UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2004
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: 14
Form 13F Information Table Entry Total: 12,145
Form 13F Information Table Value Total: $65,627,377,589
List of Other Included Managers:
No. 13F File Number Name
01 Delaware Trust Capital Management, Inc.
03 801-08327 Evergreen Investment Management Company, LLC.
04 Wachovia Bank of Delaware, National Association
05 Wachovia Securities, LLC.
06 Wachovia Bank, National Association
07 Wachovia Trust Company, National Association
09 028-06346 Tattersall Advisory Group, Inc.
11 028-03755 J.L. Kaplan Associates, LLC.
13 Wachovia Securities Financial Network, LLC.
16 First Union Merchant Banking, 1999-II, LLC.
17 Wachovia Affordable Housing Community Development Corp.
19 Wachovia Investors, Inc.
20 Wachovia Securities International Ltd.
21 Wachovia Risk Management Inc.
Wachovia Corporation
Form 13F
As Of 06/30/2004
Item 4:
Fair Item 5: Item 6: Item 8:
Item 3: Market Shares Or Investment Voting Authority
Item 1: Item 2: Cusip Value Principal Discretion Item 7: (A) (B) (C)
Name of Issuer Title of Class Number (000) Amount (A)(B)(C) Mgrs Sole Shared None
----------------------------- --------------- -------- ---------- ---------- ------------- ------- ---------- ---------- ----------
ABB LTD SPONSORED ADR 00037520 11 1910 X 5 0 0 1910
ABB LTD SPONSORED ADR 00037520 39 6942 X X 6 6942 0 0
ABB LTD SPONSORED ADR 00037520 483 87020 X 6 82919 0 4101
A D C TELECOMMUNICATIONS COM 00088610 9 3000 X X 1 3000 0 0
A D C TELECOMMUNICATIONS COM 00088610 18 6570 X 13 0 0 6570
A D C TELECOMMUNICATIONS COM 00088610 475 169688 X 5 109256 0 60432
A D C TELECOMMUNICATIONS COM 00088610 862 302388 X 3 302388 0 0
A D C TELECOMMUNICATIONS COM 00088610 339 119498 X 6 87088 0 32410
A D C TELECOMMUNICATIONS COM 00088610 31 10800 X X 6 10800 0 0
ACM INCOME FUND INC COM 00091210 370 47070 X 5 32765 0 14305
ACM INCOME FUND INC COM 00091210 70 8917 X 6 8917 0 0
ACM INCOME FUND INC COM 00091210 319 40544 X X 6 40544 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 5 223 X X 4 223 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 1017 46532 X 5 12028 0 34504
ABN AMRO HLDG NV SPONSORED ADR 00093710 3 156 X X 7 156 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 487 22075 X 6 22075 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 179 8138 X X 6 6689 0 1449
ACM MANAGED DLR INCOME FD COM 00094910 272 33940 X 5 33940 0 0
ACM MANAGED DLR INCOME FD COM 00094910 8 1000 X X 6 1000 0 0
ABM INDS INC COM 00095710 58 3000 X 11 0 3000 0
ABM INDS INC COM 00095710 620 32467 X 5 3242 0 29225
ABM INDS INC COM 00095710 47 2400 X X 6 2400 0 0
ABM INDS INC COM 00095710 477 24517 X 6 24517 0 0
AFLAC INC COM 00105510 8 205 X 1 205 0 0
AFLAC INC COM 00105510 102 2499 X 11 0 2499 0
AFLAC INC COM 00105510 39 957 X 7 957 0 0
AFLAC INC COM 00105510 10 244 X X 7 244 0 0
AFLAC INC COM 00105510 18086 443186 X 6 396473 303 46410
AFLAC INC COM 00105510 6103 149555 X X 6 148305 400 850
AFLAC INC COM 00105510 9456 231894 X 5 156024 0 75870
AFLAC INC COM 00105510 2 52 X 4 52 0 0
AFLAC INC COM 00105510 7966 192026 X 3 192026 0 0
AGCO CORP COM 00108410 20475 1005145 X 11 0 1005145 0
AGCO CORP COM 00108410 172 8465 X 6 8465 0 0
AGCO CORP COM 00108410 16 800 X X 6 800 0 0
AGCO CORP COM 00108410 365 18187 X 5 11283 0 6904
AGCO CORP COM 00108410 16121 791726 X 3 791726 0 0
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AMR CORP COM 00176510 14484 1196053 X 6 1196053 0 0
AMR CORP NOTE 4.250% 9/ 001765BA 9151 9800000 X 3 9800000 0 0
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AT&T CORP COM NEW 00195750 4483 306829 X 5 150070 0 156759
AT&T CORP COM NEW 00195750 577 39532 X 13 0 0 39532
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AT&T WIRELESS SVCS INC COM 00209A10 21698 2065116 X 3 2065116 0 0
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ATA HOLDINGS CORP COM 00209H10 13 2500 X 5 0 0 2500
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AU OPTRONICS CORP SPONSORED ADR 00225510 9 565 X X 6 565 0 0
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ABERCROMBIE & FITCH CO CL A 00289620 3711 95880 X 5 88979 0 6901
ABERDEEN ASIA PACIFIC INCOM COM 00300910 418 72605 X 13 0 0 72605
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ABERDEEN GLOBAL INCOME FD IN COM 00301310 11 900 X X 7 900 0 0
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AIM SELECT REAL ESTATE INCM SHS 00888R10 3565 233734 X 5 230596 0 3138
AIM SELECT REAL ESTATE INCM SHS 00888R10 25 1670 X 6 1670 0 0
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CUTERA INC COM 23210910 1807 132932 X 3 132932 0 0
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CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 266 19450 X 5 3000 0 16450
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CYTEC INDS INC COM 23282010 2178 47940 X 5 46960 0 980
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D & E COMMUNICATIONS INC COM 23286010 185 13800 X 6 13800 0 0
CYTYC CORP COM 23294610 13703 543018 X 3 543018 0 0
CYTYC CORP COM 23294610 2 91 X X 6 91 0 0
CYTYC CORP COM 23294610 496 19559 X 6 648 0 18911
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DHB INDS INC COM 23321E10 15 1000 X X 6 0 0 1000
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DSP GROUP INC COM 23332B10 157 5760 X 5 5760 0 0
DSP GROUP INC COM 23332B10 44 1622 X 6 1622 0 0
DTE ENERGY CO COM 23333110 27 676 X 13 0 0 676
DTE ENERGY CO COM 23333110 912 22558 X 5 10088 0 12470
DTE ENERGY CO COM 23333110 2635 64995 X X 6 51493 8000 5502
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DTE ENERGY CO COM 23333110 1039 25635 X 6 25635 0 0
DTF TAX-FREE INCOME INC COM 23334J10 29 2000 X 13 0 0 2000
DTF TAX-FREE INCOME INC COM 23334J10 67 4650 X 6 4650 0 0
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DANAHER CORP DEL COM 23585110 3399 65558 X 6 48324 0 17234
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DANKA BUSINESS SYS PLC SPONSORED ADR 23627710 2658 589250 X 5 589250 0 0
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DARDEN RESTAURANTS INC COM 23719410 6 300 X 7 300 0 0
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DECKERS OUTDOOR CORP COM 24353710 92 3131 X 6 0 0 3131
DECODE GENETICS INC COM 24358610 39 4625 X 5 3625 0 1000
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DECS TR IX DECS EXCH LABR 24366R20 185 18745 X 5 18745 0 0
DEERE & CO COM 24419910 18 250 X X 1 250 0 0
DEERE & CO COM 24419910 28542 415786 X 5 143371 0 272415
DEERE & CO COM 24419910 182 2601 X 7 2601 0 0
DEERE & CO COM 24419910 9 134 X X 7 134 0 0
DEERE & CO COM 24419910 73293 1044953 X 6 931069 2915 110969
DEERE & CO COM 24419910 42832 610667 X X 6 557295 28243 25129
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DEERE & CO COM 24419910 104946 1491284 X 3 1491284 0 0
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DEL MONTE FOODS CO COM 24522P10 22 2164 X 1 2164 0 0
DEL MONTE FOODS CO COM 24522P10 3 100 X 3 100 0 0
DEL MONTE FOODS CO COM 24522P10 533 52575 X 5 43131 0 9444
DEL MONTE FOODS CO COM 24522P10 906 89193 X 6 89193 0 0
DEL MONTE FOODS CO COM 24522P10 380 37388 X X 6 32324 4163 901
DEL MONTE FOODS CO COM 24522P10 1 104 X X 4 104 0 0
DEL MONTE FOODS CO COM 24522P10 3 267 X 11 0 267 0
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DELPHI CORP COM 24712610 1 139 X 1 139 0 0
DELPHI CORP COM 24712610 1512 141555 X 6 133749 0 7806
DELPHI CORP COM 24712610 31 2943 X 7 2943 0 0
DELPHI CORP COM 24712610 537 50279 X X 6 37666 6350 6263
DELPHI CORP COM 24712610 2621 245462 X 3 245462 0 0
DELPHI CORP COM 24712610 938 88166 X 5 79048 0 9118
DELPHI FINL GROUP INC CL A 24713110 4425 99434 X 3 99434 0 0
DELPHI FINL GROUP INC CL A 24713110 123 2760 X 6 67 0 2693
DELPHI FINL GROUP INC CL A 24713110 397 8915 X 5 8915 0 0
DELTA & PINE LD CO COM 24735710 23227 1058168 X 3 1058168 0 0
DELTA & PINE LD CO COM 24735710 1 67 X X 7 67 0 0
DELTA & PINE LD CO COM 24735710 196 8940 X 5 8870 0 70
DELTA & PINE LD CO COM 24735710 105 4773 X X 6 4773 0 0
DELTA & PINE LD CO COM 24735710 1175 53524 X 6 49454 0 4070
DELTA AIR LINES INC DEL COM 24736110 331 46547 X 3 46547 0 0
DELTA AIR LINES INC DEL COM 24736110 16 2200 X X 6 1700 0 500
DELTA AIR LINES INC DEL COM 24736110 16 2248 X 6 2248 0 0
DELTA AIR LINES INC DEL COM 24736110 237 33353 X 5 31964 0 1389
DELTIC TIMBER CORP COM 24785010 9004 234479 X 3 234479 0 0
DELTA PETE CORP COM NEW 24790720 274 20350 X 5 20350 0 0
DELTA PETE CORP COM NEW 24790720 69 5100 X 6 5100 0 0
DELTA PETE CORP COM NEW 24790720 3 200 X X 7 200 0 0
DELUXE CORP COM 24801910 19588 456424 X 3 456424 0 0
DELUXE CORP COM 24801910 65 1500 X X 6 1500 0 0
DELUXE CORP COM 24801910 1359 31245 X 6 1285 0 29960
DELUXE CORP COM 24801910 1124 25872 X 5 20322 0 5550
DENDRITE INTL INC COM 24823910 2 100 X 13 0 0 100
DENDRITE INTL INC COM 24823910 363 19568 X 5 16868 0 2700
DENDREON CORP COM 24823Q10 429 35180 X 5 21800 0 13380
DENDREON CORP COM 24823Q10 3 250 X X 6 250 0 0
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DENTSPLY INTL INC NEW COM 24903010 9403 195192 X 3 195192 0 0
DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 17 999 X 13 0 0 999
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DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 159 8971 X X 6 6651 0 2320
DEVELOPERS DIVERSIFIED RLTY COM 25159110 1081 30558 X 5 24996 0 5562
DEVELOPERS DIVERSIFIED RLTY COM 25159110 960 27154 X X 6 27154 0 0
DEVELOPERS DIVERSIFIED RLTY COM 25159110 708 20011 X 6 20011 0 0
DEVON ENERGY CORP NEW COM 25179M10 33 500 X X 1 500 0 0
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DEVON ENERGY CORP NEW COM 25179M10 29 438 X 4 438 0 0
DEVON ENERGY CORP NEW COM 25179M10 15 220 X 11 0 220 0
DEVON ENERGY CORP NEW DEB 4.900% 8/ 25179MAA 40 39000 X 5 26000 0 13000
DEVON ENERGY CORP NEW DEB 4.950% 8/ 25179MAB 16 15000 X 5 11000 0 4000
DEVRY INC DEL COM 25189310 1863 67950 X 3 67950 0 0
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DIAGEO P L C SPON ADR NEW 25243Q20 548 10000 X X 1 10000 0 0
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DIAGEO P L C SPON ADR NEW 25243Q20 16 295 X 4 295 0 0
DIAGEO P L C SPON ADR NEW 25243Q20 822 15019 X X 6 13547 1172 300
DIAGEO P L C SPON ADR NEW 25243Q20 11 201 X X 7 201 0 0
DIAGEO P L C SPON ADR NEW 25243Q20 30 541 X 7 541 0 0
DIAGEO P L C SPON ADR NEW 25243Q20 602 10992 X 6 10892 0 100
DIAGEO P L C SPON ADR NEW 25243Q20 5923 108701 X 5 65011 0 43690
DIAGEO P L C SPON ADR NEW 25243Q20 12 213 X X 4 213 0 0
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DIAGNOSTIC PRODS CORP COM 25245010 8 183 X 6 183 0 0
DIAGNOSTIC PRODS CORP COM 25245010 12 268 X X 7 268 0 0
DIAGNOSTIC PRODS CORP COM 25245010 16 366 X X 6 366 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C10 1124 46463 X 5 6995 0 39468
DIAMOND OFFSHORE DRILLING IN COM 25271C10 446 18700 X X 6 17350 200 1150
DIAMOND OFFSHORE DRILLING IN COM 25271C10 1295 54325 X 6 54325 0 0
DIAMONDS TR UNIT SER 1 25278710 115 1100 X 11 0 1100 0
DIAMONDS TR UNIT SER 1 25278710 9831 94201 X 5 75436 0 18765
DIAMONDS TR UNIT SER 1 25278710 3019 28851 X 6 26876 0 1975
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DIAMONDCLUSTER INTL INC COM 25278P10 5027 574600 X 3 574600 0 0
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DIAMONDCLUSTER INTL INC COM 25278P10 760 87412 X 6 13688 75 73649
DIAMONDCLUSTER INTL INC COM 25278P10 1 126 X 7 126 0 0
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DICKS SPORTING GOODS INC COM 25339310 570 17270 X 5 4200 0 13070
DICKS SPORTING GOODS INC COM 25339310 13 400 X X 6 400 0 0
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DIGENE CORP COM 25375210 504 13809 X 5 13709 0 100
DIGENE CORP COM 25375210 90 2465 X 6 2465 0 0
DIGIGRAD CORP COM 25382710 398 40000 X 3 40000 0 0
DIGITAL INSIGHT CORP COM 25385P10 1 60 X 5 60 0 0
DIGITAL INSIGHT CORP COM 25385P10 55 2683 X X 6 2683 0 0
DIGITAL INSIGHT CORP COM 25385P10 392 19056 X 6 19056 0 0
DIGITAL RIV INC COM 25388B10 6507 198800 X 3 198800 0 0
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DIGITAS INC COM 25388K10 2 169 X X 6 169 0 0
DIGITAS INC COM 25388K10 349 31654 X 6 19958 0 11696
DIME CMNTY BANCSHARES COM 25392210 5583 319400 X 3 319400 0 0
DIME CMNTY BANCSHARES COM 25392210 648 37050 X 6 2700 0 34350
DIME CMNTY BANCSHARES COM 25392210 76 4373 X 5 4373 0 0
DILLARDS INC CL A 25406710 696 31220 X 3 31220 0 0
DILLARDS INC CL A 25406710 58 2605 X X 6 2605 0 0
DILLARDS INC CL A 25406710 3056 137057 X 6 52415 0 84642
DILLARDS INC CL A 25406710 101 4535 X 5 3760 0 775
DIME BANCORP INC NEW *W EXP 99/99/99 25429Q11 0 1200 X 3 1200 0 0
DIME BANCORP INC NEW *W EXP 99/99/99 25429Q11 1 7195 X 5 5000 0 2195
DIME BANCORP INC NEW *W EXP 99/99/99 25429Q11 0 300 X X 6 0 0 300
DIME BANCORP INC NEW *W EXP 99/99/99 25429Q11 0 2500 X 6 2500 0 0
DIMON INC COM 25439410 2 400 X 5 0 0 400
DIMON INC COM 25439410 87 15237 X X 6 15237 0 0
DIMON INC COM 25439410 115 20100 X 6 20100 0 0
DIONEX CORP COM 25454610 5210 94431 X 3 94431 0 0
DIONEX CORP COM 25454610 278 5130 X 5 0 0 5130
DIONEX CORP COM 25454610 342 6194 X 6 3639 0 2555
DIONEX CORP COM 25454610 2 42 X X 7 42 0 0
DIRECTV GROUP INC COM 25459L10 0 24 X 1 24 0 0
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DIRECTV GROUP INC COM 25459L10 145 6836 X 3 6836 0 0
DISCOVERY PARTNERS INTL INC COM 25467510 434 85000 X 5 85000 0 0
DISNEY WALT CO COM DISNEY 25468710 399 15650 X X 1 15650 0 0
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DISNEY WALT CO COM DISNEY 25468710 18 690 X X 7 690 0 0
DISNEY WALT CO COM DISNEY 25468710 190 7436 X 7 7436 0 0
DISNEY WALT CO COM DISNEY 25468710 69072 2709751 X 6 2114295 5860 589596
DISNEY WALT CO COM DISNEY 25468710 62643 2469980 X 5 963110 0 1506870
DISNEY WALT CO COM DISNEY 25468710 8 300 X X 4 300 0 0
DISNEY WALT CO COM DISNEY 25468710 1961 77582 X 13 0 0 77582
DISNEY WALT CO COM DISNEY 25468710 469 18400 X 1 18400 0 0
DISNEY WALT CO NOTE 2.125% 4/ 254687AU 7 7000 X 5 3000 0 4000
DISNEY WALT CO NOTE 2.125% 4/ 254687AU 3 3000 X 6 3000 0 0
DISTRIBUTED ENERGY SYS CORP COM 25475V10 37 13900 X 5 500 0 13400
DISTRIBUTED ENERGY SYS CORP COM 25475V10 3 1000 X X 6 0 0 1000
DITECH COMMUNICATIONS CORP COM 25500M10 1968 84300 X 3 84300 0 0
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DITECH COMMUNICATIONS CORP COM 25500M10 63 2731 X 5 1831 0 900
DIXIE GROUP INC CL A 25551910 3119 263400 X 3 263400 0 0
DIXIE GROUP INC SDCV 7.000% 5/ 255519AA 14 16000 X 6 16000 0 0
DR REDDYS LABS LTD ADR 25613520 869 50000 X 3 50000 0 0
DR REDDYS LABS LTD ADR 25613520 29 1745 X 5 0 0 1745
DOLLAR GEN CORP COM 25666910 22 1100 X 1 1100 0 0
DOLLAR GEN CORP COM 25666910 7041 358912 X 3 358912 0 0
DOLLAR GEN CORP COM 25666910 639 32869 X 5 15157 0 17712
DOLLAR GEN CORP COM 25666910 1674 85599 X X 6 66897 9427 9275
DOLLAR GEN CORP COM 25666910 20 1000 X 7 1000 0 0
DOLLAR GEN CORP COM 25666910 6937 354643 X 6 351793 575 2275
DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 5125 186779 X 3 186779 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 151 5500 X 6 5500 0 0
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DOMINION HOMES INC COM 25738610 3717 160900 X 11 0 160900 0
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DOMINION RES INC VA NEW COM 25746U10 19 308 X X 7 308 0 0
DOMINION RES INC VA NEW COM 25746U10 17884 283514 X 6 265702 1161 16651
DOMINION RES INC VA NEW COM 25746U10 15924 252438 X X 6 191346 16113 44979
DOMINION RES INC VA NEW COM 25746U10 170 2700 X 1 2700 0 0
DOMINION RES INC VA NEW COM 25746U10 75 1200 X 13 0 0 1200
DOMINION RES INC VA NEW COM 25746U10 15135 239885 X 3 239885 0 0
DOMINION RES INC VA NEW COM 25746U10 5626 90134 X 5 17839 0 72295
DOMINION RES INC VA NEW COM 25746U10 39 625 X X 4 625 0 0
DOMINION RES INC VA NEW NOTE 2.125%12/ 25746UAP 2525 2500000 X 3 2500000 0 0
DONALDSON INC COM 25765110 4363 148895 X 3 148895 0 0
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FIRSTMERIT CORP COM 33791510 2162 81992 X 3 81992 0 0
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FIRSTENERGY CORP COM 33793210 20904 541500 X 3 541500 0 0
FISHER SCIENTIFIC INTL INC COM NEW 33803220 94 1675 X 13 0 0 1675
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FLOATING RATE INCM STRT FD I COM 33973510 377 19420 X 13 0 0 19420
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FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 419 9137 X 5 842 0 8295
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FOOT LOCKER INC COM 34484910 174 7169 X X 6 6609 560 0
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FORD MTR CO DEL COM PAR $0.01 34537086 44 2808 X X 1 2808 0 0
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FORD MTR CO DEL COM PAR $0.01 34537086 865 57585 X 13 0 0 57585
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FORD MTR CO DEL COM PAR $0.01 34537086 7845 501289 X 6 243497 1048 256744
FORD MTR CO DEL COM PAR $0.01 34537086 8854 565721 X X 6 502897 16897 45927
FORD MTR CO DEL COM PAR $0.01 34537086 11130 712405 X 3 712405 0 0
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 947 17755 X 13 0 0 17755
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 147 2687 X 6 2687 0 0
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 515 9400 X X 6 8000 800 600
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 13690 250000 X 20 250000 0 0
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 4284 78769 X 5 57989 0 20780
