIDSON INC COM 41282210 11504713 238687 X 3 238687 0 0
HARLEY DAVIDSON INC COM 41282210 19864326 408601 X 5 288189 0 120412
HARLEY DAVIDSON INC COM 41282210 3000209 62245 X X 6 41564 2471 18210
HARLEY DAVIDSON INC COM 41282210 8096540 167978 X 6 116770 300 50908
HARLEYSVILLE NATL CORP PA COM 41285010 748 32 X 5 32 0 0
HARLEYSVILLE NATL CORP PA COM 41285010 89607 3831 X X 6 2465 1366 0
HARLEYSVILLE NATL CORP PA COM 41285010 904842 38685 X 6 38685 0 0
HARLEYSVILLE NATL CORP PA COM 41285010 222556 9515 X 7 9515 0 0
HARMAN INTL INDS INC COM 41308610 196700 2000 X X 1 2000 0 0
HARMAN INTL INDS INC COM 41308610 356050 3491 X 13 0 0 3491
HARMAN INTL INDS INC COM 41308610 47114764 478416 X 3 478416 0 0
HARMAN INTL INDS INC COM 41308610 531599 5336 X 5 3467 0 1869
HARMAN INTL INDS INC COM 41308610 274987 2796 X X 6 2296 0 500
HARMAN INTL INDS INC COM 41308610 7932616 80657 X 6 44717 0 35940
HARMAN INTL INDS INC COM 41308610 4918 50 X 7 50 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 41321630 14120 1000 X 13 0 0 1000
HARMONY GOLD MNG LTD SPONSORED ADR 41321630 3344292 230800 X 3 230800 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 41321630 419521 28956 X 5 28816 0 140
HARMONY GOLD MNG LTD SPONSORED ADR 41321630 13041 900 X X 6 900 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 41321630 9781 675 X 6 675 0 0
HARRAHS ENTMT INC COM 41361910 479966 11175 X 13 0 0 11175
HARRAHS ENTMT INC COM 41361910 17303041 410901 X 3 410901 0 0
HARRAHS ENTMT INC COM 41361910 2316 55 X X 4 55 0 0
HARRAHS ENTMT INC COM 41361910 9554635 225111 X 5 135574 0 89537
HARRAHS ENTMT INC COM 41361910 215687 5122 X X 6 4084 938 100
HARRAHS ENTMT INC COM 41361910 1306589 31028 X 6 20342 0 10686
HARRIS CORP DEL COM 41387510 150318 4200 X X 1 4200 0 0
HARRIS CORP DEL COM 41387510 20162762 563363 X 3 563363 0 0
HARRIS CORP DEL COM 41387510 178446 4979 X 5 3904 0 1075
HARRIS CORP DEL COM 41387510 518955 14500 X X 6 13800 700 0
HARRIS CORP DEL COM 41387510 389073 10871 X 6 10871 0 0
HARRIS CORP DEL COM 41387510 3758 105 X 7 105 0 0
HARRIS INTERACTIVE INC COM 41454910 4815085 683961 X 3 683961 0 0
HARRIS INTERACTIVE INC COM 41454910 164349 23345 X 6 1677 0 21668
HARSCO CORP COM 41586410 15544765 404075 X 11 288500 1100 114475
HARSCO CORP COM 41586410 1533683 39867 X 3 39867 0 0
HARSCO CORP COM 41586410 154910 4000 X 5 3000 0 1000
HARSCO CORP COM 41586410 758744 19723 X X 6 8473 11000 250
HARSCO CORP COM 41586410 580820 15098 X 6 15098 0 0
HARTE-HANKS INC COM 41619610 1602860 86923 X 3 86923 0 0
HARTE-HANKS INC COM 41619610 371972 20172 X X 6 20172 0 0
HARTE-HANKS INC COM 41619610 19362 1050 X 6 1050 0 0
HARTFORD FINL SVCS GROUP INC COM 41651510 10526 200 X X 1 200 0 0
HARTFORD FINL SVCS GROUP INC COM 41651510 210520 4000 X 1 4000 0 0
HARTFORD FINL SVCS GROUP INC COM 41651510 108411 2030 X 13 0 0 2030
HARTFORD FINL SVCS GROUP INC COM 41651510 16769286 318356 X 3 318356 0 0
HARTFORD FINL SVCS GROUP INC COM 41651510 14473 275 X X 4 275 0 0
HARTFORD FINL SVCS GROUP INC COM 41651510 2721645 51498 X 5 36827 0 14671
HARTFORD FINL SVCS GROUP INC COM 41651510 14111103 268119 X X 6 234982 19735 13402
HARTFORD FINL SVCS GROUP INC COM 41651510 49092159 932779 X 6 868969 2328 61482
HARTFORD FINL SVCS GROUP INC COM 41651510 22894 435 X X 7 435 0 0
HARTFORD FINL SVCS GROUP INC COM 41651510 168048 3193 X 7 3193 0 0
HASBRO INC COM 41805610 1345390 72023 X 3 72023 0 0
HASBRO INC COM 41805610 169066 9018 X 5 7948 0 1070
HASBRO INC COM 41805610 207423 11104 X X 6 11104 0 0
HASBRO INC COM 41805610 566602 30332 X 6 6698 0 23634
HATTERAS INCOME SECS INC COM 41902510 933128 71183 X 5 63083 0 8100
HATTERAS INCOME SECS INC COM 41902510 57802 4409 X X 6 4409 0 0
HATTERAS INCOME SECS INC COM 41902510 15378 1173 X 6 1173 0 0
HAWAIIAN ELEC INDUSTRIES COM 41987010 1597420 36697 X 3 36697 0 0
HAWAIIAN ELEC INDUSTRIES COM 41987010 258602 5913 X 5 1263 0 4650
HAWAIIAN ELEC INDUSTRIES COM 41987010 199977 4594 X X 6 2810 0 1784
HAWAIIAN ELEC INDUSTRIES COM 41987010 160234 3681 X 6 3681 0 0
HAWAIIAN ELEC INDUSTRIES COM 41987010 4353 100 X X 7 100 0 0
HAWTHORNE FINL CORP COM 42054210 2668311 66442 X 3 66442 0 0
HAWTHORNE FINL CORP COM 42054210 130087 3236 X 6 316 0 2920
HEALTH CARE PPTY INVS INC COM 42191510 18680 0 X 3 0 0 0
HEALTH CARE PPTY INVS INC COM 42191510 440641 9436 X 5 7458 0 1978
HEALTH CARE PPTY INVS INC COM 42191510 924894 19805 X X 6 19805 0 0
HEALTH CARE PPTY INVS INC COM 42191510 72292 1548 X 6 1548 0 0
HEALTH MGMT ASSOC INC NEW CL A 42193310 911526 41433 X 13 0 0 41433
HEALTH MGMT ASSOC INC NEW CL A 42193310 22435620 1025718 X 3 1025718 0 0
HEALTH MGMT ASSOC INC NEW CL A 42193310 11726863 533624 X 5 67713 0 465911
HEALTH MGMT ASSOC INC NEW CL A 42193310 1775792 81421 X X 6 75921 0 5500
HEALTH MGMT ASSOC INC NEW CL A 42193310 2375698 108927 X 6 108727 0 200
HEALTHCARE RLTY TR COM 42194610 794891 24850 X 5 15440 0 9410
HEALTHCARE RLTY TR COM 42194610 231439 7237 X X 6 5737 0 1500
HEALTHCARE RLTY TR COM 42194610 694670 21722 X 6 21722 0 0
HEALTHCARE RLTY TR COM 42194610 3198 100 X X 7 100 0 0
HEALTH CARE REIT INC COM 42217K10 197440 6400 X 11 0 0 6400
HEALTH CARE REIT INC COM 42217K10 483439 15556 X 5 8621 0 6935
HEALTH CARE REIT INC COM 42217K10 241000 7812 X X 6 7512 0 300
HEALTH CARE REIT INC COM 42217K10 86380 2800 X 6 2800 0 0
HEALTHEXTRAS INC COM 42221110 5286646 613981 X 5 612981 0 1000
HEALTH NET INC COM 42222G10 4010657 126639 X 3 126639 0 0
HEALTH NET INC COM 42222G10 5948710 187833 X 5 187664 0 169
HEALTH NET INC COM 42222G10 102136 3225 X X 6 3225 0 0
HEALTH NET INC COM 42222G10 42026 1327 X 6 1327 0 0
HEARTLAND EXPRESS INC COM 42234710 2258745 91536 X 3 91536 0 0
HEARTLAND EXPRESS INC COM 42234710 2132425 85167 X 5 1788 0 83379
HEARTLAND EXPRESS INC COM 42234710 7470 311 X X 6 311 0 0
HEARTLAND EXPRESS INC COM 42234710 741762 30881 X 6 28744 37 2100
HEARTLAND EXPRESS INC COM 42234710 2258 94 X 7 94 0 0
HECLA MNG CO COM 42270410 278622 50475 X 13 0 0 50475
HECLA MNG CO COM 42270410 312142 59569 X 5 59569 0 0
HECLA MNG CO COM 42270410 5240 1000 X X 6 1000 0 0
HECLA MNG CO COM 42270410 2096 400 X X 7 400 0 0
HEIDRICK & STRUGGLES INTL IN COM 42281910 8959051 529182 X 3 529182 0 0
HEINZ H J CO COM 42307410 215964 6300 X X 1 6300 0 0
HEINZ H J CO COM 42307410 1168948 34100 X 1 34100 0 0
HEINZ H J CO COM 42307410 89128 2600 X 11 0 0 2600
HEINZ H J CO COM 42307410 270018 7804 X 13 0 0 7804
HEINZ H J CO COM 42307410 22182588 647100 X 3 647100 0 0
HEINZ H J CO COM 42307410 8056 235 X X 4 235 0 0
HEINZ H J CO COM 42307410 5317541 154711 X 5 110828 0 43883
HEINZ H J CO COM 42307410 15233758 444392 X X 6 407237 24280 12875
HEINZ H J CO COM 42307410 13900806 405508 X 6 383118 6850 15540
HEINZ H J CO COM 42307410 5142 150 X X 7 150 0 0
HEINZ H J CO COM 42307410 1239222 36150 X 8 36150 0 0
HELIX TECHNOLOGY CORP COM 42331910 3061534 187021 X 3 187021 0 0
HELIX TECHNOLOGY CORP COM 42331910 7915 480 X 5 0 0 480
HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 16833 3100 X X 6 3100 0 0
HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 346950 63895 X 6 63895 0 0
HELMERICH & PAYNE INC COM 42345210 88876 3400 X 11 0 0 3400
HELMERICH & PAYNE INC COM 42345210 1282428 49060 X 3 49060 0 0
HELMERICH & PAYNE INC COM 42345210 53513 2037 X 5 1662 0 375
HELMERICH & PAYNE INC COM 42345210 100639 3850 X X 6 3850 0 0
HELMERICH & PAYNE INC COM 42345210 683300 26140 X 6 25540 0 600
HENRY JACK & ASSOC INC COM 42628110 1496601 86061 X 3 86061 0 0
HENRY JACK & ASSOC INC COM 42628110 1032610 57576 X 5 2553 0 55023
HENRY JACK & ASSOC INC COM 42628110 92167 5300 X X 6 5300 0 0
HENRY JACK & ASSOC INC COM 42628110 681132 39168 X 6 39168 0 0
HERITAGE PROPANE PARTNERS L UNIT LTD PARTN 42691810 116018 3467 X 5 3067 0 400
HERITAGE PROPANE PARTNERS L UNIT LTD PARTN 42691810 325049 9732 X 6 9732 0 0
HERCULES INC COM 42705610 33990 3000 X 1 3000 0 0
HERCULES INC COM 42705610 488312 43099 X 3 43099 0 0
HERCULES INC COM 42705610 136862 12066 X 5 11366 0 700
HERCULES INC COM 42705610 523446 46200 X X 6 35500 5700 5000
HERCULES INC COM 42705610 106071 9362 X 6 9362 0 0
HERITAGE PPTY INVT TR INC COM 42725M10 5175296 179200 X 11 116100 0 63100
HERITAGE PPTY INVT TR INC COM 42725M10 2895 100 X 13 0 0 100
HERITAGE PPTY INVT TR INC COM 42725M10 840408 29100 X 3 29100 0 0
HERITAGE PPTY INVT TR INC COM 42725M10 2606 90 X 5 0 0 90
HERLEY INDS INC DEL COM 42739810 4597250 262700 X 11 227400 0 35300
HERLEY INDS INC DEL COM 42739810 26056 1454 X 5 0 0 1454
HERLEY INDS INC DEL COM 42739810 33250 1900 X 6 1900 0 0
HERSHEY FOODS CORP COM 42786610 10902 150 X X 1 150 0 0
HERSHEY FOODS CORP COM 42786610 10902 150 X 1 150 0 0
HERSHEY FOODS CORP COM 42786610 51779 700 X 13 0 0 700
HERSHEY FOODS CORP COM 42786610 16965474 233427 X 3 233427 0 0
HERSHEY FOODS CORP COM 42786610 6541 90 X 4 90 0 0
HERSHEY FOODS CORP COM 42786610 6660663 91286 X 5 71115 0 20171
HERSHEY FOODS CORP COM 42786610 12469490 171567 X X 6 152117 17800 1650
HERSHEY FOODS CORP COM 42786610 17552986 241511 X 6 173957 0 67554
HERSHEY FOODS CORP COM 42786610 1817 25 X X 7 25 0 0
HERSHEY FOODS CORP COM 42786610 9085 125 X 7 125 0 0
HEWITT ASSOCS INC COM 42822Q10 552598 22524 X 5 9174 0 13350
HEWLETT PACKARD CO COM 42823610 855925 44211 X X 1 44211 0 0
HEWLETT PACKARD CO COM 42823610 804950 41578 X 1 41428 0 150
HEWLETT PACKARD CO COM 42823610 25362 1310 X 11 0 0 1310
HEWLETT PACKARD CO COM 42823610 846975 43213 X 13 0 0 43213
HEWLETT PACKARD CO COM 42823610 69344926 3577276 X 3 3577276 0 0
HEWLETT PACKARD CO COM 42823610 7260 375 X 4 375 0 0
HEWLETT PACKARD CO COM 42823610 16055144 823320 X 5 341352 0 481968
HEWLETT PACKARD CO COM 42823610 28517725 1473023 X X 6 1099513 108492 265018
HEWLETT PACKARD CO COM 42823610 68412664 3533712 X 6 2604044 6404 923264
HEWLETT PACKARD CO COM 42823610 10551 545 X X 7 545 0 0
HEWLETT PACKARD CO COM 42823610 154415 7976 X 7 7976 0 0
HEWLETT PACKARD CO COM 42823610 11811052 610075 X 8 610075 0 0
HEXCEL CORP NEW COM 42829110 570530 96700 X 5 96700 0 0
HIBBETT SPORTING GOODS INC COM 42856510 5650254 234225 X 3 234225 0 0
HIBBETT SPORTING GOODS INC COM 42856510 18072 753 X X 6 753 0 0
HIBBETT SPORTING GOODS INC COM 42856510 869160 36215 X 6 32111 54 4050
HIBERNIA CORP CL A 42865610 11176915 549611 X 3 549611 0 0
HIBERNIA CORP CL A 42865610 225468 11100 X 5 10191 0 909
HIBERNIA CORP CL A 42865610 376816 18599 X X 6 18599 0 0
HIBERNIA CORP CL A 42865610 2348458 115916 X 6 34755 43 81118
HIGH INCOME OPPORTUNITY FD I COM 42967Q10 12952 1832 X 13 0 0 1832
HIGH INCOME OPPORTUNITY FD I COM 42967Q10 35450 5000 X X 4 5000 0 0
HIGH INCOME OPPORTUNITY FD I COM 42967Q10 2816559 397742 X 5 226309 0 171433
HIGH INCOME OPPORTUNITY FD I COM 42967Q10 9713 1370 X X 6 1370 0 0
HIGH INCOME OPPORTUNITY FD I COM 42967Q10 34790 4907 X 6 4098 0 809
HIGH YIELD PLUS FD INC COM 42990610 55250 13642 X 5 13642 0 0
HIGH YIELD PLUS FD INC COM 42990610 4050 1000 X X 6 1000 0 0
HIGHWOODS PPTYS INC COM 43128410 3696654 154931 X 3 154931 0 0
HIGHWOODS PPTYS INC COM 43128410 477741 19606 X 5 1530 0 18076
HIGHWOODS PPTYS INC COM 43128410 63229 2650 X X 6 2275 0 375
HIGHWOODS PPTYS INC COM 43128410 2886631 120982 X 6 119982 1000 0
HILB ROGAL & HAMILTON CO COM 43129410 7265098 213050 X 3 213050 0 0
HILB ROGAL & HAMILTON CO COM 43129410 1013061 32226 X 5 310 0 31916
HILB ROGAL & HAMILTON CO COM 43129410 100290 3231 X X 6 2231 1000 0
HILB ROGAL & HAMILTON CO COM 43129410 1016374 32744 X 6 29216 28 3500
HILLENBRAND INDS INC COM 43157310 3414708 60523 X 3 60523 0 0
HILLENBRAND INDS INC COM 43157310 5568991 98671 X 5 96549 0 2122
HILLENBRAND INDS INC COM 43157310 133377 2364 X X 6 2309 55 0
HILLENBRAND INDS INC COM 43157310 56025 993 X 6 993 0 0
HILTON HOTELS CORP COM 43284810 2381112 146801 X 3 146801 0 0
HILTON HOTELS CORP COM 43284810 692718 42582 X 5 37074 0 5508
HILTON HOTELS CORP COM 43284810 46162 2846 X X 6 2846 0 0
HILTON HOTELS CORP COM 43284810 102478 6318 X 6 6318 0 0
HITACHI LIMITED ADR 10 COM 43357850 230861 3990 X 13 0 0 3990
HITACHI LIMITED ADR 10 COM 43357850 34142 0 X 3 0 0 0
HITACHI LIMITED ADR 10 COM 43357850 440429 7877 X 5 5165 0 2712
HITACHI LIMITED ADR 10 COM 43357850 119660 2180 X X 6 1415 0 765
HITACHI LIMITED ADR 10 COM 43357850 288447 5255 X 6 5255 0 0
HITACHI LIMITED ADR 10 COM 43357850 4062 74 X X 7 74 0 0
HOLLINGER INTL INC CL A 43556910 84033 6723 X 5 28 0 6695
HOLLINGER INTL INC CL A 43556910 19266 1560 X X 6 1560 0 0
HOLLINGER INTL INC CL A 43556910 667456 54045 X 6 54045 0 0
HOLLIS-EDEN PHARMACEUTICALS COM 43590210 2329352 95622 X 3 95622 0 0
HOLLIS-EDEN PHARMACEUTICALS COM 43590210 26664 1100 X 5 1100 0 0
HOLLIS-EDEN PHARMACEUTICALS COM 43590210 24240 1000 X X 6 1000 0 0
HOLLIS-EDEN PHARMACEUTICALS COM 43590210 143525 5921 X 6 1700 0 4221
HOME DEPOT INC COM 43707610 1103475 34646 X X 1 34646 0 0
HOME DEPOT INC COM 43707610 2784582 87428 X 1 87428 0 0
HOME DEPOT INC COM 43707610 32169 1010 X 11 0 0 1010
HOME DEPOT INC COM 43707610 1077903 32763 X 13 0 0 32763
HOME DEPOT INC COM 43707610 77070248 2363328 X 3 2363328 0 0
HOME DEPOT INC COM 43707610 15925 500 X X 4 500 0 0
HOME DEPOT INC COM 43707610 143898 4518 X 4 4518 0 0
HOME DEPOT INC COM 43707610 54099402 1676084 X 5 994059 0 682025
HOME DEPOT INC COM 43707610 68990078 2166094 X X 6 1653591 418724 93779
HOME DEPOT INC COM 43707610 75747825 2378268 X 6 1855956 77305 445007
HOME DEPOT INC COM 43707610 33076 1039 X X 7 1039 0 0
HOME DEPOT INC COM 43707610 37679 1183 X 7 1183 0 0
HOME DEPOT INC COM 43707610 12740 400 X 8 400 0 0
HOME PPTYS N Y INC COM 43730610 200478 5117 X 5 1300 0 3817
HOME PPTYS N Y INC COM 43730610 439040 11200 X X 6 11100 0 100
HOME PPTYS N Y INC COM 43730610 67032 1710 X 6 1710 0 0
HON INDS INC COM 43809210 14784 400 X 11 0 0 400
HON INDS INC COM 43809210 2095078 56685 X 3 56685 0 0
HON INDS INC COM 43809210 142199 3828 X 5 58 0 3770
HON INDS INC COM 43809210 9129 247 X 6 247 0 0
HONDA MOTOR LTD AMERN SHS 43812830 24885 1208 X 13 0 0 1208
HONDA MOTOR LTD AMERN SHS 43812830 846720 42000 X 3 42000 0 0
HONDA MOTOR LTD AMERN SHS 43812830 4478380 221936 X 5 212504 0 9432
HONDA MOTOR LTD AMERN SHS 43812830 48384 2400 X X 6 2400 0 0
HONDA MOTOR LTD AMERN SHS 43812830 403462 20013 X 6 19913 0 100
HONDA MOTOR LTD AMERN SHS 43812830 6048 300 X 7 300 0 0
HONEYWELL INTL INC COM 43851610 264475 10037 X X 1 10037 0 0
HONEYWELL INTL INC COM 43851610 268770 10200 X 1 10200 0 0
HONEYWELL INTL INC COM 43851610 486139 18099 X 13 0 0 18099
HONEYWELL INTL INC COM 43851610 37972353 1407203 X 3 1407203 0 0
HONEYWELL INTL INC COM 43851610 2240 85 X X 4 85 0 0
HONEYWELL INTL INC COM 43851610 6482 246 X 4 246 0 0
HONEYWELL INTL INC COM 43851610 8525525 321362 X 5 208335 0 113027
HONEYWELL INTL INC COM 43851610 14048160 533137 X X 6 471385 35909 25843
HONEYWELL INTL INC COM 43851610 23573385 894626 X 6 597771 1209 295646
HONEYWELL INTL INC COM 43851610 6192 235 X 7 235 0 0
HONEYWELL INTL INC COM 43851610 5670072 215183 X 8 215183 0 0
HOOKER FURNITURE CORP COM 43903810 277473 0 X 3 0 0 0
HORACE MANN EDUCATORS CORP N COM 44032710 6742812 464701 X 3 464701 0 0
HORACE MANN EDUCATORS CORP N COM 44032710 731945 49025 X 5 7000 0 42025
HORMEL FOODS CORP COM 44045210 279546 12065 X 13 0 0 12065
HORMEL FOODS CORP COM 44045210 3113537 135489 X 3 135489 0 0
HORMEL FOODS CORP COM 44045210 39449 1713 X 5 1270 0 443
HORMEL FOODS CORP COM 44045210 813377 35395 X X 6 15395 20000 0
HORMEL FOODS CORP COM 44045210 1592652 69306 X 6 69306 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 2150264 61296 X 3 61296 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 866915 24691 X 5 13751 0 10940
HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 202412 5770 X X 6 5270 500 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1094356 31196 X 6 31196 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 3508 100 X X 7 100 0 0
HOST MARRIOTT CORP NEW COM 44107P10 345788 32172 X 5 30232 0 1940
HOST MARRIOTT CORP NEW COM 44107P10 200522 18688 X X 6 18688 0 0
HOST MARRIOTT CORP NEW COM 44107P10 48092 4482 X 6 4482 0 0
HOT TOPIC INC COM 44133910 19041003 843357 X 3 843357 0 0
HOT TOPIC INC COM 44133910 5231 225 X 5 75 0 150
HOT TOPIC INC COM 44133910 13163 584 X X 6 584 0 0
HOT TOPIC INC COM 44133910 1205642 53489 X 6 42595 39 10855
HOUSTON EXPL CO COM 44212010 1637626 46656 X 3 46656 0 0
HOUSTON EXPL CO COM 44212010 70200 2000 X 6 0 0 2000
HOVNANIAN ENTERPRISES INC CL A 44248720 708511 10246 X 13 0 0 10246
HOVNANIAN ENTERPRISES INC CL A 44248720 1952149 30327 X 3 30327 0 0
HOVNANIAN ENTERPRISES INC CL A 44248720 2868835 43506 X 5 29206 0 14300
HOVNANIAN ENTERPRISES INC CL A 44248720 164787 2560 X X 6 2560 0 0
HOVNANIAN ENTERPRISES INC CL A 44248720 2366434 36763 X 6 28543 0 8220
HUANENG PWR INTL INC SPON ADR N 44330410 11027 203 X 13 0 0 203
HUANENG PWR INTL INC SPON ADR N 44330410 3263738 59671 X 5 58971 0 700
HUB INTERNATIONAL LTD COM 44332P10 4460800 272000 X 3 272000 0 0
HUB INTERNATIONAL LTD COM 44332P10 11972 730 X X 6 730 0 0
HUB INTERNATIONAL LTD COM 44332P10 685192 41780 X 6 37080 0 4700
HUBBELL INC CL A 44351010 178000 5000 X 3 5000 0 0
HUBBELL INC CL A 44351010 35600 1000 X X 6 400 600 0
HUBBELL INC CL A 44351010 119779 3365 X 6 290 0 3075
HUBBELL INC CL B 44351020 2123536 58195 X 3 58195 0 0
HUBBELL INC CL B 44351020 256009 6876 X 5 2476 0 4400
HUBBELL INC CL B 44351020 1226319 33607 X X 6 28112 0 5495
HUBBELL INC CL B 44351020 374888 10274 X 6 5169 0 5105
HUDSON CITY BANCORP COM 44368310 289400 9390 X 5 9390 0 0
HUDSON CITY BANCORP COM 44368310 6164 200 X 6 0 0 200
HUDSON RIV BANCORP INC COM 44412810 450912 13440 X 5 0 0 13440
HUDSON UNITED BANCORP COM 44416510 10202817 290100 X 3 290100 0 0
HUDSON UNITED BANCORP COM 44416510 223658 6356 X 5 5975 0 381
HUDSON UNITED BANCORP COM 44416510 173810 4942 X X 6 4942 0 0
HUDSON UNITED BANCORP COM 44416510 401325 11411 X 6 11411 0 0
HUGHES SUPPLY INC COM 44448210 5639972 163600 X 3 163600 0 0
HUGHES SUPPLY INC COM 44448210 133442 4098 X 5 3798 0 300
HUGHES SUPPLY INC COM 44448210 48675 1500 X X 6 1500 0 0
HUGHES SUPPLY INC COM 44448210 1010363 31136 X 6 28319 17 2800
HUGOTON RTY TR TEX UNIT BEN INT 44471710 262780 14000 X 13 0 0 14000
HUGOTON RTY TR TEX UNIT BEN INT 44471710 4685 250 X 5 250 0 0
HUMANA INC COM 44485910 2487994 137839 X 3 137839 0 0
HUMANA INC COM 44485910 2456251 135805 X 5 122370 0 13435
HUMANA INC COM 44485910 19801 1097 X X 6 1097 0 0
HUMANA INC COM 44485910 689961 38225 X 6 15057 0 23168
HUMANA INC COM 44485910 3610 200 X X 7 200 0 0
HUMAN GENOME SCIENCES INC COM 44490310 273200 20000 X 3 20000 0 0
HUMAN GENOME SCIENCES INC COM 44490310 1377302 100448 X 5 87238 0 13210
HUMAN GENOME SCIENCES INC COM 44490310 2746 200 X X 6 200 0 0
HUMAN GENOME SCIENCES INC COM 44490310 43593 3175 X 6 2775 0 400
HUNT J B TRANS SVCS INC COM 44565810 2047774 78700 X 3 78700 0 0
HUNT J B TRANS SVCS INC COM 44565810 902226 34192 X 5 17759 0 16433
HUNT J B TRANS SVCS INC COM 44565810 39285 1500 X X 6 1500 0 0
HUNT J B TRANS SVCS INC COM 44565810 518902 19813 X 6 17213 0 2600
HUNTINGTON BANCSHARES INC COM 44615010 1769226 89400 X 3 89400 0 0
HUNTINGTON BANCSHARES INC COM 44615010 1440107 70729 X 5 15127 0 55602
HUNTINGTON BANCSHARES INC COM 44615010 1597647 80486 X X 6 68442 12044 0
HUNTINGTON BANCSHARES INC COM 44615010 1692967 85288 X 6 84313 0 975
HUTCHINSON TECHNOLOGY INC COM 44840710 3310 100 X 3 100 0 0
HUTCHINSON TECHNOLOGY INC COM 44840710 451370 13255 X 5 1705 0 11550
HUTCHINSON TECHNOLOGY INC COM 44840710 16065 488 X 6 488 0 0
HYDRIL CO COM 44877410 36386 1781 X X 6 1781 0 0
HYDRIL CO COM 44877410 255089 12486 X 6 12486 0 0
HYDROGENICS CORP COM 44888210 2495 500 X 13 0 0 500
HYDROGENICS CORP COM 44888210 57884 11600 X 5 0 0 11600
HYPERION 2005 INVT GRADE OPP COM 44891810 190704 20053 X 5 20053 0 0
HYPERION 2005 INVT GRADE OPP COM 44891810 5468 575 X X 6 575 0 0
HYPERION 2005 INVT GRADE OPP COM 44891810 5468 575 X 6 575 0 0
ICN PHARMACEUTICALS INC NEW COM 44892410 1396258 81367 X 3 81367 0 0
ICN PHARMACEUTICALS INC NEW COM 44892410 191240 11106 X 5 9881 0 1225
ICN PHARMACEUTICALS INC NEW COM 44892410 1338 78 X X 6 78 0 0
ICN PHARMACEUTICALS INC NEW COM 44892410 61072 3559 X 6 3391 0 168
HYPERION TOTAL RETURN & INCO COM 44914510 29850 3000 X 13 0 0 3000
HYPERION TOTAL RETURN & INCO COM 44914510 538065 54231 X 5 51106 0 3125
HYPERION TOTAL RETURN & INCO COM 44914510 35712 3600 X 6 3600 0 0
HYPERION SOLUTIONS CORP COM 44914M10 3378714 117032 X 3 117032 0 0
HYPERION SOLUTIONS CORP COM 44914M10 61559 2122 X 5 2122 0 0
HYPERION SOLUTIONS CORP COM 44914M10 9428 325 X X 6 325 0 0
HYPERION SOLUTIONS CORP COM 44914M10 230717 7953 X 6 2850 0 5103
IA GLOBAL INC COM 44920E10 30000 60000 X 5 60000 0 0
ICOS CORP COM 44929510 3926 100 X 13 0 0 100
ICOS CORP COM 44929510 425735 11110 X 3 11110 0 0
ICOS CORP COM 44929510 2683045 69560 X 5 52635 0 16925
ICOS CORP COM 44929510 161377 4208 X 6 4208 0 0
ICT GROUP INC COM 44929Y10 35022 3270 X X 6 3270 0 0
ICT GROUP INC COM 44929Y10 247776 23135 X 6 23135 0 0
ICU MED INC COM 44930G10 24426 900 X 5 900 0 0
ICU MED INC COM 44930G10 48038 1770 X X 6 1770 0 0
ICU MED INC COM 44930G10 318895 11750 X 6 11750 0 0
ID BIOMEDICAL CORP COM 44936D10 489133 28100 X 5 27100 0 1000
ID BIOMEDICAL CORP COM 44936D10 52290 3000 X X 6 3000 0 0
IDEC PHARMACEUTICALS CORP COM 44937010 2021 60 X 13 0 0 60
IDEC PHARMACEUTICALS CORP COM 44937010 11986443 361582 X 3 361582 0 0
IDEC PHARMACEUTICALS CORP COM 44937010 1942202 58188 X 5 45052 0 13136
IDEC PHARMACEUTICALS CORP COM 44937010 46606 1400 X X 6 0 400 1000
IDEC PHARMACEUTICALS CORP COM 44937010 12650 380 X 6 380 0 0
IGEN INC COM 44953610 1867980 32318 X 3 32318 0 0
IGEN INC COM 44953610 195772 3400 X 5 3400 0 0
IGEN INC COM 44953610 15835 275 X X 6 275 0 0
IGEN INC COM 44953610 181262 3148 X 6 1725 0 1423
IMC GLOBAL INC COM 44966910 722779 112758 X 3 112758 0 0
IMC GLOBAL INC COM 44966910 156441 23827 X 5 6162 0 17665
IMC GLOBAL INC COM 44966910 32383 5052 X X 6 2791 2261 0
I-MANY INC COM 44973Q10 29504 27600 X 5 27600 0 0
ING PRIME RATE TR SH BEN INT 44977W10 5687 778 X 13 0 0 778
ING PRIME RATE TR SH BEN INT 44977W10 2901372 401731 X 5 271407 0 130324
ING PRIME RATE TR SH BEN INT 44977W10 52723 7343 X X 6 7343 0 0
ING PRIME RATE TR SH BEN INT 44977W10 79562 11081 X 6 11081 0 0
IMS HEALTH INC COM 44993410 33760 1600 X 1 1600 0 0
IMS HEALTH INC COM 44993410 1966773 93212 X 3 93212 0 0
IMS HEALTH INC COM 44993410 3650 173 X X 4 173 0 0
IMS HEALTH INC COM 44993410 947409 44756 X 5 37112 0 7644
IMS HEALTH INC COM 44993410 3775128 178916 X X 6 161534 11765 5617
IMS HEALTH INC COM 44993410 4297205 203659 X 6 203659 0 0
ISTAR FINL INC COM 45031U10 2449313 62879 X 5 61709 0 1170
ISTAR FINL INC COM 45031U10 806265 20700 X X 6 20300 0 400
ISTAR FINL INC COM 45031U10 4122273 105835 X 6 105835 0 0
ITLA CAP CORP COM 45056510 2114521 49625 X 3 49625 0 0
ITLA CAP CORP COM 45056510 28782 675 X 5 675 0 0
ITLA CAP CORP COM 45056510 23452 550 X X 6 550 0 0
ITLA CAP CORP COM 45056510 103573 2429 X 6 273 0 2156
ITT EDUCATIONAL SERVICES INC COM 45068B10 57504 1200 X 3 1200 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B10 759975 15754 X 5 11814 0 3940
ITT INDS INC IND COM 45091110 11109595 185655 X 11 129300 0 56355
ITT INDS INC IND COM 45091110 2754 45 X 13 0 0 45
ITT INDS INC IND COM 45091110 2392702 39669 X 3 39669 0 0
ITT INDS INC IND COM 45091110 439972 7255 X 5 2966 0 4289
ITT INDS INC IND COM 45091110 1069042 17865 X X 6 14627 2588 650
ITT INDS INC IND COM 45091110 2680293 44791 X 6 20496 0 24295
ITT INDS INC IND COM 45091110 4787 80 X 7 80 0 0
IAMGOLD CORP COM 45091310 832138 134000 X 5 133900 0 100
IDACORP INC COM 45110710 953904 37408 X 3 37408 0 0
IDACORP INC COM 45110710 1648180 63275 X 5 4517 0 58758
IDACORP INC COM 45110710 248906 9761 X X 6 8501 0 1260
IDACORP INC COM 45110710 125282 4913 X 6 4913 0 0
IDEX CORP COM 45167R10 7210383 196900 X 3 196900 0 0
IDEX CORP COM 45167R10 8163 224 X X 6 224 0 0
IDEX CORP COM 45167R10 977904 26836 X 6 23560 26 3250
IDEXX LABS INC COM 45168D10 3551442 83583 X 3 83583 0 0
IDEXX LABS INC COM 45168D10 4008174 94186 X 5 93186 0 1000
IDEXX LABS INC COM 45168D10 168498 3960 X 6 330 0 3630
IKON OFFICE SOLUTIONS INC COM 45171310 162702 21713 X 5 6973 0 14740
IKON OFFICE SOLUTIONS INC COM 45171310 404945 55396 X X 6 55396 0 0
IKON OFFICE SOLUTIONS INC COM 45171310 193254 26437 X 6 26437 0 0
IDENTIX INC COM 45190610 781 134 X 13 0 0 134
IDENTIX INC COM 45190610 145984 27685 X 5 27535 0 150
IDENTIX INC COM 45190610 5270 1000 X X 7 1000 0 0
ILEX ONCOLOGY INC COM 45192310 2720718 163800 X 3 163800 0 0
ILEX ONCOLOGY INC COM 45192310 28509 1700 X 5 1700 0 0
ILEX ONCOLOGY INC COM 45192310 10481 625 X X 6 625 0 0
ILEX ONCOLOGY INC COM 45192310 64145 3825 X 6 3825 0 0
ILLINOIS TOOL WKS INC COM 45230810 453881 6850 X X 1 6850 0 0
ILLINOIS TOOL WKS INC COM 45230810 1000526 15100 X 1 15100 0 0
ILLINOIS TOOL WKS INC COM 45230810 408546 6040 X 13 0 0 6040
ILLINOIS TOOL WKS INC COM 45230810 44627253 663790 X 3 663790 0 0
ILLINOIS TOOL WKS INC COM 45230810 9091665 136971 X 5 125401 0 11570
ILLINOIS TOOL WKS INC COM 45230810 18685320 282000 X X 6 268205 4598 9197
ILLINOIS TOOL WKS INC COM 45230810 57216371 863513 X 6 712272 1271 149970
ILLINOIS TOOL WKS INC COM 45230810 12258 185 X X 7 185 0 0
ILLINOIS TOOL WKS INC COM 45230810 51882 783 X 7 783 0 0
IMATION CORP COM 45245A10 61695440 1889600 X 11 1512850 1100 375650
IMATION CORP COM 45245A10 162238 4872 X 13 0 0 4872
IMATION CORP COM 45245A10 16793005 513538 X 3 513538 0 0
IMATION CORP COM 45245A10 3041025 91457 X 5 6898 0 84559
IMATION CORP COM 45245A10 399538 12237 X X 6 12127 100 10
IMATION CORP COM 45245A10 349257 10697 X 6 7391 0 3306
IMAX CORP COM 45245E10 5586359 707134 X 3 707134 0 0
IMAX CORP COM 45245E10 1962254 248385 X 5 248185 0 200
IMAX CORP COM 45245E10 1185 150 X 6 150 0 0
IMCLONE SYS INC COM 45245W10 30597 786 X 3 786 0 0
IMCLONE SYS INC COM 45245W10 290946 7478 X 5 7328 0 150
IMCLONE SYS INC COM 45245W10 3893 100 X X 6 0 0 100
IMAGISTICS INTERNATIONAL INC COM 45247T10 93588 3227 X 5 2651 0 576
IMAGISTICS INTERNATIONAL INC COM 45247T10 89954 3104 X X 6 3104 0 0
IMAGISTICS INTERNATIONAL INC COM 45247T10 21793 752 X 6 752 0 0
IMMTECH INTL INC COM 45251910 2094054 116401 X 5 0 0 116401
IMMUCOR INC COM 45252610 781523 28999 X 3 28999 0 0
IMMUCOR INC COM 45252610 5390 200 X 5 200 0 0
IMMUCOR INC COM 45252610 4393 163 X X 6 63 0 100
IMMUCOR INC COM 45252610 196196 7280 X 6 4257 0 3023
IMMUNOGEN INC COM 45253H10 11125 2500 X 11 0 0 2500
IMMUNOGEN INC COM 45253H10 12367 2700 X 5 1100 0 1600
IMMUNOGEN INC COM 45253H10 26700 6000 X 6 6000 0 0
IMPAC MTG HLDGS INC COM 45254P10 1485497 91754 X 3 91754 0 0
IMPAC MTG HLDGS INC COM 45254P10 1226323 76623 X 5 45737 0 30886
IMPAC MTG HLDGS INC COM 45254P10 184566 11400 X X 6 11400 0 0
IMPAC MTG HLDGS INC COM 45254P10 81808 5053 X 6 988 0 4065
IMPCO TECHNOLOGIES INC COM 45255W10 366307 50783 X 5 45683 0 5100
IMPAX LABORATORIES INC COM 45256B10 300240 24000 X 3 24000 0 0
IMPAX LABORATORIES INC COM 45256B10 176091 14076 X 5 14076 0 0
IMPERIAL CHEM INDS PLC ADR NEW 45270450 4320 377 X 13 0 0 377
IMPERIAL CHEM INDS PLC ADR NEW 45270450 656980 57000 X 3 57000 0 0
IMPERIAL CHEM INDS PLC ADR NEW 45270450 25501 2276 X 5 1876 0 400
IMPERIAL CHEM INDS PLC ADR NEW 45270450 59084 5299 X X 6 3169 0 2130
IMPERIAL CHEM INDS PLC ADR NEW 45270450 133722 11993 X 6 11993 0 0
IMMUNOMEDICS INC COM 45290710 92500 12500 X 5 0 0 12500
IMMUNOMEDICS INC COM 45290710 3690 500 X 6 500 0 0
IMPERIAL OIL LTD COM NEW 45303840 149912 3988 X 5 2555 0 1433
IMPERIAL OIL LTD COM NEW 45303840 56559 1520 X X 6 1520 0 0
IMPERIAL OIL LTD COM NEW 45303840 478446 12858 X 6 12279 0 579
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 13724 412 X 5 212 0 200
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 83739 2536 X X 6 1686 500 350
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 134788 4082 X 6 2749 0 1333
INAMED CORP COM 45323510 9968430 135162 X 3 135162 0 0
INAMED CORP COM 45323510 1827501 24875 X 5 23566 0 1309
INAMED CORP COM 45323510 100374 1366 X X 6 1366 0 0
INAMED CORP COM 45323510 1666820 22684 X 6 19234 15 3435
INCO LTD COM 45325840 29448 1060 X 5 1000 0 60
INCO LTD COM 45325840 17344 625 X X 6 625 0 0
INCO LTD COM 45325840 755688 27232 X 6 27232 0 0
INCO LTD DBCV 7.750% 3/ 453258AH 40200 40000 X X 4 40000 0 0
INCO LTD DBCV 7.750% 3/ 453258AH 164267 163500 X 5 163500 0 0
INDEPENDENCE CMNTY BK CORP COM 45341410 15734 439 X 13 0 0 439
INDEPENDENCE CMNTY BK CORP COM 45341410 1884369 53947 X 3 53947 0 0
INDEPENDENCE CMNTY BK CORP COM 45341410 65761 1873 X 5 1873 0 0
INDEPENDENCE CMNTY BK CORP COM 45341410 106559 3035 X 6 3035 0 0
INDEVUS PHARMACEUTICALS INC COM 45407210 1529533 285894 X 3 285894 0 0
INDEVUS PHARMACEUTICALS INC COM 45407210 36698 6850 X 5 6650 0 200
INDEVUS PHARMACEUTICALS INC COM 45407210 68694 12840 X 6 0 0 12840
INDYMAC BANCORP INC COM 45660710 1259730 54369 X 3 54369 0 0
INDYMAC BANCORP INC COM 45660710 683156 29243 X 5 21681 0 7562
INDYMAC BANCORP INC COM 45660710 208530 9000 X X 6 0 0 9000
INDYMAC BANCORP INC COM 45660710 33573 1449 X 6 1449 0 0
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 25329 0 X 3 0 0 0
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 197621 15329 X 5 15249 0 80
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 99975 7756 X X 6 7756 0 0
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 430268 33380 X 6 33380 0 0
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 1289 100 X 7 100 0 0
INFOCUS CORP COM 45665B10 99050 19900 X 5 3000 0 16900
INFOCUS CORP COM 45665B10 1455 300 X X 6 0 300 0
INFOCUS CORP COM 45665B10 5238 1080 X 6 1080 0 0
INFORMATICA CORP COM 45666Q10 622794 80257 X 13 0 0 80257
INFORMATICA CORP COM 45666Q10 3880 500 X 5 0 0 500
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 419017 6153 X 5 5953 0 200
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 4016 59 X 6 59 0 0
INFOSPACE INC COM NEW 45678T20 3231291 158319 X 3 158319 0 0
INFOSPACE INC COM NEW 45678T20 47881 2343 X 5 1670 0 673
INFOSPACE INC COM NEW 45678T20 408 20 X X 6 20 0 0
INFOSPACE INC COM NEW 45678T20 156626 7674 X 6 740 0 6934
ING GROUP N V SPONSORED ADR 45683710 130532 6795 X 13 0 0 6795
ING GROUP N V SPONSORED ADR 45683710 2605041 139000 X 3 139000 0 0
ING GROUP N V SPONSORED ADR 45683710 508022 26776 X 5 8937 0 17839
ING GROUP N V SPONSORED ADR 45683710 79680 4307 X X 6 4307 0 0
ING GROUP N V SPONSORED ADR 45683710 724516 39163 X 6 37945 0 1218
ING GROUP N V SPONSORED ADR 45683710 6475 350 X X 7 350 0 0
INGLES MKTS INC CL A 45703010 7360 751 X 5 751 0 0
INGLES MKTS INC CL A 45703010 84280 8600 X X 6 8600 0 0
INGLES MKTS INC CL A 45703010 62779 6406 X 6 6406 0 0
INGRAM MICRO INC CL A 45715310 391320 29981 X 5 29831 0 150
INGRAM MICRO INC CL A 45715310 61466 4710 X X 6 4710 0 0
INGRAM MICRO INC CL A 45715310 430324 32975 X 6 32975 0 0
INKINE PHARMACEUTICALS INC COM 45721410 45475 11000 X 5 8500 0 2500
INKINE PHARMACEUTICALS INC COM 45721410 4150 1000 X X 6 1000 0 0
INKINE PHARMACEUTICALS INC COM 45721410 3113 750 X 6 750 0 0
INSMED INC COM NEW 45766920 50234 17567 X 5 767 0 16800
INSMED INC COM NEW 45766920 8550 3000 X 6 3000 0 0
INSIGHT COMMUNICATIONS INC CL A 45768V10 32402 3400 X 5 3400 0 0
INSIGHT COMMUNICATIONS INC CL A 45768V10 86799 9108 X X 6 9108 0 0
INSIGHT COMMUNICATIONS INC CL A 45768V10 608643 63866 X 6 63866 0 0
INNKEEPERS USA TR COM 4576J010 60900 7000 X 3 7000 0 0
INNKEEPERS USA TR COM 4576J010 574974 63920 X 5 12920 0 51000
INSTINET GROUP INC COM 45775010 501957 102860 X 5 0 0 102860
INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 28601 1011 X 5 1011 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 39606 1400 X X 6 1400 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 362112 12800 X 6 12800 0 0
INSURED MUN INCOME FD COM 45809F10 177572 12637 X 5 7137 0 5500
INSURED MUN INCOME FD COM 45809F10 54970 3918 X 6 3918 0 0
INSURED MUN INCOME FD COM 45809F10 5269668 375600 X 9 375600 0 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 24840 2000 X 11 0 0 2000
INTEGRATED DEVICE TECHNOLOGY COM 45811810 1266380 101963 X 3 101963 0 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 48937 3919 X 5 2979 0 940
INTEGRATED DEVICE TECHNOLOGY COM 45811810 3726 300 X X 6 0 300 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 53965 4345 X 6 4345 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K20 20261620 672907 X 3 672907 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K20 318604 10606 X 5 10606 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K20 217850 7252 X X 6 6882 0 370
INTEGRATED CIRCUIT SYS INC COM 45811K20 4076548 135704 X 6 127381 45 8278
INTEGRATED CIRCUIT SYS INC COM 45811K20 4055 135 X 7 135 0 0
INTEGRATED SILICON SOLUTION COM 45812P10 3416830 343400 X 3 343400 0 0
INTEGRATED SILICON SOLUTION COM 45812P10 995 100 X 5 100 0 0
INTEGRATED SILICON SOLUTION COM 45812P10 233825 23500 X 6 0 0 23500
INTEL CORP COM 45814010 2199949 79940 X X 1 78540 1400 0
INTEL CORP COM 45814010 3361981 122165 X 1 122005 0 160
INTEL CORP COM 45814010 1903834 69180 X 11 300 0 68880
INTEL CORP COM 45814010 3356009 117220 X 13 0 0 117220
INTEL CORP COM 45814010 262846992 9488430 X 3 9488430 0 0
INTEL CORP COM 45814010 26144 950 X X 4 950 0 0
INTEL CORP COM 45814010 113548 4126 X 4 4126 0 0
INTEL CORP COM 45814010 94955064 3380364 X 5 1643923 0 1736441
INTEL CORP COM 45814010 180374171 6554294 X X 6 5438211 655791 460292
INTEL CORP COM 45814010 300675975 10925726 X 6 8969687 22294 1933745
INTEL CORP COM 45814010 54600 1984 X X 7 1984 0 0
INTEL CORP COM 45814010 288547 10485 X 7 10485 0 0
INTELIDATA TECHNOLOGIES CORP COM 45814T10 189980 80500 X 5 80500 0 0
INTERACTIVE DATA CORP COM 45840J10 2370 150 X 5 150 0 0
INTERACTIVE DATA CORP COM 45840J10 41712 2640 X X 6 1640 1000 0
INTERACTIVE DATA CORP COM 45840J10 902512 57121 X 6 29735 13905 13481
INTERACTIVECORP COM 45840Q10 72539299 2192265 X 3 2192265 0 0
INTERACTIVECORP COM 45840Q10 3409138 102372 X 5 85568 0 16804
INTERACTIVECORP COM 45840Q10 220481 6645 X X 6 6645 0 0
INTERACTIVECORP COM 45840Q10 2260786 68137 X 6 58367 0 9770
INTERACTIVECORP COM 45840Q10 2787 84 X 7 84 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A10 104442 6695 X 13 0 0 6695
INTERDIGITAL COMMUNICATIONS COM 45866A10 289874 19110 X 5 14460 0 4650
INTERDIGITAL COMMUNICATIONS COM 45866A10 7139 475 X X 6 475 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A10 44339 2950 X 6 2950 0 0
INTERGRAPH CORP COM 45868310 3987864 171300 X 3 171300 0 0
INTERGRAPH CORP COM 45868310 87308 3720 X 5 3720 0 0
INTERGRAPH CORP COM 45868310 30276 1290 X X 6 1290 0 0
INTERGRAPH CORP COM 45868310 811827 34590 X 6 34590 0 0
INTERLOTT TECHNOLOGIES INC COM 45876410 182000 20000 X 5 0 0 20000
INTERMEDIATE MUNI FD INC COM 45880P10 3598197 351618 X 5 26345 0 325273
INTERMEDIATE MUNI FD INC COM 45880P10 8465 834 X 6 834 0 0
INTERMUNE INC COM 45884X10 1908000 100000 X 3 100000 0 0
INTERMUNE INC COM 45884X10 29403 1535 X 5 1335 0 200
INTERMUNE INC NOTE 5.750% 7/ 45884XAA 169954 180000 X 5 0 0 180000
INTERNAP NETWORK SVCS CORP COM 45885A10 131361 104600 X 5 14500 0 90100
INTERNATIONAL BUSINESS MACHS COM 45920010 3274393 37070 X X 1 36270 800 0
INTERNATIONAL BUSINESS MACHS COM 45920010 4105137 46475 X 1 46295 0 180
INTERNATIONAL BUSINESS MACHS COM 45920010 293962 3328 X 11 0 0 3328
INTERNATIONAL BUSINESS MACHS COM 45920010 2419600 26780 X 13 0 0 26780
INTERNATIONAL BUSINESS MACHS COM 45920010 149429274 1680010 X 3 1680010 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 26499 300 X X 4 300 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 22083 250 X 4 250 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 57889541 651181 X 5 467662 0 183519
INTERNATIONAL BUSINESS MACHS COM 45920010 227246591 2572700 X X 6 2319048 135342 118310
INTERNATIONAL BUSINESS MACHS COM 45920010 261083333 2955772 X 6 2552551 7612 395609
INTERNATIONAL BUSINESS MACHS COM 45920010 97870 1108 X X 7 1108 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 287956 3260 X 7 3260 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 2512989 28450 X 8 28450 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1211158 36613 X 3 36613 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 123296 3717 X 5 1728 0 1989
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 896501 27101 X X 6 24651 450 2000
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1567860 47396 X 6 7433 0 39963
INTERNATIONAL GAME TECHNOLOG COM 45990210 146380 5200 X X 1 5200 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 4504 160 X 11 0 0 160
INTERNATIONAL GAME TECHNOLOG COM 45990210 46512 1600 X 13 0 0 1600
INTERNATIONAL GAME TECHNOLOG COM 45990210 111784494 3963322 X 3 3963322 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 2139 76 X 4 76 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 20436574 724282 X 5 672069 0 52213
INTERNATIONAL GAME TECHNOLOG COM 45990210 1229733 43685 X X 6 8941 800 33944
INTERNATIONAL GAME TECHNOLOG COM 45990210 13661308 485304 X 6 223023 580 261701
INTERNATIONAL GAME TECHNOLOG COM 45990210 23871 848 X 7 848 0 0
INTL PAPER CO COM 46014610 39020 1000 X 11 600 0 400
INTL PAPER CO COM 46014610 261614 6645 X 13 0 0 6645
INTL PAPER CO COM 46014610 24746211 632610 X 3 632610 0 0
INTL PAPER CO COM 46014610 3231251 82422 X 5 39172 0 43250
INTL PAPER CO COM 46014610 5732077 146901 X X 6 130268 13622 3011
INTL PAPER CO COM 46014610 15150491 388275 X 6 201342 364 186569
INTL PAPER CO COM 46014610 13774 353 X 7 353 0 0
INTL PAPER CO COM 46014610 9085456 232841 X 8 232841 0 0
INTERNATIONAL RECTIFIER CORP COM 46025410 554520 14255 X 13 0 0 14255
INTERNATIONAL RECTIFIER CORP COM 46025410 2352842 62843 X 3 62843 0 0
INTERNATIONAL RECTIFIER CORP COM 46025410 1632441 42334 X 5 9830 0 32504
INTERNATIONAL RECTIFIER CORP COM 46025410 336324 8983 X X 6 8583 300 100
INTERNATIONAL RECTIFIER CORP COM 46025410 546624 14600 X 6 2800 11000 800
INTERNATIONAL RECTIFIER CORP COM 46025410 3744 100 X 7 100 0 0
INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/ 460254AE 442415 463000 X 5 113000 0 350000
INTERNATIONAL SPEEDWAY CORP CL A 46033520 2287591 52121 X 3 52121 0 0
INTERNATIONAL SPEEDWAY CORP CL A 46033520 4379350 99739 X 5 97859 0 1880
INTERNATIONAL SPEEDWAY CORP CL A 46033520 8778 200 X X 6 200 0 0
INTERNET CAP GROUP INC COM 46059C10 5679 12496 X 5 11246 0 1250
INTERNET CAP GROUP INC COM 46059C10 319 700 X 6 700 0 0
INTERNET SEC SYS INC COM 46060X10 609025 48722 X 3 48722 0 0
INTERNET SEC SYS INC COM 46060X10 36701 2922 X 5 2522 0 400
INTERNET SEC SYS INC COM 46060X10 18000 1440 X X 6 1440 0 0
INTERNET SEC SYS INC COM 46060X10 187250 14980 X 6 14980 0 0
INTERPOOL INC COM 46062R10 2006251 126100 X 11 120700 0 5400
INTERPUBLIC GROUP COS INC COM 46069010 2148203 152139 X 3 152139 0 0
INTERPUBLIC GROUP COS INC COM 46069010 3629 257 X X 4 257 0 0
INTERPUBLIC GROUP COS INC COM 46069010 1099673 77594 X 5 62614 0 14980
INTERPUBLIC GROUP COS INC COM 46069010 5356761 379374 X X 6 377474 100 1800
INTERPUBLIC GROUP COS INC COM 46069010 3766496 266749 X 6 239819 0 26930
INTERPUBLIC GROUP COS INC NOTE 1.870% 6/ 460690AJ 22197 25000 X 5 0 0 25000
INTERSIL CORP CL A 46069S10 16615661 698137 X 3 698137 0 0
INTERSIL CORP CL A 46069S10 63364 2553 X 5 596 0 1957
INTERSIL CORP CL A 46069S10 50694 2130 X X 6 2130 0 0
INTERSIL CORP CL A 46069S10 439776 18478 X 6 9078 0 9400
INTERSTATE BAKERIES CORP DEL COM 46072H10 1890 127 X 13 0 0 127
INTERSTATE BAKERIES CORP DEL COM 46072H10 658230 43882 X 3 43882 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H10 95991 6405 X 5 5705 0 700
INTERSTATE BAKERIES CORP DEL COM 46072H10 300000 20000 X X 6 20000 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H10 720 48 X 6 48 0 0
INTERWOVEN INC COM 46114T10 29472 10943 X 5 7433 0 3510
INTRADO INC COM 46117A10 8902 378 X 13 0 0 378
INTRADO INC COM 46117A10 2287112 100400 X 3 100400 0 0
INTRADO INC COM 46117A10 116360 5108 X 5 5108 0 0
INTRADO INC COM 46117A10 11390 500 X X 6 500 0 0
INTRADO INC COM 46117A10 223244 9800 X 6 0 0 9800
INTUIT COM 46120210 14472 300 X 1 300 0 0
INTUIT COM 46120210 62022216 1282548 X 3 1282548 0 0
INTUIT COM 46120210 1930 40 X X 4 40 0 0
INTUIT COM 46120210 1738127 35887 X 5 28807 0 7080
INTUIT COM 46120210 1585890 32875 X X 6 28476 1003 3396
INTUIT COM 46120210 15573367 322831 X 6 276307 2022 44502
INTUIT COM 46120210 27979 580 X 7 580 0 0
INVERNESS MED INNOVATIONS IN COM 46126P10 838200 33000 X 3 33000 0 0
INVERNESS MED INNOVATIONS IN COM 46126P10 72876 2807 X 5 757 0 2050
INVERNESS MED INNOVATIONS IN COM 46126P10 12700 500 X X 6 500 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 14391809 750355 X 3 750355 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 22767 1187 X 5 1187 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 76720 4000 X 6 0 0 4000
INVISION TECHNOLOGIES INC COM 46185110 2062499 84737 X 3 84737 0 0
INVISION TECHNOLOGIES INC COM 46185110 381176 15370 X 5 8700 0 6670
INVISION TECHNOLOGIES INC COM 46185110 4868 200 X X 6 200 0 0
INVISION TECHNOLOGIES INC COM 46185110 94050 3864 X 6 100 0 3764
INVITROGEN CORP COM 46185R10 7461225 128664 X 3 128664 0 0
INVITROGEN CORP COM 46185R10 147720 2548 X 5 2124 0 424
INVITROGEN CORP COM 46185R10 111998 1933 X X 6 1933 0 0
INVITROGEN CORP COM 46185R10 846156 14604 X 6 13219 0 1385
INVITROGEN CORP COM 46185R10 8401 145 X X 7 145 0 0
INVESTORS FINL SERVICES CORP COM 46191510 8857972 280521 X 3 280521 0 0
INVESTORS FINL SERVICES CORP COM 46191510 206564 6321 X 5 321 0 6000
INVESTORS FINL SERVICES CORP COM 46191510 149531 4741 X X 6 4741 0 0
INVESTORS FINL SERVICES CORP COM 46191510 2164433 68625 X 6 65082 43 3500
INVESTORS FINL SERVICES CORP COM 46191510 10881 345 X X 7 345 0 0
IONICS INC COM 46221810 23702 920 X 5 70 0 850
IONICS INC COM 46221810 501430 20500 X X 6 20500 0 0
IONICS INC COM 46221810 32410 1325 X 6 1325 0 0
IPASS INC COM 46261V10 7859481 334446 X 3 334446 0 0
IPASS INC COM 46261V10 4700 200 X X 6 200 0 0
IPASS INC COM 46261V10 252602 10749 X 6 0 0 10749
IRELAND BK SPONSORED ADR 46267Q10 504861 10360 X 5 10292 0 68
IRELAND BK SPONSORED ADR 46267Q10 2680 55 X X 6 55 0 0
IRELAND BK SPONSORED ADR 46267Q10 13011 267 X 6 267 0 0
IRON MTN INC PA COM 46284610 369251 10269 X 5 8785 0 1484
IRON MTN INC PA COM 46284610 9585 267 X X 6 267 0 0
IRON MTN INC PA COM 46284610 94238 2625 X 6 2125 0 500
ISHARES INC MSCI AUSTRALIA 46428610 9996 850 X X 4 850 0 0
ISHARES INC MSCI AUSTRALIA 46428610 219763 18620 X 5 12530 0 6090
ISHARES INC MSCI AUSTRALIA 46428610 8444 718 X X 6 718 0 0
ISHARES INC MSCI AUSTRALIA 46428610 189889 16147 X 6 16147 0 0
ISHARES INC MSCI BRAZIL 46428640 113968 8734 X 5 29 0 8705
ISHARES INC MSCI BRAZIL 46428640 2881 227 X X 6 227 0 0
ISHARES INC MSCI BRAZIL 46428640 64224 5061 X 6 5061 0 0
ISHARES INC MSCI CDA INDEX 46428650 481603 38769 X 5 34769 0 4000
ISHARES INC MSCI CDA INDEX 46428650 2482 200 X X 6 200 0 0
ISHARES INC MSCI CDA INDEX 46428650 55249 4452 X 6 4452 0 0
ISHARES INC MSCI EMU INDEX 46428660 874847 17310 X 5 17310 0 0
ISHARES INC MSCI EMU INDEX 46428660 1121988 22200 X 9 22200 0 0
ISHARES INC MSCI PAC J IDX 46428666 906360 13809 X 5 11520 0 2289
ISHARES INC MSCI SINGAPORE 46428667 73112 13079 X 5 13079 0 0
ISHARES INC MSCI SINGAPORE 46428667 4360 780 X X 6 780 0 0
ISHARES INC MSCI SINGAPORE 46428667 114656 20511 X 6 20511 0 0
ISHARES INC MSCI UTD KINGD 46428669 72240 5387 X 5 5387 0 0
ISHARES INC MSCI UTD KINGD 46428669 23079 1721 X X 6 1721 0 0
ISHARES INC MSCI UTD KINGD 46428669 518846 38691 X 6 38691 0 0
ISHARES INC MSCI UTD KINGD 46428669 1686978 125800 X 9 125800 0 0
ISHARES INC MSCI FRANCE 46428670 8525 500 X X 4 500 0 0
ISHARES INC MSCI FRANCE 46428670 62215 3649 X 5 3649 0 0
ISHARES INC MSCI FRANCE 46428670 6326 371 X X 6 371 0 0
ISHARES INC MSCI FRANCE 46428670 159622 9362 X 6 9362 0 0
ISHARES INC MSCI TAIWAN 46428673 48118 4343 X 5 2403 0 1940
ISHARES INC MSCI TAIWAN 46428673 4715 429 X X 6 429 0 0
ISHARES INC MSCI TAIWAN 46428673 107120 9747 X 6 9747 0 0
ISHARES INC MSCI SWITZERLD 46428674 10224 800 X X 4 800 0 0
ISHARES INC MSCI SWITZERLD 46428674 102419 8014 X 5 8014 0 0
ISHARES INC MSCI SWITZERLD 46428674 2249 176 X X 6 176 0 0
ISHARES INC MSCI SWITZERLD 46428674 49868 3902 X 6 3902 0 0
ISHARES INC MSCI SWEDEN 46428675 40323 3121 X 5 3121 0 0
ISHARES INC MSCI SWEDEN 46428675 5246 406 X X 6 406 0 0
ISHARES INC MSCI SWEDEN 46428675 123929 9592 X 6 9592 0 0
ISHARES INC MSCI SPAIN 46428676 102817 4588 X 5 4588 0 0
ISHARES INC MSCI SPAIN 46428676 5827 260 X X 6 260 0 0
ISHARES INC MSCI SPAIN 46428676 129911 5797 X 6 5797 0 0
ISHARES INC MSCI S KOREA 46428677 124147 5585 X 5 365 0 5220
ISHARES INC MSCI S KOREA 46428677 3331 156 X X 6 156 0 0
ISHARES INC MSCI S KOREA 46428677 75408 3532 X 6 3532 0 0
ISHARES INC MSCI GERMAN 46428680 4984 400 X 11 0 0 400
ISHARES INC MSCI GERMAN 46428680 188993 15168 X 5 15168 0 0
ISHARES INC MSCI GERMAN 46428680 5383 432 X X 6 432 0 0
ISHARES INC MSCI GERMAN 46428680 142106 11405 X 6 11405 0 0
ISHARES INC MSCI MALAYSIA 46428683 54506 9254 X 5 9254 0 0
ISHARES INC MSCI MALAYSIA 46428683 1190 202 X X 6 202 0 0
ISHARES INC MSCI MALAYSIA 46428683 27123 4605 X 6 4605 0 0
ISHARES INC MSCI JAPAN 46428684 7884 900 X 11 0 0 900
ISHARES INC MSCI JAPAN 46428684 17785236 2013215 X 5 1598014 0 415201
ISHARES INC MSCI JAPAN 46428684 36766 4197 X X 6 4197 0 0
ISHARES INC MSCI JAPAN 46428684 649134 74102 X 6 74102 0 0
ISHARES INC MSCI JAPAN 46428684 6478020 739500 X 9 739500 0 0
ISHARES INC MSCI HONG KONG 46428687 396338 40650 X 13 0 0 40650
ISHARES INC MSCI HONG KONG 46428687 115265 11938 X 5 4038 0 7900
ISHARES INC MSCI HONG KONG 46428687 2178 230 X X 6 230 0 0
ISHARES INC MSCI HONG KONG 46428687 49718 5250 X 6 5250 0 0
ISHARES TR S&P 100 IDX FD 46428710 3563037 70993 X 5 63674 0 7319
ISHARES TR S&P 500 INDEX 46428720 381269 3735 X 13 0 0 3735
ISHARES TR S&P 500 INDEX 46428720 3720171 37052 X 5 28485 0 8567
ISHARES TR S&P 500 INDEX 46428720 50470 500 X X 6 500 0 0
ISHARES TR S&P 500 INDEX 46428720 1024238 10147 X 6 10147 0 0
ISHARES TR MSCI EMERG MKT 46428723 1909968 13778 X 5 3379 0 10399
ISHARES TR GS CORP BD FD 46428724 30767 275 X 13 0 0 275
ISHARES TR GS CORP BD FD 46428724 6621253 59072 X 5 30059 0 29013
ISHARES TR GS CORP BD FD 46428724 460389 4100 X X 6 4100 0 0
ISHARES TR GS CORP BD FD 46428724 693840 6179 X 6 6179 0 0
ISHARES TR S&P GBL TELCM 46428727 355573 8876 X 5 0 0 8876
ISHARES TR S&P GBL TELCM 46428727 3950 100 X X 6 100 0 0
ISHARES TR S&P500/BAR GRW 46428730 28340 545 X 13 0 0 545
ISHARES TR S&P500/BAR GRW 46428730 2171406 42485 X 5 34366 0 8119
ISHARES TR S&P500/BAR GRW 46428730 145727 2863 X 6 2863 0 0
ISHARES TR GS NAT RES IDX 46428737 70173 766 X 13 0 0 766
ISHARES TR GS NAT RES IDX 46428737 1758899 19385 X 5 15280 0 4105
ISHARES TR S&P500/BAR VAL 46428740 38284 770 X 13 0 0 770
ISHARES TR S&P500/BAR VAL 46428740 3454218 70227 X 5 35348 0 34879
ISHARES TR S&P500/BAR VAL 46428740 148024 3042 X 6 3042 0 0
ISHARES TR 20+ YR TRS BD 46428743 47261 540 X 13 0 0 540
ISHARES TR 20+ YR TRS BD 46428743 3246593 36911 X 5 23061 0 13850
ISHARES TR 7-10 YR TRS BD 46428744 42344 491 X 13 0 0 491
ISHARES TR 7-10 YR TRS BD 46428744 11107683 128657 X 5 35152 0 93505
ISHARES TR 7-10 YR TRS BD 46428744 606 7 X 6 7 0 0
ISHARES TR 1-3 YR TRS BD 46428745 268447 3248 X 13 0 0 3248
ISHARES TR 1-3 YR TRS BD 46428745 19017526 229990 X 5 110983 0 119007
ISHARES TR 1-3 YR TRS BD 46428745 339193 4100 X X 6 4100 0 0
ISHARES TR 1-3 YR TRS BD 46428745 602274 7280 X 6 7280 0 0
ISHARES TR MSCI EAFE IDX 46428746 76050 650 X 11 600 0 50
ISHARES TR MSCI EAFE IDX 46428746 882615 7304 X 13 0 0 7304
ISHARES TR MSCI EAFE IDX 46428746 13895990 117112 X 5 66632 0 50480
ISHARES TR MSCI EAFE IDX 46428746 23751 203 X X 6 203 0 0
ISHARES TR MSCI EAFE IDX 46428746 1548495 13235 X 6 13235 0 0
ISHARES TR RUSSELL MCP VL 46428747 1640281 20144 X 5 18305 0 1839
ISHARES TR RUSSELL MCP GR 46428748 1684378 25543 X 5 23017 0 2526
ISHARES TR RUSSELL MIDCAP 46428749 1184498 19926 X 5 15441 0 4485
ISHARES TR RUSSELL MIDCAP 46428749 1540240 26000 X 6 26000 0 0
ISHARES TR S&P MIDCAP 400 46428750 63216 605 X 13 0 0 605
ISHARES TR S&P MIDCAP 400 46428750 4893225 47458 X 5 27021 0 20437
ISHARES TR S&P MIDCAP 400 46428750 146558 1436 X X 6 1436 0 0
ISHARES TR S&P MIDCAP 400 46428750 8985669 88043 X 6 88043 0 0
ISHARES TR GLMN SCHS SOFT 46428751 83576 2412 X 13 0 0 2412
ISHARES TR GLMN SCHS SOFT 46428751 2154176 63726 X 5 54475 0 9251
ISHARES TR GLDM SCHS SEMI 46428752 18188 342 X 13 0 0 342
ISHARES TR GLDM SCHS SEMI 46428752 303392 5782 X 5 5250 0 532
ISHARES TR GLDM SCHS NETW 46428753 90878 3820 X 13 0 0 3820
ISHARES TR GLDM SCHS NETW 46428753 12452443 525569 X 5 508431 0 17138
ISHARES TR GLDM SACHS TEC 46428754 78800 1908 X 13 0 0 1908
ISHARES TR GLDM SACHS TEC 46428754 1411418 34581 X 5 23968 0 10613
ISHARES TR GLDM SACHS TEC 46428754 1015 25 X X 6 25 0 0
ISHARES TR NASDQ BIO INDX 46428755 212181 2921 X 13 0 0 2921
ISHARES TR NASDQ BIO INDX 46428755 3050610 42448 X 5 36868 0 5580
ISHARES TR NASDQ BIO INDX 46428755 233188 3250 X X 6 1425 825 1000
ISHARES TR NASDQ BIO INDX 46428755 7175 100 X 6 100 0 0
ISHARES TR COHEN&ST RLTY 46428756 76140 766 X 13 0 0 766
ISHARES TR COHEN&ST RLTY 46428756 5656840 57014 X 5 15684 0 41330
ISHARES TR COHEN&ST RLTY 46428756 464078 4700 X X 6 3900 800 0
ISHARES TR COHEN&ST RLTY 46428756 4734583 47950 X 6 47750 200 0
ISHARES TR DJ US CON CYCL 46428758 73300 1435 X 13 0 0 1435
ISHARES TR DJ US CON CYCL 46428758 4938905 98563 X 5 79744 0 18819
ISHARES TR RUSSELL1000VAL 46428759 49035 934 X 13 0 0 934
ISHARES TR RUSSELL1000VAL 46428759 13317090 254721 X 5 51158 0 203563
ISHARES TR RUSSELL1000VAL 46428759 2947181 57327 X X 6 57327 0 0
ISHARES TR RUSSELL1000VAL 46428759 301160 5858 X 6 5858 0 0
ISHARES TR S&P MIDCP GROW 46428760 4989703 45902 X 5 38437 0 7465
ISHARES TR S&P MIDCP GROW 46428760 22324 206 X 6 206 0 0
ISHARES TR RUSSELL1000GRW 46428761 59822 1373 X 13 0 0 1373
ISHARES TR RUSSELL1000GRW 46428761 13741468 320986 X 5 256729 0 64257
ISHARES TR RUSSELL1000GRW 46428761 2445834 57387 X X 6 57387 0 0
ISHARES TR RUSSELL1000GRW 46428761 48374 1135 X 6 1135 0 0
ISHARES TR RUSSELL 1000 46428762 237332 4365 X 5 475 0 3890
ISHARES TR RUSSELL 1000 46428762 97887 1830 X 6 1830 0 0
ISHARES TR RUSL 2000 VALU 46428763 400273 2805 X 13 0 0 2805
ISHARES TR RUSL 2000 VALU 46428763 6298139 44257 X 5 4194 0 40063
ISHARES TR RUSL 2000 VALU 46428763 27989 202 X 6 202 0 0
ISHARES TR RUSL 2000 GROW 46428764 409463 7625 X 13 0 0 7625
ISHARES TR RUSL 2000 GROW 46428764 3447151 64483 X 5 14046 0 50437
ISHARES TR RUSL 2000 GROW 46428764 146148 2779 X 6 2779 0 0
ISHARES TR RUSSELL 2000 46428765 3997149 40903 X 5 30402 0 10501
ISHARES TR RUSSELL 2000 46428765 2348416 24198 X X 6 19683 4445 70
ISHARES TR RUSSELL 2000 46428765 16137464 166133 X 6 166133 0 0
ISHARES TR RUSL 3000 GROW 46428767 678367 19692 X 5 18392 0 1300
ISHARES TR RUSSELL 3000 46428768 465865 8191 X 5 4576 0 3615
ISHARES TR RUSSELL 3000 46428768 322491 5723 X X 6 5723 0 0
ISHARES TR RUSSELL 3000 46428768 2615113 45847 X 6 45847 0 0
ISHARES TR DJ US UTILS 46428769 291330 5395 X 13 0 0 5395
ISHARES TR DJ US UTILS 46428769 5938076 110358 X 5 54545 0 55813
ISHARES TR S&P MIDCP VALU 46428770 29157 300 X 13 0 0 300
ISHARES TR S&P MIDCP VALU 46428770 5647418 59204 X 5 48244 0 10960
ISHARES TR S&P MIDCP VALU 46428770 18996 200 X X 6 200 0 0
ISHARES TR S&P MIDCP VALU 46428770 254926 2684 X 6 2684 0 0
ISHARES TR DJ US TELECOMM 46428771 3934383 205870 X 5 169139 0 36731
ISHARES TR DJ US TECH SEC 46428772 294402 6694 X 13 0 0 6694
ISHARES TR DJ US TECH SEC 46428772 6281665 145228 X 5 124073 0 21155
ISHARES TR DJ US TECH SEC 46428772 26956 625 X X 6 625 0 0
ISHARES TR DJ US REAL EST 46428773 195238 2121 X 13 0 0 2121
ISHARES TR DJ US REAL EST 46428773 4025336 43969 X 5 34391 0 9578
ISHARES TR DJ US REAL EST 46428773 21481 235 X 6 235 0 0
ISHARES TR DJ US INDUSTRL 46428775 2952742 68602 X 5 41683 0 26919
ISHARES TR DJ US HEALTHCR 46428776 67662 1264 X 13 0 0 1264
ISHARES TR DJ US HEALTHCR 46428776 13187749 249627 X 5 233013 0 16614
ISHARES TR DJ US HEALTHCR 46428776 15834 300 X X 6 300 0 0
ISHARES TR DJ US FINL SVC 46428777 73132 769 X 13 0 0 769
ISHARES TR DJ US FINL SVC 46428777 1350475 14445 X 5 10331 0 4114
ISHARES TR DJ US FINL SEC 46428778 73016 898 X 13 0 0 898
ISHARES TR DJ US FINL SEC 46428778 4983869 62513 X 5 55968 0 6545
ISHARES TR DJ US FINL SEC 46428778 79540 1000 X X 6 1000 0 0
ISHARES TR DJ US ENERGY 46428779 71667 1646 X 13 0 0 1646
ISHARES TR DJ US ENERGY 46428779 2123374 49256 X 5 42465 0 6791
ISHARES TR S&P SMLCAP 600 46428780 7284315 61898 X 5 54750 0 7148
ISHARES TR S&P SMLCAP 600 46428780 115619 985 X X 6 985 0 0
ISHARES TR S&P SMLCAP 600 46428780 8467911 72141 X 6 72141 0 0
ISHARES TR DJ CON NON CYCL 46428781 126331 2830 X 13 0 0 2830
ISHARES TR DJ CON NON CYCL 46428781 3097404 70411 X 5 64427 0 5984
ISHARES TR DJ US BAS MATL 46428783 137956 3640 X 13 0 0 3640
ISHARES TR DJ US BAS MATL 46428783 4980035 132888 X 5 91000 0 41888
ISHARES TR DJ US BAS MATL 46428783 932 25 X X 6 25 0 0
ISHARES TR DJ US TOTL MKT 46428784 9628 200 X 13 0 0 200
ISHARES TR DJ US TOTL MKT 46428784 437713 9167 X 5 3697 0 5470
ISHARES TR S&P EURO PLUS 46428786 721137 13025 X 5 4270 0 8755
ISHARES TR S&P EURO PLUS 46428786 16281 300 X X 6 300 0 0
ISHARES TR S&P EURO PLUS 46428786 2062260 38000 X 9 38000 0 0
ISHARES TR S&P SMLCP VALU 46428787 2001771 22545 X 13 0 0 22545
ISHARES TR S&P SMLCP VALU 46428787 825120 9550 X 3 9550 0 0
ISHARES TR S&P SMLCP VALU 46428787 4422622 50949 X 5 42318 0 8631
ISHARES TR S&P SMLCP VALU 46428787 99360 1150 X X 6 1150 0 0
ISHARES TR S&P SMLCP VALU 46428787 419558 4856 X 6 4856 0 0
ISHARES TR S&P SMLCP GROW 46428788 965166 12045 X 13 0 0 12045
ISHARES TR S&P SMLCP GROW 46428788 4774622 60357 X 5 45098 0 15259
ISHARES TR S&P SMLCP GROW 46428788 81517 1035 X X 6 1035 0 0
ISHARES TR S&P SMLCP GROW 46428788 41034 521 X 6 521 0 0
ISIS PHARMACEUTICALS INC COM 46433010 59845 9145 X 5 6400 0 2745
ISIS PHARMACEUTICALS INC COM 46433010 19560 3000 X X 6 3000 0 0