FORDING CDN COAL TR TR UNIT 34542510 1931 45867 X 5 45818 0 49
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40 / 86 STRATEGIC INCOME FD SH BEN INT 34973910 262 27292 X 5 27292 0 0
40 / 86 STRATEGIC INCOME FD SH BEN INT 34973910 4 400 X X 6 400 0 0
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FORWARD AIR CORP COM 34985310 2183 58380 X 6 20846 34 37500
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FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 221 3990 X 3 3990 0 0
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FRANKLIN RES INC NOTE 5/ 354613AC 9760 16000000 X 20 16000000 0 0
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FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1449 43985 X 5 30420 0 13565
FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/ 35671DAK 11160 8000000 X 20 8000000 0 0
FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/ 35671DAK 7700 5500000 X 3 5500000 0 0
FREMONT GEN CORP COM 35728810 25 1400 X 3 1400 0 0
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FREMONT GEN CORP COM 35728810 164 9270 X 5 2270 0 7000
FRESENIUS MED CARE AG SPONSORED ADR 35802910 569 22723 X 3 22723 0 0
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FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 158 8000 X X 1 8000 0 0
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FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 2439 123888 X 5 80738 0 43150
FROZEN FOOD EXPRESS INDS INC COM 35936010 1024 150525 X 5 31425 0 119100
FUEL-TECH N V COM 35952310 2 400 X 5 0 0 400
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FUELCELL ENERGY INC COM 35952H10 54 4740 X 5 2050 0 2690
FUELCELL ENERGY INC COM 35952H10 96 8200 X 6 8200 0 0
FUELCELL ENERGY INC COM 35952H10 6 500 X X 6 0 0 500
FUJI PHOTO FILM LTD ADR 35958630 13 409 X X 4 409 0 0
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FULLER H B CO COM 35969410 983 34600 X 3 34600 0 0
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FULTON FINL CORP PA COM 36027110 214 10631 X 5 10631 0 0
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FULTON FINL CORP PA COM 36027110 560 27781 X X 6 18963 8818 0
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HOST MARRIOTT CORP NEW COM 44107P10 277 22346 X 5 19106 0 3240
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ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/ 448924AM 5169 5000000 X 20 5000000 0 0
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IMS HEALTH INC COM 44993410 38 1600 X 1 1600 0 0
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INAMED CORP COM 45323510 13622 213953 X 3 213953 0 0
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INCYTE CORP COM 45337C10 39 5100 X 5 3300 0 1800
INCYTE CORP COM 45337C10 3 365 X 6 365 0 0
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INDEPENDENCE CMNTY BK CORP COM 45341410 3363 92393 X 3 92393 0 0
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INDEPENDENCE CMNTY BK CORP COM 45341410 201 5522 X 5 5522 0 0
INDEVUS PHARMACEUTICALS INC COM 45407210 1932 314222 X 3 314222 0 0
INDEVUS PHARMACEUTICALS INC COM 45407210 71 11465 X 5 11265 0 200
INDEVUS PHARMACEUTICALS INC COM 45407210 52 8511 X 6 0 0 8511
INDIA FD INC COM 45408910 922 42872 X 5 12020 0 30852
INDIA FD INC COM 45408910 21 1000 X X 6 0 0 1000
INDIA FD INC COM 45408910 4 200 X X 7 200 0 0
INDIA FD INC COM 45408910 4 200 X 6 200 0 0
INDYMAC BANCORP INC COM 45660710 1881 59520 X 3 59520 0 0
INDYMAC BANCORP INC COM 45660710 32 1007 X 6 1007 0 0
INDYMAC BANCORP INC COM 45660710 2899 91828 X 5 82390 0 9438
INFOCUS CORP COM 45665B10 3798 446850 X 3 446850 0 0
INFOCUS CORP COM 45665B10 188 22200 X 5 2000 0 20200
INFOCUS CORP COM 45665B10 3 300 X X 6 0 300 0
INFOCUS CORP COM 45665B10 476 56040 X 6 540 0 55500
INFINITY PPTY & CAS CORP COM 45665Q10 505 15300 X 11 0 15300 0
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INFINITY PPTY & CAS CORP COM 45665Q10 790 23930 X 6 23930 0 0
INFORMATICA CORP COM 45666Q10 3 500 X 5 0 0 500
INFORMATICA CORP COM 45666Q10 62 8108 X X 6 8108 0 0
INFORMATICA CORP COM 45666Q10 422 55360 X 6 55360 0 0
INFORMATION HLDGS INC COM 45672710 33 1200 X X 6 1200 0 0
INFORMATION HLDGS INC COM 45672710 468 17095 X 6 17095 0 0
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 355 3816 X 5 3616 0 200
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 16 174 X X 6 174 0 0
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 5 59 X 6 59 0 0
INFOSPACE INC COM NEW 45678T20 652 17180 X 5 16596 0 584
INFOSPACE INC COM NEW 45678T20 1 20 X X 6 20 0 0
INFOSPACE INC COM NEW 45678T20 23 600 X 6 600 0 0
INFOUSA INC NEW COM 45681830 3 295 X 5 295 0 0
INFOUSA INC NEW COM 45681830 72 7090 X X 6 7090 0 0
INFOUSA INC NEW COM 45681830 415 40930 X 6 40930 0 0
ING GROUP N V SPONSORED ADR 45683710 7 303 X 13 0 0 303
ING GROUP N V SPONSORED ADR 45683710 3453 143000 X 3 143000 0 0
ING GROUP N V SPONSORED ADR 45683710 1028 43518 X 5 24216 0 19302
ING GROUP N V SPONSORED ADR 45683710 8 351 X X 4 351 0 0
ING GROUP N V SPONSORED ADR 45683710 116 4878 X X 6 4878 0 0
ING GROUP N V SPONSORED ADR 45683710 12 510 X 7 510 0 0
ING GROUP N V SPONSORED ADR 45683710 6 253 X X 7 253 0 0
ING GROUP N V SPONSORED ADR 45683710 538 22710 X 6 22423 0 287
INGLES MKTS INC CL A 45703010 10 900 X 5 900 0 0
INGLES MKTS INC CL A 45703010 99 8865 X X 6 8865 0 0
INGLES MKTS INC CL A 45703010 20 1790 X 6 1790 0 0
INGRAM MICRO INC CL A 45715310 13113 903417 X 3 903417 0 0
INGRAM MICRO INC CL A 45715310 4 260 X 4 260 0 0
INGRAM MICRO INC CL A 45715310 3 228 X 7 228 0 0
INGRAM MICRO INC CL A 45715310 3 181 X X 7 181 0 0
INGRAM MICRO INC CL A 45715310 2608 180240 X 6 74796 146 105298
INGRAM MICRO INC CL A 45715310 64 4440 X X 6 4440 0 0
INGRAM MICRO INC CL A 45715310 815 56622 X 5 47298 0 9324
INKINE PHARMACEUTICALS INC COM 45721410 35 9200 X 5 6500 0 2700
INKINE PHARMACEUTICALS INC COM 45721410 7 1850 X 6 1850 0 0
INLAND REAL ESTATE CORP COM 45746110 624 47985 X 5 0 0 47985
INSIGHT ENTERPRISES INC COM 45765U10 4361 245569 X 3 245569 0 0
INSIGHT ENTERPRISES INC COM 45765U10 28 1600 X X 6 1600 0 0
INSIGHT ENTERPRISES INC COM 45765U10 3 149 X 5 149 0 0
INSIGHT ENTERPRISES INC COM 45765U10 1024 57683 X 6 39640 0 18043
INSIGHT COMMUNICATIONS INC CL A 45768V10 8 900 X 5 400 0 500
INSIGHT COMMUNICATIONS INC CL A 45768V10 39 4194 X X 6 4194 0 0
INSIGHT COMMUNICATIONS INC CL A 45768V10 269 29089 X 6 29089 0 0
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INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 76 3871 X 6 0 0 3871
INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 30 1561 X 5 1561 0 0
INNKEEPERS USA TR COM 4576J010 72 7000 X 3 7000 0 0
INNKEEPERS USA TR COM 4576J010 624 61200 X 5 0 0 61200
INNKEEPERS USA TR COM 4576J010 64 6225 X 6 6225 0 0
INSTINET GROUP INC COM 45775010 1716 324961 X 3 324961 0 0
INSTINET GROUP INC COM 45775010 46 8791 X 6 0 0 8791
INSTINET GROUP INC COM 45775010 510 99605 X 5 500 0 99105
INNOVO GROUP INC COM PAR $0.01 45795460 22 19003 X 5 9003 0 10000
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INTEGRATED DEVICE TECHNOLOGY COM 45811810 28 2000 X 11 0 2000 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 5 405 X 13 0 0 405
INTEGRATED DEVICE TECHNOLOGY COM 45811810 27 2000 X 5 1200 0 800
INTEGRATED DEVICE TECHNOLOGY COM 45811810 3 235 X X 6 235 0 0
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INTEGRATED DEVICE TECHNOLOGY COM 45811810 1428 103125 X 3 103125 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K20 2316 85284 X 3 85284 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K20 562 21750 X 5 3200 0 18550
INTEGRATED CIRCUIT SYS INC COM 45811K20 1125 41405 X 6 41405 0 0
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INTEGRATED SILICON SOLUTION COM 45812P10 4350 356248 X 3 356248 0 0
INTEGRATED SILICON SOLUTION COM 45812P10 142 11595 X 6 1955 0 9640
INTEGRATED SILICON SOLUTION COM 45812P10 402 32917 X 5 32917 0 0
INTEL CORP COM 45814010 2270 82240 X X 1 80840 1400 0
INTEL CORP COM 45814010 3220 116680 X 1 116520 0 160
INTEL CORP COM 45814010 1866 67620 X 11 0 67620 0
INTEL CORP COM 45814010 448 16248 X 7 16248 0 0
INTEL CORP COM 45814010 103 3730 X X 7 3730 0 0
INTEL CORP COM 45814010 286699 10387662 X 6 8450627 19507 1917528
INTEL CORP COM 45814010 148422 5377619 X X 6 4414076 623489 340054
INTEL CORP COM 45814010 77722 2847996 X 5 1326538 0 1521458
INTEL CORP COM 45814010 26 956 X 4 956 0 0
INTEL CORP COM 45814010 14 500 X X 4 500 0 0
INTEL CORP COM 45814010 247257 9572031 X 3 9572031 0 0
INTEL CORP COM 45814010 2747 101661 X 13 0 0 101661
INTELIDATA TECHNOLOGIES CORP COM 45814T10 58 87875 X 5 87875 0 0
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INTER TEL INC COM 45837210 29 1200 X 5 0 0 1200
INTER TEL INC COM 45837210 23 932 X X 6 932 0 0
INTER TEL INC COM 45837210 192 7683 X 6 7683 0 0
INTERACTIVE DATA CORP COM 45840J10 3 150 X 5 150 0 0
INTERACTIVE DATA CORP COM 45840J10 167 9610 X X 6 9610 0 0
INTERACTIVE DATA CORP COM 45840J10 1666 95654 X 6 68268 13905 13481
INTERACTIVECORP COM 45840Q10 313 10435 X 13 0 0 10435
INTERACTIVECORP COM 45840Q10 2299 86018 X 3 86018 0 0
INTERACTIVECORP COM 45840Q10 183 6060 X 6 5760 0 300
INTERACTIVECORP COM 45840Q10 181 5990 X X 6 5990 0 0
INTERACTIVECORP COM 45840Q10 2701 89775 X 5 49992 0 39783
INTERACTIVECORP *W EXP 02/04/20 45840Q12 5 130 X 5 130 0 0
INTERACTIVECORP *W EXP 02/04/20 45840Q12 559 15975 X 6 15975 0 0
INTERCONTINENTAL HOTELS GP P SPONSORED ADR 45857310 591 54946 X 5 692 0 54254
INTERCONTINENTAL HOTELS GP P SPONSORED ADR 45857310 2 191 X X 6 191 0 0
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INTERDIGITAL COMMUNICATIONS COM 45866A10 92 5025 X 13 0 0 5025
INTERDIGITAL COMMUNICATIONS COM 45866A10 99 5240 X 3 5240 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A10 16 825 X X 6 825 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A10 267 14220 X 5 13670 0 550
INTERDIGITAL COMMUNICATIONS COM 45866A10 111 5905 X 6 5905 0 0
INTERGRAPH CORP COM 45868310 22847 883500 X 3 883500 0 0
INTERGRAPH CORP COM 45868310 2 70 X 5 70 0 0
INTERGRAPH CORP COM 45868310 1319 51006 X 6 48416 0 2590
INTERGRAPH CORP COM 45868310 224 8654 X X 6 8654 0 0
INTERMEDIATE MUNI FD INC COM 45880P10 3526 380331 X 5 3353 0 376978
INTERMEDIATE MUNI FD INC COM 45880P10 8 834 X 6 834 0 0
INTERMUNE INC COM 45884X10 3054 198044 X 3 198044 0 0
INTERMUNE INC COM 45884X10 11 735 X 5 735 0 0
INTERNAP NETWORK SVCS CORP COM 45885A10 12 10190 X 5 4200 0 5990
INTERNATIONAL ABSORBENTS INC COM NO PAR 45885E20 166 35000 X 6 35000 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 3476 39430 X X 1 38630 800 0
INTERNATIONAL BUSINESS MACHS COM 45920010 162282 1966121 X 3 1966121 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 1900 21715 X 13 0 0 21715
INTERNATIONAL BUSINESS MACHS COM 45920010 311 3528 X 11 0 3528 0
INTERNATIONAL BUSINESS MACHS COM 45920010 3107 35250 X 1 35070 0 180
INTERNATIONAL BUSINESS MACHS COM 45920010 18 200 X X 4 200 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 513 5818 X 7 5818 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 83 937 X X 7 937 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 258085 2927788 X 6 2503257 7144 417387
INTERNATIONAL BUSINESS MACHS COM 45920010 235508 2671669 X X 6 2337174 146028 188467
INTERNATIONAL BUSINESS MACHS COM 45920010 51149 582125 X 5 327937 0 254188
INTERNATIONAL BUSINESS MACHS COM 45920010 29 324 X 4 324 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1319 35273 X 3 35273 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 131 3510 X 5 1918 0 1592
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1231 32912 X 6 24312 0 8600
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 998 26675 X X 6 24475 200 2000
INTERNATIONAL GAME TECHNOLOG COM 45990210 201 5200 X X 1 5200 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 150936 4040222 X 3 4040222 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 33 880 X 13 0 0 880
INTERNATIONAL GAME TECHNOLOG COM 45990210 22 560 X 11 0 560 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 10 250 X 1 250 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 6 168 X 4 168 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 101 2613 X 7 2613 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 6 156 X X 7 156 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 32840 850790 X 6 680106 2080 168604
INTERNATIONAL GAME TECHNOLOG COM 45990210 14516 376063 X X 6 361403 6035 8625
INTERNATIONAL GAME TECHNOLOG COM 45990210 22053 572429 X 5 502174 0 70255
INTERNATIONAL GAME TECHNOLOG DBCV 1/ 459902AL 8 10000 X 13 0 0 10000
INTERNATIONAL GAME TECHNOLOG DBCV 1/ 459902AL 3 3000 X 6 3000 0 0
INTL PAPER CO COM 46014610 45 1000 X 11 0 1000 0
INTL PAPER CO COM 46014610 19 422 X 7 422 0 0
INTL PAPER CO COM 46014610 6 136 X 4 136 0 0
INTL PAPER CO COM 46014610 2763 62161 X 5 38866 0 23295
INTL PAPER CO COM 46014610 6066 135699 X X 6 112709 22440 550
INTL PAPER CO COM 46014610 4 93 X X 7 93 0 0
INTL PAPER CO COM 46014610 15631 349686 X 6 236020 75 113591
INTL PAPER CO COM 46014610 27169 606303 X 3 606303 0 0
INTL PAPER CO COM 46014610 131 2976 X 13 0 0 2976
INTERNATIONAL RECTIFIER CORP COM 46025410 535 13615 X 13 0 0 13615
INTERNATIONAL RECTIFIER CORP COM 46025410 787 18999 X 6 7999 11000 0
INTERNATIONAL RECTIFIER CORP COM 46025410 363 8753 X X 6 8653 0 100
INTERNATIONAL RECTIFIER CORP COM 46025410 1618 40900 X 5 5289 0 35611
INTERNATIONAL RECTIFIER CORP COM 46025410 2651 64000 X 3 64000 0 0
INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/ 460254AE 7369 7500000 X 20 7500000 0 0
INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/ 460254AE 324 332000 X 5 2000 0 330000
INTERNATIONAL SHIPHOLDING CO COM NEW 46032120 205 13670 X 5 0 0 13670
INTERNATIONAL SPEEDWAY CORP CL A 46033520 2503 51452 X 3 51452 0 0
INTERNATIONAL SPEEDWAY CORP CL A 46033520 64 1311 X 6 1016 0 295
INTERNATIONAL SPEEDWAY CORP CL A 46033520 12 247 X X 6 247 0 0
INTERNATIONAL SPEEDWAY CORP CL A 46033520 3630 74532 X 5 70937 0 3595
INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 6 100 X 13 0 0 100
INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 508 7900 X 5 7700 0 200
INTERNET SEC SYS INC COM 46060X10 39 2537 X 5 2522 0 15
INTERNET SEC SYS INC COM 46060X10 118 7680 X X 6 7680 0 0
INTERNET SEC SYS INC COM 46060X10 574 37412 X 6 37412 0 0
INTERPUBLIC GROUP COS INC COM 46069010 14 1000 X 13 0 0 1000
INTERPUBLIC GROUP COS INC COM 46069010 2150 156603 X 3 156603 0 0
INTERPUBLIC GROUP COS INC COM 46069010 2993 218021 X X 6 217691 0 330
INTERPUBLIC GROUP COS INC COM 46069010 2265 164979 X 6 145764 0 19215
INTERPUBLIC GROUP COS INC COM 46069010 521 38022 X 5 25216 0 12806
INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 224 4398 X 5 4398 0 0
INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 2 40 X 6 40 0 0
INTERPUBLIC GROUP COS INC NOTE 1.870% 6/ 460690AJ 4690 5016000 X 20 5016000 0 0
INTERPUBLIC GROUP COS INC NOTE 1.870% 6/ 460690AJ 9 10000 X 5 0 0 10000
INTERSIL CORP CL A 46069S10 11389 525809 X 3 525809 0 0
INTERSIL CORP CL A 46069S10 4 170 X X 6 170 0 0
INTERSIL CORP CL A 46069S10 44 2225 X 5 530 0 1695
INTERSIL CORP CL A 46069S10 305 14104 X 6 7812 0 6292
INTERSTATE BAKERIES CORP DEL COM 46072H10 2 185 X 13 0 0 185
INTERSTATE BAKERIES CORP DEL COM 46072H10 7829 721578 X 3 721578 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H10 171 15746 X 5 15447 0 299
INTERSTATE BAKERIES CORP DEL COM 46072H10 217 20000 X X 6 20000 0 0
INTRAWEST CORPORATION COM NEW 46091520 2 100 X 5 0 0 100
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INTERSECTIONS INC COM 46098130 374 15600 X 3 15600 0 0
INTERSECTIONS INC COM 46098130 5 200 X X 6 200 0 0
INTERVOICE INC NEW COM 46114210 3469 302483 X 3 302483 0 0
INTERVOICE INC NEW COM 46114210 11 1000 X 5 0 0 1000
INTERVOICE INC NEW COM 46114210 94 8184 X 6 0 0 8184
INTERWOVEN INC COM NEW 46114T50 4821 473050 X 3 473050 0 0
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INTERWOVEN INC COM NEW 46114T50 714 70706 X 6 8427 79 62200
INTERWOVEN INC COM NEW 46114T50 24 2415 X X 6 2415 0 0
INTERWOVEN INC COM NEW 46114T50 2 154 X 7 154 0 0
INTRADO INC COM 46117A10 262 16478 X 5 2405 0 14073
INTRADO INC COM 46117A10 8 500 X X 6 500 0 0
INTRAWARE INC COM 46118M10 44 23280 X 5 1000 0 22280
INTROGEN THERAPEUTICS INC COM 46119F10 1447 338877 X 3 338877 0 0
INTROGEN THERAPEUTICS INC COM 46119F10 5 1200 X 5 1200 0 0
INTROGEN THERAPEUTICS INC COM 46119F10 39 9168 X 6 0 0 9168
INTROGEN THERAPEUTICS INC COM 46119F10 0 100 X X 6 100 0 0
INTUIT COM 46120210 19 480 X 1 480 0 0
INTUIT COM 46120210 1 25 X 7 25 0 0
INTUIT COM 46120210 5833 151193 X 6 95378 1150 54665
INTUIT COM 46120210 1016 26329 X X 6 23889 1515 925
INTUIT COM 46120210 694 18084 X 5 12199 0 5885
INTUIT COM 46120210 31230 809122 X 3 809122 0 0
INTUIT COM 46120210 61 1597 X 13 0 0 1597
INTUITIVE SURGICAL INC COM NEW 46120E60 502 26410 X 5 26410 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 28773 2249655 X 3 2249655 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 106 8250 X 6 0 0 8250
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 372 29155 X 5 19339 0 9816
INVISION TECHNOLOGIES INC COM 46185110 313 6270 X 5 200 0 6070
INVITROGEN CORP COM 46185R10 18 260 X 13 0 0 260
INVITROGEN CORP COM 46185R10 13923 194178 X 3 194178 0 0
INVITROGEN CORP COM 46185R10 1218 17153 X 5 9310 0 7843