ISIS PHARMACEUTICALS INC COM 46433010 6846 1050 X 6 1050 0 0
IVANHOE ENERGY INC COM 46579010 90376 33300 X 5 2500 0 30800
IVAX CORP COM 46582310 4931850 251625 X 3 251625 0 0
IVAX CORP COM 46582310 1170649 58708 X 5 6149 0 52559
IVAX CORP COM 46582310 209524 10690 X X 6 10690 0 0
IVAX CORP COM 46582310 339864 17340 X 6 16740 0 600
IVAX CORP NOTE 5.500% 5/ 465823AD 213046 210000 X 5 10000 0 200000
IVAX CORP NOTE 4.500% 5/ 465823AG 24519 25000 X 5 0 0 25000
JDS UNIPHASE CORP COM 46612J10 3600 1000 X X 1 1000 0 0
JDS UNIPHASE CORP COM 46612J10 8560 2333 X 13 0 0 2333
JDS UNIPHASE CORP COM 46612J10 2001406 555946 X 3 555946 0 0
JDS UNIPHASE CORP COM 46612J10 1913973 529651 X 5 424880 0 104771
JDS UNIPHASE CORP COM 46612J10 122072 33909 X X 6 30080 250 3579
JDS UNIPHASE CORP COM 46612J10 817452 227070 X 6 96606 380 130084
JPS INDUSTRIES INC COM 46624E40 26040 10500 X 6 10500 0 0
J P MORGAN CHASE & CO COM 46625H10 2119191 61730 X X 1 59420 2310 0
J P MORGAN CHASE & CO COM 46625H10 2279512 66400 X 1 66100 0 300
J P MORGAN CHASE & CO COM 46625H10 1243501 36222 X 11 370 0 35852
J P MORGAN CHASE & CO COM 46625H10 2401488 67877 X 13 0 0 67877
J P MORGAN CHASE & CO COM 46625H10 130244141 3789616 X 3 3789616 0 0
J P MORGAN CHASE & CO COM 46625H10 3811 111 X X 4 111 0 0
J P MORGAN CHASE & CO COM 46625H10 100930 2940 X 4 2940 0 0
J P MORGAN CHASE & CO COM 46625H10 38808211 1112382 X 5 521767 0 590615
J P MORGAN CHASE & CO COM 46625H10 67887403 1977495 X X 6 1676889 131872 168734
J P MORGAN CHASE & CO COM 46625H10 106469517 3101355 X 6 2415276 7108 678971
J P MORGAN CHASE & CO COM 46625H10 38793 1130 X X 7 1130 0 0
J P MORGAN CHASE & CO COM 46625H10 108723 3167 X 7 3167 0 0
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 3311487 87536 X 3 87536 0 0
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1570323 41124 X 5 18308 0 22816
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 94386 2495 X 6 434 0 2061
JABIL CIRCUIT INC COM 46631310 183607 7024 X 13 0 0 7024
JABIL CIRCUIT INC COM 46631310 7238019 277851 X 3 277851 0 0
JABIL CIRCUIT INC COM 46631310 2946233 112789 X 5 23018 0 89771
JABIL CIRCUIT INC COM 46631310 508183 19508 X X 6 5935 0 13573
JABIL CIRCUIT INC COM 46631310 1303386 50034 X 6 13137 0 36897
JABIL CIRCUIT INC COM 46631310 4038 155 X 7 155 0 0
JACK IN THE BOX INC COM 46636710 9995946 561570 X 3 561570 0 0
JACK IN THE BOX INC COM 46636710 186013 10424 X 5 8094 0 2330
JACK IN THE BOX INC COM 46636710 9078 510 X 6 50 0 460
JACOBS ENGR GROUP INC DEL COM 46981410 5966099 132286 X 3 132286 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 3006078 64809 X 5 29707 0 35102
JACOBS ENGR GROUP INC DEL COM 46981410 626168 13884 X X 6 4241 0 9643
JACOBS ENGR GROUP INC DEL COM 46981410 779779 17290 X 6 7369 0 9921
JACUZZI BRANDS INC COM 46986510 2585 416 X 5 385 0 31
JACUZZI BRANDS INC COM 46986510 11067 1785 X X 6 1770 0 15
JACUZZI BRANDS INC COM 46986510 213478 34432 X 6 33900 0 532
JACUZZI BRANDS INC COM 46986510 502 81 X 7 81 0 0
JAKKS PAC INC COM 47012E10 2411294 195917 X 5 190402 0 5515
JAKKS PAC INC COM 47012E10 55305 4500 X 6 4500 0 0
JAMESON INNS INC COM 47045710 60216 24000 X X 6 24000 0 0
JANUS CAP GROUP INC COM 47102X10 2121 143 X 13 0 0 143
JANUS CAP GROUP INC COM 47102X10 13313578 953012 X 3 953012 0 0
JANUS CAP GROUP INC COM 47102X10 1243 89 X X 4 89 0 0
JANUS CAP GROUP INC COM 47102X10 5577486 398976 X 5 394567 0 4409
JANUS CAP GROUP INC COM 47102X10 314451 22509 X X 6 22109 0 400
JANUS CAP GROUP INC COM 47102X10 350465 25087 X 6 11787 0 13300
JARDEN CORP COM 47110910 4723280 125120 X 3 125120 0 0
JARDEN CORP COM 47110910 128350 3400 X X 6 3100 300 0
JARDEN CORP COM 47110910 222612 5897 X 6 3224 0 2673
JARDEN CORP COM 47110910 24538 650 X 7 650 0 0
JEFFERIES GROUP INC NEW COM 47231910 178911 6223 X X 6 6223 0 0
JEFFERIES GROUP INC NEW COM 47231910 1799520 62592 X 6 52032 0 10560
JEFFERSON PILOT CORP COM 47507010 103193 2278 X 13 0 0 2278
JEFFERSON PILOT CORP COM 47507010 2670788 55118 X 3 55118 0 0
JEFFERSON PILOT CORP COM 47507010 3204920 71272 X 5 25750 0 45522
JEFFERSON PILOT CORP COM 47507010 11924728 268696 X X 6 211479 44275 12942
JEFFERSON PILOT CORP COM 47507010 31219910 703468 X 6 692830 4297 6341
JETBLUE AWYS CORP COM 47714310 6292 100 X 13 0 0 100
JETBLUE AWYS CORP COM 47714310 4360270 71515 X 3 71515 0 0
JETBLUE AWYS CORP COM 47714310 526574 8609 X 5 7404 0 1205
JETBLUE AWYS CORP COM 47714310 12176 200 X X 6 200 0 0
JETBLUE AWYS CORP COM 47714310 166324 2732 X 6 2732 0 0
JOHNSON & JOHNSON COM 47816010 2819372 56934 X X 1 55134 1800 0
JOHNSON & JOHNSON COM 47816010 4959180 100145 X 1 99945 0 200
JOHNSON & JOHNSON COM 47816010 1355016 27363 X 11 3500 0 23863
JOHNSON & JOHNSON COM 47816010 3426620 68164 X 13 0 0 68164
JOHNSON & JOHNSON COM 47816010 187828902 3775996 X 3 3775996 0 0
JOHNSON & JOHNSON COM 47816010 23522 475 X X 4 475 0 0
JOHNSON & JOHNSON COM 47816010 118848 2400 X 4 2400 0 0
JOHNSON & JOHNSON COM 47816010 67915248 1362082 X 5 742138 0 619944
JOHNSON & JOHNSON COM 47816010 236118887 4768152 X X 6 3601807 672466 493879
JOHNSON & JOHNSON COM 47816010 271040552 5473355 X 6 4687039 12517 773799
JOHNSON & JOHNSON COM 47816010 39864 805 X X 7 805 0 0
JOHNSON & JOHNSON COM 47816010 189662 3830 X 7 3830 0 0
JOHNSON & JOHNSON COM 47816010 4110160 83000 X 8 83000 0 0
JOHNSON CTLS INC COM 47836610 148995 1575 X 1 1575 0 0
JOHNSON CTLS INC COM 47836610 19855972 209894 X 3 209894 0 0
JOHNSON CTLS INC COM 47836610 6816626 71564 X 5 48820 0 22744
JOHNSON CTLS INC COM 47836610 13295746 140547 X X 6 123260 5028 12259
JOHNSON CTLS INC COM 47836610 31240136 330234 X 6 275594 595 54045
JOHNSON CTLS INC COM 47836610 6433 68 X 7 68 0 0
JONES APPAREL GROUP INC COM 48007410 22956998 765286 X 3 765286 0 0
JONES APPAREL GROUP INC COM 48007410 853929 28469 X 5 26688 0 1781
JONES APPAREL GROUP INC COM 48007410 716015 23923 X X 6 23523 400 0
JONES APPAREL GROUP INC COM 48007410 5137006 171634 X 6 54984 155 116495
JOS A BANK CLOTHIERS INC COM 48083810 2481051 56426 X 3 56426 0 0
JOS A BANK CLOTHIERS INC COM 48083810 464586 10548 X 5 8548 0 2000
JOS A BANK CLOTHIERS INC COM 48083810 678736 15468 X 6 0 0 15468
JOURNAL REGISTER CO COM 48113810 58931719 3143025 X 11 2376225 2200 764600
JOURNAL REGISTER CO COM 48113810 3416 180 X 13 0 0 180
JOURNAL REGISTER CO COM 48113810 997500 53200 X 3 53200 0 0
JOURNAL REGISTER CO COM 48113810 196406 10475 X 6 8775 0 1700
JOY GLOBAL INC COM 48116510 20430159 1301284 X 3 1301284 0 0
JOY GLOBAL INC COM 48116510 26475 1545 X 5 225 0 1320
JOY GLOBAL INC COM 48116510 38415 2410 X 6 0 0 2410
JUNIPER NETWORKS INC COM 48203R10 16884 1113 X 13 0 0 1113
JUNIPER NETWORKS INC COM 48203R10 313320 21000 X 3 21000 0 0
JUNIPER NETWORKS INC COM 48203R10 382486 25435 X 5 19782 0 5653
JUNIPER NETWORKS INC COM 48203R10 68250 4550 X X 6 3550 0 1000
JUNIPER NETWORKS INC COM 48203R10 59250 3950 X 6 3950 0 0
JUNIPER NETWORKS INC COM 48203R10 525 35 X 7 35 0 0
JUNIPER NETWORKS INC NOTE 4.750% 3/ 48203RAA 304928 310000 X 5 4000 0 306000
JUPITERMEDIA CORP COM 48207D10 70908 15550 X 5 15550 0 0
KCS ENERGY INC COM 48243420 2617089 384866 X 3 384866 0 0
KCS ENERGY INC COM 48243420 217600 32000 X 5 32000 0 0
KCS ENERGY INC COM 48243420 111139 16344 X 6 0 0 16344
KLA-TENCOR CORP COM 48248010 20690 392 X 13 0 0 392
KLA-TENCOR CORP COM 48248010 11791565 188932 X 3 188932 0 0
KLA-TENCOR CORP COM 48248010 16667 323 X 4 323 0 0
KLA-TENCOR CORP COM 48248010 1529109 29161 X 5 8482 0 20679
KLA-TENCOR CORP COM 48248010 6990923 135483 X X 6 132038 1045 2400
KLA-TENCOR CORP COM 48248010 1448825 28078 X 6 14651 0 13427
KLA-TENCOR CORP COM 48248010 1032 20 X 7 20 0 0
KLM ROYAL DUTCH AIRLS COM NY REG NEW 48251630 1184110 77870 X 5 41489 0 36381
KLM ROYAL DUTCH AIRLS COM NY REG NEW 48251630 10906 700 X X 6 700 0 0
K-SWISS INC CL A 48268610 408019 11337 X 5 11337 0 0
K-SWISS INC CL A 48268610 900 25 X 6 25 0 0
KT CORP SPONSORED ADR 48268K10 228105 11100 X 13 0 0 11100
KT CORP SPONSORED ADR 48268K10 5556165 278784 X 3 278784 0 0
KT CORP SPONSORED ADR 48268K10 443714 21664 X 5 2389 0 19275
KT CORP SPONSORED ADR 48268K10 30254 1518 X X 6 1518 0 0
KT CORP SPONSORED ADR 48268K10 46477 2332 X 6 2332 0 0
KT CORP SPONSORED ADR 48268K10 4644 233 X X 7 233 0 0
K2 INC COM 48273210 478371 29367 X 5 12 0 29355
KVH INDS INC COM 48273810 3262779 129424 X 3 129424 0 0
KVH INDS INC COM 48273810 50540 2000 X 5 2000 0 0
KVH INDS INC COM 48273810 5837 231 X X 6 231 0 0
KVH INDS INC COM 48273810 130722 5173 X 6 2512 0 2661
K V PHARMACEUTICAL CO CL B CONV 48274010 46 2 X 5 2 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 50042 2190 X X 6 2190 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 935365 40935 X 6 26040 0 14895
K V PHARMACEUTICAL CO CL A 48274020 366383 16286 X 5 16099 0 187
K V PHARMACEUTICAL CO CL A 48274020 16031 713 X X 6 713 0 0
K V PHARMACEUTICAL CO CL A 48274020 98719 4388 X 6 4388 0 0
KADANT INC COM 48282T10 12299973 641881 X 3 641881 0 0
KADANT INC COM 48282T10 2563 127 X 5 36 0 91
KADANT INC COM 48282T10 120708 6300 X 6 2800 0 3500
KADANT INC COM 48282T10 5920 309 X X 7 309 0 0
KAMAN CORP CL A 48354810 2062390 159135 X 3 159135 0 0
KAMAN CORP CL A 48354810 1417504 101905 X 5 0 0 101905
KAMAN CORP CL A 48354810 1866 144 X X 6 144 0 0
KAMAN CORP CL A 48354810 6480 500 X 6 500 0 0
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 197261 4246 X 5 2146 0 2100
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 506876 10950 X X 6 4950 6000 0
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 40504 875 X 6 825 0 50
KANSAS CITY SOUTHERN COM NEW 48517030 286215 25800 X 5 23625 0 2175
KANSAS CITY SOUTHERN COM NEW 48517030 45664 4125 X X 6 3525 500 100
KANSAS CITY SOUTHERN COM NEW 48517030 22694 2050 X 6 2050 0 0
KAYDON CORP COM 48658710 18992 800 X X 1 800 0 0
KAYDON CORP COM 48658710 42911 1804 X 5 1202 0 602
KAYDON CORP COM 48658710 130570 5500 X X 6 5500 0 0
KAYDON CORP COM 48658710 47931 2019 X 6 2019 0 0
KAYDON CORP COM 48658710 1970 83 X X 7 83 0 0
KEANE INC COM 48666510 1917 150 X 11 0 0 150
KEANE INC COM 48666510 798098 62449 X 3 62449 0 0
KEANE INC COM 48666510 678462 52073 X 5 24480 0 27593
KEANE INC COM 48666510 70316 5502 X X 6 5502 0 0
KEANE INC COM 48666510 767643 60066 X 6 60066 0 0
KB HOME COM 48666K10 1198331 20086 X 3 20086 0 0
KB HOME COM 48666K10 1325696 22214 X 5 22124 0 90
KB HOME COM 48666K10 2117930 35500 X X 6 35500 0 0
KB HOME COM 48666K10 1293906 21688 X 6 1532 0 20156
KELLOGG CO COM 48783610 566950 17000 X 1 17000 0 0
KELLOGG CO COM 48783610 53360 1600 X 11 0 0 1600
KELLOGG CO COM 48783610 70218 2075 X 13 0 0 2075
KELLOGG CO COM 48783610 21051320 629576 X 3 629576 0 0
KELLOGG CO COM 48783610 5794032 173446 X 5 153838 0 19608
KELLOGG CO COM 48783610 14102014 422849 X X 6 88774 8020 326055
KELLOGG CO COM 48783610 8131764 243831 X 6 69208 66 174557
KELLWOOD CO COM 48804410 13407596 400825 X 3 400825 0 0
KELLWOOD CO COM 48804410 2068618 61764 X 5 58955 0 2809
KELLWOOD CO COM 48804410 2007 60 X X 6 60 0 0
KELLWOOD CO COM 48804410 62819 1878 X 6 308 0 1570
KELLY SVCS INC CL A 48815220 5761620 230065 X 3 230065 0 0
KELLY SVCS INC CL A 48815220 1025937 38700 X 5 0 0 38700
KELLY SVCS INC CL A 48815220 90634 3637 X X 6 3637 0 0
KELLY SVCS INC CL A 48815220 1446930 58063 X 6 49107 26 8930
KEMET CORP COM 48836010 7905285 620509 X 3 620509 0 0
KEMET CORP COM 48836010 101212 7889 X 5 5174 0 2715
KEMET CORP COM 48836010 11466 900 X X 6 900 0 0
KEMET CORP COM 48836010 93512 7340 X 6 7340 0 0
KENNAMETAL INC COM 48917010 13603315 362945 X 3 362945 0 0
KENNAMETAL INC COM 48917010 118353 3162 X 5 3062 0 100
KENNAMETAL INC COM 48917010 171816 4594 X X 6 4194 400 0
KENNAMETAL INC COM 48917010 1013690 27104 X 6 23882 22 3200
KENSEY NASH CORP COM 49005710 8951398 381235 X 3 381235 0 0
KENSEY NASH CORP COM 49005710 951204 40408 X 6 30500 0 9908
KERR MCGEE CORP COM 49238610 395064 8850 X 11 100 0 8750
KERR MCGEE CORP COM 49238610 163642 3622 X 13 0 0 3622
KERR MCGEE CORP COM 49238610 8932866 200109 X 3 200109 0 0
KERR MCGEE CORP COM 49238610 3995420 88564 X 5 10929 0 77635
KERR MCGEE CORP COM 49238610 1164925 26096 X X 6 15486 100 10510
KERR MCGEE CORP COM 49238610 2524883 56561 X 6 14671 0 41890
KERR MCGEE CORP COM 49238610 10981 246 X 7 246 0 0
KERR MCGEE CORP SDCV 5.250% 2/ 492386AP 61508 59000 X 5 59000 0 0
KEY ENERGY SVCS INC COM 49291410 455317 47142 X 5 45160 0 1982
KEY ENERGY SVCS INC COM 49291410 100746 10440 X X 6 10440 0 0
KEY ENERGY SVCS INC COM 49291410 629470 65230 X 6 65230 0 0
KEY ENERGY SVCS INC COM 49291410 7286 755 X X 7 755 0 0
KEY TECHNOLOGY INC COM 49314310 1630710 144952 X 5 0 0 144952
KEYCORP NEW COM 49326710 28127 1100 X 11 0 0 1100
KEYCORP NEW COM 49326710 266389 10125 X 13 0 0 10125
KEYCORP NEW COM 49326710 16469330 644088 X 3 644088 0 0
KEYCORP NEW COM 49326710 2762070 105135 X 5 5448 0 99687
KEYCORP NEW COM 49326710 3825246 149599 X X 6 114161 26170 9268
KEYCORP NEW COM 49326710 3332359 130323 X 6 79586 0 50737
KEYSPAN CORP COM 49337W10 830599 23338 X 13 0 0 23338
KEYSPAN CORP COM 49337W10 2161138 61606 X 3 61606 0 0
KEYSPAN CORP COM 49337W10 1480600 42116 X 5 35898 0 6218
KEYSPAN CORP COM 49337W10 436009 12429 X X 6 9106 352 2971
KEYSPAN CORP COM 49337W10 690445 19682 X 6 13532 0 6150
KEYSPAN CORP COM 49337W10 12278 350 X X 7 350 0 0
KEYSTONE PPTY TR CORP COM 49359610 1858429 91720 X 5 90930 0 790
KFORCE INC COM 49373210 4702069 595953 X 3 595953 0 0
KFORCE INC COM 49373210 376 45 X 5 0 0 45
KFORCE INC COM 49373210 635664 81600 X 6 71300 0 10300
KIMBERLY CLARK CORP COM 49436810 1280845 24958 X X 1 24958 0 0
KIMBERLY CLARK CORP COM 49436810 61584 1200 X 1 1200 0 0
KIMBERLY CLARK CORP COM 49436810 89245 1739 X 11 0 0 1739
KIMBERLY CLARK CORP COM 49436810 41134 788 X 13 0 0 788
KIMBERLY CLARK CORP COM 49436810 16984912 323658 X 3 323658 0 0
KIMBERLY CLARK CORP COM 49436810 12543544 242518 X 5 131694 0 110824
KIMBERLY CLARK CORP COM 49436810 44727433 871540 X X 6 640826 170042 60672
KIMBERLY CLARK CORP COM 49436810 32481403 632919 X 6 556120 1490 75309
KIMBERLY CLARK CORP COM 49436810 10059 196 X X 7 196 0 0
KIMBERLY CLARK CORP COM 49436810 22940 447 X 7 447 0 0
KIMBERLY CLARK CORP COM 49436810 5973648 116400 X 8 116400 0 0
KIMCO REALTY CORP COM 49446R10 27655 675 X 11 0 0 675
KIMCO REALTY CORP COM 49446R10 296245 7253 X 5 5503 0 1750
KIMCO REALTY CORP COM 49446R10 93453 2281 X X 6 1081 1000 200
KIMCO REALTY CORP COM 49446R10 218657 5337 X 6 5337 0 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 310248 7200 X 13 0 0 7200
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 5948654 138338 X 5 42513 0 95825
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 2108799 49271 X X 6 31421 5850 12000
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 3963237 92599 X 6 91624 0 975
KINDER MORGAN INC KANS COM 49455P10 5828975 107924 X 3 107924 0 0
KINDER MORGAN INC KANS COM 49455P10 3740790 69190 X 5 65965 0 3225
KINDER MORGAN INC KANS COM 49455P10 78315 1450 X X 6 750 0 700
KINDER MORGAN INC KANS COM 49455P10 1570395 29076 X 6 306 0 28770
KINDER MORGAN MANAGEMENT LLC SHS 49455U10 3861 100 X 13 0 0 100
KINDER MORGAN MANAGEMENT LLC SHS 49455U10 54709 1418 X 5 100 0 1318
KINDER MORGAN MANAGEMENT LLC SHS 49455U10 267412 7006 X 6 7004 0 2
KING PHARMACEUTICALS INC COM 49558210 17524172 1156711 X 3 1156711 0 0
KING PHARMACEUTICALS INC COM 49558210 1017684 66637 X 5 51575 0 15062
KING PHARMACEUTICALS INC COM 49558210 529720 34965 X X 6 100 0 34865
KING PHARMACEUTICALS INC COM 49558210 3293883 217418 X 6 24879 0 192539
KINROSS GOLD CORP COM NEW 49690220 3790 500 X 13 0 0 500
KINROSS GOLD CORP COM NEW 49690220 1855201 248644 X 5 246005 0 2639
KINROSS GOLD CORP COM NEW 49690220 34115 4573 X X 6 4573 0 0
KINROSS GOLD CORP COM NEW 49690220 16897 2265 X 6 2265 0 0
KIRBY CORP COM 49726610 9983295 347850 X 11 310150 0 37700
KIRBY CORP COM 49726610 817950 28500 X 3 28500 0 0
KIRBY CORP COM 49726610 8266 288 X 5 288 0 0
KNAPE & VOGT MFG CO COM 49878210 478133 43075 X 5 0 0 43075
KNIGHT RIDDER INC COM 49904010 46690 700 X 1 700 0 0
KNIGHT RIDDER INC COM 49904010 13190125 197753 X 11 134695 0 63058
KNIGHT RIDDER INC COM 49904010 25863 380 X 13 0 0 380
KNIGHT RIDDER INC COM 49904010 2449891 36453 X 3 36453 0 0
KNIGHT RIDDER INC COM 49904010 1659804 24738 X 5 17547 0 7191
KNIGHT RIDDER INC COM 49904010 5896480 88403 X X 6 78961 3842 5600
KNIGHT RIDDER INC COM 49904010 16236714 243429 X 6 225625 290 17514
KNIGHT RIDDER INC COM 49904010 10005 150 X 7 150 0 0
KNIGHT TRADING GROUP INC COM 49906310 1143 100 X 11 0 0 100
KNIGHT TRADING GROUP INC COM 49906310 58400 5000 X 13 0 0 5000
KNIGHT TRADING GROUP INC COM 49906310 497798 43546 X 5 43277 0 269
KNIGHT TRADING GROUP INC COM 49906310 9716 850 X X 6 850 0 0
KNIGHT TRANSN INC COM 49906410 5245001 201250 X 3 201250 0 0
KNIGHT TRANSN INC COM 49906410 5158 205 X 5 0 0 205
KNIGHT TRANSN INC COM 49906410 5950 236 X X 6 236 0 0
KNIGHT TRANSN INC COM 49906410 719771 28551 X 6 25123 28 3400
KOHLS CORP COM 50025510 9630 180 X 1 180 0 0
KOHLS CORP COM 50025510 290520 5380 X 13 0 0 5380
KOHLS CORP COM 50025510 9385826 175436 X 3 175436 0 0
KOHLS CORP COM 50025510 1186836 22070 X 5 9889 0 12181
KOHLS CORP COM 50025510 970223 18135 X X 6 17104 231 800
KOHLS CORP COM 50025510 3826695 71527 X 6 41008 0 30519
KOHLS CORP COM 50025510 14071 263 X X 7 263 0 0
KOHLS CORP COM 50025510 4762 89 X 7 89 0 0
KOMAG INC COM NEW 50045320 2293648 130916 X 3 130916 0 0
KOMAG INC COM NEW 50045320 596437 34278 X 5 0 0 34278
KOMAG INC COM NEW 50045320 114143 6515 X 6 5697 0 818
KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 480188 49250 X 13 0 0 49250
KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 287731 30098 X 5 27260 0 2838
KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 60293 6320 X X 6 4850 0 1470
KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 22610 2370 X 6 2370 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 66379 2802 X 13 0 0 2802
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 2361 103 X X 4 103 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 1074778 46360 X 5 30512 0 15848
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 2269286 99009 X X 6 87945 356 10708
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 2176185 94947 X 6 94947 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 3667 160 X X 7 160 0 0
KOOKMIN BK NEW SPONSORED ADR 50049M10 928372 27000 X 3 27000 0 0
KOOKMIN BK NEW SPONSORED ADR 50049M10 25695 781 X X 6 781 0 0
KOOKMIN BK NEW SPONSORED ADR 50049M10 236222 7180 X 6 7180 0 0
KOPIN CORP COM 50060010 560980 79740 X 5 24640 0 55100
KOPIN CORP COM 50060010 16384 2378 X X 6 2378 0 0
KOPIN CORP COM 50060010 107381 15585 X 6 15585 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 100427 9205 X 13 0 0 9205
KOREA ELECTRIC PWR SPONSORED ADR 50063110 954942 90774 X 3 90774 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 1319792 123056 X 5 58331 0 64725
KOREA ELECTRIC PWR SPONSORED ADR 50063110 64330 6115 X X 6 3245 0 2870
KOREA ELECTRIC PWR SPONSORED ADR 50063110 32433 3083 X 6 3083 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 2882 274 X X 7 274 0 0
KOREA FD COM 50063410 404494 25100 X 5 1000 0 24100
KOREA FD COM 50063410 2736176 176300 X 9 176300 0 0
KOREA EQUITY FD INC COM 50063B10 1820 455 X 5 455 0 0
KOREA EQUITY FD INC COM 50063B10 47600 11900 X 9 11900 0 0
KORN FERRY INTL COM NEW 50064320 303864 36832 X 3 36832 0 0
KORN FERRY INTL COM NEW 50064320 24248 2750 X 5 150 0 2600
KOS PHARMACEUTICALS INC COM 50064810 260136 7538 X 5 7538 0 0
KOS PHARMACEUTICALS INC COM 50064810 17531 508 X 6 508 0 0
KRAFT FOODS INC CL A 50075N10 8850 300 X X 1 300 0 0
KRAFT FOODS INC CL A 50075N10 7375 250 X 1 250 0 0
KRAFT FOODS INC CL A 50075N10 63015 2104 X 13 0 0 2104
KRAFT FOODS INC CL A 50075N10 14924050 505900 X 3 505900 0 0
KRAFT FOODS INC CL A 50075N10 6933 235 X X 4 235 0 0
KRAFT FOODS INC CL A 50075N10 4130 140 X 4 140 0 0
KRAFT FOODS INC CL A 50075N10 5137377 173541 X 5 133737 0 39804
KRAFT FOODS INC CL A 50075N10 991082 33596 X X 6 29590 2931 1075
KRAFT FOODS INC CL A 50075N10 3683046 124849 X 6 120384 400 4065
KRAFT FOODS INC CL A 50075N10 13128 445 X X 7 445 0 0
KRAFT FOODS INC CL A 50075N10 26137 886 X 7 886 0 0
KRAFT FOODS INC CL A 50075N10 2923450 99100 X 8 99100 0 0
KRISPY KREME DOUGHNUTS INC COM 50101410 24925 625 X 13 0 0 625
KRISPY KREME DOUGHNUTS INC COM 50101410 4932813 128125 X 3 128125 0 0
KRISPY KREME DOUGHNUTS INC COM 50101410 3850 100 X 4 100 0 0
KRISPY KREME DOUGHNUTS INC COM 50101410 1479740 38221 X 5 32256 0 5965
KRISPY KREME DOUGHNUTS INC COM 50101410 1354392 35179 X X 6 32047 3010 122
KRISPY KREME DOUGHNUTS INC COM 50101410 19245188 499875 X 6 495719 130 4026
KRISPY KREME DOUGHNUTS INC COM 50101410 4813 125 X X 7 125 0 0
KRISPY KREME DOUGHNUTS INC COM 50101410 963 25 X 7 25 0 0
KROGER CO COM 50104410 3171 170 X 13 0 0 170
KROGER CO COM 50104410 5364163 300177 X 3 300177 0 0
KROGER CO COM 50104410 3628 203 X X 4 203 0 0
KROGER CO COM 50104410 2017248 110832 X 5 63806 0 47026
KROGER CO COM 50104410 1642950 91939 X X 6 88854 3085 0
KROGER CO COM 50104410 3179252 177910 X 6 126905 0 51005
KROGER CO COM 50104410 9292 520 X 7 520 0 0
KROLL INC COM 50104910 3646065 194800 X 3 194800 0 0
KROLL INC COM 50104910 649610 34452 X 5 16488 0 17964
KROLL INC COM 50104910 66960 3600 X X 6 3600 0 0
KROLL INC COM 50104910 932660 50143 X 6 46809 34 3300
KRONOS INC COM 50105210 4913699 92300 X 3 92300 0 0
KRONOS INC COM 50105210 70163 1324 X 5 1074 0 250
KRONOS INC COM 50105210 7143 135 X X 6 135 0 0
KRONOS INC COM 50105210 715184 13517 X 6 11901 16 1600
KUBOTA CORP ADR 50117320 1653952 95000 X 3 95000 0 0
KUBOTA CORP ADR 50117320 12573 731 X X 6 731 0 0
KUBOTA CORP ADR 50117320 114483 6656 X 6 6656 0 0
KULICKE & SOFFA INDS INC COM 50124210 1723354 158981 X 3 158981 0 0
KULICKE & SOFFA INDS INC COM 50124210 49284 4524 X 5 3728 0 796
KULICKE & SOFFA INDS INC COM 50124210 81375 7500 X X 6 7500 0 0
KULICKE & SOFFA INDS INC COM 50124210 21233 1957 X 6 1957 0 0
KYOCERA CORP ADR 50155620 677 11 X 13 0 0 11
KYOCERA CORP ADR 50155620 31640 514 X 5 0 0 514
KYOCERA CORP ADR 50155620 8782 148 X X 6 148 0 0
KYOCERA CORP ADR 50155620 166923 2813 X 6 2675 0 138
LCA-VISION INC COM PAR $.001 50180330 195417 13748 X 5 1578 0 12170
LCA-VISION INC COM PAR $.001 50180330 491 36 X X 6 36 0 0
LCA-VISION INC COM PAR $.001 50180330 1704 125 X 6 125 0 0
LCC INTERNATIONAL INC CL A 50181010 70374 13800 X 5 3300 0 10500
L S B BANCSHARES N C COM 50215810 34300 1811 X 5 0 0 1811
L S B BANCSHARES N C COM 50215810 180946 9834 X X 6 4676 5158 0
L S B BANCSHARES N C COM 50215810 239513 13017 X 6 13017 0 0
LSI LOGIC CORP COM 50216110 2697 300 X 11 0 0 300
LSI LOGIC CORP COM 50216110 351836 39180 X 13 0 0 39180
LSI LOGIC CORP COM 50216110 1323535 147223 X 3 147223 0 0
LSI LOGIC CORP COM 50216110 1938458 215678 X 5 166938 0 48740
LSI LOGIC CORP COM 50216110 180699 20100 X X 6 13800 6000 300
LSI LOGIC CORP COM 50216110 1061962 118127 X 6 13784 350 103993
LSI LOGIC CORP NOTE 4.000% 2/ 502161AE 9875 10000 X 5 10000 0 0
LSI LOGIC CORP NOTE 4.000%11/ 502161AG 38250 40000 X X 4 40000 0 0
LTX CORP COM 50239210 9642186 856322 X 3 856322 0 0
LTX CORP COM 50239210 987956 85984 X 5 0 0 85984
LTX CORP COM 50239210 25111 2225 X X 6 2225 0 0
LTX CORP COM 50239210 1290949 114385 X 6 100385 0 14000
L-3 COMMUNICATIONS HLDGS INC COM 50242410 14378 330 X 13 0 0 330
L-3 COMMUNICATIONS HLDGS INC COM 50242410 12066880 279003 X 3 279003 0 0
L-3 COMMUNICATIONS HLDGS INC COM 50242410 7861585 181348 X 5 124211 0 57137
L-3 COMMUNICATIONS HLDGS INC COM 50242410 1333484 30832 X X 6 14629 300 15903
L-3 COMMUNICATIONS HLDGS INC COM 50242410 1696611 39228 X 6 17530 0 21698
L-3 COMMUNICATIONS HLDGS INC COM 50242410 2379 55 X 7 55 0 0
LA JOLLA PHARMACEUTICAL CO COM 50345910 132822 34343 X 5 2343 0 32000
LA JOLLA PHARMACEUTICAL CO COM 50345910 7940 2000 X 6 2000 0 0
LA QUINTA CORP PAIRED CTF 50419U20 21729960 3487955 X 3 3487955 0 0
LA QUINTA CORP PAIRED CTF 50419U20 54448 8730 X 5 8230 0 500
LA QUINTA CORP PAIRED CTF 50419U20 103854 16670 X 6 0 0 16670
LABONE INC NEW COM 50540L10 4368556 186300 X 3 186300 0 0
LABONE INC NEW COM 50540L10 5060 217 X X 6 217 0 0
LABONE INC NEW COM 50540L10 681387 29219 X 6 25893 26 3300
LABORATORY CORP AMER HLDGS COM NEW 50540R40 430500 15000 X 3 15000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R40 1537921 53610 X 5 39888 0 13722
LABORATORY CORP AMER HLDGS COM NEW 50540R40 134173 4675 X X 6 2975 900 800
LABORATORY CORP AMER HLDGS COM NEW 50540R40 256521 8938 X 6 1738 7200 0
LABRANCHE & CO INC COM 50544710 4637383 317629 X 3 317629 0 0
LABRANCHE & CO INC COM 50544710 552133 38470 X 5 30723 0 7747
LABRANCHE & CO INC COM 50544710 15374 1053 X X 6 1053 0 0
LABRANCHE & CO INC COM 50544710 108989 7465 X 6 7465 0 0
LADISH INC COM NEW 50575420 2988556 478169 X 3 478169 0 0
LAFARGE COPPEE S A SPON ADR NEW 50586140 228900 14000 X 3 14000 0 0
LAFARGE COPPEE S A SPON ADR NEW 50586140 4987 305 X 5 305 0 0
LAFARGE COPPEE S A SPON ADR NEW 50586140 98100 6000 X X 6 4490 0 1510
LAFARGE COPPEE S A SPON ADR NEW 50586140 227183 13895 X 6 13895 0 0
LAFARGE NORTH AMERICA INC COM 50586210 5749169 165206 X 3 165206 0 0
LAFARGE NORTH AMERICA INC COM 50586210 5319953 152874 X 5 152674 0 200
LAFARGE NORTH AMERICA INC COM 50586210 55158 1585 X X 6 1585 0 0
LAFARGE NORTH AMERICA INC COM 50586210 1288 37 X 6 37 0 0
LAKELAND BANCORP INC COM 51163710 319399 20025 X X 6 20025 0 0
LAM RESEARCH CORP COM 51280710 55575 2500 X 1 2500 0 0
LAM RESEARCH CORP COM 51280710 5944 259 X 13 0 0 259
LAM RESEARCH CORP COM 51280710 36205483 1632603 X 3 1632603 0 0
LAM RESEARCH CORP COM 51280710 2261455 99414 X 5 27911 0 71503
LAM RESEARCH CORP COM 51280710 109505 4926 X X 6 2926 2000 0
LAM RESEARCH CORP COM 51280710 1289896 58025 X 6 46325 0 11700
LAMAR ADVERTISING CO CL A 51281510 576531 19650 X 3 19650 0 0
LAMAR ADVERTISING CO CL A 51281510 1031 35 X X 4 35 0 0
LAMAR ADVERTISING CO CL A 51281510 6100 200 X 5 0 0 200
LAMAR ADVERTISING CO NOTE 2.875%12/ 512815AG 36700 40000 X 5 40000 0 0
LANCASTER COLONY CORP COM 51384710 2993 75 X 11 0 0 75
LANCASTER COLONY CORP COM 51384710 1396126 35105 X 3 35105 0 0
LANCASTER COLONY CORP COM 51384710 928396 23201 X 5 9821 0 13380
LANCASTER COLONY CORP COM 51384710 4988 125 X 6 125 0 0
LANCE INC COM 51460610 4417744 444441 X 3 444441 0 0
LANCE INC COM 51460610 51665 5115 X 5 0 0 5115
LANCE INC COM 51460610 421148 42369 X X 6 42369 0 0
LANCE INC COM 51460610 1562131 157156 X 6 132156 0 25000
LANDAMERICA FINL GROUP INC COM 51493610 8253171 169148 X 3 169148 0 0
LANDAMERICA FINL GROUP INC COM 51493610 473628 10311 X 5 6711 0 3600
LANDAMERICA FINL GROUP INC COM 51493610 108870 2375 X X 6 2375 0 0
LANDAMERICA FINL GROUP INC COM 51493610 99060 2161 X 6 2161 0 0
LANDRYS RESTAURANTS INC COM 51508L10 2575 125 X 11 0 0 125
LANDRYS RESTAURANTS INC COM 51508L10 53489 2535 X 13 0 0 2535
LANDRYS RESTAURANTS INC COM 51508L10 406260 19416 X 5 6835 0 12581
LANDRYS RESTAURANTS INC COM 51508L10 33702 1636 X X 6 1636 0 0
LANDRYS RESTAURANTS INC COM 51508L10 220255 10692 X 6 10692 0 0
LANDSTAR SYS INC COM 51509810 55985 885 X 13 0 0 885
LANDSTAR SYS INC COM 51509810 404999 6595 X 5 6595 0 0
LANDSTAR SYS INC COM 51509810 9212 150 X 6 150 0 0
LATIN AMER EQUITY FD INC NEW COM 51827Q10 1262 100 X 5 100 0 0
LATIN AMER EQUITY FD INC NEW COM 51827Q10 13491 1069 X 7 1069 0 0
LATIN AMER EQUITY FD INC NEW COM 51827Q10 1666584 132059 X 9 132059 0 0
LATIN AMERN DISCOVERY FD INC COM 51828C10 13039 1225 X 5 125 0 1100
LATIN AMERN DISCOVERY FD INC COM 51828C10 2533650 241300 X 9 241300 0 0
LATTICE SEMICONDUCTOR CORP COM 51841510 4078353 573608 X 3 573608 0 0
LATTICE SEMICONDUCTOR CORP COM 51841510 13867 1915 X 5 240 0 1675
LATTICE SEMICONDUCTOR CORP COM 51841510 57440 8000 X X 6 8000 0 0
LATTICE SEMICONDUCTOR CORP COM 51841510 3166 441 X 6 441 0 0
LAUDER ESTEE COS INC CL A 51843910 244804 7179 X 3 7179 0 0
LAUDER ESTEE COS INC CL A 51843910 1048205 30554 X 5 23126 0 7428
LAUDER ESTEE COS INC CL A 51843910 118463 3474 X X 6 2807 0 667
LAUDER ESTEE COS INC CL A 51843910 810830 23778 X 6 23778 0 0
LAUDER ESTEE COS INC CL A 51843910 3887 114 X 7 114 0 0
LAWSON PRODS INC COM 52077610 260982 9666 X 5 9666 0 0
LEAR CORP COM 52186510 32103399 609867 X 11 382210 0 227657
LEAR CORP COM 52186510 105399 1935 X 13 0 0 1935
LEAR CORP COM 52186510 15313555 290422 X 3 290422 0 0
LEAR CORP COM 52186510 918244 17383 X 5 15633 0 1750
LEAR CORP COM 52186510 519188 9863 X 6 5163 0 4700
LEAPFROG ENTERPRISES INC CL A 52186N10 759269 19222 X 13 0 0 19222
LEAPFROG ENTERPRISES INC CL A 52186N10 5236400 137800 X 3 137800 0 0
LEAPFROG ENTERPRISES INC CL A 52186N10 1448399 38098 X 5 37648 0 450
LEAPFROG ENTERPRISES INC CL A 52186N10 74708 1966 X X 6 1966 0 0
LEAPFROG ENTERPRISES INC CL A 52186N10 1219040 32080 X 6 28980 0 3100
LEE ENTERPRISES INC COM 52376810 5853 150 X 13 0 0 150
LEE ENTERPRISES INC COM 52376810 1688448 43663 X 3 43663 0 0
LEE ENTERPRISES INC COM 52376810 61078 1576 X 5 1192 0 384
LEE ENTERPRISES INC COM 52376810 378966 9800 X X 6 9800 0 0
LEE ENTERPRISES INC COM 52376810 223319 5775 X 6 4675 0 1100
LEGATO SYS INC COM 52465110 1303523 115356 X 3 115356 0 0
LEGATO SYS INC COM 52465110 150833 13338 X 5 13038 0 300
LEGATO SYS INC COM 52465110 2260 200 X X 6 200 0 0
LEGATO SYS INC COM 52465110 8193 725 X 6 500 0 225
LEGGETT & PLATT INC COM 52466010 2180 100 X 13 0 0 100
LEGGETT & PLATT INC COM 52466010 1617773 74793 X 3 74793 0 0
LEGGETT & PLATT INC COM 52466010 1463687 67174 X 5 4092 0 63082
LEGGETT & PLATT INC COM 52466010 575574 26610 X X 6 26610 0 0
LEGGETT & PLATT INC COM 52466010 12910190 596865 X 6 595480 0 1385
LEGG MASON INC COM 52490110 23887803 330856 X 3 330856 0 0
LEGG MASON INC COM 52490110 1124926 15262 X 5 1566 0 13696
LEGG MASON INC COM 52490110 58265 807 X X 6 532 0 275
LEGG MASON INC COM 52490110 2760278 38231 X 6 17161 0 21070
LEHMAN BROS HLDGS INC COM 52490810 2072 30 X 11 0 0 30
LEHMAN BROS HLDGS INC COM 52490810 151790 2150 X 13 0 0 2150
LEHMAN BROS HLDGS INC COM 52490810 21297986 307057 X 3 307057 0 0
LEHMAN BROS HLDGS INC COM 52490810 1658 24 X 4 24 0 0
LEHMAN BROS HLDGS INC COM 52490810 9901280 142288 X 5 94918 0 47370
LEHMAN BROS HLDGS INC COM 52490810 2124763 30758 X X 6 18838 300 11620
LEHMAN BROS HLDGS INC COM 52490810 9431631 136532 X 6 63279 784 72469
LEHMAN BROS HLDGS INC COM 52490810 25629 371 X 7 371 0 0
LEHMAN BR FIRST TR INCM OPP COM 52517810 238328 16028 X 5 600 0 15428
LENNAR CORP CL A 52605710 94727061 1217728 X 11 898900 600 318228
LENNAR CORP CL A 52605710 8215 100 X 13 0 0 100
LENNAR CORP CL A 52605710 7539485 96589 X 3 96589 0 0
LENNAR CORP CL A 52605710 4522871 57143 X 5 39318 0 17825
LENNAR CORP CL A 52605710 40451 520 X X 6 520 0 0
LENNAR CORP CL A 52605710 416177 5350 X 6 5350 0 0
LENNAR CORP CL A 52605710 1167 15 X 7 15 0 0
LENNAR CORP CL B 52605730 7713717 102877 X 11 77589 60 25228
LENNAR CORP CL B 52605730 792 10 X 13 0 0 10
LENNAR CORP CL B 52605730 47837 604 X 3 604 0 0
LENNAR CORP CL B 52605730 40056 530 X 5 454 0 76
LENNAR CORP CL B 52605730 2624 35 X X 6 35 0 0
LENNAR CORP CL B 52605730 21144 282 X 6 282 0 0
LEUCADIA NATL CORP COM 52728810 6893507 182127 X 3 182127 0 0
LEUCADIA NATL CORP COM 52728810 1493879 39391 X 5 32066 0 7325
LEUCADIA NATL CORP COM 52728810 32362 855 X X 6 355 0 500
LEUCADIA NATL CORP COM 52728810 112982 2985 X 6 2985 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N10 315460 58635 X 5 40620 0 18015
LEVEL 3 COMMUNICATIONS INC COM 52729N10 422760 78000 X X 6 78000 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N10 83143 15340 X 6 15340 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/ 52729NAG 111563 175000 X 5 175000 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/ 52729NAG 63750 100000 X 6 100000 0 0
LEXAR MEDIA INC COM 52886P10 26749724 1565974 X 3 1565974 0 0
LEXAR MEDIA INC COM 52886P10 150900 8639 X 5 2000 0 6639
LEXAR MEDIA INC COM 52886P10 20046 1175 X X 6 1175 0 0
LEXAR MEDIA INC COM 52886P10 267416 15675 X 6 7375 0 8300
LEXINGTON CORP PPTYS TR COM 52904310 616952 32200 X 11 0 0 32200
LEXINGTON CORP PPTYS TR COM 52904310 206587 10687 X 5 0 0 10687
LEXINGTON CORP PPTYS TR COM 52904310 348290 18178 X X 6 2200 1707 14271
LEXINGTON CORP PPTYS TR COM 52904310 26805 1399 X 6 1399 0 0
LEXMARK INTL NEW CL A 52977110 2786 44 X 13 0 0 44
LEXMARK INTL NEW CL A 52977110 6208942 66384 X 3 66384 0 0
LEXMARK INTL NEW CL A 52977110 26590 422 X 4 422 0 0
LEXMARK INTL NEW CL A 52977110 4430883 70261 X 5 57803 0 12458
LEXMARK INTL NEW CL A 52977110 3151382 50014 X X 6 47664 2280 70
LEXMARK INTL NEW CL A 52977110 10134528 160840 X 6 150961 370 9509
LEXMARK INTL NEW CL A 52977110 9452 150 X X 7 150 0 0
LEXMARK INTL NEW CL A 52977110 13547 215 X 7 215 0 0
LIBBEY INC COM 52989810 6809668 244864 X 3 244864 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 53015810 366841 42981 X 5 12903 0 30078
LIBERTY ALL STAR EQUITY FD SH BEN INT 53015810 15174 1800 X X 6 1800 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 53015810 18200 2159 X 7 2159 0 0
LIBERTY CORP S C COM 53037010 18578858 442881 X 3 442881 0 0
LIBERTY CORP S C COM 53037010 2061423 49140 X X 6 29899 6616 12625
LIBERTY CORP S C COM 53037010 1254179 29897 X 6 28197 0 1700
LIBERTY MEDIA CORP DEB 3.500% 1/ 530715AN 34280 44000 X 5 0 0 44000
LIBERTY MEDIA CORP DEB 3.250% 3/ 530715AR 49612 51000 X 5 46000 0 5000
LIBERTY MEDIA CORP DEB 3.250% 3/ 530715AR 2910 3000 X 6 3000 0 0
LIBERTY MEDIA CORP NEW COM SER A 53071810 54910 5480 X 13 0 0 5480
LIBERTY MEDIA CORP NEW COM SER A 53071810 21818029 2180684 X 3 2180684 0 0
LIBERTY MEDIA CORP NEW COM SER A 53071810 3240 325 X X 4 325 0 0
LIBERTY MEDIA CORP NEW COM SER A 53071810 7201990 721810 X 5 610921 0 110889
LIBERTY MEDIA CORP NEW COM SER A 53071810 1764201 176951 X X 6 160297 11453 5201
LIBERTY MEDIA CORP NEW COM SER A 53071810 12841978 1288062 X 6 715976 25930 546156
LIBERTY MEDIA CORP NEW COM SER A 53071810 5783 580 X 7 580 0 0
LIBERTY MEDIA CORP NEW COM SER B 53071820 106646 10354 X 5 8754 0 1600
LIBERTY PPTY TR SH BEN INT 53117210 2870351 77619 X 3 77619 0 0
LIBERTY PPTY TR SH BEN INT 53117210 986587 26707 X 5 836 0 25871
LIBERTY PPTY TR SH BEN INT 53117210 794737 21491 X X 6 21491 0 0
LIBERTY PPTY TR SH BEN INT 53117210 114268 3090 X 6 3090 0 0
LIBERTY PPTY TR SH BEN INT 53117210 7396 200 X X 7 200 0 0
LIBERTY PPTY TR SH BEN INT 53117210 11094 300 X 8 300 0 0
LIFEPOINT HOSPITALS INC COM 53219L10 919244 38001 X 3 38001 0 0
LIFEPOINT HOSPITALS INC COM 53219L10 219716 9121 X 5 3704 0 5417
LIFEPOINT HOSPITALS INC COM 53219L10 605 25 X 6 25 0 0
LIGAND PHARMACEUTICALS INC CL B 53220K20 2433632 188800 X 3 188800 0 0
LIGAND PHARMACEUTICALS INC CL B 53220K20 231266 17929 X 5 17765 0 164
LIGAND PHARMACEUTICALS INC CL B 53220K20 58050 4500 X 6 4500 0 0
LILLY ELI & CO COM 53245710 2162160 36400 X X 1 36400 0 0
LILLY ELI & CO COM 53245710 130680 2200 X 1 2200 0 0
LILLY ELI & CO COM 53245710 11880 200 X 11 0 0 200
LILLY ELI & CO COM 53245710 1665039 26425 X 13 0 0 26425
LILLY ELI & CO COM 53245710 34622716 582874 X 3 582874 0 0
LILLY ELI & CO COM 53245710 16335 275 X X 4 275 0 0
LILLY ELI & CO COM 53245710 19602 330 X 4 330 0 0
LILLY ELI & CO COM 53245710 14783271 237208 X 5 45208 0 192000
LILLY ELI & CO COM 53245710 29095130 489817 X X 6 396178 30079 63560
LILLY ELI & CO COM 53245710 34823369 586252 X 6 456330 600 129322
LILLY ELI & CO COM 53245710 24770 417 X X 7 417 0 0
LILLY ELI & CO COM 53245710 56489 951 X 7 951 0 0
LILLY ELI & CO COM 53245710 3338280 56200 X 8 56200 0 0
LIMITED BRANDS INC COM 53271610 3056580 202691 X 3 202691 0 0
LIMITED BRANDS INC COM 53271610 2448748 161222 X 5 135458 0 25764
LIMITED BRANDS INC COM 53271610 199116 13204 X X 6 11554 1650 0
LIMITED BRANDS INC COM 53271610 2441000 161870 X 6 127699 0 34171
LIMITED BRANDS INC COM 53271610 1297 86 X 7 86 0 0
LIN TV CORP CL A 53277410 197718 9300 X 3 9300 0 0
LIN TV CORP CL A 53277410 40319 1900 X 5 25 0 1875
LINCARE HLDGS INC COM 53279110 27576299 753245 X 11 664775 0 88470
LINCARE HLDGS INC COM 53279110 3811028 103426 X 3 103426 0 0
LINCARE HLDGS INC COM 53279110 3843334 104502 X 5 75788 0 28714
LINCARE HLDGS INC COM 53279110 1278934 34934 X X 6 33124 1680 130
LINCARE HLDGS INC COM 53279110 4327595 118208 X 6 109576 165 8467
LINCARE HLDGS INC COM 53279110 10251 280 X X 7 280 0 0
LINCOLN ELEC HLDGS INC COM 53390010 453343 20152 X 5 15552 0 4600
LINCOLN ELEC HLDGS INC COM 53390010 9555 430 X X 6 430 0 0
LINCOLN ELEC HLDGS INC COM 53390010 339299 15270 X 6 15270 0 0
LINCOLN NATL CONV SECS FD IN COM 53418310 426581 32819 X 5 26919 0 5900
LINCOLN NATL CONV SECS FD IN COM 53418310 1947 150 X X 6 150 0 0
LINCOLN NATL CONV SECS FD IN COM 53418310 38940 3000 X 6 3000 0 0
LINCOLN NATL CORP IND COM 53418710 28304 800 X 11 0 0 800
LINCOLN NATL CORP IND COM 53418710 88596 2440 X 13 0 0 2440
LINCOLN NATL CORP IND COM 53418710 2444192 69084 X 3 69084 0 0
LINCOLN NATL CORP IND COM 53418710 185084 5173 X 5 2970 0 2203
LINCOLN NATL CORP IND COM 53418710 2758260 77961 X X 6 76022 1939 0
LINCOLN NATL CORP IND COM 53418710 1256485 35514 X 6 25800 0 9714
LINCOLN NATL CORP IND COM 53418710 5307 150 X X 7 150 0 0
LINEAR TECHNOLOGY CORP COM 53567810 19414 524 X 13 0 0 524
LINEAR TECHNOLOGY CORP COM 53567810 5282978 147528 X 3 147528 0 0
LINEAR TECHNOLOGY CORP COM 53567810 1156134 31536 X 5 10970 0 20566
LINEAR TECHNOLOGY CORP COM 53567810 5529268 153890 X X 6 141268 9700 2922
LINEAR TECHNOLOGY CORP COM 53567810 8605810 239516 X 6 202447 0 37069
LINENS N THINGS INC COM 53567910 4011424 167600 X 3 167600 0 0
LINENS N THINGS INC COM 53567910 6759456 284236 X 5 283918 0 318
LINENS N THINGS INC COM 53567910 1549196 65147 X X 6 63132 2015 0
LINENS N THINGS INC COM 53567910 1471982 61900 X 6 58890 30 2980
LINENS N THINGS INC COM 53567910 1902 80 X X 7 80 0 0
LIONS GATE ENTMNT CORP COM NEW 53591920 4635 1550 X X 6 1550 0 0
LIONS GATE ENTMNT CORP COM NEW 53591920 44252 14800 X 6 14800 0 0
LIZ CLAIBORNE INC COM 53932010 3405 100 X 11 0 0 100
LIZ CLAIBORNE INC COM 53932010 89540 2551 X 13 0 0 2551
LIZ CLAIBORNE INC COM 53932010 14050494 411376 X 3 411376 0 0
LIZ CLAIBORNE INC COM 53932010 10324381 301790 X 5 255676 0 46114
LIZ CLAIBORNE INC COM 53932010 1015541 29825 X X 6 14692 200 14933
LIZ CLAIBORNE INC COM 53932010 5903657 173382 X 6 54959 851 117572
LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 691250 25000 X 3 25000 0 0
LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 5668 205 X 4 205 0 0
LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 7828 276 X 5 146 0 130
LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 48941 1770 X X 6 1770 0 0
LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 541774 19594 X 6 19202 0 392
LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 1383 50 X X 7 50 0 0
LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 8019 290 X 7 290 0 0
LOCKHEED MARTIN CORP COM 53983010 90454 1960 X X 1 1960 0 0
LOCKHEED MARTIN CORP COM 53983010 69687 1510 X 1 1510 0 0
LOCKHEED MARTIN CORP COM 53983010 53162 1145 X 13 0 0 1145
LOCKHEED MARTIN CORP COM 53983010 50953154 1100747 X 3 1100747 0 0
LOCKHEED MARTIN CORP COM 53983010 2215 48 X 4 48 0 0
LOCKHEED MARTIN CORP COM 53983010 5741737 124362 X 5 115631 0 8731
LOCKHEED MARTIN CORP COM 53983010 4236176 91791 X X 6 69056 2891 19844
LOCKHEED MARTIN CORP COM 53983010 23590634 511173 X 6 319627 992 190554
LOCKHEED MARTIN CORP COM 53983010 69871 1514 X 7 1514 0 0
LOCKHEED MARTIN CORP COM 53983010 6640985 143900 X 8 143900 0 0
LOEWS CORP COM 54042410 32296 800 X 1 800 0 0
LOEWS CORP COM 54042410 3391201 84003 X 3 84003 0 0
LOEWS CORP COM 54042410 11304 280 X 4 280 0 0
LOEWS CORP COM 54042410 1992011 48897 X 5 36293 0 12604
LOEWS CORP COM 54042410 1670470 41379 X X 6 35330 710 5339
LOEWS CORP COM 54042410 2923878 72427 X 6 26327 0 46100
LOEWS CORP COM 54042410 2624 65 X X 7 65 0 0
LOEWS CORP COM 54042410 15744 390 X 7 390 0 0
LOEWS CORP CAROLNA GP STK 54042420 11640300 506100 X 3 506100 0 0
LOEWS CORP CAROLNA GP STK 54042420 261010 11318 X 5 10118 0 1200
LOEWS CORP CAROLNA GP STK 54042420 15893 691 X 6 691 0 0
LOEWS CORP NOTE 3.125% 9/ 540424AL 282678 304000 X 5 270000 0 34000
LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 11232 360 X X 6 360 0 0
LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 237120 7600 X 6 7600 0 0
LOMAK PETE INC SDCV 6.000% 2/ 541509AF 71813 75000 X X 6 0 0 75000
LOMAK PETE INC SDCV 6.000% 2/ 541509AF 86175 90000 X 6 0 0 90000
LONE STAR STEAKHOUSE SALOON COM 54230710 9448660 452089 X 3 452089 0 0
LONE STAR STEAKHOUSE SALOON COM 54230710 763360 35920 X 5 16780 0 19140
LONG ISLAND FINANCIAL CORP COM 54266910 1962363 71750 X 6 71750 0 0
LONGS DRUG STORES CORP COM 54316210 736516 36588 X 3 36588 0 0
LONGS DRUG STORES CORP COM 54316210 2154 107 X 5 107 0 0
LONGS DRUG STORES CORP COM 54316210 420717 20900 X X 6 20900 0 0
LONGVIEW FIBRE CO COM 54321310 488734 50024 X 3 50024 0 0
LONGVIEW FIBRE CO COM 54321310 462458 44832 X 5 1172 0 43660
LONGVIEW FIBRE CO COM 54321310 68390 7000 X X 6 7000 0 0
LOUDEYE CORP COM 54575410 24265 11500 X X 6 11500 0 0
LOUISIANA PAC CORP COM 54634710 1118467 81166 X 3 81166 0 0
LOUISIANA PAC CORP COM 54634710 117825 8528 X 5 7791 0 737
LOUISIANA PAC CORP COM 54634710 175791 12757 X X 6 12757 0 0
LOUISIANA PAC CORP COM 54634710 1905333 138268 X 6 7075 0 131193
LOUISIANA PAC CORP COM 54634710 8792 638 X X 7 638 0 0
LOUISIANA PAC CORP COM 54634710 6890 500 X 7 500 0 0
LOWES COS INC COM 54866110 1304247 25130 X X 1 25130 0 0
LOWES COS INC COM 54866110 432171 8327 X 1 8177 0 150
LOWES COS INC COM 54866110 336457 6269 X 13 0 0 6269
LOWES COS INC COM 54866110 72733387 1397610 X 3 1397610 0 0
LOWES COS INC COM 54866110 1298 25 X X 4 25 0 0
LOWES COS INC COM 54866110 22784 439 X 4 439 0 0
LOWES COS INC COM 54866110 19938603 378790 X 5 220928 0 157862
LOWES COS INC COM 54866110 105182876 2026645 X X 6 1870331 63776 92538
LOWES COS INC COM 54866110 246537819 4750247 X 6 4445479 11050 293718
LOWES COS INC COM 54866110 31659 610 X X 7 610 0 0
LOWES COS INC COM 54866110 168416 3245 X 7 3245 0 0
LOWES COS INC NOTE 0.861%10/ 548661CG 105166 101000 X 5 101000 0 0
LUBRIZOL CORP COM 54927110 1636778 50440 X 3 50440 0 0
LUBRIZOL CORP COM 54927110 1332769 41059 X 5 40179 0 880
LUBRIZOL CORP COM 54927110 611715 18851 X X 6 18851 0 0
LUBRIZOL CORP COM 54927110 1030839 31767 X 6 30993 0 774
LUCENT TECHNOLOGIES INC COM 54946310 1115 516 X X 1 516 0 0
LUCENT TECHNOLOGIES INC COM 54946310 30862 14288 X 11 6000 0 8288
LUCENT TECHNOLOGIES INC COM 54946310 41223 19263 X 13 0 0 19263
LUCENT TECHNOLOGIES INC COM 54946310 5873839 2719370 X 3 2719370 0 0
LUCENT TECHNOLOGIES INC COM 54946310 5941848 2752738 X 5 2549373 0 203365
LUCENT TECHNOLOGIES INC COM 54946310 790616 366026 X X 6 242284 24347 99395
LUCENT TECHNOLOGIES INC COM 54946310 857218 396860 X 6 176724 2300 217836
LUCENT TECHNOLOGIES INC COM 54946310 5676 2628 X 7 2628 0 0
LUCENT TECHNOLOGIES INC DBCV 2.750% 6/ 549463AG 2831250 3000000 X 3 3000000 0 0
LUMINEX CORP DEL COM 55027E10 69620 10042 X 5 2042 0 8000
LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 1319659 91643 X 5 0 0 91643
LYONDELL CHEMICAL CO COM 55207810 12560 1000 X 13 0 0 1000
LYONDELL CHEMICAL CO COM 55207810 24019064 1879426 X 3 1879426 0 0
LYONDELL CHEMICAL CO COM 55207810 259595 20321 X 5 19831 0 490
LYONDELL CHEMICAL CO COM 55207810 127800 10000 X X 6 10000 0 0
LYONDELL CHEMICAL CO COM 55207810 661161 51734 X 6 51734 0 0
M & T BK CORP COM 55261F10 10357883 118647 X 3 118647 0 0
M & T BK CORP COM 55261F10 1370911 15455 X 5 3061 0 12394
M & T BK CORP COM 55261F10 1195574 13695 X X 6 13474 221 0
M & T BK CORP COM 55261F10 2066216 23668 X 6 23154 0 514
M & T BK CORP COM 55261F10 3841 44 X X 7 44 0 0
MBIA INC COM 55262C10 230874 4200 X 1 4200 0 0
MBIA INC COM 55262C10 350376 6240 X 13 0 0 6240
MBIA INC COM 55262C10 3158521 57459 X 3 57459 0 0
MBIA INC COM 55262C10 23550669 419696 X 5 12934 0 406762
MBIA INC COM 55262C10 2323362 42266 X X 6 35919 6347 0
MBIA INC COM 55262C10 7779464 141522 X 6 114897 1800 24825
MBIA INC COM 55262C10 9345 170 X 7 170 0 0
MBNA CORP COM 55262L10 573557 25156 X X 1 22851 2305 0
MBNA CORP COM 55262L10 765259 33564 X 1 33564 0 0
MBNA CORP COM 55262L10 158516 6680 X 13 0 0 6680
MBNA CORP COM 55262L10 12027205 527509 X 3 527509 0 0
MBNA CORP COM 55262L10 2280 100 X X 4 100 0 0
MBNA CORP COM 55262L10 8664 380 X 4 380 0 0
MBNA CORP COM 55262L10 9054051 387193 X 5 144128 0 243065
MBNA CORP COM 55262L10 4566316 200277 X X 6 76499 0 123778
MBNA CORP COM 55262L10 9781382 429008 X 6 161796 0 267212
MBNA CORP COM 55262L10 12540 550 X X 7 550 0 0
MBNA CORP COM 55262L10 51391 2254 X 7 2254 0 0
M D C HLDGS INC COM 55267610 515484 9546 X 3 9546 0 0
M D C HLDGS INC COM 55267610 847368 14772 X 5 3972 0 10800
M D C HLDGS INC COM 55267610 5940 110 X 6 110 0 0
MDC CORP CL A SUBVTGNEW 55267W30 7443 745 X X 6 745 0 0
MDC CORP CL A SUBVTGNEW 55267W30 263736 26400 X 6 26400 0 0
MDU RES GROUP INC COM 55269010 13512 400 X 11 0 0 400
MDU RES GROUP INC COM 55269010 9252984 273919 X 3 273919 0 0
MDU RES GROUP INC COM 55269010 2951798 87351 X 5 85051 0 2300
MDU RES GROUP INC COM 55269010 339827 10060 X X 6 5192 2118 2750
MDU RES GROUP INC COM 55269010 124918 3698 X 6 2298 1400 0
MDS INC COM 55269P30 660756 47400 X 5 0 0 47400
MEMC ELECTR MATLS INC COM 55271510 3239059 296889 X 3 296889 0 0
MEMC ELECTR MATLS INC COM 55271510 19300 1768 X 5 1648 0 120
MEMC ELECTR MATLS INC COM 55271510 141765 12994 X 6 0 0 12994
MFS CHARTER INCOME TR SH BEN INT 55272710 13080 1500 X 11 0 0 1500
MFS CHARTER INCOME TR SH BEN INT 55272710 4592 529 X 13 0 0 529
MFS CHARTER INCOME TR SH BEN INT 55272710 452481 51890 X 5 51890 0 0
MFS CHARTER INCOME TR SH BEN INT 55272710 41420 4750 X X 6 3750 1000 0
MFS CHARTER INCOME TR SH BEN INT 55272710 140915 16160 X 6 16160 0 0
MFS CHARTER INCOME TR SH BEN INT 55272710 2163432 248100 X 9 248100 0 0
MFS MULTIMARKET INCOME TR SH BEN INT 55273710 290977 46891 X 5 28451 0 18440
MFS MULTIMARKET INCOME TR SH BEN INT 55273710 139494 22609 X X 6 22609 0 0
MFS MULTIMARKET INCOME TR SH BEN INT 55273710 60734 9844 X 6 9844 0 0
MFS MULTIMARKET INCOME TR SH BEN INT 55273710 3692745 598500 X 9 598500 0 0
MFS MUN INCOME TR SH BEN INT 55273810 5152 700 X 1 700 0 0
MFS MUN INCOME TR SH BEN INT 55273810 500307 67606 X 5 33516 0 34090
MFS MUN INCOME TR SH BEN INT 55273810 72709 9879 X X 6 8879 1000 0
MFS MUN INCOME TR SH BEN INT 55273810 107463 14601 X 6 14601 0 0
MFS INTER INCOME TR SH BEN INT 55273C10 3455 500 X X 1 500 0 0
MFS INTER INCOME TR SH BEN INT 55273C10 243945 35100 X 13 0 0 35100
MFS INTER INCOME TR SH BEN INT 55273C10 601283 86699 X 5 31871 0 54828
MFS INTER INCOME TR SH BEN INT 55273C10 57654 8344 X X 6 8344 0 0
MFS INTER INCOME TR SH BEN INT 55273C10 126747 18343 X 6 18343 0 0
MGE ENERGY INC COM 55277P10 695980 23000 X 3 23000 0 0
MGE ENERGY INC COM 55277P10 408148 13317 X 5 10080 0 3237
MGE ENERGY INC COM 55277P10 30250 1000 X X 6 1000 0 0
MGE ENERGY INC COM 55277P10 39325 1300 X 6 1300 0 0
MGIC INVT CORP WIS COM 55284810 5357847 102897 X 3 102897 0 0
MGIC INVT CORP WIS COM 55284810 1770 34 X X 4 34 0 0
MGIC INVT CORP WIS COM 55284810 484248 9070 X 5 4570 0 4500
MGIC INVT CORP WIS COM 55284810 1196100 22971 X X 6 18245 0 4726
MGIC INVT CORP WIS COM 55284810 3663333 70354 X 6 51993 0 18361
MGIC INVT CORP WIS COM 55284810 8592 165 X 7 165 0 0
MGI PHARMA INC COM 55288010 5054411 128742 X 3 128742 0 0
MGI PHARMA INC COM 55288010 352509 9130 X 5 9130 0 0
MGI PHARMA INC COM 55288010 231660 6000 X X 6 0 0 6000
MGI PHARMA INC COM 55288010 157567 4081 X 6 0 0 4081
MFS GOVT MKTS INCOME TR SH BEN INT 55293910 5747896 842800 X 3 842800 0 0
MFS GOVT MKTS INCOME TR SH BEN INT 55293910 1317263 193031 X 5 173234 0 19797
MFS GOVT MKTS INCOME TR SH BEN INT 55293910 2046 300 X X 6 300 0 0
MFS GOVT MKTS INCOME TR SH BEN INT 55293910 7031 1031 X 6 1031 0 0
MFS GOVT MKTS INCOME TR SH BEN INT 55293910 33636383 4932021 X 9 4932021 0 0
MGM MIRAGE COM 55295310 2741 75 X 11 0 0 75
MGM MIRAGE COM 55295310 21756 588 X 13 0 0 588
MGM MIRAGE COM 55295310 40205 1100 X 3 1100 0 0
MGM MIRAGE COM 55295310 255412 6974 X 5 5835 0 1139
MGM MIRAGE COM 55295310 38012 1040 X X 6 1040 0 0
MGM MIRAGE COM 55295310 347225 9500 X 6 9000 0 500
MIM CORP COM 55304410 442500 59000 X 3 59000 0 0
MIM CORP COM 55304410 10600 1400 X 5 400 0 1000
MI DEVS INC CL A SUB VTG 55304X10 1191546 52491 X 5 52169 0 322
MI DEVS INC CL A SUB VTG 55304X10 953 42 X X 6 42 0 0
MI DEVS INC CL A SUB VTG 55304X10 99017 4362 X 6 4142 0 220
MI DEVS INC CL A SUB VTG 55304X10 1135 50 X X 7 50 0 0
ML MACADAMIA ORCHARDS L P DEP UNIT CL A 55307U10 103054 29698 X 5 0 0 29698
MPS GROUP INC COM 55340910 8166852 902754 X 3 902754 0 0
MPS GROUP INC COM 55340910 57600 6400 X X 6 6400 0 0
MPS GROUP INC COM 55340910 1505727 167303 X 6 126226 127 40950
MRV COMMUNICATIONS INC COM 55347710 116486 40532 X 5 15417 0 25115
MRV COMMUNICATIONS INC COM 55347710 275 100 X X 6 100 0 0
MRV COMMUNICATIONS INC COM 55347710 13079 4756 X 6 4756 0 0
MSC INDL DIRECT INC CL A 55353010 41700 2000 X 11 0 0 2000
MSC INDL DIRECT INC CL A 55353010 7274565 348900 X 3 348900 0 0
MSC INDL DIRECT INC CL A 55353010 937208 44950 X 5 44950 0 0
MSC INDL DIRECT INC CL A 55353010 990375 47500 X 6 41450 0 6050
MTR GAMING GROUP INC COM 55376910 106500 12000 X 5 10000 0 2000
MVC CAP COM 55382910 360436 43426 X 13 0 0 43426
MVC CAP COM 55382910 474259 57475 X 5 55675 0 1800
MVC CAP COM 55382910 1650 200 X X 6 200 0 0
MACDERMID INC COM 55427310 1540184 58230 X 3 58230 0 0
MACDERMID INC COM 55427310 7335 275 X 5 200 0 75
MACDERMID INC COM 55427310 68162 2577 X 6 0 0 2577
MACERICH CO COM 55438210 2490 65 X 5 0 0 65
MACERICH CO COM 55438210 231408 6130 X X 6 6130 0 0
MACERICH CO COM 55438210 1362020 36080 X 6 36080 0 0
MACK CALI RLTY CORP COM 55448910 107800 2750 X 1 2750 0 0
MACK CALI RLTY CORP COM 55448910 113680 2900 X 11 0 0 2900
MACK CALI RLTY CORP COM 55448910 46164 1200 X 13 0 0 1200
MACK CALI RLTY CORP COM 55448910 2230519 56901 X 3 56901 0 0
MACK CALI RLTY CORP COM 55448910 1082592 27704 X 5 23040 0 4664
MACK CALI RLTY CORP COM 55448910 61230 1562 X X 6 212 1350 0
MACK CALI RLTY CORP COM 55448910 26499 676 X 6 676 0 0
MACROVISION CORP COM 55590410 883079 47734 X 3 47734 0 0
MACROVISION CORP COM 55590410 376868 20371 X 5 20341 0 30
MACROMEDIA INC COM 55610010 8565186 346208 X 3 346208 0 0
MACROMEDIA INC COM 55610010 293059 11962 X 5 11250 0 712
MACROMEDIA INC COM 55610010 72064 2945 X X 6 2945 0 0
MACROMEDIA INC COM 55610010 3671 150 X 6 150 0 0
MACROMEDIA INC COM 55610010 6485 265 X X 7 265 0 0
MADDEN STEVEN LTD COM 55626910 300295 15830 X 5 15830 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 872635 19049 X 3 19049 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 784892 17134 X 5 15932 0 1202
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 256994 5610 X X 6 5610 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 1381996 30168 X 6 28480 0 1688
MAGNA ENTMT CORP CL A 55921110 58299 14179 X 5 14000 0 179
MAGNA INTL INC CL A 55922240 52567 715 X 13 0 0 715
MAGNA INTL INC CL A 55922240 1836595 25443 X 5 24799 0 644
MAGNA INTL INC CL A 55922240 32468 450 X X 6 450 0 0
MAGNA INTL INC CL A 55922240 702452 9736 X 6 9295 0 441
MAGNA INTL INC CL A 55922240 7215 100 X X 7 100 0 0
MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 417478 52250 X 11 46000 0 6250
MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 15581 1950 X 5 1950 0 0
MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 481194 90963 X 3 90963 0 0
MAIN STR BKS INC NEW COM 56034R10 32188 1238 X 5 0 0 1238
MAIN STR BKS INC NEW COM 56034R10 79138 3163 X X 6 3163 0 0
MAIN STR BKS INC NEW COM 56034R10 94601 3781 X 6 3781 0 0
MAINE & MARITIMES CORP COM 56037710 1350000 37500 X 3 37500 0 0
MAINE & MARITIMES CORP COM 56037710 651780 18105 X 5 18105 0 0
MANAGED MUNS PORTFOLIO INC COM 56166210 29025 2700 X 13 0 0 2700
MANAGED MUNS PORTFOLIO INC COM 56166210 174956 16275 X 5 0 0 16275
MANAGED MUNS PORTFOLIO INC COM 56166210 18371 1725 X X 6 1725 0 0
MANAGED MUNS PORTFOLIO INC COM 56166210 5964 560 X 6 560 0 0
MANAGED MUNS PORTFOLIO INC COM 56166210 2909580 273200 X 9 273200 0 0
MANAGED HIGH INCOME PORTFOLI COM 56166C10 34150 5000 X X 4 5000 0 0
MANAGED HIGH INCOME PORTFOLI COM 56166C10 1245734 182308 X 5 170907 0 11401
MANAGED HIGH INCOME PORTFOLI COM 56166C10 31193 4567 X X 6 4567 0 0
MANAGED HIGH INCOME PORTFOLI COM 56166C10 11140 1631 X 6 1631 0 0
MANAGEMENT NETWORK GROUP INC COM 56169310 371625 148650 X 3 148650 0 0
MANAGEMENT NETWORK GROUP INC COM 56169310 13500 5400 X 6 2500 0 2900
MANAGED HIGH YIELD PLUS FD I COM 56191110 206982 41240 X 5 37003 0 4237
MANAGED HIGH YIELD PLUS FD I COM 56191110 2440 486 X 6 486 0 0
MANDALAY RESORT GROUP COM 56256710 24002670 604720 X 3 604720 0 0
MANDALAY RESORT GROUP COM 56256710 166922 4244 X 5 1494 0 2750
MANDALAY RESORT GROUP COM 56256710 396100 10000 X 6 3400 0 6600
MANITOWOC INC COM 56357110 38153968 1759058 X 11 1357388 0 401670
MANITOWOC INC COM 56357110 913149 42100 X 3 42100 0 0
MANITOWOC INC COM 56357110 11250 500 X 5 0 0 500
MANITOWOC INC COM 56357110 9761 450 X X 6 0 450 0
MANITOWOC INC COM 56357110 241301 11125 X 6 11125 0 0
MANOR CARE INC NEW COM 56405510 1038900 34629 X 3 34629 0 0
MANOR CARE INC NEW COM 56405510 358560 11952 X 5 11952 0 0
MANOR CARE INC NEW COM 56405510 194700 6490 X X 6 5990 500 0
MANOR CARE INC NEW COM 56405510 1104000 36800 X 6 36800 0 0
MANPOWER INC COM 56418H10 235101 6261 X 13 0 0 6261
MANPOWER INC COM 56418H10 3224435 86912 X 3 86912 0 0
MANPOWER INC COM 56418H10 3436945 91536 X 5 516 0 91020
MANPOWER INC COM 56418H10 3599 97 X X 6 97 0 0
MANPOWER INC COM 56418H10 328483 8854 X 6 8854 0 0
MANTECH INTL CORP CL A 56456310 3177176 127700 X 3 127700 0 0
MANTECH INTL CORP CL A 56456310 551725 21309 X 5 376 0 20933
MANTECH INTL CORP CL A 56456310 437712 17600 X 6 15400 0 2200
MANUFACTURED HOME CMNTYS INC COM 56468210 457687 11665 X 5 8700 0 2965
MANUFACTURED HOME CMNTYS INC COM 56468210 28601 730 X 6 730 0 0