INVITROGEN CORP COM 46185R10 1090 15147 X 6 11415 0 3732
INVITROGEN CORP COM 46185R10 73 1012 X X 6 1012 0 0
INVITROGEN CORP NOTE 2.250%12/ 46185RAD 5206 5000000 X 20 5000000 0 0
INVESTORS FINL SERVICES CORP COM 46191510 25920 595849 X 3 595849 0 0
INVESTORS FINL SERVICES CORP COM 46191510 5810 133307 X 6 59472 26 73809
INVESTORS FINL SERVICES CORP COM 46191510 447 10253 X X 6 9653 0 600
INVESTORS FINL SERVICES CORP COM 46191510 1126 25922 X 5 19922 0 6000
INVESTORS FINL SERVICES CORP COM 46191510 2 55 X 4 55 0 0
INVESTORS FINL SERVICES CORP COM 46191510 2 47 X 7 47 0 0
IONICS INC COM 46221810 48 1729 X 5 220 0 1509
IONICS INC COM 46221810 579 20500 X X 6 20500 0 0
IONICS INC COM 46221810 37 1325 X 6 1325 0 0
IPAYMENT INC COM 46262E10 1210 29500 X 3 29500 0 0
IPAYMENT INC COM 46262E10 2 50 X 5 50 0 0
IPAYMENT INC COM 46262E10 29 700 X 6 700 0 0
IRON MTN INC PA COM 46284610 646 14115 X 5 12003 0 2112
IRON MTN INC PA COM 46284610 19 400 X X 6 400 0 0
IRON MTN INC PA COM 46284610 5 100 X 6 100 0 0
ISHARES INC MSCI AUSTRALIA 46428610 11 850 X X 4 850 0 0
ISHARES INC MSCI AUSTRALIA 46428610 131 9772 X 6 9772 0 0
ISHARES INC MSCI AUSTRALIA 46428610 957 71760 X 5 25191 0 46569
ISHARES INC MSCI CDA INDEX 46428650 190 13221 X 5 10785 0 2436
ISHARES INC MSCI CDA INDEX 46428650 11 770 X 6 770 0 0
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ISHARES INC MSCI PAC J IDX 46428666 637 8675 X 13 0 0 8675
ISHARES INC MSCI PAC J IDX 46428666 2293 31302 X 5 26089 0 5213
ISHARES INC MSCI SINGAPORE 46428667 102 16272 X 5 9492 0 6780
ISHARES INC MSCI SINGAPORE 46428667 31 4972 X 6 4972 0 0
ISHARES INC MSCI UTD KINGD 46428669 608 37743 X 5 30374 0 7369
ISHARES INC MSCI UTD KINGD 46428669 2516 155800 X 9 155800 0 0
ISHARES INC MSCI UTD KINGD 46428669 107 6606 X 6 6606 0 0
ISHARES INC MSCI FRANCE 46428670 11 500 X X 4 500 0 0
ISHARES INC MSCI FRANCE 46428670 181 8559 X 5 8559 0 0
ISHARES INC MSCI FRANCE 46428670 30 1437 X 6 1437 0 0
ISHARES INC MSCI SWITZERLD 46428674 12 800 X X 4 800 0 0
ISHARES INC MSCI SWITZERLD 46428674 10 660 X 6 660 0 0
ISHARES INC MSCI SWITZERLD 46428674 152 10011 X 5 9032 0 979
ISHARES INC MSCI SPAIN 46428676 197 6970 X 5 5305 0 1665
ISHARES INC MSCI SPAIN 46428676 28 998 X 6 998 0 0
ISHARES INC MSCI GERMAN 46428680 6 400 X 11 0 400 0
ISHARES INC MSCI GERMAN 46428680 5 300 X 13 0 0 300
ISHARES INC MSCI GERMAN 46428680 416 25835 X 5 15018 0 10817
ISHARES INC MSCI GERMAN 46428680 10 633 X X 4 633 0 0
ISHARES INC MSCI GERMAN 46428680 47 2923 X 6 2923 0 0
ISHARES INC MSCI NETHERLND 46428681 169 10173 X 5 9673 0 500
ISHARES INC MSCI NETHERLND 46428681 25 1513 X 6 1513 0 0
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ISHARES INC MSCI MALAYSIA 46428683 60 9263 X 5 7763 0 1500
ISHARES INC MSCI MALAYSIA 46428683 5 782 X 6 782 0 0
ISHARES INC MSCI JAPAN 46428684 71 6700 X 11 0 6700 0
ISHARES INC MSCI JAPAN 46428684 55142 5226134 X 5 3332366 0 1893768
ISHARES INC MSCI JAPAN 46428684 936 89749 X 13 0 0 89749
ISHARES INC MSCI JAPAN 46428684 2883 271484 X 6 271484 0 0
ISHARES INC MSCI JAPAN 46428684 21133 1989900 X 9 1989900 0 0
ISHARES INC MSCI JAPAN 46428684 694 65310 X X 6 65310 0 0
ISHARES INC MSCI HONG KONG 46428687 330 32940 X 13 0 0 32940
ISHARES INC MSCI HONG KONG 46428687 1677 165926 X 5 131975 0 33951
ISHARES INC MSCI HONG KONG 46428687 9 897 X 6 897 0 0
ISHARES TR S&P 100 IDX FD 46428710 1769 31934 X 5 25909 0 6025
ISHARES TR S&P 100 IDX FD 46428710 339 6100 X 6 6100 0 0
ISHARES TR DJ SEL DIV INX 46428716 13221 238732 X 5 134867 0 103865
ISHARES TR DJ SEL DIV INX 46428716 296 5325 X X 6 5325 0 0
ISHARES TR US TIPS BD FD 46428717 1009 9890 X 13 0 0 9890
ISHARES TR US TIPS BD FD 46428717 18 172 X X 7 172 0 0
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ISHARES TR US TIPS BD FD 46428717 112 1100 X X 6 1100 0 0
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ISHARES TR TRANSP AVE IDX 46428719 631 11006 X 5 5228 0 5778
ISHARES TR S&P 500 INDEX 46428720 6674 58772 X 5 21155 0 37617
ISHARES TR S&P 500 INDEX 46428720 1210 10615 X X 6 10615 0 0
ISHARES TR S&P 500 INDEX 46428720 2505 21978 X 6 21628 0 350
ISHARES TR LEHMAN AGG BND 46428722 12404 123393 X 5 115408 0 7985
ISHARES TR LEHMAN AGG BND 46428722 16 155 X X 7 155 0 0
ISHARES TR LEHMAN AGG BND 46428722 302 3004 X 6 3004 0 0
ISHARES TR LEHMAN AGG BND 46428722 96 953 X X 6 953 0 0
ISHARES TR MSCI EMERG MKT 46428723 354 2221 X 13 0 0 2221
ISHARES TR MSCI EMERG MKT 46428723 11404 71103 X 5 27205 0 43898
ISHARES TR MSCI EMERG MKT 46428723 3250 20110 X 6 20110 0 0
ISHARES TR MSCI EMERG MKT 46428723 722 4470 X X 6 4470 0 0
ISHARES TR GS CORP BD FD 46428724 7667 71152 X 5 32825 0 38327
ISHARES TR GS CORP BD FD 46428724 16 146 X 6 146 0 0
ISHARES TR GS CORP BD FD 46428724 625 5800 X X 6 5800 0 0
ISHARES TR S&P GBL TELCM 46428727 486 10902 X 5 0 0 10902
ISHARES TR S&P500/BAR GRW 46428730 3178 56065 X 5 45891 0 10174
ISHARES TR S&P500/BAR GRW 46428730 35 612 X X 6 612 0 0
ISHARES TR S&P500/BAR GRW 46428730 46 803 X X 7 803 0 0
ISHARES TR S&P500/BAR GRW 46428730 883 15547 X 6 15547 0 0
ISHARES TR S&P GBL HLTHCR 46428732 542 11301 X 5 11001 0 300
ISHARES TR S&P GBL ENER 46428734 1579 24534 X 5 13399 0 11135
ISHARES TR GS NAT RES IDX 46428737 49 430 X 13 0 0 430
ISHARES TR GS NAT RES IDX 46428737 5363 46711 X 5 25081 0 21630
ISHARES TR S&P/TOPIX 150 46428738 225 2475 X 5 925 0 1550
ISHARES TR S&P500/BAR VAL 46428740 6312 110491 X 5 74199 0 36292
ISHARES TR S&P500/BAR VAL 46428740 806 14065 X 6 14065 0 0
ISHARES TR S&P500/BAR VAL 46428740 45 794 X X 7 794 0 0
ISHARES TR 20+ YR TRS BD 46428743 628 7523 X 13 0 0 7523
ISHARES TR 20+ YR TRS BD 46428743 5 57 X 6 57 0 0
ISHARES TR 20+ YR TRS BD 46428743 4465 53469 X 5 11129 0 42340
ISHARES TR 7-10 YR TRS BD 46428744 190 2291 X 13 0 0 2291
ISHARES TR 7-10 YR TRS BD 46428744 64 774 X X 6 774 0 0
ISHARES TR 7-10 YR TRS BD 46428744 12 146 X 6 146 0 0
ISHARES TR 7-10 YR TRS BD 46428744 3320 40008 X 5 12644 0 27364
ISHARES TR 1-3 YR TRS BD 46428745 3 40 X 13 0 0 40
ISHARES TR 1-3 YR TRS BD 46428745 14255 174558 X 5 114519 0 60039
ISHARES TR 1-3 YR TRS BD 46428745 2 30 X 6 30 0 0
ISHARES TR 1-3 YR TRS BD 46428745 402 4919 X X 6 4919 0 0
ISHARES TR MSCI EAFE IDX 46428746 104 725 X 11 0 725 0
ISHARES TR MSCI EAFE IDX 46428746 63834 450452 X 5 128065 0 322387
ISHARES TR MSCI EAFE IDX 46428746 3778 26759 X 13 0 0 26759
ISHARES TR MSCI EAFE IDX 46428746 15 102 X X 7 102 0 0
ISHARES TR MSCI EAFE IDX 46428746 3146 22000 X 9 22000 0 0
ISHARES TR MSCI EAFE IDX 46428746 4259 29785 X 6 29785 0 0
ISHARES TR MSCI EAFE IDX 46428746 1860 13008 X X 6 13008 0 0
ISHARES TR RUSSELL MCP VL 46428747 19 195 X 13 0 0 195
ISHARES TR RUSSELL MCP VL 46428747 5393 54562 X 5 42969 0 11593
ISHARES TR RUSSELL MCP GR 46428748 19 245 X 13 0 0 245
ISHARES TR RUSSELL MCP GR 46428748 4191 53933 X 5 41344 0 12589
ISHARES TR RUSSELL MIDCAP 46428749 2443 34445 X 5 31544 0 2901
ISHARES TR RUSSELL MIDCAP 46428749 1845 26000 X 6 26000 0 0
ISHARES TR S&P MIDCAP 400 46428750 2741 22623 X 5 16223 0 6400
ISHARES TR S&P MIDCAP 400 46428750 190 1565 X X 6 1565 0 0
ISHARES TR S&P MIDCAP 400 46428750 11063 90980 X 6 90980 0 0
ISHARES TR GLMN SCHS SOFT 46428751 121 3245 X 13 0 0 3245
ISHARES TR GLMN SCHS SOFT 46428751 3402 89653 X 5 73438 0 16215
ISHARES TR GLDM SCHS SEMI 46428752 14 250 X 13 0 0 250
ISHARES TR GLDM SCHS SEMI 46428752 38 640 X 6 500 0 140
ISHARES TR GLDM SCHS SEMI 46428752 3046 52948 X 5 11172 0 41776
ISHARES TR GLDM SCHS NETW 46428753 191 6180 X 13 0 0 6180
ISHARES TR GLDM SCHS NETW 46428753 331 10533 X 5 6856 0 3677
ISHARES TR GLDM SACHS TEC 46428754 86 1900 X 13 0 0 1900
ISHARES TR GLDM SACHS TEC 46428754 20843 449964 X 5 437579 0 12385
ISHARES TR GLDM SACHS TEC 46428754 6 132 X X 6 132 0 0
ISHARES TR NASDQ BIO INDX 46428755 476 6396 X 13 0 0 6396
ISHARES TR NASDQ BIO INDX 46428755 6629 88497 X 5 63754 0 24743
ISHARES TR NASDQ BIO INDX 46428755 1407 18740 X 6 17740 0 1000
ISHARES TR NASDQ BIO INDX 46428755 350 4655 X X 6 3830 825 0
ISHARES TR COHEN&ST RLTY 46428756 208 1891 X 13 0 0 1891
ISHARES TR COHEN&ST RLTY 46428756 6510 59143 X 5 12873 0 46270
ISHARES TR COHEN&ST RLTY 46428756 2131 19370 X 6 19370 0 0
ISHARES TR COHEN&ST RLTY 46428756 12 109 X X 7 109 0 0
ISHARES TR COHEN&ST RLTY 46428756 430 3910 X X 6 3110 800 0
ISHARES TR S&P GLB100INDX 46428757 186 3203 X 5 2983 0 220
ISHARES TR S&P GLB100INDX 46428757 28 477 X X 6 477 0 0
ISHARES TR DJ US CON CYCL 46428758 107 1945 X 13 0 0 1945
ISHARES TR DJ US CON CYCL 46428758 6424 115775 X 5 91200 0 24575
ISHARES TR DJ US CON CYCL 46428758 6 100 X 6 100 0 0
ISHARES TR RUSSELL1000VAL 46428759 17976 301501 X 5 124789 0 176712
ISHARES TR RUSSELL1000VAL 46428759 140 2333 X 6 2333 0 0
ISHARES TR RUSSELL1000VAL 46428759 664 11050 X X 6 11050 0 0
ISHARES TR S&P MIDCP GROW 46428760 2 15 X 13 0 0 15
ISHARES TR S&P MIDCP GROW 46428760 6390 51268 X 5 46994 0 4274
ISHARES TR S&P MIDCP GROW 46428760 176 1407 X 6 1407 0 0
ISHARES TR S&P MIDCP GROW 46428760 11 88 X X 7 88 0 0
ISHARES TR S&P MIDCP GROW 46428760 14 111 X X 6 111 0 0
ISHARES TR RUSSELL1000GRW 46428761 24424 511813 X 5 404257 0 107556
ISHARES TR RUSSELL1000GRW 46428761 97 2035 X 6 2035 0 0
ISHARES TR RUSSELL1000GRW 46428761 72 1500 X X 6 1500 0 0
ISHARES TR RUSSELL 1000 46428762 519 8550 X 5 3225 0 5325
ISHARES TR RUSSELL 1000 46428762 112 1830 X 6 1830 0 0
ISHARES TR RUSL 2000 VALU 46428763 12 70 X X 1 70 0 0
ISHARES TR RUSL 2000 VALU 46428763 3 15 X 1 15 0 0
ISHARES TR RUSL 2000 VALU 46428763 6 35 X 13 0 0 35
ISHARES TR RUSL 2000 VALU 46428763 11 65 X 7 65 0 0
ISHARES TR RUSL 2000 VALU 46428763 2500 14507 X 6 11807 0 2700
ISHARES TR RUSL 2000 VALU 46428763 430 2496 X X 6 2496 0 0
ISHARES TR RUSL 2000 VALU 46428763 13601 79823 X 5 5258 0 74565
ISHARES TR RUSL 2000 GROW 46428764 33 540 X 13 0 0 540
ISHARES TR RUSL 2000 GROW 46428764 12076 195633 X 5 58669 0 136964
ISHARES TR RUSL 2000 GROW 46428764 98 0 X 3 0 0 0
ISHARES TR RUSL 2000 GROW 46428764 248 3970 X 6 3970 0 0
ISHARES TR RUSL 2000 GROW 46428764 121 1935 X 7 1935 0 0
ISHARES TR RUSL 2000 GROW 46428764 239 3829 X X 6 3829 0 0
ISHARES TR RUSSELL 2000 46428765 67 600 X 3 600 0 0
ISHARES TR RUSSELL 2000 46428765 1937 16419 X X 6 11434 4325 660
ISHARES TR RUSSELL 2000 46428765 23434 198606 X 6 198536 0 70
ISHARES TR RUSSELL 2000 46428765 9277 79235 X 5 45561 0 33674
ISHARES TR RUSL 3000 VALU 46428766 639 8218 X 5 2755 0 5463
ISHARES TR RUSL 3000 GROW 46428767 4 100 X 13 0 0 100
ISHARES TR RUSL 3000 GROW 46428767 1130 29099 X 5 27599 0 1500
ISHARES TR RUSSELL 3000 46428768 1781 27667 X 5 13656 0 14011
ISHARES TR RUSSELL 3000 46428768 375 5786 X X 6 5786 0 0
ISHARES TR RUSSELL 3000 46428768 2420 37734 X 6 29734 0 8000
ISHARES TR DJ US UTILS 46428769 2507 42709 X 5 37000 0 5709
ISHARES TR DJ US UTILS 46428769 9 150 X X 6 150 0 0
ISHARES TR DJ US UTILS 46428769 1 10 X 6 10 0 0
ISHARES TR S&P MIDCP VALU 46428770 2 15 X 13 0 0 15
ISHARES TR S&P MIDCP VALU 46428770 8886 76384 X 5 62009 0 14375
ISHARES TR S&P MIDCP VALU 46428770 233 2000 X 6 2000 0 0
ISHARES TR S&P MIDCP VALU 46428770 11 93 X X 7 93 0 0
ISHARES TR S&P MIDCP VALU 46428770 23 200 X X 6 200 0 0
ISHARES TR DJ US TELECOMM 46428771 3395 159024 X 5 153429 0 5595
ISHARES TR DJ US TELECOMM 46428771 3 155 X 6 155 0 0
ISHARES TR DJ US TECH SEC 46428772 4980 103563 X 5 92011 0 11552
ISHARES TR DJ US TECH SEC 46428772 4 85 X 6 85 0 0
ISHARES TR DJ US TECH SEC 46428772 30 625 X X 6 625 0 0
ISHARES TR DJ US REAL EST 46428773 62 613 X 13 0 0 613
ISHARES TR DJ US REAL EST 46428773 2118 20729 X 5 14881 0 5848
ISHARES TR DJ US INDUSTRL 46428775 3741 71763 X 5 51714 0 20049
ISHARES TR DJ US INDUSTRL 46428775 3 60 X 6 60 0 0
ISHARES TR DJ US HEALTHCR 46428776 13706 233861 X 5 195133 0 38728
ISHARES TR DJ US HEALTHCR 46428776 1 19 X 6 19 0 0
ISHARES TR DJ US HEALTHCR 46428776 18 300 X X 6 300 0 0
ISHARES TR DJ US FINL SVC 46428777 44 430 X 13 0 0 430
ISHARES TR DJ US FINL SVC 46428777 2893 28122 X 5 19385 0 8737
ISHARES TR DJ US FINL SVC 46428777 21 200 X 6 0 0 200
ISHARES TR DJ US FINL SEC 46428778 45 500 X 13 0 0 500
ISHARES TR DJ US FINL SEC 46428778 5986 66679 X 5 60643 0 6036
ISHARES TR DJ US FINL SEC 46428778 5 53 X 6 53 0 0
ISHARES TR DJ US ENERGY 46428779 55 975 X 13 0 0 975
ISHARES TR DJ US ENERGY 46428779 6352 113366 X 5 89107 0 24259
ISHARES TR DJ US ENERGY 46428779 4 76 X 6 76 0 0
ISHARES TR S&P SMLCAP 600 46428780 217 1490 X 13 0 0 1490
ISHARES TR S&P SMLCAP 600 46428780 11434 78931 X 5 36989 0 41942
ISHARES TR S&P SMLCAP 600 46428780 40 274 X X 6 274 0 0
ISHARES TR S&P SMLCAP 600 46428780 11350 77109 X 6 77109 0 0
ISHARES TR DJ CON NON CYCL 46428781 100 1912 X 13 0 0 1912
ISHARES TR DJ CON NON CYCL 46428781 7100 135603 X 5 95862 0 39741
ISHARES TR DJ CON NON CYCL 46428781 4 72 X 6 72 0 0
ISHARES TR DJ US BAS MATL 46428783 328 7410 X 13 0 0 7410
ISHARES TR DJ US BAS MATL 46428783 4663 103814 X 5 75031 0 28783
ISHARES TR DJ US BAS MATL 46428783 1 29 X 6 29 0 0
ISHARES TR DJ US TOTL MKT 46428784 732 13542 X 5 6833 0 6709
ISHARES TR S&P EURO PLUS 46428786 1265 19160 X 5 8165 0 10995
ISHARES TR S&P EURO PLUS 46428786 1650 24800 X 9 24800 0 0
ISHARES TR S&P EURO PLUS 46428786 20 300 X X 6 300 0 0
ISHARES TR S&P SMLCP VALU 46428787 2161 19920 X 13 0 0 19920
ISHARES TR S&P SMLCP VALU 46428787 142 1297 X X 6 1297 0 0
ISHARES TR S&P SMLCP VALU 46428787 289 2634 X 6 2634 0 0
ISHARES TR S&P SMLCP VALU 46428787 11 103 X X 7 103 0 0
ISHARES TR S&P SMLCP VALU 46428787 6457 59060 X 5 41178 0 17882
ISHARES TR S&P SMLCP VALU 46428787 168 1900 X 3 1900 0 0
ISHARES TR S&P SMLCP GROW 46428788 944 9790 X 13 0 0 9790
ISHARES TR S&P SMLCP GROW 46428788 11 117 X X 7 117 0 0
ISHARES TR S&P SMLCP GROW 46428788 1949 19971 X 6 19971 0 0
ISHARES TR S&P SMLCP GROW 46428788 101 1035 X X 6 1035 0 0
ISHARES TR S&P SMLCP GROW 46428788 5339 54918 X 5 35926 0 18992
ISIS PHARMACEUTICALS INC COM 46433010 3782 658900 X 3 658900 0 0
ISIS PHARMACEUTICALS INC COM 46433010 17 3000 X X 6 3000 0 0
ISIS PHARMACEUTICALS INC COM 46433010 33 5695 X 5 4055 0 1640
ISIS PHARMACEUTICALS INC COM 46433010 473 82400 X 6 0 0 82400
ISOLAGEN INC COM 46488N10 200 19501 X 5 19001 0 500
IVANHOE ENERGY INC COM 46579010 55 25800 X 5 500 0 25300
IVANHOE ENERGY INC COM 46579010 12 5300 X 6 5300 0 0
IVAX CORP COM 46582310 73 3065 X 13 0 0 3065
IVAX CORP COM 46582310 4579 190852 X 3 190852 0 0
IVAX CORP COM 46582310 17 689 X X 6 689 0 0
IVAX CORP COM 46582310 1232 51505 X 5 16049 0 35456
IVAX CORP COM 46582310 71 2975 X 6 2375 0 600
IVAX CORP NOTE 4.500% 5/ 465823AG 4950 5000000 X 20 5000000 0 0
IVAX CORP NOTE 4.500% 5/ 465823AG 74 75000 X 5 0 0 75000
J & J SNACK FOODS CORP COM 46603210 204 4990 X 5 4990 0 0
J & J SNACK FOODS CORP COM 46603210 42 1025 X 6 1025 0 0
JDS UNIPHASE CORP COM 46612J10 13 3614 X 13 0 0 3614
JDS UNIPHASE CORP COM 46612J10 130 34250 X X 6 33830 150 270
JDS UNIPHASE CORP COM 46612J10 390 103020 X 6 102640 380 0
JDS UNIPHASE CORP COM 46612J10 952 257830 X 5 118655 0 139175
JDS UNIPHASE CORP COM 46612J10 2040 538367 X 3 538367 0 0
J JILL GROUP INC COM 46618910 607 25738 X 5 25738 0 0
JPS INDUSTRIES INC COM 46624E40 36 10500 X 6 10500 0 0
J P MORGAN CHASE & CO COM 46625H10 2461 63480 X X 1 61170 2310 0
J P MORGAN CHASE & CO COM 46625H10 2485 64105 X 1 63805 0 300
J P MORGAN CHASE & CO COM 46625H10 1352 34882 X 11 0 34882 0
J P MORGAN CHASE & CO COM 46625H10 236 6091 X 7 6091 0 0
J P MORGAN CHASE & CO COM 46625H10 60 1535 X X 7 1535 0 0
J P MORGAN CHASE & CO COM 46625H10 125590 3239367 X 6 2668520 7014 563833
J P MORGAN CHASE & CO COM 46625H10 90382 2331230 X X 6 2057197 141882 132151
J P MORGAN CHASE & CO COM 46625H10 44674 1160967 X 5 599372 0 561595
J P MORGAN CHASE & CO COM 46625H10 16 404 X 4 404 0 0
J P MORGAN CHASE & CO COM 46625H10 119747 3187381 X 3 3187381 0 0
J P MORGAN CHASE & CO COM 46625H10 3127 81910 X 13 0 0 81910
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 737 26520 X 5 26494 0 26
JABIL CIRCUIT INC COM 46631310 362 14851 X 13 0 0 14851
JABIL CIRCUIT INC COM 46631310 2 79 X 4 79 0 0
JABIL CIRCUIT INC COM 46631310 2825 112194 X 6 24980 0 87214
JABIL CIRCUIT INC COM 46631310 102 4047 X X 6 3234 0 813
JABIL CIRCUIT INC COM 46631310 4209 171683 X 5 25407 0 146276
JABIL CIRCUIT INC COM 46631310 7839 315610 X 3 315610 0 0
JACK IN THE BOX INC COM 46636710 25654 863770 X 3 863770 0 0
JACK IN THE BOX INC COM 46636710 1 50 X 6 50 0 0
JACK IN THE BOX INC COM 46636710 561 18898 X 5 16878 0 2020
JACOBS ENGR GROUP INC DEL COM 46981410 5574 131515 X 3 131515 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 609 15457 X 6 15457 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 273 6929 X X 6 6929 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 879 22366 X 5 7774 0 14592
JACUZZI BRANDS INC COM 46986510 11 1397 X 5 1397 0 0
JACUZZI BRANDS INC COM 46986510 68 8485 X X 6 8470 0 15
JACUZZI BRANDS INC COM 46986510 607 75272 X 6 75272 0 0
JAKKS PAC INC COM 47012E10 125 6074 X 5 0 0 6074
JAKKS PAC INC COM 47012E10 94 4500 X 6 4500 0 0
JAMESON INNS INC COM 47045710 53 24000 X X 6 24000 0 0
JANUS CAP GROUP INC COM 47102X10 1476 89479 X 3 89479 0 0
JANUS CAP GROUP INC COM 47102X10 61 3675 X X 6 3675 0 0
JANUS CAP GROUP INC COM 47102X10 295 17936 X 5 15003 0 2933
JANUS CAP GROUP INC COM 47102X10 3914 237369 X 6 237369 0 0
JAPAN EQUITY FD INC COM 47105710 6 1000 X 5 0 0 1000
JAPAN EQUITY FD INC COM 47105710 130 20000 X 9 20000 0 0
JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 229 17750 X 5 9050 0 8700
JARDEN CORP COM 47110910 4707 130789 X 3 130789 0 0
JARDEN CORP COM 47110910 28 788 X 5 788 0 0
JARDEN CORP COM 47110910 457 12700 X 6 6156 0 6544
JARDEN CORP COM 47110910 184 5100 X X 6 4650 450 0
JEFFERIES GROUP INC NEW COM 47231910 4 130 X X 1 130 0 0
JEFFERIES GROUP INC NEW COM 47231910 6 200 X 7 200 0 0
JEFFERIES GROUP INC NEW COM 47231910 1707 55216 X 6 46436 0 8780
JEFFERIES GROUP INC NEW COM 47231910 221 7135 X X 6 7135 0 0
JEFFERIES GROUP INC NEW COM 47231910 26 850 X 5 850 0 0
JEFFERIES GROUP INC NEW COM 47231910 1659 53642 X 3 53642 0 0
JEFFERIES GROUP INC NEW COM 47231910 5 150 X 1 150 0 0
JEFFERSON PILOT CORP COM 47507010 2912 52270 X 3 52270 0 0
JEFFERSON PILOT CORP COM 47507010 2993 59266 X 5 30178 0 29088
JEFFERSON PILOT CORP COM 47507010 34192 673080 X 6 666005 2868 4207
JEFFERSON PILOT CORP COM 47507010 11079 218090 X X 6 174141 39625 4324
JETBLUE AWYS CORP COM 47714310 152 5300 X 13 0 0 5300
JETBLUE AWYS CORP COM 47714310 531 18087 X 6 1246 0 16841
JETBLUE AWYS CORP COM 47714310 26 900 X X 6 900 0 0
JETBLUE AWYS CORP COM 47714310 2221 76737 X 5 31110 0 45627
JETBLUE AWYS CORP COM 47714310 29134 988485 X 3 988485 0 0
JOHNSON & JOHNSON COM 47816010 3383 60734 X X 1 58934 1800 0
JOHNSON & JOHNSON COM 47816010 480 8610 X 7 8610 0 0
JOHNSON & JOHNSON COM 47816010 150 2685 X X 7 2685 0 0
JOHNSON & JOHNSON COM 47816010 303883 5455710 X 6 4677570 11686 766454
JOHNSON & JOHNSON COM 47816010 243906 4378928 X X 6 3310481 624283 444164
JOHNSON & JOHNSON COM 47816010 99414 1788580 X 5 873870 0 914710
JOHNSON & JOHNSON COM 47816010 35 631 X 4 631 0 0
JOHNSON & JOHNSON COM 47816010 36 650 X X 4 650 0 0
JOHNSON & JOHNSON COM 47816010 185488 3549452 X 3 3549452 0 0
JOHNSON & JOHNSON COM 47816010 2104 37924 X 13 0 0 37924
JOHNSON & JOHNSON COM 47816010 1541 27668 X 11 0 27668 0
JOHNSON & JOHNSON COM 47816010 4852 87105 X 1 86905 0 200
JOHNSON CTLS INC COM 47836610 11 200 X X 1 200 0 0
JOHNSON CTLS INC COM 47836610 61 1150 X 1 1150 0 0
JOHNSON CTLS INC COM 47836610 9262 173915 X 5 153480 0 20435
JOHNSON CTLS INC COM 47836610 2 36 X 7 36 0 0
JOHNSON CTLS INC COM 47836610 23014 431140 X 6 381197 120 49823
JOHNSON CTLS INC COM 47836610 24364 456426 X X 6 438842 8029 9555
JOHNSON CTLS INC COM 47836610 25337 504287 X 3 504287 0 0
JONES APPAREL GROUP INC COM 48007410 5651 143293 X 3 143293 0 0
JONES APPAREL GROUP INC COM 48007410 1 34 X 7 34 0 0
JONES APPAREL GROUP INC COM 48007410 1 25 X X 7 25 0 0
JONES APPAREL GROUP INC COM 48007410 5688 144079 X 6 87928 20 56131
JONES APPAREL GROUP INC COM 48007410 296 7509 X X 6 7509 0 0
JONES APPAREL GROUP INC COM 48007410 805 20398 X 5 19787 0 611
JONES APPAREL GROUP INC COM 48007410 1 36 X 4 36 0 0
JOS A BANK CLOTHIERS INC COM 48083810 402 12863 X 5 9051 0 3812
JOS A BANK CLOTHIERS INC COM 48083810 612 19500 X 6 0 0 19500
JOURNAL COMMUNICATIONS INC CL A 48113010 4 200 X 5 200 0 0
JOURNAL COMMUNICATIONS INC CL A 48113010 98 5230 X X 6 5230 0 0
JOURNAL COMMUNICATIONS INC CL A 48113010 865 45934 X 6 45934 0 0
JOURNAL REGISTER CO COM 48113810 61624 3081175 X 11 0 3081175 0
JOURNAL REGISTER CO COM 48113810 4 180 X 13 0 0 180
JOURNAL REGISTER CO COM 48113810 3 150 X 5 150 0 0
JOURNAL REGISTER CO COM 48113810 7970 398500 X 3 398500 0 0
JOURNAL REGISTER CO COM 48113810 27 1350 X X 6 1350 0 0
JOURNAL REGISTER CO COM 48113810 352 17575 X 6 12575 0 5000
JOY GLOBAL INC COM 48116510 28159 942684 X 3 942684 0 0
JOY GLOBAL INC COM 48116510 2 81 X X 6 81 0 0
JOY GLOBAL INC COM 48116510 158 5272 X 6 2322 0 2950
JOY GLOBAL INC COM 48116510 117 3906 X 5 3426 0 480
JUNIPER NETWORKS INC COM 48203R10 27 1133 X 13 0 0 1133
JUNIPER NETWORKS INC COM 48203R10 4325 177283 X 3 177283 0 0
JUNIPER NETWORKS INC COM 48203R10 1573 64624 X 5 48440 0 16184
JUNIPER NETWORKS INC COM 48203R10 536 21815 X 6 19345 0 2470
JUNIPER NETWORKS INC COM 48203R10 200 8142 X X 6 8142 0 0
KCS ENERGY INC COM 48243420 4075 305904 X 3 305904 0 0
KCS ENERGY INC COM 48243420 110 8286 X 6 0 0 8286
KCS ENERGY INC COM 48243420 31 2300 X 5 2000 0 300
KFX INC COM 48245L10 363 47665 X 5 47665 0 0
KLA-TENCOR CORP COM 48248010 3826 77485 X 3 77485 0 0
KLA-TENCOR CORP COM 48248010 1877 38782 X 5 21610 0 17172
KLA-TENCOR CORP COM 48248010 281 5690 X X 6 3845 1045 800
KLA-TENCOR CORP COM 48248010 1475 29865 X 6 16628 0 13237
K-SWISS INC CL A 48268610 469 23189 X 5 23189 0 0
KT CORP SPONSORED ADR 48268K10 6552 363188 X 3 363188 0 0
KT CORP SPONSORED ADR 48268K10 49 2726 X 6 2486 0 240
KT CORP SPONSORED ADR 48268K10 5 274 X X 7 274 0 0
KT CORP SPONSORED ADR 48268K10 38 2084 X X 6 2084 0 0
KT CORP SPONSORED ADR 48268K10 7 385 X X 4 385 0 0
KT CORP SPONSORED ADR 48268K10 852 47324 X 5 2849 0 44475
KVH INDS INC COM 48273810 125 9725 X 5 9725 0 0
KVH INDS INC COM 48273810 184 14305 X 6 14305 0 0
KVH INDS INC COM 48273810 26 2064 X X 6 2064 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 4 140 X X 1 140 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 5 180 X 1 180 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 199 7880 X X 6 7880 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 4 140 X 7 140 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 1192 47224 X 6 33819 0 13405
K V PHARMACEUTICAL CO CL B CONV 48274010 85 3390 X 5 125 0 3265
K V PHARMACEUTICAL CO CL A 48274020 525 22757 X 5 22490 0 267
K V PHARMACEUTICAL CO CL A 48274020 3 110 X 7 110 0 0
K V PHARMACEUTICAL CO CL A 48274020 194 8421 X 6 8421 0 0
K V PHARMACEUTICAL CO CL A 48274020 60 2612 X X 6 2612 0 0
K V PHARMACEUTICAL CO NOTE 2.500% 5/ 482740AC 800 700000 X 6 700000 0 0
KADANT INC COM 48282T10 21135 913681 X 3 913681 0 0
KADANT INC COM 48282T10 204 8823 X 6 4523 0 4300
KADANT INC COM 48282T10 7 309 X X 7 309 0 0
KADANT INC COM 48282T10 2 94 X 5 36 0 58
KNBT BANCORP INC COM 48292110 19 1120 X 5 350 0 770
KNBT BANCORP INC COM 48292110 244 14602 X 6 14602 0 0
KAMAN CORP CL A 48354810 1530 117698 X 5 0 0 117698
KAMAN CORP CL A 48354810 10 680 X 6 680 0 0
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 155 3361 X 5 1271 0 2090
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 9 200 X 6 200 0 0
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 275 6000 X X 6 1000 5000 0
KANSAS CITY SOUTHERN COM NEW 48517030 340 21975 X 5 18625 0 3350
KANSAS CITY SOUTHERN COM NEW 48517030 21 1350 X 6 1350 0 0
KANSAS CITY SOUTHERN COM NEW 48517030 39 2490 X X 6 2340 150 0
KAYDON CORP COM 48658710 25 800 X X 1 800 0 0
KAYDON CORP COM 48658710 470 15200 X 11 0 15200 0
KAYDON CORP COM 48658710 349 11340 X 5 7692 0 3648
KAYDON CORP COM 48658710 541 17500 X 6 7700 0 9800
KAYDON CORP COM 48658710 170 5500 X X 6 5500 0 0
KEANE INC COM 48666510 840 61325 X 3 61325 0 0
KEANE INC COM 48666510 310 23095 X 5 3280 0 19815
KEANE INC COM 48666510 1596 116555 X 6 116555 0 0
KEANE INC COM 48666510 161 11766 X X 6 11766 0 0
KB HOME COM 48666K10 1239 18263 X 3 18263 0 0
KB HOME COM 48666K10 1495 21786 X 6 872 0 20914
KB HOME COM 48666K10 5147 75000 X X 6 75000 0 0
KB HOME COM 48666K10 1380 20136 X 5 18036 0 2100
KELLOGG CO COM 48783610 184 4400 X X 1 4400 0 0
KELLOGG CO COM 48783610 67 1600 X 11 0 1600 0
KELLOGG CO COM 48783610 25072 598448 X 3 598448 0 0
KELLOGG CO COM 48783610 17572 419886 X X 6 101646 8150 310090
KELLOGG CO COM 48783610 4621 111007 X 5 59986 0 51021
KELLOGG CO COM 48783610 3 70 X 4 70 0 0
KELLOGG CO COM 48783610 240 5812 X 13 0 0 5812
KELLOGG CO COM 48783610 7866 187966 X 6 88804 39 99123
KELLOGG CO COM 48783610 3 66 X 7 66 0 0
KELLOGG CO COM 48783610 2 48 X X 7 48 0 0
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MAGNA INTL INC CL A 55922240 69 805 X X 6 805 0 0
MAGNA INTL INC CL A 55922240 9 100 X X 7 100 0 0
MAGNA INTL INC CL A 55922240 1036 12161 X 6 10500 0 1661
MAGNETEK INC COM 55942410 125 15000 X X 6 15000 0 0
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MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 3 320 X X 6 320 0 0
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MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 7 1000 X 5 0 0 1000
MAIN STREET AND MAIN INC COM NEW 56034530 25 12000 X 5 12000 0 0
MAINE & MARITIMES CORP COM 56037710 1120 35000 X 3 35000 0 0
MANAGED MUNS PORTFOLIO INC COM 56166210 124 11475 X 5 0 0 11475
MANAGED MUNS PORTFOLIO INC COM 56166210 19 1725 X X 6 1725 0 0
MANAGED MUNS PORTFOLIO INC COM 56166210 2051 190300 X 9 190300 0 0
MANAGED MUNS PORTFOLIO INC COM 56166210 9 870 X 6 870 0 0
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MANAGED HIGH INCOME PORTFOLI COM 56166C10 10 1631 X 6 1631 0 0
MANAGED HIGH INCOME PORTFOLI COM 56166C10 48 7567 X X 6 7567 0 0
MANAGED HIGH YIELD PLUS FD I COM 56191110 90 16900 X 5 2300 0 14600
MANAGED HIGH YIELD PLUS FD I COM 56191110 10 1924 X 6 1924 0 0
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MANDALAY RESORT GROUP COM 56256710 38 550 X X 6 550 0 0
MANITOWOC INC COM 56357110 8 250 X 11 0 250 0
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MANOR CARE INC NEW COM 56405510 170 5200 X X 6 4700 500 0
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MANPOWER INC COM 56418H10 25783 505405 X 3 505405 0 0
MANPOWER INC COM 56418H10 1086 21749 X 5 9430 0 12319
MANPOWER INC COM 56418H10 43 851 X 7 851 0 0
MANPOWER INC COM 56418H10 4 81 X X 7 81 0 0
MANPOWER INC COM 56418H10 9809 193199 X 6 123834 277 69088
MANPOWER INC COM 56418H10 459 9049 X X 6 7349 0 1700
MANTECH INTL CORP CL A 56456310 211 11375 X 5 0 0 11375
MANUFACTURED HOME CMNTYS INC COM 56468210 310 9465 X 5 1300 0 8165
MANUFACTURED HOME CMNTYS INC COM 56468210 98 2940 X 6 2940 0 0
MANULIFE FINL CORP COM 56501R10 717 17699 X 3 17699 0 0
MANULIFE FINL CORP COM 56501R10 7048 174026 X 6 170268 0 3758
MANULIFE FINL CORP COM 56501R10 1541 38059 X X 6 27726 4065 6268
MANULIFE FINL CORP COM 56501R10 1536 38384 X 5 15048 0 23336
MAPINFO CORP COM 56510510 907 85600 X 3 85600 0 0
MAPINFO CORP COM 56510510 8 750 X 5 0 0 750
MARATHON OIL CORP COM 56584910 37 1000 X 13 0 0 1000
MARATHON OIL CORP COM 56584910 39332 1091533 X 3 1091533 0 0
MARATHON OIL CORP COM 56584910 4 101 X 4 101 0 0
MARATHON OIL CORP COM 56584910 22 587 X 7 587 0 0
MARATHON OIL CORP COM 56584910 6 164 X X 7 164 0 0
MARATHON OIL CORP COM 56584910 14429 381310 X 6 166267 52 214991
MARATHON OIL CORP COM 56584910 1476 38997 X X 6 33887 3208 1902
MARATHON OIL CORP COM 56584910 8231 218417 X 5 127590 0 90827
MARINEMAX INC COM 56790810 3057 106582 X 3 106582 0 0
MARINEMAX INC COM 56790810 360 12560 X 5 12560 0 0
MARINEMAX INC COM 56790810 83 2883 X 6 0 0 2883
MARKEL CORP COM 57053510 11263 37520 X 3 37520 0 0
MARKEL CORP COM 57053510 760 2738 X 5 2710 0 28
MARKEL CORP COM 57053510 3048 10984 X 6 4493 1741 4750
MARKEL CORP COM 57053510 2 9 X 7 9 0 0
MARKEL CORP COM 57053510 359 1293 X X 6 1293 0 0
MARKEL CORP NOTE 6/ 570535AC 5306 15000000 X 20 15000000 0 0
MARSH & MCLENNAN COS INC COM 57174810 599 13200 X X 1 13200 0 0
MARSH & MCLENNAN COS INC COM 57174810 14278 314642 X X 6 302942 10350 1350
MARSH & MCLENNAN COS INC COM 57174810 82 1798 X 7 1798 0 0
MARSH & MCLENNAN COS INC COM 57174810 9 200 X X 7 200 0 0
MARSH & MCLENNAN COS INC COM 57174810 16834 370946 X 6 317505 420 53021
MARSH & MCLENNAN COS INC COM 57174810 15679 345500 X 5 96573 0 248927
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MARSH & MCLENNAN COS INC COM 57174810 756 16662 X 13 0 0 16662
MARSH & MCLENNAN COS INC COM 57174810 8906 196222 X 3 196222 0 0
MARSH & MCLENNAN COS INC COM 57174810 11 245 X 4 245 0 0
MARSH & MCLENNAN COS INC COM 57174810 30 655 X 11 0 655 0
MARSHALL & ILSLEY CORP COM 57183410 63 1600 X 11 0 1600 0
MARSHALL & ILSLEY CORP COM 57183410 1086 27836 X 5 1920 0 25916
MARSHALL & ILSLEY CORP COM 57183410 11721 299857 X 6 270656 0 29201
MARSHALL & ILSLEY CORP COM 57183410 106 2700 X X 6 2700 0 0
MARSHALL & ILSLEY CORP COM 57183410 3769 96428 X 3 96428 0 0
MARRIOTT INTL INC NEW CL A 57190320 4392 88058 X 3 88058 0 0
MARRIOTT INTL INC NEW CL A 57190320 11 230 X 4 230 0 0
MARRIOTT INTL INC NEW CL A 57190320 13 255 X 7 255 0 0
MARRIOTT INTL INC NEW CL A 57190320 2 35 X X 7 35 0 0
MARRIOTT INTL INC NEW CL A 57190320 2036 40823 X 6 30692 0 10131
MARRIOTT INTL INC NEW CL A 57190320 3022 60576 X X 6 57086 2490 1000
MARRIOTT INTL INC NEW CL A 57190320 745 14907 X 5 7437 0 7470
MARTEK BIOSCIENCES CORP COM 57290110 8681 153750 X 3 153750 0 0
MARTEK BIOSCIENCES CORP COM 57290110 470 8393 X 5 7080 0 1313
MARTEK BIOSCIENCES CORP COM 57290110 219 3899 X X 6 3899 0 0
MARTEK BIOSCIENCES CORP COM 57290110 1 26 X 7 26 0 0
MARTEK BIOSCIENCES CORP COM 57290110 1329 23660 X 6 4595 15 19050
MARTEN TRANS LTD COM 57307510 3480 186582 X 3 186582 0 0
MARTEN TRANS LTD COM 57307510 94 5048 X 6 0 0 5048
MARTHA STEWART LIVING OMNIME CL A 57308310 117 13034 X 5 8780 0 4254
MARTHA STEWART LIVING OMNIME CL A 57308310 6 700 X 6 200 0 500
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MARTIN MARIETTA MATLS INC COM 57328410 2066 46610 X 3 46610 0 0
MARTIN MARIETTA MATLS INC COM 57328410 1061 23927 X 6 21997 0 1930
MARTIN MARIETTA MATLS INC COM 57328410 1852 41775 X X 6 40775 1000 0
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MARVEL ENTERPRISES INC COM 57383M10 6792 345949 X 3 345949 0 0
MARVEL ENTERPRISES INC COM 57383M10 1 53 X 4 53 0 0
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MARVEL ENTERPRISES INC COM 57383M10 566 28990 X 5 28440 0 550
MARVEL ENTERPRISES INC COM 57383M10 1243 63659 X 6 19850 37 43772
MARVEL ENTERPRISES INC COM 57383M10 1 71 X 7 71 0 0
MASCO CORP COM 57459910 150 4800 X 1 4800 0 0
MASCO CORP COM 57459910 30924 1009929 X 3 1009929 0 0
MASCO CORP COM 57459910 10197 327044 X 6 99515 0 227529
MASCO CORP COM 57459910 2859 91697 X X 6 88004 0 3693
MASCO CORP COM 57459910 2999 96533 X 5 48029 0 48504
MASCO CORP COM 57459910 3 100 X 13 0 0 100
MASCO CORP NOTE 7/ 574599AW 11928 26000000 X 6 26000000 0 0
MASSEY ENERGY CORP COM 57620610 57789 2044071 X 3 2044071 0 0
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MASSEY ENERGY CORP COM 57620610 12 417 X 6 417 0 0
MASSEY ENERGY CORP COM 57620610 153 5420 X X 6 2320 3100 0
MASSMUTUAL CORPORATE INVS IN COM 57629210 386 16051 X 5 4176 0 11875
MASSMUTUAL CORPORATE INVS IN COM 57629210 13 520 X 6 520 0 0
MASSMUTUAL CORPORATE INVS IN COM 57629210 2 95 X X 6 0 95 0
MATRIX SVC CO COM 57685310 237 26319 X 5 50 0 26269
MATRIX SVC CO COM 57685310 478 52223 X 6 52223 0 0
MATRIX SVC CO COM 57685310 84 9140 X X 6 9140 0 0
MATSUSHITA ELEC INDL ADR 57687920 8279 572000 X 3 572000 0 0
MATSUSHITA ELEC INDL ADR 57687920 12 842 X 7 842 0 0
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MATSUSHITA ELEC INDL ADR 57687920 179 12445 X X 6 10880 0 1565
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MATTEL INC COM 57708110 4110 175937 X 3 175937 0 0
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MATTEL INC COM 57708110 10398 574671 X 5 100497 0 474174
MATTSON TECHNOLOGY INC COM 57722310 4143 344639 X 3 344639 0 0
MATTSON TECHNOLOGY INC COM 57722310 5 400 X 5 400 0 0
MATTSON TECHNOLOGY INC COM 57722310 120 9994 X 6 670 0 9324
MAXTOR CORP COM NEW 57772920 2771 417900 X 20 417900 0 0
MAXTOR CORP COM NEW 57772920 236 35608 X 5 32312 0 3296
MAXTOR CORP COM NEW 57772920 155 23313 X 6 23313 0 0
MAXTOR CORP COM NEW 57772920 1 114 X X 6 114 0 0
MAXTOR CORP COM NEW 57772920 10 800 X 3 800 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 52 1000 X 1 1000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 12 220 X X 7 220 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 2 44 X 13 0 0 44
MAXIM INTEGRATED PRODS INC COM 57772K10 1152 22523 X 5 9985 0 12538
MAXIM INTEGRATED PRODS INC COM 57772K10 494 9420 X X 6 9420 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 6447 122982 X 6 48250 0 74732
MAXIM INTEGRATED PRODS INC COM 57772K10 7704 147536 X 3 147536 0 0
MAXWELL TECHNOLOGIES INC COM 57776710 954 74184 X 5 0 0 74184
MAXYGEN INC COM 57777610 142 13400 X 3 13400 0 0
MAXYGEN INC COM 57777610 19 1866 X 5 0 0 1866
MAY DEPT STORES CO COM 57777810 6 225 X X 1 225 0 0
MAY DEPT STORES CO COM 57777810 3008 109425 X 3 109425 0 0
MAY DEPT STORES CO COM 57777810 1481 53861 X X 6 50445 2916 500
MAY DEPT STORES CO COM 57777810 3368 122514 X 6 117129 0 5385
MAY DEPT STORES CO COM 57777810 2333 84659 X 5 18307 0 66352
MAY DEPT STORES CO COM 57777810 32 1150 X 11 0 1150 0
MAVERICK TUBE CORP COM 57791410 632 24068 X 5 24068 0 0
MAVERICK TUBE CORP NOTE 4.000% 6/ 577914AA 7859 6300000 X 20 6300000 0 0
MAYTAG CORP COM 57859210 15 600 X 1 600 0 0
MAYTAG CORP COM 57859210 3303 134780 X 11 0 134780 0
MAYTAG CORP COM 57859210 1588 65697 X 5 10812 0 54885
MAYTAG CORP COM 57859210 533 21742 X 6 17027 0 4715
MAYTAG CORP COM 57859210 183 7470 X X 6 1270 200 6000
MAYTAG CORP COM 57859210 723 29504 X 3 29504 0 0
MBT FINL CORP COM 57887710 1567 86320 X 5 54470 0 31850
MCCLATCHY CO CL A 57948910 18 255 X 13 0 0 255
MCCLATCHY CO CL A 57948910 212 3025 X 6 1750 0 1275
MCCLATCHY CO CL A 57948910 79 1125 X 5 1125 0 0
MCCORMICK & CO INC COM VTG 57978010 823 24096 X X 6 0 24096 0
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MCCORMICK & CO INC COM NON VTG 57978020 1 31 X 4 31 0 0
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MCCORMICK & CO INC COM NON VTG 57978020 34 1000 X 1 1000 0 0
MCCORMICK & CO INC COM NON VTG 57978020 7913 232749 X X 6 186909 14300 31540
MCCORMICK & CO INC COM NON VTG 57978020 3283 96571 X 6 92735 0 3836
MCDATA CORP CL A 58003120 2 286 X X 1 286 0 0
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MCDATA CORP CL A 58003120 11 2100 X X 6 1899 47 154