MANULIFE FINL CORP COM 56501R10 460632 16106 X 13 0 0 16106
MANULIFE FINL CORP COM 56501R10 150962 5237 X 5 3947 0 1290
MANULIFE FINL CORP COM 56501R10 1055197 36512 X X 6 19748 10496 6268
MANULIFE FINL CORP COM 56501R10 3249256 112431 X 6 112431 0 0
MARATHON OIL CORP COM 56584910 329202 11305 X 13 0 0 11305
MARATHON OIL CORP COM 56584910 9350252 328079 X 3 328079 0 0
MARATHON OIL CORP COM 56584910 8107963 281313 X 5 135276 0 146037
MARATHON OIL CORP COM 56584910 1686117 59162 X X 6 34780 3208 21174
MARATHON OIL CORP COM 56584910 3995395 140189 X 6 49823 1000 89366
MARATHON OIL CORP COM 56584910 2850 100 X X 7 100 0 0
MARATHON OIL CORP COM 56584910 14250 500 X 7 500 0 0
MARATHON OIL CORP COM 56584910 8018475 281350 X 8 281350 0 0
MARKEL CORP COM 57053510 12537252 42120 X 3 42120 0 0
MARKEL CORP COM 57053510 2305109 8633 X 5 8605 0 28
MARKEL CORP COM 57053510 587934 2202 X X 6 2102 100 0
MARKEL CORP COM 57053510 3222423 12069 X 6 9528 1741 800
MARKET 2000+ HOLDRS TR DEPOSITARY RCT 57059Y20 210728 4240 X 5 0 0 4240
MARSH & MCLENNAN COS INC COM 57174810 628452 13200 X X 1 13200 0 0
MARSH & MCLENNAN COS INC COM 57174810 919492 19313 X 1 19313 0 0
MARSH & MCLENNAN COS INC COM 57174810 23805 500 X 11 0 0 500
MARSH & MCLENNAN COS INC COM 57174810 765301 15812 X 13 0 0 15812
MARSH & MCLENNAN COS INC COM 57174810 14063756 293830 X 3 293830 0 0
MARSH & MCLENNAN COS INC COM 57174810 8141 171 X 4 171 0 0
MARSH & MCLENNAN COS INC COM 57174810 12906323 267464 X 5 49284 0 218180
MARSH & MCLENNAN COS INC COM 57174810 14651937 307749 X X 6 271728 12675 23346
MARSH & MCLENNAN COS INC COM 57174810 19290096 405169 X 6 348994 653 55522
MARSH & MCLENNAN COS INC COM 57174810 9522 200 X X 7 200 0 0
MARSH & MCLENNAN COS INC COM 57174810 464293 9752 X 7 9752 0 0
MARSHALL & ILSLEY CORP COM 57183410 50432 1600 X 11 0 0 1600
MARSHALL & ILSLEY CORP COM 57183410 2785013 88357 X 3 88357 0 0
MARSHALL & ILSLEY CORP COM 57183410 989697 30600 X 5 6384 0 24216
MARSHALL & ILSLEY CORP COM 57183410 85104 2700 X X 6 2700 0 0
MARSHALL & ILSLEY CORP COM 57183410 1944626 61695 X 6 10803 0 50892
MARRIOTT INTL INC NEW CL A 57190320 6641 150 X 13 0 0 150
MARRIOTT INTL INC NEW CL A 57190320 3895850 90538 X 3 90538 0 0
MARRIOTT INTL INC NEW CL A 57190320 1506 35 X X 4 35 0 0
MARRIOTT INTL INC NEW CL A 57190320 6239 145 X 4 145 0 0
MARRIOTT INTL INC NEW CL A 57190320 1677278 38756 X 5 31008 0 7748
MARRIOTT INTL INC NEW CL A 57190320 3175055 73787 X X 6 70297 2490 1000
MARRIOTT INTL INC NEW CL A 57190320 757242 17598 X 6 15848 0 1750
MARRIOTT INTL INC NEW CL A 57190320 1506 35 X X 7 35 0 0
MARRIOTT INTL INC NEW CL A 57190320 9036 210 X 7 210 0 0
MARTEK BIOSCIENCES CORP COM 57290110 10343994 195750 X 3 195750 0 0
MARTEK BIOSCIENCES CORP COM 57290110 642646 12212 X 5 12012 0 200
MARTEK BIOSCIENCES CORP COM 57290110 30262 575 X X 6 575 0 0
MARTEK BIOSCIENCES CORP COM 57290110 1581005 30040 X 6 26673 17 3350
MARTEN TRANS LTD COM 57307510 4919406 188483 X 3 188483 0 0
MARTEN TRANS LTD COM 57307510 455700 17500 X 6 15300 0 2200
MARTHA STEWART LIVING OMNIME CL A 57308310 114020 12304 X 5 7100 0 5204
MARTHA STEWART LIVING OMNIME CL A 57308310 1850 200 X 6 200 0 0
MARTHA STEWART LIVING OMNIME CL A 57308310 9250 1000 X 7 1000 0 0
MARTIN MARIETTA MATLS INC COM 57328410 1746356 47911 X 3 47911 0 0
MARTIN MARIETTA MATLS INC COM 57328410 192576 5116 X 5 1571 0 3545
MARTIN MARIETTA MATLS INC COM 57328410 2047688 56178 X X 6 55178 1000 0
MARTIN MARIETTA MATLS INC COM 57328410 952329 26127 X 6 24627 0 1500
MARVEL ENTERPRISES INC COM 57383M10 8499923 380492 X 3 380492 0 0
MARVEL ENTERPRISES INC COM 57383M10 1827680 81158 X 5 53765 0 27393
MARVEL ENTERPRISES INC COM 57383M10 21827 981 X X 6 981 0 0
MARVEL ENTERPRISES INC COM 57383M10 1006746 45247 X 6 34627 41 10579
MASCO CORP COM 57459910 117504 4800 X 1 4800 0 0
MASCO CORP COM 57459910 1663 66 X 13 0 0 66
MASCO CORP COM 57459910 12915085 527577 X 3 527577 0 0
MASCO CORP COM 57459910 3525 144 X X 4 144 0 0
MASCO CORP COM 57459910 2339598 94057 X 5 41829 0 52228
MASCO CORP COM 57459910 3139756 128258 X X 6 91801 1400 35057
MASCO CORP COM 57459910 6596699 269473 X 6 99265 9000 161208
MASCO CORP COM 57459910 8690 355 X 7 355 0 0
MASSEY ENERGY CORP COM 57620610 34246529 2572551 X 3 2572551 0 0
MASSEY ENERGY CORP COM 57620610 16729 1256 X 5 1010 0 246
MASSEY ENERGY CORP COM 57620610 50540 3800 X X 6 700 3100 0
MASSEY ENERGY CORP COM 57620610 13300 1000 X 6 1000 0 0
MASSMUTUAL CORPORATE INVS IN COM 57629210 32700 1500 X 13 0 0 1500
MASSMUTUAL CORPORATE INVS IN COM 57629210 297332 13626 X 5 951 0 12675
MASSMUTUAL CORPORATE INVS IN COM 57629210 68400 3095 X X 6 3000 95 0
MASSMUTUAL CORPORATE INVS IN COM 57629210 22542 1020 X 6 1020 0 0
MASSMUTUAL PARTN INVS SH BEN INT 57629910 97716 9487 X 5 9487 0 0
MASSMUTUAL PARTN INVS SH BEN INT 57629910 20600 2000 X 6 2000 0 0
MATRIX SVC CO COM 57685310 1531107 86211 X 3 86211 0 0
MATRIX SVC CO COM 57685310 143205 8228 X 5 449 0 7779
MATRIX SVC CO COM 57685310 65900 3696 X 6 0 0 3696
MATSUSHITA ELEC INDL ADR 57687920 178259 14170 X 13 0 0 14170
MATSUSHITA ELEC INDL ADR 57687920 1518250 124000 X 3 124000 0 0
MATSUSHITA ELEC INDL ADR 57687920 890396 71940 X 5 23564 0 48376
MATSUSHITA ELEC INDL ADR 57687920 103609 8663 X X 6 5688 0 2975
MATSUSHITA ELEC INDL ADR 57687920 254006 21238 X 6 21238 0 0
MATTEL INC COM 57708110 1522 80 X 13 0 0 80
MATTEL INC COM 57708110 4621500 180429 X 3 180429 0 0
MATTEL INC COM 57708110 2010 106 X X 4 106 0 0
MATTEL INC COM 57708110 9290 490 X 4 490 0 0
MATTEL INC COM 57708110 14945455 785807 X 5 9902 0 775905
MATTEL INC COM 57708110 341034 17987 X X 6 16590 1100 297
MATTEL INC COM 57708110 1689241 89095 X 6 50384 0 38711
MATTHEWS INTL CORP CL A 57712810 827320 31326 X 3 31326 0 0
MATTHEWS INTL CORP CL A 57712810 38700 1449 X 5 1149 0 300
MATTHEWS INTL CORP CL A 57712810 36433 1379 X 6 0 0 1379
MATTSON TECHNOLOGY INC COM 57722310 2453004 270751 X 3 270751 0 0
MATTSON TECHNOLOGY INC COM 57722310 4460 500 X 5 400 0 100
MAXTOR CORP COM NEW 57772920 46182 3608 X 13 0 0 3608
MAXTOR CORP COM NEW 57772920 910100 74583 X 5 70734 0 3849
MAXTOR CORP COM NEW 57772920 144713 11891 X X 6 11891 0 0
MAXTOR CORP COM NEW 57772920 520231 42747 X 6 42747 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 39390 1000 X 1 1000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 13025 319 X 13 0 0 319
MAXIM INTEGRATED PRODS INC COM 57772K10 5834150 147700 X 3 147700 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 601144 14795 X 5 2039 0 12756
MAXIM INTEGRATED PRODS INC COM 57772K10 78701 1998 X X 6 1998 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 3196656 81154 X 6 34009 0 47145
MAXIM INTEGRATED PRODS INC COM 57772K10 8587 218 X X 7 218 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 2521 64 X 7 64 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 1674075 42500 X 8 42500 0 0
MAXWELL SHOE INC CL A 57776610 3045526 212084 X 3 212084 0 0
MAXWELL SHOE INC CL A 57776610 154991 10800 X X 6 10800 0 0
MAXWELL TECHNOLOGIES INC COM 57776710 427760 45955 X 5 3703 0 42252
MAY DEPT STORES CO COM 57777810 29556 1200 X X 1 1200 0 0
MAY DEPT STORES CO COM 57777810 55418 2250 X 1 2250 0 0
MAY DEPT STORES CO COM 57777810 1545089 62732 X 11 2400 0 60332
MAY DEPT STORES CO COM 57777810 238738 9440 X 13 0 0 9440
MAY DEPT STORES CO COM 57777810 5717436 232133 X 3 232133 0 0
MAY DEPT STORES CO COM 57777810 2032485 80925 X 5 21376 0 59549
MAY DEPT STORES CO COM 57777810 1501790 60974 X X 6 57308 3366 300
MAY DEPT STORES CO COM 57777810 3449826 140066 X 6 137016 0 3050
MAYTAG CORP COM 57859210 14982 600 X 1 600 0 0
MAYTAG CORP COM 57859210 1477225 59160 X 11 0 0 59160
MAYTAG CORP COM 57859210 761835 30510 X 3 30510 0 0
MAYTAG CORP COM 57859210 896423 35337 X 5 12662 0 22675
MAYTAG CORP COM 57859210 265531 10634 X X 6 4434 200 6000
MAYTAG CORP COM 57859210 379344 15192 X 6 13831 0 1361
MBT FINL CORP COM 57887710 849732 54470 X 5 54470 0 0
MCCORMICK & CO INC COM VTG 57978010 662881 24096 X X 6 0 24096 0
MCCORMICK & CO INC COM NON VTG 57978020 21936 800 X X 1 800 0 0
MCCORMICK & CO INC COM NON VTG 57978020 54840 2000 X 1 2000 0 0
MCCORMICK & CO INC COM NON VTG 57978020 41939301 1527865 X 3 1527865 0 0
MCCORMICK & CO INC COM NON VTG 57978020 1509411 55041 X 5 54688 0 353
MCCORMICK & CO INC COM NON VTG 57978020 8328249 303729 X X 6 256780 18734 28215
MCCORMICK & CO INC COM NON VTG 57978020 5060964 184572 X 6 179322 0 5250
MCDATA CORP CL B 58003110 3896595 330500 X 3 330500 0 0
MCDATA CORP CL B 58003110 76226 6438 X 5 0 0 6438
MCDATA CORP CL B 58003110 511863 43415 X 6 38215 0 5200
MCDATA CORP CL A 58003120 3412 286 X X 1 286 0 0
MCDATA CORP CL A 58003120 636 53 X 13 0 0 53
MCDATA CORP CL A 58003120 1424159 112522 X 3 112522 0 0
MCDATA CORP CL A 58003120 1503 126 X 4 126 0 0
MCDATA CORP CL A 58003120 57356 4783 X 5 571 0 4212
MCDATA CORP CL A 58003120 147383 12354 X X 6 12129 71 154
MCDATA CORP CL A 58003120 2295308 192398 X 6 189448 1000 1950
MCDATA CORP CL A 58003120 17299 1450 X 7 1450 0 0
MCDONALDS CORP COM 58013510 353100 15000 X X 1 15000 0 0
MCDONALDS CORP COM 58013510 745041 31650 X 1 31650 0 0
MCDONALDS CORP COM 58013510 1556848 64306 X 13 0 0 64306
MCDONALDS CORP COM 58013510 16983498 666228 X 3 666228 0 0
MCDONALDS CORP COM 58013510 10052 427 X 4 427 0 0
MCDONALDS CORP COM 58013510 16508384 694363 X 5 450969 0 243394
MCDONALDS CORP COM 58013510 14960847 635550 X X 6 603876 11552 20122
MCDONALDS CORP COM 58013510 20279404 861487 X 6 692492 2600 166395
MCDONALDS CORP COM 58013510 3931 167 X 7 167 0 0
MCF CORP COM 58039510 31500 35000 X 5 35000 0 0
MCGRAW HILL COS INC COM 58064510 490206 7890 X X 1 7890 0 0
MCGRAW HILL COS INC COM 58064510 2065823 33250 X 1 33250 0 0
MCGRAW HILL COS INC COM 58064510 6718117 108130 X 11 6400 0 101730
MCGRAW HILL COS INC COM 58064510 474530 7549 X 13 0 0 7549
MCGRAW HILL COS INC COM 58064510 19032159 278360 X 3 278360 0 0
MCGRAW HILL COS INC COM 58064510 3417 55 X X 4 55 0 0
MCGRAW HILL COS INC COM 58064510 90523 1457 X 4 1457 0 0
MCGRAW HILL COS INC COM 58064510 4571347 73227 X 5 43428 0 29799
MCGRAW HILL COS INC COM 58064510 18450063 296959 X X 6 256373 16040 24546
MCGRAW HILL COS INC COM 58064510 49398693 795086 X 6 718486 5966 70634
MCGRAW HILL COS INC COM 58064510 90151 1451 X 7 1451 0 0
MCKESSON CORP COM 58155Q10 55173 1602 X 13 0 0 1602
MCKESSON CORP COM 58155Q10 14795541 444444 X 3 444444 0 0
MCKESSON CORP COM 58155Q10 3129 94 X X 4 94 0 0
MCKESSON CORP COM 58155Q10 1779253 53099 X 5 43027 0 10072
MCKESSON CORP COM 58155Q10 2020337 60689 X X 6 28773 800 31116
MCKESSON CORP COM 58155Q10 4619221 138757 X 6 29651 0 109106
MCKESSON CORP COM 58155Q10 7490 225 X X 7 225 0 0
MCKESSON CORP COM 58155Q10 7324 220 X 7 220 0 0
MCLEODUSA INC CL A 58226670 65634 45903 X 5 183 0 45720
MCLEODUSA INC CL A 58226670 976 702 X X 6 702 0 0
MCLEODUSA INC CL A 58226670 46382 33368 X 6 33368 0 0
MEADE INSTRUMENTS CORP COM 58306210 33500 10000 X 5 0 0 10000
MEADE INSTRUMENTS CORP COM 58306210 4860 1500 X 6 1500 0 0
MEADWESTVACO CORP COM 58333410 8433207 329702 X 3 329702 0 0
MEADWESTVACO CORP COM 58333410 1334720 51965 X 5 26670 0 25295
MEADWESTVACO CORP COM 58333410 2662404 104408 X X 6 93546 10546 316
MEADWESTVACO CORP COM 58333410 3589278 140756 X 6 64916 41 75799
MEDAREX INC COM 58391610 73262 12400 X 5 10700 0 1700
MEDAREX INC COM 58391610 11800 2000 X 6 2000 0 0
MED-DESIGN CORP COM 58392610 115147 26700 X 5 26200 0 500
MEDCO HEALTH SOLUTIONS INC COM 58405U10 318109 12268 X X 1 12016 252 0
MEDCO HEALTH SOLUTIONS INC COM 58405U10 174561 6732 X 1 6720 0 12
MEDCO HEALTH SOLUTIONS INC COM 58405U10 217605 8392 X 11 854 0 7538
MEDCO HEALTH SOLUTIONS INC COM 58405U10 124163 4781 X 13 0 0 4781
MEDCO HEALTH SOLUTIONS INC COM 58405U10 5116387 197306 X 3 197306 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U10 1245 48 X X 4 48 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U10 596 23 X 4 23 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U10 4698887 181179 X 5 158300 0 22879
MEDCO HEALTH SOLUTIONS INC COM 58405U10 12222365 471360 X X 6 423557 31819 15984
MEDCO HEALTH SOLUTIONS INC COM 58405U10 16725300 645017 X 6 591883 608 52526
MEDCO HEALTH SOLUTIONS INC COM 58405U10 7753 299 X X 7 299 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U10 3604 139 X 7 139 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U10 19 1 X 8 1 0 0
MEDIA GEN INC CL A 58440410 1644201 22910 X 3 22910 0 0
MEDIA GEN INC CL A 58440410 463293 7534 X 5 300 0 7234
MEDIA GEN INC CL A 58440410 171080 2800 X X 6 2800 0 0
MEDIA GEN INC CL A 58440410 1170982 19165 X 6 18765 0 400
MEDIA 100 INC COM 58440W10 29233 26101 X 5 26101 0 0
MEDICINES CO COM 58468810 7379851 282500 X 3 282500 0 0
MEDICINES CO COM 58468810 22317 860 X 5 860 0 0
MEDICINES CO COM 58468810 18269 704 X X 6 704 0 0
MEDICINES CO COM 58468810 708746 27312 X 6 24375 37 2900
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 5835974 99050 X 3 99050 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1088279 18349 X 5 0 0 18349
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 7091 121 X X 6 121 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 791745 13511 X 6 11896 15 1600
MEDIMMUNE INC COM 58469910 1976 60 X 13 0 0 60
MEDIMMUNE INC COM 58469910 32159455 973049 X 3 973049 0 0
MEDIMMUNE INC COM 58469910 3010633 91239 X 5 58006 0 33233
MEDIMMUNE INC COM 58469910 154547 4679 X X 6 4679 0 0
MEDIMMUNE INC COM 58469910 786345 23807 X 6 15838 0 7969
MEDIMMUNE INC COM 58469910 13212 400 X 7 400 0 0
MEDIWARE INFORMATION SYS INC COM 58494610 407281 28988 X 5 2000 0 26988
MEDIWARE INFORMATION SYS INC COM 58494610 2178 155 X X 6 155 0 0
MEDIWARE INFORMATION SYS INC COM 58494610 21005 1495 X 6 1495 0 0
MEDTRONIC INC COM 58505510 375360 8000 X X 1 8000 0 0
MEDTRONIC INC COM 58505510 156337 3332 X 1 3232 0 100
MEDTRONIC INC COM 58505510 49735 1060 X 11 0 0 1060
MEDTRONIC INC COM 58505510 1384593 29162 X 13 0 0 29162
MEDTRONIC INC COM 58505510 90158470 1916423 X 3 1916423 0 0
MEDTRONIC INC COM 58505510 2815 60 X 4 60 0 0
MEDTRONIC INC COM 58505510 22573795 478744 X 5 280290 0 198454
MEDTRONIC INC COM 58505510 71672130 1527539 X X 6 1396671 73070 57798
MEDTRONIC INC COM 58505510 100949506 2151524 X 6 1885352 3566 262606
MEDTRONIC INC COM 58505510 20129 429 X X 7 429 0 0
MEDTRONIC INC COM 58505510 118098 2517 X 7 2517 0 0
MEDTRONIC INC DBCV 1.250% 9/ 585055AB 109552 107000 X 5 102000 0 5000
MEDTRONIC INC DBCV 1.250% 9/ 585055AB 4095 4000 X 6 4000 0 0
MELLON FINL CORP COM 58551A10 613048 20340 X X 1 20340 0 0
MELLON FINL CORP COM 58551A10 397848 13200 X 1 13200 0 0
MELLON FINL CORP COM 58551A10 195310 6274 X 13 0 0 6274
MELLON FINL CORP COM 58551A10 7329747 243190 X 3 243190 0 0
MELLON FINL CORP COM 58551A10 3129310 102562 X 5 64094 0 38468
MELLON FINL CORP COM 58551A10 4869840 161574 X X 6 132574 8200 20800
MELLON FINL CORP COM 58551A10 5501424 182529 X 6 132014 0 50515
MELLON FINL CORP COM 58551A10 2080 69 X 7 69 0 0
MENTOR CORP MINN COM 58718810 183325 7988 X 13 0 0 7988
MENTOR CORP MINN COM 58718810 228000 10000 X 3 10000 0 0
MENTOR CORP MINN COM 58718810 3851515 167829 X 5 1073 0 166756
MENTOR CORP MINN COM 58718810 45600 2000 X X 6 2000 0 0
MENTOR CORP MINN COM 58718810 19220 843 X 6 843 0 0
MENTOR CORP MINN COM 58718810 5062 222 X X 7 222 0 0
MENTOR GRAPHICS CORP COM 58720010 17158 971 X 13 0 0 971
MENTOR GRAPHICS CORP COM 58720010 1186023 67426 X 3 67426 0 0
MENTOR GRAPHICS CORP COM 58720010 126583 7176 X 5 2710 0 4466
MENTOR GRAPHICS CORP COM 58720010 7036 400 X X 6 400 0 0
MENTOR GRAPHICS CORP COM 58720010 24626 1400 X 6 1400 0 0
MERCANTILE BANK CORP COM 58737610 133520 4000 X 13 0 0 4000
MERCANTILE BANK CORP COM 58737610 315582 9456 X 5 330 0 9126
MERCANTILE BANKSHARES CORP COM 58740510 339000 8475 X 11 8400 0 75
MERCANTILE BANKSHARES CORP COM 58740510 3372 83 X 13 0 0 83
MERCANTILE BANKSHARES CORP COM 58740510 4073800 101845 X 3 101845 0 0
MERCANTILE BANKSHARES CORP COM 58740510 388855 9599 X 5 1829 0 7770
MERCANTILE BANKSHARES CORP COM 58740510 1707960 42699 X X 6 40049 2650 0
MERCANTILE BANKSHARES CORP COM 58740510 1121260 28032 X 6 22357 0 5675
MERCHANTS GROUP INC COM 58853910 2004751 96059 X 3 96059 0 0
MERCK & CO INC COM 58933110 6359694 125636 X X 1 123536 2100 0
MERCK & CO INC COM 58933110 3009410 59451 X 1 59351 0 100
MERCK & CO INC COM 58933110 3644893 72005 X 11 7100 0 64905
MERCK & CO INC COM 58933110 2635814 51521 X 13 0 0 51521
MERCK & CO INC COM 58933110 159855935 3115877 X 3 3115877 0 0
MERCK & CO INC COM 58933110 20248 400 X X 4 400 0 0
MERCK & CO INC COM 58933110 114502 2262 X 4 2262 0 0
MERCK & CO INC COM 58933110 101648134 2001622 X 5 1397884 0 603738
MERCK & CO INC COM 58933110 260331371 5142856 X X 6 4287125 627434 228297
MERCK & CO INC COM 58933110 321291508 6347126 X 6 5691086 7649 648391
MERCK & CO INC COM 58933110 126044 2490 X X 7 2490 0 0
MERCK & CO INC COM 58933110 143204 2829 X 7 2829 0 0
MERCK & CO INC COM 58933110 6006063 118650 X 8 118650 0 0
MERCURY GENL CORP NEW COM 58940010 4635375 102876 X 5 18780 0 84096
MERCURY GENL CORP NEW COM 58940010 72768 1625 X X 6 1625 0 0
MERCURY GENL CORP NEW COM 58940010 483714 10802 X 6 10802 0 0
MERCURY INTERACTIVE CORP COM 58940510 577436 12131 X 13 0 0 12131
MERCURY INTERACTIVE CORP COM 58940510 1781207 39225 X 3 39225 0 0
MERCURY INTERACTIVE CORP COM 58940510 2950490 63249 X 5 30081 0 33168
MERCURY INTERACTIVE CORP COM 58940510 25080 550 X X 6 400 0 150
MERCURY INTERACTIVE CORP COM 58940510 802560 17600 X 6 6525 0 11075
MERCURY INTERACTIVE CORP COM 58940510 2280 50 X 7 50 0 0
MEREDITH CORP COM 58943310 1472223 31887 X 3 31887 0 0
MEREDITH CORP COM 58943310 284038 6152 X 5 6152 0 0
MEREDITH CORP COM 58943310 370376 8022 X X 6 8022 0 0
MEREDITH CORP COM 58943310 27933 605 X 6 605 0 0
MERISTAR HOSPITALITY CORP COM 58984Y10 14160 2000 X 11 200 0 1800
MERISTAR HOSPITALITY CORP COM 58984Y10 341886 48289 X 5 48289 0 0
MERIT MED SYS INC COM 58988910 2567423 116173 X 3 116173 0 0
MERIT MED SYS INC COM 58988910 115229 5214 X 6 133 0 5081
MERIDIAN GOLD INC COM 58997510 11660 1000 X 13 0 0 1000
MERIDIAN GOLD INC COM 58997510 4798743 409100 X 3 409100 0 0
MERIDIAN GOLD INC COM 58997510 93280 8000 X 5 0 0 8000
MERRILL LYNCH & CO INC COM 59018810 72266 1350 X 1 1250 0 100
MERRILL LYNCH & CO INC COM 59018810 7721167 144240 X 11 9700 0 134540
MERRILL LYNCH & CO INC COM 59018810 16591 301 X 13 0 0 301
MERRILL LYNCH & CO INC COM 59018810 117141412 2144843 X 3 2144843 0 0
MERRILL LYNCH & CO INC COM 59018810 27407 512 X 4 512 0 0
MERRILL LYNCH & CO INC COM 59018810 17137989 319025 X 5 280924 0 38101
MERRILL LYNCH & CO INC COM 59018810 22426286 418948 X X 6 346616 59945 12387
MERRILL LYNCH & CO INC COM 59018810 96703765 1806534 X 6 1421625 5451 379458
MERRILL LYNCH & CO INC COM 59018810 35865 670 X X 7 670 0 0
MERRILL LYNCH & CO INC COM 59018810 139660 2609 X 7 2609 0 0
MERRILL LYNCH & CO INC COM 59018810 8591565 160500 X 8 160500 0 0
MESA AIR GROUP INC COM 59047910 56150 5000 X 13 0 0 5000
MESA AIR GROUP INC COM 59047910 1734952 156302 X 3 156302 0 0
MESA AIR GROUP INC COM 59047910 79924 7117 X 5 0 0 7117
MESA AIR GROUP INC COM 59047910 78318 7043 X 6 200 0 6843
MET PRO CORP COM 59087630 877804 53853 X 5 53853 0 0
MET PRO CORP COM 59087630 8150 500 X X 6 500 0 0
METHANEX CORP COM 59151K10 1292710 138110 X 3 138110 0 0
METHANEX CORP COM 59151K10 25720 2721 X 5 1000 0 1721
METHANEX CORP COM 59151K10 56061 5983 X 6 0 0 5983
METLIFE INC COM 59156R10 4289 148 X 13 0 0 148
METLIFE INC COM 59156R10 19853846 707802 X 3 707802 0 0
METLIFE INC COM 59156R10 16640488 592249 X 5 562243 0 30006
METLIFE INC COM 59156R10 11195344 399121 X X 6 354684 9857 34580
METLIFE INC COM 59156R10 24488043 873014 X 6 696740 885 175389
METLIFE INC COM 59156R10 13464 480 X X 7 480 0 0
METLIFE INC COM 59156R10 57503 2050 X 7 2050 0 0
METRO GOLDWYN MAYER INC COM 59161010 844 55 X X 4 55 0 0
METRO GOLDWYN MAYER INC COM 59161010 100692 6564 X 5 6564 0 0
METRO GOLDWYN MAYER INC COM 59161010 118885 7750 X X 6 7750 0 0
METRO GOLDWYN MAYER INC COM 59161010 122720 8000 X 6 8000 0 0
METTLER TOLEDO INTERNATIONAL COM 59268810 475275 13220 X 5 13180 0 40
METTLER TOLEDO INTERNATIONAL COM 59268810 3739 104 X X 6 104 0 0
METTLER TOLEDO INTERNATIONAL COM 59268810 3687895 102584 X 6 923 0 101661
MICHAELS STORES INC COM 59408710 81520 2000 X X 1 2000 0 0
MICHAELS STORES INC COM 59408710 21767593 532590 X 3 532590 0 0
MICHAELS STORES INC COM 59408710 599955 14649 X 5 11949 0 2700
MICHAELS STORES INC COM 59408710 592895 14546 X X 6 529 0 14017
MICHAELS STORES INC COM 59408710 3549870 87092 X 6 34191 41 52860
MICREL INC COM 59479310 7599258 620844 X 3 620844 0 0
MICREL INC COM 59479310 1148 90 X 5 0 0 90
MICREL INC COM 59479310 7546 619 X X 6 619 0 0
MICREL INC COM 59479310 920150 75484 X 6 66214 70 9200
MICROS SYS INC COM 59490110 806758 23751 X 5 1263 0 22488
MICROS SYS INC COM 59490110 357008 10525 X X 6 525 0 10000
MICROS SYS INC COM 59490110 157050 4630 X 6 4630 0 0
MICROSOFT CORP COM 59491810 930188 33460 X X 1 33460 0 0
MICROSOFT CORP COM 59491810 2517512 90558 X 1 90258 0 300
MICROSOFT CORP COM 59491810 189262 6808 X 11 0 0 6808
MICROSOFT CORP COM 59491810 5902870 206973 X 13 0 0 206973
MICROSOFT CORP COM 59491810 414472038 14870297 X 3 14870297 0 0
MICROSOFT CORP COM 59491810 36696 1320 X X 4 1320 0 0
MICROSOFT CORP COM 59491810 182563 6567 X 4 6567 0 0
MICROSOFT CORP COM 59491810 117780382 4200132 X 5 2788035 0 1412097
MICROSOFT CORP COM 59491810 163207378 5870769 X X 6 4950187 352477 568105
MICROSOFT CORP COM 59491810 342117531 12306386 X 6 9712252 39361 2554773
MICROSOFT CORP COM 59491810 84123 3026 X X 7 3026 0 0
MICROSOFT CORP COM 59491810 348807 12547 X 7 12547 0 0
MICROSOFT CORP COM 59491810 5251420 188900 X 8 188900 0 0
MICROSTRATEGY INC CL A NEW 59497240 4495177 97700 X 3 97700 0 0
MICROSTRATEGY INC CL A NEW 59497240 157343 3421 X 5 2307 0 1114
MICROSTRATEGY INC CL A NEW 59497240 460 10 X X 6 10 0 0
MICROSTRATEGY INC CL A NEW 59497240 607068 13200 X 6 11500 0 1700
MICRO THERAPEUTICS INC COM 59500W10 211600 40000 X 3 40000 0 0
MICROCHIP TECHNOLOGY INC COM 59501710 21760 886 X 13 0 0 886
MICROCHIP TECHNOLOGY INC COM 59501710 29987183 1250862 X 3 1250862 0 0
MICROCHIP TECHNOLOGY INC COM 59501710 141431 5780 X 5 876 0 4904
MICROCHIP TECHNOLOGY INC COM 59501710 32825 1370 X X 6 1370 0 0
MICROCHIP TECHNOLOGY INC COM 59501710 918435 38332 X 6 36132 0 2200
MICROCHIP TECHNOLOGY INC COM 59501710 11621 485 X X 7 485 0 0
MICROCHIP TECHNOLOGY INC COM 59501710 2636 110 X 7 110 0 0
MICROMUSE INC COM 59509410 47883 5854 X 5 5769 0 85
MICROMUSE INC COM 59509410 67624 8267 X X 6 8267 0 0
MICROMUSE INC COM 59509410 19575 2393 X 6 2393 0 0
MICRON TECHNOLOGY INC COM 59511210 4159502 309948 X 3 309948 0 0
MICRON TECHNOLOGY INC COM 59511210 967839 72422 X 5 43395 0 29027
MICRON TECHNOLOGY INC COM 59511210 335621 25009 X X 6 10250 0 14759
MICRON TECHNOLOGY INC COM 59511210 2180656 162493 X 6 13177 0 149316
MICRON TECHNOLOGY INC COM 59511210 1476 110 X 7 110 0 0
MICRON TECHNOLOGY INC COM 59511210 6654978 495900 X 8 495900 0 0
MICROSEMI CORP COM 59513710 3159984 207348 X 3 207348 0 0
MICROSEMI CORP COM 59513710 3028 200 X 5 200 0 0
MICROSEMI CORP COM 59513710 136533 9018 X 6 0 0 9018
MID-AMER APT CMNTYS INC COM 59522J10 7545 250 X 11 0 0 250
MID-AMER APT CMNTYS INC COM 59522J10 1300607 43095 X 5 43095 0 0
MID-AMER APT CMNTYS INC COM 59522J10 13973 463 X X 6 463 0 0
MID-AMER APT CMNTYS INC COM 59522J10 62563 2073 X 6 2073 0 0
MID-ATLANTIC RLTY TR SH BEN INT 59523210 224789 10680 X 5 500 0 10180
MID-ATLANTIC RLTY TR SH BEN INT 59523210 73500 3500 X X 6 2000 1500 0
MID-ATLANTIC RLTY TR SH BEN INT 59523210 67200 3200 X 6 3200 0 0
MID ATLANTIC MED SVCS INC COM 59523C10 13989423 271100 X 3 271100 0 0
MID ATLANTIC MED SVCS INC COM 59523C10 4100935 79386 X 5 59698 0 19688
MID ATLANTIC MED SVCS INC COM 59523C10 20572 400 X X 6 0 400 0
MID ATLANTIC MED SVCS INC COM 59523C10 239972 4666 X 6 766 0 3900
MID-STATE BANCSHARES COM 59544010 6020917 270360 X 3 270360 0 0
MID-STATE BANCSHARES COM 59544010 9532 400 X 5 0 0 400
MIDCAP SPDR TR UNIT SER 1 59563510 1895925 19836 X 13 0 0 19836
MIDCAP SPDR TR UNIT SER 1 59563510 1031518 11050 X 3 11050 0 0
MIDCAP SPDR TR UNIT SER 1 59563510 11222301 119413 X 5 85737 0 33676
MIDCAP SPDR TR UNIT SER 1 59563510 2624349 28113 X X 6 23473 4570 70
MIDCAP SPDR TR UNIT SER 1 59563510 15799114 169246 X 6 169246 0 0
MILLENNIUM PHARMACEUTICALS I COM 59990210 1193 75 X 13 0 0 75
MILLENNIUM PHARMACEUTICALS I COM 59990210 6384665 414858 X 3 414858 0 0
MILLENNIUM PHARMACEUTICALS I COM 59990210 1868005 119330 X 5 65205 0 54125
MILLENNIUM PHARMACEUTICALS I COM 59990210 438734 28397 X X 6 28397 0 0
MILLENNIUM PHARMACEUTICALS I COM 59990210 96980 6277 X 6 6277 0 0
MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/ 599902AB 144002 150000 X 5 0 0 150000
MILLENNIUM CHEMICALS INC COM 59990310 566506 59304 X 5 58693 0 611
MILLENNIUM CHEMICALS INC COM 59990310 5176 542 X X 6 371 0 171
MILLENNIUM CHEMICALS INC COM 59990310 5033 527 X 6 147 0 380
MILLENNIUM CHEMICALS INC COM 59990310 1891 198 X 7 198 0 0
MILLEA HOLDINGS INC ADR 60032R10 247101 4326 X 13 0 0 4326
MILLEA HOLDINGS INC ADR 60032R10 3085070 54000 X 3 54000 0 0
MILLEA HOLDINGS INC ADR 60032R10 226015 4001 X 5 1911 0 2090
MILLEA HOLDINGS INC ADR 60032R10 473072 8478 X X 6 8478 0 0
MILLEA HOLDINGS INC ADR 60032R10 441545 7913 X 6 7913 0 0
MILLEA HOLDINGS INC ADR 60032R10 2288 41 X X 7 41 0 0
MILLER HERMAN INC COM 60054410 2599 114 X 13 0 0 114
MILLER HERMAN INC COM 60054410 1897880 83350 X 3 83350 0 0
MILLER HERMAN INC COM 60054410 99652 4375 X 5 3275 0 1100
MILLER HERMAN INC COM 60054410 441601 19394 X X 6 19394 0 0
MILLER HERMAN INC COM 60054410 54967 2414 X 6 2414 0 0
MILLER INDS INC TENN COM NEW 60055120 78570 19400 X 5 19400 0 0
MILLER INDS INC TENN COM NEW 60055120 442859 109348 X 6 60 0 109288
MILLIPORE CORP COM 60107310 23137182 502327 X 3 502327 0 0
MILLIPORE CORP COM 60107310 11745 255 X 5 255 0 0
MILLIPORE CORP COM 60107310 368895 8009 X X 6 3709 2300 2000
MILLIPORE CORP COM 60107310 597629 12975 X 6 12975 0 0
MILLS CORP COM 60114810 308697 7810 X 5 1840 0 5970
MILLS CORP COM 60114810 131823 3350 X X 6 3350 0 0
MILLS CORP COM 60114810 92315 2346 X 6 2346 0 0
MINDSPEED TECHNOLOGIES INC COM 60268210 1463 266 X 13 0 0 266
MINDSPEED TECHNOLOGIES INC COM 60268210 32213 5896 X 5 1954 0 3942
MINDSPEED TECHNOLOGIES INC COM 60268210 25791 4785 X X 6 1787 1533 1465
MINDSPEED TECHNOLOGIES INC COM 60268210 21323 3956 X 6 3890 66 0
MINEFINDERS LTD COM 60290010 837720 107400 X 5 107400 0 0
MINERALS TECHNOLOGIES INC COM 60315810 1002781 19701 X 3 19701 0 0
MINERALS TECHNOLOGIES INC COM 60315810 10180 200 X 5 200 0 0
MISSION RESOURCES CORP COM 60510910 61889 25873 X 5 25500 0 373
MISSION RESOURCES CORP COM 60510910 34177 14300 X 6 14300 0 0
MITCHELLS & BUTLERS SPONSORED ADR 60668M10 2630 692 X 5 692 0 0
MITCHELLS & BUTLERS SPONSORED ADR 60668M10 726 191 X X 6 191 0 0
MITCHELLS & BUTLERS SPONSORED ADR 60668M10 37719 9926 X 6 9926 0 0
MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 130434 17345 X 13 0 0 17345
MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 1699986 258000 X 3 258000 0 0
MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 384689 55690 X 5 31574 0 24116
MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 90308 14023 X X 6 10203 0 3820
MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 278053 43176 X 6 43176 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 411880 5600 X 3 5600 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 230653 3136 X 5 3136 0 0
MOBILE MINI INC COM 60740F10 944439 48498 X 5 48248 0 250
MOBILITY ELECTRONICS INC COM 60741U10 339881 43297 X 5 43297 0 0
MODINE MFG CO COM 60782810 800602 33456 X 3 33456 0 0
MODINE MFG CO COM 60782810 84190 3422 X 5 2217 0 1205
MODINE MFG CO COM 60782810 269452 11260 X X 6 10010 1250 0
MODINE MFG CO COM 60782810 14358 600 X 6 600 0 0
MOHAWK INDS INC COM 60819010 3209 45 X 11 0 0 45
MOHAWK INDS INC COM 60819010 5627790 78909 X 3 78909 0 0
MOHAWK INDS INC COM 60819010 1041231 14449 X 5 9190 0 5259
MOHAWK INDS INC COM 60819010 5494421 77039 X X 6 77039 0 0
MOHAWK INDS INC COM 60819010 835086 11709 X 6 7509 0 4200
MOHAWK INDS INC COM 60819010 3352 47 X X 7 47 0 0
MOLDFLOW CORP COM 60850710 7381097 780050 X 3 780050 0 0
MOLDFLOW CORP COM 60850710 13531 1411 X X 6 1411 0 0
MOLDFLOW CORP COM 60850710 947492 98800 X 6 83707 193 14900
MOLEX INC COM 60855410 2002 68 X 13 0 0 68
MOLEX INC COM 60855410 2124065 74294 X 3 74294 0 0
MOLEX INC COM 60855410 24997 871 X 5 750 0 121
MOLEX INC COM 60855410 124523 4357 X X 6 4357 0 0
MOLEX INC COM 60855410 595493 20836 X 6 20836 0 0
MOLEX INC CL A 60855420 36197 1475 X 3 1475 0 0
MOLEX INC CL A 60855420 9568 380 X 5 34 0 346
MOLEX INC CL A 60855420 124773 5099 X X 6 5099 0 0
MOLEX INC CL A 60855420 39079 1597 X 6 1597 0 0
MOLEX INC CL A 60855420 5090 208 X X 7 208 0 0
MOLEX INC CL A 60855420 930 38 X 7 38 0 0
MONACO COACH CORP COM 60886R10 5235593 316350 X 3 316350 0 0
MONACO COACH CORP COM 60886R10 41541 2510 X 5 2510 0 0
MONACO COACH CORP COM 60886R10 19099 1154 X X 6 1154 0 0
MONACO COACH CORP COM 60886R10 847029 51180 X 6 45730 0 5450
MONDAVI ROBERT CORP CL A 60920010 3101098 100100 X 3 100100 0 0
MONDAVI ROBERT CORP CL A 60920010 169096 5380 X 5 4180 0 1200
MONMOUTH CMNTY BANCORP COM 60953910 213722 9987 X 6 9987 0 0
MONOLITHIC SYS TECHNOLOGY IN COM 60984210 4097066 483000 X 3 483000 0 0
MONOLITHIC SYS TECHNOLOGY IN COM 60984210 12630 1500 X 5 1500 0 0
MONOLITHIC SYS TECHNOLOGY IN COM 60984210 8218 976 X X 6 976 0 0
MONOLITHIC SYS TECHNOLOGY IN COM 60984210 595892 70771 X 6 62258 113 8400
MONRO MUFFLER BRAKE INC COM 61023610 4688640 158400 X 3 158400 0 0
MONRO MUFFLER BRAKE INC COM 61023610 1827584 61952 X 5 61952 0 0
MONRO MUFFLER BRAKE INC COM 61023610 634250 21500 X 6 18800 0 2700
MONSANTO CO NEW COM 61166W10 19152 800 X X 1 800 0 0
MONSANTO CO NEW COM 61166W10 19344 808 X 1 808 0 0
MONSANTO CO NEW COM 61166W10 54632 2239 X 13 0 0 2239
MONSANTO CO NEW COM 61166W10 10306721 430268 X 3 430268 0 0
MONSANTO CO NEW COM 61166W10 3153342 131653 X 5 128254 0 3399
MONSANTO CO NEW COM 61166W10 3454722 144308 X X 6 98466 11140 34702
MONSANTO CO NEW COM 61166W10 4645533 194049 X 6 58686 51 135312
MONSANTO CO NEW COM 61166W10 12 1 X X 7 1 0 0
MONSANTO CO NEW COM 61166W10 38964 1628 X 7 1628 0 0
MONSTER WORLDWIDE INC COM 61174210 45809391 1815594 X 3 1815594 0 0
MONSTER WORLDWIDE INC COM 61174210 37486 1484 X 5 1184 0 300
MONSTER WORLDWIDE INC COM 61174210 47414 1880 X X 6 1880 0 0
MONSTER WORLDWIDE INC COM 61174210 639251 25347 X 6 8710 0 16637
MONTGOMERY STR INCOME SECS I COM 61411510 27150 1500 X X 1 1500 0 0
MONTGOMERY STR INCOME SECS I COM 61411510 1019865 55883 X 5 0 0 55883
MONTGOMERY STR INCOME SECS I COM 61411510 54300 3000 X X 6 3000 0 0
MONTGOMERY STR INCOME SECS I COM 61411510 18100 1000 X 6 1000 0 0
MONY GROUP INC COM 61533710 18072216 555214 X 3 555214 0 0
MONY GROUP INC COM 61533710 104303 3202 X 5 2902 0 300
MONY GROUP INC COM 61533710 42519 1306 X X 6 1306 0 0
MONY GROUP INC COM 61533710 91466 2810 X 6 2595 0 215
MOODYS CORP COM 61536910 5497 100 X X 1 100 0 0
MOODYS CORP COM 61536910 43976 800 X 1 800 0 0
MOODYS CORP COM 61536910 3215470 58495 X 3 58495 0 0
MOODYS CORP COM 61536910 1374 25 X X 4 25 0 0
MOODYS CORP COM 61536910 8520 155 X 4 155 0 0
MOODYS CORP COM 61536910 3274048 59201 X 5 39820 0 19381
MOODYS CORP COM 61536910 7588554 138049 X X 6 115724 10603 11722
MOODYS CORP COM 61536910 7571403 137737 X 6 124397 650 12690
MOODYS CORP COM 61536910 2199 40 X X 7 40 0 0
MOODYS CORP COM 61536910 12093 220 X 7 220 0 0
MOOG INC CL A 61539420 1246834 31807 X 3 31807 0 0
MOOG INC CL A 61539420 118462 2876 X 5 0 0 2876
MOOG INC CL A 61539420 31948 815 X X 6 815 0 0
MOOG INC CL A 61539420 570752 14560 X 6 9240 0 5320
MOORE WALLACE INC COM 61585710 69288 4905 X 5 3176 0 1729
MOORE WALLACE INC COM 61585710 209322 14741 X X 6 14741 0 0
MOORE WALLACE INC COM 61585710 910547 64123 X 6 64123 0 0
MOORE WALLACE INC COM 61585710 4274 301 X X 7 301 0 0
MORGAN STANLEY EASTN EUR FD COM 61698810 5000 200 X 5 200 0 0
MORGAN STANLEY EASTN EUR FD COM 61698810 2500 100 X 6 0 0 100
MORGAN STANLEY EASTN EUR FD COM 61698810 1330000 53200 X 9 53200 0 0
MORGAN STANLEY COM NEW 61744644 453131 8980 X X 1 8980 0 0
MORGAN STANLEY COM NEW 61744644 1236270 24500 X 1 24500 0 0
MORGAN STANLEY COM NEW 61744644 40065 794 X 11 0 0 794
MORGAN STANLEY COM NEW 61744644 2543247 48918 X 13 0 0 48918
MORGAN STANLEY COM NEW 61744644 79952356 1582465 X 3 1582465 0 0
MORGAN STANLEY COM NEW 61744644 5349 106 X X 4 106 0 0
MORGAN STANLEY COM NEW 61744644 11101 220 X 4 220 0 0
MORGAN STANLEY COM NEW 61744644 6201585 121269 X 5 67436 0 53833
MORGAN STANLEY COM NEW 61744644 40649214 805573 X X 6 696726 67839 41008
MORGAN STANLEY COM NEW 61744644 53896124 1068096 X 6 718421 481 349194
MORGAN STANLEY COM NEW 61744644 70795 1403 X X 7 1403 0 0
MORGAN STANLEY COM NEW 61744644 71805 1423 X 7 1423 0 0
MORGAN STANLEY EMER MKTS FD COM 61744G10 93587 8236 X 5 5489 0 2747
MORGAN STANLEY EMER MKTS FD COM 61744G10 11280 1000 X X 6 1000 0 0
MORGAN STANLEY EMER MKTS FD COM 61744G10 59784 5300 X 6 5300 0 0
MORGAN STANLEY EMER MKTS FD COM 61744G10 11709768 1038100 X 9 1038100 0 0
MORGAN STANLEY EMER MKTS DEB COM 61744H10 45886 5179 X 5 5179 0 0
MORGAN STANLEY EMER MKTS DEB COM 61744H10 72652 8200 X X 6 8200 0 0
MORGAN STANLEY EMER MKTS DEB COM 61744H10 2386884 269400 X 9 269400 0 0
MORGAN STANLEY HIGH YIELD FD COM 61744M10 3130 500 X 13 0 0 500
MORGAN STANLEY HIGH YIELD FD COM 61744M10 526704 84138 X 5 84138 0 0
MORGAN STANLEY HIGH YIELD FD COM 61744M10 1565 250 X 6 250 0 0
MORGAN STANLEY ASIA PAC FD I COM 61744U10 246118 25502 X 5 6952 0 18550
MORGAN STANLEY ASIA PAC FD I COM 61744U10 23576661 2476540 X 9 2476540 0 0
MORGAN STANLEY INDIA INVS FD COM 61745C10 23395 1530 X 5 600 0 930
MORGAN STANLEY INDIA INVS FD COM 61745C10 1782 117 X X 7 117 0 0
MORGAN STANLEY INDIA INVS FD COM 61745C10 1890043 124100 X 9 124100 0 0
MORGAN STANLEY GOVT INCOME TR 61745P10 1039855 116097 X 5 103637 0 12460
MORGAN STANLEY GOVT INCOME TR 61745P10 4838 540 X X 6 540 0 0
MORGAN STANLEY GOVT INCOME TR 61745P10 34469 3847 X 6 3847 0 0
MORGAN STANLEY GOVT INCOME TR 61745P10 6299776 703100 X 9 703100 0 0
MORGAN STANLEY MUN PREM INCOM 61745P42 128839 13989 X 5 13989 0 0
MORGAN STANLEY MUN PREM INCOM 61745P42 93445 10146 X X 6 10146 0 0
MORGAN STANLEY MUN PREM INCOM 61745P42 98446 10689 X 6 10689 0 0
MORGAN STANLEY MUN PREM INCOM 61745P42 6261879 679900 X 9 679900 0 0
MORGAN STANLEY MUN INCOME III 61745P43 125483 14225 X 5 225 0 14000
MORGAN STANLEY MUN INCOME III 61745P43 11570 1300 X X 6 1300 0 0
MORGAN STANLEY N Y QULTY MUN 61745P52 181549 13468 X 5 13468 0 0
MORGAN STANLEY QULTY MUN SECS 61745P58 10686 760 X 5 760 0 0
MORGAN STANLEY QULTY MUN SECS 61745P58 13273 944 X X 6 944 0 0
MORGAN STANLEY QULTY MUN SECS 61745P58 77358 5502 X 6 5502 0 0
MORGAN STANLEY QULTY MUN SECS 61745P58 3086170 219500 X 9 219500 0 0
MORGAN STANLEY QUALT MUN INCM 61745P73 14545 1008 X 13 0 0 1008
MORGAN STANLEY QUALT MUN INCM 61745P73 75438 5205 X 5 3000 0 2205
MORGAN STANLEY QUALT MUN INCM 61745P73 14540 1000 X X 6 1000 0 0
MORGAN STANLEY QUALT MUN INCM 61745P73 32759 2253 X 6 2253 0 0
MORGAN STANLEY QUALT MUN INCM 61745P73 1343496 92400 X 9 92400 0 0
MORGAN STANLEY INSD MUN INCM 61745P79 15609 1075 X 13 0 0 1075
MORGAN STANLEY INSD MUN INCM 61745P79 121169 8286 X 5 7786 0 500
MORGAN STANLEY INSD MUN INCM 61745P79 112797 7710 X X 6 7710 0 0
MORGAN STANLEY INSD MUN INCM 61745P79 301919 20637 X 6 20637 0 0
MORGAN STANLEY INSD MUN SECS 61745P83 171089 12040 X 5 4040 0 8000
MORGAN STANLEY INSD MUN TR 61745P86 39107 2714 X 13 0 0 2714
MORGAN STANLEY INSD MUN TR 61745P86 288200 20000 X 5 0 0 20000
MORGAN STANLEY INSD MUN TR 61745P86 28900 2000 X X 6 2000 0 0
MORGAN STANLEY INSD MUN TR 61745P86 30547 2114 X 6 2114 0 0
MORGAN STANLEY INCOME SEC INC 61745P87 1023237 64487 X 5 55902 0 8585
MORGAN STANLEY INCOME SEC INC 61745P87 103266 6507 X X 6 6212 295 0
MORGAN STANLEY INCOME SEC INC 61745P87 6348 400 X 6 400 0 0
MOTOROLA INC COM 62007610 29254 2448 X X 1 2448 0 0
MOTOROLA INC COM 62007610 1912 160 X 11 0 0 160
MOTOROLA INC COM 62007610 184146 15181 X 13 0 0 15181
MOTOROLA INC COM 62007610 11027436 904634 X 3 904634 0 0
MOTOROLA INC COM 62007610 2940 246 X X 4 246 0 0
MOTOROLA INC COM 62007610 7312819 607006 X 5 278712 0 328294
MOTOROLA INC COM 62007610 10274694 859807 X X 6 782483 21200 56124
MOTOROLA INC COM 62007610 10846131 907626 X 6 651733 405 255488
MOTOROLA INC COM 62007610 22526 1885 X 7 1885 0 0
MOTOROLA INC COM 62007610 10220178 855245 X 8 855245 0 0
MOTOROLA INC EQTY UNIT 7% 62007620 3285768 86633 X 5 84738 0 1895
MOTOROLA INC EQTY UNIT 7% 62007620 3223 85 X 6 85 0 0
MOTOROLA INC NOTE 9/ 620076AJ 72338 90000 X 5 90000 0 0
MOUNTAINBANK FINL CORP COM 62451E10 29754 900 X X 6 900 0 0
MOUNTAINBANK FINL CORP COM 62451E10 450509 13627 X 6 13627 0 0
MOVIE GALLERY INC COM 62458110 1975159 100517 X 3 100517 0 0
MOVIE GALLERY INC COM 62458110 301913 15058 X 5 0 0 15058
MOVIE GALLERY INC COM 62458110 23736 1200 X X 6 1200 0 0
MOVIE GALLERY INC COM 62458110 467144 23617 X 6 13445 0 10172
MUELLER INDS INC COM 62475610 26439292 1038872 X 3 1038872 0 0
MUELLER INDS INC COM 62475610 32249940 1267171 X 5 1266971 0 200
MUELLER INDS INC COM 62475610 81160 3189 X 6 89 0 3100
MUNIHOLDINGS INSD FD INC COM 62593010 66550 5000 X 5 5000 0 0
MUNIHOLDINGS INSD FD INC COM 62593010 29295 2201 X X 6 2201 0 0
MUNIHOLDINGS INSD FD INC COM 62593010 77198 5800 X 6 5800 0 0
MUNIHOLDINGS N Y INSD FD INC COM 62593110 309009 21900 X 5 21900 0 0
MUNIHOLDINGS N J INSD FD INC COM 62593610 153131 10746 X 3 10746 0 0
MUNIHOLDINGS N J INSD FD INC COM 62593610 201382 14131 X 5 13631 0 500
MUNIHOLDINGS N J INSD FD INC COM 62593610 276536 19406 X X 6 19406 0 0
MUNIHOLDINGS N J INSD FD INC COM 62593610 21375 1500 X 6 1500 0 0
MUNICIPAL ADVANTAGE FD INC COM 62618910 113273 8300 X 5 6100 0 2200
MUNICIPAL ADVANTAGE FD INC COM 62618910 8190 600 X X 6 600 0 0
MUNICIPAL ADVANTAGE FD INC COM 62618910 116626 8544 X 6 8544 0 0
MUNIASSETS FD INC COM 62618Q10 57400 5000 X 13 0 0 5000
MUNIASSETS FD INC COM 62618Q10 237424 20574 X 5 20574 0 0
MUNIASSETS FD INC COM 62618Q10 8309 720 X 6 720 0 0
MUNIENHANCED FD INC COM 62624310 32230 3000 X 5 1000 0 2000
MUNIENHANCED FD INC COM 62624310 5408 504 X X 6 504 0 0
MUNIENHANCED FD INC COM 62624310 232734 21690 X 6 21690 0 0
MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 303656 12375 X 5 11150 0 1225
MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 86310 3520 X X 6 2567 953 0
MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 181938 7420 X 6 7420 0 0
MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 5394 220 X 7 220 0 0
MUNIHOLDINGS FLA INSD FD COM 62624W10 129326 9006 X 13 0 0 9006
MUNIHOLDINGS FLA INSD FD COM 62624W10 218723 15267 X 5 12767 0 2500
MUNIHOLDINGS FLA INSD FD COM 62624W10 422182 29482 X X 6 29482 0 0
MUNIHOLDINGS FLA INSD FD COM 62624W10 1464721 102285 X 6 102285 0 0
MUNIHOLDINGS FLA INSD FD COM 62624W10 44550 3111 X 7 3111 0 0
MUNIHOLDINGS INSD FD II INC COM 62625A10 68460 5214 X 5 5214 0 0
MUNIHOLDINGS INSD FD II INC COM 62625A10 170913 13017 X 6 13017 0 0
MUNIHOLDINGS FD INC COM 62625H10 259351 17470 X 5 16400 0 1070
MUNIHOLDINGS FD INC COM 62625H10 122133 8230 X X 6 8230 0 0
MUNIHOLDINGS FD INC COM 62625H10 58202 3922 X 6 3922 0 0
MUNIVEST FD INC COM 62629510 79681 8779 X 5 3000 0 5779
MUNIVEST FD INC COM 62629510 769114 84985 X X 6 20227 64758 0
MUNIVEST FD INC COM 62629510 318415 35184 X 6 35184 0 0
MUNIYIELD CALIF FD INC COM 62629610 207973 14708 X 5 0 0 14708
MUNIYIELD FLA FD COM 62629710 113302 8331 X 5 8331 0 0
MUNIYIELD FLA FD COM 62629710 72502 5331 X X 6 5331 0 0
MUNIYIELD FLA FD COM 62629710 91011 6692 X 6 6692 0 0
MUNIYIELD FLA FD COM 62629710 42024 3090 X 7 3090 0 0
MUNIYIELD FLA INSD FD COM 62629810 9512 677 X 5 677 0 0
MUNIYIELD FLA INSD FD COM 62629810 203219 14464 X 6 14464 0 0
MUNIYIELD FD INC COM 62629910 22421 1700 X 5 1100 0 600
MUNIYIELD FD INC COM 62629910 89880 6835 X X 6 6835 0 0
MUNIYIELD FD INC COM 62629910 55546 4224 X 6 4224 0 0
MUNIYIELD FD INC COM 62629910 8771 667 X 7 667 0 0
MUNIYIELD MICH INSD FD II IN COM 62630010 175196 12595 X 5 12595 0 0
MUNIYIELD QUALITY FD INC COM 62630210 59277 4133 X 5 800 0 3333
MUNIYIELD QUALITY FD INC COM 62630210 296160 20696 X X 6 20696 0 0
MUNIYIELD QUALITY FD INC COM 62630210 179190 12522 X 6 12522 0 0
MUNIYIELD INSD FD INC COM 62630E10 72900 5000 X 13 0 0 5000
MUNIYIELD INSD FD INC COM 62630E10 304722 20900 X 5 0 0 20900
MUNIYIELD INSD FD INC COM 62630E10 747938 51440 X X 6 28878 0 22562
MUNIYIELD INSD FD INC COM 62630E10 99206 6823 X 6 6823 0 0
MUNIYIELD MICH INSD FD INC COM 62630J10 161105 10967 X 5 10967 0 0
MUNIYIELD QUALITY FD II COM 62630T10 338884 27325 X 5 23675 0 3650
MUNIYIELD QUALITY FD II COM 62630T10 343683 27694 X X 6 19568 7126 1000
MUNIYIELD QUALITY FD II COM 62630T10 68640 5531 X 6 5531 0 0
MUNIYIELD QUALITY FD II COM 62630T10 224621 18100 X 9 18100 0 0
MUNIYIELD PA INSD FD COM 62630V10 16016 1100 X 13 0 0 1100
MUNIYIELD PA INSD FD COM 62630V10 378614 26027 X 5 16961 0 9066
MUNIYIELD PA INSD FD COM 62630V10 122020 8392 X X 6 8392 0 0
MUNIYIELD PA INSD FD COM 62630V10 93085 6402 X 6 6402 0 0
MURPHY OIL CORP COM 62671710 108179 1806 X 13 0 0 1806
MURPHY OIL CORP COM 62671710 5980515 101796 X 3 101796 0 0
MURPHY OIL CORP COM 62671710 61735 1046 X 5 800 0 246
MURPHY OIL CORP COM 62671710 17743 302 X X 6 302 0 0
MURPHY OIL CORP COM 62671710 12925 220 X 6 220 0 0
MYLAN LABS INC COM 62853010 36738 942 X 13 0 0 942
MYLAN LABS INC COM 62853010 64798387 1674532 X 3 1674532 0 0
MYLAN LABS INC COM 62853010 2757164 71003 X 5 34151 0 36852
MYLAN LABS INC COM 62853010 31175708 806616 X X 6 796791 9345 480
MYLAN LABS INC COM 62853010 15417485 398900 X 6 364508 1587 32805
MYLAN LABS INC COM 62853010 5798 150 X X 7 150 0 0
MYLAN LABS INC COM 62853010 51482 1332 X 7 1332 0 0
MYRIAD GENETICS INC COM 62855J10 25167 2214 X 5 2144 0 70
MYRIAD GENETICS INC COM 62855J10 103763 9126 X 6 9126 0 0
NBT BANCORP INC COM 62877810 29782 1393 X 5 0 0 1393
NBT BANCORP INC COM 62877810 404555 19978 X X 6 4000 0 15978
NBT BANCORP INC COM 62877810 162000 8000 X 6 8000 0 0
NBTY INC COM 62878210 338268 13978 X 13 0 0 13978
NBTY INC COM 62878210 141315 5850 X 5 300 0 5550
NBTY INC COM 62878210 1518 65 X 6 65 0 0
NCI BUILDING SYS INC COM 62885210 3858550 193897 X 11 160937 0 32960
NCI BUILDING SYS INC COM 62885210 2306 115 X 5 0 0 115
NCI BUILDING SYS INC COM 62885210 99500 5000 X 6 5000 0 0
NCI BUILDING SYS INC COM 62885210 19900 1000 X X 7 1000 0 0
NCR CORP NEW COM 62886E10 16597 506 X 13 0 0 506
NCR CORP NEW COM 62886E10 1167872 36853 X 3 36853 0 0
NCR CORP NEW COM 62886E10 153243 4782 X 5 3249 0 1533
NCR CORP NEW COM 62886E10 1074204 33897 X X 6 33166 573 158
NCR CORP NEW COM 62886E10 1427761 45054 X 6 4664 0 40390
NEC CORP ADR 62905020 690 90 X 13 0 0 90
NEC CORP ADR 62905020 1666709 219000 X 3 219000 0 0
NEC CORP ADR 62905020 94413 12401 X 5 4391 0 8010
NEC CORP ADR 62905020 13856 1845 X X 6 1845 0 0
NEC CORP ADR 62905020 126160 16799 X 6 16799 0 0
NN INC COM 62933710 15162 1179 X 5 1179 0 0
NN INC COM 62933710 286804 22302 X 6 22302 0 0
NTL INC DEL COM 62940M10 494760 10500 X 3 10500 0 0
NUCO2 INC COM 62942810 302740 27400 X 5 26500 0 900
NUCO2 INC COM 62942810 29203 2650 X X 6 2650 0 0
NTT DOCOMO INC SPONS ADR 62942M20 3164491 129000 X 3 129000 0 0
NTT DOCOMO INC SPONS ADR 62942M20 5305 214 X 5 0 0 214
NTT DOCOMO INC SPONS ADR 62942M20 8135 333 X X 6 333 0 0
NTT DOCOMO INC SPONS ADR 62942M20 76099 3115 X 6 3115 0 0
NUI CORP COM 62943110 8155 545 X 5 500 0 45
NUI CORP COM 62943110 886087 59270 X X 6 56270 0 3000
NUI CORP COM 62943110 27269 1824 X 6 1824 0 0
NVR INC COM 62944T10 46650 100 X 3 100 0 0
NVR INC COM 62944T10 5998044 12856 X 5 12824 0 32
NABI BIOPHARMACEUTICALS COM 62951910 179300 21250 X 5 20800 0 450
NAM TAI ELECTRS INC COM PAR $0.02 62986520 807063 29748 X 5 29748 0 0
NAM TAI ELECTRS INC COM PAR $0.02 62986520 8139 300 X X 6 300 0 0
NANOGEN INC COM 63007510 297064 85478 X 5 3253 0 82225
NANOGEN INC COM 63007510 2166 600 X 6 0 0 600
NASDAQ 100 TR UNIT SER 1 63110010 687498 20739 X 13 0 0 20739
NASDAQ 100 TR UNIT SER 1 63110010 25193746 774289 X 5 649225 0 125064
NASDAQ 100 TR UNIT SER 1 63110010 529159 16322 X X 6 13487 1135 1700
NASDAQ 100 TR UNIT SER 1 63110010 2259188 69685 X 6 48169 0 21516
NASDAQ 100 TR UNIT SER 1 63110010 9726 300 X 7 300 0 0
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 2833185 27000 X 3 27000 0 0
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 24193 230 X 5 145 0 85
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 25144 241 X X 6 241 0 0
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 403027 3863 X 6 3863 0 0
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 3443 33 X X 7 33 0 0
NATIONAL BANKSHARES INC VA COM 63486510 75935 1775 X 5 1775 0 0
NATIONAL BANKSHARES INC VA COM 63486510 211838 5250 X 6 5250 0 0
NATIONAL CITY CORP COM 63540510 382980 13000 X X 1 13000 0 0
NATIONAL CITY CORP COM 63540510 1754343 59550 X 1 59550 0 0
NATIONAL CITY CORP COM 63540510 36900 1200 X 13 0 0 1200
NATIONAL CITY CORP COM 63540510 21351076 724748 X 3 724748 0 0
NATIONAL CITY CORP COM 63540510 8838 300 X 4 300 0 0
NATIONAL CITY CORP COM 63540510 3271841 106553 X 5 3615 0 102938
NATIONAL CITY CORP COM 63540510 27906309 947261 X X 6 653713 35045 258503
NATIONAL CITY CORP COM 63540510 40758470 1383519 X 6 1153257 1905 228357
NATIONAL CITY CORP COM 63540510 29607 1005 X 7 1005 0 0
NATIONAL COMMERCE FINL CORP COM 63545P10 12191 490 X 11 0 0 490
NATIONAL COMMERCE FINL CORP COM 63545P10 5009488 200346 X 3 200346 0 0
NATIONAL COMMERCE FINL CORP COM 63545P10 18287 735 X X 4 735 0 0
NATIONAL COMMERCE FINL CORP COM 63545P10 2118892 82627 X 5 16854 0 65773
NATIONAL COMMERCE FINL CORP COM 63545P10 2165779 87049 X X 6 86682 367 0
NATIONAL COMMERCE FINL CORP COM 63545P10 6741510 270961 X 6 270361 0 600
NATIONAL FUEL GAS CO N J COM 63618010 22850 1000 X 1 1000 0 0
NATIONAL FUEL GAS CO N J COM 63618010 1831496 79653 X 3 79653 0 0
NATIONAL FUEL GAS CO N J COM 63618010 2472216 107106 X 5 7731 0 99375
NATIONAL FUEL GAS CO N J COM 63618010 667311 29204 X X 6 21104 5000 3100
NATIONAL FUEL GAS CO N J COM 63618010 160338 7017 X 6 5609 0 1408
NATIONAL INSTRS CORP COM 63651810 2035080 50561 X 3 50561 0 0
NATIONAL-OILWELL INC COM 63707110 241831 13143 X 13 0 0 13143
NATIONAL-OILWELL INC COM 63707110 1509194 83197 X 3 83197 0 0
NATIONAL-OILWELL INC COM 63707110 3216594 174829 X 5 1000 0 173829
NATIONAL-OILWELL INC COM 63707110 38856 2142 X X 6 2142 0 0
NATIONAL-OILWELL INC COM 63707110 244455 13476 X 6 13476 0 0
NATIONAL-OILWELL INC COM 63707110 1596 88 X X 7 88 0 0
NATIONAL PENN BANCSHARES INC COM 63713810 74216 2585 X 5 47 0 2538
NATIONAL PENN BANCSHARES INC COM 63713810 2210676 79952 X X 6 38897 35827 5228
NATIONAL PENN BANCSHARES INC COM 63713810 184531 6674 X 6 6674 0 0
NATIONAL R V HLDGS INC COM 63727710 3142919 361255 X 3 361255 0 0
NATIONAL SEMICONDUCTOR CORP COM 63764010 4537972 140538 X 3 140538 0 0
NATIONAL SEMICONDUCTOR CORP COM 63764010 1222471 37789 X 5 35870 0 1919
NATIONAL SEMICONDUCTOR CORP COM 63764010 1018911 31555 X X 6 21012 0 10543
NATIONAL SEMICONDUCTOR CORP COM 63764010 2415098 74794 X 6 12773 0 62021
NATIONAL SEMICONDUCTOR CORP COM 63764010 1704912 52800 X 8 52800 0 0
NATIONS GOVT INCOME TERM 200 COM 63858310 333666 33400 X 5 0 0 33400
NATIONS GOVT INCOME TERM 200 COM 63858310 116863 11698 X 6 11698 0 0
NATIONS GOVT INCOME TERM 200 COM 63858310 4030965 403500 X 9 403500 0 0
NATIONS GOVT INCOME 2004 COM 63858410 40040 4000 X 3 4000 0 0
NATIONS GOVT INCOME 2004 COM 63858410 10010 1000 X 6 1000 0 0
NATIONS GOVT INCOME 2004 COM 63858410 320320 32000 X 9 32000 0 0
NATIONWIDE FINL SVCS INC CL A 63861210 6268 200 X 3 200 0 0
NATIONWIDE FINL SVCS INC CL A 63861210 198602 6337 X 5 6337 0 0
NATIONWIDE FINL SVCS INC CL A 63861210 342076 10915 X X 6 10448 467 0
NATIONWIDE FINL SVCS INC CL A 63861210 245594 7836 X 6 7836 0 0
NATIONWIDE HEALTH PPTYS INC COM 63862010 2333362 132689 X 5 101108 0 31581
NATIONWIDE HEALTH PPTYS INC COM 63862010 127677 7300 X X 6 7300 0 0
NATIONWIDE HEALTH PPTYS INC COM 63862010 66794 3819 X 6 3819 0 0
NATUS MEDICAL INC DEL COM 63905010 109125 24250 X 5 24250 0 0
NAVISTAR INTL CORP NEW COM 63934E10 33258718 892133 X 3 892133 0 0
NAVISTAR INTL CORP NEW COM 63934E10 731417 19616 X 5 19516 0 100
NAVISTAR INTL CORP NEW COM 63934E10 514464 13800 X 6 6800 0 7000
NAVISTAR INTL CORP NEW COM 63934E10 3728 100 X 7 100 0 0
NAVIGANT CONSULTING INC COM 63935N10 4565779 370900 X 3 370900 0 0
NAVIGANT CONSULTING INC COM 63935N10 36656 2955 X 5 2455 0 500
NAVIGANT CONSULTING INC COM 63935N10 41854 3400 X X 6 3400 0 0
NAVIGANT CONSULTING INC COM 63935N10 684436 55600 X 6 35300 0 20300
NDCHEALTH CORP COM 63948010 6028886 287775 X 3 287775 0 0
NDCHEALTH CORP COM 63948010 302331 14350 X 5 200 0 14150
NDCHEALTH CORP COM 63948010 243439 11620 X X 6 11620 0 0
NDCHEALTH CORP COM 63948010 1269256 60585 X 6 52235 0 8350
NEIMAN MARCUS GROUP INC CL A 64020420 20708595 496609 X 3 496609 0 0
NEIMAN MARCUS GROUP INC CL A 64020420 13821 326 X 5 200 0 126
NEIMAN MARCUS GROUP INC CL A 64020420 4170 100 X 6 100 0 0
NEKTAR THERAPEUTICS COM 64026810 244438 18400 X 5 200 0 18200
NEOSE TECHNOLOGIES INC COM 64052210 53594 5732 X 5 5732 0 0
NEOSE TECHNOLOGIES INC COM 64052210 129357 13835 X X 6 13835 0 0
NEOSE TECHNOLOGIES INC COM 64052210 19485 2084 X 6 2084 0 0
NEOWARE SYS INC COM 64065P10 164726 9650 X 5 9650 0 0
NEOWARE SYS INC COM 64065P10 8364 490 X X 6 490 0 0
NEOWARE SYS INC COM 64065P10 51944 3043 X 6 3043 0 0
NETBANK INC COM 64093310 12419068 995650 X 3 995650 0 0
NETBANK INC COM 64093310 424586 32266 X 5 1000 0 31266
NETBANK INC COM 64093310 5575 446 X X 6 446 0 0
NETBANK INC COM 64093310 582863 46629 X 6 39325 54 7250
NETWORKS ASSOCS INC COM 64093810 2563749 186319 X 3 186319 0 0
NETWORKS ASSOCS INC COM 64093810 34020 2413 X 5 420 0 1993
NETWORKS ASSOCS INC COM 64093810 490544 35650 X X 6 34100 500 1050
NETWORKS ASSOCS INC COM 64093810 215138 15635 X 6 12643 0 2992
NET2PHONE COM 64108N10 78914 12200 X 5 3000 0 9200
NET2PHONE COM 64108N10 1893 300 X X 6 300 0 0
NETFLIX COM INC COM 64110L10 304849 9040 X 5 7496 0 1544
NETEGRITY INC COM 64110P10 174469 17472 X 5 17272 0 200
NETEASE COM INC SPONSORED ADR 64110W10 335383 6004 X 5 6004 0 0
NETGEAR INC COM 64111Q10 236288 14200 X 3 14200 0 0
NETGEAR INC COM 64111Q10 9984 600 X X 6 600 0 0
NETSOLVE INC COM 64115J10 6270299 853250 X 3 853250 0 0
NETSOLVE INC COM 64115J10 9702 1329 X X 6 1329 0 0
NETSOLVE INC COM 64115J10 714093 97821 X 6 82865 156 14800
NETSCREEN TECHNOLOGIES INC COM 64117V10 18356178 824100 X 3 824100 0 0
NETSCREEN TECHNOLOGIES INC COM 64117V10 1185117 53148 X 5 48425 0 4723
NETSCREEN TECHNOLOGIES INC COM 64117V10 10026 451 X X 6 451 0 0
NETSCREEN TECHNOLOGIES INC COM 64117V10 344254 15486 X 6 13781 55 1650
NETWORK EQUIP TECHNOLOGIES COM 64120810 521550 57000 X 5 57000 0 0
NETWORK APPLIANCE INC COM 64120L10 173795 8272 X 13 0 0 8272
NETWORK APPLIANCE INC COM 64120L10 2755003 134194 X 3 134194 0 0
NETWORK APPLIANCE INC COM 64120L10 1484417 71314 X 5 28937 0 42377
NETWORK APPLIANCE INC COM 64120L10 240653 11722 X X 6 7222 2500 2000
NETWORK APPLIANCE INC COM 64120L10 2030787 98918 X 6 50662 0 48256
NETWORK APPLIANCE INC COM 64120L10 10265 500 X X 7 500 0 0
NEUBERGER BERMAN INC COM 64123410 2872198 68598 X 3 68598 0 0
NEUBERGER BERMAN INC COM 64123410 21827 515 X 5 60 0 455
NEUBERGER BERMAN INC COM 64123410 5443 130 X 6 130 0 0
NEUBERGER BERMAN INTER MUNI COM 64124P10 332005 24514 X 5 23100 0 1414
NEUBERGER BERMAN INTER MUNI COM 64124P10 104258 7700 X X 6 7700 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C10 17098674 344050 X 3 344050 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C10 71884 1440 X 5 840 0 600
NEUROCRINE BIOSCIENCES INC COM 64125C10 9156 185 X X 6 185 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C10 1021375 20638 X 6 18066 22 2550
NEW AMER HIGH INCOME FD INC COM 64187610 20000 10000 X 13 0 0 10000
NEW AMER HIGH INCOME FD INC COM 64187610 139371 69715 X 5 5865 0 63850
NEW AMER HIGH INCOME FD INC COM 64187610 806 405 X X 6 405 0 0
NEW AMER HIGH INCOME FD INC COM 64187610 6965 3500 X 6 3500 0 0
NEW CENTY EQUITY HLDGS CORP COM 64353J10 16800 40000 X 5 40000 0 0
NEW GERMANY FD INC COM 64446510 20556 3480 X 5 2000 0 1480
NEW GERMANY FD INC COM 64446510 5890 1000 X X 6 1000 0 0
NEW GERMANY FD INC COM 64446510 43557 7395 X 6 7395 0 0
NEW GERMANY FD INC COM 64446510 689 117 X X 7 117 0 0
NEW GERMANY FD INC COM 64446510 12031138 2042638 X 9 2042638 0 0
NEW IRELAND FUND INC COM 64567310 1703 137 X 5 137 0 0
NEW IRELAND FUND INC COM 64567310 1243 100 X X 6 100 0 0
NEW IRELAND FUND INC COM 64567310 7831049 630012 X 9 630012 0 0
NEW JERSEY RES COM 64602510 431706 11943 X 5 10343 0 1600
NEW JERSEY RES COM 64602510 442499 12278 X X 6 11978 0 300
NEW JERSEY RES COM 64602510 468160 12990 X 6 12990 0 0
NEW PLAN EXCEL RLTY TR INC COM 64805310 4660 200 X 11 0 0 200
NEW PLAN EXCEL RLTY TR INC COM 64805310 18904 800 X 13 0 0 800
NEW PLAN EXCEL RLTY TR INC COM 64805310 2223426 95426 X 3 95426 0 0
NEW PLAN EXCEL RLTY TR INC COM 64805310 1487576 63504 X 5 39460 0 24044
NEW PLAN EXCEL RLTY TR INC COM 64805310 547410 23494 X X 6 20244 700 2550
NEW PLAN EXCEL RLTY TR INC COM 64805310 289875 12441 X 6 12441 0 0
NEW PLAN EXCEL RLTY TR INC COM 64805310 20970 900 X X 7 900 0 0
NEW YORK CMNTY BANCORP INC COM 64944510 4784037 151826 X 3 151826 0 0
NEW YORK CMNTY BANCORP INC COM 64944510 7047510 223541 X 5 214209 0 9332
NEW YORK CMNTY BANCORP INC COM 64944510 148601 4716 X X 6 4716 0 0
NEW YORK CMNTY BANCORP INC COM 64944510 662939 21039 X 6 21039 0 0
NEW YORK TIMES CO CL A 65011110 28152 642 X 13 0 0 642
NEW YORK TIMES CO CL A 65011110 12605312 289505 X 3 289505 0 0
NEW YORK TIMES CO CL A 65011110 840113 19293 X 5 15091 0 4202