MCDATA CORP CL A 58003120 26 5389 X 5 265 0 5124
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MCDONALDS CORP COM 58013510 390 15000 X X 1 15000 0 0
MCDONALDS CORP COM 58013510 48 1831 X 7 1831 0 0
MCDONALDS CORP COM 58013510 8 295 X X 7 295 0 0
MCDONALDS CORP COM 58013510 23105 888663 X 6 612176 400 276087
MCDONALDS CORP COM 58013510 14324 550941 X X 6 524467 8952 17522
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MCDONALDS CORP COM 58013510 4 165 X 4 165 0 0
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MCDONALDS CORP COM 58013510 10 370 X 11 0 370 0
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MCF CORP COM 58039510 55 25000 X 5 25000 0 0
MCG CAPITAL CORP COM 58047P10 1235 80358 X 5 75132 0 5226
MCGRAW HILL COS INC COM 58064510 639 8340 X X 1 8340 0 0
MCGRAW HILL COS INC COM 58064510 13829 177185 X 3 177185 0 0
MCGRAW HILL COS INC COM 58064510 443 5813 X 13 0 0 5813
MCGRAW HILL COS INC COM 58064510 7808 101970 X 11 0 101970 0
MCGRAW HILL COS INC COM 58064510 2451 32005 X 1 32005 0 0
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MCGRAW HILL COS INC COM 58064510 77 1011 X 7 1011 0 0
MCGRAW HILL COS INC COM 58064510 41 529 X X 7 529 0 0
MCGRAW HILL COS INC COM 58064510 51446 671883 X 6 625530 2130 44223
MCGRAW HILL COS INC COM 58064510 23195 302930 X X 6 272605 17515 12810
MCKESSON CORP COM 58155Q10 34 1110 X 13 0 0 1110
MCKESSON CORP COM 58155Q10 674 21160 X 5 5650 0 15510
MCKESSON CORP COM 58155Q10 14416 446242 X 3 446242 0 0
MCKESSON CORP COM 58155Q10 534 15554 X X 6 9754 800 5000
MCKESSON CORP COM 58155Q10 2749 80062 X 6 26821 0 53241
MCLEODUSA INC CL A 58226670 26 51683 X 5 180 0 51503
MCLEODUSA INC CL A 58226670 0 35 X 6 35 0 0
MCMORAN EXPLORATION CO NOTE 6.000% 7/ 582411AB 5450 4000000 X 3 4000000 0 0
MCMORAN EXPLORATION CO NOTE 6.000% 7/ 582411AB 272 200000 X 6 200000 0 0
MEADE INSTRUMENTS CORP COM 58306210 32 10000 X 5 0 0 10000
MEADWESTVACO CORP COM 58333410 8492 288927 X 3 288927 0 0
MEADWESTVACO CORP COM 58333410 826 28249 X 5 5865 0 22384
MEADWESTVACO CORP COM 58333410 1825 62100 X 6 44744 0 17356
MEADWESTVACO CORP COM 58333410 1962 66769 X X 6 60207 6400 162
MECHANICAL TECHNOLOGY INC COM 58353810 21 3560 X 5 3360 0 200
MECHANICAL TECHNOLOGY INC COM 58353810 41 6782 X 6 6782 0 0
MEDAREX INC COM 58391610 84 11550 X 5 10100 0 1450
MEDAREX INC COM 58391610 4 510 X X 6 510 0 0
MED-DESIGN CORP COM 58392610 49 23400 X 5 21500 0 1900
MEDCO HEALTH SOLUTIONS INC COM 58405U10 277 7378 X X 1 7258 120 0
MEDCO HEALTH SOLUTIONS INC COM 58405U10 1 24 X 7 24 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U10 9 241 X X 7 241 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U10 17783 474219 X 6 331169 60 142990
MEDCO HEALTH SOLUTIONS INC COM 58405U10 8737 232979 X X 6 205722 18590 8667
MEDCO HEALTH SOLUTIONS INC COM 58405U10 2119 56736 X 5 41523 0 15213
MEDCO HEALTH SOLUTIONS INC COM 58405U10 14803 401227 X 3 401227 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U10 17 463 X 13 0 0 463
MEDCO HEALTH SOLUTIONS INC COM 58405U10 114 3037 X 1 3025 0 12
MEDIA GEN INC CL A 58440410 1729 22922 X 3 22922 0 0
MEDIA GEN INC CL A 58440410 348 5484 X 5 250 0 5234
MEDIA GEN INC CL A 58440410 1231 19165 X 6 18765 0 400
MEDIA GEN INC CL A 58440410 80 1250 X X 6 1250 0 0
MEDIACOM COMMUNICATIONS CORP CL A 58446K10 0 60 X 5 60 0 0
MEDIACOM COMMUNICATIONS CORP CL A 58446K10 330 42238 X 6 42238 0 0
MEDIACOM COMMUNICATIONS CORP CL A 58446K10 46 5838 X X 6 5838 0 0
MEDICINES CO COM 58468810 5726 186201 X 3 186201 0 0
MEDICINES CO COM 58468810 1 48 X 7 48 0 0
MEDICINES CO COM 58468810 845 27688 X 6 4361 27 23300
MEDICINES CO COM 58468810 38 1246 X X 6 1246 0 0
MEDICINES CO COM 58468810 20 645 X 5 645 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 35825 891714 X 3 891714 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 32 796 X X 6 796 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 252 6312 X 5 5422 0 890
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 897 22456 X 6 3530 26 18900
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2 46 X 7 46 0 0
MEDIMMUNE INC COM 58469910 201 8638 X 13 0 0 8638
MEDIMMUNE INC COM 58469910 6050 258554 X 3 258554 0 0
MEDIMMUNE INC COM 58469910 70 3013 X X 6 3013 0 0
MEDIMMUNE INC COM 58469910 21 900 X 6 900 0 0
MEDIMMUNE INC COM 58469910 3276 140333 X 5 73044 0 67289
MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/ 58470KAA 9 6000 X 13 0 0 6000
MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/ 58470KAA 3 2000 X 5 0 0 2000
MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/ 58470KAA 14725 10000000 X 20 10000000 0 0
MEDIWARE INFORMATION SYS INC COM 58494610 182 14275 X 5 0 0 14275
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MEDTRONIC INC COM 58505510 137310 2809334 X 3 2809334 0 0
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MEDTRONIC INC COM 58505510 183 3748 X 1 3648 0 100
MEDTRONIC INC COM 58505510 24527 499637 X 5 268224 0 231413
MEDTRONIC INC COM 58505510 204 4177 X 7 4177 0 0
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MEDTRONIC INC COM 58505510 112775 2314758 X 6 1967334 3775 343649
MEDTRONIC INC COM 58505510 64107 1315816 X X 6 1186404 67464 61948
MELLON FINL CORP COM 58551A10 597 20340 X X 1 20340 0 0
MELLON FINL CORP COM 58551A10 35 1200 X 13 0 0 1200
MELLON FINL CORP COM 58551A10 334 11400 X 1 11400 0 0
MELLON FINL CORP COM 58551A10 5414 184768 X 3 184768 0 0
MELLON FINL CORP COM 58551A10 5129 174889 X 6 155789 0 19100
MELLON FINL CORP COM 58551A10 3598 122687 X X 6 95907 5700 21080
MELLON FINL CORP COM 58551A10 1683 57616 X 5 20882 0 36734
MEMRY CORP COM NEW 58626320 39 23100 X 5 0 0 23100
MENS WEARHOUSE INC COM 58711810 401 15222 X 5 999 0 14223
MENTOR CORP MINN COM 58718810 85 2541 X 13 0 0 2541
MENTOR CORP MINN COM 58718810 196 5856 X 5 315 0 5541
MENTOR CORP MINN COM 58718810 46 1333 X X 6 1333 0 0
MENTOR CORP MINN COM 58718810 5 150 X X 7 150 0 0
MENTOR CORP MINN COM 58718810 38 1109 X 6 1109 0 0
MENTOR GRAPHICS CORP COM 58720010 65 4421 X 13 0 0 4421
MENTOR GRAPHICS CORP COM 58720010 22 1400 X 6 1400 0 0
MENTOR GRAPHICS CORP COM 58720010 500 32555 X 5 27041 0 5514
MENTOR GRAPHICS CORP COM 58720010 1048 67717 X 3 67717 0 0
MERCANTILE BANK CORP COM 58737610 471 13265 X 5 1050 0 12215
MERCANTILE BANKSHARES CORP COM 58740510 4 75 X 11 0 75 0
MERCANTILE BANKSHARES CORP COM 58740510 850 18154 X 6 15979 0 2175
MERCANTILE BANKSHARES CORP COM 58740510 1804 38540 X X 6 35890 2650 0
MERCANTILE BANKSHARES CORP COM 58740510 704 15260 X 5 2450 0 12810
MERCANTILE BANKSHARES CORP COM 58740510 3576 76373 X 3 76373 0 0
MERCANTILE BANKSHARES CORP COM 58740510 11 243 X 13 0 0 243
MERCER INTL INC SH BEN INT 58805610 1415 144700 X 3 144700 0 0
MERCHANTS GROUP INC COM 58853910 2322 90159 X 3 90159 0 0
MERCK & CO INC COM 58933110 6129 129041 X X 1 126941 2100 0
MERCK & CO INC COM 58933110 284653 5992693 X 6 5468031 8003 516659
MERCK & CO INC COM 58933110 215776 4542643 X X 6 3876839 501133 164671
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MERCK & CO INC COM 58933110 28 582 X 4 582 0 0
MERCK & CO INC COM 58933110 19 400 X X 4 400 0 0
MERCK & CO INC COM 58933110 157551 3251711 X 3 3251711 0 0
MERCK & CO INC COM 58933110 2973 63188 X 13 0 0 63188
MERCK & CO INC COM 58933110 3679 77455 X 11 0 77455 0
MERCK & CO INC COM 58933110 1968 41426 X 1 41326 0 100
MERCK & CO INC COM 58933110 215 4534 X 7 4534 0 0
MERCK & CO INC COM 58933110 103 2177 X X 7 2177 0 0
MERCURY GENL CORP NEW COM 58940010 4521 90966 X 5 9662 0 81304
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MERCURY GENL CORP NEW COM 58940010 99 2002 X X 6 2002 0 0
MERCURY INTERACTIVE CORP COM 58940510 31 640 X 13 0 0 640
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MERCURY INTERACTIVE CORP COM 58940510 1190 24170 X 5 6953 0 17217
MERCURY INTERACTIVE CORP COM 58940510 78 1568 X 6 1568 0 0
MERCURY INTERACTIVE CORP COM 58940510 2 44 X X 6 44 0 0
MERCURY INTERACTIVE CORP NOTE 4.750% 7/ 589405AB 2466 2500000 X 20 2500000 0 0
MEREDITH CORP COM 58943310 1606 29603 X 3 29603 0 0
MEREDITH CORP COM 58943310 237 4315 X 5 4315 0 0
MEREDITH CORP COM 58943310 738 13429 X 6 370 0 13059
MEREDITH CORP COM 58943310 332 6041 X X 6 6041 0 0
MERIDIAN BIOSCIENCE INC COM 58958410 16 1470 X 5 1470 0 0
MERIDIAN BIOSCIENCE INC COM 58958410 145 13120 X 6 13120 0 0
MERISTAR HOSPITALITY CORP COM 58984Y10 10 1500 X 11 0 1500 0
MERISTAR HOSPITALITY CORP COM 58984Y10 6 930 X X 6 930 0 0
MERISTAR HOSPITALITY CORP COM 58984Y10 19 2832 X 5 2832 0 0
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NIKE INC CL B 65410610 19655 260830 X 5 37110 0 223720
NIKE INC CL B 65410610 16890 222674 X 3 222674 0 0
NIKE INC CL B 65410610 38 500 X 11 0 500 0
NIKE INC CL B 65410610 52555 693790 X 6 626940 2233 64617
NIKE INC CL B 65410610 88 1156 X 7 1156 0 0
99 CENTS ONLY STORES COM 65440K10 10606 694549 X 3 694549 0 0
99 CENTS ONLY STORES COM 65440K10 47 3052 X X 6 3052 0 0
99 CENTS ONLY STORES COM 65440K10 12 809 X X 7 809 0 0
99 CENTS ONLY STORES COM 65440K10 237 15540 X 6 15540 0 0
99 CENTS ONLY STORES COM 65440K10 1575 103302 X 5 99436 0 3866
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 7005 261000 X 3 261000 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 7 263 X X 7 263 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 10 365 X X 4 365 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 677 25239 X 5 12435 0 12804
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 116 4321 X X 6 2641 0 1680
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 220 8194 X 6 7774 0 420
NISOURCE INC COM 65473P10 12958 641879 X 3 641879 0 0
NISOURCE INC COM 65473P10 4 200 X X 7 200 0 0
NISOURCE INC COM 65473P10 2952 143174 X 6 29429 1500 112245
NISOURCE INC COM 65473P10 1267 61561 X 5 40822 0 20739
NISOURCE INC COM 65473P10 196 9528 X X 6 5866 1310 2352
NISSAN MOTORS SPONSORED ADR 65474440 17 761 X 13 0 0 761
NISSAN MOTORS SPONSORED ADR 65474440 271 12183 X 5 5550 0 6633
NISSAN MOTORS SPONSORED ADR 65474440 500 22357 X 6 21325 0 1032
NISSAN MOTORS SPONSORED ADR 65474440 62 2754 X X 6 2454 0 300
NOKIA CORP SPONSORED ADR 65490220 422 29000 X X 1 29000 0 0
NOKIA CORP SPONSORED ADR 65490220 7 500 X 11 0 500 0
NOKIA CORP SPONSORED ADR 65490220 1012 41650 X 3 41650 0 0
NOKIA CORP SPONSORED ADR 65490220 10 690 X X 7 690 0 0
NOKIA CORP SPONSORED ADR 65490220 8636 593963 X 6 500743 0 93220
NOKIA CORP SPONSORED ADR 65490220 10843 745715 X X 6 503418 78957 163340
NOKIA CORP SPONSORED ADR 65490220 43684 2987299 X 5 725323 0 2261976
NOKIA CORP SPONSORED ADR 65490220 12 824 X X 4 824 0 0
NOKIA CORP SPONSORED ADR 65490220 3855 263119 X 13 0 0 263119
NOBLE ENERGY INC COM 65504410 2896 56820 X 3 56820 0 0
NOBLE ENERGY INC COM 65504410 352 6906 X 5 6906 0 0
NOBLE ENERGY INC COM 65504410 137 2680 X X 6 2580 100 0
NOBLE ENERGY INC COM 65504410 972 19050 X 6 19050 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 3962 265000 X 3 265000 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 206 13769 X X 6 13769 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 1284 85896 X 6 83488 0 2408
NOMURA HLDGS INC SPONSORED ADR 65535H20 11 728 X 5 300 0 428
NORAM ENERGY CORP SDCV 6.000% 3/ 655419AC 103 105000 X 5 0 0 105000
NORAM ENERGY CORP SDCV 6.000% 3/ 655419AC 10 10000 X X 6 10000 0 0
NORANDA INC COM 65542210 2141 124700 X 5 124700 0 0
NORANDA INC COM 65542210 8 440 X X 6 440 0 0
NORDSON CORP COM 65566310 9988 228774 X 3 228774 0 0
NORDSON CORP COM 65566310 38 866 X X 6 866 0 0
NORDSON CORP COM 65566310 43 1000 X X 7 1000 0 0
NORDSON CORP COM 65566310 2 50 X 7 50 0 0
NORDSON CORP COM 65566310 6085 140303 X 6 115676 27 24600
NORDSON CORP COM 65566310 28 654 X 5 654 0 0
NORDSTROM INC COM 65566410 20308 476596 X 3 476596 0 0
NORDSTROM INC COM 65566410 4009 93984 X 5 83957 0 10027
NORDSTROM INC COM 65566410 191 4479 X X 6 2696 400 1383
NORDSTROM INC COM 65566410 5752 135002 X 6 26131 0 108871
NORFOLK SOUTHERN CORP COM 65584410 27 1000 X 1 1000 0 0
NORFOLK SOUTHERN CORP COM 65584410 11770 443824 X X 6 428849 7500 7475
NORFOLK SOUTHERN CORP COM 65584410 62 2350 X 7 2350 0 0
NORFOLK SOUTHERN CORP COM 65584410 12989 489780 X 6 359923 850 129007
NORFOLK SOUTHERN CORP COM 65584410 6411 243682 X 5 180440 0 63242
NORFOLK SOUTHERN CORP COM 65584410 385 14500 X 11 0 14500 0
NORFOLK SOUTHERN CORP COM 65584410 4490 169815 X 3 169815 0 0
NORSK HYDRO A S SPONSORED ADR 65653160 20 300 X 5 300 0 0
NORSK HYDRO A S SPONSORED ADR 65653160 484 7390 X 6 7390 0 0
NORSK HYDRO A S SPONSORED ADR 65653160 51 780 X X 6 780 0 0
NORTEL NETWORKS CORP NEW COM 65656810 54 11191 X 13 0 0 11191
NORTEL NETWORKS CORP NEW COM 65656810 763 152847 X 6 141958 0 10889
NORTEL NETWORKS CORP NEW COM 65656810 636 127500 X 20 127500 0 0
NORTEL NETWORKS CORP NEW COM 65656810 76 18675 X 3 18675 0 0
NORTEL NETWORKS CORP NEW COM 65656810 3366 680059 X 5 516934 0 163125
NORTEL NETWORKS CORP NEW COM 65656810 276 55334 X X 6 52813 2000 521
NORTEL NETWORKS CORP NEW NOTE 4.250% 9/ 656568AB 5 5000 X 5 0 0 5000
NORTEL NETWORKS CORP NEW NOTE 4.250% 9/ 656568AB 68231 71260000 X 6 71260000 0 0
NORTH AMERN PALLADIUM LTD COM 65691210 113 12907 X 5 11907 0 1000
NORTH AMERN PALLADIUM LTD COM 65691210 0 52 X X 6 52 0 0
NORTH AMERN PALLADIUM LTD COM 65691210 2 200 X X 7 200 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 53 2150 X 5 2150 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 390 15742 X X 6 15742 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 30 1200 X 6 1200 0 0
NORTH FORK BANCORPORATION NY COM 65942410 538 14150 X 11 0 14150 0
NORTH FORK BANCORPORATION NY COM 65942410 2337 61416 X 6 30085 0 31331
NORTH FORK BANCORPORATION NY COM 65942410 1127 29623 X X 6 29623 0 0
NORTH FORK BANCORPORATION NY COM 65942410 2528 66971 X 3 66971 0 0
NORTH FORK BANCORPORATION NY COM 65942410 1060 27959 X 5 12584 0 15375
NORTHEAST UTILS COM 66439710 2409 123736 X 3 123736 0 0
NORTHEAST UTILS COM 66439710 73 3749 X 5 2989 0 760
NORTHEAST UTILS COM 66439710 557 28623 X 6 23358 0 5265
NORTHEAST UTILS COM 66439710 140 7209 X X 6 7209 0 0
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 2996 75000 X 21 75000 0 0
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 169 4204 X 5 2704 0 1500
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 358 8950 X X 6 8450 0 500
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 43 1068 X 6 1068 0 0
NORTHERN ORION RES INC COM 66557510 6415 2801500 X 3 2801500 0 0
NORTHERN ORION RES INC COM 66557510 110 47300 X 5 0 0 47300
NORTHERN ORION RES INC COM 66557510 5 2000 X 6 2000 0 0
NORTHERN TR CORP COM 66585910 42 1000 X 11 0 1000 0
NORTHERN TR CORP COM 66585910 376 8890 X X 6 6590 0 2300
NORTHERN TR CORP COM 66585910 45 1065 X 6 765 0 300
NORTHERN TR CORP COM 66585910 1497 35630 X 5 21897 0 13733
NORTHERN TR CORP COM 66585910 8 181 X 13 0 0 181
NORTHERN TR CORP COM 66585910 3509 82987 X 3 82987 0 0
NORTHROP GRUMMAN CORP COM 66680710 835 15550 X 13 0 0 15550
NORTHROP GRUMMAN CORP COM 66680710 6 120 X 4 120 0 0
NORTHROP GRUMMAN CORP COM 66680710 6074 113109 X X 6 69747 4100 39262
NORTHROP GRUMMAN CORP COM 66680710 4 82 X X 7 82 0 0
NORTHROP GRUMMAN CORP COM 66680710 29 531 X 7 531 0 0
NORTHROP GRUMMAN CORP COM 66680710 18499 344496 X 6 154721 66 189709
NORTHROP GRUMMAN CORP COM 66680710 17361 323345 X 5 92602 0 230743
NORTHROP GRUMMAN CORP COM 66680710 42164 783858 X 3 783858 0 0
NORTHWEST AIRLS CORP CL A 66728010 200 18000 X 20 18000 0 0
NORTHWEST AIRLS CORP CL A 66728010 32 2925 X 5 2525 0 400
NORTHWEST AIRLS CORP CL A 66728010 209 18800 X 3 18800 0 0
NORTHWEST NAT GAS CO COM 66765510 14 450 X 11 0 450 0
NORTHWEST NAT GAS CO COM 66765510 11 350 X X 7 350 0 0
NORTHWEST NAT GAS CO COM 66765510 44 1447 X 6 1447 0 0
NORTHWEST NAT GAS CO COM 66765510 528 17300 X 3 17300 0 0
NORTHWEST NAT GAS CO COM 66765510 92 3026 X 5 2320 0 706
NORTHWEST NAT GAS CO COM 66765510 18 600 X X 6 600 0 0
NOVATEL WIRELESS INC COM NEW 66987M60 2125 80200 X 3 80200 0 0
NOVATEL WIRELESS INC COM NEW 66987M60 204 7700 X 6 200 0 7500
NOVATEL WIRELESS INC COM NEW 66987M60 3 100 X X 6 100 0 0
NOVATEL WIRELESS INC COM NEW 66987M60 185 7281 X 5 1100 0 6181
NOVARTIS A G SPONSORED ADR 66987V10 6129 137725 X 11 0 137725 0
NOVARTIS A G SPONSORED ADR 66987V10 4962 111528 X 5 103716 0 7812
NOVARTIS A G SPONSORED ADR 66987V10 5237 117695 X 6 58994 200 58501
NOVARTIS A G SPONSORED ADR 66987V10 15 327 X 7 327 0 0
NOVARTIS A G SPONSORED ADR 66987V10 9 204 X X 7 204 0 0
NOVARTIS A G SPONSORED ADR 66987V10 751 16883 X X 6 13246 1700 1937
NOVARTIS A G SPONSORED ADR 66987V10 13 291 X X 4 291 0 0
NOVARTIS A G SPONSORED ADR 66987V10 32117 719996 X 3 719996 0 0
NUANCE COMMUNICATIONS INC COM 66996710 248 54450 X 5 54450 0 0
NOVAVAX INC COM 67000210 49 9000 X 5 9000 0 0
NOVAVAX INC COM 67000210 13 2500 X X 6 0 2500 0
NOVELL INC COM 67000610 0 50 X 13 0 0 50
NOVELL INC COM 67000610 1529 182300 X 20 182300 0 0
NOVELL INC COM 67000610 1215 144752 X 3 144752 0 0
NOVELL INC COM 67000610 556 66882 X 5 50554 0 16328
NOVELL INC COM 67000610 894 106500 X 6 106500 0 0
NOVELL INC COM 67000610 38 4499 X X 6 4499 0 0
NOVELLUS SYS INC COM 67000810 8 250 X 11 0 250 0
NOVELLUS SYS INC COM 67000810 1109 35289 X 6 23437 0 11852
NOVELLUS SYS INC COM 67000810 402 12800 X X 6 12800 0 0
NOVELLUS SYS INC COM 67000810 2 70 X 13 0 0 70
NOVELLUS SYS INC COM 67000810 2158 68992 X 3 68992 0 0
NOVELLUS SYS INC COM 67000810 1112 35732 X 5 24368 0 11364
NOVEN PHARMACEUTICALS INC COM 67000910 177 8016 X 3 8016 0 0