NEW YORK TIMES CO CL A 65011110 1418143 32631 X X 6 22481 150 10000
NEW YORK TIMES CO CL A 65011110 2858582 65775 X 6 10974 22 54779
NEW YORK TIMES CO CL A 65011110 9257 213 X X 7 213 0 0
NEW YORK TIMES CO CL A 65011110 2173 50 X 7 50 0 0
NEWCASTLE INVT CORP COM 65105M10 6322250 275000 X 3 275000 0 0
NEWCASTLE INVT CORP COM 65105M10 549484 23901 X 5 23901 0 0
NEWELL RUBBERMAID INC COM 65122910 3278 148 X 13 0 0 148
NEWELL RUBBERMAID INC COM 65122910 2339623 107966 X 3 107966 0 0
NEWELL RUBBERMAID INC COM 65122910 9229910 422644 X 5 274281 0 148363
NEWELL RUBBERMAID INC COM 65122910 554189 25574 X X 6 18188 1261 6125
NEWELL RUBBERMAID INC COM 65122910 757692 34965 X 6 34965 0 0
NEWELL RUBBERMAID INC COM 65122910 520 24 X 7 24 0 0
NEWFIELD EXPL CO COM 65129010 30856 800 X 3 800 0 0
NEWFIELD EXPL CO COM 65129010 535153 13871 X 5 13548 0 323
NEWFIELD EXPL CO COM 65129010 94304 2445 X X 6 2445 0 0
NEWFIELD EXPL CO COM 65129010 803375 20829 X 6 20829 0 0
NEWMONT MINING CORP COM 65163910 7868 200 X 13 0 0 200
NEWMONT MINING CORP COM 65163910 18680720 477890 X 3 477890 0 0
NEWMONT MINING CORP COM 65163910 10582652 270391 X 5 218199 0 52192
NEWMONT MINING CORP COM 65163910 1393715 35654 X X 6 32045 1609 2000
NEWMONT MINING CORP COM 65163910 2487609 63638 X 6 14461 0 49177
NEWMONT MINING CORP COM 65163910 1368 35 X 7 35 0 0
NEWPORT CORP COM 65182410 3629 252 X 13 0 0 252
NEWPORT CORP COM 65182410 535095 37950 X 3 37950 0 0
NEWPORT CORP COM 65182410 221417 15685 X 5 14825 0 860
NEWPORT CORP COM 65182410 10505 745 X 6 745 0 0
NEWS CORP LTD ADR NEW 65248770 18891 569 X 13 0 0 569
NEWS CORP LTD ADR NEW 65248770 557252 16805 X 5 1686 0 15119
NEWS CORP LTD ADR NEW 65248770 231732 7065 X X 6 7065 0 0
NEWS CORP LTD ADR NEW 65248770 111586 3402 X 6 3402 0 0
NEWS CORP LTD SP ADR PFD 65248780 7368 270 X 11 0 0 270
NEWS CORP LTD SP ADR PFD 65248780 2498017 90500 X 3 90500 0 0
NEWS CORP LTD SP ADR PFD 65248780 971184 35575 X 5 34505 0 1070
NEWS CORP LTD SP ADR PFD 65248780 364758 13366 X X 6 13366 0 0
NEWS CORP LTD SP ADR PFD 65248780 2159976 79149 X 6 79149 0 0
NEWS CORP LTD SP ADR PFD 65248780 4885 179 X 7 179 0 0
NEXTERA ENTERPRISES INC CL A 65332E10 19897 46272 X 6 46272 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 4533 230 X 1 230 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 2331582 119507 X 13 0 0 119507
NEXTEL COMMUNICATIONS INC CL A 65332V10 38273566 1939542 X 3 1939542 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 7352 373 X 4 373 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 16877390 859562 X 5 536677 0 322885
NEXTEL COMMUNICATIONS INC CL A 65332V10 1637191 83064 X X 6 34576 750 47738
NEXTEL COMMUNICATIONS INC CL A 65332V10 13136321 666480 X 6 302810 634 363036
NEXTEL COMMUNICATIONS INC CL A 65332V10 8278 420 X X 7 420 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 51226 2599 X 7 2599 0 0
NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/ 65332VAY 23408 25000 X 5 10000 0 15000
NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/ 65332VAY 46625 50000 X 6 50000 0 0
NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/ 65332VBC 84542 78000 X 5 66000 0 12000
NEXTEL PARTNERS INC CL A 65333F10 39748703 5055351 X 3 5055351 0 0
NEXTEL PARTNERS INC CL A 65333F10 75743 9325 X 5 825 0 8500
NEXTEL PARTNERS INC CL A 65333F10 14915 1900 X X 6 1900 0 0
NEXTEL PARTNERS INC CL A 65333F10 1198224 152640 X 6 109436 119 43085
NIAGARA CORP COM 65334910 39900 13300 X 6 13300 0 0
NICE SYS LTD SPONSORED ADR 65365610 375240 19671 X 5 4150 0 15521
NICHOLAS-APPLEGATE CV & INC COM 65370F10 4503 300 X 13 0 0 300
NICHOLAS-APPLEGATE CV & INC COM 65370F10 3190333 212946 X 5 199546 0 13400
NICHOLAS APPLEGATE CV&INC FD COM 65370G10 989504 68955 X 5 0 0 68955
NICOR INC COM 65408610 751996 21400 X 11 600 0 20800
NICOR INC COM 65408610 2182721 62115 X 3 62115 0 0
NICOR INC COM 65408610 1371525 38562 X 5 6294 0 32268
NICOR INC COM 65408610 2532716 72075 X X 6 68775 2000 1300
NICOR INC COM 65408610 1233098 35091 X 6 35091 0 0
NICOR INC COM 65408610 14056 400 X X 7 400 0 0
NIDEC CORP SPONSORED ADR 65409010 1250932 15000 X 3 15000 0 0
NIDEC CORP SPONSORED ADR 65409010 15392 186 X X 6 186 0 0
NIDEC CORP SPONSORED ADR 65409010 232362 2808 X 6 2703 0 105
NIKE INC CL B 65410610 182460 3000 X 1 2900 0 100
NIKE INC CL B 65410610 30410 500 X 11 0 0 500
NIKE INC CL B 65410610 1331322 21518 X 13 0 0 21518
NIKE INC CL B 65410610 9485122 155954 X 3 155954 0 0
NIKE INC CL B 65410610 13514580 218619 X 5 10814 0 207805
NIKE INC CL B 65410610 9005982 148076 X X 6 133066 10555 4455
NIKE INC CL B 65410610 29281850 481451 X 6 428328 1487 51636
NIKE INC CL B 65410610 22564 371 X 7 371 0 0
99 CENTS ONLY STORES COM 65440K10 2462400 76141 X 3 76141 0 0
99 CENTS ONLY STORES COM 65440K10 2819703 87072 X 5 82711 0 4361
99 CENTS ONLY STORES COM 65440K10 66459 2055 X X 6 2055 0 0
99 CENTS ONLY STORES COM 65440K10 421487 13033 X 6 13033 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 283285 12290 X 13 0 0 12290
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 3316352 145000 X 3 145000 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 428286 18757 X 5 9928 0 8829
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 67988 3003 X X 6 1683 0 1320
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 342679 15136 X 6 15136 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 4596 203 X X 7 203 0 0
NISOURCE INC COM 65473P10 10633 523 X 13 0 0 523
NISOURCE INC COM 65473P10 8121630 406488 X 3 406488 0 0
NISOURCE INC COM 65473P10 1717031 85548 X 5 63316 0 22232
NISOURCE INC COM 65473P10 402877 20164 X X 6 5399 1310 13455
NISOURCE INC COM 65473P10 2619838 131123 X 6 28277 1800 101046
NISOURCE INC COM 65473P10 3996 200 X X 7 200 0 0
NISSAN MOTORS SPONSORED ADR 65474440 23625 1049 X 13 0 0 1049
NISSAN MOTORS SPONSORED ADR 65474440 241059 10841 X 5 3908 0 6933
NISSAN MOTORS SPONSORED ADR 65474440 13342 614 X X 6 514 100 0
NISSAN MOTORS SPONSORED ADR 65474440 339922 15643 X 6 14897 0 746
NITCHES INC COM 65476M10 131330 26266 X 5 377 0 25889
NOKIA CORP SPONSORED ADR 65490220 452400 29000 X X 1 29000 0 0
NOKIA CORP SPONSORED ADR 65490220 6396 410 X 1 410 0 0
NOKIA CORP SPONSORED ADR 65490220 735030 45882 X 13 0 0 45882
NOKIA CORP SPONSORED ADR 65490220 38970266 2495265 X 3 2495265 0 0
NOKIA CORP SPONSORED ADR 65490220 39195615 2469676 X 5 877602 0 1592074
NOKIA CORP SPONSORED ADR 65490220 14678633 940938 X X 6 776371 75297 89270
NOKIA CORP SPONSORED ADR 65490220 18453006 1182885 X 6 872021 1122 309742
NOKIA CORP SPONSORED ADR 65490220 12355 792 X X 7 792 0 0
NOKIA CORP SPONSORED ADR 65490220 4306 276 X 7 276 0 0
NOKIA CORP SPONSORED ADR 65490220 245700 15750 X 8 15750 0 0
NOBLE ENERGY INC COM 65504410 2149051 56111 X 3 56111 0 0
NOBLE ENERGY INC COM 65504410 107905 2816 X 5 2566 0 250
NOBLE ENERGY INC COM 65504410 137497 3590 X X 6 3490 100 0
NOBLE ENERGY INC COM 65504410 606940 15847 X 6 15847 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 1876680 117000 X 3 117000 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 201260 11949 X 5 100 0 11849
NOMURA HLDGS INC SPONSORED ADR 65535H20 17965 1120 X X 6 1120 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 356104 22201 X 6 21388 0 813
NORAM ENERGY CORP SDCV 6.000% 3/ 655419AC 100800 105000 X 5 0 0 105000
NORAM ENERGY CORP SDCV 6.000% 3/ 655419AC 9500 10000 X X 6 10000 0 0
NORANDA INC COM 65542210 1902204 185400 X 5 185400 0 0
NORANDA INC COM 65542210 2462 240 X X 6 240 0 0
NORDSON CORP COM 65566310 855276 33035 X 3 33035 0 0
NORDSON CORP COM 65566310 1165164 43525 X 5 0 0 43525
NORDSON CORP COM 65566310 3884 150 X X 6 150 0 0
NORDSON CORP COM 65566310 3282723 126795 X 6 126795 0 0
NORDSON CORP COM 65566310 25890 1000 X X 7 1000 0 0
NORDSTROM INC COM 65566410 1310067 52804 X 3 52804 0 0
NORDSTROM INC COM 65566410 2269845 91015 X 5 80310 0 10705
NORDSTROM INC COM 65566410 68798 2773 X X 6 2373 400 0
NORDSTROM INC COM 65566410 970369 39112 X 6 20947 0 18165
NORFOLK SOUTHERN CORP COM 65584410 33300 1800 X X 1 1800 0 0
NORFOLK SOUTHERN CORP COM 65584410 37000 2000 X 1 2000 0 0
NORFOLK SOUTHERN CORP COM 65584410 268250 14500 X 11 0 0 14500
NORFOLK SOUTHERN CORP COM 65584410 10262 545 X 13 0 0 545
NORFOLK SOUTHERN CORP COM 65584410 3084450 166727 X 3 166727 0 0
NORFOLK SOUTHERN CORP COM 65584410 1888756 101451 X 5 65338 0 36113
NORFOLK SOUTHERN CORP COM 65584410 10068200 544227 X X 6 528847 12605 2775
NORFOLK SOUTHERN CORP COM 65584410 6679869 361074 X 6 352438 850 7786
NORFOLK SOUTHERN CORP COM 65584410 43475 2350 X 7 2350 0 0
NORFOLK SOUTHERN CORP COM 65584410 4928400 266400 X 8 266400 0 0
NORSK HYDRO A S SPONSORED ADR 65653160 7644 144 X 13 0 0 144
NORSK HYDRO A S SPONSORED ADR 65653160 81758 1550 X 5 300 0 1250
NORSK HYDRO A S SPONSORED ADR 65653160 12326 240 X X 6 240 0 0
NORSK HYDRO A S SPONSORED ADR 65653160 303538 5910 X 6 5910 0 0
NORTEL NETWORKS CORP NEW COM 65656810 14350 3500 X X 1 3500 0 0
NORTEL NETWORKS CORP NEW COM 65656810 178806 42371 X 13 0 0 42371
NORTEL NETWORKS CORP NEW COM 65656810 9397200 2292000 X 3 2292000 0 0
NORTEL NETWORKS CORP NEW COM 65656810 1761902 425025 X 5 264189 0 160836
NORTEL NETWORKS CORP NEW COM 65656810 150655 36745 X X 6 29304 200 7241
NORTEL NETWORKS CORP NEW COM 65656810 926875 226067 X 6 214523 3020 8524
NORTEL NETWORKS CORP NEW COM 65656810 6150 1500 X 7 1500 0 0
NORTEL NETWORKS CORP NEW COM 65656810 10250 2500 X 8 2500 0 0
NORTEL NETWORKS CORP NEW NOTE 4.250% 9/ 656568AB 69160 76000 X 5 76000 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 43251 1950 X 5 1950 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 326978 14742 X X 6 14742 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 73505 3314 X 6 3314 0 0
NORTH FORK BANCORPORATION NY COM 65942410 491713 14150 X 11 12000 0 2150
NORTH FORK BANCORPORATION NY COM 65942410 18600 520 X 13 0 0 520
NORTH FORK BANCORPORATION NY COM 65942410 2559511 73655 X 3 73655 0 0
NORTH FORK BANCORPORATION NY COM 65942410 706207 20021 X 5 9749 0 10272
NORTH FORK BANCORPORATION NY COM 65942410 3432675 98782 X X 6 98782 0 0
NORTH FORK BANCORPORATION NY COM 65942410 619349 17823 X 6 15152 0 2671
NORTH FORK BANCORPORATION NY COM 65942410 10599 305 X X 7 305 0 0
NORTHEAST UTILS COM 66439710 2344133 130811 X 3 130811 0 0
NORTHEAST UTILS COM 66439710 58374 3249 X 5 2489 0 760
NORTHEAST UTILS COM 66439710 7258 405 X X 6 405 0 0
NORTHEAST UTILS COM 66439710 217388 12131 X 6 12131 0 0
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 39231 900 X 13 0 0 900
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 455440 10475 X 5 6475 0 4000
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 816108 18800 X X 6 17300 1000 500
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 109393 2520 X 6 2450 0 70
NORTHERN TR CORP COM 66585910 42350 1000 X 11 0 0 1000
NORTHERN TR CORP COM 66585910 55675 1279 X 13 0 0 1279
NORTHERN TR CORP COM 66585910 3642158 85819 X 3 85819 0 0
NORTHERN TR CORP COM 66585910 854702 19834 X 5 7340 0 12494
NORTHERN TR CORP COM 66585910 419816 9913 X X 6 7213 0 2700
NORTHERN TR CORP COM 66585910 161692 3818 X 6 3818 0 0
NORTHROP GRUMMAN CORP COM 66680710 845234 9683 X 13 0 0 9683
NORTHROP GRUMMAN CORP COM 66680710 21402994 247708 X 3 247708 0 0
NORTHROP GRUMMAN CORP COM 66680710 14101035 162222 X 5 55461 0 106761
NORTHROP GRUMMAN CORP COM 66680710 5081807 58940 X X 6 39915 2050 16975
NORTHROP GRUMMAN CORP COM 66680710 11663842 135280 X 6 76282 22 58976
NORTHROP GRUMMAN CORP COM 66680710 12157 141 X 7 141 0 0
NOVARTIS A G SPONSORED ADR 66987V10 5564801 143275 X 11 17050 0 126225
NOVARTIS A G SPONSORED ADR 66987V10 3940 100 X 13 0 0 100
NOVARTIS A G SPONSORED ADR 66987V10 4976958 127000 X 3 127000 0 0
NOVARTIS A G SPONSORED ADR 66987V10 3785396 97317 X 5 87306 0 10011
NOVARTIS A G SPONSORED ADR 66987V10 589280 15172 X X 6 12272 1700 1200
NOVARTIS A G SPONSORED ADR 66987V10 1387559 35725 X 6 34912 200 613
NOVARTIS A G SPONSORED ADR 66987V10 6875 177 X X 7 177 0 0
NOVARTIS A G SPONSORED ADR 66987V10 932 24 X 7 24 0 0
NU HORIZONS ELECTRS CORP COM 66990810 174200 20000 X 11 20000 0 0
NOVASTAR FINL INC COM 66994740 2987 50 X 13 0 0 50
NOVASTAR FINL INC COM 66994740 204995 3535 X 5 2725 0 810
NOVASTAR FINL INC COM 66994740 6896 120 X X 6 50 70 0
NOVASTAR FINL INC COM 66994740 12299 214 X 6 214 0 0
NUANCE COMMUNICATIONS INC COM 66996710 297444 51550 X 5 51550 0 0
NUANCE COMMUNICATIONS INC COM 66996710 11540 2000 X 6 2000 0 0
NOVELL INC COM 67000610 277 50 X 13 0 0 50
NOVELL INC COM 67000610 3025063 567554 X 3 567554 0 0
NOVELL INC COM 67000610 615671 114978 X 5 88780 0 26198
NOVELL INC COM 67000610 8480 1600 X X 6 1600 0 0
NOVELL INC COM 67000610 391156 73803 X 6 10700 0 63103
NOVELLUS SYS INC COM 67000810 35133 1024 X 13 0 0 1024
NOVELLUS SYS INC COM 67000810 14890838 441210 X 3 441210 0 0
NOVELLUS SYS INC COM 67000810 1358415 40134 X 5 26172 0 13962
NOVELLUS SYS INC COM 67000810 120859 3597 X X 6 2872 0 725
NOVELLUS SYS INC COM 67000810 3116870 92764 X 6 36909 0 55855
NOVELLUS SYS INC COM 67000810 1344 40 X 7 40 0 0
NOVEN PHARMACEUTICALS INC COM 67000910 228000 20000 X 3 20000 0 0
NOVEN PHARMACEUTICALS INC COM 67000910 3447 300 X 5 300 0 0
NOVEN PHARMACEUTICALS INC COM 67000910 11490 1000 X X 6 1000 0 0
NOVEN PHARMACEUTICALS INC COM 67000910 4022 350 X 6 350 0 0
NOVO-NORDISK A S ADR 67010020 22967 622 X 5 592 0 30
NOVO-NORDISK A S ADR 67010020 7870149 213341 X X 6 213341 0 0
NOVO-NORDISK A S ADR 67010020 28026993 759745 X 6 759745 0 0
NU SKIN ENTERPRISES INC CL A 67018T10 238438 18701 X 5 18701 0 0
NU SKIN ENTERPRISES INC CL A 67018T10 6375 500 X X 6 500 0 0
NSTAR COM 67019E10 590288 12375 X 13 0 0 12375
NSTAR COM 67019E10 2467103 51939 X 3 51939 0 0
NSTAR COM 67019E10 772056 16212 X 5 6284 0 9928
NSTAR COM 67019E10 651985 13726 X X 6 13044 0 682
NSTAR COM 67019E10 175750 3700 X 6 2502 0 1198
NUCOR CORP COM 67034610 321383 6907 X 13 0 0 6907
NUCOR CORP COM 67034610 14271203 310001 X 3 310001 0 0
NUCOR CORP COM 67034610 7753499 166914 X 5 20031 0 146883
NUCOR CORP COM 67034610 150303 3276 X X 6 2176 300 800
NUCOR CORP COM 67034610 23610995 514625 X 6 444106 443 70076
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 7038 441 X 5 441 0 0
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 11172 700 X X 6 700 0 0
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 395808 24800 X 6 24800 0 0
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 331846 20638 X 5 13695 0 6943
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 207126 12849 X X 6 12849 0 0
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 776920 48196 X 6 48196 0 0
NUVEEN PA PREM INCOME MUN FD COM 67061F10 213596 14192 X 5 9412 0 4780
NUVEEN PA PREM INCOME MUN FD COM 67061F10 32647 2175 X X 6 2175 0 0
NUVEEN PA PREM INCOME MUN FD COM 67061F10 348292 23204 X 6 23204 0 0
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 652600 65290 X 5 35290 0 30000
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 10000 1000 X X 6 1000 0 0
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 39000 3900 X 6 3900 0 0
NUVEEN CALIF MUN VALUE FD COM 67062C10 115701 12299 X 5 8739 0 3560
NUVEEN INVT QUALITY MUN FD I COM 67062E10 25363 1673 X 1 1673 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 616353 40631 X 5 1971 0 38660
NUVEEN INVT QUALITY MUN FD I COM 67062E10 536315 35377 X X 6 35377 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 113821 7508 X 6 7508 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F10 550998 39357 X 5 22357 0 17000
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F10 11900 850 X X 6 850 0 0
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 1500359 96873 X 5 57803 0 39070
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 54405 3510 X X 6 3231 0 279
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 133347 8603 X 6 8603 0 0
NUVEEN MUN INCOME FD INC COM 67062J10 119105 12166 X 5 12166 0 0
NUVEEN NY MUN VALUE FD COM 67062M10 350268 38440 X 5 36440 0 2000
NUVEEN NY MUN VALUE FD COM 67062M10 30063 3300 X X 6 3300 0 0
NUVEEN NY MUN VALUE FD COM 67062M10 226493 24862 X 6 24862 0 0
NUVEEN INSD QUALITY MUN FD I COM 67062N10 99904 6175 X 5 3275 0 2900
NUVEEN INSD QUALITY MUN FD I COM 67062N10 240897 14907 X X 6 14607 0 300
NUVEEN INSD QUALITY MUN FD I COM 67062N10 62475 3866 X 6 3866 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 1021546 68976 X 5 17172 0 51804
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 458754 31229 X X 6 31229 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 273396 18611 X 6 18611 0 0
NUVEEN CALIF PERFORM PLUS MU COM 67062Q10 230799 15722 X 5 15722 0 0
NUVEEN NY PERFORM PLUS MUN F COM 67062R10 266612 17025 X 5 16025 0 1000
NUVEEN NY PERFORM PLUS MUN F COM 67062R10 15660 1000 X X 6 1000 0 0
NUVEEN NY PERFORM PLUS MUN F COM 67062R10 7830 500 X 6 500 0 0
NUVEEN PREM INCOME MUN FD COM 67062T10 125767 8760 X 5 2655 0 6105
NUVEEN PREM INCOME MUN FD COM 67062T10 156071 10876 X X 6 7876 1000 2000
NUVEEN PREM INCOME MUN FD COM 67062T10 423339 29501 X 6 29501 0 0
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 330609 23056 X 5 14116 0 8940
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 39079 2729 X X 6 2531 0 198
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 225397 15740 X 6 15740 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C10 160048 12070 X 5 12070 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C10 190944 14400 X X 6 14400 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C10 9282 700 X 6 700 0 0
NUVEEN CA SELECT TAX FREE PR SH BEN INT 67063R10 139920 10403 X 5 10403 0 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 582428 40296 X 5 15050 0 25246
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 283387 19598 X X 6 18931 0 667
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 133639 9242 X 6 9139 0 103
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 271976 20792 X 5 12792 0 8000
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 164913 12637 X X 6 12637 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 9135 700 X 6 700 0 0
NUVEEN VA PREM INCOME MUN FD COM 67064R10 16510 1000 X 5 0 0 1000
NUVEEN VA PREM INCOME MUN FD COM 67064R10 156094 9466 X X 6 9466 0 0
NUVEEN VA PREM INCOME MUN FD COM 67064R10 406330 24641 X 6 24641 0 0
NVIDIA CORP COM 67066G10 5989 372 X 13 0 0 372
NVIDIA CORP COM 67066G10 1206611 75835 X 3 75835 0 0
NVIDIA CORP COM 67066G10 1327676 83122 X 5 81450 0 1672
NVIDIA CORP COM 67066G10 2396 150 X X 6 150 0 0
NVIDIA CORP COM 67066G10 320135 20046 X 6 1790 0 18256
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 167087 11100 X 5 7700 0 3400
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 42028 2800 X X 6 2800 0 0
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 90045 5999 X 6 5999 0 0
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M10 77453 4750 X 5 1050 0 3700
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M10 124355 7700 X X 6 7700 0 0
NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N10 11325 750 X X 4 750 0 0
NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N10 56776 3760 X 5 3125 0 635
NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N10 37750 2500 X X 6 2500 0 0
NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N10 157508 10431 X 6 10431 0 0
NUVEEN INSD PREM INCOME MUN COM 6706D810 216416 15332 X 5 9020 0 6312
NUVEEN INSD PREM INCOME MUN COM 6706D810 37989 2700 X X 6 2700 0 0
NUVEEN INSD PREM INCOME MUN COM 6706D810 193364 13743 X 6 13743 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 554008 43603 X 5 24127 0 19476
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 192774 15215 X X 6 15215 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 70116 5534 X 6 5534 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 189992 12700 X 5 12700 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 25432 1700 X X 6 1700 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 318633 21299 X 6 21299 0 0
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 86449 6220 X 5 4220 0 2000
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 120028 8660 X X 6 8660 0 0
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 13860 1000 X 6 1000 0 0
NYFIX INC COM 67071210 534195 95392 X 5 95392 0 0
NYFIX INC COM 67071210 22400 4000 X X 6 4000 0 0
NUVEEN REAL ESTATE INCOME FD COM 67071B10 38813 2250 X 13 0 0 2250
NUVEEN REAL ESTATE INCOME FD COM 67071B10 1119666 65530 X 5 46639 0 18891
NUVEEN REAL ESTATE INCOME FD COM 67071B10 27232 1600 X X 6 1000 600 0
NUVEEN REAL ESTATE INCOME FD COM 67071B10 17020 1000 X 6 1000 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S10 15130 1000 X 13 0 0 1000
NUVEEN QUALITY PFD INCOME FD COM 67071S10 612358 40848 X 5 31497 0 9351
NUVEEN QUALITY PFD INCOME FD COM 67071S10 97175 6500 X X 6 6500 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S10 25415 1700 X 6 1700 0 0
NUVEEN MD DIV ADV MUN FD 3 COM 67072A10 135700 10000 X 5 10000 0 0
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 88956 6300 X 5 0 0 6300
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 37071 2667 X X 6 2667 0 0
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 46329 3333 X 6 3333 0 0
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 47260 3400 X 7 3400 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C10 50094 3300 X 13 0 0 3300
NUVEEN QUALITY PFD INCOME FD COM 67072C10 10058 667 X X 4 667 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C10 1208995 79814 X 5 25811 0 54003
NUVEEN QUALITY PFD INCOME FD COM 67072C10 15080 1000 X X 6 1000 0 0
NUVELO INC COM 67072M10 121127 46056 X 5 46056 0 0
NUVEEN QUALITY PFD INC FD 3 COM 67072W10 182867 12310 X 5 6000 0 6310
NUVEEN QUALITY PFD INC FD 3 COM 67072W10 80190 5400 X X 6 5400 0 0
NUVEEN PFD & CONV INC FD COM 67073B10 243432 16800 X 13 0 0 16800
NUVEEN PFD & CONV INC FD COM 67073B10 1911200 132749 X 5 77060 0 55689
NUVEEN PFD & CONV INC FD COM 67073B10 28660 2000 X 6 2000 0 0
NUVEEN PFD & CONV INCOME FD COM SHS 67073D10 580649 40943 X 5 34860 0 6083
NUVEEN PFD & CONV INCOME FD COM SHS 67073D10 21255 1500 X X 6 1500 0 0
NUVEEN PFD & CONV INCOME FD COM SHS 67073D10 14170 1000 X 7 1000 0 0
O CHARLEYS INC COM 67082310 6543204 441214 X 3 441214 0 0
O CHARLEYS INC COM 67082310 10990 725 X 5 400 0 325
OGE ENERGY CORP COM 67083710 18072 800 X X 1 800 0 0
OGE ENERGY CORP COM 67083710 153612 6800 X 1 6800 0 0
OGE ENERGY CORP COM 67083710 403392 17600 X 13 0 0 17600
OGE ENERGY CORP COM 67083710 3625672 160499 X 3 160499 0 0
OGE ENERGY CORP COM 67083710 779855 34276 X 5 17426 0 16850
OGE ENERGY CORP COM 67083710 886138 39227 X X 6 20303 15000 3924
OGE ENERGY CORP COM 67083710 160570 7108 X 6 6908 0 200
OM GROUP INC COM 67087210 92776 6330 X 5 5830 0 500
OM GROUP INC COM 67087210 219600 15000 X X 6 15000 0 0
OM GROUP INC COM 67087210 11566 790 X 6 790 0 0
NUVEEN INVTS INC CL A 67090F10 6000225 218190 X 3 218190 0 0
NUVEEN INVTS INC CL A 67090F10 130441 4741 X 5 4591 0 150
NUVEEN INVTS INC CL A 67090F10 59125 2150 X X 6 2150 0 0
NUVEEN MUN VALUE FD INC COM 67092810 2554689 278425 X 5 134623 0 143802
NUVEEN MUN VALUE FD INC COM 67092810 408994 44650 X X 6 40965 2935 750
NUVEEN MUN VALUE FD INC COM 67092810 665841 72690 X 6 65190 0 7500
NUVEEN FLA INVT QUALITY MUN COM 67097010 7031 451 X 5 451 0 0
NUVEEN FLA INVT QUALITY MUN COM 67097010 180626 11586 X X 6 11286 0 300
NUVEEN FLA INVT QUALITY MUN COM 67097010 135633 8700 X 6 8700 0 0
NUVEEN NJ INVT QUALITY MUN F COM 67097110 158913 10260 X 5 7815 0 2445
NUVEEN NJ INVT QUALITY MUN F COM 67097110 638653 41310 X X 6 39722 0 1588
NUVEEN NJ INVT QUALITY MUN F COM 67097110 522038 33767 X 6 33767 0 0
NUVEEN PA INVT QUALITY MUN F COM 67097210 179288 11976 X 5 8805 0 3171
NUVEEN PA INVT QUALITY MUN F COM 67097210 60453 4041 X X 6 4041 0 0
NUVEEN PA INVT QUALITY MUN F COM 67097210 221573 14811 X 6 14811 0 0
NUVEEN SELECT QUALITY MUN FD COM 67097310 611540 41201 X 5 5901 0 35300
NUVEEN SELECT QUALITY MUN FD COM 67097310 179998 12162 X X 6 12162 0 0
NUVEEN SELECT QUALITY MUN FD COM 67097310 44400 3000 X 6 3000 0 0
NUVEEN QUALITY INCOME MUN FD COM 67097710 162794 11243 X 5 4246 0 6997
NUVEEN QUALITY INCOME MUN FD COM 67097710 237299 16502 X X 6 16202 0 300
NUVEEN QUALITY INCOME MUN FD COM 67097710 330984 23017 X 6 23017 0 0
NUVEEN FLA QUALITY INCOME MU COM 67097810 2466 158 X 13 0 0 158
NUVEEN FLA QUALITY INCOME MU COM 67097810 27657 1782 X 5 1782 0 0
NUVEEN FLA QUALITY INCOME MU COM 67097810 451616 29099 X X 6 28799 0 300
NUVEEN FLA QUALITY INCOME MU COM 67097810 251269 16190 X 6 16190 0 0
NUVEEN INSD MUN OPPORTUNITY COM 67098410 693599 44136 X 5 38130 0 6006
NUVEEN INSD MUN OPPORTUNITY COM 67098410 162806 10350 X X 6 5050 0 5300
NUVEEN INSD MUN OPPORTUNITY COM 67098410 363096 23083 X 6 21083 0 2000
NUVEEN CALIF QUALITY INCM MU COM 67098510 420619 27446 X 5 25846 0 1600
NUVEEN NY QUALITY INCM MUN F COM 67098610 201785 13541 X 5 11541 0 2000
NUVEEN NY QUALITY INCM MUN F COM 67098610 17258 1159 X X 6 1159 0 0
NUVEEN NY QUALITY INCM MUN F COM 67098610 14190 953 X 6 953 0 0
NUVEEN PREMIER INSD MUN INCO COM 67098710 141763 9132 X 5 3401 0 5731
NUVEEN PREMIER INSD MUN INCO COM 67098710 37152 2400 X X 6 2400 0 0
NUVEEN PREMIER INSD MUN INCO COM 67098710 70202 4535 X 6 4535 0 0
NUVEEN PREMIER MUN INCOME FD COM 67098810 58967 4018 X 5 2985 0 1033
NUVEEN PREMIER MUN INCOME FD COM 67098810 78128 5333 X X 6 4666 0 667
NUVEEN PREMIER MUN INCOME FD COM 67098810 99327 6780 X 6 6780 0 0
NUVEEN NJ PREM INCOME MUN FD COM 67101N10 14771 929 X 13 0 0 929
NUVEEN NJ PREM INCOME MUN FD COM 67101N10 127343 8009 X 5 8009 0 0
NUVEEN NJ PREM INCOME MUN FD COM 67101N10 336953 21192 X X 6 16537 0 4655
NUVEEN NJ PREM INCOME MUN FD COM 67101N10 140190 8817 X 6 8817 0 0
NUVEEN INSD FLA PREM INCOME COM 67101V10 58892 3690 X 5 3690 0 0
NUVEEN INSD FLA PREM INCOME COM 67101V10 353514 22150 X X 6 22150 0 0
NUVEEN INSD FLA PREM INCOME COM 67101V10 216003 13534 X 6 13534 0 0
OSI PHARMACEUTICALS INC COM 67104010 405875 12500 X 3 12500 0 0
OSI PHARMACEUTICALS INC COM 67104010 127525 3921 X 5 2909 0 1012
OSI PHARMACEUTICALS INC COM 67104010 58150 1781 X 6 1725 0 56
OSI SYSTEMS INC COM 67104410 794589 45930 X 3 45930 0 0
OSI SYSTEMS INC COM 67104410 305414 17654 X 5 17654 0 0
OSI SYSTEMS INC COM 67104410 37714 2180 X 6 100 0 2080
OAKLEY INC COM 67366210 6247000 624700 X 3 624700 0 0
OAKLEY INC COM 67366210 58505 5792 X 5 4492 0 1300
OCCIDENTAL PETE CORP DEL COM 67459910 84552 2400 X X 1 2400 0 0
OCCIDENTAL PETE CORP DEL COM 67459910 697194 19345 X 13 0 0 19345
OCCIDENTAL PETE CORP DEL COM 67459910 47091342 1334175 X 3 1334175 0 0
OCCIDENTAL PETE CORP DEL COM 67459910 7398 210 X 4 210 0 0
OCCIDENTAL PETE CORP DEL COM 67459910 4304145 122007 X 5 114783 0 7224
OCCIDENTAL PETE CORP DEL COM 67459910 2806598 79665 X X 6 40016 2900 36749
OCCIDENTAL PETE CORP DEL COM 67459910 18808484 533877 X 6 217562 103 316212
OCCIDENTAL PETE CORP DEL COM 67459910 38929 1105 X X 7 1105 0 0
OCCIDENTAL PETE CORP DEL COM 67459910 13564 385 X 7 385 0 0
OCCIDENTAL PETE CORP DEL COM 67459910 4424888 125600 X 8 125600 0 0
OCTEL CORP COM 67572710 5798359 333239 X 3 333239 0 0
OCTEL CORP COM 67572710 913 50 X 5 0 0 50
OCTEL CORP COM 67572710 22620 1300 X X 6 1300 0 0
OFFICE DEPOT INC COM 67622010 1405 100 X 11 0 0 100
OFFICE DEPOT INC COM 67622010 15309 1050 X 13 0 0 1050
OFFICE DEPOT INC COM 67622010 10046214 715033 X 3 715033 0 0
OFFICE DEPOT INC COM 67622010 753945 53232 X 5 41845 0 11387
OFFICE DEPOT INC COM 67622010 96243 6850 X X 6 6850 0 0
OFFICE DEPOT INC COM 67622010 571666 40688 X 6 15690 0 24998
OFFICE DEPOT INC COM 67622010 2248 160 X 7 160 0 0
OHIO CAS CORP COM 67724010 862904 59634 X 3 59634 0 0
OHIO CAS CORP COM 67724010 6700 463 X 5 463 0 0
OHIO CAS CORP COM 67724010 77906 5384 X X 6 5384 0 0
OHIO CAS CORP COM 67724010 504062 34835 X 6 34835 0 0
OHIO CAS CORP COM 67724010 7235 500 X X 7 500 0 0
OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 1034517 17866 X 5 12640 0 5226
OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 57600 1000 X X 6 1000 0 0
OLD DOMINION FGHT LINES INC COM 67958010 3327489 114386 X 3 114386 0 0
OLD DOMINION FGHT LINES INC COM 67958010 5982 200 X 5 0 0 200
OLD DOMINION FGHT LINES INC COM 67958010 147056 5007 X 6 0 0 5007
OLD NATL BANCORP IND COM 68003310 84111 3755 X 5 2418 0 1337
OLD NATL BANCORP IND COM 68003310 617106 27611 X X 6 27611 0 0
OLD NATL BANCORP IND COM 68003310 17925 802 X 6 802 0 0
OLD REP INTL CORP COM 68022310 85041 2570 X 11 2500 0 70
OLD REP INTL CORP COM 68022310 3934997 118918 X 3 118918 0 0
OLD REP INTL CORP COM 68022310 581350 17518 X 5 16070 0 1448
OLD REP INTL CORP COM 68022310 1336141 40379 X X 6 38379 0 2000
OLD REP INTL CORP COM 68022310 504259 15239 X 6 14657 582 0
OLD REP INTL CORP COM 68022310 14063 425 X X 7 425 0 0
OLIN CORP COM PAR $1 68066520 3164 200 X 1 200 0 0
OLIN CORP COM PAR $1 68066520 904540 57177 X 3 57177 0 0
OLIN CORP COM PAR $1 68066520 1457668 91769 X 5 82281 0 9488
OLIN CORP COM PAR $1 68066520 238471 15074 X X 6 14774 300 0
OLIN CORP COM PAR $1 68066520 78436 4958 X 6 4958 0 0
OMNICARE INC COM 68190410 3578667 99242 X 3 99242 0 0
OMNICARE INC COM 68190410 1465108 40665 X 5 19466 0 21199
OMNICARE INC COM 68190410 24593 682 X X 6 682 0 0
OMNICARE INC COM 68190410 460991 12784 X 6 12784 0 0
OMNICARE INC COM 68190410 1983 55 X 7 55 0 0
OMNICOM GROUP INC COM 68191910 1923353 26769 X 11 6000 0 20769
OMNICOM GROUP INC COM 68191910 720134 9704 X 13 0 0 9704
OMNICOM GROUP INC COM 68191910 21534882 291493 X 3 291493 0 0
OMNICOM GROUP INC COM 68191910 4095 57 X X 4 57 0 0
OMNICOM GROUP INC COM 68191910 2045347 27885 X 5 10169 0 17716
OMNICOM GROUP INC COM 68191910 3042273 42342 X X 6 29512 0 12830
OMNICOM GROUP INC COM 68191910 6082534 84656 X 6 31440 0 53216
OMNICOM GROUP INC COM 68191910 7185 100 X X 7 100 0 0
1-800 CONTACTS INC COM 68197710 398887 19450 X 5 100 0 19350
OMEGA PROTEIN CORP COM 68210P10 731085 111616 X 3 111616 0 0
OMEGA PROTEIN CORP COM 68210P10 6550 1000 X 6 1000 0 0
OMNIVISION TECHNOLOGIES INC COM 68212810 20000370 472952 X 3 472952 0 0
OMNIVISION TECHNOLOGIES INC COM 68212810 1509535 35687 X 5 33217 0 2470
OMNIVISION TECHNOLOGIES INC COM 68212810 6332 150 X X 6 150 0 0
OMNIVISION TECHNOLOGIES INC COM 68212810 378328 8963 X 6 0 0 8963
ONEIDA LTD COM 68250510 920172 298757 X 3 298757 0 0
ONEIDA LTD COM 68250510 15 5 X 5 5 0 0
ONEOK INC NEW COM 68268010 13947474 691496 X 3 691496 0 0
ONEOK INC NEW COM 68268010 5565160 274829 X 5 229289 0 45540
ONEOK INC NEW COM 68268010 295369 14644 X X 6 14644 0 0
ONEOK INC NEW COM 68268010 851517 42217 X 6 32947 0 9270
ONYX PHARMACEUTICALS INC COM 68339910 1077500 50000 X 3 50000 0 0
ONYX PHARMACEUTICALS INC COM 68339910 39905 1850 X 5 1850 0 0
ONYX PHARMACEUTICALS INC COM 68339910 43140 2000 X X 6 2000 0 0
ONYX PHARMACEUTICALS INC COM 68339910 43140 2000 X 6 2000 0 0
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 1447799 23789 X 3 23789 0 0
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 487897 7950 X 5 5950 0 2000
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 6086 100 X 6 0 0 100
OPEN TEXT CORP COM 68371510 2040974 59800 X 3 59800 0 0
OPEN TEXT CORP COM 68371510 3070 90 X 5 90 0 0
OPEN TEXT CORP COM 68371510 235359 6900 X 6 0 0 6900
OPENWAVE SYS INC COM 68371810 1108 275 X 13 0 0 275
OPENWAVE SYS INC COM 68371810 207848 50299 X 5 28571 0 21728
OPENWAVE SYS INC COM 68371810 40416 9600 X X 6 8600 0 1000
OPENWAVE SYS INC COM 68371810 360376 85600 X 6 85600 0 0
OPLINK COMMUNICATIONS INC COM 68375Q10 63566 25125 X 5 25125 0 0
OPSWARE INC COM 68383A10 3563349 488130 X 3 488130 0 0
OPSWARE INC COM 68383A10 2656100 363915 X 5 360915 0 3000
OPSWARE INC COM 68383A10 157388 21560 X 6 0 0 21560
ORACLE CORP COM 68389X10 56250 5000 X X 1 5000 0 0
ORACLE CORP COM 68389X10 94759 8423 X 1 8423 0 0
ORACLE CORP COM 68389X10 58838 5230 X 11 0 0 5230
ORACLE CORP COM 68389X10 204692 17510 X 13 0 0 17510
ORACLE CORP COM 68389X10 148320575 13042455 X 3 13042455 0 0
ORACLE CORP COM 68389X10 11250 1000 X X 4 1000 0 0
ORACLE CORP COM 68389X10 22556 2005 X 4 2005 0 0
ORACLE CORP COM 68389X10 25515820 2230164 X 5 1260903 0 969261
ORACLE CORP COM 68389X10 28170416 2504037 X X 6 2063728 265535 174774
ORACLE CORP COM 68389X10 84678930 7527016 X 6 6386355 21983 1118678
ORACLE CORP COM 68389X10 19744 1755 X X 7 1755 0 0
ORACLE CORP COM 68389X10 138060 12272 X 7 12272 0 0
ORACLE CORP COM 68389X10 2563875 227900 X 8 227900 0 0
OPPENHEIMER MULTI-SECTOR INC SH BEN INT 68393310 159865 19532 X 5 16132 0 3400
OPPENHEIMER MULTI-SECTOR INC SH BEN INT 68393310 16380 2000 X X 6 2000 0 0
OPPENHEIMER MULTI-SECTOR INC SH BEN INT 68393310 68575 8373 X 6 8373 0 0
OPPENHEIMER MULTI-SECTOR INC SH BEN INT 68393310 8085987 987300 X 9 987300 0 0
ORASURE TECHNOLOGIES INC COM 68554V10 1921166 202228 X 3 202228 0 0
ORASURE TECHNOLOGIES INC COM 68554V10 279955 29500 X 5 29000 0 500
ORASURE TECHNOLOGIES INC COM 68554V10 1565850 165000 X X 6 165000 0 0
ORASURE TECHNOLOGIES INC COM 68554V10 91047 9594 X 6 725 0 8869
ORBITAL ENGINE LTD SP ADR NEW2003 68556340 85998 17769 X 5 17711 0 58
ORBITAL SCIENCES CORP COM 68556410 25180 2700 X 5 2300 0 400
ORBITAL SCIENCES CORP COM 68556410 41352 4456 X X 6 4456 0 0
ORBITAL SCIENCES CORP COM 68556410 344214 37092 X 6 37092 0 0
O REILLY AUTOMOTIVE INC COM 68609110 1942191 52820 X 3 52820 0 0
O REILLY AUTOMOTIVE INC COM 68609110 529000 14375 X 5 14375 0 0
O REILLY AUTOMOTIVE INC COM 68609110 123648 3360 X X 6 3360 0 0
O REILLY AUTOMOTIVE INC COM 68609110 629280 17100 X 6 17100 0 0
ORPHAN MED INC COM 68730310 338730 30000 X 3 30000 0 0
ORPHAN MED INC COM 68730310 1127 100 X 5 100 0 0
ORTHODONTIC CTRS AMER INC COM 68750P10 641298 81383 X 5 81383 0 0
ORTHODONTIC CTRS AMER INC COM 68750P10 207173 26291 X 6 26291 0 0
OSHKOSH B GOSH INC CL A 68822220 44303 1650 X 5 0 0 1650
OSHKOSH B GOSH INC CL A 68822220 277014 10762 X 6 10762 0 0
OSHKOSH TRUCK CORP COM 68823920 9039002 228200 X 3 228200 0 0
OSHKOSH TRUCK CORP COM 68823920 30446 768 X 5 700 0 68
OSHKOSH TRUCK CORP COM 68823920 83181 2100 X X 6 1900 0 200
OSHKOSH TRUCK CORP COM 68823920 422322 10662 X 6 10662 0 0
OSTEOTECH INC COM 68858210 4875147 593050 X 3 593050 0 0
OSTEOTECH INC COM 68858210 16230 2000 X 5 1000 0 1000
OSTEOTECH INC COM 68858210 3696 448 X X 6 448 0 0
OSTEOTECH INC COM 68858210 689857 83619 X 6 73359 60 10200
OTTER TAIL CORP COM 68964810 135512 5200 X 11 0 0 5200
OTTER TAIL CORP COM 68964810 310322 11908 X 5 11908 0 0
OTTER TAIL CORP COM 68964810 46908 1800 X X 6 1800 0 0
OTTER TAIL CORP COM 68964810 46908 1800 X 6 1800 0 0
OUTBACK STEAKHOUSE INC COM 68989910 26018394 687045 X 11 550775 0 136270
OUTBACK STEAKHOUSE INC COM 68989910 3123821 81983 X 3 81983 0 0
OUTBACK STEAKHOUSE INC COM 68989910 1277060 32831 X 5 10027 0 22804
OUTBACK STEAKHOUSE INC COM 68989910 82292 2173 X X 6 1909 264 0
OUTBACK STEAKHOUSE INC COM 68989910 856506 22617 X 6 22617 0 0
OUTBACK STEAKHOUSE INC COM 68989910 3219 85 X X 7 85 0 0
OVERSEAS SHIPHOLDING GROUP I COM 69036810 879572 34026 X 3 34026 0 0
OVERSEAS SHIPHOLDING GROUP I COM 69036810 443353 17151 X 5 17151 0 0
OVERTURE SVCS INC COM 69039R10 1652550 62763 X 3 62763 0 0
OVERTURE SVCS INC COM 69039R10 1853764 70405 X 5 70405 0 0
OWENS & MINOR INC NEW COM 69073210 302504 12183 X 5 1199 0 10984
OWENS & MINOR INC NEW COM 69073210 359958 14936 X X 6 14936 0 0
OWENS & MINOR INC NEW COM 69073210 197259 8185 X 6 8185 0 0
OWENS ILL INC COM NEW 69076840 6424275 562546 X 3 562546 0 0
OWENS ILL INC COM NEW 69076840 520824 45604 X 5 45504 0 100
OWENS ILL INC COM NEW 69076840 5710 500 X X 6 500 0 0
OWENS ILL INC COM NEW 69076840 19757 1730 X 6 1730 0 0
OWENS ILL INC PFD CONV $.01 69076850 3672354 128404 X 3 128404 0 0
OWENS ILL INC PFD CONV $.01 69076850 195481 6835 X 5 6835 0 0
OWENS ILL INC PFD CONV $.01 69076850 41470 1450 X X 6 1450 0 0
OXFORD HEALTH PLANS INC COM 69147110 68254324 1652247 X 11 1243725 1200 407322
OXFORD HEALTH PLANS INC COM 69147110 4575289 110150 X 3 110150 0 0
OXFORD HEALTH PLANS INC COM 69147110 3554327 85827 X 5 66666 0 19161
OXFORD HEALTH PLANS INC COM 69147110 17350 420 X X 6 420 0 0
OXFORD HEALTH PLANS INC COM 69147110 1199229 29030 X 6 29030 0 0
P A M TRANSN SVCS INC COM 69314910 3506642 170889 X 3 170889 0 0
P A M TRANSN SVCS INC COM 69314910 478116 23300 X 6 20350 0 2950
PDF SOLUTIONS INC COM 69328210 840105 74676 X 3 74676 0 0
PDF SOLUTIONS INC COM 69328210 36270 3224 X 6 0 0 3224
PDI INC COM 69329V10 1309368 53400 X 3 53400 0 0
PDI INC COM 69329V10 18971 774 X 5 774 0 0
PG&E CORP COM 69331C10 8607896 360163 X 3 360163 0 0
PG&E CORP COM 69331C10 461207 19252 X 5 15379 0 3873
PG&E CORP COM 69331C10 37762 1580 X X 6 1580 0 0
PG&E CORP COM 69331C10 2258072 94480 X 6 32892 0 61588
P F CHANGS CHINA BISTRO INC COM 69333Y10 9428265 207900 X 3 207900 0 0
P F CHANGS CHINA BISTRO INC COM 69333Y10 257173 5645 X 5 3150 0 2495
P F CHANGS CHINA BISTRO INC COM 69333Y10 27210 600 X X 6 600 0 0
P F CHANGS CHINA BISTRO INC COM 69333Y10 444475 9801 X 6 9801 0 0
PICO HLDGS INC COM NEW 69336620 467469 33850 X 5 0 0 33850
PMA CAP CORP CL A 69341920 3291568 262695 X 3 262695 0 0
PMA CAP CORP CL A 69341920 40835 3259 X 5 3259 0 0
PMA CAP CORP CL A 69341920 311997 24900 X X 6 6000 18900 0
PMA CAP CORP CL A 69341920 25060 2000 X 6 2000 0 0
PMC CAP INC COM 69343010 55471 11461 X 5 10261 0 1200
PMC CAP INC COM 69343010 179 37 X 6 37 0 0
PMC-SIERRA INC COM 69344F10 1654 123 X 13 0 0 123
PMC-SIERRA INC COM 69344F10 1288075 97648 X 3 97648 0 0
PMC-SIERRA INC COM 69344F10 464412 35164 X 5 32862 0 2302
PMC-SIERRA INC COM 69344F10 47484 3600 X X 6 3500 0 100
PMC-SIERRA INC COM 69344F10 562263 42628 X 6 2940 100 39588
PMI GROUP INC COM 69344M10 323664 9290 X 13 0 0 9290
PMI GROUP INC COM 69344M10 21550286 638527 X 3 638527 0 0
PMI GROUP INC COM 69344M10 4495958 129937 X 5 28484 0 101453
PMI GROUP INC COM 69344M10 105435 3124 X X 6 3124 0 0
PMI GROUP INC COM 69344M10 409185 12124 X 6 4424 0 7700
PMI GROUP INC COM 69344M10 3856748 114274 X 8 114274 0 0
PNC FINL SVCS GROUP INC COM 69347510 147498 3100 X X 1 3100 0 0
PNC FINL SVCS GROUP INC COM 69347510 570960 12000 X 1 12000 0 0
PNC FINL SVCS GROUP INC COM 69347510 375259 7685 X 13 0 0 7685
PNC FINL SVCS GROUP INC COM 69347510 17765230 373109 X 3 373109 0 0
PNC FINL SVCS GROUP INC COM 69347510 1295230 26950 X 5 16591 0 10359
PNC FINL SVCS GROUP INC COM 69347510 20288255 426403 X X 6 383738 22260 20405
PNC FINL SVCS GROUP INC COM 69347510 15984882 335958 X 6 308424 0 27534
POSCO SPONSORED ADR 69348310 213218 7312 X 13 0 0 7312
POSCO SPONSORED ADR 69348310 2857941 99928 X 3 99928 0 0
POSCO SPONSORED ADR 69348310 874432 30553 X 5 29453 0 1100
POSCO SPONSORED ADR 69348310 50050 1750 X X 6 930 0 820
POSCO SPONSORED ADR 69348310 19734 690 X 6 690 0 0
PNM RES INC COM 69349H10 1105000 39408 X 3 39408 0 0
PNM RES INC COM 69349H10 596266 20817 X 5 3143 0 17674
PNM RES INC COM 69349H10 36172 1290 X X 6 1290 0 0
PNM RES INC COM 69349H10 619404 22090 X 6 15870 0 6220
PPG INDS INC COM 69350610 22455 430 X X 1 430 0 0
PPG INDS INC COM 69350610 151438 2900 X 1 2800 0 100
PPG INDS INC COM 69350610 8625961 165185 X 11 58150 0 107035
PPG INDS INC COM 69350610 228893 4322 X 13 0 0 4322
PPG INDS INC COM 69350610 45722318 873721 X 3 873721 0 0
PPG INDS INC COM 69350610 10444 200 X X 4 200 0 0
PPG INDS INC COM 69350610 15666 300 X 4 300 0 0
PPG INDS INC COM 69350610 2793041 52884 X 5 10423 0 42461
PPG INDS INC COM 69350610 22920716 438926 X X 6 377164 50423 11339
PPG INDS INC COM 69350610 64236449 1230112 X 6 1088042 1969 140101
PPG INDS INC COM 69350610 13055 250 X X 7 250 0 0
PPG INDS INC COM 69350610 46632 893 X 7 893 0 0
PPL CORP COM 69351T10 101556 2480 X X 1 2480 0 0
PPL CORP COM 69351T10 32760 800 X 1 800 0 0
PPL CORP COM 69351T10 668333 16202 X 13 0 0 16202
PPL CORP COM 69351T10 6276816 153280 X 3 153280 0 0
PPL CORP COM 69351T10 6287792 152803 X 5 51129 0 101674
PPL CORP COM 69351T10 5923511 144652 X X 6 126691 16561 1400
PPL CORP COM 69351T10 8207132 200418 X 6 169263 0 31155
PPL CORP COM 69351T10 52211 1275 X 7 1275 0 0
PSS WORLD MED INC COM 69366A10 108607 12330 X 5 11410 0 920
PSS WORLD MED INC COM 69366A10 15804 1800 X X 6 1800 0 0
PSS WORLD MED INC COM 69366A10 210720 24000 X 6 24000 0 0
PTEK HLDGS INC COM 69366M10 274966 33370 X 5 31370 0 2000
PTEK HLDGS INC COM 69366M10 19785 2404 X 6 2404 0 0
PACCAR INC COM 69371810 33274789 444828 X 3 444828 0 0
PACCAR INC COM 69371810 4801697 64462 X 5 62003 0 2459
PACCAR INC COM 69371810 768151 10326 X X 6 870 0 9456
PACCAR INC COM 69371810 3838003 51593 X 6 9149 0 42444
PACIFIC AMERN INCOME SHS INC COM 69379610 291605 19751 X 5 2440 0 17311
PACIFIC AMERN INCOME SHS INC COM 69379610 22118 1517 X 6 1517 0 0
PACIFIC AMERN INCOME SHS INC COM 69379610 906876 62200 X 9 62200 0 0
PACIFIC CAP BANCORP NEW COM 69404P10 1185417 37533 X 5 564 0 36969
PACIFIC SUNWEAR CALIF INC COM 69487310 7637 350 X 13 0 0 350
PACIFIC SUNWEAR CALIF INC COM 69487310 48592413 2347378 X 3 2347378 0 0
PACIFIC SUNWEAR CALIF INC COM 69487310 1140916 55215 X 5 55065 0 150
PACIFIC SUNWEAR CALIF INC COM 69487310 12045 583 X X 6 583 0 0
PACIFIC SUNWEAR CALIF INC COM 69487310 1344956 65100 X 6 41683 54 23363
PACIFICARE HEALTH SYS DEL COM 69511210 1799842 36882 X 3 36882 0 0
PACIFICARE HEALTH SYS DEL COM 69511210 470774 9647 X 5 9647 0 0
PACIFICARE HEALTH SYS DEL COM 69511210 27962 573 X 6 573 0 0
PACKAGING CORP AMER COM 69515610 17618445 907232 X 3 907232 0 0
PACKAGING CORP AMER COM 69515610 40515 2059 X 5 769 0 1290
PACKAGING CORP AMER COM 69515610 52434 2700 X 6 2700 0 0
PACKETEER INC COM 69521010 4622645 382700 X 3 382700 0 0
PACKETEER INC COM 69521010 11372 885 X 5 0 0 885
PACKETEER INC COM 69521010 2663 221 X X 6 221 0 0
PACKETEER INC COM 69521010 637770 52927 X 6 46301 26 6600
PACTIV CORP COM 69525710 3465548 170885 X 3 170885 0 0
PACTIV CORP COM 69525710 452947 22287 X 5 20039 0 2248
PACTIV CORP COM 69525710 23484 1158 X X 6 1158 0 0
PACTIV CORP COM 69525710 292316 14414 X 6 14414 0 0
PACTIV CORP COM 69525710 8578 423 X 7 423 0 0
PACTIV CORP COM 69525710 365040 18000 X 8 18000 0 0
PALL CORP COM 69642930 1434858 63942 X 3 63942 0 0
PALL CORP COM 69642930 684413 30067 X 5 3096 0 26971
PALL CORP COM 69642930 1128395 50285 X X 6 45285 0 5000
PALL CORP COM 69642930 167358 7458 X 6 7458 0 0
PAN AMERICAN SILVER CORP COM 69790010 3933133 408425 X 5 408425 0 0
PAN AMERICAN SILVER CORP COM 69790010 4815 500 X X 6 500 0 0
PAN AMERICAN SILVER CORP COM 69790010 9630 1000 X 6 1000 0 0
PAN PACIFIC RETAIL PPTYS INC COM 69806L10 346298 8051 X 5 5951 0 2100
PANERA BREAD CO CL A 69840W10 17258630 419500 X 3 419500 0 0
PANERA BREAD CO CL A 69840W10 223757 5700 X 5 725 0 4975
PANERA BREAD CO CL A 69840W10 46587 1136 X X 6 536 0 600
PANERA BREAD CO CL A 69840W10 637664 15549 X 6 13230 19 2300
PAPA JOHNS INTL INC COM 69881310 10947611 441258 X 3 441258 0 0
PAPA JOHNS INTL INC COM 69881310 36582 1450 X 5 100 0 1350
PARAGON TECHNOLOGIES INC COM 69912T10 127877 12537 X 5 0 0 12537
PARAGON TECHNOLOGIES INC COM 69912T10 21165 2075 X 6 2075 0 0
PARAMETRIC TECHNOLOGY CORP COM 69917310 7704 2246 X 13 0 0 2246
PARAMETRIC TECHNOLOGY CORP COM 69917310 322889 103490 X 3 103490 0 0
PARAMETRIC TECHNOLOGY CORP COM 69917310 162918 51298 X 5 46550 0 4748
PARAMETRIC TECHNOLOGY CORP COM 69917310 636 202 X X 6 200 2 0
PARAMETRIC TECHNOLOGY CORP COM 69917310 11261 3575 X 6 3575 0 0
PARK ELECTROCHEMICAL CORP COM 70041620 26938616 1184115 X 11 950050 0 234065
PARK ELECTROCHEMICAL CORP COM 70041620 2207 97 X 5 97 0 0
PARK ELECTROCHEMICAL CORP COM 70041620 38675 1700 X 6 1700 0 0
PARK PL ENTMT CORP COM 70069010 3758 405 X 13 0 0 405
PARK PL ENTMT CORP COM 70069010 2664635 295742 X 3 295742 0 0
PARK PL ENTMT CORP COM 70069010 2464953 273208 X 5 260805 0 12403
PARK PL ENTMT CORP COM 70069010 13173 1462 X X 6 1062 0 400
PARK PL ENTMT CORP COM 70069010 13515 1500 X 6 1500 0 0
PARKER DRILLING CO COM 70108110 472 200 X 11 0 0 200
PARKER DRILLING CO COM 70108110 32096 13600 X 5 13600 0 0
PARKER DRILLING CO COM 70108110 23600 10000 X X 6 0 0 10000
PARKER DRILLING CO NOTE 5.500% 8/ 701081AD 29550 30000 X 5 30000 0 0
PARKER DRILLING CO NOTE 5.500% 8/ 701081AD 23760 24000 X 6 24000 0 0
PARKER HANNIFIN CORP COM 70109410 2053294 45935 X 3 45935 0 0
PARKER HANNIFIN CORP COM 70109410 1922 43 X X 4 43 0 0
PARKER HANNIFIN CORP COM 70109410 91900 2054 X 5 1979 0 75
PARKER HANNIFIN CORP COM 70109410 667237 14927 X X 6 14252 565 110
PARKER HANNIFIN CORP COM 70109410 2249081 50315 X 6 44448 0 5867
PARKER HANNIFIN CORP COM 70109410 894 20 X 7 20 0 0
PARKWAY PPTYS INC COM 70159Q10 465387 10553 X 5 0 0 10553
PARKWAY PPTYS INC COM 70159Q10 25128 575 X X 6 575 0 0
PARKWAY PPTYS INC COM 70159Q10 34960 800 X 6 800 0 0
PARLEX CORP COM 70163010 3700078 470090 X 3 470090 0 0
PARLEX CORP COM 70163010 374680 49300 X 6 41300 0 8000
PATINA OIL & GAS CORP COM 70322410 3707352 102300 X 11 92800 0 9500
PATINA OIL & GAS CORP COM 70322410 12056613 332688 X 3 332688 0 0
PATINA OIL & GAS CORP COM 70322410 724315 19549 X 5 6550 0 12999
PATINA OIL & GAS CORP COM 70322410 32163 888 X X 6 0 731 156
PATINA OIL & GAS CORP COM 70322410 124267 3429 X 6 417 0 3012
PATRICK INDS INC COM 70334310 389080 56800 X 5 0 0 56800
PATRIOT TRANSN HLDG INC COM 70337B10 547080 18800 X X 6 18800 0 0
PATRIOT TRANSN HLDG INC COM 70337B10 2656685 91295 X 6 91295 0 0
PATTERSON DENTAL CO COM 70341210 3843983 66759 X 3 66759 0 0
PATTERSON DENTAL CO COM 70341210 2529406 43361 X 5 18415 0 24946
PATTERSON DENTAL CO COM 70341210 17274 300 X X 6 300 0 0
PATTERSON DENTAL CO COM 70341210 13934 242 X 6 242 0 0
PATTERSON DENTAL CO COM 70341210 3685 64 X X 7 64 0 0
PATTERSON UTI ENERGY INC COM 70348110 2808864 87733 X 3 87733 0 0
PATTERSON UTI ENERGY INC COM 70348110 1571544 58041 X 5 57616 0 425
PATTERSON UTI ENERGY INC COM 70348110 7986 295 X X 6 295 0 0
PATTERSON UTI ENERGY INC COM 70348110 114235 4220 X 6 3220 0 1000
PAULA FINL DEL COM 70358810 25025 17500 X 5 0 0 17500
PAXAR CORP COM 70422710 28220 2125 X 5 125 0 2000
PAXAR CORP COM 70422710 128000 10000 X X 6 10000 0 0
PAXAR CORP COM 70422710 12800 1000 X 6 1000 0 0
PAXSON COMMUNICATIONS CORP COM 70423110 41130 8250 X 5 6500 0 1750
PAXSON COMMUNICATIONS CORP COM 70423110 7440 1500 X X 6 1500 0 0
PAXSON COMMUNICATIONS CORP COM 70423110 9920 2000 X 6 2000 0 0
PAYCHEX INC COM 70432610 3662 106 X 13 0 0 106
PAYCHEX INC COM 70432610 48646707 1431658 X 3 1431658 0 0
PAYCHEX INC COM 70432610 1394133 40568 X 5 16686 0 23882
PAYCHEX INC COM 70432610 6276685 184067 X X 6 169307 537 14223
PAYCHEX INC COM 70432610 3104839 91051 X 6 69916 0 21135
PAYCHEX INC COM 70432610 5149 151 X X 7 151 0 0
PAYCHEX INC COM 70432610 955 28 X 7 28 0 0
PAYLESS SHOESOURCE INC COM 70437910 3230 240 X 13 0 0 240
PAYLESS SHOESOURCE INC COM 70437910 22916261 1770771 X 3 1770771 0 0
PAYLESS SHOESOURCE INC COM 70437910 48278 3702 X 5 2982 0 720
PAYLESS SHOESOURCE INC COM 70437910 142586 11019 X X 6 10569 450 0
PAYLESS SHOESOURCE INC COM 70437910 191098 14768 X 6 9538 0 5230
PEABODY ENERGY CORP COM 70454910 1591 50 X 13 0 0 50
PEABODY ENERGY CORP COM 70454910 5084167 162071 X 3 162071 0 0
PEABODY ENERGY CORP COM 70454910 876400 27931 X 5 27476 0 455
PEABODY ENERGY CORP COM 70454910 365492 11651 X 6 6880 0 4771
PEAPACK-GLADSTONE FINL CORP COM 70469910 154475 4756 X 5 0 0 4756
PEAPACK-GLADSTONE FINL CORP COM 70469910 757549 24382 X X 6 24382 0 0
PEARSON PLC SPONSORED ADR 70501510 226513 22820 X 5 250 0 22570
PEC SOLUTIONS INC COM 70510710 54701 3706 X X 6 3706 0 0
PEC SOLUTIONS INC COM 70510710 348026 23579 X 6 23579 0 0
PEDIATRIX MED GROUP COM 70532410 4853670 105400 X 3 105400 0 0
PEDIATRIX MED GROUP COM 70532410 1010616 21268 X 5 5498 0 15770
PEDIATRIX MED GROUP COM 70532410 56642 1230 X X 6 1230 0 0
PEDIATRIX MED GROUP COM 70532410 1713198 37203 X 6 26653 0 10550
PEETS COFFEE & TEA INC COM 70556010 260958 13400 X 5 300 0 13100
PEMSTAR INC COM 70655210 20121 5700 X 5 5700 0 0
PEMSTAR INC COM 70655210 413010 117000 X X 6 117000 0 0
PENGROWTH ENERGY TR COM 70690210 146510 11500 X 13 0 0 11500
PENGROWTH ENERGY TR COM 70690210 42273 3300 X 5 3300 0 0
PENGROWTH ENERGY TR COM 70690210 6405 500 X X 6 500 0 0
PENFORD CORP COM 70705110 7037 522 X 13 0 0 522
PENFORD CORP COM 70705110 460679 34175 X 5 0 0 34175
PENN ENGR & MFG CORP COM NON VTG 70738930 184920 12000 X X 6 12000 0 0
PENN NATL GAMING INC COM 70756910 41574 1950 X 11 0 0 1950
PENN NATL GAMING INC COM 70756910 4398316 206300 X 3 206300 0 0
PENN NATL GAMING INC COM 70756910 620494 28377 X 5 5248 0 23129
PENN NATL GAMING INC COM 70756910 633012 29691 X 6 26191 0 3500
PENN TREATY AMERN CORP NOTE 6.250%10/ 707874AE 56550 52000 X 6 52000 0 0
PENN VA CORP COM 70788210 844220 19100 X X 6 1500 1600 16000
PENN VA CORP COM 70788210 39780 900 X 6 900 0 0
PENN VA RESOURCES PARTNERS L COM 70788410 171101 5740 X 5 2140 0 3600
PENN VA RESOURCES PARTNERS L COM 70788410 660270 22090 X X 6 8090 0 14000
PENNEY J C INC COM 70816010 2137 100 X X 1 100 0 0
PENNEY J C INC COM 70816010 6411 300 X 1 300 0 0
PENNEY J C INC COM 70816010 1069 50 X 11 0 0 50
PENNEY J C INC COM 70816010 8197 376 X 13 0 0 376
PENNEY J C INC COM 70816010 2255518 105546 X 3 105546 0 0
PENNEY J C INC COM 70816010 2236782 104073 X 5 74419 0 29654
PENNEY J C INC COM 70816010 2328838 108977 X X 6 33833 1400 73744
PENNEY J C INC COM 70816010 2396111 112125 X 6 80786 0 31339
PENNEY J C INC COM 70816010 21370 1000 X X 7 1000 0 0
PENNEY J C INC NOTE 5.000%10/ 708160BV 8182 8000 X 5 3000 0 5000
PENNEY J C INC NOTE 5.000%10/ 708160BV 2035 2000 X 6 2000 0 0
PENNICHUCK CORP COM NEW 70825420 1046750 39500 X 3 39500 0 0
PENNICHUCK CORP COM NEW 70825420 220520 8333 X 5 2233 0 6100
PENNROCK FINL SVCS CORP COM 70835210 22842 810 X X 6 810 0 0
PENNROCK FINL SVCS CORP COM 70835210 482840 17122 X 6 17122 0 0
PENNS WOODS BANCORP INC COM 70843010 371993 8530 X 6 8530 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 9492393 280435 X 5 31874 0 248561
PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 632606 18912 X X 6 18912 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 424614 12694 X 6 12694 0 0
PENTAIR INC COM 70963110 57616217 1445102 X 11 1157902 900 286300
PENTAIR INC COM 70963110 54745 1370 X 13 0 0 1370
PENTAIR INC COM 70963110 2932239 73545 X 3 73545 0 0
PENTAIR INC COM 70963110 1726835 43260 X 5 20379 0 22881
PENTAIR INC COM 70963110 138947 3485 X X 6 3485 0 0
PENTAIR INC COM 70963110 413253 10365 X 6 10365 0 0
PEOPLES BK BRIDGEPORT CONN COM 71019810 720 0 X 3 0 0 0
PEOPLES BK BRIDGEPORT CONN COM 71019810 309340 10202 X 5 2750 0 7452
PEOPLES BK BRIDGEPORT CONN COM 71019810 27000 900 X X 6 900 0 0
PEOPLES BK BRIDGEPORT CONN COM 71019810 36000 1200 X 6 1200 0 0
PEOPLES BK N C COM 71057710 27918 1551 X X 6 0 0 1551
PEOPLES BK N C COM 71057710 243774 13543 X 6 13543 0 0
PEOPLES ENERGY CORP COM 71103010 27518 665 X 11 0 0 665
PEOPLES ENERGY CORP COM 71103010 6796665 164250 X 3 164250 0 0
PEOPLES ENERGY CORP COM 71103010 1439130 34755 X 5 32308 0 2447
PEOPLES ENERGY CORP COM 71103010 1576247 38092 X X 6 34795 1055 2242
PEOPLES ENERGY CORP COM 71103010 592479 14318 X 6 10238 0 4080
PEOPLESOFT INC COM 71271310 12128 640 X 13 0 0 640
PEOPLESOFT INC COM 71271310 3229962 177568 X 3 177568 0 0
PEOPLESOFT INC COM 71271310 589065 32008 X 5 25716 0 6292
PEOPLESOFT INC COM 71271310 14013 767 X X 6 701 0 66
PEOPLESOFT INC COM 71271310 693493 37958 X 6 15631 0 22327
PEOPLESOFT INC COM 71271310 2814 154 X 7 154 0 0
PEP BOYS MANNY MOE & JACK COM 71327810 82620 5400 X 5 5400 0 0
PEP BOYS MANNY MOE & JACK COM 71327810 9804393 640810 X X 6 640810 0 0
PEP BOYS MANNY MOE & JACK COM 71327810 1159495 75784 X 6 75784 0 0
PEPCO HOLDINGS INC COM 71329110 60048 3475 X X 1 3475 0 0
PEPCO HOLDINGS INC COM 71329110 13185 763 X 1 763 0 0
PEPCO HOLDINGS INC COM 71329110 6976 400 X 13 0 0 400
PEPCO HOLDINGS INC COM 71329110 2944166 167380 X 3 167380 0 0
PEPCO HOLDINGS INC COM 71329110 377200 21737 X 5 11780 0 9957
PEPCO HOLDINGS INC COM 71329110 1618186 93645 X X 6 85936 4919 2790
PEPCO HOLDINGS INC COM 71329110 710790 41134 X 6 40665 0 469
PEPSI BOTTLING GROUP INC COM 71340910 333835 15520 X 13 0 0 15520
PEPSI BOTTLING GROUP INC COM 71340910 9058225 440147 X 3 440147 0 0
PEPSI BOTTLING GROUP INC COM 71340910 1716715 83268 X 5 79978 0 3290
PEPSI BOTTLING GROUP INC COM 71340910 774014 37610 X 6 2544 0 35066
PEPSIAMERICAS INC COM 71343P20 2044568 141102 X 3 141102 0 0
PEPSIAMERICAS INC COM 71343P20 301027 20766 X 5 20516 0 250
PEPSIAMERICAS INC COM 71343P20 24488 1690 X X 6 0 200 1490
PEPSIAMERICAS INC COM 71343P20 399272 27555 X 6 27555 0 0
PEPSICO INC COM 71344810 3979327 86828 X X 1 84678 2150 0
PEPSICO INC COM 71344810 1869910 40801 X 1 40801 0 0
PEPSICO INC COM 71344810 102201 2230 X 11 0 0 2230
PEPSICO INC COM 71344810 1817443 38934 X 13 0 0 38934
PEPSICO INC COM 71344810 87764129 1902119 X 3 1902119 0 0
PEPSICO INC COM 71344810 21998 480 X X 4 480 0 0
PEPSICO INC COM 71344810 69203 1510 X 4 1510 0 0
PEPSICO INC COM 71344810 39652152 857046 X 5 417371 0 439675
PEPSICO INC COM 71344810 153099515 3340596 X X 6 2901625 327102 111869
PEPSICO INC COM 71344810 175165743 3822076 X 6 3374485 10106 437485
PEPSICO INC COM 71344810 46059 1005 X X 7 1005 0 0
PEPSICO INC COM 71344810 177225 3867 X 7 3867 0 0
PER-SE TECHNOLOGIES INC COM NEW 71356930 18454000 1153375 X 3 1153375 0 0
PER-SE TECHNOLOGIES INC COM NEW 71356930 1596 100 X X 6 100 0 0
PER-SE TECHNOLOGIES INC COM NEW 71356930 100037 6268 X 6 768 0 5500
PERFORMANCE FOOD GROUP CO COM 71375510 14337051 325340 X 3 325340 0 0
PERFORMANCE FOOD GROUP CO COM 71375510 88628 2157 X 5 316 0 1841
PERFORMANCE FOOD GROUP CO COM 71375510 151801 3727 X X 6 3727 0 0
PERFORMANCE FOOD GROUP CO COM 71375510 2029983 49840 X 6 43814 26 6000
PERFORMANCE FOOD GROUP CO COM 71375510 2037 50 X 7 50 0 0
PERKINELMER INC COM 71404610 657207 40795 X 13 0 0 40795
PERKINELMER INC COM 71404610 754155 49259 X 3 49259 0 0
PERKINELMER INC COM 71404610 6743351 440407 X 5 439507 0 900
PERKINELMER INC COM 71404610 244807 15990 X X 6 15490 0 500
PERKINELMER INC COM 71404610 1282947 83798 X 6 56100 0 27698
PEROT SYS CORP CL A 71426510 56459250 5645925 X 11 4275300 3850 1366775
PEROT SYS CORP CL A 71426510 139000 13900 X 3 13900 0 0
PEROT SYS CORP CL A 71426510 110139 11010 X 5 10910 0 100
PEROT SYS CORP CL A 71426510 145500 14550 X 6 14550 0 0
PERRIGO CO COM 71429010 1254758 98567 X 3 98567 0 0
PERRIGO CO COM 71429010 2559 201 X 5 201 0 0
PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 71568010 113000 10000 X 3 10000 0 0
PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 71568010 3390 300 X 5 300 0 0
PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 71568010 3390 300 X 6 300 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 13423 920 X 13 0 0 920
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 136300 10000 X 3 10000 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 450050 31216 X 5 5616 0 25600
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 13630 1000 X 6 1000 0 0
PETCO ANIMAL SUPPLIES COM NEW 71601620 8367840 268200 X 3 268200 0 0
PETCO ANIMAL SUPPLIES COM NEW 71601620 3994 125 X 5 0 0 125
PETCO ANIMAL SUPPLIES COM NEW 71601620 255922 8200 X 6 0 0 8200
PETROCHINA CO LTD SPONSORED ADR 71646E10 10770 0 X 3 0 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E10 705946 20927 X 5 1700 0 19227
PETROCHINA CO LTD SPONSORED ADR 71646E10 6777 202 X X 6 202 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E10 119539 3563 X 6 3563 0 0
PETROKAZAKHSTAN INC COM 71649P10 276631 14735 X 5 2400 0 12335
PETROKAZAKHSTAN INC COM 71649P10 41800 2000 X 6 0 0 2000
PETROLEUM & RES CORP COM 71654910 1446206 67897 X 5 67897 0 0
PETROLEUM & RES CORP COM 71654910 1640 77 X X 6 77 0 0
PETROLEUM & RES CORP COM 71654910 38361 1801 X 6 1801 0 0
PETROLEUM & RES CORP COM 71654910 124605 5850 X 9 5850 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 271027 12565 X 13 0 0 12565
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 794113 37370 X 3 37370 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 174795 8220 X 5 7845 0 375
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 46113 2170 X X 6 1400 0 770
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 47303 2226 X 6 2226 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 5701201 247857 X 3 247857 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 576088 24871 X 5 4171 0 20700
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 11786 514 X X 6 514 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 119007 5190 X 6 5190 0 0
PETROQUEST ENERGY INC COM 71674810 158562 76600 X X 6 76600 0 0
PETROQUEST ENERGY INC COM 71674810 10350 5000 X 6 5000 0 0
PETSMART INC COM 71676810 3764114 165820 X 3 165820 0 0
PETSMART INC COM 71676810 895829 38923 X 5 25488 0 13435
PETSMART INC COM 71676810 78522 3450 X X 6 3450 0 0
PETSMART INC COM 71676810 197784 8690 X 6 8690 0 0
PETSMART INC COM 71676810 2959 130 X 7 130 0 0
PFIZER INC COM 71708110 4364786 143673 X X 1 141573 2100 0
PFIZER INC COM 71708110 6425826 211515 X 1 211215 0 300
PFIZER INC COM 71708110 1509096 49674 X 11 1750 0 47924
PFIZER INC COM 71708110 3419077 111009 X 13 0 0 111009
PFIZER INC COM 71708110 351415040 11512275 X 3 11512275 0 0
PFIZER INC COM 71708110 25519 840 X X 4 840 0 0
PFIZER INC COM 71708110 160103 5270 X 4 5270 0 0
PFIZER INC COM 71708110 102102576 3342437 X 5 2010694 0 1331743
PFIZER INC COM 71708110 287435266 9461332 X X 6 8393557 654542 413233
PFIZER INC COM 71708110 376768394 12401856 X 6 10345736 41848 2014272
PFIZER INC COM 71708110 62066 2043 X X 7 2043 0 0
PFIZER INC COM 71708110 947248 31180 X 7 31180 0 0
PFIZER INC COM 71708110 9043518 297680 X 8 297680 0 0
PHARMACEUTICAL PROD DEV INC COM 71712410 242299 10100 X 3 10100 0 0
PHARMACEUTICAL PROD DEV INC COM 71712410 905774 37405 X 5 2290 0 35115
PHARMACEUTICAL PROD DEV INC COM 71712410 131705 5490 X X 6 5490 0 0
PHARMACEUTICAL PROD DEV INC COM 71712410 3755778 156556 X 6 145756 0 10800
PHARMACEUTICAL PROD DEV INC COM 71712410 1919 80 X 7 80 0 0
PHARMACEUTICAL RES INC COM 71712510 115974 1700 X X 1 1700 0 0
PHARMACEUTICAL RES INC COM 71712510 90164873 1319131 X 3 1319131 0 0
PHARMACEUTICAL RES INC COM 71712510 4599774 67420 X 5 67050 0 370
PHARMACEUTICAL RES INC COM 71712510 66515 975 X X 6 175 400 400
PHARMACEUTICAL RES INC COM 71712510 6746208 98889 X 6 50884 20 47985
PHARMACEUTICAL RES INC COM 71712510 4434 65 X 7 65 0 0
PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 1379703 18370 X 5 7600 0 10770
PHARMOS CORP COM NEW 71713920 41745 16500 X 5 16500 0 0
PHARMACOPEIA INC COM 71713B10 129623 10066 X 5 8754 0 1312
PHARMANETICS INC COM 71713J10 115269 23100 X 5 0 0 23100
PHARMANETICS INC COM 71713J10 990 200 X X 6 200 0 0
PHARMANETICS INC COM 71713J10 51975 10500 X 6 10500 0 0
PHELPS DODGE CORP COM 71726510 1358 28 X 13 0 0 28
PHELPS DODGE CORP COM 71726510 36043394 769362 X 3 769362 0 0
PHELPS DODGE CORP COM 71726510 2707961 57330 X 5 42586 0 14744
PHELPS DODGE CORP COM 71726510 796630 17022 X X 6 8207 7977 838
PHELPS DODGE CORP COM 71726510 6794798 145188 X 6 36480 32 108676
PHILADELPHIA CONS HLDG CORP COM 71752810 128529 2810 X X 6 2810 0 0
PHILADELPHIA CONS HLDG CORP COM 71752810 1713969 37472 X 6 31362 0 6110
PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 8244101 342363 X 3 342363 0 0
PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 2537512 105305 X 5 97317 0 7988
PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 3797464 157702 X X 6 140640 0 17062
PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 462143 19192 X 6 19192 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 236000 20000 X 3 20000 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 12250 1000 X 5 0 0 1000
PHILLIPS VAN HEUSEN CORP COM 71859210 305743 19847 X 5 247 0 19600
PHILLIPS VAN HEUSEN CORP COM 71859210 38726 2580 X X 6 2580 0 0
PHILLIPS VAN HEUSEN CORP COM 71859210 624341 41595 X 6 29445 0 12150
PHOENIX COS INC NEW COM 71902E10 201221 17415 X 5 16897 0 518
PHOENIX COS INC NEW COM 71902E10 96535 8358 X X 6 7622 18 718
PHOENIX COS INC NEW COM 71902E10 294733 25518 X 6 25518 0 0
PHOTOMEDEX INC COM 71935810 18560 8000 X 5 8000 0 0
PHOTOMEDEX INC COM 71935810 58000 25000 X 6 25000 0 0
PHOTON DYNAMICS INC COM 71936410 138670 4770 X 5 4690 0 80
PHOTON DYNAMICS INC COM 71936410 16105 554 X X 6 554 0 0
PHOTON DYNAMICS INC COM 71936410 102879 3539 X 6 3539 0 0
PHOTRONICS INC COM 71940510 4196724 197400 X 3 197400 0 0
PHOTRONICS INC COM 71940510 105675 4945 X 5 4945 0 0
PHOTRONICS INC COM 71940510 464156 21720 X 6 18320 0 3400
PIEDMONT NAT GAS INC COM 72018610 23400 600 X X 4 600 0 0
PIEDMONT NAT GAS INC COM 72018610 19461 499 X 4 499 0 0
PIEDMONT NAT GAS INC COM 72018610 1010890 25884 X 5 14171 0 11713
PIEDMONT NAT GAS INC COM 72018610 3245268 83212 X X 6 72576 10236 400
PIEDMONT NAT GAS INC COM 72018610 4323462 110858 X 6 110418 0 440
PIER 1 IMPORTS INC COM 72027910 50299517 2614320 X 11 2081875 2000 530445
PIER 1 IMPORTS INC COM 72027910 1731350 89987 X 3 89987 0 0
PIER 1 IMPORTS INC COM 72027910 1101097 56674 X 5 39433 0 17241
PIER 1 IMPORTS INC COM 72027910 12891 670 X X 6 670 0 0
PIER 1 IMPORTS INC COM 72027910 517614 26903 X 6 26903 0 0
PIMCO MUNICIPAL INCOME FD COM 72200R10 220528 15752 X 5 0 0 15752
PIMCO MUNICIPAL INCOME FD COM 72200R10 13900 1000 X X 6 1000 0 0
PIMCO CORPORATE INCOME FD COM 72200U10 894987 59389 X 5 30437 0 28952
PIMCO CORPORATE INCOME FD COM 72200U10 6088 404 X X 6 404 0 0
PIMCO CORPORATE INCOME FD COM 72200U10 60 4 X 6 4 0 0
PIMCO MUN INCOME FD II COM 72200W10 593798 42404 X 5 28260 0 14144
PIMCO MUN INCOME FD II COM 72200W10 133313 9536 X X 6 9536 0 0
PIMCO MUN INCOME FD II COM 72200W10 22368 1600 X 6 1600 0 0
PIMCO MUN INCOME FD II COM 72200W10 41940 3000 X 7 3000 0 0
PIMCO STRATEGIC GBL GOV FD I COM 72200X10 656827 55408 X 5 23662 0 31746
PIMCO STRATEGIC GBL GOV FD I COM 72200X10 23805 2014 X X 6 2014 0 0
PIMCO STRATEGIC GBL GOV FD I COM 72200X10 61464 5200 X 6 5200 0 0
PIMCO HIGH INCOME FD COM SHS 72201410 2614882 186752 X 5 165237 0 21515
PIMCO HIGH INCOME FD COM SHS 72201410 4406496 315200 X 9 315200 0 0
PIMCO MUN INCOME FD III COM 72201A10 14200 1000 X 5 1000 0 0
PIMCO MUN INCOME FD III COM 72201A10 17423 1227 X X 6 1227 0 0
PIMCO MUN INCOME FD III COM 72201A10 450140 31700 X 7 31700 0 0
PIMCO CORPORATE OPP FD COM 72201B10 13390 813 X 13 0 0 813
PIMCO CORPORATE OPP FD COM 72201B10 3141845 191158 X 5 72498 0 118660
PIMCO CORPORATE OPP FD COM 72201B10 10729 655 X X 6 655 0 0
PIMCO FLOATING RATE INCOME F COM 72201H10 281366 14050 X 5 11550 0 2500
PINNACLE WEST CAP CORP COM 72348410 4809576 135481 X 3 135481 0 0
PINNACLE WEST CAP CORP COM 72348410 170305 4763 X 5 1790 0 2973
PINNACLE WEST CAP CORP COM 72348410 95495 2690 X 6 2690 0 0
PIONEER CORP JAPAN SPONSORED ADR 72364610 11200 448 X 5 448 0 0
PIONEER CORP JAPAN SPONSORED ADR 72364610 24150 966 X X 6 966 0 0
PIONEER CORP JAPAN SPONSORED ADR 72364610 465025 18601 X 6 17849 0 752
PIONEER HIGH INCOME TR COM 72369H10 13288 864 X 13 0 0 864
PIONEER HIGH INCOME TR COM 72369H10 3083098 200894 X 5 73877 0 127017
PIONEER HIGH INCOME TR COM 72369H10 25993 1700 X X 6 1700 0 0
PIONEER INTREST SHS COM 72370310 457796 41049 X 5 15549 0 25500
PIONEER MUN HIGH INCOME TR COM SHS 72376310 271557 18300 X 5 16800 0 1500
PIONEER NAT RES CO COM 72378710 165456 6423 X 13 0 0 6423
PIONEER NAT RES CO COM 72378710 2938288 115408 X 3 115408 0 0
PIONEER NAT RES CO COM 72378710 2693641 104750 X 5 15731 0 89019
PIONEER NAT RES CO COM 72378710 690959 27139 X X 6 13139 0 14000
PITNEY BOWES INC COM 72447910 337216 8800 X X 1 8800 0 0
PITNEY BOWES INC COM 72447910 214592 5600 X 1 5600 0 0
PITNEY BOWES INC COM 72447910 251460 6405 X 13 0 0 6405
PITNEY BOWES INC COM 72447910 3638906 94961 X 3 94961 0 0
PITNEY BOWES INC COM 72447910 9992677 257063 X 5 105993 0 151070
PITNEY BOWES INC COM 72447910 16446024 429176 X X 6 405826 6800 16550
PITNEY BOWES INC COM 72447910 7783137 203109 X 6 180170 1500 21439
PITNEY BOWES INC COM 72447910 92351 2410 X 7 2410 0 0
PITTSBURGH & W VA RR SH BEN INT 72481910 208347 23542 X 5 23542 0 0
PITTSBURGH & W VA RR SH BEN INT 72481910 21895 2474 X X 6 2474 0 0
PIXAR COM 72581110 4371 64 X 13 0 0 64
PIXAR COM 72581110 1129794 16926 X 5 15910 0 1016
PIXAR COM 72581110 41323 620 X X 6 620 0 0
PIXAR COM 72581110 21328 320 X 6 320 0 0
PLACER DOME INC COM 72590610 57906 4190 X 13 0 0 4190
PLACER DOME INC COM 72590610 6121500 445200 X 3 445200 0 0
PLACER DOME INC COM 72590610 3627911 263826 X 5 259486 0 4340
PLACER DOME INC COM 72590610 178750 13000 X X 6 7100 1500 4400
PLACER DOME INC COM 72590610 48194 3505 X 6 3505 0 0
PLACER DOME INC COM 72590610 2338 170 X X 7 170 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 88412 2894 X 13 0 0 2894
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 653763 21433 X 5 2030 0 19403
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 199833 6650 X X 6 1650 5000 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 10091721 335831 X 6 335831 0 0
PLANAR SYS INC COM 72690010 8317 391 X 5 391 0 0
PLANAR SYS INC COM 72690010 63470 2984 X X 6 2984 0 0
PLANAR SYS INC COM 72690010 447521 21040 X 6 21040 0 0
PLANTRONICS INC NEW COM 72749310 1025049 42943 X 3 42943 0 0
PLANTRONICS INC NEW COM 72749310 4764277 195994 X 5 47890 0 148104
PLEXUS CORP COM 72913210 646806 41622 X 3 41622 0 0
PLEXUS CORP COM 72913210 42488 2692 X 5 1133 0 1559
PLEXUS CORP COM 72913210 20513 1320 X 6 1320 0 0
PLUM CREEK TIMBER CO INC COM 72925110 24422 960 X X 1 960 0 0
PLUM CREEK TIMBER CO INC COM 72925110 91584 3600 X 1 3600 0 0
PLUM CREEK TIMBER CO INC COM 72925110 574944 22600 X 11 0 0 22600
PLUM CREEK TIMBER CO INC COM 72925110 255509 9850 X 13 0 0 9850
PLUM CREEK TIMBER CO INC COM 72925110 1809471 71127 X 3 71127 0 0
PLUM CREEK TIMBER CO INC COM 72925110 7318550 286497 X 5 226365 0 60132
PLUM CREEK TIMBER CO INC COM 72925110 2222642 87368 X X 6 76183 7069 4116
PLUM CREEK TIMBER CO INC COM 72925110 1150371 45219 X 6 45219 0 0
POGO PRODUCING CO COM 73044810 6727521 148576 X 3 148576 0 0
POGO PRODUCING CO COM 73044810 5469070 120657 X 5 109214 0 11443
POGO PRODUCING CO COM 73044810 510124 11266 X X 6 0 2000 9266
POGO PRODUCING CO COM 73044810 746848 16494 X 6 6194 0 10300
POLARIS INDS INC COM 73106810 307723 4150 X 3 4150 0 0
POLARIS INDS INC COM 73106810 6790182 91562 X 5 90694 0 868
POLARIS INDS INC COM 73106810 51905 700 X X 6 450 0 250
POLARIS INDS INC COM 73106810 7637 103 X 6 103 0 0
POLO RALPH LAUREN CORP CL A 73157210 101541 3620 X 13 0 0 3620
POLO RALPH LAUREN CORP CL A 73157210 95650 3493 X 5 1893 0 1600
POLO RALPH LAUREN CORP CL A 73157210 5364 200 X 6 0 0 200
POLYCOM INC COM 73172K10 1608280 96826 X 3 96826 0 0
POLYCOM INC COM 73172K10 92660 5582 X 5 5108 0 474
POLYCOM INC COM 73172K10 63118 3800 X X 6 3800 0 0
POLYCOM INC COM 73172K10 637824 38400 X 6 38400 0 0
POLYMEDICA CORP COM 73173810 37021 1397 X 5 1397 0 0
POLYMEDICA CORP COM 73173810 57240 2160 X X 6 2160 0 0
POLYMEDICA CORP COM 73173810 910540 34360 X 6 34360 0 0
POPULAR INC COM 73317410 159200 4000 X 13 0 0 4000
POPULAR INC COM 73317410 3126250 78549 X 5 78549 0 0
POPULAR INC COM 73317410 857292 21540 X X 6 21540 0 0
POPULAR INC COM 73317410 58546 1471 X 6 1471 0 0
PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 103243 12560 X 13 0 0 12560
PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 188867 23989 X 5 23781 0 208
PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 46716 5936 X X 6 3520 0 2416
PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 23728 3015 X 6 3015 0 0
PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 4730 601 X X 7 601 0 0
POST PPTYS INC COM 73746410 6104721 224191 X 3 224191 0 0
POST PPTYS INC COM 73746410 369071 13499 X 5 2845 0 10654
POST PPTYS INC COM 73746410 113413 4165 X X 6 2815 1000 350
POST PPTYS INC COM 73746410 77279 2838 X 6 2838 0 0
POTASH CORP SASK INC COM 73755L10 711198 9811 X 5 2318 0 7493
POTASH CORP SASK INC COM 73755L10 210310 2981 X X 6 2981 0 0
POTASH CORP SASK INC COM 73755L10 350916 4974 X 6 4674 0 300
POTASH CORP SASK INC COM 73755L10 1058 15 X 7 15 0 0
POTLATCH CORP COM 73762810 835281 28105 X 3 28105 0 0
POTLATCH CORP COM 73762810 35402 1184 X 5 0 0 1184
POTLATCH CORP COM 73762810 13374 450 X X 6 0 450 0
POWELL INDS INC COM 73912810 5331183 317900 X 11 312900 0 5000
POWELL INDS INC COM 73912810 137514 8200 X 3 8200 0 0
POWELL INDS INC COM 73912810 28238 1574 X 5 0 0 1574
POWER INTEGRATIONS INC COM 73927610 18161871 545535 X 3 545535 0 0
POWER INTEGRATIONS INC COM 73927610 473038 14231 X 5 14231 0 0
POWER INTEGRATIONS INC COM 73927610 43378 1305 X X 6 1305 0 0
POWER INTEGRATIONS INC COM 73927610 1501717 45178 X 6 33166 23 11989
POWER-ONE INC COM 73930810 8301313 806736 X 3 806736 0 0
POWER-ONE INC COM 73930810 229056 21057 X 5 2811 0 18246
POWER-ONE INC COM 73930810 1097214 105400 X 6 92050 0 13350
POWERSHARES ETF TRUST DYNAMIC MKT PT 73935X10 1799866 59012 X 5 59012 0 0
POWERWAVE TECHNOLOGIES INC COM 73936310 410086 61760 X 3 61760 0 0
POWERWAVE TECHNOLOGIES INC COM 73936310 125040 18825 X 5 18225 0 600
POWERWAVE TECHNOLOGIES INC COM 73936310 1328 200 X X 6 0 0 200
PRACTICEWORKS INC COM 73941910 22810 1063 X 5 761 0 302
PRACTICEWORKS INC COM 73941910 944057 44012 X X 6 44012 0 0
POZEN INC COM 73941U10 6680246 376140 X 5 376140 0 0
POZEN INC COM 73941U10 88800 5000 X X 6 5000 0 0
PRAECIS PHARMACEUTICALS INC COM 73942110 369050 55000 X 3 55000 0 0
PRAECIS PHARMACEUTICALS INC COM 73942110 10280 1500 X 5 500 0 1000
PRAXAIR INC COM 74005P10 83633 1350 X X 1 1350 0 0
PRAXAIR INC COM 74005P10 188948 3050 X 1 3050 0 0
PRAXAIR INC COM 74005P10 848514 13411 X 13 0 0 13411
PRAXAIR INC COM 74005P10 15794524 253633 X 3 253633 0 0
PRAXAIR INC COM 74005P10 12564022 199350 X 5 37004 0 162346
PRAXAIR INC COM 74005P10 51247828 827245 X X 6 784658 25504 17083
PRAXAIR INC COM 74005P10 64493791 1041062 X 6 967225 1945 71892
PRAXAIR INC COM 74005P10 98129 1584 X 7 1584 0 0
PRAXAIR INC COM 74005P10 3751073 60550 X 8 60550 0 0
PRECIS INC COM 74018410 379925 116900 X 5 0 0 116900
PRECISION CASTPARTS CORP COM 74018910 1818531 51810 X 3 51810 0 0
PRECISION CASTPARTS CORP COM 74018910 900345 25562 X 5 23302 0 2260
PRECISION DRILLING CORP COM 74022D10 669451 17769 X 5 17519 0 250
PREFERRED INCOME FD INC COM 74037G10 722156 46238 X 5 45727 0 511
PREFERRED INCOME FD INC COM 74037G10 63948 4094 X 6 4094 0 0
PREFERRED INCOME OPPORTUNITY COM 74037H10 260964 21114 X 5 7086 0 14028
PREMIER FARNELL PLC SPONSORED ADR 74050U10 13839 1809 X X 6 1809 0 0
PREMIER FARNELL PLC SPONSORED ADR 74050U10 416749 54477 X 6 52767 0 1710
PRENTISS PPTYS TR SH BEN INT 74070610 71152 2295 X 5 2235 0 60
PRENTISS PPTYS TR SH BEN INT 74070610 1528610 49310 X X 6 10010 0 39300
PRENTISS PPTYS TR SH BEN INT 74070610 1285880 41480 X 6 41480 0 0
PRICE COMMUNICATIONS CORP COM NEW 74143730 658353 53093 X 3 53093 0 0
PRICE LEGACY CORP COM 74144P10 42585 12167 X 5 12167 0 0
PRICE T ROWE GROUP INC COM 74144T10 6474354 156916 X 3 156916 0 0
PRICE T ROWE GROUP INC COM 74144T10 2478720 59937 X 5 54141 0 5796
PRICE T ROWE GROUP INC COM 74144T10 1178957 28560 X X 6 24960 1100 2500
PRICE T ROWE GROUP INC COM 74144T10 880915 21340 X 6 21140 0 200
PRICE T ROWE GROUP INC COM 74144T10 268320 6500 X 8 6500 0 0
PRICELINE COM INC COM NEW 74150340 318977 10984 X 5 10947 0 37
PRICELINE COM INC COM NEW 74150340 1917 66 X 6 66 0 0
PRIDE INTL INC DEL COM 74153Q10 40980540 2417731 X 11 1887875 2100 527756
PRIDE INTL INC DEL COM 74153Q10 3094612 181131 X 3 181131 0 0
PRIDE INTL INC DEL COM 74153Q10 112585 6614 X 5 4844 0 1770
PRIDE INTL INC DEL COM 74153Q10 55935 3300 X X 6 3300 0 0
PRIDE INTL INC DEL COM 74153Q10 285184 16825 X 6 16825 0 0
PRIME MED SVCS INC NEW COM 74156D10 101806 22668 X 5 20668 0 2000
PRIMUS KNOWLEDGE SOLUTIONS I COM 74163Q10 26215 17500 X 5 500 0 17000
PRIMA ENERGY CORP COM PAR $0.015 74190120 4261089 168756 X 3 168756 0 0
PRIME HOSPITALITY CORP COM 74191710 475595 53500 X 5 100 0 53400
PRIMUS TELECOMMUNICATIONS GR COM 74192910 1065825 157900 X 3 157900 0 0
PRIMUS TELECOMMUNICATIONS GR COM 74192910 33669 4988 X 5 4988 0 0
PRIMUS TELECOMMUNICATIONS GR COM 74192910 180225 26700 X X 6 26700 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V10 4057242 130921 X 3 130921 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V10 510082 16447 X 5 15994 0 453
PRINCIPAL FINANCIAL GROUP IN COM 74251V10 216465 6985 X X 6 5585 1400 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V10 3224324 104044 X 6 9334 200 94510
PRIORITY HEALTHCARE CORP CL B 74264T10 1098890 53500 X 3 53500 0 0
PRIORITY HEALTHCARE CORP CL B 74264T10 128135 6194 X 5 5094 0 1100
PRIORITY HEALTHCARE CORP CL B 74264T10 38975 1892 X X 6 1892 0 0
PRIORITY HEALTHCARE CORP CL B 74264T10 168117 8161 X 6 8161 0 0
PRIORITY HEALTHCARE CORP CL B 74264T10 1133 55 X 7 55 0 0
PROASSURANCE CORP COM 74267C10 3612300 139849 X 3 139849 0 0
PROASSURANCE CORP COM 74267C10 1426 53 X 5 0 0 53
PROASSURANCE CORP COM 74267C10 158286 6128 X 6 0 0 6128
PRIVATE BUSINESS INC COM NEW 74267D20 29947 29075 X 5 0 0 29075
PROCTER & GAMBLE CO COM 74271810 7595925 81835 X X 1 81235 600 0
PROCTER & GAMBLE CO COM 74271810 5783243 62306 X 1 62206 0 100
PROCTER & GAMBLE CO COM 74271810 460202 4958 X 11 0 0 4958
PROCTER & GAMBLE CO COM 74271810 821197 8738 X 13 0 0 8738
PROCTER & GAMBLE CO COM 74271810 151563179 1631081 X 3 1631081 0 0
PROCTER & GAMBLE CO COM 74271810 1856 20 X X 4 20 0 0
PROCTER & GAMBLE CO COM 74271810 122430 1319 X 4 1319 0 0
PROCTER & GAMBLE CO COM 74271810 30201035 323789 X 5 197116 0 126673
PROCTER & GAMBLE CO COM 74271810 201567819 2171599 X X 6 1950484 107837 113278
PROCTER & GAMBLE CO COM 74271810 257464071 2773800 X 6 2396058 2538 375204
PROCTER & GAMBLE CO COM 74271810 6497 70 X X 7 70 0 0
PROCTER & GAMBLE CO COM 74271810 719541 7752 X 7 7752 0 0
PRIVATEBANCORP INC COM 74296210 2846864 85982 X 3 85982 0 0
PRIVATEBANCORP INC COM 74296210 8145 246 X 5 246 0 0
PRIVATEBANCORP INC COM 74296210 124361 3756 X 6 0 0 3756
PROGENICS PHARMACEUTICALS IN COM 74318710 516600 30000 X 3 30000 0 0
PROGENICS PHARMACEUTICALS IN COM 74318710 11991 700 X 5 700 0 0
PROGRESS ENERGY INC COM 74326310 355680 8000 X X 1 8000 0 0
PROGRESS ENERGY INC COM 74326310 107282 2413 X 1 2413 0 0
PROGRESS ENERGY INC COM 74326310 199093 4449 X 13 0 0 4449
PROGRESS ENERGY INC COM 74326310 4251532 94626 X 3 94626 0 0
PROGRESS ENERGY INC COM 74326310 15116 340 X X 4 340 0 0
PROGRESS ENERGY INC COM 74326310 6677995 149452 X 5 34493 0 114959
PROGRESS ENERGY INC COM 74326310 14194046 319254 X X 6 268047 20051 31156
PROGRESS ENERGY INC COM 74326310 16117410 362515 X 6 344526 0 17989
PROGRESS ENERGY INC COM 74326310 72088 1621 X X 7 1621 0 0
PROGRESS ENERGY INC COM 74326310 934 21 X 7 21 0 0
PROGRESS SOFTWARE CORP COM 74331210 9350 425 X 13 0 0 425
PROGRESS SOFTWARE CORP COM 74331210 1724279 80199 X 3 80199 0 0
PROGRESS SOFTWARE CORP COM 74331210 60884 2796 X 5 1696 0 1100
PROGRESS SOFTWARE CORP COM 74331210 18494 855 X X 6 855 0 0
PROGRESS SOFTWARE CORP COM 74331210 150891 6976 X 6 3450 0 3526
PROGRESSIVE CORP OHIO COM 74331510 13104 182 X 13 0 0 182
PROGRESSIVE CORP OHIO COM 74331510 6050719 87552 X 3 87552 0 0
PROGRESSIVE CORP OHIO COM 74331510 25225 365 X 4 365 0 0
PROGRESSIVE CORP OHIO COM 74331510 2479332 35438 X 5 24984 0 10454
PROGRESSIVE CORP OHIO COM 74331510 6275257 90801 X X 6 48832 2200 39769
PROGRESSIVE CORP OHIO COM 74331510 3868985 55983 X 6 40622 0 15361
PROGRESSIVE CORP OHIO COM 74331510 3110 45 X X 7 45 0 0
PROGRESSIVE CORP OHIO COM 74331510 35937 520 X 7 520 0 0
PROLOGIS SH BEN INT 74341010 9138 300 X 13 0 0 300
PROLOGIS SH BEN INT 74341010 6955564 229936 X 3 229936 0 0
PROLOGIS SH BEN INT 74341010 3177381 104555 X 5 35070 0 69485
PROLOGIS SH BEN INT 74341010 6050 200 X X 6 200 0 0
PROLOGIS SH BEN INT 74341010 163653 5410 X 6 1010 0 4400
PROQUEST COMPANY COM 74346P10 511033 18770 X 5 850 0 17920
PROSPECT STR HIGH INCOME PTF COM NEW 74358640 24390 9000 X 13 0 0 9000
PROSPECT STR HIGH INCOME PTF COM NEW 74358640 331 125 X X 6 125 0 0
PROSPECT STR HIGH INCOME PTF COM NEW 74358640 6710 2532 X 6 2532 0 0
PROSPERITY BANCSHARES INC COM 74360610 24052064 1128675 X 11 944750 0 183925
PROSPERITY BANCSHARES INC COM 74360610 162489 7625 X 6 7625 0 0
PROTECTIVE LIFE CORP COM 74367410 2014606 67491 X 3 67491 0 0
PROTECTIVE LIFE CORP COM 74367410 180587 5949 X 5 1096 0 4853
PROTECTIVE LIFE CORP COM 74367410 266262 8920 X X 6 8920 0 0
PROTECTIVE LIFE CORP COM 74367410 508226 17026 X 6 13176 0 3850
PROTEIN DESIGN LABS INC COM 74369L10 8391946 603225 X 3 603225 0 0
PROTEIN DESIGN LABS INC COM 74369L10 158628 11390 X 5 6000 0 5390
PROTEIN DESIGN LABS INC COM 74369L10 16101 1146 X X 6 1146 0 0
PROTEIN DESIGN LABS INC COM 74369L10 947392 67430 X 6 59269 61 8100
PROTON ENERGY SYS INC COM 74371K10 25401 9200 X 5 0 0 9200
PROTON ENERGY SYS INC COM 74371K10 2600 1000 X X 6 0 0 1000
PROTON ENERGY SYS INC COM 74371K10 1300 500 X 6 500 0 0
PROVIDENT BANKSHARES CORP COM 74385910 280205 9404 X 5 1002 0 8402
PROVIDENT FINL GROUP INC COM 74386610 1336208 47790 X 3 47790 0 0
PROVIDENT FINL GROUP INC COM 74386610 6201 215 X 5 0 0 215
PROVIDENT FINL GROUP INC COM 74386610 27970 1000 X X 6 1000 0 0
PROVIDENT FINL GROUP INC COM 74386610 41955 1500 X 6 1500 0 0
PROVIDIAN FINL CORP COM 74406A10 1183586 98550 X 13 0 0 98550
PROVIDIAN FINL CORP COM 74406A10 1329759 112787 X 3 112787 0 0
PROVIDIAN FINL CORP COM 74406A10 762094 64300 X 5 46130 0 18170
PROVIDIAN FINL CORP COM 74406A10 1369609 116167 X X 6 108291 4344 3532
PROVIDIAN FINL CORP COM 74406A10 5264718 446541 X 6 389911 0 56630
PROXIM CORP CL A 74428310 18391 12311 X 5 10800 0 1511
PROXIM CORP CL A 74428310 206736 137824 X X 6 137824 0 0
PRUDENTIAL FINL INC COM 74432010 9887810 213819 X 3 213819 0 0
PRUDENTIAL FINL INC COM 74432010 15093 404 X 4 404 0 0
PRUDENTIAL FINL INC COM 74432010 124895 3332 X 5 1462 0 1870
PRUDENTIAL FINL INC COM 74432010 432816 11585 X X 6 4485 1000 6100
PRUDENTIAL FINL INC COM 74432010 28200075 754820 X 6 680674 0 74146
PRUDENTIAL PLC ADR 74435K20 181241 13086 X 5 13086 0 0
PUBLIC SVC ENTERPRISE GROUP COM 74457310 45654 1087 X 1 1087 0 0
PUBLIC SVC ENTERPRISE GROUP COM 74457310 6720 160 X 11 0 0 160
PUBLIC SVC ENTERPRISE GROUP COM 74457310 6614 157 X 13 0 0 157
PUBLIC SVC ENTERPRISE GROUP COM 74457310 14290542 339806 X 3 339806 0 0
PUBLIC SVC ENTERPRISE GROUP COM 74457310 2452972 58354 X 5 42171 0 16183
PUBLIC SVC ENTERPRISE GROUP COM 74457310 10596786 252304 X X 6 209199 17723 25382
PUBLIC SVC ENTERPRISE GROUP COM 74457310 10390968 247404 X 6 160919 0 86485
PUBLIC SVC ENTERPRISE GROUP COM 74457310 21 1 X X 7 1 0 0
PUBLIC SVC ENTERPRISE GROUP COM 74457310 5040 120 X 7 120 0 0
PUBLIC STORAGE INC COM 74460D10 149074 3800 X 3 3800 0 0
PUBLIC STORAGE INC COM 74460D10 307930 7813 X 5 4061 0 3752
PUBLIC STORAGE INC COM 74460D10 132872 3387 X X 6 3387 0 0
PUBLIC STORAGE INC COM 74460D10 114159 2910 X 6 2910 0 0
PUBLIC STORAGE INC COM A DP1/1000 74460D72 11316 400 X 13 0 0 400
PUBLIC STORAGE INC COM A DP1/1000 74460D72 404506 14302 X 5 698 0 13604
PUBLIC STORAGE INC COM A DP1/1000 74460D72 5630 200 X 6 0 0 200
PUBLICIS S A NEW SPONSORED ADR 74463M10 1516350 55000 X 3 55000 0 0
PUBLICIS S A NEW SPONSORED ADR 74463M10 4191 152 X 6 152 0 0
PUGET ENERGY INC NEW COM 74531010 2067867 92192 X 3 92192 0 0
PUGET ENERGY INC NEW COM 74531010 104002 4628 X 5 3320 0 1308
PUGET ENERGY INC NEW COM 74531010 54796 2443 X X 6 1391 1052 0
PUGET ENERGY INC NEW COM 74531010 163201 7276 X 6 7016 0 260
PULITZER INC COM 74576910 25280952 485239 X 3 485239 0 0
PULITZER INC COM 74576910 85965 1650 X 6 0 0 1650
PULTE HOMES INC COM 74586710 706248 9964 X 13 0 0 9964
PULTE HOMES INC COM 74586710 8942499 131488 X 3 131488 0 0
PULTE HOMES INC COM 74586710 842436 12345 X 5 11351 0 994
PULTE HOMES INC COM 74586710 627120 9221 X X 6 300 0 8921
PULTE HOMES INC COM 74586710 3578346 52615 X 6 14812 0 37803
PUMATECH INC COM 74588710 156468 32860 X 5 32800 0 60
PUTNAM HIGH INCOME OPP TR SH BEN INT 74647910 422195 23850 X 5 23650 0 200
PUTNAM HIGH INCOME OPP TR SH BEN INT 74647910 7434 420 X 6 420 0 0
PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 136732 18245 X 5 17145 0 1100
PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 3745 500 X X 6 500 0 0
PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 11235 1500 X 6 1500 0 0
PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 212641 31179 X 5 31179 0 0
PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 20255 2970 X X 6 2970 0 0
PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 9091 1333 X 6 1333 0 0
PUTNAM INVT GRADE MUN TR COM 74680510 70440 6373 X 5 5748 0 625
PUTNAM INVT GRADE MUN TR COM 74680510 56079 5075 X X 6 5075 0 0
PUTNAM INVT GRADE MUN TR COM 74680510 18409 1666 X 6 1666 0 0
PUTNAM MANAGED HIGH YIELD TR SH BEN INT 74681910 722209 86090 X 5 75016 0 11074
PUTNAM MANAGED HIGH YIELD TR SH BEN INT 74681910 8380 1000 X X 6 1000 0 0
PUTNAM MANAGED MUN INCOM TR COM 74682310 314877 41423 X 5 35223 0 6200
PUTNAM MANAGED MUN INCOM TR COM 74682310 171182 22524 X X 6 3700 18824 0
PUTNAM MANAGED MUN INCOM TR COM 74682310 54750 7204 X 6 7204 0 0
PUTNAM MASTER INCOME TR SH BEN INT 74683K10 219974 32666 X 5 13154 0 19512
PUTNAM MASTER INCOME TR SH BEN INT 74683K10 78996 11721 X X 6 11721 0 0
PUTNAM MASTER INCOME TR SH BEN INT 74683K10 209213 31041 X 6 31041 0 0
PUTNAM MUN BD FD INC SH BEN INT 74683V10 6250 500 X 13 0 0 500
PUTNAM MUN BD FD INC SH BEN INT 74683V10 75625 6019 X 5 4261 0 1758
PUTNAM MUN BD FD INC SH BEN INT 74683V10 79455 6311 X X 6 6311 0 0
PUTNAM MUN BD FD INC SH BEN INT 74683V10 29725 2361 X 6 2361 0 0
PUTNAM PREMIER INCOME TR SH BEN INT 74685310 33975 5292 X 13 0 0 5292
PUTNAM PREMIER INCOME TR SH BEN INT 74685310 522014 81901 X 5 63180 0 18721
PUTNAM PREMIER INCOME TR SH BEN INT 74685310 166441 26170 X X 6 26170 0 0
PUTNAM PREMIER INCOME TR SH BEN INT 74685310 38294 6021 X 6 5521 0 500
PUTNAM PREMIER INCOME TR SH BEN INT 74685310 127200 20000 X 9 20000 0 0
PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 5168 800 X 13 0 0 800
PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 1029779 160129 X 5 93086 0 67043
PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 15333 2392 X X 6 2392 0 0
PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 1186 185 X 6 185 0 0
PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 167301 26100 X 9 26100 0 0
PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 125676 10325 X 5 9625 0 700
PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 111343 9149 X X 6 9149 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 95959 7440 X 5 3440 0 4000
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 27011 2089 X X 6 2089 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 81343 6291 X 6 6291 0 0
QLT INC COM 74692710 882944 55174 X 5 19601 0 35573
QLT INC COM 74692710 12792 800 X 6 800 0 0
QLOGIC CORP COM 74727710 51835529 1097414 X 3 1097414 0 0
QLOGIC CORP COM 74727710 1739 37 X 4 37 0 0
QLOGIC CORP COM 74727710 3092274 65665 X 5 54007 0 11658
QLOGIC CORP COM 74727710 358028 7616 X X 6 4575 0 3041
QLOGIC CORP COM 74727710 4871458 103626 X 6 66238 338 37050
QLOGIC CORP COM 74727710 21625 460 X 7 460 0 0
QUAKER CHEM CORP COM 74731610 88611 3730 X 5 2000 0 1730
QUAKER CHEM CORP COM 74731610 290750 12500 X X 6 12500 0 0
QUAKER CHEM CORP COM 74731610 18608 800 X 6 800 0 0
QUAKER CITY BANCORP INC COM 74731K10 213880 5347 X 6 5347 0 0
QUALCOMM INC COM 74752510 401944 9491 X 13 0 0 9491
QUALCOMM INC COM 74752510 72677007 1742308 X 3 1742308 0 0
QUALCOMM INC COM 74752510 4167 100 X X 4 100 0 0
QUALCOMM INC COM 74752510 1500 36 X 4 36 0 0
QUALCOMM INC COM 74752510 12359625 295040 X 5 199003 0 96037
QUALCOMM INC COM 74752510 3404189 81694 X X 6 53202 3000 25492
QUALCOMM INC COM 74752510 13817147 331585 X 6 129162 275 202148
QUALCOMM INC COM 74752510 19835 476 X 7 476 0 0
QUANEX CORP COM 74762010 19845168 590630 X 3 590630 0 0
QUANEX CORP COM 74762010 52387 1514 X 5 281 0 1233
QUANEX CORP COM 74762010 87360 2600 X 6 270 0 2330
QUANTA SVCS INC COM 74762E10 2491040 301214 X 3 301214 0 0
QUANTA SVCS INC COM 74762E10 31343 3660 X 5 1160 0 2500
QUANTUM FUEL SYS TECH WORLDW COM 74765E10 332160 49205 X 5 49005 0 200
QUANTUM CORP COM DSSG 74790620 6404 1889 X 13 0 0 1889
QUANTUM CORP COM DSSG 74790620 5509082 1788663 X 3 1788663 0 0
QUANTUM CORP COM DSSG 74790620 20578 6572 X 5 5488 0 1084
QUANTUM CORP COM DSSG 74790620 32962 10702 X 6 5902 0 4800
Q MED COM 74791410 169068 26700 X 5 1400 0 25300
QUEST DIAGNOSTICS INC COM 74834L10 5623450 92735 X 3 92735 0 0
QUEST DIAGNOSTICS INC COM 74834L10 3314884 54473 X 5 39922 0 14551
QUEST DIAGNOSTICS INC COM 74834L10 691781 11408 X X 6 11132 222 54
QUEST DIAGNOSTICS INC COM 74834L10 811363 13380 X 6 392 0 12988
QUEST DIAGNOSTICS INC COM 74834L10 1497808 24700 X 8 24700 0 0
QUESTAR CORP COM 74835610 2503405 81253 X 3 81253 0 0
QUESTAR CORP COM 74835610 1063353 34406 X 5 24705 0 9701
QUESTAR CORP COM 74835610 82324 2672 X X 6 2072 0 600
QUESTAR CORP COM 74835610 230674 7487 X 6 7487 0 0
QUIKSILVER INC COM 74838C10 3394862 212844 X 3 212844 0 0
QUIKSILVER INC COM 74838C10 798000 48350 X 5 12593 0 35757
QUIKSILVER INC COM 74838C10 151429 9494 X 6 127 0 9367
QUIDEL CORP COM 74838J10 712265 97437 X 5 0 0 97437
QUINTON CARDIOLOGY SYS INC COM 74877310 103353 14295 X 5 14295 0 0
QWEST COMMUNICATIONS INTL IN COM 74912110 12530 3500 X 13 0 0 3500
QWEST COMMUNICATIONS INTL IN COM 74912110 2240682 659024 X 3 659024 0 0
QWEST COMMUNICATIONS INTL IN COM 74912110 329964 94357 X 5 43524 0 50833
QWEST COMMUNICATIONS INTL IN COM 74912110 278979 82053 X X 6 62728 2720 16605
QWEST COMMUNICATIONS INTL IN COM 74912110 784676 230787 X 6 145347 1000 84440
RCN CORP COM 74936110 184000 100000 X 3 100000 0 0
RCN CORP COM 74936110 4411 2350 X 5 2050 0 300
RCN CORP COM 74936110 30124 16372 X X 6 2800 13572 0
RCN CORP COM 74936110 4416 2400 X 6 2400 0 0
R H DONNELLEY CORP COM NEW 74955W30 6466 160 X 1 160 0 0
R H DONNELLEY CORP COM NEW 74955W30 1615996 39990 X 3 39990 0 0
R H DONNELLEY CORP COM NEW 74955W30 1041630 25429 X 5 350 0 25079
R H DONNELLEY CORP COM NEW 74955W30 490052 12127 X X 6 11727 60 340
R H DONNELLEY CORP COM NEW 74955W30 1777878 43996 X 6 42246 0 1750
RLI CORP COM 74960710 10791176 327800 X 11 287000 0 40800
RLI CORP COM 74960710 7736 235 X X 6 235 0 0
RLI CORP COM 74960710 119500 3630 X 6 3630 0 0
R O C TAIWAN FD SH BEN INT 74965110 1800 400 X 5 0 0 400
R O C TAIWAN FD SH BEN INT 74965110 1999397 445300 X 9 445300 0 0
RPM INTL INC COM 74968510 1478496 113208 X 3 113208 0 0
RPM INTL INC COM 74968510 906492 69087 X 5 58547 0 10540
RPM INTL INC COM 74968510 141505 10835 X X 6 10485 0 350
RPM INTL INC COM 74968510 237992 18223 X 6 18223 0 0
RSA SEC INC COM 74971910 1098 75 X 13 0 0 75
RSA SEC INC COM 74971910 4261323 298412 X 3 298412 0 0
RSA SEC INC COM 74971910 563034 38587 X 5 7230 0 31357
RSA SEC INC COM 74971910 437368 30415 X 6 26915 0 3500
RF MICRODEVICES INC COM 74994110 1667940 180513 X 3 180513 0 0
RF MICRODEVICES INC COM 74994110 380915 40745 X 5 23022 0 17723
RF MICRODEVICES INC COM 74994110 65983 7141 X X 6 6183 958 0
RF MICRODEVICES INC COM 74994110 272968 29542 X 6 29542 0 0
RADIAN GROUP INC COM 75023610 18121771 408148 X 11 354445 0 53703
RADIAN GROUP INC COM 75023610 52778 1135 X 13 0 0 1135
RADIAN GROUP INC COM 75023610 4260802 95441 X 3 95441 0 0
RADIAN GROUP INC COM 75023610 2044066 46015 X 5 45539 0 476
RADIAN GROUP INC COM 75023610 631324 14219 X X 6 8389 5830 0
RADIAN GROUP INC COM 75023610 413542 9314 X 6 9314 0 0
RADIAN GROUP INC COM 75023610 39960 900 X 8 900 0 0
RADIO ONE INC CL D NON VTG 75040P40 8109092 564700 X 3 564700 0 0
RADIO ONE INC CL D NON VTG 75040P40 25456 1700 X 5 500 0 1200
RADIO ONE INC CL D NON VTG 75040P40 1076282 74950 X 6 65500 0 9450
RADIOSHACK CORP COM 75043810 4262 150 X 11 0 0 150
RADIOSHACK CORP COM 75043810 477027 16489 X 13 0 0 16489
RADIOSHACK CORP COM 75043810 12295876 432801 X 3 432801 0 0
RADIOSHACK CORP COM 75043810 3714329 130717 X 5 129449 0 1268
RADIOSHACK CORP COM 75043810 1277882 44980 X X 6 20093 1225 23662
RADIOSHACK CORP COM 75043810 3745091 131823 X 6 24085 13850 93888
RAILAMERICA INC COM 75075310 6837086 795010 X 3 795010 0 0
RAILAMERICA INC COM 75075310 3440 400 X 5 400 0 0
RAILAMERICA INC COM 75075310 1720 200 X X 6 0 200 0
RAINBOW TECHNOLOGIES INC COM 75086210 435556 47343 X 13 0 0 47343
RAINBOW TECHNOLOGIES INC COM 75086210 2280988 249561 X 3 249561 0 0
RAINBOW TECHNOLOGIES INC COM 75086210 100531 10999 X 6 0 0 10999
RAMBUS INC DEL COM 75091710 85200 5000 X 13 0 0 5000
RAMBUS INC DEL COM 75091710 204102 12029 X 5 4360 0 7669
RAMBUS INC DEL COM 75091710 21555 1280 X X 6 1280 0 0
RANDGOLD RES LTD ADR 75234430 15754816 684992 X 3 684992 0 0
RANDGOLD RES LTD ADR 75234430 166642 7282 X 5 1657 0 5625
RARE HOSPITALITY INTL INC COM 75382010 4978836 199873 X 3 199873 0 0
RARE HOSPITALITY INTL INC COM 75382010 7695 300 X 5 0 0 300
RARE HOSPITALITY INTL INC COM 75382010 34874 1400 X X 6 1400 0 0
RARE HOSPITALITY INTL INC COM 75382010 919852 36927 X 6 33552 0 3375
RAVEN INDS INC COM 75421210 7264380 295300 X 11 272200 0 23100
RAYMOND JAMES FINANCIAL INC COM 75473010 21347 572 X 13 0 0 572
RAYMOND JAMES FINANCIAL INC COM 75473010 69916 1911 X 5 1446 0 465
RAYMOND JAMES FINANCIAL INC COM 75473010 72337 1990 X X 6 1990 0 0
RAYMOND JAMES FINANCIAL INC COM 75473010 776981 21375 X 6 14805 0 6570
RAYONIER INC COM 75490710 1666589 41049 X 3 41049 0 0
RAYONIER INC COM 75490710 3282707 80564 X 5 63225 0 17339
RAYONIER INC COM 75490710 522522 12870 X X 6 11366 1054 450
RAYONIER INC COM 75490710 301008 7414 X 6 7414 0 0
RAYOVAC CORP COM 75508110 31419244 2152003 X 11 1690410 0 461593
RAYOVAC CORP COM 75508110 94966 6310 X 13 0 0 6310
RAYOVAC CORP COM 75508110 3177091 217609 X 3 217609 0 0
RAYOVAC CORP COM 75508110 299782 20533 X 5 20533 0 0
RAYTHEON CO COM NEW 75511150 4004 143 X 1 143 0 0
RAYTHEON CO COM NEW 75511150 194638 6827 X 13 0 0 6827
RAYTHEON CO COM NEW 75511150 5693576 162421 X 3 162421 0 0
RAYTHEON CO COM NEW 75511150 13104 468 X 4 468 0 0
RAYTHEON CO COM NEW 75511150 8033048 285369 X 5 201590 0 83779
RAYTHEON CO COM NEW 75511150 4455584 159128 X X 6 139163 6815 13150
RAYTHEON CO COM NEW 75511150 3740352 133584 X 6 82362 0 51222
RAYTHEON CO COM NEW 75511150 6440 230 X X 7 230 0 0
RAYTHEON CO COM NEW 75511150 41972 1499 X 7 1499 0 0
READERS DIGEST ASSN INC COM 75526710 1355561 96895 X 3 96895 0 0
READERS DIGEST ASSN INC COM 75526710 1136663 81105 X 5 14292 0 66813
READERS DIGEST ASSN INC COM 75526710 90935 6500 X X 6 6500 0 0
READERS DIGEST ASSN INC COM 75526710 20985 1500 X 6 1500 0 0
REALNETWORKS INC COM 75605L10 355429 54842 X 5 54315 0 527
REALNETWORKS INC COM 75605L10 8748 1350 X X 6 1350 0 0
REALNETWORKS INC COM 75605L10 54756 8450 X 6 5450 0 3000
REALTY INCOME CORP COM 75610910 21584 543 X 13 0 0 543
REALTY INCOME CORP COM 75610910 2449176 61617 X 5 823 0 60794
REALTY INCOME CORP COM 75610910 136793 3450 X X 6 3250 0 200
REALTY INCOME CORP COM 75610910 2776 70 X 6 70 0 0
RECKSON ASSOCS RLTY CORP COM 75621K10 7399799 320199 X 3 320199 0 0
RECKSON ASSOCS RLTY CORP COM 75621K10 98224 4210 X 5 1000 0 3210
RECKSON ASSOCS RLTY CORP COM 75621K10 763 33 X 6 33 0 0
RED HAT INC COM 75657710 2010 200 X 13 0 0 200
RED HAT INC COM 75657710 81440 8125 X 5 4323 0 3802
RED HAT INC COM 75657710 7000 700 X X 6 200 0 500
RED HAT INC COM 75657710 29500 2950 X 6 2950 0 0
REDWOOD TR INC COM 75807540 8638 200 X 13 0 0 200
REDWOOD TR INC COM 75807540 219489 5158 X 5 4158 0 1000
REDWOOD TR INC COM 75807540 8946 211 X 6 211 0 0
REEBOK INTL LTD COM 75811010 17282 504 X 13 0 0 504
REEBOK INTL LTD COM 75811010 4033798 120664 X 3 120664 0 0
REEBOK INTL LTD COM 75811010 1125587 33387 X 5 22387 0 11000
REEBOK INTL LTD COM 75811010 94707 2833 X X 6 2833 0 0
REEBOK INTL LTD COM 75811010 1624197 48585 X 6 16439 0 32146
REEBOK INTL LTD DBCV 4.250% 3/ 758110AE 101400 96000 X 5 96000 0 0
REED ELSEVIER P L C SPONSORED ADR 75820510 1042800 33000 X 3 33000 0 0
REED ELSEVIER P L C SPONSORED ADR 75820510 7089 221 X 5 10 0 211
REED ELSEVIER P L C SPONSORED ADR 75820510 65096 2060 X 6 2060 0 0
REGAL ENTMT GROUP CL A 75876610 424380 22000 X 5 0 0 22000
REGENCY CTRS CORP COM 75884910 38289 1049 X 13 0 0 1049
REGENCY CTRS CORP COM 75884910 20805 570 X 5 0 0 570
REGENCY CTRS CORP COM 75884910 449570 12200 X X 6 200 4000 8000
REGENCY CTRS CORP COM 75884910 73921 2006 X 6 6 0 2000
REGENT COMMUNICATIONS INC DE COM 75886510 14109 2313 X X 6 2313 0 0
REGENT COMMUNICATIONS INC DE COM 75886510 99235 16268 X 6 16268 0 0
REGENERON PHARMACEUTICALS COM 75886F10 4046430 229000 X 3 229000 0 0
REGENERON PHARMACEUTICALS COM 75886F10 71962 4073 X 5 3973 0 100
REGENERON PHARMACEUTICALS COM 75886F10 1767 100 X 6 100 0 0
REGIS CORP MINN COM 75893210 2247 70 X 11 0 0 70
REGIS CORP MINN COM 75893210 6720147 209185 X 5 203287 0 5898
REGIS CORP MINN COM 75893210 3210 100 X 6 100 0 0
REGIONS FINL CORP COM 75894010 2992149 87362 X 3 87362 0 0
REGIONS FINL CORP COM 75894010 597460 17407 X 5 16149 0 1258
REGIONS FINL CORP COM 75894010 1225876 35792 X X 6 24096 5696 6000
REGIONS FINL CORP COM 75894010 7453519 217621 X 6 161580 200 55841
REHABCARE GROUP INC COM 75914810 200545 11534 X 5 1019 0 10515
REGISTER COM INC COM 75914G10 1114412 247098 X 3 247098 0 0
REINSURANCE GROUP AMER INC COM 75935110 191005 4683 X 5 4143 0 540
REINSURANCE GROUP AMER INC COM 75935110 29666 728 X 6 728 0 0
RELIANT RES INC COM 75952B10 440516 85004 X 5 44268 0 40736
RELIANT RES INC COM 75952B10 238167 46517 X X 6 44709 1808 0
RELIANT RES INC COM 75952B10 34724 6782 X 6 6782 0 0
RENAL CARE GROUP INC COM 75993010 6498745 190300 X 3 190300 0 0
RENAL CARE GROUP INC COM 75993010 78365 2300 X 5 1100 0 1200
RENAL CARE GROUP INC COM 75993010 12123 355 X X 6 355 0 0
RENAL CARE GROUP INC COM 75993010 135063 3955 X 6 3955 0 0
RENT A CTR INC NEW COM 76009N10 9687901 299935 X 3 299935 0 0
RENT A CTR INC NEW COM 76009N10 560795 17278 X 5 9689 0 7589
RENT A CTR INC NEW COM 76009N10 314306 9755 X 6 1005 0 8750
RENT WAY INC COM 76009U10 207705 38896 X 5 0 0 38896
RENTECH INC COM 76011210 3480 5500 X 5 500 0 5000
RENTECH INC COM 76011210 6600 10000 X 6 10000 0 0
REPSOL YPF S A SPONSORED ADR 76026T20 4941 300 X X 1 300 0 0
REPSOL YPF S A SPONSORED ADR 76026T20 170340 10020 X 13 0 0 10020
REPSOL YPF S A SPONSORED ADR 76026T20 343174 20807 X 5 19896 0 911
REPSOL YPF S A SPONSORED ADR 76026T20 79188 4808 X X 6 3188 0 1620
REPSOL YPF S A SPONSORED ADR 76026T20 161735 9820 X 6 6820 0 3000
REPSOL YPF S A SPONSORED ADR 76026T20 2619 159 X X 7 159 0 0
REPTRON ELECTRONICS INC COM 76026W10 42570 129000 X 5 129000 0 0
REPUBLIC BANCORP INC COM 76028210 29226288 2194165 X 11 1529932 0 664233
REPUBLIC BANCORP INC COM 76028210 3820 278 X 13 0 0 278
REPUBLIC BANCORP INC COM 76028210 10044 731 X 5 0 0 731
REPUBLIC BANCORP INC COM 76028210 1 0 X X 6 0 0 0
REPUBLIC FIRST BANCORP INC COM 76041610 157132 13305 X 6 13305 0 0
REPUBLIC SVCS INC COM 76075910 3571098 157734 X 3 157734 0 0
REPUBLIC SVCS INC COM 76075910 128624 5687 X 5 4762 0 925
REPUBLIC SVCS INC COM 76075910 136746 6040 X X 6 6040 0 0
REPUBLIC SVCS INC COM 76075910 1240468 54791 X 6 46431 0 8360
RESMED INC COM 76115210 2775138 63100 X 3 63100 0 0
RESMED INC COM 76115210 38087 866 X 5 866 0 0
RESMED INC COM 76115210 8796 200 X X 6 0 200 0
RESMED INC COM 76115210 259482 5900 X 6 0 0 5900
RESORTQUEST INTL INC COM 76118310 148500 22500 X 5 22500 0 0
RESOURCE AMERICA INC CL A 76119520 11279 951 X 5 951 0 0
RESOURCE AMERICA INC CL A 76119520 307293 25910 X X 6 25910 0 0
RESOURCE AMERICA INC CL A 76119520 1746195 147234 X 6 147234 0 0
RESPIRONICS INC COM 76123010 8842273 210900 X 3 210900 0 0
RESPIRONICS INC COM 76123010 500028 11752 X 5 344 0 11408
RESPIRONICS INC COM 76123010 20622 493 X X 6 493 0 0
RESPIRONICS INC COM 76123010 1137149 27185 X 6 24114 21 3050
RETAIL HOLDRS TR DEP RCPT 76127U10 7960806 93800 X 5 93800 0 0
RETEK INC COM 76128Q10 2834521 419929 X 3 419929 0 0
RETEK INC COM 76128Q10 4038 587 X 5 425 0 162
RETEK INC COM 76128Q10 332775 49300 X 6 43000 0 6300
REUTERS GROUP PLC SPONSORED ADR 76132M10 89775 3990 X 13 0 0 3990
REUTERS GROUP PLC SPONSORED ADR 76132M10 76814 3474 X 5 1590 0 1884
REUTERS GROUP PLC SPONSORED ADR 76132M10 175625 8112 X X 6 6632 0 1480
REUTERS GROUP PLC SPONSORED ADR 76132M10 77724 3590 X 6 3590 0 0
REXAM PLC SP ADR NEW2001 76165540 1286642 38000 X 3 38000 0 0
REXAM PLC SP ADR NEW2001 76165540 203 6 X X 6 6 0 0
REYNOLDS & REYNOLDS CO CL A 76169510 83347814 3025329 X 11 2216995 1450 806884
REYNOLDS & REYNOLDS CO CL A 76169510 2009552 72245 X 3 72245 0 0
REYNOLDS & REYNOLDS CO CL A 76169510 943846 33875 X 5 20299 0 13576
REYNOLDS & REYNOLDS CO CL A 76169510 225910 8200 X X 6 8200 0 0
REYNOLDS & REYNOLDS CO CL A 76169510 911382 33081 X 6 33081 0 0
REYNOLDS R J TOB HLDGS INC COM 76182K10 303690 7532 X 13 0 0 7532
REYNOLDS R J TOB HLDGS INC COM 76182K10 3787023 95777 X 3 95777 0 0
REYNOLDS R J TOB HLDGS INC COM 76182K10 771036 19425 X 5 15607 0 3818
REYNOLDS R J TOB HLDGS INC COM 76182K10 381601 9651 X X 6 8723 928 0
REYNOLDS R J TOB HLDGS INC COM 76182K10 2864673 72450 X 6 72450 0 0
RIO TINTO PLC SPONSORED ADR 76720410 6679 76 X 5 57 0 19
RIO TINTO PLC SPONSORED ADR 76720410 112934 1287 X X 6 287 0 1000
RIO TINTO PLC SPONSORED ADR 76720410 514566 5864 X 6 5646 0 218
RIO TINTO PLC SPONSORED ADR 76720410 8951 102 X 7 102 0 0
RITCHIE BROS AUCTIONEERS COM 76774410 5447898 131433 X 3 131433 0 0
RITE AID CORP COM 76775410 1032 200 X X 1 200 0 0
RITE AID CORP COM 76775410 10482910 2031034 X 5 2000209 0 30825
RITE AID CORP COM 76775410 218268 42300 X X 6 25300 16000 1000
RITE AID CORP COM 76775410 31760 6155 X 6 5555 0 600
RITE AID CORP COM 76775410 2580 500 X 7 500 0 0
ROANOKE ELEC STL CORP COM 76984110 1021979 103126 X 3 103126 0 0
ROANOKE ELEC STL CORP COM 76984110 43899 4412 X X 6 4412 0 0
ROBERT HALF INTL INC COM 77032310 1475370 75660 X 3 75660 0 0
ROBERT HALF INTL INC COM 77032310 2126 109 X X 4 109 0 0
ROBERT HALF INTL INC COM 77032310 94344 4820 X 5 3213 0 1607
ROBERT HALF INTL INC COM 77032310 109473 5614 X X 6 5614 0 0
ROBERT HALF INTL INC COM 77032310 26774 1373 X 6 1373 0 0
ROCHESTER MED CORP COM 77149710 944151 83850 X 5 83850 0 0
ROCK-TENN CO CL A 77273920 10267178 704196 X 3 704196 0 0
ROCK-TENN CO CL A 77273920 39439 2705 X 5 2705 0 0
ROCK-TENN CO CL A 77273920 384912 26400 X X 6 26400 0 0
ROCK-TENN CO CL A 77273920 68818 4720 X 6 0 0 4720
ROCKWELL AUTOMATION INC COM 77390310 13125 500 X 1 500 0 0
ROCKWELL AUTOMATION INC COM 77390310 123198 4635 X 13 0 0 4635
ROCKWELL AUTOMATION INC COM 77390310 2303648 87758 X 3 87758 0 0
ROCKWELL AUTOMATION INC COM 77390310 1544894 58622 X 5 40246 0 18376
ROCKWELL AUTOMATION INC COM 77390310 1403640 53472 X X 6 35288 10400 7784
ROCKWELL AUTOMATION INC COM 77390310 2623031 99925 X 6 99525 400 0
ROCKWELL AUTOMATION INC COM 77390310 788 30 X 7 30 0 0
ROCKWELL COLLINS INC COM 77434110 2224500 88099 X 3 88099 0 0
ROCKWELL COLLINS INC COM 77434110 601911 23773 X 5 16287 0 7486
ROCKWELL COLLINS INC COM 77434110 1103450 43701 X X 6 26017 10400 7284
ROCKWELL COLLINS INC COM 77434110 3052574 120894 X 6 68301 400 52193
ROFIN SINAR TECHNOLOGIES INC COM 77504310 2839296 135269 X 3 135269 0 0
ROFIN SINAR TECHNOLOGIES INC COM 77504310 137387 6536 X 6 612 0 5924
ROGERS CORP COM 77513310 66073 2130 X X 6 2130 0 0
ROGERS CORP COM 77513310 472931 15246 X 6 15246 0 0
ROHM & HAAS CO COM 77537110 2914465 86433 X 3 86433 0 0
ROHM & HAAS CO COM 77537110 180922 5393 X 5 3889 0 1504
ROHM & HAAS CO COM 77537110 932451284 27875973 X X 6 27864777 5661 5535
ROHM & HAAS CO COM 77537110 8613421 257501 X 6 225885 4535 27081
ROHM & HAAS CO COM 77537110 15554 465 X X 7 465 0 0
ROHM & HAAS CO COM 77537110 36962 1105 X 7 1105 0 0
ROLLINS INC COM 77571110 1642832 92087 X 3 92087 0 0
ROLLINS INC COM 77571110 2676 150 X X 6 150 0 0
ROPER INDS INC NEW COM 77669610 5095 117 X 11 0 0 117
ROPER INDS INC NEW COM 77669610 97727 2195 X 5 200 0 1995
ROPER INDS INC NEW COM 77669610 16331 375 X X 6 175 0 200
ROPER INDS INC NEW COM 77669610 112577 2585 X 6 2585 0 0
ROPER INDS INC NEW COM 77669610 3571 82 X X 7 82 0 0
ROSLYN BANCORP INC COM 77816210 4308 181 X 13 0 0 181
ROSLYN BANCORP INC COM 77816210 1748391 74463 X 3 74463 0 0
ROSLYN BANCORP INC COM 77816210 124993 5318 X 5 5251 0 67
ROSLYN BANCORP INC COM 77816210 14100 600 X 6 600 0 0
ROSS STORES INC COM 77829610 91352023 1969218 X 11 1452763 800 515655
ROSS STORES INC COM 77829610 8964416 192889 X 3 192889 0 0
ROSS STORES INC COM 77829610 1602803 34245 X 5 26584 0 7661
ROSS STORES INC COM 77829610 729204 15719 X X 6 3145 0 12574
ROSS STORES INC COM 77829610 869534 18744 X 6 6187 0 12557
ROSS STORES INC COM 77829610 5799 125 X X 7 125 0 0
ROTO ROOTER INC NEW COM 77878710 12087 340 X X 6 340 0 0
ROTO ROOTER INC NEW COM 77878710 415757 11695 X 6 11695 0 0
ROUSE CO COM 77927310 646771 15506 X 5 14651 0 855
ROUSE CO COM 77927310 420002 10072 X X 6 7050 3022 0
ROUSE CO COM 77927310 963937 23116 X 6 23116 0 0
ROWAN COS INC COM 77938210 1207394 48779 X 3 48779 0 0
ROWAN COS INC COM 77938210 1018013 40716 X 5 5586 0 35130
ROWAN COS INC COM 77938210 443497 18043 X X 6 17006 590 447
ROWAN COS INC COM 77938210 5868401 238747 X 6 229070 1198 8479
ROWAN COS INC COM 77938210 20746 844 X 7 844 0 0
ROXIO INC COM 78000810 2711031 312691 X 3 312691 0 0
ROXIO INC COM 78000810 57688 6495 X 5 4195 0 2300
ROXIO INC COM 78000810 2561 295 X X 6 295 0 0
ROXIO INC COM 78000810 3064 353 X 6 353 0 0
ROYAL BK CDA MONTREAL QUE COM 78008710 617626 13823 X 5 324 0 13499
ROYAL BK CDA MONTREAL QUE COM 78008710 2227988 50763 X X 6 50763 0 0
ROYAL BK CDA MONTREAL QUE COM 78008710 21861785 498104 X 6 498104 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 78009760 103930 3800 X 5 3800 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 78009760 340097 12435 X X 6 10600 0 1835
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 78009760 214698 7850 X 6 1850 0 6000
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 78009770 57160 2000 X 5 2000 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 78009770 297947 10425 X X 6 10425 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 78009770 11432 400 X 6 400 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR F 78009780 1092747 38695 X 5 38695 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PFD K 78009782 559611 20881 X 5 20881 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PFD K 78009782 21440 800 X 6 800 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF J 78009785 42800 1600 X 5 1600 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF J 78009785 1423100 53200 X 6 53200 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 78009786 2106000 81000 X 3 81000 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 78009786 23400 900 X 5 900 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 78009786 10400 400 X 6 400 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 78009787 63901 2501 X 5 2501 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 78009787 127750 5000 X X 6 5000 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 78009787 65153 2550 X 6 2550 0 0
ROYAL CARIBBEAN CRUISES LTD NOTE 2/ 780153AK 11217 25000 X 5 0 0 25000
ROYAL CARIBBEAN CRUISES LTD NOTE 2/ 780153AK 5736 13000 X 6 13000 0 0
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 145330 3288 X X 1 2888 400 0
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 1262352 28560 X 1 28560 0 0
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 176358 3990 X 11 0 0 3990
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 16803 372 X 13 0 0 372
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 49480044 1085187 X 3 1085187 0 0
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 11978 271 X 4 271 0 0
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 9769997 219926 X 5 169137 0 50789
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 36690641 830105 X X 6 763813 39862 26430
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 32900314 744351 X 6 721100 4530 18721
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 3624 82 X 7 82 0 0
ROYAL DUTCH PETE CO NY REG EUR .56 78025780 8840 200 X 8 200 0 0
ROYAL GOLD INC COM 78028710 219651 11857 X 5 7057 0 4800
ROYAL GOLD INC COM 78028710 18270 1000 X X 6 1000 0 0
ROYCE FOCUS TR COM 78080N10 19375 2500 X 13 0 0 2500
ROYCE FOCUS TR COM 78080N10 727874 94927 X 5 60078 0 34849
ROYCE FOCUS TR COM 78080N10 25923 3402 X 6 3402 0 0
ROYCE VALUE TR INC COM 78091010 427248 27126 X 11 0 0 27126
ROYCE VALUE TR INC COM 78091010 1527066 95663 X 5 48283 0 47380
ROYCE VALUE TR INC COM 78091010 99650 6327 X 6 6327 0 0
ROYCE MICRO-CAP TR INC COM 78091510 4587 411 X 13 0 0 411
ROYCE MICRO-CAP TR INC COM 78091510 990246 89619 X 5 61889 0 27730
ROYCE MICRO-CAP TR INC COM 78091510 13233 1203 X 6 1203 0 0
RUBY TUESDAY INC COM 78118210 6344643 261735 X 3 261735 0 0
RUBY TUESDAY INC COM 78118210 4202549 174194 X 5 167190 0 7004
RUBY TUESDAY INC COM 78118210 42072 1745 X X 6 1745 0 0
RUBY TUESDAY INC COM 78118210 778705 32298 X 6 28958 40 3300
RUBY TUESDAY INC COM 78118210 10223 424 X X 7 424 0 0
RUDDICK CORP COM 78125810 703092 45244 X 3 45244 0 0
RUDDICK CORP COM 78125810 378537 24336 X 5 23665 0 671
RUDDICK CORP COM 78125810 120093 7728 X X 6 7728 0 0
RUDDICK CORP COM 78125810 841227 54133 X 6 54133 0 0
RUDDICK CORP COM 78125810 2720 175 X X 7 175 0 0
RUSSELL CORP COM 78235210 10577559 648930 X 3 648930 0 0
RUSSELL CORP COM 78235210 19560 1200 X 5 1200 0 0
RUSSELL CORP COM 78235210 580655 35623 X X 6 35623 0 0
RYANAIR HLDGS PLC SPONSORED ADR 78351310 3478134 85986 X 5 85986 0 0
RYANAIR HLDGS PLC SPONSORED ADR 78351310 5744 142 X X 6 142 0 0
RYANAIR HLDGS PLC SPONSORED ADR 78351310 65569 1621 X 6 1621 0 0
RYANS FAMILY STEAK HOUSE INC COM 78351910 8677376 678450 X 11 641400 0 37050
RYANS FAMILY STEAK HOUSE INC COM 78351910 6709 494 X 13 0 0 494
RYANS FAMILY STEAK HOUSE INC COM 78351910 12079618 944458 X 3 944458 0 0
RYANS FAMILY STEAK HOUSE INC COM 78351910 24825 1941 X 5 1941 0 0
RYANS FAMILY STEAK HOUSE INC COM 78351910 248254 19410 X 6 13800 0 5610
RYDER SYS INC COM 78354910 14571366 496977 X 3 496977 0 0
RYDER SYS INC COM 78354910 1707550 58186 X 5 55822 0 2364
RYDER SYS INC COM 78354910 280416 9564 X X 6 600 0 8964
RYDER SYS INC COM 78354910 2575703 87848 X 6 11408 0 76440
RYDEX ETF TRUST S&P 500 EQ TRD 78355W10 292335 2430 X 5 90 0 2340
RYLAND GROUP INC COM 78376410 138909 1900 X 3 1900 0 0
RYLAND GROUP INC COM 78376410 3495916 45362 X 5 7731 0 37631
RYLAND GROUP INC COM 78376410 4021 55 X 6 55 0 0
S&P 500 PROTECTED EQUITY FD COM 78379P10 158576 17600 X 13 0 0 17600
S&P 500 PROTECTED EQUITY FD COM 78379P10 901 100 X 5 0 0 100
SBC COMMUNICATIONS INC COM 78387G10 516890 23231 X X 1 23231 0 0
SBC COMMUNICATIONS INC COM 78387G10 1079971 48538 X 1 48538 0 0
SBC COMMUNICATIONS INC COM 78387G10 489433 21997 X 11 3157 0 18840
SBC COMMUNICATIONS INC COM 78387G10 1455960 64423 X 13 0 0 64423
SBC COMMUNICATIONS INC COM 78387G10 95744109 4255133 X 3 4255133 0 0
SBC COMMUNICATIONS INC COM 78387G10 15486 696 X X 4 696 0 0
SBC COMMUNICATIONS INC COM 78387G10 8099 364 X 4 364 0 0
SBC COMMUNICATIONS INC COM 78387G10 21452410 952193 X 5 191879 0 760314
SBC COMMUNICATIONS INC COM 78387G10 56684230 2547606 X X 6 2071644 153466 322496
SBC COMMUNICATIONS INC COM 78387G10 76605783 3442957 X 6 2784721 12937 645299
SBC COMMUNICATIONS INC COM 78387G10 17021 765 X X 7 765 0 0
SBC COMMUNICATIONS INC COM 78387G10 35800 1609 X 7 1609 0 0
SBC COMMUNICATIONS INC COM 78387G10 6641625 298500 X 8 298500 0 0
SCP POOL CORP COM 78402810 4557194 163810 X 3 163810 0 0
SCP POOL CORP COM 78402810 217539 7738 X 5 4738 0 3000
SCP POOL CORP COM 78402810 722105 25947 X 6 20172 0 5775
SEI INVESTMENTS CO COM 78411710 3601293 110809 X 3 110809 0 0
SEI INVESTMENTS CO COM 78411710 2391733 73113 X 5 62090 0 11023
SEI INVESTMENTS CO COM 78411710 42803 1315 X X 6 1315 0 0
SEI INVESTMENTS CO COM 78411710 465953 14315 X 6 14315 0 0
SEI INVESTMENTS CO COM 78411710 3581 110 X X 7 110 0 0
SEI INVESTMENTS CO COM 78411710 3418 105 X 7 105 0 0
SFBC INTL INC COM 78412110 254161 9098 X 5 5000 0 4098