NOVEN PHARMACEUTICALS INC COM 67000910 22 1000 X X 6 1000 0 0
NOVEN PHARMACEUTICALS INC COM 67000910 3 130 X 5 130 0 0
NOVO-NORDISK A S ADR 67010020 49 952 X 5 672 0 280
NOVO-NORDISK A S ADR 67010020 11137 214415 X X 6 214415 0 0
NOVO-NORDISK A S ADR 67010020 39461 759745 X 6 759745 0 0
NOVOSTE CORP COM 67010C10 65 24983 X 5 1480 0 23503
NSTAR COM 67019E10 554 11735 X 13 0 0 11735
NSTAR COM 67019E10 228 4826 X 5 1035 0 3791
NSTAR COM 67019E10 115 2396 X 6 1346 0 1050
NSTAR COM 67019E10 718 14997 X X 6 14167 0 830
NSTAR COM 67019E10 2455 51273 X 3 51273 0 0
NUCOR CORP COM 67034610 776 10379 X 13 0 0 10379
NUCOR CORP COM 67034610 12664 165608 X 3 165608 0 0
NUCOR CORP COM 67034610 10539 140726 X 5 11149 0 129577
NUCOR CORP COM 67034610 377 4912 X X 6 3059 150 1703
NUCOR CORP COM 67034610 15848 206459 X 6 139434 0 67025
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 6 375 X 5 375 0 0
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 317 21510 X 6 21510 0 0
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 361 24040 X 5 18100 0 5940
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 396 26409 X X 6 25209 0 1200
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 374 24965 X 6 24965 0 0
NUVEEN PA PREM INCOME MUN FD COM 67061F10 37 2680 X 5 0 0 2680
NUVEEN PA PREM INCOME MUN FD COM 67061F10 305 22019 X 6 22019 0 0
NUVEEN PA PREM INCOME MUN FD COM 67061F10 39 2842 X X 6 2842 0 0
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 820 89220 X 5 20920 0 68300
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 47 5148 X 6 5148 0 0
NUVEEN ARIZ PREM INCOME MUN COM 67061W10 188 12948 X 5 12948 0 0
NUVEEN ARIZ PREM INCOME MUN COM 67061W10 12 850 X X 6 850 0 0
NUVEEN CALIF MUN VALUE FD COM 67062C10 97 10887 X 5 7327 0 3560
NUVEEN INVT QUALITY MUN FD I COM 67062E10 23 1673 X 1 1673 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 124 8890 X 6 8890 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 109 7830 X X 6 7830 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 407 29071 X 5 6071 0 23000
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F10 132 9900 X 5 4600 0 5300
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F10 11 850 X X 6 850 0 0
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 680 48028 X 5 45678 0 2350
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 36 2579 X X 6 2300 0 279
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 218 15434 X 6 15434 0 0
NUVEEN NY MUN VALUE FD COM 67062M10 326 37578 X 5 35578 0 2000
NUVEEN NY MUN VALUE FD COM 67062M10 213 24539 X 6 24539 0 0
NUVEEN INSD QUALITY MUN FD I COM 67062N10 109 7475 X 5 3275 0 4200
NUVEEN INSD QUALITY MUN FD I COM 67062N10 100 6875 X X 6 6575 0 300
NUVEEN INSD QUALITY MUN FD I COM 67062N10 106 7328 X 6 7328 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 1102 80393 X 5 14672 0 65721
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 265 19366 X X 6 19366 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 468 34257 X 6 34257 0 0
NUVEEN CALIF PERFORM PLUS MU COM 67062Q10 197 14703 X 5 14703 0 0
NUVEEN PREM INCOME MUN FD COM 67062T10 467 35222 X 5 572 0 34650
NUVEEN PREM INCOME MUN FD COM 67062T10 446 33868 X 6 33868 0 0
NUVEEN PREM INCOME MUN FD COM 67062T10 89 6760 X X 6 4760 0 2000
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 766 56230 X 5 9210 0 47020
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 67 4994 X X 6 4796 0 198
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 156 11600 X 6 11600 0 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 450 33422 X 5 14122 0 19300
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 334 24936 X X 6 24269 0 667
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 52 3842 X 6 3739 0 103
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 74 5800 X 5 2500 0 3300
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 9 700 X 6 700 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 160 12637 X X 6 12637 0 0
NUVEEN VA PREM INCOME MUN FD COM 67064R10 95 6305 X 5 5305 0 1000
NUVEEN VA PREM INCOME MUN FD COM 67064R10 409 27064 X 6 27064 0 0
NUVEEN VA PREM INCOME MUN FD COM 67064R10 113 7501 X X 6 7501 0 0
NUVEEN TAX FREE ADV MUN FD COM 67065710 80 6021 X 5 5721 0 300
NUVEEN TAX FREE ADV MUN FD COM 67065710 100 7600 X 6 7600 0 0
NVIDIA CORP COM 67066G10 41437 2010230 X 3 2010230 0 0
NVIDIA CORP COM 67066G10 8 415 X X 6 415 0 0
NVIDIA CORP COM 67066G10 343 16746 X 6 11393 0 5353
NVIDIA CORP COM 67066G10 796 39060 X 5 35540 0 3520
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 44 3100 X 5 1700 0 1400
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 113 7914 X X 6 7914 0 0
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 109 7665 X 6 7665 0 0
NUVEEN SR INCOME FD COM 67067Y10 5 500 X 13 0 0 500
NUVEEN SR INCOME FD COM 67067Y10 196 20380 X 5 20380 0 0
NUVEEN SR INCOME FD COM 67067Y10 6 600 X X 6 600 0 0
NUVEEN MUN HIGH INC OPP FD COM 67068210 223 15580 X 13 0 0 15580
NUVEEN MUN HIGH INC OPP FD COM 67068210 2063 144360 X 5 8984 0 135376
NUVEEN MUN HIGH INC OPP FD COM 67068210 24 1700 X 6 1700 0 0
NUVEEN MUN HIGH INC OPP FD COM 67068210 48 3333 X X 6 3333 0 0
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M10 72 4750 X 5 1050 0 3700
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M10 117 7700 X X 6 7700 0 0
NUVEEN CT DIVID ADVANTAGE MU COM SH BEN INT 67069T10 150 10366 X 6 10366 0 0
NUVEEN INSD PREM INCOME MUN COM 6706D810 111 8762 X 5 5000 0 3762
NUVEEN INSD PREM INCOME MUN COM 6706D810 21 1676 X X 6 1676 0 0
NUVEEN INSD PREM INCOME MUN COM 6706D810 123 9731 X 6 9731 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 417 35694 X 5 16831 0 18863
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 85 7359 X 6 7359 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 130 11232 X X 6 11232 0 0
NUVASIVE INC COM 67070410 164 15000 X 3 15000 0 0
NUVASIVE INC COM 67070410 5 500 X 5 0 0 500
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 29 2031 X 5 1831 0 200
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 84 6012 X X 6 6012 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 409 29146 X 6 29146 0 0
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 84 6278 X 5 4078 0 2200
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 124 9300 X X 6 9300 0 0
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 240 17985 X 6 17985 0 0
NYFIX INC COM 67071210 387 79058 X 5 79058 0 0
NYFIX INC COM 67071210 20 4000 X X 6 4000 0 0
NUVEEN REAL ESTATE INCOME FD COM 67071B10 34 2000 X 13 0 0 2000
NUVEEN REAL ESTATE INCOME FD COM 67071B10 27 1600 X X 6 1000 600 0
NUVEEN REAL ESTATE INCOME FD COM 67071B10 927 55002 X 5 36211 0 18791
NUVEEN N C DIV ADV FD 2 COM 67071D10 19 1300 X 5 0 0 1300
NUVEEN N C DIV ADV FD 2 COM 67071D10 71 4734 X 6 4734 0 0
NUVEEN N C DIV ADV FD 2 COM 67071D10 75 5000 X X 6 5000 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S10 147 10825 X 13 0 0 10825
NUVEEN QUALITY PFD INCOME FD COM 67071S10 198 14675 X X 6 14675 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S10 29 2185 X 6 2185 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S10 2343 172610 X 5 34290 0 138320
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 83 6300 X 5 0 0 6300
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 48 3667 X X 6 3667 0 0
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 44 3400 X 7 3400 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C10 191 13451 X 13 0 0 13451
NUVEEN QUALITY PFD INCOME FD COM 67072C10 2788 196764 X 5 40241 0 156523
NUVEEN QUALITY PFD INCOME FD COM 67072C10 158 11249 X X 6 11249 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C10 9 667 X X 4 667 0 0
NUVELO INC COM NEW 67072M30 980 101868 X 3 101868 0 0
NUVELO INC COM NEW 67072M30 107 11107 X 5 11107 0 0
NUVELO INC COM NEW 67072M30 27 2760 X 6 0 0 2760
NUVEEN FLOATING RATE INCOME COM 67072T10 765 51210 X 5 51210 0 0
NUVEEN PFD & CONV INC FD COM 67073B10 19 1425 X 13 0 0 1425
NUVEEN PFD & CONV INC FD COM 67073B10 3228 241823 X 5 180272 0 61551
NUVEEN PFD & CONV INC FD COM 67073B10 19 1400 X 6 1400 0 0
NUVEEN PFD & CONV INC FD COM 67073B10 40 3000 X X 6 1000 2000 0
NUVEEN PFD & CONV INCOME FD COM SHS 67073D10 572 44268 X 5 39925 0 4343
NUVEEN PFD & CONV INCOME FD COM SHS 67073D10 29 2282 X 6 2282 0 0
O CHARLEYS INC COM 67082310 8462 492241 X 3 492241 0 0
O CHARLEYS INC COM 67082310 83 4800 X 6 4800 0 0
OGE ENERGY CORP COM 67083710 20 800 X X 1 800 0 0
OGE ENERGY CORP COM 67083710 2158 84714 X 3 84714 0 0
OGE ENERGY CORP COM 67083710 285 11195 X 5 10095 0 1100
OGE ENERGY CORP COM 67083710 87 3414 X 6 3414 0 0
OGE ENERGY CORP COM 67083710 983 38603 X X 6 22353 14800 1450
OGE ENERGY CORP COM 67083710 173 6800 X 1 6800 0 0
OGE ENERGY CORP COM 67083710 25 1000 X 13 0 0 1000
OM GROUP INC COM 67087210 37 1110 X 13 0 0 1110
OM GROUP INC COM 67087210 351 10620 X X 6 10620 0 0
OM GROUP INC COM 67087210 21 631 X 6 631 0 0
OM GROUP INC COM 67087210 41 1230 X 5 1230 0 0
OM GROUP INC COM 67087210 10 300 X 3 300 0 0
NUVEEN INVTS INC CL A 67090F10 343 12793 X 5 12643 0 150
NUVEEN INVTS INC CL A 67090F10 24 900 X X 6 900 0 0
NUVEEN TX ADV TOTAL RET STRG COM 67090H10 364 21703 X 5 15015 0 6688
NUVEEN MUN VALUE FD INC COM 67092810 2224 252219 X 5 116294 0 135925
NUVEEN MUN VALUE FD INC COM 67092810 4287 488800 X 9 488800 0 0
NUVEEN MUN VALUE FD INC COM 67092810 719 81944 X 6 74444 0 7500
NUVEEN MUN VALUE FD INC COM 67092810 290 33096 X X 6 32596 0 500
NUVEEN FLA INVT QUALITY MUN COM 67097010 29 2050 X 5 2050 0 0
NUVEEN FLA INVT QUALITY MUN COM 67097010 144 10283 X 6 10283 0 0
NUVEEN FLA INVT QUALITY MUN COM 67097010 156 11086 X X 6 10786 0 300
NUVEEN NJ INVT QUALITY MUN F COM 67097110 146 10261 X 5 7816 0 2445
NUVEEN NJ INVT QUALITY MUN F COM 67097110 446 31424 X 6 31424 0 0
NUVEEN NJ INVT QUALITY MUN F COM 67097110 520 36611 X X 6 19347 0 17264
NUVEEN PA INVT QUALITY MUN F COM 67097210 153 11246 X 5 8075 0 3171
NUVEEN PA INVT QUALITY MUN F COM 67097210 62 4592 X X 6 4592 0 0
NUVEEN PA INVT QUALITY MUN F COM 67097210 59 4349 X 6 4349 0 0
NUVEEN SELECT QUALITY MUN FD COM 67097310 277 19900 X 5 1500 0 18400
NUVEEN SELECT QUALITY MUN FD COM 67097310 60 4358 X 6 4358 0 0
NUVEEN SELECT QUALITY MUN FD COM 67097310 135 9788 X X 6 9788 0 0
NUVEEN QUALITY INCOME MUN FD COM 67097710 66 4947 X 5 2047 0 2900
NUVEEN QUALITY INCOME MUN FD COM 67097710 129 9713 X X 6 9413 0 300
NUVEEN QUALITY INCOME MUN FD COM 67097710 330 24817 X 6 24817 0 0
NUVEEN FLA QUALITY INCOME MU COM 67097810 6 450 X 5 450 0 0
NUVEEN FLA QUALITY INCOME MU COM 67097810 346 25031 X 6 25031 0 0
NUVEEN FLA QUALITY INCOME MU COM 67097810 372 26900 X X 6 26600 0 300
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SCOTTISH PWR PLC SPON ADR FINAL 81013T70 403 13654 X X 6 11926 1728 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 708 24333 X 5 445 0 23888
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 6 217 X X 4 217 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 102 3491 X 13 0 0 3491
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 7 232 X 11 0 232 0
SCOTTS CO CL A 81018610 3 40 X X 1 40 0 0
SCOTTS CO CL A 81018610 5 80 X 7 80 0 0
SCOTTS CO CL A 81018610 1538 24081 X 6 18554 0 5527
SCOTTS CO CL A 81018610 155 2430 X X 6 2430 0 0
SCOTTS CO CL A 81018610 1661 26049 X 5 21015 0 5034
SCOTTS CO CL A 81018610 19323 302485 X 3 302485 0 0
SCOTTS CO CL A 81018610 86501 1354115 X 11 0 1354115 0
SCOTTS CO CL A 81018610 4 60 X 1 60 0 0
SCRIPPS E W CO OHIO CL A 81105420 57 750 X 3 750 0 0
SCRIPPS E W CO OHIO CL A 81105420 2657 25306 X 6 19986 4770 550
SCRIPPS E W CO OHIO CL A 81105420 730 6955 X X 6 6490 325 140
SCRIPPS E W CO OHIO CL A 81105420 117 1104 X 5 77 0 1027
SCUDDER HIGH INCOME TR SH BEN INT 81115310 61 9394 X 5 9394 0 0
SCUDDER HIGH INCOME TR SH BEN INT 81115310 13 2000 X X 6 2000 0 0
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 64 9900 X 5 1000 0 8900
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 13 2030 X X 6 2030 0 0
SCUDDER INTER GOVT TR SH BEN INT 81116310 16 2431 X 13 0 0 2431
SCUDDER INTER GOVT TR SH BEN INT 81116310 187 29000 X 9 29000 0 0
SCUDDER INTER GOVT TR SH BEN INT 81116310 391 60478 X 5 60478 0 0
SCUDDER NEW ASIA FD INC COM 81118310 1333 105731 X 5 790 0 104941
SCUDDER NEW ASIA FD INC COM 81118310 4394 344600 X 9 344600 0 0
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 55 7094 X 5 4000 0 3094
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 72 9290 X X 6 9290 0 0
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 10 1300 X 6 1300 0 0
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 1017 90412 X 5 3900 0 86512
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 40 3562 X X 6 3562 0 0
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 189 16802 X 6 16263 0 539
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 1078 58939 X 5 35350 0 23589
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 91 5000 X X 6 5000 0 0
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 21 1125 X 6 1125 0 0
SCUDDER RREEF REAL EST FD II COM 81119R10 2234 163262 X 5 160958 0 2304
SCUDDER RREEF REAL EST FD II COM 81119R10 178 13000 X X 6 13000 0 0
SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 265 22793 X 5 22793 0 0
SEA CONTAINERS LTD CL A 81137170 658 36878 X 5 0 0 36878
SEA CONTAINERS LTD CL A 81137170 50 2839 X X 6 2839 0 0
SEACHANGE INTL INC COM 81169910 309 18280 X 5 10300 0 7980
SEACHANGE INTL INC COM 81169910 53 3129 X 6 3129 0 0
SEACHANGE INTL INC COM 81169910 16 942 X X 6 942 0 0
SEACOAST BKG CORP FLA COM 81170730 51 2460 X 5 2460 0 0
SEACOAST BKG CORP FLA COM 81170730 52 2475 X X 6 2475 0 0
SEACOAST BKG CORP FLA COM 81170730 101 4814 X 6 4814 0 0
SEALED AIR CORP NEW COM 81211K10 1679 31523 X 3 31523 0 0
SEALED AIR CORP NEW COM 81211K10 52 980 X 7 980 0 0
SEALED AIR CORP NEW COM 81211K10 6 115 X X 7 115 0 0
SEALED AIR CORP NEW COM 81211K10 3684 69149 X 6 27079 0 42070
SEALED AIR CORP NEW COM 81211K10 365 6860 X X 6 6560 0 300
SEALED AIR CORP NEW COM 81211K10 2316 43904 X 5 13844 0 30060
SEALED AIR CORP NEW COM 81211K10 34 630 X 4 630 0 0
SEARS ROEBUCK & CO COM 81238710 11 290 X 13 0 0 290
SEARS ROEBUCK & CO COM 81238710 3050 80788 X 5 56282 0 24506
SEARS ROEBUCK & CO COM 81238710 19 490 X 7 490 0 0
SEARS ROEBUCK & CO COM 81238710 4 100 X X 7 100 0 0
SEARS ROEBUCK & CO COM 81238710 15030 398037 X 6 394419 0 3618
SEARS ROEBUCK & CO COM 81238710 2322 61486 X X 6 50390 10096 1000
SEARS ROEBUCK & CO COM 81238710 3113 82226 X 3 82226 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 4858 181704 X 5 167084 0 14620
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 36 1350 X 6 1350 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 7301 239017 X 5 230856 0 8161
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 22 725 X 6 0 0 725
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 43 1400 X X 6 0 1400 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 4490 194477 X 5 190638 0 3839
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 13 400 X 13 0 0 400
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 5335 168761 X 5 156066 0 12695
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 6344 201517 X 5 199072 0 2445
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 9 300 X X 6 300 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 10190 356594 X 5 351114 0 5480
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 66 2317 X 6 2317 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 453 16055 X 13 0 0 16055
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 25279 882047 X 5 881975 0 72
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 17 600 X 6 0 0 600
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 6 300 X 11 0 300 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 9965 481429 X 5 478739 0 2690
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 52 2515 X 6 2515 0 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 57 2750 X X 6 1550 1200 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 145 7135 X 13 0 0 7135
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 1309 55730 X 13 0 0 55730
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 4669 197563 X 5 107152 0 90411
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 64 2700 X 6 2700 0 0
SEGUE SOFTWARE INC COM 81580710 42 11185 X 5 2100 0 9085
SELECT COMFORT CORP COM 81616X10 10269 359500 X 3 359500 0 0
SELECT COMFORT CORP COM 81616X10 34 1185 X X 6 1185 0 0
SELECT COMFORT CORP COM 81616X10 2 68 X 7 68 0 0
SELECT COMFORT CORP COM 81616X10 1360 47872 X 6 9933 39 37900
SELECT COMFORT CORP COM 81616X10 3 100 X 5 0 0 100
SELECT MEDICAL CORP COM 81619610 6809 496123 X 3 496123 0 0
SELECT MEDICAL CORP COM 81619610 2 116 X 4 116 0 0
SELECT MEDICAL CORP COM 81619610 191 14221 X 5 12310 0 1911
SELECT MEDICAL CORP COM 81619610 268 19971 X X 6 17871 0 2100
SELECT MEDICAL CORP COM 81619610 3 192 X X 7 192 0 0
SELECT MEDICAL CORP COM 81619610 29 2159 X 7 2159 0 0
SELECT MEDICAL CORP COM 81619610 4517 336618 X 6 243060 731 92827
SELECTIVE INS GROUP INC COM 81630010 103 2575 X 5 2575 0 0
SELECTIVE INS GROUP INC COM 81630010 974 24434 X X 6 24434 0 0
SELECTIVE INS GROUP INC COM 81630010 166 4152 X 6 4152 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 5 500 X 1 500 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 92 9101 X 5 9101 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 1 100 X 6 100 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 2662 262800 X 9 262800 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 64 6352 X X 6 6352 0 0
SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1108 29580 X 5 22100 0 7480
SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 543 14350 X X 6 14150 0 200
SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 2405 63570 X 6 63570 0 0
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 1824 170000 X 3 170000 0 0
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 2 155 X X 6 155 0 0
SEMOTUS SOLUTIONS INC COM 81684P10 3 10500 X 5 10000 0 500
SEMTECH CORP COM 81685010 12668 534481 X 3 534481 0 0
SEMTECH CORP COM 81685010 208 8851 X X 6 8851 0 0
SEMTECH CORP COM 81685010 3020 128302 X 6 70834 68 57400
SEMTECH CORP COM 81685010 161 6856 X 5 6856 0 0
SEMTECH CORP COM 81685010 3 121 X 7 121 0 0
SEMPRA ENERGY COM 81685110 24700 758945 X 3 758945 0 0
SEMPRA ENERGY COM 81685110 4916 142801 X 5 141631 0 1170
SEMPRA ENERGY COM 81685110 6700 194605 X 6 47258 0 147347
SEMPRA ENERGY COM 81685110 330 9579 X X 6 8073 0 1506
SEMPRA ENERGY INCOME EQTY UT 81685120 6060 200000 X 3 200000 0 0
SEMPRA ENERGY INCOME EQTY UT 81685120 458 15139 X 5 7600 0 7539
SENESCO TECHNOLOGIES INC COM NEW 81720840 44 14500 X 5 0 0 14500
SENIOR HIGH INCOME PORTFOLIO COM 81721E10 2220 399174 X 5 391959 0 7215
SENIOR HSG PPTYS TR SH BEN INT 81721M10 13 750 X 13 0 0 750
SENIOR HSG PPTYS TR SH BEN INT 81721M10 1003 59262 X 5 8882 0 50380
SENIOR HSG PPTYS TR SH BEN INT 81721M10 37 2231 X X 6 2231 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M10 7 400 X 6 400 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 972 45235 X 3 45235 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 2 105 X 6 105 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 98 4575 X X 6 4575 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 131 6099 X 5 4999 0 1100
SEPRACOR INC COM 81731510 5 100 X 13 0 0 100
SEPRACOR INC COM 81731510 30135 567748 X 3 567748 0 0
SEPRACOR INC COM 81731510 980 18530 X 5 17031 0 1499
SEPRACOR INC COM 81731510 152 2877 X X 6 2877 0 0
SEPRACOR INC COM 81731510 478 9041 X 6 6477 0 2564
SEPRACOR INC SDCV 5.000% 2/ 817315AL 5094 5000000 X 20 5000000 0 0
SEQUA CORPORATION CL A 81732010 585 9998 X 3 9998 0 0
SEQUA CORPORATION CL A 81732010 12 212 X X 6 212 0 0
SERENA SOFTWARE INC COM 81749210 4 223 X 5 223 0 0
SERENA SOFTWARE INC COM 81749210 42 2201 X X 6 2201 0 0
SERENA SOFTWARE INC COM 81749210 298 15597 X 6 15597 0 0
SEROLOGICALS CORP COM 81752310 2 120 X X 1 120 0 0
SEROLOGICALS CORP COM 81752310 344 17462 X 5 1662 0 15800
SEROLOGICALS CORP COM 81752310 4 190 X 7 190 0 0
SEROLOGICALS CORP COM 81752310 914 45700 X 6 35920 0 9780
SEROLOGICALS CORP COM 81752310 108 5390 X X 6 5390 0 0
SEROLOGICALS CORP COM 81752310 3 160 X 1 160 0 0
SERONO S A SPONSORED ADR 81752M10 4884 306599 X 3 306599 0 0
SERONO S A SPONSORED ADR 81752M10 742 47745 X 5 300 0 47445
SERONO S A SPONSORED ADR 81752M10 158 10045 X X 6 10045 0 0
SERONO S A SPONSORED ADR 81752M10 10 666 X 7 666 0 0
SERONO S A SPONSORED ADR 81752M10 373 23663 X 6 23663 0 0
SERVICE CORP INTL COM 81756510 553 75000 X 20 75000 0 0
SERVICE CORP INTL COM 81756510 21 2842 X 6 2842 0 0
SERVICE CORP INTL COM 81756510 68 9258 X X 6 9258 0 0
SERVICE CORP INTL COM 81756510 1282 175214 X 5 87496 0 87718
SERVICEMASTER CO COM 81760N10 111 9000 X X 1 9000 0 0
SERVICEMASTER CO COM 81760N10 118 9555 X 1 9555 0 0
SERVICEMASTER CO COM 81760N10 828 67233 X X 6 27658 3795 35780
SERVICEMASTER CO COM 81760N10 246 19939 X 6 18864 0 1075
SERVICEMASTER CO COM 81760N10 3953 320896 X 5 12424 0 308472
7-ELEVEN INC COM NEW 81782620 4746 265875 X 3 265875 0 0
7-ELEVEN INC COM NEW 81782620 960 53765 X 5 53265 0 500
7-ELEVEN INC COM NEW 81782620 147 8256 X 6 1063 0 7193
SHARPER IMAGE CORP COM 82001310 951 30404 X 5 22852 0 7552
SHARPER IMAGE CORP COM 82001310 2 60 X X 6 60 0 0
SHAW GROUP INC COM 82028010 122 12135 X 5 1135 0 11000
SHAW GROUP INC COM 82028010 36 3525 X 6 3525 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1684 37683 X 11 0 37683 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 10 213 X X 4 213 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 2855 64070 X 5 15231 0 48839
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1635 36584 X 6 36584 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 7 152 X X 7 152 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 527 11782 X X 6 9622 2160 0
SHERWIN WILLIAMS CO COM 82434810 656 15800 X 1 15800 0 0
SHERWIN WILLIAMS CO COM 82434810 4270 103058 X 5 68173 0 34885
SHERWIN WILLIAMS CO COM 82434810 1181 28419 X X 6 26419 0 2000
SHERWIN WILLIAMS CO COM 82434810 2250 54231 X 3 54231 0 0
SHERWIN WILLIAMS CO COM 82434810 4431 106642 X 6 54662 0 51980
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 8853 331064 X 3 331064 0 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 396 14816 X 6 0 0 14816
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 251 9336 X 5 541 0 8795
SHOPKO STORES INC COM 82491110 5619 397400 X 11 0 397400 0
SHOPKO STORES INC COM 82491110 15 1041 X 6 1041 0 0
SHUFFLE MASTER INC COM 82554910 21574 592173 X 3 592173 0 0
SHUFFLE MASTER INC COM 82554910 2239 62321 X 5 2785 0 59536
SHUFFLE MASTER INC COM 82554910 55 1510 X X 6 1135 0 375
SHUFFLE MASTER INC COM 82554910 2 66 X 7 66 0 0
SHUFFLE MASTER INC COM 82554910 1553 42764 X 6 4604 37 38123
SHURGARD STORAGE CTRS INC COM 82567D10 6 150 X 13 0 0 150
SHURGARD STORAGE CTRS INC COM 82567D10 1438 38469 X 5 3190 0 35279
SHURGARD STORAGE CTRS INC COM 82567D10 293 7828 X 6 7828 0 0
SIEBEL SYS INC COM 82617010 1 50 X 13 0 0 50
SIEBEL SYS INC COM 82617010 2014 188578 X 3 188578 0 0
SIEBEL SYS INC COM 82617010 741 72286 X 5 15306 0 56980
SIEBEL SYS INC COM 82617010 857 80215 X 6 66835 2080 11300
SIEBEL SYS INC COM 82617010 568 53107 X X 6 48812 600 3695
SIEMENS A G SPONSORED ADR 82619750 6667 91000 X 3 91000 0 0
SIEMENS A G SPONSORED ADR 82619750 13 176 X 7 176 0 0
SIEMENS A G SPONSORED ADR 82619750 281 3891 X 5 2848 0 1043
SIEMENS A G SPONSORED ADR 82619750 1064 14677 X 6 14363 0 314
SIEMENS A G SPONSORED ADR 82619750 195 2689 X X 6 2689 0 0
SIERRA HEALTH SVCS INC COM 82632210 2966 67282 X 5 29791 0 37491
SIERRA HEALTH SVCS INC COM 82632210 30 663 X 6 663 0 0
SIERRA HEALTH SVCS INC COM 82632210 7 162 X X 6 162 0 0
SIERRA HEALTH SVCS INC DBCV 2.250% 3/ 826322AB 1131 450000 X 6 450000 0 0
SIERRA PAC RES NEW COM 82642810 5 705 X 13 0 0 705
SIERRA PAC RES NEW COM 82642810 37 4849 X 5 2900 0 1949
SIERRA PAC RES NEW COM 82642810 14 1812 X 6 1812 0 0
SIERRA PAC RES NEW COM 82642810 874 113370 X 3 113370 0 0
SIGMA ALDRICH CORP COM 82655210 1546 25945 X 3 25945 0 0
SIGMA ALDRICH CORP COM 82655210 1146 19220 X X 6 14970 250 4000
SIGMA ALDRICH CORP COM 82655210 1720 28850 X 6 8691 0 20159
SIGMA ALDRICH CORP COM 82655210 6424 108041 X 5 87862 0 20179
SIGNET GROUP PLC SP ADR REP 30S 82668L87 109 1694 X 5 1694 0 0
SIGNET GROUP PLC SP ADR REP 30S 82668L87 569 8853 X 6 8663 0 190
SIGNET GROUP PLC SP ADR REP 30S 82668L87 59 923 X X 6 923 0 0
SILICON LABORATORIES INC COM 82691910 6174 133211 X 3 133211 0 0
SILICON LABORATORIES INC COM 82691910 3573 77372 X 5 67104 0 10268
SILICON LABORATORIES INC COM 82691910 3 65 X X 6 65 0 0
SILICON LABORATORIES INC COM 82691910 215 4644 X 6 2390 0 2254
SILGAN HOLDINGS INC COM 82704810 11846 293874 X 3 293874 0 0
SILGAN HOLDINGS INC COM 82704810 87 2170 X X 6 2170 0 0
SILGAN HOLDINGS INC COM 82704810 540 13391 X 6 13391 0 0
SILICON GRAPHICS INC COM 82705610 7657 3480300 X 3 3480300 0 0
SILICON GRAPHICS INC COM 82705610 31 13961 X 5 13961 0 0
SILICON GRAPHICS INC COM 82705610 1 573 X 6 110 0 463
SILICON STORAGE TECHNOLOGY I COM 82705710 4323 419664 X 3 419664 0 0
SILICON STORAGE TECHNOLOGY I COM 82705710 176 17047 X 6 5691 0 11356
SILICON STORAGE TECHNOLOGY I COM 82705710 367 36008 X 5 30782 0 5226
SILICON IMAGE INC COM 82705T10 4 350 X 13 0 0 350
SILICON IMAGE INC COM 82705T10 347 27223 X 5 500 0 26723
SILICON IMAGE INC COM 82705T10 8881 673300 X 3 673300 0 0
SILICON IMAGE INC COM 82705T10 23 1752 X X 6 1752 0 0
SILICON IMAGE INC COM 82705T10 1 102 X 7 102 0 0
SILICON IMAGE INC COM 82705T10 1230 93788 X 6 10031 57 83700
SILICON VY BANCSHARES COM 82706410 6925 174646 X 3 174646 0 0
SILICON VY BANCSHARES COM 82706410 292 7392 X 5 4894 0 2498
SILICON VY BANCSHARES COM 82706410 690 17400 X 6 0 0 17400
SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 529 130300 X 3 130300 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 143 36040 X 5 625 0 35415
SILVER STD RES INC COM 82823L10 51 4116 X 5 316 0 3800
SILVER STD RES INC COM 82823L10 231 18700 X 6 18700 0 0
SIMON PPTY GROUP INC NEW COM 82880610 62 1200 X 1 1200 0 0
SIMON PPTY GROUP INC NEW COM 82880610 4000 77792 X 3 77792 0 0
SIMON PPTY GROUP INC NEW COM 82880610 10 200 X 13 0 0 200
SIMON PPTY GROUP INC NEW COM 82880610 642 12484 X 5 11294 0 1190
SIMON PPTY GROUP INC NEW COM 82880610 5514 107237 X 6 94446 325 12466
SIMON PPTY GROUP INC NEW COM 82880610 8677 168750 X X 6 134295 32480 1975
SIMPSON MANUFACTURING CO INC COM 82907310 822 14755 X 5 9655 0 5100
SIMPSON MANUFACTURING CO INC COM 82907310 22 400 X X 6 0 400 0
SINCLAIR BROADCAST GROUP INC CL A 82922610 1 130 X X 1 130 0 0
SINCLAIR BROADCAST GROUP INC CL A 82922610 41 4060 X 5 2060 0 2000
SINCLAIR BROADCAST GROUP INC CL A 82922610 4 380 X 1 380 0 0
SINCLAIR BROADCAST GROUP INC CL A 82922610 153 14925 X X 6 14925 0 0
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SINCLAIR BROADCAST GROUP INC CL A 82922610 1356 132005 X 6 108735 0 23270
SINGAPORE FD INC COM 82929L10 123 16595 X 5 0 0 16595
SINGAPORE FD INC COM 82929L10 5223 702069 X 9 702069 0 0
SIRIUS SATELLITE RADIO INC COM 82966U10 8458 2749807 X 5 2593368 0 156439
SIRIUS SATELLITE RADIO INC COM 82966U10 110 35837 X X 6 27837 2000 6000
SIRIUS SATELLITE RADIO INC COM 82966U10 307 99650 X 6 99350 0 300
SIRF TECHNOLOGY HLDGS INC COM 82967H10 3367 257600 X 3 257600 0 0
SIRF TECHNOLOGY HLDGS INC COM 82967H10 133 10200 X 6 0 0 10200
SITEL CORP COM 82980K10 42 10000 X 5 10000 0 0
SIPEX CORP COM 82990910 752 131980 X 3 131980 0 0
SIPEX CORP COM 82990910 89 15650 X 6 0 0 15650
SIX FLAGS INC COM 83001P10 653 89955 X 3 89955 0 0
SIX FLAGS INC COM 83001P10 4 550 X X 6 550 0 0
SIX FLAGS INC COM 83001P10 76 10409 X 5 10409 0 0
SIZELER PPTY INVS INC COM 83013710 108 11770 X 5 10770 0 1000
SIZELER PPTY INVS INC COM 83013710 8 900 X X 6 0 0 900
SKY FINL GROUP INC COM 83080P10 2 100 X 13 0 0 100
SKY FINL GROUP INC COM 83080P10 8575 346750 X 3 346750 0 0
SKY FINL GROUP INC COM 83080P10 31 1235 X 6 1235 0 0
SKY FINL GROUP INC COM 83080P10 161 6502 X 5 1 0 6501
SKYLINE CORP COM 83083010 6238 153461 X 3 153461 0 0
SKYLINE CORP COM 83083010 20 500 X 6 500 0 0
SKYWEST INC COM 83087910 11537 659926 X 3 659926 0 0
SKYWEST INC COM 83087910 24 1402 X X 6 1402 0 0
SKYWEST INC COM 83087910 1097 63027 X 6 5292 46 57689
SKYWEST INC COM 83087910 1 81 X 7 81 0 0
SKYWORKS SOLUTIONS INC COM 83088M10 494 57160 X 5 45513 0 11647
SKYWORKS SOLUTIONS INC COM 83088M10 105 12056 X 6 11986 70 0
SKYWORKS SOLUTIONS INC COM 83088M10 47 5357 X X 6 2201 1614 1542
SKILLSOFT PLC SPONSORED ADR 83092810 3 400 X 5 0 0 400
SKILLSOFT PLC SPONSORED ADR 83092810 100 13200 X X 6 13200 0 0
SKILLSOFT PLC SPONSORED ADR 83092810 1197 157510 X 6 157510 0 0
SMART & FINAL INC COM 83168310 35 2900 X 11 0 2900 0
SMART & FINAL INC COM 83168310 171 14219 X 5 9519 0 4700
SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 11568 207000 X 3 207000 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 124 2250 X X 6 2250 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 909 16442 X 6 16442 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 394 7126 X 5 6800 0 326
SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 24 434 X 7 434 0 0
SMITH A O COM 83186520 8860 278689 X 3 278689 0 0
SMITH A O COM 83186520 318 10000 X 6 3000 0 7000
SMITH A O COM 83186520 93 3000 X 5 0 0 3000
SMITH INTL INC COM 83211010 5670 102122 X 3 102122 0 0
SMITH INTL INC COM 83211010 47 841 X X 6 41 600 200
SMITH INTL INC COM 83211010 180 3236 X 6 3236 0 0
SMITH INTL INC COM 83211010 3373 60010 X 5 7957 0 52053
SMITH INTL INC COM 83211010 5 85 X X 7 85 0 0
SMITHFIELD FOODS INC COM 83224810 88780 3019742 X 11 0 3019742 0
SMITHFIELD FOODS INC COM 83224810 1953 66156 X 5 16287 0 49869
SMITHFIELD FOODS INC COM 83224810 1157 39357 X 6 39357 0 0
SMITHFIELD FOODS INC COM 83224810 316 10758 X X 6 10758 0 0
SMITHFIELD FOODS INC COM 83224810 13168 445104 X 3 445104 0 0
SMITHFIELD FOODS INC COM 83224810 76 2565 X 13 0 0 2565
SMUCKER J M CO COM NEW 83269640 25 547 X X 1 547 0 0
SMUCKER J M CO COM NEW 83269640 3 56 X 1 56 0 0
SMUCKER J M CO COM NEW 83269640 2599 56607 X 3 56607 0 0
SMUCKER J M CO COM NEW 83269640 647 14090 X X 6 12429 1266 395
SMUCKER J M CO COM NEW 83269640 0 2 X 7 2 0 0
SMUCKER J M CO COM NEW 83269640 885 19287 X 6 19095 0 192
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STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 494 21110 X 5 16910 0 4200
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STREETTRACKS SER TR DJ LRG CAP VAL 86330E20 245 1962 X 13 0 0 1962
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STRIDE RITE CORP COM 86331410 13259 1202128 X 3 1202128 0 0
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STRYKER CORP COM 86366710 12 220 X 13 0 0 220
STRYKER CORP COM 86366710 6 114 X 4 114 0 0
STRYKER CORP COM 86366710 2860 51996 X X 6 42471 7525 2000
STRYKER CORP COM 86366710 2 28 X 7 28 0 0
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SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 1357 42195 X 5 21680 0 20515
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 167 5182 X 6 5182 0 0
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SUN MICROSYSTEMS INC COM 86681010 9 2000 X 7 2000 0 0
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SUN MICROSYSTEMS INC COM 86681010 2 400 X 11 0 400 0
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SUNCOR ENERGY INC COM 86722910 21 800 X 13 0 0 800
SUNCOR ENERGY INC COM 86722910 532 20762 X X 6 19762 1000 0
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SUNOCO INC COM 86764P10 177 2783 X X 1 2783 0 0
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TEPPCO PARTNERS L P UT LTD PARTNER 87238410 50 1300 X 13 0 0 1300
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TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 26 900 X 3 900 0 0
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TARGET CORP COM 87612E10 273 6453 X 13 0 0 6453
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TASER INTL INC COM 87651B10 54 1250 X X 6 1000 0 250
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TAUBMAN CTRS INC COM 87666410 34 1500 X X 6 1500 0 0
TECH DATA CORP COM 87823710 2197 56149 X 3 56149 0 0
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TECH DATA CORP COM 87823710 574 14658 X 6 12758 0 1900
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TECH DATA CORP SDCV 2.000%12/ 878237AC 12453 12500000 X 20 12500000 0 0
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TEGAL CORP COM 87900810 23 12300 X 5 12300 0 0
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TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 18 620 X 13 0 0 620
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 79 2650 X X 6 2250 400 0
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TELEPHONE & DATA SYS INC COM 87943310 3945 55411 X 3 55411 0 0
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TEREX CORP NEW COM 88077910 5233 152251 X 5 22998 0 129253
TESORO PETE CORP COM 88160910 8 300 X 3 300 0 0
TESORO PETE CORP COM 88160910 2388 86515 X 5 83515 0 3000
TESORO PETE CORP COM 88160910 38 1380 X 6 1380 0 0
TESORO PETE CORP COM 88160910 20 725 X X 6 525 0 200
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 68 1010 X 1 1010 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 13364 198934 X X 6 166241 12423 20270
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 65 969 X 7 969 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 22 326 X X 7 326 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 37364 556172 X 6 502509 1188 52475
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 11149 221005 X 5 111635 0 109370
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 50 1508 X 13 0 0 1508
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 6 93 X 4 93 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 47191 708334 X 3 708334 0 0
TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/ 88164MAB 11148 7000000 X 20 7000000 0 0
TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/ 88164MAB 6 4000 X 5 0 0 4000
TEXAS GENCO HLDGS INC COM 88244310 2255 50025 X 3 50025 0 0
TEXAS GENCO HLDGS INC COM 88244310 1199 26596 X 5 26581 0 15
TEXAS GENCO HLDGS INC COM 88244310 82 1815 X X 6 1756 9 50
TEXAS GENCO HLDGS INC COM 88244310 19 425 X 6 425 0 0
TEXAS INSTRS INC COM 88250810 29 1200 X X 1 1200 0 0
TEXAS INSTRS INC COM 88250810 113697 4786585 X 3 4786585 0 0
TEXAS INSTRS INC COM 88250810 2 95 X 4 95 0 0
TEXAS INSTRS INC COM 88250810 144 5937 X 7 5937 0 0
TEXAS INSTRS INC COM 88250810 26 1058 X X 7 1058 0 0
TEXAS INSTRS INC COM 88250810 95107 3933279 X 6 3320289 5587 607403
TEXAS INSTRS INC COM 88250810 26356 1089977 X X 6 882576 134764 72637
TEXAS INSTRS INC COM 88250810 15320 638399 X 5 455963 0 182436
TEXAS INSTRS INC COM 88250810 6 250 X X 4 250 0 0