SFBC INTL INC COM 78412110 4265 150 X X 6 0 0 150
SGL CARBON AG SPONSORED ADR 78418820 534860 94000 X 3 94000 0 0
SGL CARBON AG SPONSORED ADR 78418820 2845 500 X 5 500 0 0
SJW CORP COM 78430510 302165 3575 X 5 3525 0 50
SK TELECOM LTD SPONSORED ADR 78440P10 3248985 182118 X 3 182118 0 0
SK TELECOM LTD SPONSORED ADR 78440P10 8516 475 X 5 315 0 160
SK TELECOM LTD SPONSORED ADR 78440P10 1962 110 X X 6 110 0 0
SK TELECOM LTD SPONSORED ADR 78440P10 3622 203 X 6 203 0 0
SL GREEN RLTY CORP COM 78440X10 33480 900 X 5 0 0 900
SL GREEN RLTY CORP COM 78440X10 86483 2395 X X 6 2395 0 0
SL GREEN RLTY CORP COM 78440X10 346837 9605 X 6 6985 0 2620
SLM CORP COM 78442P10 96075 2466 X 1 2466 0 0
SLM CORP COM 78442P10 180495 4500 X 13 0 0 4500
SLM CORP COM 78442P10 8398257 215319 X 3 215319 0 0
SLM CORP COM 78442P10 21398462 535071 X 5 54993 0 480078
SLM CORP COM 78442P10 30459902 781825 X X 6 777937 2648 1240
SLM CORP COM 78442P10 22097177 567176 X 6 520287 1041 45848
SLM CORP COM 78442P10 25090 644 X 7 644 0 0
SPS TECHNOLOGIES INC COM 78462610 24155640 536792 X X 6 9000 0 527792
SPS TECHNOLOGIES INC COM 78462610 551250 12250 X 6 12250 0 0
SPDR TR UNIT SER 1 78462F10 47076 471 X 11 0 0 471
SPDR TR UNIT SER 1 78462F10 1491287 14609 X 13 0 0 14609
SPDR TR UNIT SER 1 78462F10 1212593 12132 X 3 12132 0 0
SPDR TR UNIT SER 1 78462F10 21308731 212219 X 5 166464 0 45755
SPDR TR UNIT SER 1 78462F10 2780909 27823 X X 6 11425 9660 6738
SPDR TR UNIT SER 1 78462F10 18509840 185191 X 6 170716 824 13651
SPDR TR UNIT SER 1 78462F10 704148 7045 X 7 7045 0 0
SPDR TR UNIT SER 1 78462F10 247670 -122500 X 8 -122500 0 0
SPX CORP COM 78463510 26807526 592039 X 11 494300 0 97739
SPX CORP COM 78463510 39384182 868738 X 3 868738 0 0
SPX CORP COM 78463510 2096365 46303 X 5 43958 0 2345
SPX CORP COM 78463510 187731 4146 X X 6 4146 0 0
SPX CORP COM 78463510 3514724 77622 X 6 51012 11 26599
S1 CORPORATION COM 78463B10 29436 5782 X 5 4655 0 1127
S1 CORPORATION COM 78463B10 55550 11000 X X 6 0 0 11000
S1 CORPORATION COM 78463B10 35603 7050 X 6 7050 0 0
SWS GROUP INC COM 78503N10 5193368 263489 X 3 263489 0 0
SWS GROUP INC COM 78503N10 74977 3804 X 6 0 0 3804
SABINE ROYALTY TR UNIT BEN INT 78568810 18611 664 X 5 564 0 100
SABINE ROYALTY TR UNIT BEN INT 78568810 257152 9184 X X 6 9184 0 0
SABINE ROYALTY TR UNIT BEN INT 78568810 5600 200 X 6 200 0 0
SABRE HLDGS CORP CL A 78590510 3136 144 X 13 0 0 144
SABRE HLDGS CORP CL A 78590510 1199421 55813 X 3 55813 0 0
SABRE HLDGS CORP CL A 78590510 1827 85 X X 4 85 0 0
SABRE HLDGS CORP CL A 78590510 22095 1022 X 5 567 0 455
SABRE HLDGS CORP CL A 78590510 537 25 X X 6 25 0 0
SABRE HLDGS CORP CL A 78590510 79728 3710 X 6 3710 0 0
SAFECO CORP COM 78642910 408293 11550 X 11 0 0 11550
SAFECO CORP COM 78642910 1761 50 X 13 0 0 50
SAFECO CORP COM 78642910 2191762 62160 X 3 62160 0 0
SAFECO CORP COM 78642910 3953694 111966 X 5 78877 0 33089
SAFECO CORP COM 78642910 49243 1393 X X 6 1393 0 0
SAFECO CORP COM 78642910 1530195 43287 X 6 5352 0 37935
SAFEGUARD SCIENTIFICS INC COM 78644910 6745 1900 X 13 0 0 1900
SAFEGUARD SCIENTIFICS INC COM 78644910 228111 64915 X 5 15579 0 49336
SAFEGUARD SCIENTIFICS INC COM 78644910 43452 12780 X X 6 0 0 12780
SAFEGUARD SCIENTIFICS INC COM 78644910 43860 12900 X 6 12900 0 0
SAFENET INC COM 78645R10 5485582 151829 X 3 151829 0 0
SAFENET INC COM 78645R10 102096 2826 X 5 2819 0 7
SAFENET INC COM 78645R10 139426 3859 X 6 13 0 3846
SAFEWAY INC COM NEW 78651420 31504 1365 X 13 0 0 1365
SAFEWAY INC COM NEW 78651420 4734862 171583 X 3 171583 0 0
SAFEWAY INC COM NEW 78651420 1101 48 X X 4 48 0 0
SAFEWAY INC COM NEW 78651420 13535 590 X 4 590 0 0
SAFEWAY INC COM NEW 78651420 4692439 204336 X 5 168831 0 35505
SAFEWAY INC COM NEW 78651420 1560310 68017 X X 6 53489 9275 5253
SAFEWAY INC COM NEW 78651420 5252641 228973 X 6 170076 0 58897
SAFEWAY INC COM NEW 78651420 1721 75 X X 7 75 0 0
SAFEWAY INC COM NEW 78651420 9864 430 X 7 430 0 0
ST JOE CO COM 79014810 261907 8111 X 5 5360 0 2751
ST JOE CO COM 79014810 94636 2950 X X 6 1950 1000 0
ST JOE CO COM 79014810 1166108 36350 X 6 36200 0 150
ST JUDE MED INC COM 79084910 46221068 858666 X 3 858666 0 0
ST JUDE MED INC COM 79084910 1562611 29068 X 5 23709 0 5359
ST JUDE MED INC COM 79084910 1369791 25475 X X 6 24255 1120 100
ST JUDE MED INC COM 79084910 3874290 72053 X 6 53292 0 18761
ST JUDE MED INC COM 79084910 4839 90 X X 7 90 0 0
ST MARY LD & EXPL CO COM 79222810 2984975 117890 X 3 117890 0 0
ST MARY LD & EXPL CO COM 79222810 732887 28945 X 6 23799 0 5146
ST PAUL COS INC COM 79286010 18515 500 X 1 500 0 0
ST PAUL COS INC COM 79286010 1278202 34518 X 11 6600 0 27918
ST PAUL COS INC COM 79286010 2626 70 X 13 0 0 70
ST PAUL COS INC COM 79286010 3501075 94547 X 3 94547 0 0
ST PAUL COS INC COM 79286010 618749 16660 X 5 12927 0 3733
ST PAUL COS INC COM 79286010 1635985 44180 X X 6 41358 2822 0
ST PAUL COS INC COM 79286010 2631833 71073 X 6 43488 0 27585
SAKS INC COM 79377W10 1612724 139872 X 3 139872 0 0
SAKS INC COM 79377W10 57037 4900 X 5 4000 0 900
SAKS INC COM 79377W10 1856 161 X X 6 161 0 0
SAKS INC COM 79377W10 9628 835 X 6 835 0 0
SALOMON BROS HIGH INCOME FD COM 79490710 685570 57314 X 5 23910 0 33404
SALOMON BROS HIGH INCOME FD COM 79490710 117863 9863 X X 6 9863 0 0
SALOMON BROS HIGH INCOME FD COM 79490710 122165 10223 X 6 10223 0 0
SALOMON BR EMRG MKT INCM FD COM 79490810 8625 500 X 13 0 0 500
SALOMON BR EMRG MKT INCM FD COM 79490810 495961 28760 X 5 1343 0 27417
SALOMON BR EMRG MKT INCM FD COM 79490810 48506 2830 X 6 2830 0 0
SALOMON BR EMRG MKTS INC II. COM 79491010 50655 3300 X 13 0 0 3300
SALOMON BR EMRG MKTS INC II. COM 79491010 1066600 68945 X 5 59245 0 9700
SALOMON BR EMRG MKTS INC II. COM 79491010 15490 1000 X X 6 1000 0 0
SALOMON BR EMRG MKTS INC II. COM 79491010 200596 12950 X 6 2950 0 10000
SALOMON BR EMRG MKT FLT RTE COM 79491210 627975 47572 X 5 47072 0 500
SALOMON BR EMRG MKT FLT RTE COM 79491210 20460 1550 X 6 1550 0 0
SALOMON BR GLBL PRTNRS INC F COM 79491410 859886 61152 X 5 59377 0 1775
SALOMON BR GLBL PRTNRS INC F COM 79491410 7030 500 X X 6 500 0 0
SALOMON BROS MUN PARTNERS FD COM 79491610 75149 5601 X 5 3601 0 2000
SALOMON BROS MUN PARTNERS FD COM 79491610 201150 15000 X 9 15000 0 0
SALIX PHARMACEUTICALS INC COM 79543510 11700 600 X 13 0 0 600
SALIX PHARMACEUTICALS INC COM 79543510 220350 11300 X 5 0 0 11300
SALOMON BROTHERS FD INC COM 79547710 28071 2621 X 11 0 0 2621
SALOMON BROTHERS FD INC COM 79547710 632942 58921 X 5 49893 0 9028
SALOMON BROTHERS FD INC COM 79547710 62281 5815 X X 6 4102 1713 0
SALOMON BROTHERS FD INC COM 79547710 206382 19270 X 6 19270 0 0
SALOMON BROTHERS FD INC COM 79547710 2422602 226200 X 9 226200 0 0
SALOMON BROS 2008 WORLDWIDE COM 79548R10 93938 8630 X 5 4752 0 3878
SALOMON BROS 2008 WORLDWIDE COM 79548R10 33413 3057 X 6 3057 0 0
SALOMON BROS GLBL HIGH INC F COM 79550G10 293800 20000 X 5 0 0 20000
SALTON INC COM 79575710 34875 3505 X 5 3505 0 0
SALTON INC COM 79575710 398000 40000 X X 6 40000 0 0
SALTON INC COM 79575710 9950 1000 X 6 1000 0 0
SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 30465 1685 X 5 1685 0 0
SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 892790 49380 X X 6 49380 0 0
SANDISK CORP COM 80004C10 71068 1075 X 13 0 0 1075
SANDISK CORP COM 80004C10 35714901 559146 X 3 559146 0 0
SANDISK CORP COM 80004C10 4257262 66678 X 5 63105 0 3573
SANDISK CORP COM 80004C10 76464 1200 X X 6 1200 0 0
SANDISK CORP COM 80004C10 1173595 18418 X 6 12362 0 6056
SANFILIPPO JOHN B & SON INC COM 80042210 295751 13904 X 5 13804 0 100
SANMINA SCI CORP COM 80090710 25116 2600 X 11 0 0 2600
SANMINA SCI CORP COM 80090710 1941630 200168 X 3 200168 0 0
SANMINA SCI CORP COM 80090710 112089 11651 X 5 8394 0 3257
SANMINA SCI CORP COM 80090710 261390 27059 X X 6 21007 0 6052
SANMINA SCI CORP COM 80090710 5932969 614179 X 6 498447 0 115732
SANMINA SCI CORP COM 80090710 1014 105 X 7 105 0 0
SANOFI-SYNTHELABO SPONSORED ADR 80105N10 2484779 81000 X 3 81000 0 0
SANOFI-SYNTHELABO SPONSORED ADR 80105N10 1894 61 X 5 0 0 61
SANOFI-SYNTHELABO SPONSORED ADR 80105N10 23300 771 X X 6 771 0 0
SANOFI-SYNTHELABO SPONSORED ADR 80105N10 263549 8721 X 6 8721 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 133590 4245 X 13 0 0 4245
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 638610 21000 X 3 21000 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1902189 62107 X 5 49357 0 12750
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 58539 1925 X X 6 1475 0 450
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1673 55 X 6 55 0 0
SAPPI LTD SPON ADR NEW 80306920 220725 16350 X 5 16350 0 0
SAPPI LTD SPON ADR NEW 80306920 8100 600 X X 6 600 0 0
SARA LEE CORP COM 80311110 416588 22690 X X 1 21790 900 0
SARA LEE CORP COM 80311110 82620 4500 X 1 4500 0 0
SARA LEE CORP COM 80311110 14688 800 X 11 0 0 800
SARA LEE CORP COM 80311110 605549 32365 X 13 0 0 32365
SARA LEE CORP COM 80311110 26997701 1470263 X 3 1470263 0 0
SARA LEE CORP COM 80311110 14137 770 X X 4 770 0 0
SARA LEE CORP COM 80311110 6627326 356853 X 5 141140 0 215713
SARA LEE CORP COM 80311110 87993219 4792659 X X 6 4587339 59268 146052
SARA LEE CORP COM 80311110 52280871 2847542 X 6 2735387 6185 105970
SARA LEE CORP COM 80311110 1120 61 X X 7 61 0 0
SARA LEE CORP COM 80311110 42228 2300 X 7 2300 0 0
SASOL LTD SPONSORED ADR 80386630 3000 250 X 13 0 0 250
SASOL LTD SPONSORED ADR 80386630 6000 500 X 5 0 0 500
SASOL LTD SPONSORED ADR 80386630 11520 956 X X 6 956 0 0
SASOL LTD SPONSORED ADR 80386630 220973 18338 X 6 17435 0 903
SATYAM COMPUTER SERVICES LTD ADR 80409810 774916 60071 X 3 60071 0 0
SATYAM COMPUTER SERVICES LTD ADR 80409810 2794 209 X 5 100 0 109
SATYAM COMPUTER SERVICES LTD ADR 80409810 8901 690 X X 6 690 0 0
SATYAM COMPUTER SERVICES LTD ADR 80409810 186121 14428 X 6 14428 0 0
SAUL CTRS INC COM 80439510 1482844 55851 X 5 55851 0 0
SAUL CTRS INC COM 80439510 692955 26100 X X 6 6100 0 20000
SCANA CORP NEW COM 80589M10 22484920 654774 X 3 654774 0 0
SCANA CORP NEW COM 80589M10 2908126 84283 X 5 36646 0 47637
SCANA CORP NEW COM 80589M10 4159289 121439 X X 6 87901 28534 5004
SCANA CORP NEW COM 80589M10 10359358 302463 X 6 183522 69 118872
SBS BROADCASTING SA NOTE 7.000%12/ 805906AC 10100 10000 X 5 10000 0 0
SCANSOURCE INC COM 80603710 109640 3003 X 5 3003 0 0
SCANSOURCE INC COM 80603710 94524 2589 X 6 2589 0 0
SCHEIN HENRY INC COM 80640710 17097 300 X 13 0 0 300
SCHEIN HENRY INC COM 80640710 2414059 42576 X 3 42576 0 0
SCHEIN HENRY INC COM 80640710 1551880 27298 X 5 13689 0 13609
SCHEIN HENRY INC COM 80640710 413416 7290 X X 6 7290 0 0
SCHEIN HENRY INC COM 80640710 1919010 33839 X 6 33739 0 100
SCHEIN HENRY INC COM 80640710 3346 59 X X 7 59 0 0
SCHERING A G SPONSORED ADR 80658520 25809 594 X 5 594 0 0
SCHERING A G SPONSORED ADR 80658520 9994 230 X X 6 230 0 0
SCHERING A G SPONSORED ADR 80658520 217467 5005 X 6 5005 0 0
SCHERING PLOUGH CORP COM 80660510 436626 28650 X X 1 28650 0 0
SCHERING PLOUGH CORP COM 80660510 641604 42100 X 1 42100 0 0
SCHERING PLOUGH CORP COM 80660510 9144 600 X 11 0 0 600
SCHERING PLOUGH CORP COM 80660510 483267 30490 X 13 0 0 30490
SCHERING PLOUGH CORP COM 80660510 10227686 671108 X 3 671108 0 0
SCHERING PLOUGH CORP COM 80660510 457 30 X X 4 30 0 0
SCHERING PLOUGH CORP COM 80660510 16525335 1061294 X 5 485538 0 575756
SCHERING PLOUGH CORP COM 80660510 14396512 944653 X X 6 729963 81330 133360
SCHERING PLOUGH CORP COM 80660510 17078157 1120614 X 6 965916 10500 144198
SCHERING PLOUGH CORP COM 80660510 1478 97 X 7 97 0 0
SCHERING PLOUGH CORP COM 80660510 4995291 327775 X 8 327775 0 0
SCHLUMBERGER LTD COM 80685710 886930 18325 X X 1 18025 300 0
SCHLUMBERGER LTD COM 80685710 81118 1676 X 1 1676 0 0
SCHLUMBERGER LTD COM 80685710 170852 3530 X 11 0 0 3530
SCHLUMBERGER LTD COM 80685710 676342 13669 X 13 0 0 13669
SCHLUMBERGER LTD COM 80685710 22516454 464905 X 3 464905 0 0
SCHLUMBERGER LTD COM 80685710 2904 60 X X 4 60 0 0
SCHLUMBERGER LTD COM 80685710 8974353 183503 X 5 97550 0 85953
SCHLUMBERGER LTD COM 80685710 43304884 894729 X X 6 772866 104768 17095
SCHLUMBERGER LTD COM 80685710 18237991 376818 X 6 289213 580 87025
SCHLUMBERGER LTD COM 80685710 13068 270 X 7 270 0 0
SCHNITZER STL INDS CL A 80688210 965625 32078 X 5 31828 0 250
SCHNITZER STL INDS CL A 80688210 11739 390 X 6 390 0 0
SCHOLASTIC CORP COM 80706610 163009 5621 X 13 0 0 5621
SCHOLASTIC CORP COM 80706610 1107119 38455 X 3 38455 0 0
SCHOLASTIC CORP COM 80706610 2161735 74565 X 5 3095 0 71470
SCHOLASTIC CORP COM 80706610 38233 1328 X X 6 1328 0 0
SCHOLASTIC CORP COM 80706610 532845 18508 X 6 12948 0 5560
SCHULMAN A INC COM 80819410 44103 2770 X 5 2430 0 340
SCHULMAN A INC COM 80819410 3352760 211264 X X 6 100602 0 110662
SCHULMAN A INC COM 80819410 7983 503 X 6 503 0 0
SCHWAB CHARLES CORP NEW COM 80851310 1636068 131941 X 13 0 0 131941
SCHWAB CHARLES CORP NEW COM 80851310 6377305 535458 X 3 535458 0 0
SCHWAB CHARLES CORP NEW COM 80851310 4466 375 X X 4 375 0 0
SCHWAB CHARLES CORP NEW COM 80851310 1980152 165486 X 5 146687 0 18799
SCHWAB CHARLES CORP NEW COM 80851310 649583 54541 X X 6 26905 27636 0
SCHWAB CHARLES CORP NEW COM 80851310 513702 43132 X 6 14999 0 28133
SCHWAB CHARLES CORP NEW COM 80851310 5955 500 X 7 500 0 0
SCHWEITZER-MAUDUIT INTL INC COM 80854110 16517 653 X 5 393 0 260
SCHWEITZER-MAUDUIT INTL INC COM 80854110 428493 16970 X X 6 16600 340 30
SCHWEITZER-MAUDUIT INTL INC COM 80854110 110822 4389 X 6 3189 0 1200
SCIENTIFIC ATLANTA INC COM 80865510 90662 2935 X 13 0 0 2935
SCIENTIFIC ATLANTA INC COM 80865510 7560666 242718 X 3 242718 0 0
SCIENTIFIC ATLANTA INC COM 80865510 3098687 99499 X 5 96782 0 2717
SCIENTIFIC ATLANTA INC COM 80865510 475505 15265 X X 6 2400 0 12865
SCIENTIFIC ATLANTA INC COM 80865510 2640814 84777 X 6 20235 0 64542
SCIENTIFIC GAMES CORP CL A 80874P10 133950 11750 X X 6 11750 0 0
SCIENTIFIC GAMES CORP CL A 80874P10 11400 1000 X 6 1000 0 0
SCIENTIFIC GAMES CORP CL A 80874P10 11400 1000 X 7 1000 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 164952 6960 X X 1 6960 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 20619 870 X 1 870 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 5498 232 X 11 0 0 232
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 9612 400 X 13 0 0 400
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 616015 25659 X 5 1730 0 23929
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 369933 15609 X X 6 13417 1728 464
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 441010 18608 X 6 18608 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 5854 247 X X 7 247 0 0
SCOTTS CO CL A 81018610 77204674 1411420 X 11 1120825 700 289895
SCOTTS CO CL A 81018610 10412145 190350 X 3 190350 0 0
SCOTTS CO CL A 81018610 1427558 26022 X 5 18468 0 7554
SCOTTS CO CL A 81018610 47589 870 X X 6 870 0 0
SCOTTS CO CL A 81018610 1059430 19368 X 6 11964 0 7404
SCOTTS CO CL A 81018610 7658 140 X X 7 140 0 0
SCRIPPS E W CO OHIO CL A 81105420 521663 6130 X 3 6130 0 0
SCRIPPS E W CO OHIO CL A 81105420 179996 2068 X 5 33 0 2035
SCRIPPS E W CO OHIO CL A 81105420 733137 8615 X X 6 7865 560 190
SCRIPPS E W CO OHIO CL A 81105420 1662769 19539 X 6 14269 4770 500
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 3525 500 X 13 0 0 500
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 87456 12411 X 5 4111 0 8300
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 14291 2030 X X 6 2030 0 0
SCUDDER INTER GOVT TR SH BEN INT 81116310 16652 2431 X 13 0 0 2431
SCUDDER INTER GOVT TR SH BEN INT 81116310 669954 97661 X 5 97661 0 0
SCUDDER NEW ASIA FD INC COM 81118310 715625 60782 X 5 6970 0 53812
SCUDDER NEW ASIA FD INC COM 81118310 11570 1000 X X 6 1000 0 0
SCUDDER NEW ASIA FD INC COM 81118310 12566177 1086100 X 9 1086100 0 0
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 161447 19690 X 5 16596 0 3094
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 76085 9290 X X 6 9290 0 0
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 10647 1300 X 6 1300 0 0
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 579259 48612 X 5 4900 0 43712
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 42317 3562 X X 6 3562 0 0
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 140766 11849 X 6 11310 0 539
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 475519 26423 X 5 9532 0 16891
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 89950 5000 X X 6 5000 0 0
SCUDDER RREEF REAL EST FD II COM 81119R10 760257 50650 X 5 50650 0 0
SEA CONTAINERS LTD CL A 81137170 412068 28033 X 5 200 0 27833
SEA CONTAINERS LTD CL A 81137170 41472 2839 X X 6 2839 0 0
SEACHANGE INTL INC COM 81169910 52308 4188 X X 6 4188 0 0
SEACHANGE INTL INC COM 81169910 357439 28618 X 6 28618 0 0
SEACOAST BKG CORP FLA COM 81170730 42804 2460 X 5 2460 0 0
SEACOAST BKG CORP FLA COM 81170730 43065 2475 X X 6 2475 0 0
SEACOAST BKG CORP FLA COM 81170730 91942 5284 X 6 5284 0 0
SEACOAST FINL SVCS CORP COM 81170Q10 224964 10800 X 5 10800 0 0
SEACOAST FINL SVCS CORP COM 81170Q10 14560 699 X X 6 699 0 0
SEALED AIR CORP NEW COM 81211K10 967 20 X 13 0 0 20
SEALED AIR CORP NEW COM 81211K10 1572428 33293 X 3 33293 0 0
SEALED AIR CORP NEW COM 81211K10 25032 530 X 4 530 0 0
SEALED AIR CORP NEW COM 81211K10 1966925 40936 X 5 11274 0 29662
SEALED AIR CORP NEW COM 81211K10 423134 8959 X X 6 7487 497 975
SEALED AIR CORP NEW COM 81211K10 3126201 66191 X 6 26647 50 39494
SEALED AIR CORP NEW COM 81211K10 5431 115 X X 7 115 0 0
SEALED AIR CORP NEW COM 81211K10 46758 990 X 7 990 0 0
SEARS ROEBUCK & CO COM 81238710 26998 590 X 13 0 0 590
SEARS ROEBUCK & CO COM 81238710 5125418 117206 X 3 117206 0 0
SEARS ROEBUCK & CO COM 81238710 18044409 412419 X 5 407825 0 4594
SEARS ROEBUCK & CO COM 81238710 4228385 96693 X X 6 83689 11704 1300
SEARS ROEBUCK & CO COM 81238710 6701316 153243 X 6 111022 0 42221
SEARS ROEBUCK & CO COM 81238710 4373 100 X X 7 100 0 0
SEARS ROEBUCK & CO COM 81238710 44561 1019 X 7 1019 0 0
SECOND BANCORP INC COM 81311410 123941 4378 X 5 0 0 4378
SECOND BANCORP INC COM 81311410 128573 4720 X 6 4720 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 1483526 67940 X 5 66870 0 1070
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 1201 55 X X 6 55 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 4061234 146028 X 5 145638 0 390
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 38934 1400 X X 6 0 1400 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 4655 225 X 13 0 0 225
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 2573796 126604 X 5 123354 0 3250
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 17004 600 X 13 0 0 600
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 3655489 132503 X 5 131113 0 1390
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 10004 410 X 13 0 0 410
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 2760168 114765 X 5 114565 0 200
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 3411769 130970 X 13 0 0 130970
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 7188617 282751 X 5 276636 0 6115
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 12705 500 X X 6 500 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 50820 2000 X 6 2000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 3051767 130801 X 5 119036 0 11765
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 5484 300 X 11 0 0 300
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 223319 11955 X 13 0 0 11955
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 6252742 341994 X 5 339264 0 2730
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 31990 1750 X X 6 550 1200 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 62152 3400 X 6 3400 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 1541898 70310 X 13 0 0 70310
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 5614964 256265 X 5 164260 0 92005
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 39420 1800 X 6 1800 0 0
SECURE COMPUTING CORP COM 81370510 4304045 368497 X 3 368497 0 0
SECURE COMPUTING CORP COM 81370510 3570 300 X 5 0 0 300
SECURE COMPUTING CORP COM 81370510 8760 750 X X 6 750 0 0
SECURE COMPUTING CORP COM 81370510 188796 16164 X 6 0 0 16164
SELECT MEDICAL CORP COM 81619610 6209280 215600 X 3 215600 0 0
SELECT MEDICAL CORP COM 81619610 276592 9540 X 5 5053 0 4487
SELECT MEDICAL CORP COM 81619610 871085 30246 X 6 26546 0 3700
SELECTIVE INS GROUP INC COM 81630010 33158 1110 X 5 1000 0 110
SELECTIVE INS GROUP INC COM 81630010 987426 33124 X X 6 33124 0 0
SELECTIVE INS GROUP INC COM 81630010 55208 1852 X 6 1852 0 0
SELIGMAN QUALITY MUN FD INC COM 81634310 152525 12013 X 5 800 0 11213
SELIGMAN SELECT MUN FD INC COM 81634410 5335 500 X 1 500 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 97108 9101 X 5 9101 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 78915 7396 X X 6 7396 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 3018543 282900 X 9 282900 0 0
SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 10714372 310857 X 5 281012 0 29845
SEMOTUS SOLUTIONS INC COM 81684P10 4055 4500 X 5 4000 0 500
SEMOTUS SOLUTIONS INC COM 81684P10 13195 14500 X 6 14500 0 0
SEMTECH CORP COM 81685010 1330073 71857 X 3 71857 0 0
SEMTECH CORP COM 81685010 1684 91 X 5 91 0 0
SEMTECH CORP COM 81685010 146025 7889 X X 6 7889 0 0
SEMTECH CORP COM 81685010 1267676 68486 X 6 68486 0 0
SEMTECH CORP COM 81685010 3239 175 X X 7 175 0 0
SEMPRA ENERGY COM 81685110 24679 821 X 13 0 0 821
SEMPRA ENERGY COM 81685110 13120925 446898 X 3 446898 0 0
SEMPRA ENERGY COM 81685110 3046751 103755 X 5 103035 0 720
SEMPRA ENERGY COM 81685110 733002 24966 X X 6 7643 0 17323
SEMPRA ENERGY COM 81685110 4620324 157368 X 6 50578 0 106790
SEMPRA ENERGY INCOME EQTY UT 81685120 5520000 200000 X 3 200000 0 0
SEMPRA ENERGY INCOME EQTY UT 81685120 288894 10419 X 5 3769 0 6650
SENIOR HIGH INCOME PORTFOLIO COM 81721E10 2933152 499675 X 5 498675 0 1000
SENIOR HSG PPTYS TR SH BEN INT 81721M10 11198 750 X 13 0 0 750
SENIOR HSG PPTYS TR SH BEN INT 81721M10 239535 16428 X 5 11028 0 5400
SENIOR HSG PPTYS TR SH BEN INT 81721M10 12263 851 X X 6 851 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M10 5562 386 X 6 386 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 964677 45937 X 3 45937 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 566048 26888 X 5 24088 0 2800
SENSIENT TECHNOLOGIES CORP COM 81725T10 155925 7425 X X 6 7425 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 346332 16492 X 6 16492 0 0
SEPRACOR INC COM 81731510 280 10 X 13 0 0 10
SEPRACOR INC COM 81731510 9032364 326062 X 3 326062 0 0
SEPRACOR INC COM 81731510 522840 18883 X 5 14969 0 3914
SEPRACOR INC COM 81731510 40325 1460 X X 6 1460 0 0
SEPRACOR INC COM 81731510 908864 32906 X 6 29154 52 3700
SEQUA CORPORATION CL A 81732010 437647 10223 X 3 10223 0 0
SEQUA CORPORATION CL A 81732010 9076 212 X X 6 212 0 0
SERENA SOFTWARE INC COM 81749210 411306 22293 X 5 22293 0 0
SEROLOGICALS CORP COM 81752310 18554 1400 X 5 200 0 1200
SEROLOGICALS CORP COM 81752310 35374 2690 X X 6 2690 0 0
SEROLOGICALS CORP COM 81752310 534350 40635 X 6 28875 0 11760
SERONO S A SPONSORED ADR 81752M10 2560260 154000 X 3 154000 0 0
SERONO S A SPONSORED ADR 81752M10 213919 12974 X 5 2165 0 10809
SERONO S A SPONSORED ADR 81752M10 92514 5648 X X 6 5648 0 0
SERONO S A SPONSORED ADR 81752M10 216118 13194 X 6 13194 0 0
SERVICE CORP INTL COM 81756510 914 200 X 11 0 0 200
SERVICE CORP INTL COM 81756510 256707 56030 X 5 47902 0 8128
SERVICE CORP INTL COM 81756510 13491 2952 X X 6 2802 150 0
SERVICE CORP INTL COM 81756510 30861 6753 X 6 6253 0 500
SERVICEMASTER CO COM 81760N10 92340 9000 X X 1 9000 0 0
SERVICEMASTER CO COM 81760N10 172317 16795 X 1 16795 0 0
SERVICEMASTER CO COM 81760N10 3350385 319999 X 5 14564 0 305435
SERVICEMASTER CO COM 81760N10 713173 69510 X X 6 35840 3795 29875
SERVICEMASTER CO COM 81760N10 196602 19162 X 6 19162 0 0
7-ELEVEN INC COM NEW 81782620 1251133 91124 X 3 91124 0 0
7-ELEVEN INC COM NEW 81782620 21895 1516 X 5 16 0 1500
7-ELEVEN INC COM NEW 81782620 97483 7100 X 6 1541 0 5559
SHARPER IMAGE CORP COM 82001310 2008388 87094 X 3 87094 0 0
SHARPER IMAGE CORP COM 82001310 761268 31909 X 5 20897 0 11012
SHARPER IMAGE CORP COM 82001310 87113 3763 X 6 0 0 3763
SHAW GROUP INC COM 82028010 188961 17848 X 5 10593 0 7255
SHAW GROUP INC COM 82028010 8408 800 X 6 800 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1525806 40408 X 11 6000 0 34408
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 2089829 55135 X 5 47660 0 7475
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 930104 24632 X X 6 22172 2460 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1143562 30285 X 6 30285 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 4909 130 X X 7 130 0 0
SHERWIN WILLIAMS CO COM 82434810 464678 15800 X 1 15800 0 0
SHERWIN WILLIAMS CO COM 82434810 1692369 57544 X 3 57544 0 0
SHERWIN WILLIAMS CO COM 82434810 1168683 39537 X 5 25847 0 13690
SHERWIN WILLIAMS CO COM 82434810 1140814 38790 X X 6 37640 0 1150
SHERWIN WILLIAMS CO COM 82434810 2096110 71272 X 6 53861 0 17411
SHILOH INDS INC COM 82454310 191816 47954 X 6 47954 0 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 7349364 332400 X 3 332400 0 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 516511 22760 X 5 5866 0 16894
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 227630 10300 X 6 0 0 10300
SHUFFLE MASTER INC COM 82554910 14034526 513900 X 3 513900 0 0
SHUFFLE MASTER INC COM 82554910 43258 1568 X 5 150 0 1418
SHUFFLE MASTER INC COM 82554910 50764 1867 X X 6 1867 0 0
SHUFFLE MASTER INC COM 82554910 1143394 42052 X 6 38285 67 3700
SHURGARD STORAGE CTRS INC COM 82567D10 4951121 139902 X 5 190 0 139712
SICOR INC COM 82584610 115444 5875 X 13 0 0 5875
SICOR INC COM 82584610 21732565 1124807 X 3 1124807 0 0
SICOR INC COM 82584610 179234 9232 X 5 6397 0 2835
SICOR INC COM 82584610 13517 700 X 6 700 0 0
SIEBEL SYS INC COM 82617010 9760 1000 X X 1 1000 0 0
SIEBEL SYS INC COM 82617010 35624 3650 X 1 3650 0 0
SIEBEL SYS INC COM 82617010 21372 2055 X 13 0 0 2055
SIEBEL SYS INC COM 82617010 1866668 192044 X 3 192044 0 0
SIEBEL SYS INC COM 82617010 1459877 144641 X 5 69359 0 75282
SIEBEL SYS INC COM 82617010 967323 99111 X X 6 92316 1700 5095
SIEBEL SYS INC COM 82617010 1824017 186887 X 6 131464 2080 53343
SIEMENS A G SPONSORED ADR 82619750 3049396 51000 X 3 51000 0 0
SIEMENS A G SPONSORED ADR 82619750 249521 4148 X 5 2588 0 1560
SIEMENS A G SPONSORED ADR 82619750 68975 1161 X X 6 1161 0 0
SIEMENS A G SPONSORED ADR 82619750 203360 3423 X 6 3412 0 11
SIERRA HEALTH SVCS INC COM 82632210 1728255 84100 X 3 84100 0 0
SIERRA HEALTH SVCS INC COM 82632210 550545 26673 X 5 23223 0 3450
SIERRA HEALTH SVCS INC COM 82632210 11693 569 X X 6 569 0 0
SIERRA HEALTH SVCS INC COM 82632210 558755 27190 X 6 24123 67 3000
SIERRA PAC RES NEW COM 82642810 6596 1360 X 11 0 0 1360
SIERRA PAC RES NEW COM 82642810 556591 114761 X 3 114761 0 0
SIERRA PAC RES NEW COM 82642810 211956 40842 X 5 13642 0 27200
SIERRA PAC RES NEW COM 82642810 1814 374 X X 6 0 374 0
SIERRA PAC RES NEW COM 82642810 1940 400 X 6 400 0 0
SIGMA ALDRICH CORP COM 82655210 1444763 27816 X 3 27816 0 0
SIGMA ALDRICH CORP COM 82655210 5798244 111063 X 5 104938 0 6125
SIGMA ALDRICH CORP COM 82655210 981463 18820 X X 6 14570 250 4000
SIGMA ALDRICH CORP COM 82655210 1595946 30603 X 6 10444 0 20159
SIGNET GROUP PLC SP ADR REP 30S 82668L87 9599 180 X X 6 180 0 0
SIGNET GROUP PLC SP ADR REP 30S 82668L87 199984 3750 X 6 3750 0 0
SILICON LABORATORIES INC COM 82691910 5349589 119012 X 3 119012 0 0
SILICON LABORATORIES INC COM 82691910 552690 11938 X 5 3553 0 8385
SILICON LABORATORIES INC COM 82691910 1123 25 X X 6 25 0 0
SILICON LABORATORIES INC COM 82691910 139971 3116 X 6 30 0 3086
SILICON LABORATORIES INC COM 82691910 3369 75 X X 7 75 0 0
SILGAN HOLDINGS INC COM 82704810 12383168 386974 X 3 386974 0 0
SILGAN HOLDINGS INC COM 82704810 7360 230 X X 6 230 0 0
SILGAN HOLDINGS INC COM 82704810 263840 8245 X 6 8245 0 0
SILICON GRAPHICS INC COM 82705610 17945 18635 X 5 13135 0 5500
SILICON GRAPHICS INC COM 82705610 480 500 X 7 500 0 0
SILICON STORAGE TECHNOLOGY I COM 82705710 164043 18384 X 5 12800 0 5584
SILICON STORAGE TECHNOLOGY I COM 82705710 12469 1425 X 6 1425 0 0
SILICON IMAGE INC COM 82705T10 50585 11250 X 5 10750 0 500
SILICON VY BANCSHARES COM 82706410 932908 33801 X 3 33801 0 0
SILICON VY BANCSHARES COM 82706410 177445 6313 X 5 2865 0 3448
SILICON VY BANCSHARES COM 82706410 141312 5120 X X 6 5120 0 0
SILICON VY BANCSHARES COM 82706410 510931 18512 X 6 18512 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 515988 130300 X 3 130300 0 0
SILVER STD RES INC COM 82823L10 882229 131089 X 5 131089 0 0
SILVER STD RES INC COM 82823L10 3365 500 X X 6 500 0 0
SILVER STD RES INC COM 82823L10 13460 2000 X 6 2000 0 0
SIMON PPTY GROUP INC NEW COM 82880610 52296 1200 X 1 1200 0 0
SIMON PPTY GROUP INC NEW COM 82880610 8810 200 X 13 0 0 200
SIMON PPTY GROUP INC NEW COM 82880610 3427959 78659 X 3 78659 0 0
SIMON PPTY GROUP INC NEW COM 82880610 997496 22875 X 5 21591 0 1284
SIMON PPTY GROUP INC NEW COM 82880610 7880484 180828 X X 6 142123 36180 2525
SIMON PPTY GROUP INC NEW COM 82880610 4443330 101958 X 6 86692 325 14941
SIMPSON MANUFACTURING CO INC COM 82907310 2045 50 X 11 0 0 50
SIMPSON MANUFACTURING CO INC COM 82907310 6392007 156322 X 3 156322 0 0
SIMPSON MANUFACTURING CO INC COM 82907310 358636 8425 X 5 300 0 8125
SIMPSON MANUFACTURING CO INC COM 82907310 16356 400 X X 6 0 400 0
SINCLAIR BROADCAST GROUP INC CL A 82922610 3251200 320000 X 3 320000 0 0
SINCLAIR BROADCAST GROUP INC CL A 82922610 21074 2060 X 5 2060 0 0
SINCLAIR BROADCAST GROUP INC CL A 82922610 53605 5240 X X 6 5240 0 0
SINCLAIR BROADCAST GROUP INC CL A 82922610 814103 79580 X 6 51590 0 27990
SINGAPORE FD INC COM 82929L10 94512 13521 X 5 0 0 13521
SINGAPORE FD INC COM 82929L10 5613315 819462 X 9 819462 0 0
SINGING MACH INC COM NEW 82932230 153066 35350 X 5 0 0 35350
SIRIUS SATELLITE RADIO INC COM 82966U10 58477 32000 X 5 24100 0 7900
SIRIUS SATELLITE RADIO INC COM 82966U10 14343 7881 X X 6 4381 0 3500
SIRIUS SATELLITE RADIO INC COM 82966U10 123396 67800 X 6 66500 0 1300
SITEL CORP COM 82980K10 37380 23000 X 5 10000 0 13000
SIPEX CORP COM 82990910 5209150 658880 X 3 658880 0 0
SIPEX CORP COM 82990910 8651 1102 X X 6 1102 0 0
SIPEX CORP COM 82990910 764315 97365 X 6 84637 128 12600
SIX FLAGS INC COM 83001P10 477124 90708 X 3 90708 0 0
SIX FLAGS INC COM 83001P10 93675 17809 X 5 17809 0 0
SIZELER PPTY INVS INC COM 83013710 170981 16315 X 5 16315 0 0
SIZELER PPTY INVS INC COM 83013710 189 18 X 6 18 0 0
SKY FINL GROUP INC COM 83080P10 709065 31500 X 3 31500 0 0
SKY FINL GROUP INC COM 83080P10 246852 10731 X 5 345 0 10386
SKY FINL GROUP INC COM 83080P10 273159 12135 X 6 1235 0 10900
SKYLINE CORP COM 83083010 3780313 118061 X 3 118061 0 0
SKYLINE CORP COM 83083010 16010 500 X 6 500 0 0
SKYWEST INC COM 83087910 5384355 309450 X 3 309450 0 0
SKYWEST INC COM 83087910 4480 250 X 5 0 0 250
SKYWEST INC COM 83087910 5612 324 X X 6 324 0 0
SKYWEST INC COM 83087910 678840 39194 X 6 33055 39 6100
SKYWEST INC COM 83087910 1472 85 X 7 85 0 0
SKYWORKS SOLUTIONS INC COM 83088M10 689179 75396 X 5 67894 0 7502
SKYWORKS SOLUTIONS INC COM 83088M10 49486 5438 X X 6 2082 1614 1742
SKYWORKS SOLUTIONS INC COM 83088M10 40886 4493 X 6 4423 70 0
SKILLSOFT PLC SPONSORED ADR 83092810 105530 14200 X 5 12200 0 2000
SKILLSOFT PLC SPONSORED ADR 83092810 37995 5100 X X 6 5100 0 0
SKILLSOFT PLC SPONSORED ADR 83092810 630270 84600 X 6 84600 0 0
SMALLCAP FD INC COM 83168010 12600 1200 X 13 0 0 1200
SMALLCAP FD INC COM 83168010 327001 31256 X 5 23742 0 7514
SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 449617 6000 X 3 6000 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 11105 163 X 5 0 0 163
SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 32035 481 X X 6 481 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 312554 4693 X 6 4693 0 0
SMITH A O COM 83186520 7506372 267989 X 3 267989 0 0
SMITH A O COM 83186520 5042 180 X X 6 180 0 0
SMITH A O COM 83186520 171701 6130 X 6 1730 0 4400
SMITH INTL INC COM 83211010 3778620 105020 X 3 105020 0 0
SMITH INTL INC COM 83211010 73288 2014 X 5 640 0 1374
SMITH INTL INC COM 83211010 41377 1150 X X 6 250 600 300
SMITH INTL INC COM 83211010 16479 458 X 6 458 0 0
SMITH INTL INC COM 83211010 4318 120 X X 7 120 0 0
SMITH INTL INC COM 83211010 147518 4100 X 8 4100 0 0
SMITHFIELD FOODS INC COM 83224810 55960627 2914616 X 11 2174400 0 740216
SMITHFIELD FOODS INC COM 83224810 3880 200 X 13 0 0 200
SMITHFIELD FOODS INC COM 83224810 2069434 106851 X 3 106851 0 0
SMITHFIELD FOODS INC COM 83224810 492346 25385 X 5 617 0 24768
SMITHFIELD FOODS INC COM 83224810 181440 9450 X X 6 9450 0 0
SMITHFIELD FOODS INC COM 83224810 374611 19511 X 6 19511 0 0
SMUCKER J M CO COM NEW 83269640 29596 702 X X 1 702 0 0
SMUCKER J M CO COM NEW 83269640 2909 69 X 1 69 0 0
SMUCKER J M CO COM NEW 83269640 40422 950 X 13 0 0 950
SMUCKER J M CO COM NEW 83269640 2063437 48943 X 3 48943 0 0
SMUCKER J M CO COM NEW 83269640 1286439 30345 X 5 12177 0 18168
SMUCKER J M CO COM NEW 83269640 717732 17024 X X 6 15176 1484 364
SMUCKER J M CO COM NEW 83269640 630756 14961 X 6 14735 0 226
SMUCKER J M CO COM NEW 83269640 5059 120 X 7 120 0 0
SMURFIT-STONE CONTAINER CORP COM 83272710 293198 19625 X 13 0 0 19625
SMURFIT-STONE CONTAINER CORP COM 83272710 220380 14751 X 5 8973 0 5778
SMURFIT-STONE CONTAINER CORP COM 83272710 112050 7500 X X 6 7500 0 0
SMURFIT-STONE CONTAINER CORP COM 83272710 47808 3200 X 6 3200 0 0
SMURFIT-STONE CONTAINER CORP COM 83272710 9110412 609800 X 8 609800 0 0
SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 83272720 337250 14200 X 5 14200 0 0
SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 83272720 47500 2000 X X 6 2000 0 0
SNAP ON INC COM 83303410 44240 1600 X 1 1600 0 0
SNAP ON INC COM 83303410 25335 900 X 13 0 0 900
SNAP ON INC COM 83303410 626991 22676 X 3 22676 0 0
SNAP ON INC COM 83303410 254060 9103 X 5 4378 0 4725
SNAP ON INC COM 83303410 103826 3755 X X 6 3755 0 0
SNAP ON INC COM 83303410 505442 18280 X 6 14910 0 3370
SOCKET COMMUNICATIONS INC COM 83367210 93564 40680 X 5 40680 0 0
SOLA INTL INC COM 83409210 806672 50417 X 6 732 0 49685
SOLECTRON CORP COM 83418210 17253 3070 X 13 0 0 3070
SOLECTRON CORP COM 83418210 1887035 322570 X 3 322570 0 0
SOLECTRON CORP COM 83418210 1258064 215650 X 5 200483 0 15167
SOLECTRON CORP COM 83418210 212414 36310 X X 6 36310 0 0
SOLECTRON CORP COM 83418210 518328 88603 X 6 88602 0 1
SOLUTIA INC COM 83437610 1197 0 X 3 0 0 0
SOLUTIA INC COM 83437610 12916 3235 X 5 3197 0 38
SOLUTIA INC COM 83437610 269353 67507 X X 6 67507 0 1
SOLUTIA INC COM 83437610 33935 8505 X 6 8337 0 168
SOLUTIA INC COM 83437610 11491 2880 X 7 2880 0 0
SONIC CORP COM 83545110 2016 80 X 11 0 0 80
SONIC CORP COM 83545110 68243 2698 X 5 2463 0 235
SONIC CORP COM 83545110 25200 1000 X X 6 1000 0 0
SONIC CORP COM 83545110 387198 15365 X 6 10565 0 4800
SONIC AUTOMOTIVE INC CL A 83545G10 5243588 217100 X 3 217100 0 0
SONIC AUTOMOTIVE INC CL A 83545G10 220260 8880 X 5 6237 0 2643
SONIC AUTOMOTIVE INC CL A 83545G10 7001 291 X X 6 191 0 100
SONIC AUTOMOTIVE INC CL A 83545G10 734335 30521 X 6 26798 23 3700
SONIC SOLUTIONS COM 83546010 432914 29672 X 13 0 0 29672
SONIC SOLUTIONS COM 83546010 630225 43197 X 5 30 0 43167
SONICWALL INC COM 83547010 3045 500 X 13 0 0 500
SONICWALL INC COM 83547010 115557 19408 X 5 8508 0 10900
SONICWALL INC COM 83547010 5347 925 X 6 925 0 0
SONOCO PRODS CO COM 83549510 274026 12405 X 13 0 0 12405
SONOCO PRODS CO COM 83549510 2081892 94847 X 3 94847 0 0
SONOCO PRODS CO COM 83549510 4402578 199308 X 5 972 0 198336
SONOCO PRODS CO COM 83549510 2841296 129444 X X 6 122719 6263 462
SONOCO PRODS CO COM 83549510 7095645 323264 X 6 322833 231 200
SONOSITE INC COM 83568G10 660 0 X 3 0 0 0
SONOSITE INC COM 83568G10 1911239 95596 X 5 75138 0 20458
SONOSITE INC COM 83568G10 2661 133 X 6 133 0 0
SONY CORP ADR NEW 83569930 68808 1922 X 13 0 0 1922
SONY CORP ADR NEW 83569930 160080 4600 X 3 4600 0 0
SONY CORP ADR NEW 83569930 22147340 634632 X 5 572486 0 62146
SONY CORP ADR NEW 83569930 65006 1868 X X 6 1568 0 300
SONY CORP ADR NEW 83569930 426822 12265 X 6 12265 0 0
SONY CORP ADR NEW 83569930 5846 168 X X 7 168 0 0
SOTHEBYS HLDGS INC CL A 83589810 652403 60296 X 3 60296 0 0
SOTHEBYS HLDGS INC CL A 83589810 17561 1623 X X 6 1623 0 0
SOTHEBYS HLDGS INC CL A 83589810 205558 18998 X 6 18998 0 0
SONUS NETWORKS INC COM 83591610 11298672 1630400 X 3 1630400 0 0
SONUS NETWORKS INC COM 83591610 482357 69536 X 5 62839 0 6697
SONUS NETWORKS INC COM 83591610 802378 115800 X 6 79700 0 36100
SOUNDVIEW TECHNOLOGY GROUP N COM NEW 83611Q40 1454263 147791 X 3 147791 0 0
SOUNDVIEW TECHNOLOGY GROUP N COM NEW 83611Q40 2376 240 X 5 0 0 240
SOUNDVIEW TECHNOLOGY GROUP N COM NEW 83611Q40 62636 6470 X 6 0 0 6470
SOURCE CAP INC COM 83614410 1230774 21853 X 5 20853 0 1000
SOURCE CAP INC COM 83614410 70488 1252 X X 6 1252 0 0
SOURCE CAP INC COM 83614410 112544 1999 X 6 1849 0 150
SOURCE CAP INC COM 83614410 56300 1000 X 7 1000 0 0
SOURCE INTERLINK COS INC COM NEW 83615120 343125 35705 X 5 0 0 35705
SOUTH FINL GROUP INC COM 83784110 14320 553 X 5 49 0 504
SOUTH FINL GROUP INC COM 83784110 251126 10033 X X 6 7324 2709 0
SOUTH FINL GROUP INC COM 83784110 1107027 44228 X 6 41659 300 2269
SOUTH JERSEY INDS INC COM 83851810 65348 1718 X 5 800 0 918
SOUTH JERSEY INDS INC COM 83851810 415593 10980 X X 6 8977 1428 575
SOUTH JERSEY INDS INC COM 83851810 279749 7391 X 6 5760 0 1631
SOUTHERN CO COM 84258710 88050 3000 X 1 3000 0 0
SOUTHERN CO COM 84258710 34750 1184 X 11 0 0 1184
SOUTHERN CO COM 84258710 174640 5900 X 13 0 0 5900
SOUTHERN CO COM 84258710 8440850 287883 X 3 287883 0 0
SOUTHERN CO COM 84258710 4856944 165246 X 5 137340 0 27906
SOUTHERN CO COM 84258710 14162270 482531 X X 6 410834 44290 27407
SOUTHERN CO COM 84258710 19427088 661911 X 6 558558 1045 102308
SOUTHERN CO COM 84258710 8820 301 X X 7 301 0 0
SOUTHERN FINL BANCORP INC COM 84287010 1137334 28881 X 3 28881 0 0
SOUTHERN FINL BANCORP INC COM 84287010 18094 461 X X 6 461 0 0
SOUTHERN FINL BANCORP INC COM 84287010 192796 4912 X 6 3644 0 1268
SOUTHERN PERU COPPER CORP COM 84361110 331800 15000 X 3 15000 0 0
SOUTHERN UN CO NEW COM 84403010 1802000 106000 X 3 106000 0 0
SOUTHERN UN CO NEW COM 84403010 63665 3745 X 5 3745 0 0
SOUTHERN UN CO NEW COM 84403010 2084795 122635 X X 6 122635 0 0
SOUTHERN UN CO NEW COM 84403010 60435 3555 X 6 400 3155 0
SOUTHTRUST CORP COM 84473010 2056374 70040 X 11 8700 0 61340
SOUTHTRUST CORP COM 84473010 10251 336 X 13 0 0 336
SOUTHTRUST CORP COM 84473010 4999963 158006 X 3 158006 0 0
SOUTHTRUST CORP COM 84473010 2165769 71921 X 5 24818 0 47103
SOUTHTRUST CORP COM 84473010 4084416 139115 X X 6 125215 10600 3300
SOUTHTRUST CORP COM 84473010 8442178 287540 X 6 203902 300 83339
SOUTHWEST AIRLS CO COM 84474110 3363 190 X 1 190 0 0
SOUTHWEST AIRLS CO COM 84474110 344056 19093 X 13 0 0 19093
SOUTHWEST AIRLS CO COM 84474110 5989202 312736 X 3 312736 0 0
SOUTHWEST AIRLS CO COM 84474110 4337 245 X 4 245 0 0
SOUTHWEST AIRLS CO COM 84474110 8593828 484030 X 5 401229 0 82801
SOUTHWEST AIRLS CO COM 84474110 439279 24818 X X 6 22868 750 1200
SOUTHWEST AIRLS CO COM 84474110 3579312 202221 X 6 122795 0 79426
SOUTHWEST AIRLS CO COM 84474110 6284 355 X X 7 355 0 0
SOUTHWEST AIRLS CO COM 84474110 25488 1440 X 7 1440 0 0
SOUTHWEST BANCORPORATION TEX COM 84476R10 6087657 165700 X 3 165700 0 0
SOUTHWEST BANCORPORATION TEX COM 84476R10 28599 760 X 5 0 0 760
SOUTHWEST BANCORPORATION TEX COM 84476R10 103522 2837 X X 6 2837 0 0
SOUTHWEST BANCORPORATION TEX COM 84476R10 1797753 49267 X 6 46339 28 2900
SOUTHWEST GAS CORP COM 84489510 11350 500 X 11 0 0 500
SOUTHWEST GAS CORP COM 84489510 933853 40520 X 5 380 0 40140
SOUTHWEST GAS CORP COM 84489510 3087 136 X X 6 136 0 0
SOUTHWESTERN ENERGY CO COM 84546710 4832700 267000 X 3 267000 0 0
SOUTHWESTERN ENERGY CO COM 84546710 1918850 105000 X 5 31600 0 73400
SOVEREIGN BANCORP INC COM 84590510 86089623 4640950 X 11 3496080 2200 1142670
SOVEREIGN BANCORP INC COM 84590510 34687906 1867235 X 3 1867235 0 0
SOVEREIGN BANCORP INC COM 84590510 2814647 151221 X 5 140177 0 11044
SOVEREIGN BANCORP INC COM 84590510 2632560 141917 X X 6 61942 2532 77443
SOVEREIGN BANCORP INC COM 84590510 7636553 411674 X 6 135451 113 276110
SOVEREIGN BANCORP INC COM 84590510 1651878 89050 X 8 89050 0 0
SPANISH BROADCASTING SYS INC CL A 84642588 7609200 895200 X 3 895200 0 0
SPANISH BROADCASTING SYS INC CL A 84642588 143559 16830 X 5 15630 0 1200
SPANISH BROADCASTING SYS INC CL A 84642588 900365 106050 X 6 93100 0 12950
SPEEDWAY MOTORSPORTS INC COM 84778810 41604 1400 X 5 400 0 1000
SPEEDWAY MOTORSPORTS INC COM 84778810 163781 5550 X X 6 5550 0 0
SPEEDWAY MOTORSPORTS INC COM 84778810 1449030 49103 X 6 49103 0 0
SPEIZMAN INDS INC COM 84780510 25051 53300 X 5 0 0 53300
SPEIZMAN INDS INC COM 84780510 2450 5000 X 6 5000 0 0
SPHERION CORP COM 84842010 9063249 1302191 X 3 1302191 0 0
SPHERION CORP COM 84842010 4427 636 X 5 636 0 0
SPHERION CORP COM 84842010 5171 743 X 6 743 0 0
SPHERIX INC COM 84842R10 81704 10207 X 5 200 0 10007
SPINNAKER EXPL CO COM 84855W10 4600944 191706 X 3 191706 0 0
SPINNAKER EXPL CO COM 84855W10 36000 1500 X 6 1500 0 0
SPRINT CORP COM FON GROUP 85206110 24160 1600 X 1 1600 0 0
SPRINT CORP COM FON GROUP 85206110 1208 80 X 11 0 0 80
SPRINT CORP COM FON GROUP 85206110 448404 29735 X 13 0 0 29735
SPRINT CORP COM FON GROUP 85206110 5588812 367320 X 3 367320 0 0
SPRINT CORP COM FON GROUP 85206110 2106031 139507 X 5 113215 0 26292
SPRINT CORP COM FON GROUP 85206110 3829164 253587 X X 6 232369 7900 13318
SPRINT CORP COM FON GROUP 85206110 8315328 550684 X 6 430780 3126 116778
SPRINT CORP COM FON GROUP 85206110 9362 620 X 7 620 0 0
SPRINT CORP PCS COM SER 1 85206150 6876 1200 X X 1 1200 0 0
SPRINT CORP PCS COM SER 1 85206150 20300 3500 X 13 0 0 3500
SPRINT CORP PCS COM SER 1 85206150 3358966 586207 X 3 586207 0 0
SPRINT CORP PCS COM SER 1 85206150 1188440 206792 X 5 156474 0 50318
SPRINT CORP PCS COM SER 1 85206150 665305 116109 X X 6 111143 800 4166
SPRINT CORP PCS COM SER 1 85206150 1679984 293191 X 6 152559 1524 139108
SPRINT CORP PCS COM SER 1 85206150 1490 260 X 7 260 0 0
STAKE TECHNOLOGY LTD COM 85255910 879798 94340 X 5 67340 0 27000
STANCORP FINL GROUP INC COM 85289110 1638761 28525 X 3 28525 0 0
STANCORP FINL GROUP INC COM 85289110 11490 200 X 5 200 0 0
STANCORP FINL GROUP INC COM 85289110 3734 65 X X 6 65 0 0
STANCORP FINL GROUP INC COM 85289110 83303 1450 X 6 1450 0 0
STANDARD COML CORP COM 85325810 21662375 1177303 X X 6 1177303 0 0
STANDARD COML CORP COM 85325810 17983479 977363 X 6 977363 0 0
STANDARD COML CORP SDCV 7.250% 3/ 853258AA 100875 100000 X X 6 100000 0 0
STANDARD MANAGEMENT CORP COM 85361210 386163 93276 X 3 93276 0 0
STANDARD MANAGEMENT CORP COM 85361210 12717 3000 X 5 0 0 3000
STANDARD MICROSYSTEMS CORP COM 85362610 16325868 605110 X 3 605110 0 0
STANDARD MICROSYSTEMS CORP COM 85362610 12961 490 X 5 0 0 490
STANDARD MICROSYSTEMS CORP COM 85362610 8094 300 X 6 300 0 0
STANDEX INTL CORP COM 85423110 731354 29900 X 5 0 0 29900
STANLEY WKS COM 85461610 779328 26400 X 11 13400 0 13000
STANLEY WKS COM 85461610 976344 33074 X 3 33074 0 0
STANLEY WKS COM 85461610 721675 24325 X 5 15950 0 8375
STANLEY WKS COM 85461610 469958 15920 X X 6 10920 3800 1200
STANLEY WKS COM 85461610 755417 25590 X 6 25590 0 0
STAPLES INC COM 85503010 47680 2000 X 1 2000 0 0
STAPLES INC COM 85503010 313076 12831 X 13 0 0 12831
STAPLES INC COM 85503010 53747020 2249937 X 3 2249937 0 0
STAPLES INC COM 85503010 8846588 369109 X 5 285128 0 83981
STAPLES INC COM 85503010 8685603 364329 X X 6 326773 19241 18315
STAPLES INC COM 85503010 43672830 1831914 X 6 1491008 4749 336157
STAPLES INC COM 85503010 120773 5066 X 7 5066 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 379180 17260 X 5 14560 0 2700
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 33000 1500 X X 6 1500 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 95150 4325 X 6 4325 0 0
STARBUCKS CORP COM 85524410 57600 2000 X 1 2000 0 0
STARBUCKS CORP COM 85524410 3516 120 X 13 0 0 120
STARBUCKS CORP COM 85524410 23542272 817440 X 3 817440 0 0
STARBUCKS CORP COM 85524410 13263849 458847 X 5 360737 0 98110
STARBUCKS CORP COM 85524410 3054960 106075 X X 6 102566 2899 610
STARBUCKS CORP COM 85524410 14093309 489351 X 6 410099 736 78516
STARBUCKS CORP COM 85524410 3110 108 X 7 108 0 0
STARTEK INC COM 85569C10 1846400 57700 X 3 57700 0 0
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 20880 600 X X 1 600 0 0
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 126150 3625 X 1 3625 0 0
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 716 20 X 13 0 0 20
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 3070787 88241 X 3 88241 0 0
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 4420 127 X X 4 127 0 0
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 305382 8719 X 5 6718 0 2001
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 894186 25695 X X 6 22880 2615 200
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 2144411 61621 X 6 54759 1349 5513
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 4176 120 X X 7 120 0 0
STATE STR CORP COM 85747710 756000 16800 X X 1 16800 0 0
STATE STR CORP COM 85747710 513495 11411 X 1 11411 0 0
STATE STR CORP COM 85747710 1800 40 X 11 0 0 40
STATE STR CORP COM 85747710 1150 25 X 13 0 0 25
STATE STR CORP COM 85747710 24805665 549608 X 3 549608 0 0
STATE STR CORP COM 85747710 900 20 X X 4 20 0 0
STATE STR CORP COM 85747710 6045234 132960 X 5 70926 0 62034
STATE STR CORP COM 85747710 6648210 147738 X X 6 146338 200 1200
STATE STR CORP COM 85747710 9998460 222188 X 6 94141 866 127181
STATE STR CORP COM 85747710 13275 295 X X 7 295 0 0
STATE STR CORP COM 85747710 4095 91 X 7 91 0 0
STATION CASINOS INC COM 85768910 3655384 119457 X 3 119457 0 0
STATION CASINOS INC COM 85768910 1577462 51131 X 5 18997 0 32134
STATION CASINOS INC COM 85768910 5508 180 X X 6 180 0 0
STATION CASINOS INC COM 85768910 212364 6940 X 6 1720 0 5220
STEELCLOUD INC COM 85815M10 53474 11883 X 5 11883 0 0
STEIN MART INC COM 85837510 4113905 752085 X 3 752085 0 0
STEIN MART INC COM 85837510 21700 4000 X 5 3000 0 1000
STEMCELLS INC COM 85857R10 41361 21345 X 5 300 0 21045
STERICYCLE INC COM 85891210 11864380 250435 X 3 250435 0 0
STERICYCLE INC COM 85891210 1232435 26107 X 5 10096 0 16011
STERICYCLE INC COM 85891210 115290 2440 X X 6 2440 0 0
STERICYCLE INC COM 85891210 1783215 37740 X 6 30970 30 6740
STERIS CORP COM 85915210 1576248 68473 X 3 68473 0 0
STERIS CORP COM 85915210 491095 21344 X 5 9141 0 12203
STERIS CORP COM 85915210 39157 1701 X 6 901 0 800
STERLING FINL CORP COM 85931710 79096 3114 X X 6 3114 0 0
STERLING FINL CORP COM 85931710 289567 11400 X 6 11400 0 0
STEWART INFORMATION SVCS COR COM 86037210 7644822 270709 X 3 270709 0 0
STEWART INFORMATION SVCS COR COM 86037210 12087 428 X 6 428 0 0
STILLWATER MNG CO COM 86074Q10 11347 1743 X 13 0 0 1743
STILLWATER MNG CO COM 86074Q10 246538 39133 X 5 39133 0 0
STILLWATER MNG CO COM 86074Q10 6300 1000 X X 6 1000 0 0
STMICROELECTRONICS N V NY REGISTRY 86101210 408850 17000 X 3 17000 0 0
STMICROELECTRONICS N V NY REGISTRY 86101210 321696 13334 X 5 11751 0 1583
STMICROELECTRONICS N V NY REGISTRY 86101210 12025 500 X X 6 500 0 0
STMICROELECTRONICS N V NY REGISTRY 86101210 261255 10863 X 6 10863 0 0
STMICROELECTRONICS N V NOTE 9/ 861012AB 58658 66000 X 5 66000 0 0
STONE ENERGY CORP COM 86164210 187055 5302 X 5 5302 0 0
STONE ENERGY CORP COM 86164210 17640 500 X X 6 500 0 0
STONE ENERGY CORP COM 86164210 247 7 X 6 7 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 3751 152 X 13 0 0 152
STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 2613952 108283 X 3 108283 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 2279794 93336 X 5 43961 0 49375
STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 29934 1240 X X 6 1240 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 491539 20362 X 6 20362 0 0
STRATASYS INC COM 86268510 372820 8725 X 5 7925 0 800
STRATEGIC GLOBAL INCOME FD COM 86271910 36400 2500 X X 4 2500 0 0
STRATEGIC GLOBAL INCOME FD COM 86271910 298147 20492 X 5 19460 0 1032
STRATEGIC GLOBAL INCOME FD COM 86271910 10527 723 X 6 723 0 0
STRATEX NETWORKS INC COM 86279T10 504498 115508 X 5 2698 0 112810
STRAYER ED INC COM 86323610 2050252 21200 X 3 21200 0 0
STRAYER ED INC COM 86323610 55244 570 X 5 510 0 60
STRAYER ED INC COM 86323610 967 10 X X 6 10 0 0
STRAYER ED INC COM 86323610 201620 2085 X 6 85 0 2000
STRAYER ED INC COM 86323610 2901 30 X X 7 30 0 0
STREETTRACKS SER TR DJ GLOB TITANS 86330E50 214468 3820 X 5 20 0 3800
STRIDE RITE CORP COM 86331410 5580662 516728 X 3 516728 0 0
STRIDE RITE CORP COM 86331410 42506 3920 X 5 3420 0 500
STRYKER CORP COM 86366710 7531 100 X 1 100 0 0
STRYKER CORP COM 86366710 30124 400 X 11 0 0 400
STRYKER CORP COM 86366710 14962 200 X 13 0 0 200
STRYKER CORP COM 86366710 45003750 596709 X 3 596709 0 0
STRYKER CORP COM 86366710 7007839 93286 X 5 58197 0 35089
STRYKER CORP COM 86366710 2743619 36431 X X 6 33531 2100 800
STRYKER CORP COM 86366710 3924705 52114 X 6 26569 0 25545
STUDENT LN CORP COM 86390210 4061293 34062 X 5 29312 0 4750
STUDENT LN CORP COM 86390210 26849 225 X X 6 225 0 0
STUDENT LN CORP COM 86390210 431378 3615 X 6 2585 0 1030
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 89680 2950 X 13 0 0 2950
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 1270946 42060 X 5 27420 0 14640
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 113251 3760 X X 6 3760 0 0
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 68643 2279 X 6 2279 0 0
SUFFOLK BANCORP COM 86473910 13800 400 X 13 0 0 400
SUFFOLK BANCORP COM 86473910 57493 1769 X 5 1769 0 0
SUFFOLK BANCORP COM 86473910 1488630 45804 X X 6 22848 22856 100
SUFFOLK BANCORP COM 86473910 32500 1000 X 6 1000 0 0
SUMMIT AMER TELEVISION INC COM 86600T10 875723 292884 X 5 0 0 292884
SUMMIT PPTYS INC COM 86623910 99968 4400 X 3 4400 0 0
SUMMIT PPTYS INC COM 86623910 66694 2901 X 5 0 0 2901
SUMMIT PPTYS INC COM 86623910 80202 3530 X X 6 3330 0 200
SUMMIT PPTYS INC COM 86623910 513290 22592 X 6 22592 0 0
SUN BANCORP INC COM 86663B10 941710 42805 X 3 42805 0 0
SUN BANCORP INC COM 86663B10 5324 242 X 5 242 0 0
SUN BANCORP INC COM 86663B10 41514 1887 X 6 0 0 1887
SUN COMMUNITIES INC COM 86667410 368390 9350 X 5 9350 0 0
SUN COMMUNITIES INC COM 86667410 197000 5000 X X 6 5000 0 0
SUN LIFE FINL INC COM 86679610 412211 18518 X 13 0 0 18518
SUN LIFE FINL INC COM 86679610 56794 2612 X 5 2212 0 400
SUN LIFE FINL INC COM 86679610 484246 22367 X X 6 16599 0 5768
SUN LIFE FINL INC COM 86679610 801461 37019 X 6 35152 0 1867
SUN MICROSYSTEMS INC COM 86681010 74144 22400 X X 1 22400 0 0
SUN MICROSYSTEMS INC COM 86681010 1324 400 X 11 0 0 400
SUN MICROSYSTEMS INC COM 86681010 525954 161832 X 13 0 0 161832
SUN MICROSYSTEMS INC COM 86681010 4392383 1327004 X 3 1327004 0 0
SUN MICROSYSTEMS INC COM 86681010 7093454 2151060 X 5 1708476 0 442584
SUN MICROSYSTEMS INC COM 86681010 1079391 326100 X X 6 263960 16970 45170
SUN MICROSYSTEMS INC COM 86681010 3217863 972164 X 6 567954 4120 400090
SUN MICROSYSTEMS INC COM 86681010 6951 2100 X 7 2100 0 0
SUN MICROSYSTEMS INC COM 86681010 50643 15300 X 8 15300 0 0
SUNCOR ENERGY INC COM 86722910 760488 40964 X 5 37774 0 3190
SUNCOR ENERGY INC COM 86722910 294018 15850 X X 6 14850 1000 0
SUNCOR ENERGY INC COM 86722910 77725 4190 X 6 4190 0 0
SUNGARD DATA SYS INC COM 86736310 26310 1000 X X 1 1000 0 0
SUNGARD DATA SYS INC COM 86736310 4348043 136762 X 3 136762 0 0
SUNGARD DATA SYS INC COM 86736310 1620217 61043 X 5 44167 0 16876
SUNGARD DATA SYS INC COM 86736310 712238 27071 X X 6 23771 0 3300
SUNGARD DATA SYS INC COM 86736310 1757350 66794 X 6 25857 0 40937
SUNGARD DATA SYS INC COM 86736310 7919 301 X X 7 301 0 0
SUNGARD DATA SYS INC COM 86736310 1579 60 X 7 60 0 0
SUNOCO INC COM 86764P10 111932 2783 X X 1 2783 0 0
SUNOCO INC COM 86764P10 1230772 30601 X 3 30601 0 0
SUNOCO INC COM 86764P10 220236 5463 X 5 4455 0 1008
SUNOCO INC COM 86764P10 887253 22060 X X 6 21960 100 0
SUNOCO INC COM 86764P10 4352528 108218 X 6 102515 0 5703
SUNRISE SENIOR LIVING INC COM 86768K10 1046721 39085 X 5 4373 0 34712
SUNTRUST BKS INC COM 86791410 301850 5000 X X 1 5000 0 0
SUNTRUST BKS INC COM 86791410 120740 2000 X 1 2000 0 0
SUNTRUST BKS INC COM 86791410 47903 772 X 13 0 0 772
SUNTRUST BKS INC COM 86791410 8666295 114516 X 3 114516 0 0
SUNTRUST BKS INC COM 86791410 2956672 48022 X 5 13743 0 34279
SUNTRUST BKS INC COM 86791410 58226684 964497 X X 6 620678 292143 51676
SUNTRUST BKS INC COM 86791410 83126411 1376949 X 6 1341406 0 35543
SUPERCONDUCTOR TECHNOLOGIES COM 86793110 77770 20200 X 5 20200 0 0
SUPERGEN INC COM 86805910 826100 110000 X 3 110000 0 0
SUPERGEN INC COM 86805910 10663 1328 X 5 0 0 1328
SUPERIOR ENERGY SVCS INC COM 86815710 1000 100 X 13 0 0 100
SUPERIOR ENERGY SVCS INC COM 86815710 4416086 448600 X 3 448600 0 0
SUPERIOR ENERGY SVCS INC COM 86815710 113420 11475 X 5 6650 0 4825
SUPERIOR ENERGY SVCS INC COM 86815710 53459 5455 X X 6 5455 0 0
SUPERIOR ENERGY SVCS INC COM 86815710 1187005 121123 X 6 112767 56 8300
SUPERIOR INDS INTL INC COM 86816810 60825 1500 X 11 0 0 1500
SUPERIOR INDS INTL INC COM 86816810 20400786 503102 X 3 503102 0 0
SUPERIOR INDS INTL INC COM 86816810 384044 9371 X 5 6724 0 2647
SUPERIOR INDS INTL INC COM 86816810 7096 175 X X 6 175 0 0
SUPERIOR INDS INTL INC COM 86816810 174771 4310 X 6 2400 0 1910
SUPERIOR UNIFORM GP INC COM 86835810 3613675 263004 X 3 263004 0 0
SUPERIOR UNIFORM GP INC COM 86835810 54960 4000 X X 6 4000 0 0
SUPERVALU INC COM 86853610 1241698 52041 X 3 52041 0 0
SUPERVALU INC COM 86853610 1048349 43926 X 5 42018 0 1908
SUPERVALU INC COM 86853610 467344 19587 X X 6 19587 0 0
SUPERVALU INC COM 86853610 1251696 52460 X 6 10704 0 41756
SUPPORTSOFT INC COM 86858710 4455119 398134 X 3 398134 0 0
SUPPORTSOFT INC COM 86858710 176610 15525 X 5 1101 0 14424
SUPPORTSOFT INC COM 86858710 196407 17552 X 6 0 0 17552
SUPREME INDS INC CL A 86860710 11958 2143 X 11 0 0 2143
SUPREME INDS INC CL A 86860710 2541356 445852 X 3 445852 0 0
SUPREME INDS INC CL A 86860710 6494 1170 X 5 0 0 1170
SUREBEAM CORP CL A 86866R10 79978 56164 X 5 50526 0 5638
SUREBEAM CORP CL A 86866R10 1704 1200 X 6 1200 0 0
SUREBEAM CORP CL A 86866R10 142 100 X 7 100 0 0
SUSQUEHANNA BANCSHARES INC P COM 86909910 19400 723 X 5 17 0 706
SUSQUEHANNA BANCSHARES INC P COM 86909910 335693 13062 X X 6 5062 8000 0
SUSQUEHANNA BANCSHARES INC P COM 86909910 1344110 52300 X 6 46630 0 5670
SWEDISH MATCH AB SPONSORED ADR 87030950 320612 4000 X 3 4000 0 0
SWEDISH MATCH AB SPONSORED ADR 87030950 776 10 X 5 0 0 10
SWEDISH MATCH AB SPONSORED ADR 87030950 8951 117 X X 6 117 0 0
SWEDISH MATCH AB SPONSORED ADR 87030950 97767 1278 X 6 1278 0 0
SWIFT ENERGY CO COM 87073810 302576 21437 X 5 20526 0 911
SWIFT ENERGY CO COM 87073810 27091 1920 X X 6 1920 0 0
SWIFT ENERGY CO COM 87073810 421127 29846 X 6 21616 0 8230
SWIFT TRANSN CO COM 87075610 2353339 103717 X 3 103717 0 0
SWIFT TRANSN CO COM 87075610 23550 1000 X 5 0 0 1000
SWIFT TRANSN CO COM 87075610 130468 5750 X X 6 5750 0 0
SWISS HELVETIA FD INC COM 87087510 11038 1009 X 5 1009 0 0
SWISS HELVETIA FD INC COM 87087510 17141000 1566819 X 9 1566819 0 0
SWISSCOM AG SPONSORED ADR 87101310 188469 6297 X 13 0 0 6297
SWISSCOM AG SPONSORED ADR 87101310 226293 7726 X 5 7610 0 116
SWISSCOM AG SPONSORED ADR 87101310 36307 1240 X X 6 530 0 710
SWISSCOM AG SPONSORED ADR 87101310 21960 750 X 6 750 0 0
SYBASE INC COM 87113010 4430118 259827 X 3 259827 0 0
SYBASE INC COM 87113010 515677 30333 X 5 15958 0 14375
SYBASE INC COM 87113010 3215 189 X X 6 189 0 0
SYBASE INC COM 87113010 822297 48342 X 6 5964 25 42353
SYBRON DENTAL SPECIALTIES IN COM 87114210 2507 100 X 11 0 0 100
SYBRON DENTAL SPECIALTIES IN COM 87114210 1573870 62779 X 5 62779 0 0
SYBRON DENTAL SPECIALTIES IN COM 87114210 10153 405 X X 6 405 0 0
SYBRON DENTAL SPECIALTIES IN COM 87114210 23390 933 X 6 933 0 0
SYCAMORE NETWORKS INC COM 87120610 2985570 609300 X 3 609300 0 0
SYCAMORE NETWORKS INC COM 87120610 46654 9656 X 5 6356 0 3300
SYCAMORE NETWORKS INC COM 87120610 735 150 X X 6 150 0 0
SYCAMORE NETWORKS INC COM 87120610 24255 4950 X 6 4950 0 0
SYLVAN LEARNING SYS INC COM 87139910 1156894 42207 X 3 42207 0 0
SYLVAN LEARNING SYS INC COM 87139910 7853129 286506 X 5 286506 0 0
SYLVAN LEARNING SYS INC COM 87139910 72198 2634 X X 6 2634 0 0
SYLVAN LEARNING SYS INC COM 87139910 899651 32822 X 6 32822 0 0
SYMANTEC CORP COM 87150310 717028 10869 X 13 0 0 10869
SYMANTEC CORP COM 87150310 10858976 172310 X 3 172310 0 0
SYMANTEC CORP COM 87150310 13827204 212576 X 5 70660 0 141916
SYMANTEC CORP COM 87150310 640810 10141 X X 6 1255 0 8886
SYMANTEC CORP COM 87150310 3855096 61008 X 6 13146 7 47855
SYMANTEC CORP COM 87150310 4423 70 X X 7 70 0 0
SYMANTEC CORP COM 87150310 3160 50 X 7 50 0 0
SYMBOL TECHNOLOGIES INC COM 87150810 72584 6074 X 11 0 0 6074
SYMBOL TECHNOLOGIES INC COM 87150810 1071067 89629 X 3 89629 0 0
SYMBOL TECHNOLOGIES INC COM 87150810 240747 20146 X 5 20034 0 112
SYMBOL TECHNOLOGIES INC COM 87150810 111135 9300 X X 6 9300 0 0
SYMBOL TECHNOLOGIES INC COM 87150810 4780 400 X 6 400 0 0
SYMMETRICOM INC COM 87154310 65199 10300 X 5 10300 0 0
SYMYX TECHNOLOGIES COM 87155S10 256951 11870 X 5 9600 0 2270
SYMYX TECHNOLOGIES COM 87155S10 457876 21257 X X 6 18008 0 3249
SYNAPTICS INC COM 87157D10 139127 12930 X 5 12930 0 0
SYNOPSYS INC COM 87160710 3562 116 X 13 0 0 116
SYNOPSYS INC COM 87160710 22492207 729112 X 3 729112 0 0
SYNOPSYS INC COM 87160710 5124653 165817 X 5 162063 0 3754
SYNOPSYS INC COM 87160710 102003 3300 X X 6 3000 300 0
SYNOPSYS INC COM 87160710 299765 9698 X 6 9698 0 0
SYNGENTA AG SPONSORED ADR 87160A10 276024 24800 X 13 0 0 24800
SYNGENTA AG SPONSORED ADR 87160A10 13284 1209 X 5 904 0 305
SYNGENTA AG SPONSORED ADR 87160A10 31540 2883 X X 6 972 0 1911
SYNGENTA AG SPONSORED ADR 87160A10 24473 2237 X 6 2237 0 0
SYNGENTA AG SPONSORED ADR 87160A10 4092 374 X X 7 374 0 0
SYNOVUS FINL CORP COM 87161C10 3053228 122178 X 3 122178 0 0
SYNOVUS FINL CORP COM 87161C10 107401 4243 X 5 2875 0 1368
SYNOVUS FINL CORP COM 87161C10 2083191 83361 X X 6 68156 13280 1925
SYNOVUS FINL CORP COM 87161C10 3584091 143421 X 6 141621 0 1800
SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 204214 8106 X 5 3924 0 4182
SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 6113 250 X X 6 0 0 250
SYNTEL INC COM 87162H10 1614948 70800 X 3 70800 0 0
SYNTEL INC COM 87162H10 7410 325 X 5 325 0 0
SYNTEL INC COM 87162H10 100320 4400 X 6 0 0 4400
SYSCO CORP COM 87182910 192989 5900 X 1 5900 0 0
SYSCO CORP COM 87182910 312196 9495 X 13 0 0 9495
SYSCO CORP COM 87182910 8805859 267130 X 3 267130 0 0
SYSCO CORP COM 87182910 7850057 239470 X 5 139574 0 99896
SYSCO CORP COM 87182910 19414301 593528 X X 6 431953 150620 10955
SYSCO CORP COM 87182910 21968625 671618 X 6 576071 4175 91372
SYSCO CORP COM 87182910 16322 499 X X 7 499 0 0
SYSCO CORP COM 87182910 7033 215 X 7 215 0 0
TBC CORP COM 87218010 12763852 509535 X 3 509535 0 0
TBC CORP COM 87218010 10170 406 X 5 406 0 0
TBC CORP COM 87218010 69589 2778 X 6 0 0 2778
TCF FINL CORP COM 87227510 3357555 70022 X 3 70022 0 0
TCF FINL CORP COM 87227510 1354534 28198 X 5 26246 0 1952
TCF FINL CORP COM 87227510 21002 438 X X 6 438 0 0
TCF FINL CORP COM 87227510 222344 4637 X 6 4637 0 0
TCF FINL CORP COM 87227510 8152 170 X X 7 170 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q10 230800 7250 X 5 5000 0 2250
TCW CONV SECS FD INC COM 87234010 15071 3349 X 13 0 0 3349
TCW CONV SECS FD INC COM 87234010 1568710 347914 X 5 103268 0 244646
TCW CONV SECS FD INC COM 87234010 16761 3700 X X 6 3700 0 0
TCW CONV SECS FD INC COM 87234010 9132 2016 X 6 2016 0 0
TCW/DW TERM TR 2003 SH BEN INT 87234U10 14445819 1364100 X 3 1364100 0 0
TCW/DW TERM TR 2003 SH BEN INT 87234U10 54079 5118 X 5 2700 0 2418
TCW/DW TERM TR 2003 SH BEN INT 87234U10 38050 3593 X X 6 3593 0 0
TCW/DW TERM TR 2003 SH BEN INT 87234U10 1648990 155712 X 6 112212 0 43500
TCW/DW TERM TR 2003 SH BEN INT 87234U10 112500356 10623263 X 9 10623263 0 0
TDK CORP AMERN DEP SH 87235140 215163 3510 X 13 0 0 3510
TDK CORP AMERN DEP SH 87235140 305164 5134 X 5 5029 0 105
TDK CORP AMERN DEP SH 87235140 60707 1022 X X 6 532 0 490
TDK CORP AMERN DEP SH 87235140 24295 409 X 6 409 0 0
TDK CORP AMERN DEP SH 87235140 3148 53 X X 7 53 0 0
TDC A/S SPONSORED ADR 87236N10 19518 1240 X 5 0 0 1240
TDC A/S SPONSORED ADR 87236N10 9120 600 X X 6 600 0 0
TDC A/S SPONSORED ADR 87236N10 272870 17952 X 6 17952 0 0
TECO ENERGY INC COM 87237510 23494 1700 X X 1 1700 0 0
TECO ENERGY INC COM 87237510 26258 1900 X 1 1900 0 0
TECO ENERGY INC COM 87237510 8292 600 X 11 0 0 600
TECO ENERGY INC COM 87237510 85472 6127 X 13 0 0 6127
TECO ENERGY INC COM 87237510 1008114 72946 X 3 72946 0 0
TECO ENERGY INC COM 87237510 11928573 856184 X 5 116867 0 739317
TECO ENERGY INC COM 87237510 1402205 101462 X X 6 89412 8900 3150
TECO ENERGY INC COM 87237510 850538 61544 X 6 60344 0 1200
TECO ENERGY INC COM 87237510 1382 100 X X 7 100 0 0
TEPPCO PARTNERS L P UT LTD PARTNER 87238410 42720 1200 X 13 0 0 1200
TEPPCO PARTNERS L P UT LTD PARTNER 87238410 440191 12417 X 5 8430 0 3987
TEPPCO PARTNERS L P UT LTD PARTNER 87238410 1116239 31550 X X 6 1650 7450 22450
TEPPCO PARTNERS L P UT LTD PARTNER 87238410 335650 9487 X 6 7887 0 1600
THQ INC COM NEW 87244340 211086 12910 X 5 11241 0 1669
TJX COS INC NEW COM 87254010 1699 85 X 13 0 0 85
TJX COS INC NEW COM 87254010 3976167 204746 X 3 204746 0 0
TJX COS INC NEW COM 87254010 1936618 97357 X 5 16752 0 80605
TJX COS INC NEW COM 87254010 452428 23297 X X 6 18297 0 5000
TJX COS INC NEW COM 87254010 3086168 158917 X 6 100345 0 58572
TJX COS INC NEW COM 87254010 8836 455 X X 7 455 0 0
TJX COS INC NEW COM 87254010 1728 89 X 7 89 0 0
TJX COS INC NEW NOTE 2/ 872540AL 50781 65000 X 5 65000 0 0
TVIA INC COM 87307P10 39564 25200 X 5 0 0 25200
TXU CORP COM 87316810 2360 100 X 13 0 0 100
TXU CORP COM 87316810 16332240 693219 X 3 693219 0 0
TXU CORP COM 87316810 960201 40739 X 5 30976 0 9763
TXU CORP COM 87316810 1946574 82622 X X 6 75905 6242 475
TXU CORP COM 87316810 2355058 99960 X 6 30529 0 69431
TXU CORP COM 87316810 9754 414 X 7 414 0 0
TAIWAN FD INC COM 87403610 4452 405 X 5 95 0 310
TAIWAN FD INC COM 87403610 54 5 X 6 5 0 0
TAIWAN FD INC COM 87403610 1824728 168800 X 9 168800 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1958 178 X 13 0 0 178
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2166000 200000 X 3 200000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 5580727 513372 X 5 390381 0 122991
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 39546 3651 X X 6 3651 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 536458 49534 X 6 47115 0 2420
TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 71757 2100 X 3 2100 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 435129 12582 X 5 8882 0 3700
TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 24390 714 X 6 714 0 0
TALBOTS INC COM 87416110 606390 17400 X 3 17400 0 0
TALBOTS INC COM 87416110 113637 3253 X 5 2953 0 300
TALBOTS INC COM 87416110 117619 3375 X X 6 3375 0 0
TALBOTS INC COM 87416110 63950 1835 X 6 1835 0 0
TALISMAN ENERGY INC COM 87425E10 400316 8432 X 5 8232 0 200
TALISMAN ENERGY INC COM 87425E10 23720 500 X X 6 500 0 0
TALISMAN ENERGY INC COM 87425E10 486307 10251 X 6 10251 0 0
TALX CORP COM 87491810 340847 13765 X 5 13665 0 100
TALX CORP COM 87491810 2774 112 X 6 112 0 0
TANGER FACTORY OUTLET CTRS I COM 87546510 218201 5937 X 5 3950 0 1987
TANGER FACTORY OUTLET CTRS I COM 87546510 40425 1100 X 6 1100 0 0
TANOX INC COM 87588Q10 333611 16714 X 5 16714 0 0
TARGET CORP COM 87612E10 425219 11300 X X 1 11300 0 0
TARGET CORP COM 87612E10 1521381 40430 X 1 40430 0 0
TARGET CORP COM 87612E10 105364 2800 X 11 0 0 2800
TARGET CORP COM 87612E10 48429 1254 X 13 0 0 1254
TARGET CORP COM 87612E10 28675415 746837 X 3 746837 0 0
TARGET CORP COM 87612E10 3763 100 X X 4 100 0 0
TARGET CORP COM 87612E10 25965 690 X 4 690 0 0
TARGET CORP COM 87612E10 14745976 387926 X 5 238104 0 149822
TARGET CORP COM 87612E10 61246400 1627595 X X 6 1513619 62902 51074
TARGET CORP COM 87612E10 133741498 3554119 X 6 3328385 6518 219216
TARGET CORP COM 87612E10 29540 785 X X 7 785 0 0
TARGET CORP COM 87612E10 190370 5059 X 7 5059 0 0
TASTY BAKING CO COM 87655330 179308 18039 X 5 18039 0 0
TASTY BAKING CO COM 87655330 4521825 454912 X X 6 454912 0 0
TASTY BAKING CO COM 87655330 249 25 X 6 25 0 0
TECH DATA CORP COM 87823710 6588449 213121 X 3 213121 0 0
TECH DATA CORP COM 87823710 518712 16814 X 5 16814 0 0
TECH DATA CORP COM 87823710 58615 1900 X X 6 1900 0 0
TECH DATA CORP COM 87823710 1350891 43789 X 6 6545 18 37226
TECH OPS SEVCON INC COM 87829310 605115 101700 X 5 0 0 101700
TECHNIP COFLEXIP SPONSORED ADR 87854620 28807 1171 X X 6 1171 0 0
TECHNIP COFLEXIP SPONSORED ADR 87854620 545903 22191 X 6 21098 0 1093
TECHNITROL INC COM 87855510 7352862 399395 X 3 399395 0 0
TECHNITROL INC COM 87855510 18042 980 X 5 980 0 0
TECHNITROL INC COM 87855510 61121 3320 X X 6 3320 0 0
TECHNITROL INC COM 87855510 425915 23135 X 6 23135 0 0
TECHNOLOGY FLAVORS & FRAGRAN COM 87869A10 8200 10000 X 13 0 0 10000
TECUMSEH PRODS CO CL A 87889520 675274 18099 X 3 18099 0 0
TECUMSEH PRODS CO CL A 87889520 11268 302 X 5 302 0 0
TECUMSEH PRODS CO CL A 87889520 41228 1105 X X 6 1105 0 0
TECUMSEH PRODS CO CL A 87889520 202220 5420 X 6 4825 595 0
TEGAL CORP COM 87900810 15029 13300 X 5 13300 0 0
TEKELEC COM 87910110 1497920 95959 X 3 95959 0 0
TEKELEC COM 87910110 76787 4894 X 6 675 0 4219
TEKTRONIX INC COM 87913110 112117 4435 X 13 0 0 4435
TEKTRONIX INC COM 87913110 816552 32992 X 3 32992 0 0
TEKTRONIX INC COM 87913110 38932 1573 X 5 1573 0 0
TEKTRONIX INC COM 87913110 141966 5736 X X 6 5736 0 0
TEKTRONIX INC COM 87913110 98678 3987 X 6 3987 0 0
TELE CELULAR SUL PART S A SPON ADR PFD 87923810 197190 21000 X 3 21000 0 0
TELE CELULAR SUL PART S A SPON ADR PFD 87923810 939 100 X 5 100 0 0
TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 728000 100000 X 3 100000 0 0
TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 27632 3633 X 5 433 0 3200
TELE NORTE LESTE PART S A SPON ADR PFD 87924610 836944 60039 X 3 60039 0 0
TELE NORTE LESTE PART S A SPON ADR PFD 87924610 18721 1343 X 5 1343 0 0
TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 31948 4885 X 13 0 0 4885
TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 112660 17521 X 5 17521 0 0
TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 10417 1620 X X 6 1620 0 0
TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 16782 2610 X 6 2610 0 0
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 286823 11731 X 13 0 0 11731
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 1371083 56132 X 5 44808 0 11324
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 112332 4600 X X 6 3600 1000 0
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 252210 10328 X 6 10328 0 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 119431 4762 X 13 0 0 4762
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 1230373 49512 X 3 49512 0 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 114382 4598 X 5 4070 0 528
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 43910 1767 X X 6 652 0 1115
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 34194 1376 X 6 1376 0 0
TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 170875 5136 X 13 0 0 5136
TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 219142 6799 X 5 6478 0 321
TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 14320 445 X X 6 445 0 0
TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 32341 1005 X 6 1005 0 0
TELEDYNE TECHNOLOGIES INC COM 87936010 3379121 232242 X 3 232242 0 0
TELEDYNE TECHNOLOGIES INC COM 87936010 522824 34356 X 5 3350 0 31006
TELEDYNE TECHNOLOGIES INC COM 87936010 24866 1709 X X 6 1309 400 0
TELEDYNE TECHNOLOGIES INC COM 87936010 8686 597 X 6 597 0 0
TELEFLEX INC COM 87936910 271438 6250 X X 1 6250 0 0
TELEFLEX INC COM 87936910 12247 282 X 1 282 0 0
TELEFLEX INC COM 87936910 3232104 70241 X 3 70241 0 0
TELEFLEX INC COM 87936910 548766 12483 X 5 3524 0 8959
TELEFLEX INC COM 87936910 217150 5000 X X 6 2900 0 2100
TELEFLEX INC COM 87936910 69054 1590 X 6 1590 0 0
TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 501618 65400 X 3 65400 0 0
TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 3996 522 X 5 407 0 115
TELEFONICA S A SPONSORED ADR 87938220 219167 6041 X 13 0 0 6041
TELEFONICA S A SPONSORED ADR 87938220 2038127 57000 X 3 57000 0 0
TELEFONICA S A SPONSORED ADR 87938220 567317 15924 X 5 12537 0 3387
TELEFONICA S A SPONSORED ADR 87938220 84573 2386 X X 6 2032 354 0
TELEFONICA S A SPONSORED ADR 87938220 364142 10272 X 6 10272 0 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 764 25 X 11 0 0 25
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 539919 17411 X 13 0 0 17411
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 10522550 343607 X 3 343607 0 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 5860489 191765 X 5 187253 0 4512
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 737233 24132 X X 6 22076 1486 570
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 2551780 83528 X 6 26471 34 57023
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4430 145 X X 7 145 0 0
TELEFONOS DE MEXICO S A DBCV 4.250% 6/ 879403AD 10940 10000 X 5 3000 0 7000
TELEFONOS DE MEXICO S A DBCV 4.250% 6/ 879403AD 2185 2000 X 6 2000 0 0
TELEPHONE & DATA SYS INC COM 87943310 4252 74 X 13 0 0 74
TELEPHONE & DATA SYS INC COM 87943310 3176530 56182 X 3 56182 0 0
TELEPHONE & DATA SYS INC COM 87943310 1180829 20877 X 5 20395 0 482
TELEPHONE & DATA SYS INC COM 87943310 1036491 18332 X X 6 18282 20 30
TELEPHONE & DATA SYS INC COM 87943310 1879842 33248 X 6 32873 0 375
TELEPHONE & DATA SYS INC COM 87943310 4806 85 X 7 85 0 0
TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 865590 33000 X 3 33000 0 0
TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 1312 50 X 5 50 0 0
TELESP CELULAR PART S A SPON ADR PFD 87952L10 64863 13329 X 5 2329 0 11000
TELIK INC COM 87959M10 5436558 271150 X 3 271150 0 0
TELIK INC COM 87959M10 14551 725 X X 6 725 0 0
TELIK INC COM 87959M10 828389 41275 X 6 36625 0 4650
TELLABS INC COM 87966410 681 100 X 11 0 0 100
TELLABS INC COM 87966410 340 48 X 13 0 0 48
TELLABS INC COM 87966410 1089761 160495 X 3 160495 0 0
TELLABS INC COM 87966410 618913 90434 X 5 79847 0 10587
TELLABS INC COM 87966410 256840 37704 X X 6 29004 6700 2000
TELLABS INC COM 87966410 651568 95650 X 6 94250 100 1300
TEMPLE INLAND INC COM 87986810 1021783 21046 X 3 21046 0 0
TEMPLE INLAND INC COM 87986810 1241395 25494 X 5 16565 0 8929
TEMPLE INLAND INC COM 87986810 2047985 42183 X X 6 42183 0 0
TEMPLE INLAND INC COM 87986810 1870729 38532 X 6 12028 1250 25254
TEMPLETON DRAGON FD INC COM 88018T10 4259 301 X 13 0 0 301
TEMPLETON DRAGON FD INC COM 88018T10 136694 9683 X 5 4583 0 5100
TEMPLETON DRAGON FD INC COM 88018T10 7322 520 X X 6 520 0 0
TEMPLETON DRAGON FD INC COM 88018T10 28540 2027 X 6 2027 0 0
TEMPLETON DRAGON FD INC COM 88018T10 278784 19800 X 9 19800 0 0
TEMPLETON EMERGING MKTS FD I COM 88019110 116134 10250 X 5 3840 0 6410
TEMPLETON EMERG MKTS INCOME COM 88019210 12600 1000 X 13 0 0 1000
TEMPLETON EMERG MKTS INCOME COM 88019210 528046 42142 X 5 32702 0 9440
TEMPLETON EMERG MKTS INCOME COM 88019210 68555 5480 X X 6 5480 0 0
TEMPLETON EMERG MKTS INCOME COM 88019210 64314 5141 X 6 5141 0 0
TEMPLETON GLOBAL INCOME FD I COM 88019810 42150 5000 X X 4 5000 0 0
TEMPLETON GLOBAL INCOME FD I COM 88019810 553075 65608 X 5 35428 0 30180
TEMPLETON GLOBAL INCOME FD I COM 88019810 77396 9181 X X 6 2194 6987 0
TEMPLETON GLOBAL INCOME FD I COM 88019810 122834 14571 X 6 14571 0 0
TEMPLETON RUS AND EAST EUR F COM 88022F10 6276 200 X 13 0 0 200
TEMPLETON RUS AND EAST EUR F COM 88022F10 12552 400 X 5 0 0 400
TEMPLETON RUS AND EAST EUR F COM 88022F10 563040 18400 X 9 18400 0 0
TENET HEALTHCARE CORP COM 88033G10 34258927 2365948 X 3 2365948 0 0
TENET HEALTHCARE CORP COM 88033G10 785228 53662 X 5 26321 0 27341
TENET HEALTHCARE CORP COM 88033G10 267040 18442 X X 6 11712 6642 88
TENET HEALTHCARE CORP COM 88033G10 1470734 101570 X 6 100371 0 1199
TERADYNE INC COM 88077010 67058 3586 X 13 0 0 3586
TERADYNE INC COM 88077010 1364236 73346 X 3 73346 0 0
TERADYNE INC COM 88077010 313613 16843 X 5 13512 0 3331
TERADYNE INC COM 88077010 325816 17517 X X 6 17217 200 100
TERADYNE INC COM 88077010 114520 6157 X 6 4732 150 1275
TERADYNE INC COM 88077010 986 53 X 7 53 0 0
TERADYNE INC COM 88077010 657510 35350 X 8 35350 0 0
TERAYON COMMUNICATION SYS COM 88077510 73371 12745 X 5 11745 0 1000
TESORO PETE CORP COM 88160910 1149623 134567 X 5 101667 0 32900
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 41165 705 X 13 0 0 705
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 47150793 823900 X 3 823900 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 8513908 147025 X 5 59573 0 87452
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 7402481 129414 X X 6 104514 6900 18000
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 10213861 178564 X 6 174537 400 3627
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 15215 266 X X 7 266 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3146 55 X 7 55 0 0
TETRA TECH INC NEW COM 88162G10 3882788 195017 X 3 195017 0 0
TETRA TECH INC NEW COM 88162G10 374926 18172 X 5 487 0 17685
TETRA TECH INC NEW COM 88162G10 180180 9018 X 6 500 0 8518
TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/ 88163VAB 41760 32000 X 5 32000 0 0
TEXAS GENCO HLDGS INC COM 88244310 1191428 50060 X 3 50060 0 0
TEXAS GENCO HLDGS INC COM 88244310 3279356 137787 X 5 137729 0 58
TEXAS GENCO HLDGS INC COM 88244310 73233 3077 X X 6 2988 89 0
TEXAS GENCO HLDGS INC COM 88244310 5450 229 X 6 229 0 0
TEXAS INDS INC COM 88249110 12005 488 X 5 488 0 0
TEXAS INDS INC COM 88249110 234143 9518 X X 6 8118 1400 0
TEXAS INDS INC COM 88249110 36900 1500 X 6 1500 0 0
TEXAS INSTRS INC COM 88250810 9120 400 X X 1 400 0 0
TEXAS INSTRS INC COM 88250810 126380 5543 X 1 5543 0 0
TEXAS INSTRS INC COM 88250810 16188 710 X 11 0 0 710
TEXAS INSTRS INC COM 88250810 133618 5747 X 13 0 0 5747
TEXAS INSTRS INC COM 88250810 161094198 6969585 X 3 6969585 0 0
TEXAS INSTRS INC COM 88250810 3192 140 X X 4 140 0 0
TEXAS INSTRS INC COM 88250810 29594 1298 X 4 1298 0 0
TEXAS INSTRS INC COM 88250810 11811899 515314 X 5 375895 0 139419
TEXAS INSTRS INC COM 88250810 32540502 1427215 X X 6 1324345 38952 63918
TEXAS INSTRS INC COM 88250810 71647883 3142451 X 6 2690309 4126 448016
TEXAS INSTRS INC COM 88250810 43548 1910 X X 7 1910 0 0
TEXAS INSTRS INC COM 88250810 94802 4158 X 7 4158 0 0
TEXAS INSTRS INC COM 88250810 964440 42300 X 8 42300 0 0
TEXTRON INC COM 88320310 63120 1600 X X 1 1600 0 0
TEXTRON INC COM 88320310 3518940 89200 X 11 64800 0 24400
TEXTRON INC COM 88320310 2192473 55077 X 3 55077 0 0
TEXTRON INC COM 88320310 1093977 27666 X 5 26019 0 1647
TEXTRON INC COM 88320310 2401913 60885 X X 6 59385 1500 0
TEXTRON INC COM 88320310 4295316 108880 X 6 75398 0 33482
THERMO ELECTRON CORP COM 88355610 26040 1200 X 11 0 0 1200
THERMO ELECTRON CORP COM 88355610 14150874 648720 X 3 648720 0 0
THERMO ELECTRON CORP COM 88355610 1221939 56053 X 5 35353 0 20700
THERMO ELECTRON CORP COM 88355610 442094 20373 X X 6 20373 0 0
THERMO ELECTRON CORP COM 88355610 3692689 170170 X 6 23344 322 146504
THERMO ELECTRON CORP COM 88355610 109845 5062 X X 7 5062 0 0
THOMAS & BETTS CORP COM 88431510 360271 22730 X 3 22730 0 0
THOMAS & BETTS CORP COM 88431510 98224 6092 X 5 538 0 5554
THOMAS & BETTS CORP COM 88431510 3284786 207242 X X 6 207042 0 200
THOMAS & BETTS CORP COM 88431510 659154 41587 X 6 40787 0 800
THOMAS INDS INC COM 88442510 322732 11316 X 5 11316 0 0
THOMAS INDS INC COM 88442510 7273 255 X X 6 255 0 0
THOMAS INDS INC COM 88442510 104383 3660 X 6 3660 0 0
THOMSON SPONSORED ADR 88511810 16897 970 X X 6 970 0 0
THOMSON SPONSORED ADR 88511810 335509 19260 X 6 19260 0 0
THOR INDS INC COM 88516010 770858 14264 X 5 14104 0 160
THORATEC CORP COM NEW 88517530 679600 40000 X 3 40000 0 0
THORATEC CORP COM NEW 88517530 112530 6637 X 5 5835 0 802
THORNBURG MTG INC COM 88521810 74153 2900 X 13 0 0 2900
THORNBURG MTG INC COM 88521810 595092 23341 X 5 7241 0 16100
THORNBURG MTG INC COM 88521810 525167 20733 X X 6 19938 145 650
THORNBURG MTG INC COM 88521810 439197 17339 X 6 6339 0 11000
3COM CORP COM 88553510 24940 4220 X 11 0 0 4220
3COM CORP COM 88553510 490 76 X 13 0 0 76
3COM CORP COM 88553510 2127977 360674 X 3 360674 0 0
3COM CORP COM 88553510 491735 82021 X 5 69075 0 12946
3COM CORP COM 88553510 602454 101938 X X 6 101938 0 0
3COM CORP COM 88553510 17978 3042 X 6 3042 0 0
3COM CORP COM 88553510 3989250 675000 X 8 675000 0 0
THREE FIVE SYS INC COM 88554L10 165245 29990 X 5 29990 0 0
3M CO COM 88579Y10 3974979 57550 X X 1 57550 0 0
3M CO COM 88579Y10 1806457 26154 X 1 26154 0 0
3M CO COM 88579Y10 241745 3500 X 11 0 0 3500
3M CO COM 88579Y10 754943 10648 X 13 0 0 10648
3M CO COM 88579Y10 96222177 1386465 X 3 1386465 0 0
3M CO COM 88579Y10 18754575 269326 X 5 186131 0 83195
3M CO COM 88579Y10 157910182 2286234 X X 6 2178796 60420 47018
3M CO COM 88579Y10 143639906 2079628 X 6 1833046 4930 241652
3M CO COM 88579Y10 63337 917 X 7 917 0 0
TIDEWATER INC COM 88642310 665050 23500 X 11 700 0 22800
TIDEWATER INC COM 88642310 1678954 59327 X 3 59327 0 0
TIDEWATER INC COM 88642310 235799 8325 X 5 7655 0 670
TIDEWATER INC COM 88642310 152141 5376 X X 6 5376 0 0
TIDEWATER INC COM 88642310 629251 22235 X 6 22235 0 0
TIFFANY & CO NEW COM 88654710 38600 1000 X 13 0 0 1000
TIFFANY & CO NEW COM 88654710 3576550 95609 X 3 95609 0 0
TIFFANY & CO NEW COM 88654710 974630 26071 X 5 24969 0 1102
TIFFANY & CO NEW COM 88654710 280124 7504 X X 6 7404 0 100
TIFFANY & CO NEW COM 88654710 674777 18076 X 6 17501 0 575
TIMBERLAND CO CL A 88710010 2406067 56401 X 3 56401 0 0
TIMBERLAND CO CL A 88710010 2193060 51400 X 5 51250 0 150
TIMBERLAND CO CL A 88710010 39972 937 X 6 35 0 902
TIME WARNER TELECOM INC CL A 88731910 11183867 1200057 X 3 1200057 0 0
TIME WARNER TELECOM INC CL A 88731910 63436 6895 X 5 35 0 6860
TIME WARNER TELECOM INC CL A 88731910 16983 1834 X X 6 1834 0 0
TIME WARNER TELECOM INC CL A 88731910 1331940 143838 X 6 114823 207 28808
TIMKEN CO COM 88738910 3048 200 X 11 0 0 200
TIMKEN CO COM 88738910 8887968 583200 X 3 583200 0 0
TIMKEN CO COM 88738910 266959 17415 X 5 13429 0 3986
TIMKEN CO COM 88738910 404470 26540 X X 6 25940 600 0
TIMKEN CO COM 88738910 12192 800 X 6 800 0 0
TITAN CORP COM 88826610 1639191 78656 X 3 78656 0 0
TITAN CORP COM 88826610 405603 19461 X 5 18860 0 601
TITAN CORP COM 88826610 18923 908 X 6 908 0 0
TITAN PHARMACEUTICALS INC DE COM 88831410 27739 11200 X 5 2500 0 8700
TIVO INC COM 88870610 1634409 220568 X 3 220568 0 0
TIVO INC COM 88870610 52978 7151 X 5 6600 0 551
TIVO INC COM 88870610 741 100 X X 6 0 0 100
TIVO INC COM 88870610 94611 12768 X 6 1539 0 11229
TOLL BROTHERS INC COM 88947810 63850 1955 X 13 0 0 1955
TOLL BROTHERS INC COM 88947810 2219230 72953 X 3 72953 0 0
TOLL BROTHERS INC COM 88947810 628976 20484 X 5 17871 0 2613
TOLL BROTHERS INC COM 88947810 92842 3052 X X 6 3052 0 0
TOLL BROTHERS INC COM 88947810 976604 32104 X 6 32104 0 0
TOLL BROTHERS INC COM 88947810 8061 265 X X 7 265 0 0
TOO INC COM 89033310 4366355 296426 X 3 296426 0 0
TOO INC COM 89033310 33275 2192 X 5 0 0 2192
TOO INC COM 89033310 4154 282 X 6 282 0 0
TOOTSIE ROLL INDS INC COM 89051610 31930 1030 X 11 0 0 1030
TOOTSIE ROLL INDS INC COM 89051610 13987 436 X 13 0 0 436
TOOTSIE ROLL INDS INC COM 89051610 1572816 50736 X 3 50736 0 0
TOOTSIE ROLL INDS INC COM 89051610 1335952 43080 X 5 42643 0 437
TOOTSIE ROLL INDS INC COM 89051610 86707 2797 X X 6 2797 0 0
TOOTSIE ROLL INDS INC COM 89051610 51677 1667 X 6 1667 0 0
TOPPS INC COM 89078610 17630 1763 X 13 0 0 1763
TOPPS INC COM 89078610 3006442 308353 X 3 308353 0 0
TOPPS INC COM 89078610 2925 300 X 6 300 0 0
TORCHMARK CORP COM 89102710 373285 8984 X 13 0 0 8984
TORCHMARK CORP COM 89102710 1905772 44394 X 3 44394 0 0
TORCHMARK CORP COM 89102710 662736 16303 X 5 16103 0 200
TORCHMARK CORP COM 89102710 485648 11950 X X 6 11950 0 0
TORCHMARK CORP COM 89102710 4312514 106115 X 6 74611 0 31504
TORO CO COM 89109210 410042 9077 X 5 8127 0 950
TORO CO COM 89109210 27000 600 X X 6 0 600 0
TORONTO DOMINION BK ONT COM NEW 89116050 3418 120 X 5 90 0 30
TORONTO DOMINION BK ONT COM NEW 89116050 13754 486 X X 6 486 0 0
TORONTO DOMINION BK ONT COM NEW 89116050 283000 10000 X 6 10000 0 0
TOTAL S A SPONSORED ADR 89151E10 10270 131 X 13 0 0 131
TOTAL S A SPONSORED ADR 89151E10 7421730 97442 X 3 97442 0 0
TOTAL S A SPONSORED ADR 89151E10 4676240 61359 X 5 51656 0 9703
TOTAL S A SPONSORED ADR 89151E10 509224 6718 X X 6 6120 0 598
TOTAL S A SPONSORED ADR 89151E10 1694509 22355 X 6 22355 0 0
TOTAL S A SPONSORED ADR 89151E10 6140 81 X X 7 81 0 0
TOTAL SYS SVCS INC COM 89190610 73035 2705 X 5 0 0 2705
TOTAL SYS SVCS INC COM 89190610 2079437 78916 X X 6 78916 0 0
TOTAL SYS SVCS INC COM 89190610 125163 4750 X 6 4750 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 15788 252 X 13 0 0 252
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1927693 32000 X 3 32000 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1218626 19662 X 5 4259 0 15403
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 87360 1467 X X 6 1467 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 431321 7243 X 6 7243 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 3335 56 X X 7 56 0 0
TOYS R US INC COM 89233510 2011 159 X 13 0 0 159
TOYS R US INC COM 89233510 997720 82936 X 3 82936 0 0
TOYS R US INC COM 89233510 1661305 134202 X 5 58630 0 75572
TOYS R US INC COM 89233510 141112 11730 X X 6 1542 188 10000
TOYS R US INC COM 89233510 827616 68796 X 6 43857 0 24939
TPG N V SPONSORED ADR 89233910 3064 155 X 5 0 0 155
TPG N V SPONSORED ADR 89233910 10527 550 X X 6 550 0 0
TPG N V SPONSORED ADR 89233910 267960 14000 X 6 14000 0 0
TRACTOR SUPPLY CO COM 89235610 1695293 51670 X 3 51670 0 0
TRACTOR SUPPLY CO COM 89235610 1620746 48509 X 5 29321 0 19188
TRACTOR SUPPLY CO COM 89235610 16930 516 X X 6 516 0 0
TRACTOR SUPPLY CO COM 89235610 203586 6205 X 6 3964 0 2241
TRANS LUX CORP NOTE 7.500%12/ 893247AD 23125 25000 X 5 0 0 25000
TRANSACTION SYS ARCHITECTS CL A 89341610 15780098 950036 X 3 950036 0 0
TRANSACTION SYS ARCHITECTS CL A 89341610 46385 2801 X 5 2801 0 0
TRANSACTION SYS ARCHITECTS CL A 89341610 8280 500 X 6 500 0 0
TRANSAMERICA INCOME SHS INC COM 89350610 1048607 46788 X 5 45988 0 800
TRANSAMERICA INCOME SHS INC COM 89350610 59499 2655 X X 6 2655 0 0
TRANSAMERICA INCOME SHS INC COM 89350610 29290 1307 X 6 1307 0 0
TRANSATLANTIC HLDGS INC COM 89352110 11735 165 X 4 165 0 0
TRANSATLANTIC HLDGS INC COM 89352110 285865 3945 X 5 162 0 3783
TRANSATLANTIC HLDGS INC COM 89352110 30226 425 X X 6 425 0 0
TRANSATLANTIC HLDGS INC COM 89352110 79085 1112 X 6 1112 0 0
TRANSATLANTIC HLDGS INC COM 89352110 3200 45 X X 7 45 0 0
TRANSATLANTIC HLDGS INC COM 89352110 16713 235 X 7 235 0 0
TRANSCANADA CORP COM 89353D10 412110 22192 X 5 500 0 21692
TRANSCANADA CORP COM 89353D10 16388 882 X X 7 882 0 0
TRANSKARYOTIC THERAPIES INC COM 89373510 26200 2500 X X 6 2500 0 0
TRANSKARYOTIC THERAPIES INC COM 89373510 312304 29800 X 6 29800 0 0
TRANSMETA CORP DEL COM 89376R10 161064 56075 X 5 53500 0 2575
TRANSWITCH CORP COM 89406510 28173 11360 X 5 11360 0 0
TRANSWITCH CORP COM 89406510 491 198 X X 6 198 0 0
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 2239 141 X X 1 141 0 0
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 24979 1573 X 11 216 0 1357
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 1749 110 X 13 0 0 110
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 12073 756 X 3 756 0 0
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 48 3 X X 4 3 0 0
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 1071436 67434 X 5 38642 0 28792
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 772629 48654 X X 6 37965 6262 4427
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 771798 48602 X 6 46448 149 2005
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 8 1 X X 7 1 0 0
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 42050 2648 X 7 2648 0 0
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 7244821 456223 X 8 456223 0 0
TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 3833274 167100 X 3 167100 0 0
TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 1754061 76463 X 5 76463 0 0
TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 2409 105 X 6 105 0 0
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 4621 291 X X 1 291 0 0
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 11815 744 X 1 544 0 200
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 18738 1180 X 11 443 0 737
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 4064 254 X 13 0 0 254
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 26415452 1663434 X 3 1663434 0 0
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 95 6 X X 4 6 0 0
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 617483 38779 X 5 24845 0 13934
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 2472112 155675 X X 6 88639 15084 51952
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 12874273 810722 X 6 553972 308 256442
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 8 1 X X 7 1 0 0
TRAVELERS PPTY CAS CORP NEW CL B 89420G40 29632 1866 X 7 1866 0 0
TREDEGAR CORP COM 89465010 60200 4000 X 11 0 0 4000
TREDEGAR CORP COM 89465010 9266 594 X 5 0 0 594
TREDEGAR CORP COM 89465010 159982 10630 X X 6 5630 5000 0
TREDEGAR CORP COM 89465010 93325 6201 X 6 6201 0 0
TREX INC COM 89531P10 3712028 119550 X 3 119550 0 0
TREX INC COM 89531P10 376559 12031 X 5 8843 0 3188
TREX INC COM 89531P10 68589 2209 X 6 0 0 2209
TRI CONTL CORP COM 89543610 10906 729 X 11 0 0 729
TRI CONTL CORP COM 89543610 3194 210 X 13 0 0 210
TRI CONTL CORP COM 89543610 309365 20677 X 5 20527 0 150
TRI CONTL CORP COM 89543610 1246455 83319 X X 6 79286 3033 1000
TRI CONTL CORP COM 89543610 163707 10943 X 6 7796 0 3147
TRI CONTL CORP COM 89543610 755480 50500 X 9 50500 0 0
TRIAD HOSPITALS INC COM 89579K10 7210395 238124 X 3 238124 0 0
TRIAD HOSPITALS INC COM 89579K10 1027002 33781 X 5 20512 0 13269
TRIAD HOSPITALS INC COM 89579K10 1423 47 X X 6 47 0 0
TRIAD HOSPITALS INC COM 89579K10 1036394 34227 X 6 29227 0 5000
TRIAD GTY INC COM 89592510 1516572 30900 X 3 30900 0 0
TRIAD GTY INC COM 89592510 73620 1500 X X 6 0 0 1500
TRIAD GTY INC COM 89592510 363192 7400 X 6 7400 0 0
TRIARC COS INC CL A 89592710 8051509 799554 X 3 799554 0 0
TRIARC COS INC CL A 89592710 1055386 104805 X 5 104805 0 0
TRIARC COS INC CL A 89592710 8821 876 X X 6 876 0 0
TRIARC COS INC CL A 89592710 340064 33770 X 6 24650 0 9120
TRIARC COS INC CL B SER 1 89592730 16630723 1599108 X 3 1599108 0 0
TRIARC COS INC CL B SER 1 89592730 2179944 209610 X 5 209610 0 0
TRIARC COS INC CL B SER 1 89592730 18616 1790 X X 6 1790 0 0
TRIARC COS INC CL B SER 1 89592730 493584 47460 X 6 47460 0 0
TRIBUNE CO NEW COM 89604710 172125 3750 X 1 3650 0 100
TRIBUNE CO NEW COM 89604710 11934 260 X 11 0 0 260
TRIBUNE CO NEW COM 89604710 95830 2072 X 13 0 0 2072
TRIBUNE CO NEW COM 89604710 13935332 302135 X 3 302135 0 0
TRIBUNE CO NEW COM 89604710 1331 29 X 4 29 0 0
TRIBUNE CO NEW COM 89604710 9443559 204626 X 5 58266 0 146360
TRIBUNE CO NEW COM 89604710 8575222 186824 X X 6 181419 3805 1600
TRIBUNE CO NEW COM 89604710 16814455 366328 X 6 308677 849 56802
TRIBUNE CO NEW COM 89604710 17350 378 X 7 378 0 0
TRIMBLE NAVIGATION LTD COM 89623910 2865808 123793 X 3 123793 0 0
TRIMBLE NAVIGATION LTD COM 89623910 494596 20942 X 5 455 0 20487
TRIMBLE NAVIGATION LTD COM 89623910 23050 1000 X X 6 1000 0 0
TRIMBLE NAVIGATION LTD COM 89623910 137217 5953 X 6 521 0 5432
TRIMERIS INC COM 89626310 2013600 80000 X 3 80000 0 0
TRIMERIS INC COM 89626310 155088 6185 X 5 6085 0 100
TRIMERIS INC COM 89626310 22563 900 X X 6 900 0 0
TRIMERIS INC COM 89626310 248193 9900 X 6 9900 0 0
TRINITY BIOTECH PLC SPONSORED ADR 89643810 74340 20150 X 5 20000 0 150
TRINITY INDS INC COM 89652210 1170488 45280 X 3 45280 0 0
TRINITY INDS INC COM 89652210 267186 10238 X 5 1793 0 8445
TRINITY INDS INC COM 89652210 129250 5000 X X 6 0 0 5000
TRINITY INDS INC COM 89652210 32830 1270 X 6 1270 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K10 2455 430 X 13 0 0 430
TRIQUINT SEMICONDUCTOR INC COM 89674K10 742387 131396 X 3 131396 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K10 960587 168669 X 5 41891 0 126778
TRITON PCS HLDGS INC CL A 89677M10 12323426 2763100 X 6 2763100 0 0
TRIZEC PROPERTIES INC COM 89687P10 125053 10164 X 5 8864 0 1300
TRIZEC PROPERTIES INC COM 89687P10 46845 3821 X X 6 3521 0 300
TRIZEC PROPERTIES INC COM 89687P10 390297 31835 X 6 31835 0 0
TRIPATH IMAGING INC COM 89694210 65566 7540 X 5 3340 0 4200
TRIPATH IMAGING INC COM 89694210 77760 9000 X 6 9000 0 0
TROVER SOLUTIONS INC COM 89724910 1312534 185964 X 3 185964 0 0
TRUMP HOTELS & CASINO RESORT COM 89816810 1835 1000 X 5 500 0 500
TRUMP HOTELS & CASINO RESORT COM 89816810 20240 11000 X X 6 0 11000 0
TRUSTCO BK CORP N Y COM 89834910 6528043 514779 X 5 13651 0 501128
TRUSTCO BK CORP N Y COM 89834910 34571 2797 X X 6 0 2797 0
TRUSTCO BK CORP N Y COM 89834910 98942 8005 X 6 6607 1398 0
TUPPERWARE CORP COM 89989610 10595448 791887 X 3 791887 0 0
TUPPERWARE CORP COM 89989610 85649 6375 X 5 5075 0 1300
TUPPERWARE CORP COM 89989610 923019 68985 X X 6 68015 746 224
TUPPERWARE CORP COM 89989610 34039 2544 X 6 2544 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 2333874 134906 X 3 134906 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 1384 80 X 5 80 0 0
TUT SYSTEMS COM 90110310 49170 11000 X 5 0 0 11000
TWEETER HOME ENTMT GROUP INC COM 90116710 1431045 186334 X 3 186334 0 0
TWEETER HOME ENTMT GROUP INC COM 90116710 25896 3237 X 5 0 0 3237
21ST CENTY INS GROUP COM 90130N10 483232 33911 X 5 0 0 33911
21ST CENTY INS GROUP COM 90130N10 13780 1000 X X 6 1000 0 0
II VI INC COM 90210410 3234762 161819 X 3 161819 0 0
II VI INC COM 90210410 7696 385 X X 6 385 0 0
II VI INC COM 90210410 191804 9595 X 6 2452 0 7143
TYCO INTL LTD NEW COM 90212410 102150 5000 X X 1 5000 0 0
TYCO INTL LTD NEW COM 90212410 40860 2000 X 1 2000 0 0
TYCO INTL LTD NEW COM 90212410 3065 150 X 11 0 0 150
TYCO INTL LTD NEW COM 90212410 717486 34611 X 13 0 0 34611
TYCO INTL LTD NEW COM 90212410 60591212 2938844 X 3 2938844 0 0
TYCO INTL LTD NEW COM 90212410 6333 310 X X 4 310 0 0
TYCO INTL LTD NEW COM 90212410 38715 1895 X 4 1895 0 0
TYCO INTL LTD NEW COM 90212410 12662014 615690 X 5 337431 0 278259
TYCO INTL LTD NEW COM 90212410 8015322 392331 X X 6 299387 12881 80063
TYCO INTL LTD NEW COM 90212410 33833776 1656083 X 6 1101431 1997 552655
TYCO INTL LTD NEW COM 90212410 22779 1115 X X 7 1115 0 0
TYCO INTL LTD NEW COM 90212410 101721 4979 X 7 4979 0 0
TYCO INTL LTD NEW COM 90212410 13822938 676600 X 8 676600 0 0
TYCO INTL LTD NEW NOTE 11/ 902124AC 8486 11000 X 5 0 0 11000
TYSON FOODS INC CL A 90249410 3292 233 X X 1 233 0 0
TYSON FOODS INC CL A 90249410 4849586 343212 X 3 343212 0 0
TYSON FOODS INC CL A 90249410 1532743 108437 X 5 106037 0 2400
TYSON FOODS INC CL A 90249410 100931 7143 X X 6 7143 0 0
TYSON FOODS INC CL A 90249410 420481 29758 X 6 29758 0 0
TYSON FOODS INC CL A 90249410 6585 466 X X 7 466 0 0
UCBH HOLDINGS INC COM 90262T30 4552668 150601 X 3 150601 0 0
UCBH HOLDINGS INC COM 90262T30 1735611 57271 X 5 53334 0 3937
UCBH HOLDINGS INC COM 90262T30 69506 2300 X X 6 2300 0 0
UCBH HOLDINGS INC COM 90262T30 998136 33029 X 6 26420 0 6609
UCBH HOLDINGS INC COM 90262T30 1813 60 X 7 60 0 0
UGI CORP NEW COM 90268110 265231 9071 X 5 300 0 8771
UGI CORP NEW COM 90268110 710029 24543 X X 6 19643 1900 3000
UGI CORP NEW COM 90268110 283456 9798 X 6 8498 0 1300
UST INC COM 90291110 1759 50 X 11 0 0 50
UST INC COM 90291110 519432 14636 X 13 0 0 14636
UST INC COM 90291110 7553709 214716 X 3 214716 0 0
UST INC COM 90291110 7895834 222716 X 5 26933 0 195783
UST INC COM 90291110 1150949 32716 X X 6 29616 2500 600
UST INC COM 90291110 3753249 106687 X 6 89707 0 16980
US BANCORP DEL COM NEW 90297330 465406 19400 X X 1 19400 0 0
US BANCORP DEL COM NEW 90297330 29868 1245 X 1 1245 0 0
US BANCORP DEL COM NEW 90297330 1001604 40371 X 13 0 0 40371
US BANCORP DEL COM NEW 90297330 75656303 3149256 X 3 3149256 0 0
US BANCORP DEL COM NEW 90297330 10796 450 X X 4 450 0 0
US BANCORP DEL COM NEW 90297330 20032 835 X 4 835 0 0
US BANCORP DEL COM NEW 90297330 5277731 214679 X 5 59100 0 155579
US BANCORP DEL COM NEW 90297330 14875000 620050 X X 6 458950 48874 112226
US BANCORP DEL COM NEW 90297330 54771881 2283113 X 6 1567198 1620 714295
US BANCORP DEL COM NEW 90297330 27469 1145 X X 7 1145 0 0
US BANCORP DEL COM NEW 90297330 115272 4805 X 7 4805 0 0
U S LIQUIDS INC COM 90297410 6480 24000 X 5 24000 0 0
URS CORP NEW COM 90323610 239755 12109 X 5 3308 0 8801
U S G CORP COM NEW 90329340 10626 600 X 13 0 0 600
U S G CORP COM NEW 90329340 3587799 208109 X 3 208109 0 0
U S G CORP COM NEW 90329340 76684 4448 X 5 4448 0 0
U S G CORP COM NEW 90329340 162694 9437 X 6 100 0 9337
US LEC CORP CL A 90331S10 18720 3600 X 5 3600 0 0
US LEC CORP CL A 90331S10 2600 500 X X 6 0 0 500
US LEC CORP CL A 90331S10 3550087 682709 X 6 682709 0 0
USEC INC COM 90333E10 354183 54100 X 5 50600 0 3500
U S I HLDGS COM 90333H10 3725544 286360 X 3 286360 0 0
U S I HLDGS COM 90333H10 518305 39839 X 6 35080 0 4759
US ONCOLOGY INC COM 90338W10 189278 25893 X 6 25893 0 0
ULTRALIFE BATTERIES INC COM 90389910 322578 21974 X 5 0 0 21974
ULTRA PETROLEUM CORP COM 90391410 14050 1000 X 13 0 0 1000
ULTRA PETROLEUM CORP COM 90391410 15033469 1016700 X 3 1016700 0 0
ULTRA PETROLEUM CORP COM 90391410 14050 1000 X 5 0 0 1000
ULTRA PETROLEUM CORP COM 90391410 6208 445 X X 6 445 0 0
ULTRA PETROLEUM CORP COM 90391410 1922617 137822 X 6 120468 54 17300
ULTRA PETROLEUM CORP COM 90391410 6278 450 X X 7 450 0 0
ULTRATECH INC COM 90403410 2136254 75700 X 3 75700 0 0
ULTRATECH INC COM 90403410 520461 18443 X 5 18443 0 0
ULTRATECH INC COM 90403410 301587 10687 X 6 9387 0 1300
UNIFI INC COM 90467710 253094 52728 X 3 52728 0 0
UNIFI INC COM 90467710 7378 1537 X 5 1537 0 0
UNIFI INC COM 90467710 8060770 1679327 X 6 1679327 0 0
UNILEVER PLC SPON ADR NEW 90476770 1939745 55620 X 5 25920 0 29700
UNILEVER PLC SPON ADR NEW 90476770 348582 10063 X X 6 6063 0 4000
UNILEVER PLC SPON ADR NEW 90476770 337290 9737 X 6 9258 0 479
UNILEVER N V N Y SHS NEW 90478470 2621784 44212 X 5 37723 0 6489
UNILEVER N V N Y SHS NEW 90478470 2712930 45842 X X 6 44699 356 787
UNILEVER N V N Y SHS NEW 90478470 1728825 29213 X 6 27864 0 1349
UNILEVER N V N Y SHS NEW 90478470 7102 120 X 7 120 0 0
UNION FINL BANCSHARES INC COM 90661110 1175902 64433 X 6 64433 0 0
UNION PAC CORP COM 90781810 32284 555 X X 1 555 0 0
UNION PAC CORP COM 90781810 95981 1650 X 1 1650 0 0
UNION PAC CORP COM 90781810 684249 11623 X 13 0 0 11623
UNION PAC CORP COM 90781810 9498754 163293 X 3 163293 0 0
UNION PAC CORP COM 90781810 13407733 228456 X 5 59233 0 169223
UNION PAC CORP COM 90781810 9938752 170857 X X 6 153782 11170 5905
UNION PAC CORP COM 90781810 7325813 125938 X 6 99924 0 26014
UNION PAC CORP COM 90781810 67594 1162 X 7 1162 0 0
UNION PLANTERS CORP COM 90806810 3135366 99095 X 11 59950 0 39145
UNION PLANTERS CORP COM 90806810 588603 18223 X 13 0 0 18223
UNION PLANTERS CORP COM 90806810 2644724 82694 X 3 82694 0 0
UNION PLANTERS CORP COM 90806810 2142688 67112 X 5 37924 0 29188
UNION PLANTERS CORP COM 90806810 295992 9355 X X 6 9355 0 0
UNION PLANTERS CORP COM 90806810 2822541 89208 X 6 64541 0 24667
UNION PLANTERS CORP COM 90806810 23730 750 X 7 750 0 0
UNIONBANCAL CORP COM 90890610 30210 600 X 13 0 0 600
UNIONBANCAL CORP COM 90890610 34720 700 X 3 700 0 0
UNIONBANCAL CORP COM 90890610 142411 2870 X 5 2792 0 78
UNISOURCE ENERGY CORP COM 90920510 4374600 230000 X 3 230000 0 0
UNISOURCE ENERGY CORP COM 90920510 11761 610 X 5 310 0 300
UNISOURCE ENERGY CORP COM 90920510 1069 56 X X 6 0 0 56
UNISOURCE ENERGY CORP COM 90920510 10461 550 X 6 550 0 0
UNISYS CORP COM 90921410 16589011 1226091 X 11 822350 0 403741
UNISYS CORP COM 90921410 10800 800 X 13 0 0 800
UNISYS CORP COM 90921410 5673413 417350 X 3 417350 0 0
UNISYS CORP COM 90921410 8339301 616387 X 5 602539 0 13848
UNISYS CORP COM 90921410 589015 43534 X X 6 43534 0 0
UNISYS CORP COM 90921410 1104941 81666 X 6 28144 0 53522
UNISYS CORP COM 90921410 17235529 1273875 X 8 1273875 0 0
UNIT CORP COM 90921810 3751929 197800 X 3 197800 0 0
UNIT CORP COM 90921810 8629 458 X 5 458 0 0
UNIT CORP COM 90921810 5822 309 X X 6 309 0 0
UNIT CORP COM 90921810 973180 51655 X 6 47618 37 4000
UNITED AUTO GROUP INC COM 90944010 338030 13194 X 5 0 0 13194
UNITED AUTO GROUP INC COM 90944010 2443520 106240 X 6 106240 0 0
UNITED BANKSHARES INC WEST V COM 90990710 76373 0 X 3 0 0 0
UNITED BANKSHARES INC WEST V COM 90990710 1936118 64645 X X 6 60280 4365 0
UNITED BANKSHARES INC WEST V COM 90990710 497529 16612 X 6 16612 0 0
UNITED DEFENSE INDS INC COM 91018B10 865150 30297 X 5 20458 0 9839
UNITED DEFENSE INDS INC COM 91018B10 15558 548 X X 6 448 0 100
UNITED DEFENSE INDS INC COM 91018B10 848208 29877 X 6 29877 0 0
UNITED DEFENSE INDS INC COM 91018B10 3662 129 X X 7 129 0 0
UNITED DOMINION REALTY TR IN COM 91019710 4578 250 X 11 0 0 250
UNITED DOMINION REALTY TR IN COM 91019710 2308470 126077 X 3 126077 0 0
UNITED DOMINION REALTY TR IN COM 91019710 10910477 595564 X 5 25469 0 570095
UNITED DOMINION REALTY TR IN COM 91019710 780317 42617 X X 6 42617 0 0
UNITED DOMINION REALTY TR IN COM 91019710 1608570 87852 X 6 87852 0 0
UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 2110883 468045 X 3 468045 0 0
UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 27588 6089 X 5 5295 0 794
UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 2395 531 X 6 531 0 0
UNITED NATL BANCORP N J COM 91090910 69675 2098 X 5 2098 0 0
UNITED NATL BANCORP N J COM 91090910 24908 750 X X 6 750 0 0
UNITED NATL BANCORP N J COM 91090910 292580 8810 X 6 1778 0 7032
UNITED NAT FOODS INC COM 91116310 9276605 279500 X 3 279500 0 0
UNITED NAT FOODS INC COM 91116310 36812 1104 X 5 604 0 500
UNITED NAT FOODS INC COM 91116310 927661 27950 X 6 24500 0 3450
UNITED ONLINE INC COM 91126810 1641596 47281 X 3 47281 0 0
UNITED ONLINE INC COM 91126810 1010441 29044 X 5 29044 0 0
UNITED ONLINE INC COM 91126810 151302 4349 X 6 2352 0 1997
UNITED PARCEL SERVICE INC CL B 91131210 63800 1000 X X 1 1000 0 0
UNITED PARCEL SERVICE INC CL B 91131210 11931 187 X 1 187 0 0
UNITED PARCEL SERVICE INC CL B 91131210 3190 50 X 11 0 0 50
UNITED PARCEL SERVICE INC CL B 91131210 546332 8490 X 13 0 0 8490
UNITED PARCEL SERVICE INC CL B 91131210 28036846 438449 X 3 438449 0 0
UNITED PARCEL SERVICE INC CL B 91131210 8294 130 X 4 130 0 0
UNITED PARCEL SERVICE INC CL B 91131210 6974805 109092 X 5 82301 0 26791
UNITED PARCEL SERVICE INC CL B 91131210 7272690 113992 X X 6 68317 44625 1050
UNITED PARCEL SERVICE INC CL B 91131210 30299960 474921 X 6 335047 0 139874
UNITED PARCEL SERVICE INC CL B 91131210 9442 148 X X 7 148 0 0
UNITED PARCEL SERVICE INC CL B 91131210 392625 6154 X 7 6154 0 0
UNITED PARCEL SERVICE INC CL B 91131210 4217180 66100 X 8 66100 0 0
UNITED RENTALS INC COM 91136310 1212575 75362 X 3 75362 0 0
UNITED RENTALS INC COM 91136310 411684 25378 X 5 17930 0 7448
UNITED RENTALS INC COM 91136310 112630 7000 X X 6 7000 0 0
UNITED RETAIL GROUP INC COM 91138010 55331 18750 X 5 0 0 18750
UNITED STATES STL CORP NEW COM 91290910 737810 40142 X 3 40142 0 0
UNITED STATES STL CORP NEW COM 91290910 741282 40316 X 5 39631 0 685
UNITED STATES STL CORP NEW COM 91290910 110740 6025 X X 6 5350 661 14
UNITED STATES STL CORP NEW COM 91290910 1877168 102131 X 6 86823 0 15308
UNITED STATES STL CORP NEW COM 91290910 3131952 170400 X 8 170400 0 0
UNITED STATIONERS INC COM 91300410 19276174 511440 X 11 476050 0 35390
UNITED STATIONERS INC COM 91300410 47939 1268 X 5 1065 0 203
UNITED STATIONERS INC COM 91300410 115708 3070 X X 6 3070 0 0
UNITED STATIONERS INC COM 91300410 728472 19328 X 6 19328 0 0
UNITED STATIONERS INC COM 91300410 3166 84 X X 7 84 0 0
UNITED TECHNOLOGIES CORP COM 91301710 170016 2200 X X 1 2200 0 0
UNITED TECHNOLOGIES CORP COM 91301710 229135 2965 X 1 2965 0 0
UNITED TECHNOLOGIES CORP COM 91301710 223370 2890 X 11 0 0 2890
UNITED TECHNOLOGIES CORP COM 91301710 1515324 18970 X 13 0 0 18970
UNITED TECHNOLOGIES CORP COM 91301710 47418835 606945 X 3 606945 0 0
UNITED TECHNOLOGIES CORP COM 91301710 13524 175 X X 4 175 0 0
UNITED TECHNOLOGIES CORP COM 91301710 106646 1380 X 4 1380 0 0
UNITED TECHNOLOGIES CORP COM 91301710 29862024 379937 X 5 187437 0 192500
UNITED TECHNOLOGIES CORP COM 91301710 100120181 1295551 X X 6 1131023 71548 92980
UNITED TECHNOLOGIES CORP COM 91301710 125300556 1621384 X 6 1455367 7332 158685
UNITED TECHNOLOGIES CORP COM 91301710 36708 475 X X 7 475 0 0
UNITED TECHNOLOGIES CORP COM 91301710 197837 2560 X 7 2560 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C10 823157 36439 X 3 36439 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C10 21686 960 X 5 960 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C10 52070 2305 X 6 700 0 1605
UNITEDGLOBALCOM CL A 91324750 81489 13337 X 5 13337 0 0
UNITEDHEALTH GROUP INC COM 91324P10 10265 204 X 1 204 0 0
UNITEDHEALTH GROUP INC COM 91324P10 925365 17878 X 13 0 0 17878
UNITEDHEALTH GROUP INC COM 91324P10 38762502 768550 X 3 768550 0 0
UNITEDHEALTH GROUP INC COM 91324P10 2516 50 X X 4 50 0 0
UNITEDHEALTH GROUP INC COM 91324P10 1711 34 X 4 34 0 0
UNITEDHEALTH GROUP INC COM 91324P10 27734121 544206 X 5 301379 0 242827
UNITEDHEALTH GROUP INC COM 91324P10 1569330 31187 X X 6 27817 800 2570
UNITEDHEALTH GROUP INC COM 91324P10 15027011 298629 X 6 110964 262 187403
UNITEDHEALTH GROUP INC COM 91324P10 20832 414 X 7 414 0 0
UNITRIN INC COM 91327510 2014685 66142 X 3 66142 0 0
UNITRIN INC COM 91327510 7447 240 X 5 0 0 240
UNITRIN INC COM 91327510 1205894 39589 X X 6 39589 0 0
UNIVERSAL CORP VA COM 91345610 21788161 512365 X 3 512365 0 0
UNIVERSAL CORP VA COM 91345610 409955 9662 X 5 6334 0 3328
UNIVERSAL CORP VA COM 91345610 1108777 26318 X X 6 25468 850 0
UNIVERSAL CORP VA COM 91345610 1486220 35277 X 6 35277 0 0
UNIVERSAL DISPLAY CORP COM 91347P10 8605 825 X 13 0 0 825
UNIVERSAL DISPLAY CORP COM 91347P10 4845377 466350 X 5 466350 0 0
UNIVERSAL DISPLAY CORP COM 91347P10 15585 1500 X 6 1500 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 13575 500 X 11 0 0 500
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 182995 6681 X 5 1501 0 5180
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 62445 2300 X X 6 2300 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 16290 600 X 6 600 0 0
UNIVERSAL HLTH SVCS INC CL B 91390310 22388 450 X 13 0 0 450
UNIVERSAL HLTH SVCS INC CL B 91390310 2805447 56733 X 3 56733 0 0
UNIVERSAL HLTH SVCS INC CL B 91390310 416516 8415 X 5 7101 0 1314
UNIVERSAL HLTH SVCS INC CL B 91390310 260107 5260 X X 6 5260 0 0
UNIVERSAL HLTH SVCS INC CL B 91390310 1528994 30920 X 6 30920 0 0
UNIVISION COMMUNICATIONS INC CL A 91490610 8303 255 X 13 0 0 255
UNIVISION COMMUNICATIONS INC CL A 91490610 10293977 322392 X 3 322392 0 0
UNIVISION COMMUNICATIONS INC CL A 91490610 4630 145 X X 4 145 0 0
UNIVISION COMMUNICATIONS INC CL A 91490610 2387372 74687 X 5 70534 0 4153
UNIVISION COMMUNICATIONS INC CL A 91490610 125006 3915 X X 6 3915 0 0
UNIVISION COMMUNICATIONS INC CL A 91490610 885227 27724 X 6 19853 0 7871
UNOCAL CORP COM 91528910 89832 2850 X 11 2000 0 850
UNOCAL CORP COM 91528910 3209366 101820 X 3 101820 0 0
UNOCAL CORP COM 91528910 796920 25177 X 5 18752 0 6425
UNOCAL CORP COM 91528910 1100647 34919 X X 6 24944 6440 3535
UNOCAL CORP COM 91528910 1503756 47708 X 6 16001 0 31707
UNOCAL CORP COM 91528910 4925000 156250 X 8 156250 0 0
UNOVA INC COM 91529B10 4175 285 X 5 285 0 0
UNOVA INC COM 91529B10 305746 20870 X 6 20870 0 0
UNUMPROVIDENT CORP COM 91529Y10 2289 150 X 13 0 0 150
UNUMPROVIDENT CORP COM 91529Y10 1699156 115041 X 3 115041 0 0
UNUMPROVIDENT CORP COM 91529Y10 726203 49024 X 5 44701 0 4323
UNUMPROVIDENT CORP COM 91529Y10 1028952 69665 X X 6 63972 3693 2000
UNUMPROVIDENT CORP COM 91529Y10 1615676 109389 X 6 49358 0 60031
UNUMPROVIDENT CORP COM 91529Y10 1477 100 X X 7 100 0 0
UNUMPROVIDENT CORP COM 91529Y10 13293 900 X 7 900 0 0
UPM KYMMENE CORP SPONSORED ADR 91543610 269280 16000 X 3 16000 0 0
UPM KYMMENE CORP SPONSORED ADR 91543610 163422 9708 X 5 9508 0 200
UPM KYMMENE CORP SPONSORED ADR 91543610 1195 71 X X 6 71 0 0
UPM KYMMENE CORP SPONSORED ADR 91543610 5200 309 X 6 309 0 0
UPM KYMMENE CORP SPONSORED ADR 91543610 2996 178 X X 7 178 0 0
URBAN OUTFITTERS INC COM 91704710 278415 10650 X 5 10050 0 600
USF CORP COM 91729Q10 14571176 463018 X 3 463018 0 0
USF CORP COM 91729Q10 8355 255 X 5 50 0 205
USF CORP COM 91729Q10 88452 2800 X 6 2800 0 0
USF CORP COM 91729Q10 3159 100 X X 7 100 0 0
UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 1508429 20400 X 5 13900 0 6500
UTSTARCOM INC COM 91807610 11837742 372139 X 3 372139 0 0
UTSTARCOM INC COM 91807610 5294701 166405 X 5 138933 0 27472
UTSTARCOM INC COM 91807610 16250 511 X X 6 11 500 0
UTSTARCOM INC COM 91807610 268360 8439 X 6 4339 0 4100
VCA ANTECH INC COM 91819410 6122034 259959 X 3 259959 0 0
VCA ANTECH INC COM 91819410 824 35 X 5 35 0 0
VCA ANTECH INC COM 91819410 1531 65 X X 6 65 0 0
VCA ANTECH INC COM 91819410 198503 8429 X 6 75 0 8354
VCA ANTECH INC COM 91819410 4239 180 X X 7 180 0 0
V F CORP COM 91820410 143967 3700 X 1 3700 0 0
V F CORP COM 91820410 1624921 41761 X 3 41761 0 0
V F CORP COM 91820410 2570298 65654 X 5 39042 0 26612
V F CORP COM 91820410 1825891 46926 X X 6 15626 18300 13000
V F CORP COM 91820410 3216612 82668 X 6 67838 0 14830
V F CORP COM 91820410 778 20 X 7 20 0 0
VALASSIS COMMUNICATIONS INC COM 91886610 55357949 2096892 X 11 1573805 1400 521687
VALASSIS COMMUNICATIONS INC COM 91886610 1506859 56353 X 3 56353 0 0
VALASSIS COMMUNICATIONS INC COM 91886610 1188 45 X X 4 45 0 0
VALASSIS COMMUNICATIONS INC COM 91886610 2746646 102125 X 5 1033 0 101092
VALASSIS COMMUNICATIONS INC COM 91886610 67584 2560 X X 6 2560 0 0
VALASSIS COMMUNICATIONS INC COM 91886610 636636 24115 X 6 24115 0 0
VALENCE TECHNOLOGY INC COM 91891410 127858 37400 X 5 29300 0 8100
VALERO L P COM UT LTD PRT 91913W10 351392 8041 X 6 8041 0 0
VALERO ENERGY CORP NEW COM 91913Y10 16981509 442360 X 3 442360 0 0
VALERO ENERGY CORP NEW COM 91913Y10 1681906 44077 X 5 33608 0 10469
VALERO ENERGY CORP NEW COM 91913Y10 4536947 118551 X X 6 118351 100 100
VALERO ENERGY CORP NEW COM 91913Y10 5326457 139181 X 6 44518 55 94608
VALERO ENERGY CORP NEW COM 91913Y10 3827 100 X X 7 100 0 0
VALERO ENERGY CORP NEW COM 91913Y10 957 25 X 7 25 0 0
VALLEY NATL BANCORP COM 91979410 438702 15704 X 5 14259 0 1445
VALLEY NATL BANCORP COM 91979410 2382965 85595 X X 6 82865 0 2730
VALLEY NATL BANCORP COM 91979410 328790 11810 X 6 10970 0 840
VALSPAR CORP COM 92035510 2306143 49435 X 3 49435 0 0
VALSPAR CORP COM 92035510 286697 6102 X 5 107 0 5995
VALSPAR CORP COM 92035510 139484 2990 X X 6 2990 0 0
VALSPAR CORP COM 92035510 917419 19666 X 6 16976 0 2690
VALUECLICK INC COM 92046N10 1867780 218200 X 3 218200 0 0
VALUECLICK INC COM 92046N10 19259 2288 X 5 1288 0 1000
VALUECLICK INC COM 92046N10 47712 5680 X X 6 5680 0 0
VALUECLICK INC COM 92046N10 596610 71025 X 6 67218 107 3700
VALUEVISION MEDIA INC CL A 92047K10 18340 1136 X 5 186 0 950
VALUEVISION MEDIA INC CL A 92047K10 183357 11561 X X 6 11561 0 0
VALUEVISION MEDIA INC CL A 92047K10 1284597 80996 X 6 80996 0 0
VAN KAMPEN MUN INCOME TR COM 92090910 171237 18432 X 5 12232 0 6200
VAN KAMPEN MUN INCOME TR COM 92090910 40788 4400 X X 6 4400 0 0
VAN KAMPEN MUN INCOME TR COM 92090910 38712 4176 X 6 4176 0 0
VAN KAMPEN MUN INCOME TR COM 92090910 6503832 701600 X 9 701600 0 0
VAN KAMPEN HIGH INCOME TR SH BEN INT 92091110 606107 163813 X 5 161979 0 1834
VAN KAMPEN MUN TR SH BEN INT 92091910 534457 36470 X 5 32000 0 4470
VAN KAMPEN MUN TR SH BEN INT 92091910 135976 9288 X X 6 9288 0 0
VAN KAMPEN MUN TR SH BEN INT 92091910 74884 5115 X 6 5115 0 0
VAN KAMPEN MUN TR SH BEN INT 92091910 13992912 955800 X 9 955800 0 0
VAN KAMPEN N Y QUALITY MUN T COM 92092210 15050 1000 X 5 1000 0 0