TEXAS INSTRS INC COM 88250810 2062 87605 X 13 0 0 87605
TEXAS INSTRS INC COM 88250810 487 20133 X 1 20133 0 0
TEXAS INSTRS INC COM 88250810 17 710 X 11 0 710 0
THAI CAP FD INC COM NEW 88290520 75 10300 X 5 0 0 10300
TEXTRON INC COM 88320310 95 1600 X X 1 1600 0 0
TEXTRON INC COM 88320310 5442 91700 X 11 0 91700 0
TEXTRON INC COM 88320310 4436 73246 X 3 73246 0 0
TEXTRON INC COM 88320310 3083 51945 X X 6 50445 1500 0
TEXTRON INC COM 88320310 5471 92178 X 6 81988 0 10190
TEXTRON INC COM 88320310 1593 26877 X 5 24434 0 2443
THERMA-WAVE INC COM 88343A10 99 20000 X 5 20000 0 0
THERMO ELECTRON CORP COM 88355610 31 1000 X 11 0 1000 0
THERMO ELECTRON CORP COM 88355610 8785 284716 X 3 284716 0 0
THERMO ELECTRON CORP COM 88355610 2 62 X 4 62 0 0
THERMO ELECTRON CORP COM 88355610 619 20137 X X 6 20137 0 0
THERMO ELECTRON CORP COM 88355610 157 5101 X X 7 5101 0 0
THERMO ELECTRON CORP COM 88355610 2 54 X 7 54 0 0
THERMO ELECTRON CORP COM 88355610 2783 90518 X 6 66810 272 23436
THERMO ELECTRON CORP COM 88355610 91 2977 X 5 2028 0 949
THOMAS & BETTS CORP COM 88431510 598 21964 X 3 21964 0 0
THOMAS & BETTS CORP COM 88431510 449 16545 X 5 15001 0 1544
THOMAS & BETTS CORP COM 88431510 4406 161797 X X 6 161797 0 0
THOMAS & BETTS CORP COM 88431510 691 25389 X 6 25389 0 0
THOMAS INDS INC COM 88442510 489 14737 X 5 14737 0 0
THOMSON SPONSORED ADR 88511810 66 3320 X X 6 3320 0 0
THOMSON SPONSORED ADR 88511810 521 26210 X 6 26210 0 0
THOR INDS INC COM 88516010 1847 55197 X 3 55197 0 0
THOR INDS INC COM 88516010 519 15500 X 6 4100 0 11400
THOR INDS INC COM 88516010 1206 36446 X 5 22226 0 14220
THORATEC CORP COM NEW 88517530 186 17020 X 3 17020 0 0
THORATEC CORP COM NEW 88517530 36 3357 X X 6 3357 0 0
THORATEC CORP COM NEW 88517530 213 19809 X 6 19809 0 0
THORATEC CORP COM NEW 88517530 43 3987 X 5 835 0 3152
THORNBURG MTG INC COM 88521810 71 2650 X 13 0 0 2650
THORNBURG MTG INC COM 88521810 745 27628 X X 6 24133 2445 1050
THORNBURG MTG INC COM 88521810 826 30657 X 6 19657 0 11000
THORNBURG MTG INC COM 88521810 2162 80283 X 5 54183 0 26100
3COM CORP COM 88553510 11 1800 X 11 0 1800 0
3COM CORP COM 88553510 10 1552 X 6 1552 0 0
3COM CORP COM 88553510 629 100588 X X 6 100588 0 0
3COM CORP COM 88553510 2360 377498 X 3 377498 0 0
3COM CORP COM 88553510 648 103889 X 5 95416 0 8473
THREE FIVE SYS INC COM 88554L10 145 28401 X 5 28401 0 0
THREE FIVE SYS INC COM 88554L10 20 3999 X 6 3999 0 0
3M CO COM 88579Y10 2291 25450 X X 1 25450 0 0
3M CO COM 88579Y10 2353 26144 X 1 26144 0 0
3M CO COM 88579Y10 882 9999 X 13 0 0 9999
3M CO COM 88579Y10 10 115 X 4 115 0 0
3M CO COM 88579Y10 184298 2047528 X X 6 1951627 60861 35040
3M CO COM 88579Y10 4 42 X X 7 42 0 0
3M CO COM 88579Y10 125 1384 X 7 1384 0 0
3M CO COM 88579Y10 174268 1936100 X 6 1703504 4956 227640
3M CO COM 88579Y10 40279 449612 X 5 346236 0 103376
3M CO COM 88579Y10 123131 1372453 X 3 1372453 0 0
3M CO COM 88579Y10 318 3530 X 11 0 3530 0
TIBCO SOFTWARE INC COM 88632Q10 4 500 X 13 0 0 500
TIBCO SOFTWARE INC COM 88632Q10 355 42045 X 6 42045 0 0
TIBCO SOFTWARE INC COM 88632Q10 362 42806 X 5 42806 0 0
TIBCO SOFTWARE INC COM 88632Q10 9 1100 X 3 1100 0 0
TIDEWATER INC COM 88642310 465 15600 X 11 0 15600 0
TIDEWATER INC COM 88642310 1956 65798 X 5 16348 0 49450
TIDEWATER INC COM 88642310 11341 380559 X 3 380559 0 0
TIDEWATER INC COM 88642310 134 4481 X X 6 4481 0 0
TIDEWATER INC COM 88642310 770 25832 X 6 25832 0 0
TIFFANY & CO NEW COM 88654710 2559 71033 X 3 71033 0 0
TIFFANY & CO NEW COM 88654710 185 5030 X 6 4730 0 300
TIFFANY & CO NEW COM 88654710 232 6297 X 5 5315 0 982
TIFFANY & CO NEW COM 88654710 109 2953 X X 6 2853 0 100
TIMBERLAND CO CL A 88710010 3292 50988 X 3 50988 0 0
TIMBERLAND CO CL A 88710010 9631 149158 X 5 131489 0 17669
TIMBERLAND CO CL A 88710010 31 485 X 6 35 0 450
TIME WARNER INC COM 88731710 4 245 X 1 245 0 0
TIME WARNER INC COM 88731710 5350 304300 X 20 304300 0 0
TIME WARNER INC COM 88731710 17 963 X 4 963 0 0
TIME WARNER INC COM 88731710 4052 230470 X X 6 205294 7474 17702
TIME WARNER INC COM 88731710 60 3387 X 7 3387 0 0
TIME WARNER INC COM 88731710 19 1083 X X 7 1083 0 0
TIME WARNER INC COM 88731710 36549 2079011 X 6 728612 278 1350121
TIME WARNER INC COM 88731710 15518 885486 X 5 599890 0 285596
TIME WARNER INC COM 88731710 94088 5500680 X 3 5500680 0 0
TIME WARNER INC COM 88731710 1360 78116 X 13 0 0 78116
TIME WARNER INC COM 88731710 4406 250600 X 11 0 250600 0
TIMKEN CO COM 88738910 5 200 X 11 0 200 0
TIMKEN CO COM 88738910 1514 58144 X 5 28558 0 29586
TIMKEN CO COM 88738910 826 31194 X X 6 30594 600 0
TIMKEN CO COM 88738910 6827 259900 X 3 259900 0 0
TIMKEN CO COM 88738910 95 3580 X 6 3580 0 0
TITAN CORP COM 88826610 1053 81122 X 3 81122 0 0
TITAN CORP COM 88826610 6492 500171 X 6 500171 0 0
TITAN CORP COM 88826610 22 1685 X 5 1684 0 1
TITAN INTL INC ILL COM 88830M10 190 18139 X 5 600 0 17539
TOLL BROTHERS INC COM 88947810 96 2275 X 13 0 0 2275
TOLL BROTHERS INC COM 88947810 1225 28948 X 5 27528 0 1420
TOLL BROTHERS INC COM 88947810 3076 72857 X 3 72857 0 0
TOLL BROTHERS INC COM 88947810 3 70 X X 6 70 0 0
TOLL BROTHERS INC COM 88947810 429 10134 X 6 10134 0 0
TOOTSIE ROLL INDS INC COM 89051610 34 1060 X 11 0 1060 0
TOOTSIE ROLL INDS INC COM 89051610 98 3026 X X 6 3026 0 0
TOOTSIE ROLL INDS INC COM 89051610 3 107 X X 7 107 0 0
TOOTSIE ROLL INDS INC COM 89051610 91 2812 X 6 2812 0 0
TOOTSIE ROLL INDS INC COM 89051610 2312 71149 X 5 70331 0 818
TOOTSIE ROLL INDS INC COM 89051610 15 449 X 13 0 0 449
TOOTSIE ROLL INDS INC COM 89051610 1652 50835 X 3 50835 0 0
TOPPS INC COM 89078610 8 807 X 13 0 0 807
TOPPS INC COM 89078610 8916 919153 X 3 919153 0 0
TORCHMARK CORP COM 89102710 382 7099 X 13 0 0 7099
TORCHMARK CORP COM 89102710 5456 101416 X 6 80632 0 20784
TORCHMARK CORP COM 89102710 2373 41610 X 3 41610 0 0
TORCHMARK CORP COM 89102710 325 6037 X X 6 6037 0 0
TORCHMARK CORP COM 89102710 762 14170 X 5 14170 0 0
TORO CO COM 89109210 984 14041 X 5 12894 0 1147
TORO CO COM 89109210 12 168 X 6 168 0 0
TORO CO COM 89109210 6 91 X X 6 91 0 0
TORONTO DOMINION BK ONT COM NEW 89116050 12 386 X X 6 386 0 0
TORONTO DOMINION BK ONT COM NEW 89116050 656 20398 X 6 20398 0 0
TOTAL S A SPONSORED ADR 89151E10 10925 113972 X 3 113972 0 0
TOTAL S A SPONSORED ADR 89151E10 4007 41679 X 5 31343 0 10336
TOTAL S A SPONSORED ADR 89151E10 10 109 X X 4 109 0 0
TOTAL S A SPONSORED ADR 89151E10 885 9206 X X 6 8608 0 598
TOTAL S A SPONSORED ADR 89151E10 7 77 X X 7 77 0 0
TOTAL S A SPONSORED ADR 89151E10 13 135 X 7 135 0 0
TOTAL S A SPONSORED ADR 89151E10 2951 30709 X 6 30609 0 100
TOWER AUTOMOTIVE INC COM 89170710 1 195 X 5 0 0 195
TOWER AUTOMOTIVE INC COM 89170710 78 21500 X X 6 21500 0 0
TOTAL SYS SVCS INC COM 89190610 2 100 X 5 0 0 100
TOTAL SYS SVCS INC COM 89190610 71 3230 X 6 3230 0 0
TOTAL SYS SVCS INC COM 89190610 1632 74516 X X 6 74516 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 9 111 X 13 0 0 111
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 3310 40463 X 5 24657 0 15806
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1220 14949 X 6 14949 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 13 157 X 7 157 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 5 65 X X 7 65 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 243 2982 X X 6 2582 0 400
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 7 91 X X 4 91 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 11492 140000 X 3 140000 0 0
TOYS R US INC COM 89233510 7076 444222 X 3 444222 0 0
TOYS R US INC COM 89233510 2278 143026 X 6 73799 0 69227
TOYS R US INC COM 89233510 224 14085 X X 6 2580 100 11405
TOYS R US INC COM 89233510 2741 171170 X 5 51987 0 119183
TPG N V SPONSORED ADR 89233910 8 362 X X 4 362 0 0
TPG N V SPONSORED ADR 89233910 79 3446 X X 6 3446 0 0
TPG N V SPONSORED ADR 89233910 3 155 X 5 0 0 155
TPG N V SPONSORED ADR 89233910 617 26785 X 6 26785 0 0
TPG N V SPONSORED ADR 89233910 6 251 X X 7 251 0 0
TRACTOR SUPPLY CO COM 89235610 5925 141675 X 3 141675 0 0
TRACTOR SUPPLY CO COM 89235610 581 13882 X 6 10053 0 3829
TRACTOR SUPPLY CO COM 89235610 1533 37386 X 5 9204 0 28182
TRACTOR SUPPLY CO COM 89235610 66 1575 X X 6 1575 0 0
TRANS LUX CORP NOTE 7.500%12/ 893247AD 25 25000 X 5 0 0 25000
TRANSACTION SYS ARCHITECTS CL A 89341610 17284 802799 X 3 802799 0 0
TRANSACTION SYS ARCHITECTS CL A 89341610 449 20844 X 5 20844 0 0
TRANSACTION SYS ARCHITECTS CL A 89341610 658 30577 X 6 26563 0 4014
TRANSACTION SYS ARCHITECTS CL A 89341610 22 1001 X X 6 1001 0 0
TRANSAMERICA INCOME SHS INC COM 89350610 314 14565 X 5 13765 0 800
TRANSAMERICA INCOME SHS INC COM 89350610 38 1780 X X 6 1780 0 0
TRANSAMERICA INCOME SHS INC COM 89350610 23 1069 X 6 1069 0 0
TRANSATLANTIC HLDGS INC COM 89352110 18 225 X 4 225 0 0
TRANSATLANTIC HLDGS INC COM 89352110 162 1961 X 5 112 0 1849
TRANSATLANTIC HLDGS INC COM 89352110 69 846 X X 6 846 0 0
TRANSATLANTIC HLDGS INC COM 89352110 3 35 X X 7 35 0 0
TRANSATLANTIC HLDGS INC COM 89352110 26 315 X 7 315 0 0
TRANSATLANTIC HLDGS INC COM 89352110 123 1524 X 6 1524 0 0
TRANSCANADA CORP COM 89353D10 653 33325 X 5 10483 0 22842
TRANSCANADA CORP COM 89353D10 40 2000 X 6 1000 0 1000
TRANSCANADA CORP COM 89353D10 17 882 X X 7 882 0 0
TRANSCANADA CORP COM 89353D10 52 2613 X X 6 663 1950 0
TRANSKARYOTIC THERAPIES INC COM 89373510 1455 97269 X 3 97269 0 0
TRANSMETA CORP DEL COM 89376R10 131 60075 X 5 55800 0 4275
TRANSMETA CORP DEL COM 89376R10 19 8463 X 6 8463 0 0
TRANSWITCH CORP COM 89406510 49 27360 X 5 7360 0 20000
TREDEGAR CORP COM 89465010 65 4000 X 11 0 4000 0
TREDEGAR CORP COM 89465010 120 7450 X X 6 2450 5000 0
TREDEGAR CORP COM 89465010 110 6816 X 6 5841 0 975
TREDEGAR CORP COM 89465010 9 594 X 5 0 0 594
TRI CONTL CORP COM 89543610 10 590 X 11 0 590 0
TRI CONTL CORP COM 89543610 649 38573 X 5 37559 0 1014
TRI CONTL CORP COM 89543610 323 19182 X 6 16035 0 3147
TRI CONTL CORP COM 89543610 665 39500 X 9 39500 0 0
TRI CONTL CORP COM 89543610 1271 75543 X X 6 74236 1307 0
TRI CONTL CORP COM 89543610 4 210 X 13 0 0 210
TRIAD HOSPITALS INC COM 89579K10 3513 94360 X 3 94360 0 0
TRIAD HOSPITALS INC COM 89579K10 114 3049 X X 6 3049 0 0
TRIAD HOSPITALS INC COM 89579K10 753 20227 X 6 20227 0 0
TRIAD HOSPITALS INC COM 89579K10 533 14396 X 5 6938 0 7458
TRIAD GTY INC COM 89592510 1874 32200 X 3 32200 0 0
TRIAD GTY INC COM 89592510 2 40 X 5 40 0 0
TRIAD GTY INC COM 89592510 29 500 X X 6 0 0 500
TRIAD GTY INC COM 89592510 598 10282 X 6 4182 0 6100
TRIARC COS INC CL A 89592710 3911 378600 X 3 378600 0 0
TRIARC COS INC CL A 89592710 145 14000 X 5 14000 0 0
TRIARC COS INC CL A 89592710 179 17321 X X 6 17321 0 0
TRIARC COS INC CL A 89592710 1024 99157 X 6 99157 0 0
TRIARC COS INC CL B SER 1 89592730 27620 2715808 X 3 2715808 0 0
TRIARC COS INC CL B SER 1 89592730 285 28000 X 5 28000 0 0
TRIARC COS INC CL B SER 1 89592730 97 9500 X 6 0 0 9500
TRIBUNE CO NEW COM 89604710 36 800 X X 1 800 0 0
TRIBUNE CO NEW COM 89604710 12 260 X 11 0 260 0
TRIBUNE CO NEW COM 89604710 207 4550 X 1 4450 0 100
TRIBUNE CO NEW COM 89604710 8 180 X 13 0 0 180
TRIBUNE CO NEW COM 89604710 10703 236939 X 5 62001 0 174938
TRIBUNE CO NEW COM 89604710 13052 286615 X 6 282324 350 3941
TRIBUNE CO NEW COM 89604710 47 1035 X 7 1035 0 0
TRIBUNE CO NEW COM 89604710 69 1520 X X 7 1520 0 0
TRIBUNE CO NEW COM 89604710 10080 221334 X X 6 214289 4410 2635
TRIBUNE CO NEW COM 89604710 5824 127891 X 3 127891 0 0
TRIMBLE NAVIGATION LTD COM 89623910 190 6851 X 5 6851 0 0
TRIMBLE NAVIGATION LTD COM 89623910 44 1591 X X 6 1591 0 0
TRIMERIS INC COM 89626310 2940 203754 X 3 203754 0 0
TRIMERIS INC COM 89626310 12 835 X 5 835 0 0
TRINITY BIOTECH PLC SPONSORED ADR 89643810 67 20000 X 5 20000 0 0
TRINITY BIOTECH PLC SPONSORED ADR 89643810 3 1000 X 6 1000 0 0
TRINITY INDS INC COM 89652210 1445 45451 X 3 45451 0 0
TRINITY INDS INC COM 89652210 159 5000 X X 6 0 0 5000
TRINITY INDS INC COM 89652210 25 786 X 5 786 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K10 1 200 X 13 0 0 200
TRIQUINT SEMICONDUCTOR INC COM 89674K10 719 131688 X 3 131688 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K10 1107 213640 X 5 37430 0 176210
TRIQUINT SEMICONDUCTOR INC COM 89674K10 36 6510 X 6 6510 0 0
TRITON PCS HLDGS INC CL A 89677M10 12047 2763100 X 17 2763100 0 0
TRITON PCS HLDGS INC CL A 89677M10 12047 2763100 X 6 2763100 0 0
TRITON PCS HLDGS INC CL A 89677M10 2 520 X X 6 520 0 0
TRITON PCS HLDGS INC CL A 89677M10 857 196500 X 3 196500 0 0
TRIZEC PROPERTIES INC COM 89687P10 199 12203 X 5 10903 0 1300
TRIZEC PROPERTIES INC COM 89687P10 152 9336 X X 6 9336 0 0
TRIZEC PROPERTIES INC COM 89687P10 20280 1247258 X 6 1247258 0 0
TRIPATH IMAGING INC COM 89694210 416 44201 X 3 44201 0 0
TRIPATH IMAGING INC COM 89694210 90 9580 X 6 9580 0 0
TRIPATH IMAGING INC COM 89694210 64 6855 X 5 2700 0 4155
TRUSTCO BK CORP N Y COM 89834910 2575 200614 X 5 3850 0 196764
TRUSTCO BK CORP N Y COM 89834910 26 2000 X X 6 0 2000 0
TRUSTCO BK CORP N Y COM 89834910 87 6607 X 6 6607 0 0
TUESDAY MORNING CORP COM NEW 89903550 9 300 X X 6 300 0 0
TUESDAY MORNING CORP COM NEW 89903550 447 15400 X 6 4700 0 10700
TUPPERWARE CORP COM 89989610 27973 1439682 X 3 1439682 0 0
TUPPERWARE CORP COM 89989610 254 13061 X 5 12661 0 400
TUPPERWARE CORP COM 89989610 35 1820 X 6 1820 0 0
TUPPERWARE CORP COM 89989610 686 35301 X X 6 34331 746 224
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 15670 510426 X 3 510426 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 325 10784 X 5 90 0 10694
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 228 7423 X 6 0 0 7423
TV AZTECA S A DE C V SPONSORED ADR 90114510 518 60000 X 3 60000 0 0
TV AZTECA S A DE C V SPONSORED ADR 90114510 181 20968 X 5 20580 0 388
TWEETER HOME ENTMT GROUP INC COM 90116710 1038 192234 X 3 192234 0 0
21ST CENTY INS GROUP COM 90130N10 769 59144 X 5 0 0 59144
21ST CENTY INS GROUP COM 90130N10 13 1000 X X 6 1000 0 0
TYCO INTL GROUP S A DBCV 2.750% 1/ 902118BF 9497 6300000 X 3 6300000 0 0
TYCO INTL GROUP S A DBCV 2.750% 1/ 902118BF 1657 1103000 X 6 1103000 0 0
TYCO INTL GROUP S A DBCV 2.750% 1/ 902118BF 18 12000 X 5 12000 0 0
TYCO INTL GROUP S A DBCV 3.125% 1/ 902118BG 32375 20000000 X 20 20000000 0 0
TYCO INTL LTD NEW COM 90212410 166 5000 X X 1 5000 0 0
TYCO INTL LTD NEW COM 90212410 76026 2294092 X 6 1616686 3405 674001
TYCO INTL LTD NEW COM 90212410 257 7757 X 7 7757 0 0
TYCO INTL LTD NEW COM 90212410 18 550 X X 7 550 0 0
TYCO INTL LTD NEW COM 90212410 39664 1196864 X X 6 1125252 14583 57029
TYCO INTL LTD NEW COM 90212410 66 2000 X 1 2000 0 0
TYCO INTL LTD NEW COM 90212410 207304 6326036 X 3 6326036 0 0
TYCO INTL LTD NEW COM 90212410 68 2043 X 4 2043 0 0
TYCO INTL LTD NEW COM 90212410 36879 1117059 X 5 798326 0 318733
TYCO INTL LTD NEW COM 90212410 2057 62915 X 13 0 0 62915
TYLER TECHNOLOGIES INC COM 90225210 4665 493174 X 3 493174 0 0
TYLER TECHNOLOGIES INC COM 90225210 141 14909 X 6 1566 0 13343
TYSON FOODS INC CL A 90249410 5 233 X X 1 233 0 0
TYSON FOODS INC CL A 90249410 48 2315 X X 6 600 0 1715
TYSON FOODS INC CL A 90249410 10 466 X X 7 466 0 0
TYSON FOODS INC CL A 90249410 1661 79287 X 6 25363 0 53924
TYSON FOODS INC CL A 90249410 12172 580874 X 5 553077 0 27797
TYSON FOODS INC CL A 90249410 11814 563926 X 3 563926 0 0
UCBH HOLDINGS INC COM 90262T30 3413 86357 X 3 86357 0 0
UCBH HOLDINGS INC COM 90262T30 2 60 X 4 60 0 0
UCBH HOLDINGS INC COM 90262T30 106 2682 X X 6 2682 0 0
UCBH HOLDINGS INC COM 90262T30 1485 37567 X 6 34274 0 3293
UCBH HOLDINGS INC COM 90262T30 1270 32166 X 5 29504 0 2662
UGI CORP NEW COM 90268110 7223 225000 X 3 225000 0 0
UGI CORP NEW COM 90268110 444 14020 X 5 250 0 13770
UGI CORP NEW COM 90268110 611 19043 X X 6 12643 1900 4500
UGI CORP NEW COM 90268110 264 8236 X 6 6936 0 1300
UIL HLDG CORP COM 90274810 10 200 X 5 0 0 200
UIL HLDG CORP COM 90274810 19 387 X 6 387 0 0
UIL HLDG CORP COM 90274810 174 3564 X X 6 3564 0 0
UST INC COM 90291110 988 27366 X 13 0 0 27366
UST INC COM 90291110 1144 31766 X X 6 28666 2500 600
UST INC COM 90291110 3609 100252 X 6 64570 0 35682
UST INC COM 90291110 13535 374859 X 5 44194 0 330665
UST INC COM 90291110 2227 61874 X 3 61874 0 0
US BANCORP DEL COM NEW 90297330 504 18300 X X 1 18300 0 0
US BANCORP DEL COM NEW 90297330 72 2630 X 1 2630 0 0
US BANCORP DEL COM NEW 90297330 644 23320 X 13 0 0 23320
US BANCORP DEL COM NEW 90297330 12 450 X X 4 450 0 0
US BANCORP DEL COM NEW 90297330 204 7395 X 7 7395 0 0
US BANCORP DEL COM NEW 90297330 32 1157 X X 7 1157 0 0
US BANCORP DEL COM NEW 90297330 101019 3665415 X 6 3055482 7611 602322
US BANCORP DEL COM NEW 90297330 37845 1373183 X X 6 1203581 93006 76596
US BANCORP DEL COM NEW 90297330 13929 504517 X 5 99299 0 405218
US BANCORP DEL COM NEW 90297330 23 848 X 4 848 0 0
US BANCORP DEL COM NEW 90297330 108458 4060645 X 3 4060645 0 0
US BANCORP DEL COM NEW 90297330 110 4000 X 11 0 4000 0
URS CORP NEW COM 90323610 449 16463 X 5 9836 0 6627
URS CORP NEW COM 90323610 69 2500 X 6 2500 0 0
U S G CORP COM NEW 90329340 1 100 X 3 100 0 0
U S G CORP COM NEW 90329340 2 100 X 6 100 0 0
U S G CORP COM NEW 90329340 224 12734 X 5 12734 0 0
US LEC CORP CL A 90331S10 15 3600 X 5 3600 0 0
US LEC CORP CL A 90331S10 2267 558434 X 6 558434 0 0
US LEC CORP CL A 90331S10 2 500 X X 6 0 0 500
USEC INC COM 90333E10 405 46200 X 5 42700 0 3500
USEC INC COM 90333E10 26 3000 X 6 3000 0 0
U S I HLDGS COM 90333H10 3761 238059 X 3 238059 0 0
U S I HLDGS COM 90333H10 1 75 X X 6 75 0 0
U S I HLDGS COM 90333H10 483 30563 X 6 371 0 30192
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