VAN KAMPEN N Y QUALITY MUN T COM 92092210 322446 21425 X X 6 21425 0 0
VAN KAMPEN PA QUALITY MUN TR COM 92092410 13405 850 X 13 0 0 850
VAN KAMPEN PA QUALITY MUN TR COM 92092410 120747 7700 X 5 6200 0 1500
VAN KAMPEN PA QUALITY MUN TR COM 92092410 108211 6910 X 6 6910 0 0
VAN KAMPEN TR INVT GRADE MUN COM 92092910 9452 609 X 13 0 0 609
VAN KAMPEN TR INVT GRADE MUN COM 92092910 375501 24307 X 5 21800 0 2507
VAN KAMPEN TR INVT GRADE MUN COM 92092910 67936 4400 X X 6 4400 0 0
VAN KAMPEN TR INVT GRADE MUN COM 92092910 118471 7673 X 6 4573 0 3100
VAN KAMPEN TR INVT GRADE MUN COM 92092910 14806960 959000 X 9 959000 0 0
VAN KAMPEN TR INVT GRADE N J COM 92093310 147789 8668 X 3 8668 0 0
VAN KAMPEN TR INVT GRADE N J COM 92093310 142385 8351 X 5 8351 0 0
VAN KAMPEN TR INVT GRADE N J COM 92093310 22165 1300 X X 6 1300 0 0
VAN KAMPEN TR INVT GRADE N J COM 92093310 107415 6300 X 6 2400 0 3900
VAN KAMPEN TR INVT GRADE PA COM 92093410 357818 22567 X 5 20667 0 1900
VAN KAMPEN TR INVT GRADE PA COM 92093410 80410 5070 X 6 5070 0 0
VAN KAMPEN MUN OPPORTUNITY T COM 92093510 206968 12650 X 5 10650 0 2000
VAN KAMPEN MUN OPPORTUNITY T COM 92093510 19620 1200 X X 6 1200 0 0
VAN KAMPEN MUN OPPORTUNITY T COM 92093510 16350 1000 X 6 1000 0 0
VAN KAMPEN BD FD COM 92095510 27745 1550 X 13 0 0 1550
VAN KAMPEN BD FD COM 92095510 459962 25894 X 5 19669 0 6225
VAN KAMPEN BD FD COM 92095510 7566 427 X X 6 427 0 0
VAN KAMPEN BD FD COM 92095510 91914 5187 X 6 4762 425 0
VAN KAMPEN BD FD COM 92095510 88600 5000 X 9 5000 0 0
VAN KAMPEN INCOME TR SH BEN INT 92095710 630896 110878 X 5 110878 0 0
VAN KAMPEN INCOME TR SH BEN INT 92095710 2845 500 X X 6 500 0 0
VAN KAMPEN INCOME TR SH BEN INT 92095710 29298 5149 X 6 5149 0 0
VAN KAMPEN SENIOR INCOME TR COM 92096110 17312 2164 X 13 0 0 2164
VAN KAMPEN SENIOR INCOME TR COM 92096110 7147239 896828 X 5 456384 0 440444
VAN KAMPEN SENIOR INCOME TR COM 92096110 15880 2000 X X 6 2000 0 0
VAN KAMPEN SENIOR INCOME TR COM 92096110 188972 23800 X 6 23800 0 0
VAN KAMPEN VALUE MUN INCOME COM 92113210 145949 9977 X 5 4736 0 5241
VAN KAMPEN VALUE MUN INCOME COM 92113210 4362 300 X X 6 300 0 0
VAN KAMPEN VALUE MUN INCOME COM 92113210 95964 6600 X 6 6600 0 0
VANS INC COM 92193010 4779149 438454 X 3 438454 0 0
VARCO INTL INC DEL COM 92212210 8291 479 X 13 0 0 479
VARCO INTL INC DEL COM 92212210 1613873 95439 X 3 95439 0 0
VARCO INTL INC DEL COM 92212210 31937 1845 X 5 0 0 1845
VARCO INTL INC DEL COM 92212210 16910 1000 X 6 1000 0 0
VARIAN INC COM 92220610 37644 1200 X 11 0 0 1200
VARIAN INC COM 92220610 1044997 33312 X 3 33312 0 0
VARIAN INC COM 92220610 35698 1123 X 5 658 0 465
VARIAN INC COM 92220610 778070 24803 X X 6 23753 0 1050
VARIAN INC COM 92220610 160834 5127 X 6 5127 0 0
VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 204560 5460 X 5 5000 0 460
VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 896403 23936 X X 6 22886 0 1050
VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 989579 26424 X 6 26424 0 0
VARIAN MED SYS INC COM 92220P10 109212 1900 X X 1 1900 0 0
VARIAN MED SYS INC COM 92220P10 2874 50 X 11 0 0 50
VARIAN MED SYS INC COM 92220P10 16448534 286161 X 3 286161 0 0
VARIAN MED SYS INC COM 92220P10 2323111 40302 X 5 32408 0 7894
VARIAN MED SYS INC COM 92220P10 2161305 37601 X X 6 35176 0 2425
VARIAN MED SYS INC COM 92220P10 5763117 100263 X 6 47665 0 52598
VASOMEDICAL INC COM 92232110 2074 2230 X 5 2230 0 0
VASOMEDICAL INC COM 92232110 9765 10500 X 6 10500 0 0
VAXGEN INC COM NEW 92239020 955257 78478 X 5 64638 0 13840
VASTERA INC COM 92239N10 3748602 729300 X 3 729300 0 0
VASTERA INC COM 92239N10 511430 99500 X 6 86950 0 12550
VECTREN CORP COM 92240G10 4796773 203081 X 3 203081 0 0
VECTREN CORP COM 92240G10 372171 15690 X 5 5200 0 10490
VECTREN CORP COM 92240G10 676594 28645 X X 6 19852 6662 2131
VECTREN CORP COM 92240G10 299053 12661 X 6 12661 0 0
VEECO INSTRS INC DEL COM 92241710 152481 7614 X 5 7014 0 600
VEECO INSTRS INC DEL COM 92241710 88478 4435 X X 6 4435 0 0
VEECO INSTRS INC DEL COM 92241710 19950 1000 X 6 1000 0 0
VELCRO INDS N V COM 92257110 2780858 245876 X 3 245876 0 0
VELCRO INDS N V COM 92257110 19863 1750 X 6 1750 0 0
VENTAS INC COM 92276F10 542459 31342 X 5 23798 0 7544
VENTAS INC COM 92276F10 6317 369 X X 6 0 369 0
VENTAS INC COM 92276F10 58208 3400 X 6 3400 0 0
VANGUARD INDEX TR STK MRK VIPERS 92290876 232235 2389 X 5 250 0 2139
VANGUARD INDEX TR STK MRK VIPERS 92290876 23875 250 X X 6 250 0 0
VANGUARD INDEX TR STK MRK VIPERS 92290876 11938 125 X 6 125 0 0
VERITAS SOFTWARE CO COM 92343610 296796 9135 X 13 0 0 9135
VERITAS SOFTWARE CO COM 92343610 46149381 1459869 X 3 1459869 0 0
VERITAS SOFTWARE CO COM 92343610 1261590 39576 X 5 24984 0 14592
VERITAS SOFTWARE CO COM 92343610 16019410 508230 X X 6 497944 385 9901
VERITAS SOFTWARE CO COM 92343610 14651883 464844 X 6 294443 0 170401
VERITY INC COM 92343C10 738 55 X 13 0 0 55
VERITY INC COM 92343C10 5194 390 X 5 120 0 270
VERITY INC COM 92343C10 52440 4000 X X 6 4000 0 0
VERITY INC COM 92343C10 457539 34900 X 6 34900 0 0
VERISIGN INC COM 92343E10 222105 16476 X 5 13401 0 3075
VERISIGN INC COM 92343E10 65241 4847 X X 6 4847 0 0
VERISIGN INC COM 92343E10 296793 22050 X 6 22050 0 0
VERIZON COMMUNICATIONS COM 92343V10 1782773 54956 X X 1 54712 244 0
VERIZON COMMUNICATIONS COM 92343V10 2058805 63465 X 1 63065 0 400
VERIZON COMMUNICATIONS COM 92343V10 221857 6839 X 11 0 0 6839
VERIZON COMMUNICATIONS COM 92343V10 726648 22033 X 13 0 0 22033
VERIZON COMMUNICATIONS COM 92343V10 90116568 2762812 X 3 2762812 0 0
VERIZON COMMUNICATIONS COM 92343V10 24979 770 X X 4 770 0 0
VERIZON COMMUNICATIONS COM 92343V10 9732 300 X 4 300 0 0
VERIZON COMMUNICATIONS COM 92343V10 20261665 620290 X 5 362010 0 258280
VERIZON COMMUNICATIONS COM 92343V10 157587901 4857827 X X 6 4316562 290641 250624
VERIZON COMMUNICATIONS COM 92343V10 187412871 5777215 X 6 5144473 22875 609867
VERIZON COMMUNICATIONS COM 92343V10 17031 525 X X 7 525 0 0
VERIZON COMMUNICATIONS COM 92343V10 136280 4201 X 7 4201 0 0
VERIZON COMMUNICATIONS COM 92343V10 1344670 41451 X 8 41451 0 0
VERINT SYS INC COM 92343X10 28475 1330 X 5 1330 0 0
VERINT SYS INC COM 92343X10 27833 1300 X X 6 1300 0 0
VERINT SYS INC COM 92343X10 333996 15600 X 6 15600 0 0
VERIZON GLOBAL FDG CORP NOTE 5/ 92344GAN 155350 260000 X 3 260000 0 0
VERSO TECHNOLOGIES INC COM 92531710 78 21 X 5 21 0 0
VERSO TECHNOLOGIES INC COM 92531710 16077 4345 X X 6 4345 0 0
VERSO TECHNOLOGIES INC COM 92531710 113020 30546 X 6 30546 0 0
VERTEX PHARMACEUTICALS INC COM 92532F10 36900 3000 X 1 3000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F10 36900 3000 X 11 0 0 3000
VERTEX PHARMACEUTICALS INC COM 92532F10 939671 76396 X 3 76396 0 0
VERTEX PHARMACEUTICALS INC COM 92532F10 72189 5868 X 5 4572 0 1296
VERTEX PHARMACEUTICALS INC COM 92532F10 18450 1500 X 6 1500 0 0
VESTA INS GROUP INC COM 92539110 45310 19038 X 5 0 0 19038
VESTA INS GROUP INC COM 92539110 4680 2000 X 6 2000 0 0
VESTAUR SECS INC COM 92546410 959104 74930 X 5 74930 0 0
VESTAUR SECS INC COM 92546410 2752 215 X 6 215 0 0
VIACOM INC CL A 92552410 372982 9395 X 13 0 0 9395
VIACOM INC CL A 92552410 3586560 93400 X 3 93400 0 0
VIACOM INC CL A 92552410 1287700 32954 X 5 15826 0 17128
VIACOM INC CL A 92552410 580032 15105 X X 6 14065 0 1040
VIACOM INC CL A 92552410 2074176 54015 X 6 52215 0 1800
VIACOM INC CL B 92552430 39641 1035 X 1 1035 0 0
VIACOM INC CL B 92552430 20797 543 X 11 0 0 543
VIACOM INC CL B 92552430 478583 12055 X 13 0 0 12055
VIACOM INC CL B 92552430 62051209 1619942 X 3 1619942 0 0
VIACOM INC CL B 92552430 14554 380 X X 4 380 0 0
VIACOM INC CL B 92552430 6511 170 X 4 170 0 0
VIACOM INC CL B 92552430 15499738 394415 X 5 113241 0 281174
VIACOM INC CL B 92552430 25051456 654085 X X 6 517789 92372 43924
VIACOM INC CL B 92552430 57082358 1490401 X 6 1191955 3812 294634
VIACOM INC CL B 92552430 22789 595 X X 7 595 0 0
VIACOM INC CL B 92552430 116470 3041 X 7 3041 0 0
VIAD CORP COM 92552R10 264510 10814 X 13 0 0 10814
VIAD CORP COM 92552R10 19199377 803994 X 3 803994 0 0
VIAD CORP COM 92552R10 3655457 149474 X 5 1168 0 148306
VIAD CORP COM 92552R10 198252 8302 X X 6 6178 1300 824
VIAD CORP COM 92552R10 809604 33903 X 6 33903 0 0
VIASYS HEALTHCARE INC COM NEW 92553Q20 3535 175 X 11 0 0 175
VIASYS HEALTHCARE INC COM NEW 92553Q20 13627082 674416 X 3 674416 0 0
VIASYS HEALTHCARE INC COM NEW 92553Q20 6250 305 X 5 87 0 218
VIASYS HEALTHCARE INC COM NEW 92553Q20 22988 1138 X X 6 1138 0 0
VIASYS HEALTHCARE INC COM NEW 92553Q20 4949 245 X 6 245 0 0
VIASYS HEALTHCARE INC COM NEW 92553Q20 14928 739 X X 7 739 0 0
VICAL INC COM 92560210 470256 80800 X 3 80800 0 0
VICAL INC COM 92560210 21709 3998 X 5 100 0 3898
VICURON PHARMACEUTICALS INC COM 92647110 442500 25000 X 3 25000 0 0
VIGNETTE CORP COM 92673410 30461 13000 X 5 7900 0 5100
VIGNETTE CORP COM 92673410 2606 1133 X X 6 1133 0 0
VIGNETTE CORP COM 92673410 11732 5101 X 6 5101 0 0
VIISAGE TECHNOLOGY INC COM 92675K10 39933 9800 X 5 300 0 9500
VIISAGE TECHNOLOGY INC COM 92675K10 1564 400 X 6 400 0 0
VILLAGE SUPER MKT INC CL A NEW 92710740 4543 168 X 5 168 0 0
VILLAGE SUPER MKT INC CL A NEW 92710740 362187 13394 X X 6 13394 0 0
VINTAGE PETE INC COM 92746010 27884668 2562929 X 11 1952375 0 610554
VINTAGE PETE INC COM 92746010 17414 1600 X 5 1000 0 600
VINTAGE PETE INC COM 92746010 5440 500 X 6 500 0 0
VINTAGE PETE INC COM 92746010 2176 200 X X 7 200 0 0
VION PHARMACEUTICALS INC COM 92762410 18346 11600 X 5 9100 0 2500
VION PHARMACEUTICALS INC COM 92762410 780 500 X 6 500 0 0
VIRAGEN INC COM 92763810 2800 10000 X X 6 10000 0 0
VIROPHARMA INC COM 92824110 140 50 X 13 0 0 50
VIROPHARMA INC COM 92824110 118795 43350 X 5 41700 0 1650
VIROPHARMA INC NOTE 6.000% 3/ 928241AC 10575 20000 X 5 20000 0 0
VISHAY INTERTECHNOLOGY INC COM 92829810 9623736 549300 X 11 455100 0 94200
VISHAY INTERTECHNOLOGY INC COM 92829810 195808 10939 X 13 0 0 10939
VISHAY INTERTECHNOLOGY INC COM 92829810 2832143 161652 X 3 161652 0 0
VISHAY INTERTECHNOLOGY INC COM 92829810 3660907 204970 X 5 21201 0 183769
VISHAY INTERTECHNOLOGY INC COM 92829810 284560 16242 X X 6 13143 3099 0
VISHAY INTERTECHNOLOGY INC COM 92829810 165739 9460 X 6 7867 0 1593
VISTEON CORP COM 92839U10 343 52 X X 1 52 0 0
VISTEON CORP COM 92839U10 257 39 X 1 39 0 0
VISTEON CORP COM 92839U10 86 13 X 11 0 0 13
VISTEON CORP COM 92839U10 335432 50823 X 3 50823 0 0
VISTEON CORP COM 92839U10 94613 14104 X 5 6056 0 8048
VISTEON CORP COM 92839U10 303217 45942 X X 6 42814 688 2440
VISTEON CORP COM 92839U10 38636 5854 X 6 5762 78 14
VISX INC DEL COM 92844S10 4270477 224172 X 3 224172 0 0
VISX INC DEL COM 92844S10 120021 6309 X 5 4659 0 1650
VISX INC DEL COM 92844S10 8573 450 X X 6 450 0 0
VISX INC DEL COM 92844S10 215989 11338 X 6 3675 0 7663
VITAL SIGNS INC COM 92846910 12431495 427640 X 11 380815 0 46825
VITAL IMAGES INC COM 92846N10 235806 12595 X 5 12495 0 100
VITESSE SEMICONDUCTOR CORP COM 92849710 7682 1180 X 13 0 0 1180
VITESSE SEMICONDUCTOR CORP COM 92849710 542090 84533 X 5 82202 0 2331
VITESSE SEMICONDUCTOR CORP COM 92849710 2064 322 X 6 182 0 140
VITESSE SEMICONDUCTOR CORP SDCV 4.000% 3/ 928497AB 28688 30000 X 5 30000 0 0
VIVENDI UNIVERSAL SPON ADR NEW 92851S20 752971 42000 X 3 42000 0 0
VIVENDI UNIVERSAL SPON ADR NEW 92851S20 107945 5912 X 5 2524 0 3388
VIVENDI UNIVERSAL SPON ADR NEW 92851S20 2613437 147153 X X 6 146593 560 0
VIVENDI UNIVERSAL SPON ADR NEW 92851S20 70543 3972 X 6 3972 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 379688 18750 X X 1 18750 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 25211 1245 X 11 0 0 1245
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 12542 605 X 13 0 0 605
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 792362 37000 X 3 37000 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 6294122 306631 X 5 129889 0 176742
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 9002279 444557 X X 6 375336 26981 42240
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 8045953 397331 X 6 380605 0 16726
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 3443 170 X 7 170 0 0
VOLVO AKTIEBOLAGET ADR B 92885640 36550 1521 X 13 0 0 1521
VOLVO AKTIEBOLAGET ADR B 92885640 1187280 51000 X 3 51000 0 0
VOLVO AKTIEBOLAGET ADR B 92885640 405305 17410 X 5 17410 0 0
VOLVO AKTIEBOLAGET ADR B 92885640 108787 4673 X X 6 673 4000 0
VOLVO AKTIEBOLAGET ADR B 92885640 324616 13944 X 6 13944 0 0
VOLVO AKTIEBOLAGET ADR B 92885640 3702 159 X X 7 159 0 0
VORNADO RLTY TR SH BEN INT 92904210 12993 268 X 13 0 0 268
VORNADO RLTY TR SH BEN INT 92904210 4327304 89431 X 5 18887 0 70544
VORNADO RLTY TR SH BEN INT 92904210 426355 8875 X X 6 8325 550 0
VORNADO RLTY TR SH BEN INT 92904210 147002 3060 X 6 3060 0 0
VULCAN INTL CORP COM 92913610 858795 22077 X 5 0 0 22077
VULCAN MATLS CO COM 92916010 1576405 39499 X 3 39499 0 0
VULCAN MATLS CO COM 92916010 4989 125 X 4 125 0 0
VULCAN MATLS CO COM 92916010 735427 18079 X 5 3606 0 14473
VULCAN MATLS CO COM 92916010 1202049 30119 X X 6 28994 1125 0
VULCAN MATLS CO COM 92916010 6034831 151211 X 6 150466 0 745
VULCAN MATLS CO COM 92916010 1397 35 X X 7 35 0 0
VULCAN MATLS CO COM 92916010 7184 180 X 7 180 0 0
WD-40 CO COM 92923610 232128 7268 X 5 3400 0 3868
WD-40 CO COM 92923610 154230 4850 X X 6 4250 0 600
WGL HLDGS INC COM 92924F10 6606 239 X 13 0 0 239
WGL HLDGS INC COM 92924F10 1312753 47598 X 3 47598 0 0
WGL HLDGS INC COM 92924F10 391953 14202 X 5 9837 0 4365
WGL HLDGS INC COM 92924F10 2142745 77692 X X 6 61090 3002 13600
WGL HLDGS INC COM 92924F10 439018 15918 X 6 15718 0 200
W-H ENERGY SVCS INC COM 92925E10 7320 400 X 5 0 0 400
W-H ENERGY SVCS INC COM 92925E10 53400 3000 X X 6 3000 0 0
W-H ENERGY SVCS INC COM 92925E10 500180 28100 X 6 28100 0 0
WMS INDS INC COM 92929710 2068235 91250 X 5 90650 0 600
WMS INDS INC COM 92929710 26512 1170 X X 6 1170 0 0
WMS INDS INC COM 92929710 535343 23625 X 6 15565 0 8060
WPP GROUP PLC SPON ADR NEW 92930930 43831 1040 X 5 1020 0 20
WPP GROUP PLC SPON ADR NEW 92930930 52482 1246 X X 6 1246 0 0
WPP GROUP PLC SPON ADR NEW 92930930 533113 12657 X 6 11753 0 904
W P CAREY & CO LLC COM 92930Y10 359537 11218 X 13 0 0 11218
W P CAREY & CO LLC COM 92930Y10 1603 50 X 5 0 0 50
W P CAREY & CO LLC COM 92930Y10 269875 8500 X X 6 5750 1750 1000
W P CAREY & CO LLC COM 92930Y10 41561 1309 X 6 1309 0 0
WPS RESOURCES CORP COM 92931B10 1310943 31819 X 3 31819 0 0
WPS RESOURCES CORP COM 92931B10 619821 15047 X 5 5037 0 10010
WPS RESOURCES CORP COM 92931B10 696445 16904 X X 6 5448 11456 0
WPS RESOURCES CORP COM 92931B10 234840 5700 X 6 5450 0 250
WPS RESOURCES CORP COM 92931B10 4120 100 X X 7 100 0 0
WABASH NATL CORP COM 92956610 1189870 74600 X 3 74600 0 0
WABASH NATL CORP COM 92956610 4947 300 X 5 0 0 300
WACHOVIA CORP 2ND NEW COM 92990310 6007108 145839 X X 1 145839 0 0
WACHOVIA CORP 2ND NEW COM 92990310 3116024 75650 X 1 75650 0 0
WACHOVIA CORP 2ND NEW COM 92990310 41190 1000 X 11 1000 0 0
WACHOVIA CORP 2ND NEW COM 92990310 130964 3113 X 13 0 0 3113
WACHOVIA CORP 2ND NEW COM 92990310 23868567 517856 X 3 517856 0 0
WACHOVIA CORP 2ND NEW COM 92990310 5789218 139116 X 5 72027 0 67089
WACHOVIA CORP 2ND NEW COM 92990310 344691864 8368339 X X 6 6333462 1252527 782350
WACHOVIA CORP 2ND NEW COM 92990310 561829178 13639941 X 6 8483956 18452 5137533
WACHOVIA CORP 2ND NEW COM 92990310 44856 1089 X 7 1089 0 0
WACHOVIA CORP 2ND NEW COM 92990310 198495 4819 X 8 4819 0 0
WADDELL & REED FINL INC CL A 93005910 2021764 84862 X 3 84862 0 0
WADDELL & REED FINL INC CL A 93005910 2104 88 X 5 0 0 88
WADDELL & REED FINL INC CL A 93005910 40705 1727 X X 6 1727 0 0
WADDELL & REED FINL INC CL A 93005910 339384 14399 X 6 14399 0 0
WAL MART STORES INC COM 93114210 393743 7050 X X 1 7050 0 0
WAL MART STORES INC COM 93114210 226193 4050 X 1 3915 0 135
WAL MART STORES INC COM 93114210 88802 1590 X 11 0 0 1590
WAL MART STORES INC COM 93114210 3336477 58473 X 13 0 0 58473
WAL MART STORES INC COM 93114210 254936875 4560831 X 3 4560831 0 0
WAL MART STORES INC COM 93114210 34627 620 X X 4 620 0 0
WAL MART STORES INC COM 93114210 17760 318 X 4 318 0 0
WAL MART STORES INC COM 93114210 45215802 797913 X 5 258791 0 539122
WAL MART STORES INC COM 93114210 134605425 2410124 X X 6 2236075 92081 81968
WAL MART STORES INC COM 93114210 231431111 4143798 X 6 3275679 6405 861714
WAL MART STORES INC COM 93114210 39486 707 X X 7 707 0 0
WAL MART STORES INC COM 93114210 243394 4358 X 7 4358 0 0
WALGREEN CO COM 93142210 12256 400 X X 1 400 0 0
WALGREEN CO COM 93142210 182522 5957 X 1 5957 0 0
WALGREEN CO COM 93142210 648303 20568 X 13 0 0 20568
WALGREEN CO COM 93142210 12207068 398403 X 3 398403 0 0
WALGREEN CO COM 93142210 4409447 142755 X 5 102473 0 40282
WALGREEN CO COM 93142210 12045197 393120 X X 6 373520 17250 2350
WALGREEN CO COM 93142210 15427431 503506 X 6 390186 0 113320
WALGREEN CO COM 93142210 14462 472 X X 7 472 0 0
WALGREEN CO COM 93142210 11122 363 X 7 363 0 0
WARWICK VALLEY TEL CO COM 93675010 3900 50 X X 6 50 0 0
WARWICK VALLEY TEL CO COM 93675010 4024908 51608 X 6 51608 0 0
WASHINGTON FED INC COM 93882410 1721137 68272 X 3 68272 0 0
WASHINGTON FED INC COM 93882410 1003135 39713 X 5 34881 0 4832
WASHINGTON FED INC COM 93882410 42664 1693 X X 6 1693 0 0
WASHINGTON FED INC COM 93882410 5519 219 X 6 219 0 0
WASHINGTON MUT INC COM 93932210 51181 1300 X 1 1300 0 0
WASHINGTON MUT INC COM 93932210 1833682 46706 X 13 0 0 46706
WASHINGTON MUT INC COM 93932210 43802788 1055922 X 3 1055922 0 0
WASHINGTON MUT INC COM 93932210 17362 441 X 4 441 0 0
WASHINGTON MUT INC COM 93932210 44049957 1120897 X 5 395796 0 725101
WASHINGTON MUT INC COM 93932210 16225637 412132 X X 6 362284 8403 41445
WASHINGTON MUT INC COM 93932210 27528567 699227 X 6 349180 300 349747
WASHINGTON MUT INC COM 93932210 5315 135 X 7 135 0 0
WASHINGTON MUT INC COM 93932210 901416 22896 X 8 22896 0 0
WASHINGTON POST CO CL B 93964010 6207775 9335 X 3 9335 0 0
WASHINGTON POST CO CL B 93964010 34699 52 X 5 45 0 7
WASHINGTON POST CO CL B 93964010 563255 847 X X 6 847 0 0
WASHINGTON POST CO CL B 93964010 505400 760 X 6 610 0 150
WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 809462 27698 X 5 18541 0 9157
WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 536645 18505 X X 6 11455 4300 2750
WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 69455 2395 X 6 2395 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 2900 100 X X 7 100 0 0
WASHINGTON TR BANCORP COM 94061010 3834277 159695 X 3 159695 0 0
WASHINGTON TR BANCORP COM 94061010 12269 511 X 5 511 0 0
WASHINGTON TR BANCORP COM 94061010 75632 3150 X 6 3150 0 0
WASTE CONNECTIONS INC COM 94105310 30626 850 X 5 0 0 850
WASTE CONNECTIONS INC COM 94105310 87725 2500 X X 6 2500 0 0
WASTE CONNECTIONS INC COM 94105310 898304 25600 X 6 25600 0 0
WASTE MGMT INC DEL COM 94106L10 25123 960 X 11 0 0 960
WASTE MGMT INC DEL COM 94106L10 8827 335 X 13 0 0 335
WASTE MGMT INC DEL COM 94106L10 24044511 906295 X 3 906295 0 0
WASTE MGMT INC DEL COM 94106L10 5208 199 X X 4 199 0 0
WASTE MGMT INC DEL COM 94106L10 6046403 230433 X 5 141704 0 88729
WASTE MGMT INC DEL COM 94106L10 643232 24579 X X 6 23481 500 598
WASTE MGMT INC DEL COM 94106L10 6434156 245860 X 6 64205 101 181554
WASTE MGMT INC DEL COM 94106L10 38862 1485 X 7 1485 0 0
WASTE MGMT INC DEL COM 94106L10 11465077 438100 X 8 438100 0 0
WATERS CORP COM 94184810 1524916 55593 X 3 55593 0 0
WATERS CORP COM 94184810 2551 93 X X 4 93 0 0
WATERS CORP COM 94184810 3740532 135924 X 5 123412 0 12512
WATERS CORP COM 94184810 78176 2850 X X 6 2550 300 0
WATERS CORP COM 94184810 5222069 190378 X 6 375 0 190003
WATSCO INC COM 94262220 11895 622 X 5 600 0 22
WATSCO INC COM 94262220 29047 1520 X X 6 1520 0 0
WATSCO INC COM 94262220 455009 23810 X 6 15770 0 8040
WATSON PHARMACEUTICALS INC COM 94268310 4169 100 X 1 0 0 100
WATSON PHARMACEUTICALS INC COM 94268310 79973719 1915872 X 3 1915872 0 0
WATSON PHARMACEUTICALS INC COM 94268310 284661 6833 X 5 4537 0 2296
WATSON PHARMACEUTICALS INC COM 94268310 3079640 73870 X X 6 64185 420 9265
WATSON PHARMACEUTICALS INC COM 94268310 13833201 331811 X 6 248360 1188 82263
WATSON PHARMACEUTICALS INC COM 94268310 16509 396 X 7 396 0 0
WAUSAU-MOSINEE PAPER CORP COM 94331510 6199017 507700 X 11 488700 0 19000
WAUSAU-MOSINEE PAPER CORP COM 94331510 616471 50489 X 3 50489 0 0
WAUSAU-MOSINEE PAPER CORP COM 94331510 6647 525 X 5 0 0 525
WAUSAU-MOSINEE PAPER CORP COM 94331510 6105 500 X X 6 500 0 0
WAYNE BANCORP INC OHIO COM 94429310 231278 8115 X X 6 8115 0 0
WAYPOINT FINL CORP COM 94675610 28852 1439 X X 6 1439 0 0
WAYPOINT FINL CORP COM 94675610 888436 44311 X 6 44311 0 0
WEATHERFORD INTL INC DBCV 6/ 947074AB 49178 79000 X 5 79000 0 0
WEBEX COMMUNICATIONS INC COM 94767L10 7814385 411500 X 3 411500 0 0
WEBEX COMMUNICATIONS INC COM 94767L10 968179 50914 X 5 27837 0 23077
WEBEX COMMUNICATIONS INC COM 94767L10 1069609 56653 X 6 49553 0 7100
WEBMD CORP COM 94769M10 32112 3600 X 3 3600 0 0
WEBMD CORP COM 94769M10 60192048 6725396 X 5 6723343 0 2053
WEBMD CORP COM 94769M10 107400 12000 X X 6 12000 0 0
WEBMD CORP COM 94769M10 21256 2375 X 6 2375 0 0
WEBSTER FINL CORP CONN COM 94789010 29920329 750259 X 11 672250 1050 76959
WEBSTER FINL CORP CONN COM 94789010 19025 462 X 13 0 0 462
WEBSTER FINL CORP CONN COM 94789010 2629129 65926 X 3 65926 0 0
WEBSTER FINL CORP CONN COM 94789010 282840 7048 X 5 5690 0 1358
WEBSTER FINL CORP CONN COM 94789010 323028 8100 X X 6 8100 0 0
WEBSTER FINL CORP CONN COM 94789010 343766 8620 X 6 8120 0 500
WEIGHT WATCHERS INTL INC NEW COM 94862610 506272 12170 X 3 12170 0 0
WEIGHT WATCHERS INTL INC NEW COM 94862610 312589 7506 X 5 7206 0 300
WEIGHT WATCHERS INTL INC NEW COM 94862610 41600 1000 X X 6 1000 0 0
WEINGARTEN RLTY INVS SH BEN INT 94874110 6750 150 X X 1 150 0 0
WEINGARTEN RLTY INVS SH BEN INT 94874110 16875 375 X 11 0 0 375
WEINGARTEN RLTY INVS SH BEN INT 94874110 439284 9763 X 5 4613 0 5150
WEINGARTEN RLTY INVS SH BEN INT 94874110 416250 9250 X X 6 6750 1500 1000
WEINGARTEN RLTY INVS SH BEN INT 94874110 354465 7877 X 6 5632 0 2245
WEIS MKTS INC COM 94884910 4679 137 X 13 0 0 137
WEIS MKTS INC COM 94884910 1293240 37909 X 5 9659 0 28250
WEIS MKTS INC COM 94884910 68020 2000 X X 6 0 2000 0
WEIS MKTS INC COM 94884910 45437 1336 X 6 1336 0 0
WELLMAN INC COM 94970210 2268020 302000 X 11 300000 0 2000
WELLMAN INC COM 94970210 2585573 344284 X 3 344284 0 0
WELLMAN INC COM 94970210 751 100 X 5 100 0 0
WELLMAN INC COM 94970210 1502 200 X X 6 200 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H10 13104 170 X 11 0 0 170
WELLPOINT HEALTH NETWORK NEW COM 94973H10 38995157 505905 X 3 505905 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H10 5419623 70281 X 5 69166 0 1115
WELLPOINT HEALTH NETWORK NEW COM 94973H10 1057692 13722 X X 6 3310 0 10412
WELLPOINT HEALTH NETWORK NEW COM 94973H10 9249985 120005 X 6 41606 0 78399
WELLS FARGO & CO NEW COM 94974610 28325 550 X X 1 550 0 0
WELLS FARGO & CO NEW COM 94974610 250290 4860 X 1 4760 0 100
WELLS FARGO & CO NEW COM 94974610 227630 4420 X 11 0 0 4420
WELLS FARGO & CO NEW COM 94974610 1374025 25974 X 13 0 0 25974
WELLS FARGO & CO NEW COM 94974610 120257444 2286604 X 3 2286604 0 0
WELLS FARGO & CO NEW COM 94974610 46196 897 X 4 897 0 0
WELLS FARGO & CO NEW COM 94974610 41398978 788522 X 5 224152 0 564370
WELLS FARGO & CO NEW COM 94974610 88191793 1712462 X X 6 1490622 200799 21041
WELLS FARGO & CO NEW COM 94974610 114331112 2220022 X 6 1717076 3418 499528
WELLS FARGO & CO NEW COM 94974610 27604 536 X X 7 536 0 0
WELLS FARGO & CO NEW COM 94974610 374251 7267 X 7 7267 0 0
WELLSFORD REAL PPTYS INC COM NEW 95024020 236238 13687 X 5 13687 0 0
WELLSFORD REAL PPTYS INC COM NEW 95024020 5610 325 X X 6 325 0 0
WELLSFORD REAL PPTYS INC COM NEW 95024020 172169 9975 X 6 9975 0 0
WENDYS INTL INC COM 95059010 290700 9000 X 1 9000 0 0
WENDYS INTL INC COM 95059010 1427918 44208 X 3 44208 0 0
WENDYS INTL INC COM 95059010 589356 18079 X 5 11323 0 6756
WENDYS INTL INC COM 95059010 57849 1791 X X 6 1791 0 0
WENDYS INTL INC COM 95059010 426554 13206 X 6 9637 0 3569
WENDYS INTL INC COM 95059010 3230 100 X X 7 100 0 0
WERNER ENTERPRISES INC COM 95075510 1438863 62805 X 3 62805 0 0
WERNER ENTERPRISES INC COM 95075510 186439 8396 X 5 6689 0 1707
WESCAST INDS INC CL A SUB VTG 95081310 2115828 71918 X 3 71918 0 0
WESCO FINL CORP COM 95081710 1482609 4361 X 5 4361 0 0
WESCO FINL CORP COM 95081710 33997 100 X 6 100 0 0
WEST CORP COM 95235510 446279 18625 X 5 16725 0 1900
WEST CORP COM 95235510 17447 730 X 6 730 0 0
WEST MARINE INC COM 95423510 5947677 309286 X 3 309286 0 0
WEST MARINE INC COM 95423510 76772 4030 X 5 2315 0 1715
WEST MARINE INC COM 95423510 13030 684 X X 6 684 0 0
WEST MARINE INC COM 95423510 726377 38130 X 6 31688 80 6362
WEST PHARMACEUTICAL SVSC INC COM 95530610 12902381 412085 X 3 412085 0 0
WEST PHARMACEUTICAL SVSC INC COM 95530610 40703 1300 X 5 1300 0 0
WEST PHARMACEUTICAL SVSC INC COM 95530610 16419089 524404 X X 6 324404 0 200000
WEST PHARMACEUTICAL SVSC INC COM 95530610 2187317 69860 X 6 69860 0 0
WESTAMERICA BANCORPORATION COM 95709010 1423778 32031 X 3 32031 0 0
WESTAMERICA BANCORPORATION COM 95709010 144238 3206 X 5 0 0 3206
WESTAMERICA BANCORPORATION COM 95709010 35584 800 X 6 800 0 0
WESTAR ENERGY INC COM 95709T10 20184 1094 X X 1 1094 0 0
WESTAR ENERGY INC COM 95709T10 5601 300 X 13 0 0 300
WESTAR ENERGY INC COM 95709T10 4533866 245736 X 3 245736 0 0
WESTAR ENERGY INC COM 95709T10 102821 5530 X 5 1930 0 3600
WESTAR ENERGY INC COM 95709T10 93173 5050 X X 6 5050 0 0
WESTAR ENERGY INC COM 95709T10 76401 4141 X 6 4141 0 0
WESTELL TECHNOLOGIES INC CL A 95754110 207421 27693 X 6 0 0 27693
WESTERN ASSET PREMIER BD FD SHS BEN INT 95766410 159822 10825 X 5 8771 0 2054
WESTERN DIGITAL CORP COM 95810210 1445190 107850 X 13 0 0 107850
WESTERN DIGITAL CORP COM 95810210 3824759 296723 X 3 296723 0 0
WESTERN DIGITAL CORP COM 95810210 7794726 603209 X 5 565245 0 37964
WESTERN DIGITAL CORP COM 95810210 32045 2486 X X 6 2486 0 0
WESTERN DIGITAL CORP COM 95810210 203675 15801 X 6 3970 0 11831
WESTERN GAS RES INC COM 95825910 1242448 32696 X 3 32696 0 0
WESTERN GAS RES INC COM 95825910 2986790 78585 X 5 77185 0 1400
WESTERN GAS RES INC COM 95825910 22990 605 X X 6 505 0 100
WESTERN GAS RES INC COM 95825910 142652 3754 X 6 3754 0 0
WESTERN SILVER CORP COM 95953110 378576 102595 X 5 0 0 102595
WESTERN SILVER CORP COM 95953110 3670 1000 X 6 1000 0 0
WESTERN WIRELESS CORP CL A 95988E20 8221097 441046 X 3 441046 0 0
WESTERN WIRELESS CORP CL A 95988E20 492325 26360 X 5 25820 0 540
WESTERN WIRELESS CORP CL A 95988E20 23338 1250 X X 6 1250 0 0
WESTERN WIRELESS CORP CL A 95988E20 882419 47264 X 6 34400 0 12864
WESTPAC BKG CORP SPONSORED ADR 96121430 3593267 64000 X 3 64000 0 0
WESTPAC BKG CORP SPONSORED ADR 96121430 472191 8511 X 5 7686 0 825
WESTPAC BKG CORP SPONSORED ADR 96121430 29206 527 X X 6 527 0 0
WESTPAC BKG CORP SPONSORED ADR 96121430 267291 4823 X 6 4823 0 0
WESTPORT RES CORP NEW COM 96141810 4708 200 X 5 200 0 0
WESTPORT RES CORP NEW COM 96141810 39076 1660 X X 6 1660 0 0
WESTPORT RES CORP NEW COM 96141810 621174 26388 X 6 18948 0 7440
WESTWOOD HLDGS GROUP INC COM 96176510 2339555 137783 X 3 137783 0 0
WESTWOOD ONE INC COM 96181510 3778912 125171 X 3 125171 0 0
WESTWOOD ONE INC COM 96181510 204419 6761 X 5 6000 0 761
WESTWOOD ONE INC COM 96181510 710824 23545 X X 6 23545 0 0
WESTWOOD ONE INC COM 96181510 65814 2180 X 6 2180 0 0
WET SEAL INC CL A 96184010 7894345 785507 X 3 785507 0 0
WET SEAL INC CL A 96184010 905 90 X 5 90 0 0
WET SEAL INC CL A 96184010 8442 840 X X 6 840 0 0
WET SEAL INC CL A 96184010 51255 5100 X 6 5100 0 0
WEYERHAEUSER CO COM 96216610 5096665 87197 X 3 87197 0 0
WEYERHAEUSER CO COM 96216610 1009469 17123 X 5 8406 0 8717
WEYERHAEUSER CO COM 96216610 5045170 86316 X X 6 83250 1216 1850
WEYERHAEUSER CO COM 96216610 2031488 34756 X 6 34656 0 100
WEYERHAEUSER CO COM 96216610 19990 342 X 7 342 0 0
WHEATON RIV MINERALS LTD COM 96290210 45970 23000 X 5 22000 0 1000
WHEATON RIV MINERALS LTD COM 96290210 4000 2000 X 6 2000 0 0
WHEATON RIV MINERALS LTD *W EXP 05/30/20 96290214 1251388 1300000 X 3 1300000 0 0
WHEATON RIV MINERALS LTD *W EXP 05/30/20 96290214 29779 30700 X 5 0 0 30700
WHIRLPOOL CORP COM 96332010 159260 2350 X 1 2350 0 0
WHIRLPOOL CORP COM 96332010 1812848 26750 X 3 26750 0 0
WHIRLPOOL CORP COM 96332010 13554 200 X 4 200 0 0
WHIRLPOOL CORP COM 96332010 129786 1902 X 5 1167 0 735
WHIRLPOOL CORP COM 96332010 6601205 97406 X X 6 66719 23106 7581
WHIRLPOOL CORP COM 96332010 7693386 113522 X 6 99522 0 14000
WHIRLPOOL CORP COM 96332010 23720 350 X X 7 350 0 0
WHIRLPOOL CORP COM 96332010 6777 100 X 7 100 0 0
WHITE ELECTR DESIGNS CORP COM 96380110 2396476 222928 X 3 222928 0 0
WHITE ELECTR DESIGNS CORP COM 96380110 8192 762 X X 6 762 0 0
WHITE ELECTR DESIGNS CORP COM 96380110 196886 18315 X 6 4500 0 13815
WHOLE FOODS MKT INC COM 96683710 3212524 58219 X 3 58219 0 0
WHOLE FOODS MKT INC COM 96683710 5430960 98324 X 5 96404 0 1920
WHOLE FOODS MKT INC COM 96683710 104880 1900 X X 6 900 0 1000
WHOLE FOODS MKT INC COM 96683710 52164 945 X 6 945 0 0
WHOLE FOODS MKT INC SDCV 3/ 966837AC 8400 14000 X 5 14000 0 0
WILD OATS MARKETS INC COM 96808B10 163272 14938 X 5 14938 0 0
WILLBROS GROUP INC COM 96919910 109393 10549 X 5 0 0 10549
WILLIAMS COS INC DEL COM 96945710 1958 200 X 13 0 0 200
WILLIAMS COS INC DEL COM 96945710 4098096 435042 X 3 435042 0 0
WILLIAMS COS INC DEL COM 96945710 3149529 329100 X 5 195572 0 133528
WILLIAMS COS INC DEL COM 96945710 267434 28390 X X 6 23390 5000 0
WILLIAMS COS INC DEL COM 96945710 161986 17196 X 6 16862 0 334
WILLIAMS SONOMA INC COM 96990410 81695 3028 X X 1 3028 0 0
WILLIAMS SONOMA INC COM 96990410 4305522 148682 X 3 148682 0 0
WILLIAMS SONOMA INC COM 96990410 7104217 261470 X 5 192364 0 69106
WILLIAMS SONOMA INC COM 96990410 161745 5995 X X 6 5995 0 0
WILLIAMS SONOMA INC COM 96990410 1187687 44021 X 6 44021 0 0
WILLIAMS SONOMA INC COM 96990410 1484 55 X 7 55 0 0
WILMINGTON TRUST CORP COM 97180710 919724 29900 X X 1 29900 0 0
WILMINGTON TRUST CORP COM 97180710 2460800 80000 X 1 80000 0 0
WILMINGTON TRUST CORP COM 97180710 35057 1100 X 13 0 0 1100
WILMINGTON TRUST CORP COM 97180710 1985312 64542 X 3 64542 0 0
WILMINGTON TRUST CORP COM 97180710 638652 20139 X 5 2863 0 17276
WILMINGTON TRUST CORP COM 97180710 2356739 76617 X X 6 74943 0 1674
WILMINGTON TRUST CORP COM 97180710 218334 7098 X 6 7098 0 0
WILSON GREATBATCH TECHNOLOGI COM 97223210 8744000 242000 X 3 242000 0 0
WILSON GREATBATCH TECHNOLOGI COM 97223210 69793 1936 X X 6 1936 0 0
WILSON GREATBATCH TECHNOLOGI COM 97223210 1786926 49568 X 6 41653 15 7900
WIND RIVER SYSTEMS INC COM 97314910 444821 78176 X 3 78176 0 0
WIND RIVER SYSTEMS INC COM 97314910 114371 20020 X 5 18750 0 1270
WINN DIXIE STORES INC COM 97428010 5471975 567044 X 3 567044 0 0
WINN DIXIE STORES INC COM 97428010 37490 3884 X 5 3395 0 489
WINN DIXIE STORES INC COM 97428010 1979109 205089 X X 6 188933 16156 0
WINN DIXIE STORES INC COM 97428010 4333410 449058 X 6 449058 0 0
WINNEBAGO INDS INC COM 97463710 840540 18776 X 5 16891 0 1885
WINNEBAGO INDS INC COM 97463710 42975 964 X X 6 964 0 0
WINNEBAGO INDS INC COM 97463710 510486 11451 X 6 8511 0 2940
WINSTON HOTELS INC COM 97563A10 398775 40900 X 5 0 0 40900
WINSTON HOTELS INC COM 97563A10 7735 850 X X 6 850 0 0
WINSTON HOTELS INC COM 97563A10 4550 500 X 6 500 0 0
WIRELESS HOLDRS TR DEPOSITRY RCPT 97653L20 293306 7100 X 5 400 0 6700
WIRELESS HOLDRS TR DEPOSITRY RCPT 97653L20 40820 1000 X 6 1000 0 0
WISCONSIN ENERGY CORP COM 97665710 45855 1500 X X 1 1500 0 0
WISCONSIN ENERGY CORP COM 97665710 7643 250 X 11 0 0 250
WISCONSIN ENERGY CORP COM 97665710 16027668 523443 X 3 523443 0 0
WISCONSIN ENERGY CORP COM 97665710 1574437 50601 X 5 5414 0 45187
WISCONSIN ENERGY CORP COM 97665710 3883124 127024 X X 6 122140 3600 1284
WISCONSIN ENERGY CORP COM 97665710 3058865 100061 X 6 56540 27 43494
WISCONSIN ENERGY CORP COM 97665710 3057 100 X X 7 100 0 0
WOLVERINE TUBE INC COM 97809310 972786 229973 X 3 229973 0 0
WOLVERINE TUBE INC COM 97809310 8802 2050 X 5 1050 0 1000
WOLVERINE WORLD WIDE INC COM 97809710 3078702 158696 X 3 158696 0 0
WOLVERINE WORLD WIDE INC COM 97809710 667949 34065 X 5 13815 0 20250
WOLVERINE WORLD WIDE INC COM 97809710 160787 8288 X 6 1300 0 6988
WOODHEAD INDS INC COM 97943810 12040 800 X 5 800 0 0
WOODHEAD INDS INC COM 97943810 29001 1927 X X 6 1927 0 0
WOODHEAD INDS INC COM 97943810 203295 13508 X 6 13508 0 0
WORLD ACCEP CORP DEL COM 98141910 3157421 233020 X 3 233020 0 0
WORLD ACCEP CORP DEL COM 98141910 238780 16605 X 5 0 0 16605
WORLD ACCEP CORP DEL COM 98141910 377496 27942 X 6 17761 0 10181
WORLDGATE COMMUNICATIONS INC COM 98156L30 204 400 X 13 0 0 400
WORLDGATE COMMUNICATIONS INC COM 98156L30 498 950 X 5 650 0 300
WORLDGATE COMMUNICATIONS INC COM 98156L30 5830 11000 X 6 11000 0 0
WORLDGATE COMMUNICATIONS INC COM 98156L30 265 500 X 7 500 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q10 8616258 859906 X 3 859906 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q10 4008 400 X 5 400 0 0
WORLDWIDE RESTRNT CONCEPTS I COM 98160A10 99998 26809 X 5 26809 0 0
WORTHINGTON INDS INC COM 98181110 419579 33406 X 3 33406 0 0
WORTHINGTON INDS INC COM 98181110 1015843 79700 X 5 46038 0 33662
WORTHINGTON INDS INC COM 98181110 3768 300 X X 6 300 0 0
WORTHINGTON INDS INC COM 98181110 7536 600 X 6 600 0 0
WRIGHT MED GROUP INC COM 98235T10 85866 3402 X X 6 3402 0 0
WRIGHT MED GROUP INC COM 98235T10 896727 35528 X 6 35528 0 0
WRIGLEY WM JR CO COM 98252610 110600 2000 X 11 0 0 2000
WRIGLEY WM JR CO COM 98252610 626548 11109 X 13 0 0 11109
WRIGLEY WM JR CO COM 98252610 4943156 89388 X 3 89388 0 0
WRIGLEY WM JR CO COM 98252610 3318 60 X X 4 60 0 0
WRIGLEY WM JR CO COM 98252610 11329706 202033 X 5 59061 0 142972
WRIGLEY WM JR CO COM 98252610 778624 14080 X X 6 12944 560 576
WRIGLEY WM JR CO COM 98252610 4912686 88837 X 6 76085 0 12752
WYETH COM 98302410 1189380 25800 X X 1 25800 0 0
WYETH COM 98302410 1297392 28143 X 1 28143 0 0
WYETH COM 98302410 304491 6605 X 11 800 0 5805
WYETH COM 98302410 165564 3504 X 13 0 0 3504
WYETH COM 98302410 126960691 2707659 X 3 2707659 0 0
WYETH COM 98302410 9681 210 X X 4 210 0 0
WYETH COM 98302410 15213 330 X 4 330 0 0
WYETH COM 98302410 17298326 372096 X 5 246266 0 125830
WYETH COM 98302410 324735269 7044149 X X 6 2805373 241694 3997082
WYETH COM 98302410 179043458 3883806 X 6 3443043 7145 433618
WYETH COM 98302410 38494 835 X X 7 835 0 0
WYETH COM 98302410 137931 2992 X 7 2992 0 0
WYNDHAM INTL INC CL A 98310110 2245 4009 X 5 4009 0 0
WYNDHAM INTL INC CL A 98310110 5600 10000 X X 6 10000 0 0
WYNN RESORTS LTD COM 98313410 605449 33303 X 3 33303 0 0
WYNN RESORTS LTD COM 98313410 9090 500 X 5 500 0 0
WYNN RESORTS LTD COM 98313410 1818 100 X 6 100 0 0
XM SATELLITE RADIO HLDGS INC CL A 98375910 4390534 283110 X 5 277935 0 5175
XM SATELLITE RADIO HLDGS INC CL A 98375910 18988 1225 X X 6 825 0 400
XM SATELLITE RADIO HLDGS INC CL A 98375910 153311 9891 X 6 6950 0 2941
XTO ENERGY INC COM 98385X10 82761072 3937399 X 3 3937399 0 0
XTO ENERGY INC COM 98385X10 4180855 199151 X 5 194929 0 4222
XTO ENERGY INC COM 98385X10 116557 5553 X X 6 5553 0 0
XTO ENERGY INC COM 98385X10 3430144 163418 X 6 45132 56 118230
XTO ENERGY INC COM 98385X10 3568 170 X X 7 170 0 0
XTO ENERGY INC COM 98385X10 2519 120 X 7 120 0 0
XCEL ENERGY INC COM 98389B10 2398 155 X 11 0 0 155
XCEL ENERGY INC COM 98389B10 18042 1164 X 13 0 0 1164
XCEL ENERGY INC COM 98389B10 2397927 155005 X 3 155005 0 0
XCEL ENERGY INC COM 98389B10 1117553 72181 X 5 41812 0 30369
XCEL ENERGY INC COM 98389B10 597683 38635 X X 6 26352 9301 2982
XCEL ENERGY INC COM 98389B10 491312 31759 X 6 31759 0 0
XILINX INC COM 98391910 349175 12475 X 13 0 0 12475
XILINX INC COM 98391910 17296219 606672 X 3 606672 0 0
XILINX INC COM 98391910 2302712 81329 X 5 59802 0 21527
XILINX INC COM 98391910 420622 14795 X X 6 14295 200 300
XILINX INC COM 98391910 1512931 53216 X 6 23622 0 29594
XEROX CORP COM 98412110 3179523 309895 X 3 309895 0 0
XEROX CORP COM 98412110 2514031 244693 X 5 215684 0 29009
XEROX CORP COM 98412110 575935 56134 X X 6 54134 0 2000
XEROX CORP COM 98412110 1814861 176887 X 6 45011 0 131876
XEROX CORP COM 98412110 1919 187 X 7 187 0 0
YAHOO INC COM 98433210 18200 500 X 13 0 0 500
YAHOO INC COM 98433210 10455391 295517 X 3 295517 0 0
YAHOO INC COM 98433210 5921520 164398 X 5 61948 0 102450
YAHOO INC COM 98433210 193619 5471 X X 6 2861 0 2610
YAHOO INC COM 98433210 2774859 78408 X 6 10743 0 67665
YAHOO INC COM 98433210 1593 45 X 7 45 0 0
YANKEE CANDLE INC COM 98475710 2774854 108881 X 5 107391 0 1490
YANKEE CANDLE INC COM 98475710 11848 465 X X 6 165 0 300
YANKEE CANDLE INC COM 98475710 14141 555 X 6 555 0 0
YANKEE CANDLE INC COM 98475710 10319 405 X X 7 405 0 0
XICOR INC COM 98490310 1278614 137600 X 5 136600 0 1000
YELLOW CORP COM 98550910 55280 1796 X 5 500 0 1296
YELLOW CORP COM 98550910 299989 10060 X 6 10060 0 0
YORK INTL CORP NEW COM 98667010 1346104 38916 X 3 38916 0 0
YORK INTL CORP NEW COM 98667010 363285 10496 X 5 10296 0 200
YORK INTL CORP NEW COM 98667010 101176 2925 X X 6 2925 0 0
YORK INTL CORP NEW COM 98667010 28779 832 X 6 832 0 0
YORK WTR CO COM 98718410 18700 1100 X 5 1100 0 0
YORK WTR CO COM 98718410 2747744 161632 X X 6 161632 0 0
YORK WTR CO COM 98718410 1718394 101082 X 6 88314 0 12768
YOUNG BROADCASTING INC CL A 98743410 3802634 194111 X 3 194111 0 0
YOUNG BROADCASTING INC CL A 98743410 2459 120 X 5 0 0 120
YUM BRANDS INC COM 98849810 37143 1254 X X 1 1254 0 0
YUM BRANDS INC COM 98849810 14395 486 X 1 486 0 0
YUM BRANDS INC COM 98849810 3821 122 X 13 0 0 122
YUM BRANDS INC COM 98849810 14218341 480025 X 3 480025 0 0
YUM BRANDS INC COM 98849810 5924 200 X X 4 200 0 0
YUM BRANDS INC COM 98849810 612922 20274 X 5 12976 0 7298
YUM BRANDS INC COM 98849810 4494835 151750 X X 6 113338 10320 28092
YUM BRANDS INC COM 98849810 7934843 267888 X 6 158412 1480 107996
YUM BRANDS INC COM 98849810 2962 100 X X 7 100 0 0
ZALE CORP NEW COM 98885810 9643143 217139 X 3 217139 0 0
ZALE CORP NEW COM 98885810 29293 653 X 5 434 0 219
ZALE CORP NEW COM 98885810 88820 2000 X X 6 2000 0 0
ZALE CORP NEW COM 98885810 7283 164 X 6 164 0 0
ZEBRA TECHNOLOGIES CORP CL A 98920710 2299780 44628 X 5 42038 0 2590
ZEBRA TECHNOLOGIES CORP CL A 98920710 157889 3067 X X 6 2317 750 0
ZEBRA TECHNOLOGIES CORP CL A 98920710 2391195 46449 X 6 45249 0 1200
ZEBRA TECHNOLOGIES CORP CL A 98920710 3861 75 X X 7 75 0 0
ZENIX INCOME FD INC COM 98941410 417276 113393 X 5 112393 0 1000
ZENIX INCOME FD INC COM 98941410 1840 500 X X 6 0 0 500
ZILA INC COM PAR $0.01 98951320 258570 75634 X 5 42719 0 32915
ZIMMER HLDGS INC COM 98956P10 123534 2242 X X 1 2242 0 0
ZIMMER HLDGS INC COM 98956P10 75487 1370 X 1 1370 0 0
ZIMMER HLDGS INC COM 98956P10 23583 428 X 11 0 0 428
ZIMMER HLDGS INC COM 98956P10 15819 284 X 13 0 0 284
ZIMMER HLDGS INC COM 98956P10 26461224 474642 X 3 474642 0 0
ZIMMER HLDGS INC COM 98956P10 11104854 200945 X 5 146305 0 54640
ZIMMER HLDGS INC COM 98956P10 9439401 171314 X X 6 146003 11138 14173
ZIMMER HLDGS INC COM 98956P10 6562465 119101 X 6 77027 660 41414
ZIMMER HLDGS INC COM 98956P10 8265 150 X X 7 150 0 0
ZIMMER HLDGS INC COM 98956P10 71630 1300 X 8 1300 0 0
ZIONS BANCORPORATION COM 98970110 402737 6975 X 13 0 0 6975
ZIONS BANCORPORATION COM 98970110 1948216 34883 X 3 34883 0 0
ZIONS BANCORPORATION COM 98970110 541649 9513 X 5 4371 0 5142
ZIONS BANCORPORATION COM 98970110 191878 3427 X X 6 3427 0 0
ZIONS BANCORPORATION COM 98970110 914877 16340 X 6 6510 0 9830
ZORAN CORP COM 98975F10 1595100 81800 X 3 81800 0 0
ZORAN CORP COM 98975F10 170351 8711 X 5 4611 0 4100
ZORAN CORP COM 98975F10 47810 2443 X X 6 2243 0 200
ZORAN CORP COM 98975F10 705616 36056 X 6 33756 0 2300
ZWEIG FD COM 98983410 378938 81063 X 5 76392 0 4671
ZWEIG FD COM 98983410 62447 13372 X X 6 13372 0 0
ZWEIG FD COM 98983410 23350 5000 X 6 5000 0 0
ZWEIG TOTAL RETURN FD INC COM 98983710 356096 72796 X 5 66630 0 6166
ZWEIG TOTAL RETURN FD INC COM 98983710 63404 12966 X X 6 12966 0 0
ZWEIG TOTAL RETURN FD INC COM 98983710 8802 1800 X 6 1800 0 0
ZYMOGENETICS INC COM 98985T10 644146 43969 X 3 43969 0 0
ZYMOGENETICS INC COM 98985T10 1465 100 X 5 100 0 0
ZYMOGENETICS INC COM 98985T10 21477 1466 X 6 0 0 1466
ZOLL MED CORP COM 98992210 56088 1750 X 5 1750 0 0
ZOLL MED CORP COM 98992210 44197 1379 X X 6 1379 0 0
ZOLL MED CORP COM 98992210 322359 10058 X 6 10058 0 0
DAIMLERCHRYSLER AG ORD D1668R12 56762 1619 X X 1 1619 0 0
DAIMLERCHRYSLER AG ORD D1668R12 157349 4488 X 1 4488 0 0
DAIMLERCHRYSLER AG ORD D1668R12 233364 6504 X 13 0 0 6504
DAIMLERCHRYSLER AG ORD D1668R12 1870583 52938 X 5 35161 0 17777
DAIMLERCHRYSLER AG ORD D1668R12 635287 18120 X X 6 16114 716 1290
DAIMLERCHRYSLER AG ORD D1668R12 667753 19046 X 6 18807 0 239
ACE LTD ORD G0070K10 2900 85 X 13 0 0 85
ACE LTD ORD G0070K10 18364594 555157 X 3 555157 0 0
ACE LTD ORD G0070K10 3308 100 X X 4 100 0 0
ACE LTD ORD G0070K10 5616813 169321 X 5 151698 0 17623
ACE LTD ORD G0070K10 1599616 48356 X X 6 26710 0 21646
ACE LTD ORD G0070K10 4175721 126231 X 6 41640 0 84591
ACE LTD ORD G0070K10 9924 300 X X 7 300 0 0
AMDOCS LTD ORD G0260210 21805594 1157486 X 3 1157486 0 0
AMDOCS LTD ORD G0260210 2751065 145687 X 5 116055 0 29632
AMDOCS LTD ORD G0260210 61927 3294 X X 6 3294 0 0
AMDOCS LTD ORD G0260210 4286 228 X 6 228 0 0
ARCH CAP GROUP LTD ORD G0450A10 245087 7390 X 5 5390 0 2000
ACCENTURE LTD BERMUDA CL A G1150G11 14744 660 X 11 0 0 660
ACCENTURE LTD BERMUDA CL A G1150G11 1755433 78825 X 13 0 0 78825
ACCENTURE LTD BERMUDA CL A G1150G11 12048766 538965 X 3 538965 0 0
ACCENTURE LTD BERMUDA CL A G1150G11 658730 29489 X 5 28719 0 770
ACCENTURE LTD BERMUDA CL A G1150G11 323439 14478 X X 6 13514 646 318
ACCENTURE LTD BERMUDA CL A G1150G11 5455584 244207 X 6 239606 1328 3273
ACCENTURE LTD BERMUDA CL A G1150G11 20530 919 X 7 919 0 0
BUNGE LIMITED COM G1696210 1991541 72410 X 5 71080 0 1330
BUNGE LIMITED COM G1696210 33000 1200 X 6 800 0 400
CHINA YUCHAI INTL LTD COM G2108210 372965 21054 X 5 19454 0 1600
CHINADOTCOM CORP CL A G2108N10 8200 1000 X 13 0 0 1000
CHINADOTCOM CORP CL A G2108N10 96398 11650 X 5 10850 0 800
CHINADOTCOM CORP CL A G2108N10 8280 1000 X 6 1000 0 0
COOPER INDS LTD CL A G2418210 4176209 86950 X 11 62900 0 24050
COOPER INDS LTD CL A G2418210 216594 4405 X 13 0 0 4405
COOPER INDS LTD CL A G2418210 56638753 1176981 X 3 1176981 0 0
COOPER INDS LTD CL A G2418210 2158928 44473 X 5 24394 0 20079
COOPER INDS LTD CL A G2418210 1032357 21494 X X 6 17822 2272 1400
COOPER INDS LTD CL A G2418210 1589985 33104 X 6 22392 0 10712
XCELERA INC COM G3161110 18704 14388 X 5 0 0 14388
EVEREST RE GROUP LTD COM G3223R10 6761694 89964 X 3 89964 0 0
EVEREST RE GROUP LTD COM G3223R10 2455744 32659 X 5 32123 0 536
EVEREST RE GROUP LTD COM G3223R10 112740 1500 X X 6 1000 500 0
EVEREST RE GROUP LTD COM G3223R10 569713 7580 X 6 7580 0 0
EVEREST RE GROUP LTD COM G3223R10 1330332 17700 X 8 17700 0 0
FOSTER WHEELER LTD SHS G3653510 16530 14500 X 5 14500 0 0
FOSTER WHEELER LTD SHS G3653510 4034 3539 X X 6 3539 0 0
FRESH DEL MONTE PRODUCE INC ORD G3673810 4546474 184816 X 3 184816 0 0
FRESH DEL MONTE PRODUCE INC ORD G3673810 337944 13711 X 5 12377 0 1334
FRESH DEL MONTE PRODUCE INC ORD G3673810 7380 300 X X 6 300 0 0
FRESH DEL MONTE PRODUCE INC ORD G3673810 14760 600 X 6 600 0 0
GARMIN LTD ORD G3726010 209400 5000 X 3 5000 0 0
GARMIN LTD ORD G3726010 728712 17400 X 5 17400 0 0
GARMIN LTD ORD G3726010 38320 915 X X 6 915 0 0
GARMIN LTD ORD G3726010 661076 15785 X 6 15785 0 0
GLOBALSANTAFE CORP SHS G3930E10 320930 13400 X 3 13400 0 0
GLOBALSANTAFE CORP SHS G3930E10 1098284 45788 X 5 30684 0 15104
GLOBALSANTAFE CORP SHS G3930E10 2275 95 X X 6 95 0 0
GLOBALSANTAFE CORP SHS G3930E10 34799 1453 X 6 1453 0 0
GLOBALSANTAFE CORP SHS G3930E10 8047 336 X X 7 336 0 0
GLOBAL-TECH APPLIANCES INC ORD G3932010 93935 13249 X 5 0 0 13249
GLOBAL-TECH APPLIANCES INC ORD G3932010 4865 700 X 6 700 0 0
HELEN OF TROY CORP LTD COM G4388N10 508654 20876 X 5 19926 0 950
HELEN OF TROY CORP LTD COM G4388N10 19464 800 X 6 800 0 0
INGERSOLL-RAND COMPANY LTD CL A G4776G10 18910065 353175 X 3 353175 0 0
INGERSOLL-RAND COMPANY LTD CL A G4776G10 898508 16606 X 5 8273 0 8333
INGERSOLL-RAND COMPANY LTD CL A G4776G10 9476676 177333 X X 6 102333 2350 72650
INGERSOLL-RAND COMPANY LTD CL A G4776G10 10239318 191604 X 6 107411 402 83791
INGERSOLL-RAND COMPANY LTD CL A G4776G10 14429 270 X 7 270 0 0
INGERSOLL-RAND COMPANY LTD CL A G4776G10 9187672 171925 X 8 171925 0 0
IPC HLDGS LTD ORD G4933P10 9135420 261012 X 3 261012 0 0
IPC HLDGS LTD ORD G4933P10 4205 120 X 5 120 0 0
IPC HLDGS LTD ORD G4933P10 613200 17500 X X 6 3500 0 14000
IPC HLDGS LTD ORD G4933P10 45552 1300 X 6 1300 0 0
JINPAN INTL LTD ORD G5138L10 289301 43900 X 5 43900 0 0
LJ INTL INC ORD G5531210 112211 28913 X 5 28913 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 351075 9300 X 3 9300 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 2190702 57988 X 5 49532 0 8456
NABORS INDUSTRIES LTD SHS G6359F10 504903 13259 X 13 0 0 13259
NABORS INDUSTRIES LTD SHS G6359F10 7279151 181804 X 3 181804 0 0
NABORS INDUSTRIES LTD SHS G6359F10 1826417 48780 X 5 37958 0 10822
NABORS INDUSTRIES LTD SHS G6359F10 41843 1123 X X 6 1123 0 0
NABORS INDUSTRIES LTD SHS G6359F10 1601882 42992 X 6 8058 16 34918
NABORS INDUSTRIES LTD SHS G6359F10 19934 535 X X 7 535 0 0
NABORS INDUSTRIES LTD SHS G6359F10 5403 145 X 7 145 0 0
NOBLE CORPORATION SHS G6542210 2598 75 X 13 0 0 75
NOBLE CORPORATION SHS G6542210 9528043 279410 X 3 279410 0 0
NOBLE CORPORATION SHS G6542210 3205883 94296 X 5 93123 0 1173
NOBLE CORPORATION SHS G6542210 28348 834 X X 6 774 60 0
NOBLE CORPORATION SHS G6542210 3016341 88742 X 6 27371 36 61335
NOBLE CORPORATION SHS G6542210 3399 100 X X 7 100 0 0
NOBLE CORPORATION SHS G6542210 16995 500 X 7 500 0 0
NORDIC AMERICAN TANKER SHIPP COM G6577310 478460 34671 X 5 34671 0 0
NORDIC AMERICAN TANKER SHIPP COM G6577310 1380 100 X X 6 100 0 0
ORIENT-EXPRESS HOTELS LTD CL A G6774310 802292 51429 X 5 51429 0 0
O2MICRO INTERNATIONAL LIMITE ORD G6797E10 184059 12773 X 5 12773 0 0
PARTNERRE LTD COM G6852T10 595645 11696 X 5 5156 0 6540
PARTNERRE LTD COM G6852T10 2003593 39542 X X 6 39542 0 0
PARTNERRE LTD COM G6852T10 251982 4973 X 6 4973 0 0
PARTNERRE LTD COM G6852T10 1925 38 X X 7 38 0 0
PARTNERRE LTD COM G6852T10 5067 100 X 7 100 0 0
PARTNERRE LTD COM G6852T10 5502762 108600 X 8 108600 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P10 93882 3341 X 5 3341 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P10 65698 2338 X X 6 2338 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P10 789470 28095 X 6 28095 0 0
RENAISSANCE RE HLDGS LTD COM G7496G10 27378 600 X X 1 600 0 0
RENAISSANCE RE HLDGS LTD COM G7496G10 95692818 2097147 X 11 1606963 950 489234
RENAISSANCE RE HLDGS LTD COM G7496G10 1148553 24700 X 3 24700 0 0
RENAISSANCE RE HLDGS LTD COM G7496G10 202460 4437 X 5 4437 0 0
RENAISSANCE RE HLDGS LTD COM G7496G10 1381494 30276 X X 6 30276 0 0
RENAISSANCE RE HLDGS LTD COM G7496G10 4323169 94744 X 6 94744 0 0
SCOTTISH RE GROUP LTD ORD G7885T10 439023 18179 X 5 18179 0 0
SCOTTISH RE GROUP LTD ORD G7885T10 4347 180 X X 6 180 0 0
SCOTTISH RE GROUP LTD ORD G7885T10 127874 5295 X 6 5295 0 0
SEAGATE TECHNOLOGY SHS G7945J10 380800 14000 X 3 14000 0 0
SEAGATE TECHNOLOGY SHS G7945J10 79330 2900 X 5 2400 0 500
SEAGATE TECHNOLOGY SHS G7945J10 17680 650 X 6 650 0 0
SINA CORP ORD G8147710 2053875 58023 X 5 17743 0 40280
SINA CORP ORD G8147710 2678 75 X 6 75 0 0
STEWART W P & CO LTD COM G8492210 252835 11800 X 5 500 0 11300
STEWART W P & CO LTD COM G8492210 16720 800 X X 6 800 0 0
STEWART W P & CO LTD COM G8492210 10241 490 X 6 490 0 0
UTI WORLDWIDE INC ORD G8721010 6177654 201500 X 3 201500 0 0
UTI WORLDWIDE INC ORD G8721010 6198 203 X X 6 203 0 0
UTI WORLDWIDE INC ORD G8721010 868212 28438 X 6 24915 23 3500
HILFIGER TOMMY CORP ORD G8915Z10 3573 300 X X 1 300 0 0
HILFIGER TOMMY CORP ORD G8915Z10 5459580 458403 X 3 458403 0 0
HILFIGER TOMMY CORP ORD G8915Z10 328359 27566 X 5 27396 0 170
HILFIGER TOMMY CORP ORD G8915Z10 716184 60133 X 6 60133 0 0
TRANSOCEAN INC ORD G9007810 580 29 X X 1 29 0 0
TRANSOCEAN INC ORD G9007810 24760 1238 X 11 0 0 1238
TRANSOCEAN INC ORD G9007810 3555 174 X 13 0 0 174
TRANSOCEAN INC ORD G9007810 2810640 140532 X 3 140532 0 0
TRANSOCEAN INC ORD G9007810 2280 114 X X 4 114 0 0
TRANSOCEAN INC ORD G9007810 1611704 79693 X 5 38195 0 41498
TRANSOCEAN INC ORD G9007810 696860 34843 X X 6 32346 776 1721
TRANSOCEAN INC ORD G9007810 765780 38289 X 6 37416 0 873
TRANSOCEAN INC ORD G9007810 13080 654 X 7 654 0 0
TRANSOCEAN INC ORD G9007810 6350000 317500 X 8 317500 0 0
WEATHERFORD INTERNATIONAL LT COM G9508910 30224 800 X 1 800 0 0
WEATHERFORD INTERNATIONAL LT COM G9508910 1344 35 X 13 0 0 35
WEATHERFORD INTERNATIONAL LT COM G9508910 33007819 873359 X 3 873359 0 0
WEATHERFORD INTERNATIONAL LT COM G9508910 3060 81 X X 4 81 0 0
WEATHERFORD INTERNATIONAL LT COM G9508910 1782066 47147 X 5 45772 0 1375
WEATHERFORD INTERNATIONAL LT COM G9508910 2057952 54472 X X 6 50813 2572 1087
WEATHERFORD INTERNATIONAL LT COM G9508910 15089521 399405 X 6 382843 1712 14850
WEATHERFORD INTERNATIONAL LT COM G9508910 47112 1247 X 7 1247 0 0
WHITE MTNS INS GROUP LTD COM G9618E10 3911143 9851 X 3 9851 0 0
WHITE MTNS INS GROUP LTD COM G9618E10 3137941 7613 X 5 390 0 7223
WHITE MTNS INS GROUP LTD COM G9618E10 138961 350 X X 6 350 0 0
WHITE MTNS INS GROUP LTD COM G9618E10 27792 70 X 6 0 70 0
WILLIS GROUP HOLDINGS LTD SHS G9665510 15375 500 X 3 500 0 0
WILLIS GROUP HOLDINGS LTD SHS G9665510 7073 230 X 5 230 0 0
WILLIS GROUP HOLDINGS LTD SHS G9665510 96309 3132 X X 6 3132 0 0
WILLIS GROUP HOLDINGS LTD SHS G9665510 497781 16188 X 6 16188 0 0
XL CAP LTD CL A G9825510 1182 15 X 13 0 0 15
XL CAP LTD CL A G9825510 15698947 202724 X 3 202724 0 0
XL CAP LTD CL A G9825510 1663851 21467 X 5 20444 0 1023
XL CAP LTD CL A G9825510 2844139 36727 X X 6 33929 100 2698
XL CAP LTD CL A G9825510 7385995 95377 X 6 74326 0 21051
XL CAP LTD CL A G9825510 774 10 X 7 10 0 0
XOMA LTD ORD G9825R10 747 100 X 13 0 0 100
XOMA LTD ORD G9825R10 4752635 637300 X 3 637300 0 0
XOMA LTD ORD G9825R10 147416 19708 X 5 19708 0 0
XOMA LTD ORD G9825R10 8318 1112 X X 6 1112 0 0
XOMA LTD ORD G9825R10 693890 92766 X 6 81232 134 11400
ALCON INC COM SHS H0130110 1113872 20180 X 5 4016 0 16164
UBS AG NAMEN AKT H8920M85 1405750 25000 X 3 25000 0 0
UBS AG NAMEN AKT H8920M85 54561 959 X 5 473 0 486
UBS AG NAMEN AKT H8920M85 246119 4377 X X 6 4377 0 0
UBS AG NAMEN AKT H8920M85 681845 12126 X 6 11599 0 527
SBS BROADCASTING SA ORD L8137F10 227960 9155 X 5 9155 0 0
SBS BROADCASTING SA ORD L8137F10 69347 2785 X X 6 2785 0 0
SBS BROADCASTING SA ORD L8137F10 486048 19520 X 6 19520 0 0
BACKWEB TECHNOLOGIES LTD ORD M1563310 710231 855700 X 5 855700 0 0
BACKWEB TECHNOLOGIES LTD ORD M1563310 83 100 X X 6 100 0 0
BACKWEB TECHNOLOGIES LTD ORD M1563310 830 1000 X 6 1000 0 0
CHECK POINT SOFTWARE TECH LT ORD M2246510 15250 882 X 13 0 0 882
CHECK POINT SOFTWARE TECH LT ORD M2246510 3046632 180092 X 5 149241 0 30851
CHECK POINT SOFTWARE TECH LT ORD M2246510 73591 4370 X X 6 3370 0 1000
CHECK POINT SOFTWARE TECH LT ORD M2246510 105317 6254 X 6 6254 0 0
ELTEK LTD ORD M4018410 7738 10600 X 5 10600 0 0
GIVEN IMAGING ORD SHS M5202010 14539 1340 X 13 0 0 1340
GIVEN IMAGING ORD SHS M5202010 69863 6439 X 5 1339 0 5100
GIVEN IMAGING ORD SHS M5202010 16275 1500 X X 6 1500 0 0
GIVEN IMAGING ORD SHS M5202010 17360 1600 X 6 1600 0 0
LANOPTICS LTD ORD M6706C10 572880 65100 X 5 65100 0 0
LUMENIS LTD SHS M6778Q10 33507 25005 X 5 25005 0 0
MAGAL SECURITY SYS LTD ORD M6786D10 399640 51500 X 3 51500 0 0
MAGAL SECURITY SYS LTD ORD M6786D10 173595 22346 X 5 19764 0 2582
M SYS FLASH DISK PIONEERS LT ORD M7061C10 784500 50000 X 3 50000 0 0
M SYS FLASH DISK PIONEERS LT ORD M7061C10 1204190 76700 X 5 76700 0 0
RADWARE LTD ORD M8187310 1361250 75000 X 3 75000 0 0
RADWARE LTD ORD M8187310 364886 20115 X 5 20115 0 0
TARO PHARMACEUTICAL INDS LTD ORD M8737E10 22544 400 X 3 400 0 0
TARO PHARMACEUTICAL INDS LTD ORD M8737E10 616847 10805 X 5 2223 0 8582
TARO PHARMACEUTICAL INDS LTD ORD M8737E10 56120 1000 X X 6 1000 0 0
TARO PHARMACEUTICAL INDS LTD ORD M8737E10 2806 50 X 6 50 0 0
TEFRON LTD ORD M8748210 170340 50100 X 5 50100 0 0
TEFRON LTD ORD M8748210 1700 500 X 6 500 0 0
VERISITY LTD ORD M9738511 20338 1627 X X 6 1627 0 0
VERISITY LTD ORD M9738511 143075 11446 X 6 11446 0 0
VOCALTEC COMMUNICATIONS LTD ORD M9760110 56516 14200 X 5 14200 0 0
ASML HLDG NV N Y SHS N0705911 26397 0 X 3 0 0 0
ASML HLDG NV N Y SHS N0705911 259881 19808 X 5 19808 0 0
ASML HLDG NV N Y SHS N0705911 26883 2049 X X 6 2049 0 0
ASML HLDG NV N Y SHS N0705911 156522 11930 X 6 11802 0 128
CORE LABORATORIES N V COM N2271710 1005 70 X 13 0 0 70
CORE LABORATORIES N V COM N2271710 234635 0 X 3 0 0 0
CORE LABORATORIES N V COM N2271710 73256 5208 X 5 4928 0 280
ORTHOFIX INTL N V COM N6748L10 9516 260 X 5 260 0 0
ORTHOFIX INTL N V COM N6748L10 4209 115 X X 6 115 0 0
ORTHOFIX INTL N V COM N6748L10 246977 6748 X 6 6748 0 0
STEINER LEISURE LTD ORD P8744Y10 5191402 270950 X 3 270950 0 0
STEINER LEISURE LTD ORD P8744Y10 709137 37050 X 6 32350 0 4700
ROYAL CARIBBEAN CRUISES LTD COM V7780T10 351375 12500 X 3 12500 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T10 471368 16762 X 5 16562 0 200
ROYAL CARIBBEAN CRUISES LTD COM V7780T10 7871 280 X X 6 280 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T10 416787 14827 X 6 14827 0 0
ASE TEST LTD ORD Y0251610 926354 106600 X 3 106600 0 0
ASE TEST LTD ORD Y0251610 2782 320 X X 6 320 0 0
ASE TEST LTD ORD Y0251610 26734 3075 X 6 3075 0 0
FLEXTRONICS INTL LTD ORD Y2573F10 53955 3865 X 13 0 0 3865
FLEXTRONICS INTL LTD ORD Y2573F10 68999820 4861802 X 3 4861802 0 0
FLEXTRONICS INTL LTD ORD Y2573F10 6245966 443279 X 5 222273 0 221006
FLEXTRONICS INTL LTD ORD Y2573F10 349513 24579 X X 6 22729 600 1250
FLEXTRONICS INTL LTD ORD Y2573F10 2762107 194241 X 6 96071 0 98170
OMI CORP NEW COM Y6476W10 287809 44828 X 5 7528 0 37300
TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 10311344 243767 X 3 243767 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 230112 5440 X X 6 5300 140 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 490680 11600 X 6 11600 0 0